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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 88
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