Investor Presentaiton
Back to Table of Contents
Risk-Weighted Assets and Capital Ratios
(in $ billions)
RISK-WEIGHTED ASSETS:
On-Balance Sheet Assets
Cash Resources
Securities
Residential Mortgages
Loans
- Retail Loans
- Non-Personal Loans
All Other
(1)
Off-Balance Sheet Assets
Indirect Credit Instruments
Derivative Instruments
Q2 2023
Q1 2023
Revised Basel III
Basel III
Q4 2022
Basel III
Q3 2022
Basel III
Q2 2022
Basel III
2.7
2.2
2.7
2.6
3.1
18.3
12.4
13.0
12.6
12.2
46.5
50.4
48.3
47.5
46.8
70.2
69.7
67.0
65.2
58.8
133.4
144.9
144.0
137.6
143.6
33.7
37.2
33.4
34.9
33.6
304.8
316.8
308.4
300.4
298.1
64.8
67.0
66.4
66.4
62.6
11.7
12.2
12.8
13.0
13.2
76.5
79.2
79.2
79.4
75.8
Total Credit Risk before AIRB scaling factor
381.3
396.0
387.6
379.8
373.9
AIRB Scaling factor (2)
14.1
13.8
13.6
13.2
Total Credit Risk after AIRB scaling factor
381.3
410.1
401.4
393.4
387.1
Market Risk Risk Assets Equivalent
13.5
11.0
10.8
9.1
8.2
Operational Risk - Risk Assets Equivalent
48.1
50.4
50.2
50.3
50.0
(3)
Regulatory Capital Floor Adjustment to RWA
8.2
(3)
Risk-Weighted Assets
451.1
471.5
462.4
452.8
445.3
REGULATORY CAPITAL RATIOS (%):
Common Equity Tier 1
12.3
11.5
11.5
11.4
11.6
Tier 1
Total
14.1
16.2
13.2
13.2
13.0
12.8
15.2
15.3
15.0
15.0
(1) For purposes of this presentation only, Risk-weighted Assets (RWA) are shown by balance sheet categories. Details by Basel III exposure type are
shown on tab EAD_RWA (page 5), "Exposure at Default and Risk-Weighted Assets for Credit Risk Portfolios".
(2) Effective Q2, 2023, under Revised Basel III the additional 6% scaling factor to AIRB credit risk portfolios is no longer required.
(3) The Bank is subject to capital floor requirements as prescribed in OSFI's CAR Guidelines. Total RWA is increased by a floor adjustment amount, which is calculated
based on the Standardized methodologies.
Scotiabank
Supplementary Regulatory Capital Disclosure
Page 79 of 88View entire presentation