Investor Presentaiton
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CC1: Composition of regulatory capital
(in $ millions)
a2
аз
ад
Q2 2023
Q1 2023
Q4 2022
Q3 2022
Revised Basel III
Basel III
Basel III
Basel III
Capital ratios
61
Common Equity Tier 1 (as a percentage of risk-weighted assets)
12.3%
11.5%
11.5%
11.4%
62
Tier 1 (as a percentage of risk-weighted assets)
14.1%
13.2%
13.2%
13.0%
63
Total capital (as a percentage of risk-weighted assets)
16.2%
15.2%
15.3%
15.0%
64
Buffer (minimum CET1 requirement plus capital conservation buffer plus G-SIB buffer plus D-SIB buffer
expressed as a percentage of risk-weighted assets)
8.0%
8.0%
8.0%
8.0%
65
of which: capital conservation buffer
2.5%
2.5%
2.5%
2.5%
66
of which: bank-specific countercyclical buffer
0.0%
0.0%
0.0%
0.0%
67
of which: G-SIB buffer
0.0%
0.0%
0.0%
0.0%
67a
of which: D-SIB buffer
1.0%
1.0%
1.0%
1.0%
68
Common Equity Tier 1 available to meet buffers (as percentage of risk-weighted assets)
12.3%
11.5%
11.5%
11.4%
OSFI target (minimum + capital conservation buffer + D-SIB buffer (if applicable))(2)
69
Common Equity Tier 1 target ratio
70
Tier 1 capital target ratio
71
Total capital target ratio
8.0%
8.0%
8.0%
8.0%
9.5%
9.5%
9.5%
9.5%
11.5%
11.5%
11.5%
11.5%
Amounts below the thresholds for deduction (before risk weighting)
72 Non-significant investments in the capital and other TLAC-eligible instruments of other financial entities
3,479
3,940
3,672
3,856
73 Significant investments in the common stock of financial entities
2,848
2,819
2,810
2,854
74 Mortgage servicing rights (net of related tax liability)
75
Deferred tax assets arising from temporary differences (net of related tax liability)
Applicable caps on the inclusion of allowances in Tier 2
2,442
2,542
1,934
2,182
76
Allowances eligible for inclusion in Tier 2 in respect of exposures subject to standardized approach (prior to
application of cap)
1,972
1,279
1,229
1,170
77
Cap on inclusion of allowances in Tier 2 under standardized approach
1,972
1,659
1,624
1,569
78
Allowances eligible for inclusion in Tier 2 in respect of exposures subject to internal ratings-based approach
(prior to application of cap)
778
716
649
79
Cap on inclusion of allowances in Tier 2 under internal ratings-based approach
1,664
1,629
1,607
(1)
(2)
Cross-referenced to the Consolidated Balance Sheet: Source of Definition of Capital Components on CC2 (refer to column: Under Regulatory Scope of Consolidation).
Reflects Pillar 1 targets and does not include Pillar 2 domestic stability buffer of 3.0% effective February 1, 2023 (previously 2.5% effective since October 31, 2021).
b
Source based on reference numbers/letters of the
balance sheet under the regulatory scope of
consolidation (¹)
Scotiabank
Supplementary Regulatory Capital Disclosure
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