XML 94 R69.htm IDEA: XBRL DOCUMENT v3.10.0.1
Derivative and Hedging Instruments - Summary of Fair Values of Derivative Instruments by Remaining Term to Maturity (Detail) - CAD ($)
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Disclosure of detailed information about hedges [Line Items]    
Derivative assets $ 13,703,000,000 $ 15,569,000,000
Derivative liabilities 7,803,000,000 7,822,000,000
Remaining term to maturity (notional amounts) 414,734,000,000 336,773,000,000
Credit risk equivalent 10,933,000,000 12,262,000,000
Risk- weighted amount 1,505,000,000 1,457,000,000
Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 13,703,000,000 15,569,000,000
Derivative liabilities 7,803,000,000 7,822,000,000
Fair value, net 5,900,000,000 7,747,000,000
Interest rate swaps [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 352,462,000,000 285,787,000,000
Credit risk equivalent 5,936,000,000 7,344,000,000
Risk- weighted amount 882,000,000 905,000,000
Interest rate swaps [Member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 12,799,000,000 14,839,000,000
Derivative liabilities 6,699,000,000 7,111,000,000
Fair value, net 6,100,000,000 7,728,000,000
Interest rate swaps [Member] | OTC swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 147,880,000,000 138,714,000,000
Credit risk equivalent 5,301,000,000 6,588,000,000
Risk- weighted amount 787,000,000 809,000,000
Interest rate swaps [Member] | OTC swap contracts [Member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 11,750,000,000 13,379,000,000
Derivative liabilities 6,477,000,000 6,867,000,000
Fair value, net 5,273,000,000 6,512,000,000
Interest rate swaps [Member] | Cleared swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 153,343,000,000 108,104,000,000
Interest rate swaps [Member] | Cleared swap contracts [Member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 95,000,000 245,000,000
Derivative liabilities 96,000,000 206,000,000
Fair value, net (1,000,000) 39,000,000
Interest rate swaps [Member] | Forward contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 25,206,000,000 17,325,000,000
Credit risk equivalent 259,000,000 285,000,000
Risk- weighted amount 37,000,000 35,000,000
Interest rate swaps [Member] | Forward contracts [Member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 637,000,000 903,000,000
Derivative liabilities 126,000,000 38,000,000
Fair value, net 511,000,000 865,000,000
Interest rate swaps [Member] | Futures [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 14,297,000,000 11,551,000,000
Interest rate swaps [Member] | Options purchased [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 11,736,000,000 10,093,000,000
Credit risk equivalent 376,000,000 471,000,000
Risk- weighted amount 58,000,000 61,000,000
Interest rate swaps [Member] | Options purchased [Member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 317,000,000 312,000,000
Fair value, net 317,000,000 312,000,000
Foreign exchange [Member] | Forward contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 5,986,000,000 3,181,000,000
Credit risk equivalent 108,000,000 101,000,000
Risk- weighted amount 13,000,000 12,000,000
Foreign exchange [Member] | Forward contracts [Member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 54,000,000 12,000,000
Derivative liabilities 106,000,000 31,000,000
Fair value, net (52,000,000) (19,000,000)
Foreign exchange [Member] | Futures [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 4,052,000,000 3,157,000,000
Foreign exchange [Member] | Swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 25,081,000,000 18,162,000,000
Credit risk equivalent 2,309,000,000 1,874,000,000
Risk- weighted amount 256,000,000 200,000,000
Foreign exchange [Member] | Swap contracts [Member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 807,000,000 510,000,000
Derivative liabilities 1,736,000,000 1,483,000,000
Fair value, net (929,000,000) (973,000,000)
Credit derivatives [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 652,000,000 606,000,000
Credit derivatives [Member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 10,000,000 14,000,000
Fair value, net 10,000,000 14,000,000
Equity contracts [Member] | Futures [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 10,908,000,000 12,158,000,000
Equity contracts [Member] | Options purchased [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 12,723,000,000 10,941,000,000
Credit risk equivalent 2,277,000,000 2,606,000,000
Risk- weighted amount 316,000,000 305,000,000
Equity contracts [Member] | Options purchased [Member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 621,000,000 769,000,000
Derivative liabilities 118,000,000 10,000,000
Fair value, net 503,000,000 759,000,000
Equity contracts [Member] | Swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 2,870,000,000 2,781,000,000
Credit risk equivalent 303,000,000 337,000,000
Risk- weighted amount 38,000,000 35,000,000
Equity contracts [Member] | Swap contracts [Member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 29,000,000 60,000,000
Derivative liabilities 57,000,000 14,000,000
Fair value, net (28,000,000) 46,000,000
Financial Instruments [member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 414,734,000,000 336,773,000,000
Credit risk equivalent 10,933,000,000 12,262,000,000
Risk- weighted amount 1,505,000,000 1,457,000,000
Financial Instruments [member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 14,320,000,000 16,204,000,000
Derivative liabilities 8,716,000,000 8,649,000,000
Fair value, net 5,604,000,000 7,555,000,000
Accrued interest [Member] | Fair value [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 617,000,000 635,000,000
Derivative liabilities 913,000,000 827,000,000
Fair value, net (296,000,000) (192,000,000)
Less than 1 year [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 649,000,000 605,000,000
Derivative liabilities 359,000,000 224,000,000
Remaining term to maturity (notional amounts) 65,862,000,000 53,882,000,000
Less than 1 year [Member] | Interest rate swaps [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 34,939,000,000 27,179,000,000
Less than 1 year [Member] | Interest rate swaps [Member] | OTC swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 3,495,000,000 7,161,000,000
Less than 1 year [Member] | Interest rate swaps [Member] | Cleared swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 5,723,000,000 1,615,000,000
Less than 1 year [Member] | Interest rate swaps [Member] | Forward contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 10,258,000,000 6,036,000,000
Less than 1 year [Member] | Interest rate swaps [Member] | Futures [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 14,297,000,000 11,551,000,000
Less than 1 year [Member] | Interest rate swaps [Member] | Options purchased [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 1,166,000,000 816,000,000
Less than 1 year [Member] | Foreign exchange [Member] | Forward contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 5,926,000,000 3,046,000,000
Less than 1 year [Member] | Foreign exchange [Member] | Futures [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 4,052,000,000 3,157,000,000
Less than 1 year [Member] | Foreign exchange [Member] | Swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 1,024,000,000 999,000,000
Less than 1 year [Member] | Credit derivatives [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 143,000,000 38,000,000
Less than 1 year [Member] | Equity contracts [Member] | Futures [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 10,908,000,000 12,158,000,000
Less than 1 year [Member] | Equity contracts [Member] | Options purchased [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 6,142,000,000 4,693,000,000
Less than 1 year [Member] | Equity contracts [Member] | Swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 2,728,000,000 2,612,000,000
Less than 1 year [Member] | Financial Instruments [member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 65,862,000,000 53,882,000,000
1 to 3 years [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 671,000,000 822,000,000
Derivative liabilities 229,000,000 149,000,000
3 to 5 years [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 795,000,000 889,000,000
Derivative liabilities 227,000,000 168,000,000
Over 5 years [Member]    
Disclosure of detailed information about hedges [Line Items]    
Derivative assets 11,588,000,000 13,253,000,000
Derivative liabilities 6,988,000,000 7,281,000,000
Remaining term to maturity (notional amounts) 277,310,000,000 224,851,000,000
Over 5 years [Member] | Interest rate swaps [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 259,534,000,000 212,069,000,000
Over 5 years [Member] | Interest rate swaps [Member] | OTC swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 121,817,000,000 112,412,000,000
Over 5 years [Member] | Interest rate swaps [Member] | Cleared swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 131,480,000,000 93,561,000,000
Over 5 years [Member] | Interest rate swaps [Member] | Forward contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 648,000,000 675,000,000
Over 5 years [Member] | Interest rate swaps [Member] | Options purchased [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 5,589,000,000 5,421,000,000
Over 5 years [Member] | Foreign exchange [Member] | Swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 17,776,000,000 12,682,000,000
Over 5 years [Member] | Equity contracts [Member] | Options purchased [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts)   100,000,000
Over 5 years [Member] | Financial Instruments [member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 277,310,000,000 224,851,000,000
1 to 5 years [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 71,562,000,000 58,040,000,000
1 to 5 years [Member] | Interest rate swaps [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 57,989,000,000 46,539,000,000
1 to 5 years [Member] | Interest rate swaps [Member] | OTC swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 22,568,000,000 19,141,000,000
1 to 5 years [Member] | Interest rate swaps [Member] | Cleared swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 16,140,000,000 12,928,000,000
1 to 5 years [Member] | Interest rate swaps [Member] | Forward contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 14,300,000,000 10,614,000,000
1 to 5 years [Member] | Interest rate swaps [Member] | Options purchased [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 4,981,000,000 3,856,000,000
1 to 5 years [Member] | Foreign exchange [Member] | Forward contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 60,000,000 135,000,000
1 to 5 years [Member] | Foreign exchange [Member] | Swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 6,281,000,000 4,481,000,000
1 to 5 years [Member] | Credit derivatives [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 509,000,000 568,000,000
1 to 5 years [Member] | Equity contracts [Member] | Options purchased [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 6,581,000,000 6,148,000,000
1 to 5 years [Member] | Equity contracts [Member] | Swap contracts [Member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) 142,000,000 169,000,000
1 to 5 years [Member] | Financial Instruments [member]    
Disclosure of detailed information about hedges [Line Items]    
Remaining term to maturity (notional amounts) $ 71,562,000,000 $ 58,040,000,000