Investor Presentaiton
Back to Table of Contents
CR6: AIRB - Credit risk exposures by portfolio and PD range - Retail
a
(in $ millions)
PD scale
Original on-
balance
sheet gross
exposures
b
Off-
balance
sheet
exposures
pre-CCF
d
f
h
i
j
k
g
Average
CCF
EAD post-
CRM and
(1)
post-CCF
Average
(2)
PD
Number of
obligors
Average
Average
(3)
LGD (4)
maturity
(5)
RWA (1)
RWA
(6)
EL (1)
Provisions
(7)
density
Q1 2023 Basel III
Retail insured exposures
secured by residential real
estate
0.00 to <0.15
29,818
0% 72,839
0.00%
187,151
21.62%
285
0.4%
0.15 to <0.25
0.25 to <0.50
27,028
0%
1,756
0.18%
113,275
22.73%
160
9.1%
1
524
0%
0.00%
3,049
0.00%
0.0%
0.50 to <0.75
14,168
0%
314
0.67%
52,868
17.43%
56
17.8%
0.75 to <2.50
2,289
0%
1.95%
8,579
11.41%
2
25.0%
2.50 to <10.00
397
0%
0.00%
1,792
0.00%
0.0%
10.00 to <100.00
480
0%
0.00%
2,206
0.00%
0.0%
100.00 (Default)
213
0%
100.00%
1,172
105.00%
0.0%
Sub-total
74,917
0% 74,917
0.01%
370,092
21.63%
503
0.7%
1
18
Retail uninsured
exposures secured by
residential real estate
0.00 to <0.15
82,001
61,550
0.15 to <0.25
82,947
37% 104,708
0% 82,947
0.06%
0.18%
891,418
18.70%
3,435
3.3%
13
239,114
19.42%
6,454
7.8%
333
30
0.25 to <0.50
1,110
0.50 to <0.75
52,606
477
0%
59%
1,110
0.44%
3,387
40.94%
345
31.1%
2
52,886
0.68%
167,872
21.92%
11,827
22.4%
79
0.75 to <2.50
9,268
0%
9,268
1.95%
24,418
21.24%
4,001
43.2%
38
2.50 to <10.00
1,236
37
84%
1,267
4.94%
9,387
24.44%
1,041
82.2%
15
10.00 to <100.00
854
2
202%
858
23.75%
4,118
19.74%
926
107.9%
39
100.00 (Default)
244
0%
244
Sub-total
230,266
62,066
37%
253,288
100.00%
0.50%
28,214
48.71%
986
1,367,928
19.86%
29,015
404.1%
11.5%
48
264
153
Scotiabank
Supplementary Regulatory Capital Disclosure
Page 43 of 88View entire presentation