The Enhanced Disclosure Task Force (EDTF), established by the Financial Stability Board, released its report “Enhancing the Risk Disclosures of Banks” in 2012, which included thirty-two disclosure recommendations. The index below provides the listing of these disclosures, along with their locations. EDTF disclosures are located in our management’s discussion and analysis, consolidated financial statements, and supplementary packages, which may be found on our website (www.cibc.com). No information on CIBC’s website, including the supplementary packages, should be considered incorporated herein by reference.

Table of page numbers for where to find disclosures recommended by the Enhanced Disclosure Task Force.

Topics

Recommendations

Disclosures

Management’s discussion and analysis

Consolidated financial statements

Supplementary regulatory capital disclosure

Page references

General

1

Index of risk information – current page

 

 

 

2

Risk terminology and measures(1)

   

Page29

3

Top and emerging risks

Page47

   

4

Key future regulatory ratio requirements

Page32, 35, 71, 74

Page143

Page2,6

Risk governance, risk management and business model

5

Risk management structure

Page42,43

   

6

Risk culture and appetite

Page41, 44, 45

   

7

Risks arising from business activities

Page45, 49

   

8

Bank-wide stress testing

Page37, 47, 52, 58, 65, 70, 76

   

Capital adequacy and risk-weighted assets

9

Minimum capital requirements

Page30

Page143

 

10

Components of capital and reconciliation
to the consolidated regulatory balance
sheet

Page32

 

Page1 – 4

11

Regulatory capital flow statement

Page34

 

Page5

12

Capital management and planning

Page37

Page143

 

13

Business activities and risk-weighted
assets

Page33 – 35, 49

 

Page7

14

Risk-weighted assets and capital
requirements

Page31, 33

 

Page7

15

Credit risk by major portfolios

Page51 – 56

 

Page13 – 20

16

Risk-weighted assets flow statement

Page34 – 35

 

Page8

17

Back-testing of models

Page46, 52, 64, 76

 

Page21, 22

Liquidity

18

Liquid assets

Page70

   

Funding

19

Encumbered assets

Page71

   

20

Contractual maturity of assets, liabilities
and off-balance sheet instruments

Page74

   

21

Funding strategy and sources

Page72

   

Market risk

22

Reconciliation of trading and non-trading
portfolios to the consolidated balance
sheet

Page63

   

23

Significant trading and non-trading market risk factors

Page63 – 67

   

24

Model assumptions, limitations and
validation procedures

Page63 – 67

   

25

Stress testing and scenario analysis

Page37, 65

   

Credit risk

26

Analysis of credit risk exposures

Page53 – 61

Page125 – 127, 168

Page9 – 12

27

Impaired loan and forbearance policies

Page51, 59, 79

Page105

 

28

Reconciliation of impaired loans and the
allowance for credit losses

Page51, 59

Page125

 

29

Counterparty credit risk arising from
derivatives

Page51, 54

Page137 – 138

Page12, 31 (2)

30

Credit risk mitigation

Page51, 56

Page137 – 138

Page12, 25

Other risks

31

Other risks

Page75 – 77

   

32

Discussion of publicly known risk events

Page76

Page158

 
(1)
A detailed glossary of our risk and capital terminology is included on page 180 of the 2017 Annual Report.
(2)
Included in supplementary financial information package.