Investor Presentaiton

Back to Table of Contents CCR4: AIRB - CCR exposures by portfolio and PD scale (in $ millions) Q2 2023 Revised Basel III Sovereign PD scale (1) a b C d e f g EAD post-CRM Average PD (2) Number of obligors Average LGD (3) (4) Average maturity RWA RWA density (5) 0.00 to <0.15 7,047 0.04% 93 16.77% 2.33 193 2.7% 0.15 to <0.25 125 0.18% 1 14.00% 0.01 10 8.1% 0.25 to <0.50 208 0.35% 1 25.00% 0.12 38 18.4% 0.50 to <0.75 - 0.00% - 0.00% - 0.0% 0.75 to <2.50 21 0.90% 2 25.00% 1.00 8 38.9% 2.50 to <10.00 0.00% 0.00% 0.0% 10.00 to <100.00 0.00% 0.00% 0.0% 100.00 (Default) 0.00% 0.00% 0.0% Sub-total 7,401 0.05% 97 16.98% 2.23 249 3.4% Bank 0.00 to <0.15 0.00% 0.00% 0.0% 0.15 to <0.25 0.00% 0.00% 0.0% 0.25 to <0.50 0.00% 0.00% 0.0% 0.50 to <0.75 0.00% 0.00% 0.0% Corporate 0.75 to <2.50 2.50 to <10.00 10.00 to <100.00 100.00 (Default) 0.00% 0.00% 0.0% 0.00% 0.00% 0.0% 0.00% 0.00% 0.0% 0.00% 0.00% 0.0% Sub-total 0.00% 0.00% 0.0% 0.00 to <0.15 20,777 0.07% 3,369 41.43% 0.11 2,166 10.4% 0.15 to <0.25 1,970 0.18% 295 44.62% 1.41 591 30.0% 0.25 to <0.50 887 0.29% 564 50.66% 2.45 376 42.4% 0.50 to <0.75 0.00% 0.00% 0.0% 0.75 to <2.50 895 0.93% 254 45.89% 0.85 684 76.4% 2.50 to <10.00 3 3.27% 13 48.50% 2.99 4 120.3% 10.00 to <100.00 2 33.33% 2 35.00% 1.91 3 183.3% 100.00 (Default) 0 100.00% 1 57.00% 5.00 0 0.0% Sub-total 24,534 0.12% 4,498 42.18% 0.33 3,824 15.6% Total 31,935 0.10% 4,595 36.34% 0.77 4,073 12.8% Scotiabank Supplementary Regulatory Capital Disclosure Page 62 of 88

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