Investor Presentaiton

Back to Table of Contents CR5: Standardized approach - exposure amounts and CCFs applied to off-balance sheet exposures Risk weight (in $ millions) Q2 2023 Revised Basel III a b Off-balance sheet C d Exposure On-balance sheet exposure Weighted average exposure CCF (1) (pre-CCF) (post-CCF and post- CRM) (2) 1 Less than 40% 143,102 12,635 23.1% 146,020 2 40-70% 15,850 234 19.3% 15,885 3 75-80% 46,852 25,548 23.6% 52,885 4 85% 3,922 2,327 39.6% 4,627 5 90-100% 58,029 30,032 31.3% 66,126 6 105-130% 309 71 40.0% 337 7 150% 2,602 1,300 23.7% 2,910 8 250% 2,621 0.0% 2,621 9 400% 178 0.0% 178 10 1250% 0.0% 11 Total exposures 273,465 72,147 27.3% 291,589 (1) Weighting is based on off-balance sheet exposure (pre-CCF). (2) Exposure post CRM also includes deductions for collateral under Comprehensive Approach. Scotiabank Supplementary Regulatory Capital Disclosure Page 40 of 88

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