Investor Presentaiton

Back to Table of Contents CCR1: Analysis of counterparty credit risk (CCR) exposure by approach (in $ millions) (1) a b C d e f Alpha used for Potential future Replacement cost EEPE exposure computing regulatory EAD EAD post- CRM RWA Q2 2023 Revised Basel III 1 CEM / SA-CCR (for derivatives) 314 708 2 Internal Model Method (for derivatives and SFTs) (2) 3 Simple Approach for credit risk mitigation (for SFTs) Comprehensive Approach for credit risk 4 mitigation (for SFTs) 5 VaR for SFTs 6 Total 1 2 Q1 2023 Basel III CEM/SA-CCR (for derivatives) Internal Model Method (for derivatives and SFTs) (2) Simple Approach for credit risk mitigation Comprehensive Approach for credit risk 3 (for SFTs) 4 mitigation (for SFTs) 5 VaR for SFTS 6 Total Q4 2022 Basel III 445 931 1 CEM/SA-CCR (for derivatives) 435 790 Internal Model Method (for derivatives 2 and SFTs) (2) Simple Approach for credit risk mitigation 3 (for SFTs) Comprehensive Approach for credit risk 4 mitigation (for SFTs) 5 VaR for SFTs 6 Total 1 2 and SFTs) (2) Q3 2022 Basel III CEM/SA-CCR (for derivatives) Internal Model Method (for derivatives Simple Approach for credit risk mitigation 3 (for SFTs) Comprehensive Approach for credit risk 4 mitigation (for SFTs) 5 VaR for SFTS 6 Total (1) Excludes exposures cleared through a CCP and CVA charges. (2) Includes OTC derivatives related transactions only. Scotiabank 613 937 1.4. 1,424 714 17,680 1.4 24,473 5,063 15,074 2,838 19,245 1,863 10,478 1.4 1,924 929 18,386 1.4 25,479 5,599 20,545 4,626 21,160 2,414 13,568 1.4 1,713 648 19,547 1.4 27,032 5,715 21,065 4,307 20,954 2,411 13,081 1.4 2,169 835 20,560 1.4 28,452 6,443 22,990 4,504 15,604 2,059 13,841 Supplementary Regulatory Capital Disclosure Page 59 of 88

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