The following table presents the maximum exposure to credit risk of financial instruments, before taking account of any collateral held or other credit enhancements.


Gross Maximum Credit Risk Exposure1 (millions of Canadian dollars)


October 31 2016


Cash and due from banks


Interest-bearing deposits with banks Securities2


Financial assets designated at fair value through profit and loss Government and government-insured securities Other debt securities


Trading Government and government-insured securities Other debt securities Retained interest


Available-for-sale Government and government-insured securities Other debt securities


Held-to-maturity Government and government-insured securities Other debt securities


Securities purchased under reverse purchase agreements Derivatives3 Loans


Residential mortgages


Consumer instalment and other personal Credit card


Business and government


Debt securities classified as loans Customers’ liability under acceptances


Trading loans


Amounts receivable from brokers, dealers and clients Other assets


Total assets Credit instruments4


Unconditionally cancellable commitments to extend credit relating to personal lines of credit and credit card lines


Total credit exposure 1


3


Certain comparative amounts have been restated to conform with the presentation adopted in the current year. 2 Excludes equity securities.


The gross maximum credit exposure for derivatives is based on the credit equivalent amount less the impact of certain master netting arrangements. The amounts exclude exchange traded derivatives and non-trading credit derivatives. Refer to Note 11 for further details.


4 $ 3,907 53,714


2,127 2,060


39,699 10,432 31


77,499 27,832


51,290 33,105 86,052 75,249


217,220 143,701 30,700


192,622 1,413


11,606 15,706 17,436 4,352


1,097,753 170,553


269,912 $ 1,538,218 $ As at


October 31 2015


3,154 42,483


2,393 1,808


39,136 10,165 38


59,916 26,894


43,667 30,783 97,364 79,870


212,245 134,693 29,101


166,379 1,923


10,650 16,646 21,996 4,247


1,035,551 152,656


239,839 $ 1,428,046


The balance represents the maximum amount of additional funds that the Bank could be obligated to extend should the contracts be fully utilized. The actual maximum exposure may differ from the amount reported above. Refer to Note 28 for further details.


TD BANK GROUP ANNUAL REPORT 2016 FINANCIAL RESULTS 195


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