Investor Presentaiton
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OV1: Overview of RWA
(in $ millions)
1
2
Credit risk (excluding counterparty credit risk)
Of which: standardized approach (SA)
3
Of which: foundation internal ratings-based (F-IRB)
approach
343,535
145,014
67,781
a
b
b₂
b3
(1)
RWA
Q2 2023
Revised Basel III
Q1 2023
Basel III
369,531
137,303
Q4 2022
Basel III
362,285
134,108
Q3 2022
Minimum capital
requirements
(2)
Q2 2023
Basel III
Revised Basel III
353,663
130,916
27,483
11,601
5,423
C
4
Of which: supervisory slotting approach
5
Of which: advanced internal ratings-based (A-IRB)
approach
130,740
232,228
228,177
222,747
10,459
6
Counterparty credit risk (CCR)
11,367
14,414
13,796
14,732
909
Of which: standardized approach for counterparty
7
918
1,084
823
1,014
73
credit risk (SA-CCR)
8
Of which: Internal Model Method (IMM)
5,136
5,670
5,799
6,495
411
9
Of which: other CCR (3)
5,313
7,660
7,174
7,223
425
10
Credit valuation adjustment (CVA)
5,658
5,743
6,422
5,844
453
11
Equity investments in funds - look-through approach
3,002
1,466
1,339
1,359
240
12
Equity investments in funds - mandate-based approach
302
155
161
157
24
24
13
Settlement risk
Scotiabank
Supplementary Regulatory Capital Disclosure
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