CWBFG Annual Report 2021

REGULATORY RESPONSE TO COVID-19

Beginning in March 2020, OSFI introduced temporary measures to support the economy and maintain financial system resiliency in the face of the COVID-19 pandemic. Those most applicable to CWB that remain in place include:

• OSFI introduced transitional arrangements related to the capital treatment of performing loan allowances, resulting in a portion of the allowance that would otherwise be included in Tier 2 capital to be included in CET1 capital. Subject to a scaling factor, the after-tax increase in performing loan allowances between the current quarter end and January 31, 2020 will be included in CET1 capital. The scaling factor is 70% for fiscal 2020, 50% for fiscal 2021 and 25% for fiscal 2022. • For the leverage ratio, central bank reserves and sovereign-issued securities that qualify as High Quality Liquid Assets (HQLA) under the LAR guideline can be temporarily excluded from the exposure measure until December 31, 2021.

SIGNIFICANT CHANGES

On March 25, 2021, we issued $150,000 of Series 2 LRCNs, due July 21, 2081. This issuance resulted in an increase in the Tier 1 and Total capital ratios of approximately 55 basis points. For further details, refer to Note 16.

On July 31, 2021, we redeemed all $140,000 of outstanding Series 7 Preferred Shares. This resulted in a decrease in the Tier 1 and Total capital ratios of approximately 50 basis points. For further details, refer to Note 16.

CAPITAL STRUCTURE AND REGULATORY CAPITAL RATIOS

2021

2020

Regulatory Capital, Net of Deductions Common equity Tier 1 (1)

$

2,601,438

$

2,371,753

Tier 1 (1)

3,176,438

2,936,845

Total

3,650,366

3,418,997

Capital Ratios

Common equity Tier 1

8.8 %

8.8 %

Tier 1

10.8

10.9

Total

12.4

12.6

Leverage Ratio (2)

8.6

8.5

(1) The implementation of the transitional arrangement related to the capital treatment of the performing loan allowance, net of related tax, resulted in an $5,847 increase to CET1 and Tier 1 capital (October 31, 2020 – $20,791) and had a negligible impact on the CET1 and Tier 1 ratios at October 31, 2021 (October 31, 2020 – increase of approximately 10 basis points). The transitional arrangement has no impact on the Total capital ratio. (2) The exclusion of HQLA from the leverage ratio exposure measure increased our leverage ratio by approximately 30 basis points at October 31, 2021 (October 31, 2020 – approximately 10 basis points).

30. SUBSIDIARIES

As at October 31, 2021, we, either directly or indirectly through our subsidiaries, control the following significant subsidiaries:

Canadian Western Bank Subsidiaries (1) (Annexed in accordance with subsection 308 (3) of the Bank Act)

Carrying Value of Voting Shares Owned by CWB (3)

Address of Head Office

CWB National Leasing Inc.

1525 Buffalo Place Winnipeg, Manitoba

$

134,458

CWB Wealth Management Ltd.

Suite 3000, 10303 Jasper Avenue Edmonton, Alberta

118,660

CWB McLean & Partners Wealth Management Ltd. (2)

801 10th Ave SW Calgary, Alberta

Canadian Western Financial Ltd.

Suite 3000, 10303 Jasper Avenue Edmonton, Alberta

CWB Maxium Financial Inc.

Suite 1, 30 Vogell Road Richmond Hill, Ontario

30,812

Canadian Western Trust Company

Suite 3000, 10303 Jasper Avenue Edmonton, Alberta Suite 3000, 10303 Jasper Avenue Edmonton, Alberta

19,136

Valiant Trust Company

8,080

(1) Unless otherwise noted, we, either directly or through our subsidiaries, own 100% of the voting shares of each entity. (2) CWB Wealth Management Ltd. owns 100% of the voting shares of CWB Mclean & Partners Wealth Management Ltd. (October 31, 2020 – 74.67%). (3) The carrying value of voting shares is stated at the cost of our equity in the subsidiaries in thousands of dollars.

CWB Financial Group 2021 Annual Report | 109

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