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CR5: Standardized approach - exposures by asset classes and risk weights
Risk weight
a
b
d
e
f
д
о
p
д
Γ
S
t
W
V
X
y
Z
ab
ac
(in millions)
ad
Total credit
exposures amount
Asset classes
Q2 2023 Revised Basel III
1
Sovereigns and their central banks.
13,337
508
1.707
Public sector entities (PSES)
6,603
0%
15%
20%
25%
30%
35%
40%
44%
45%
50%
55%
60%
65%
66%
70%
75%
80%
85%
90%
100%
105%
110%
130%
150%
220%
250%
330%
400%
1250%
Others
(post-CCF and post-
CRM) (1)
83
3,253
15,635
9,856
3
Multilateral development banks
-
-
-
4
Banks
368
-
66
487
304
167
-
346
23
1,823
Covered bonds
-
6
Corporates
Of which: securities firms and other
financial institutions
Of which: specialised lending
Subordinated debt, equity and other capital
24
24
-
-
28
-
3,016
44,468
93
53
97
-
47,633
117
2.621
178
8
Retail
Real estate
Of which: general RRE
Of which: IPRRE
Of which: other RRE
Of which: general CRE
Of which: IPCRE
Of which: land acquisition, development.
and construction
52,496
14
1,611
747
1,135
S
212
2.008
4.763
12,730
8,403
12,645
18,602
12,730
8,403
12,500
18,451
8,929
8,929
331
2,107
1,464
297
-
145
151
331
643
282
15
-
717
389
10
Reverse mortgages
11
Mortgage-backed securities
12
Defaulted Exposures
13
Other Assets
14
Total
-
-
67,971
87,911
4,763
13.630
8,403
12,711
18,602
9,416
331
4,118
999
167
52,885
Q1 2023 Basel III
0%
20%
35%
50%
Bank
668
2
2
Corporate
3,520
89
31
3
Sovereign
9,331
-
1,006
4
Real Estate Secured
3,873
5
Other Retail
484
6
Equity
-
ཐ ཀྴ ་
50,903
76
-
--
-
Other Assets (2)
Total
1,115
-
-
1,611
-
822
747
212
344
313
1,664
-
-
-
-
150
2,799
57,273
168
71,333
168
62,942
1,572
-
--
-
3,150
1,692
1,977
-
1,606
840
-
2,446
14,820
82,791
4,627
747 65.379
5
97
2,910
2,621
178
168
291,589
75%
0%
0%
0%
11,418
48,358
100%
150%
3,875
4,545
48,228
622
52,490
7
-
10,344
769
6
67.124
བ
391
29
49,775
2,873
--
-
2,873
14,474
123
65,749
59,776
70,617
657
123
252,900
48,580
2,572
65,788
3,921
50,903
04 2022 Basel III
1
Bank:
928
2
2,844
4
2
Corporate
3,123
56
13
50,023
556
3
Sovereign
7,521
-
1,177
54
-
-
3,778
53,771
8,752
4
Real Estate Secured
3,964
80
47,327
80
10,903
696
4
5
Other Retail
578
492
46,696
296
27
-
6
Equity
-
-
3,643
-
63,054
48,089
3,643
Other Assets
63,463
13,529
94
77,086
8
Total
78,649
1,556
47,327
1,272
57,599
71,085
591
94
258,173
Q3 2022 Basel III
1
Bank
2
Corporate
3
Sovereign
3,126
7,577
4
Real Estate Secured
3,755
5
Other Retail
646
6
Equity
-
Other Assets
Total
52,855
67,959
1,550
ཀླི ཤཱ ་ ཐ ལྕི ་ ། སྒྲ་
837
151
75
487
2
2,429
6
48,725
390
1,120
6
-
44,969
62
10,268
628
3
45,434
299
25
4,114
13,788
130
44,969
1,190
55,702
69.989
418
130
66,773
241,907
-
3,268
52,398
8,703
59,760
46,891
-
4,114
(1) Exposure amount used for the calculation of capital requirements, including both on- and off-balance sheet amounts, net of allowances (ECL Stage 3) and write-offs.
The amounts are after application of credit risk mitigation (CRM) techniques and credit conversion factors (CCF). Includes CRM adjustments to exposures based on
the application of the Comprehensive Approach for collateral.
(2) Exposures to CCPS and risk-weighted threshold deduction amounts are excluded.
Scotiabank
Supplementary Regulatory Capital Disclosure
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