v3.26.1
IFRS 7 Disclosure (Tables)
 6 Months Ended
Apr. 30, 2026
Statement [Line Items]  
Portfolio Market Risk Measures
The following table presents the end of quarter, average, high,
 
and low usage of TD’s VaR metric.
TABLE 29: PORTFOLIO MARKET
 
RISK MEASURES
(millions of Canadian dollars)
For the three months ended
For the six months ended
April 30
January
31
April 30
April 30
April 30
2026
2026
2025
2026
2025
As at
Average
High
Low
Average
Average
Average
Average
Interest rate risk
$
11.7
$
15.3
$
23.5
$
9.8
$
12.6
$
12.8
$
14.0
$
12.6
Credit spread risk
18.0
19.6
26.0
13.5
14.8
20.1
17.2
19.9
Equity risk
27.9
17.6
36.9
7.3
16.1
9.6
16.8
8.9
Foreign exchange risk
2.1
4.1
8.2
1.3
5.1
3.8
4.6
3.9
Commodity risk
25.1
35.5
49.6
25.1
37.1
23.1
36.3
14.5
Idiosyncratic debt specific risk
16.2
17.1
20.0
14.3
15.3
23.4
16.2
21.5
Diversification effect
1
(65.0)
(69.1)
 
n/m
2
 
n/m
 
(58.8)
(56.9)
(64.0)
(49.2)
Total Value
 
-at-Risk (one-day)
$
36.0
$
40.1
$
54.1
$
32.0
$
42.2
$
35.9
$
41.1
$
32.1
The aggregate VaR is less than the sum of the VaR
 
of the different risk types due to risk offsets resulting from portfolio diversification.
2
 
Not meaningful. It is not meaningful to compute a diversification effect because the high and low may
 
occur on different days for different risk types.
Structural Interest Rate Sensitivity Measures
The following table shows the potential before-tax
 
impact of an immediate and sustained
 
100 bps increase or decrease in interest rates
 
on the EVE and NIIS
measures.
TABLE 30: NON-TRADING INTEREST RATE SENSITIVITY MEASURES
(millions of Canadian dollars)
As at
April 30, 2026
January 31, 2026
April 30, 2025
EVE
NII
EVE
NII
EVE
NII
Sensitivity
Sensitivity
1
Sensitivity
3
Sensitivity
1,3
Sensitivity
3
Sensitivity
1,3
Canadian
U.S.
Total
Canadian
U.S.
Total
Total
Total
Total
Total
dollar
2
dollar
dollar
2
dollar
Before-tax impact of
 
 
100 bps increase in rates
$
(1,191)
$
(2,492)
$
(3,683)
$
354
$
57
$
411
$
(2,521)
$
745
$
(2,612)
$
679
 
100 bps decrease in rates
1,144
2,263
3,407
(390)
(71)
(461)
2,179
(815)
2,116
(769)
Represents the twelve-month NII exposure to an immediate and sustained shock in rates, and may include adjustments
 
for non-recurring items.
2
 
Includes other currency exposures.
3
 
Effective the second quarter ended April 30, 2026, includes exposures from Wholesale Banking. Prior
 
periods do not include Wholesale Banking
Summary of Liquid Assets by Type and Currency
TABLE 31: SUMMARY OF LIQUID ASSETS BY TYPE AND CURRENCY
(millions of Canadian dollars, except as noted)
As at
Securities
received as
collateral from
securities
financing and
Bank-owned
derivative
Total
Encumbered
Unencumbered
liquid assets
transactions
liquid assets
liquid assets
liquid assets
1
April 30, 2026
Cash and central bank reserves
$
18,895
$
–
$
18,895
$
2,051
$
16,844
Obligations of government, federal agencies, public sector
 
entities,
and multilateral development banks
2
111,472
107,727
219,199
106,362
112,837
Equities
19,172
8,035
27,207
21,076
6,131
Other debt securities
7,807
21,301
29,108
11,846
17,262
Other securities
–
–
–
–
–
Total Canadian dollar-denominated
157,346
137,063
294,409
141,335
153,074
Cash and central bank reserves
87,832
–
87,832
–
87,832
Obligations of government, federal agencies, public sector
 
entities,
and multilateral development banks
217,540
156,479
374,019
178,673
195,346
Equities
67,214
70,625
137,839
77,536
60,303
Other debt securities
82,738
42,285
125,023
35,873
89,150
Other securities
26,694
2,907
29,601
8,866
20,735
Total non-Canadian dollar-denominated
482,018
272,296
754,314
300,948
453,366
Total
3
$
639,364
$
409,359
$
1,048,723
$
442,283
$
606,440
October 31, 2025
Total Canadian dollar
 
-denominated
$
155,500
$
128,048
$
283,548
$
124,734
$
158,814
Total non-Canadian
 
dollar-denominated
479,607
223,847
703,454
279,201
424,253
Total
$
635,107
$
351,895
$
987,002
$
403,935
$
583,067
Unencumbered liquid assets include on-balance sheet assets, assets borrowed or purchased under resale agreements,
 
and other off-balance sheet collateral received less encumbered
liquid assets.
2
 
Includes National Housing Act Mortgage-Backed Securities (NHA MBS).
3
 
Effective April 30, 2026, collateral received from margin loans and collateral delivered to facilitate client
 
shorts has been included
Summary of Unencumbered Liquid Assets by Bank, Subsidiaries, and Branches
TABLE 32: SUMMARY OF UNENCUMBERED LIQUID ASSETS BY
 
BANK, SUBSIDIARIES, AND BRANCHES
(millions of Canadian dollars)
As at
 
April 30
October 31
2026
2025
The Toronto-Dominion Bank (Parent)
$
231,554
$
257,722
Bank subsidiaries
340,442
306,961
Foreign branches
34,444
18,384
Total
$
606,440
$
583,067
Summary of Deposit Funding
TABLE 40: SUMMARY OF DEPOSIT FUNDING
(millions of Canadian dollars)
As at
 
April 30
October 31
2026
2025
Personal
$
641,827
$
650,396
Non-personal
305,886
316,319
Total
$
947,713
$
966,715