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Back to Table of Contents CR6: FIRB-Credit risk exposures by portfolio and PD range - Non-Retail a (in $ millions) PD scale Original on- balance sheet gross b Off- balance sheet exposures C d (9) e f g h j k I Average CCF EAD post- CRM and Average (2) PD Number of Average (3) obligors LGD (4) Average maturity RWA (5) RWA density EL (7) Provisions post-CCF exposures pre-CCF Q2 2023 Revised Basel III Sovereign 0.00 to <0.15 628 1,333 27% 1,121 0.06% 32 41.17% 1.61 161 14.4% 0.15 to <0.25 35 - 40% 35 0.18% 1 44.89% 3.83 19 54.3% 0.25 to <0.50 38 36 40% 53 0.32% 2 42.11% 1.90 24 45.3% 0.50 to <0.75 0% 0.00% 0.00% 0.0% 0.75 to <2.50 81 6 37% 83 1.49% 3 44.84% 1.19 74 89.2% 1 2.50 to <10.00 0% 0.00% 0.00% 0.0% 10.00 to <100.00 0% 0.00% 0.00% 0.0% - 100.00 (Default) 105 0% 105 Sub-total 887 1,375 27% 1,397 100.00% 7.65% 1 45.00% 1.84 39 41.81% 1.67 278 0.0% 19.9% 47 48 Bank (1) 0.00 to <0.15 12,385 39,206 47% 32,646 0.07% 302 46.47% 2.39 10,253 31.4% 11 0.15 to <0.25 421 1,604 49% 1,218 0.18% 48 43.17% 2.30 524 43.0% 1 0.25 to <0.50 1,345 815 46% 1,745 0.31% 64 44.08% 1.11 805 46.1% 2 0.50 to <0.75 - 0% 0.00% 0.00% 0.0% - 0.75 to <2.50 153 36 32% 164 1.38% 18 44.79% 0.44 125 76.2% 1 2.50 to <10.00 19 57 35% 39 2.56% 4 37.71% 2.57 41 105.1% 10.00 to <100.00 36 - 0% 36 17.02% 1 45.00% 0.76 76 211.1% 3 100.00 (Default) 3 50% 1 Sub-total 14,359 41,721 47% 35,849 100.00% 0.12% 2 44.71% 439 46.23% 0.09 2.32 7 700.0% 1 11,831 33.0% 19 2 Scotiabank Supplementary Regulatory Capital Disclosure Page 53 of 88

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