Investor Presentaiton
Supplementary Regulatory Capital Disclosures
For the period ended: April 30, 2023
Section/Tab
CCR1
CCR2
Description
Frequency
Page #
Analysis of counterparty credit risk (CCR) exposure by approach
Credit valuation adjustment (CVA) capital charge
Quarterly
59
Quarterly
60
CCR3
Standardized approach of CCR exposures by regulatory portfolio and risk weights
Quarterly
61
CCR4 (AIRB)
AIRB - CCR exposures by portfolio and PD scale
Quarterly
62-64
CCR4 (FIRB)
FIRB-CCR exposures by portfolio and PD scale
Quarterly
65
CCR5
Composition of collateral for CCR exposure
Quarterly
66
CCR6
Credit derivatives exposures
Quarterly
67
CCR7
RWA flow statements of CCR exposures under the Internal Model Method (IMM)
Quarterly
68
CCR8
Exposures to central counterparties
Quarterly
69
SEC1
Securitization exposures in the banking book
Quarterly
70-71
SEC2
Securitization exposures in the trading book
Quarterly
72-73
SEC3
Securitization exposures in the banking book and associated regulatory capital requirements - bank acting as
originator or as sponsor
Quarterly
74-75
SEC4
Quarterly
76-77
Securitization exposures in the banking book and associated capital requirements - bank acting as investor
For disclosures in accordance with OSFI's Liquidity Adequacy Requirements Guideline, please refer to the Bank's quarterly Management Discussion & Analysis report.
For regulatory capital disclosures specific to annual disclosure requirements, please refer to the fourth quarter Supplemental Regulatory Capital Disclosures report.
Disclosures provided to address Enhanced Disclosure Task Force (EDTF) recommendations
Capital_Flow
RWA_Summary
RWA_Flow
RWA_by_Business
Geography
Flow Statement for Regulatory Capital
Risk-weighted Assets and Capital Ratios
Movement of Risk-weighted Assets by Risk Type
Risk-weighted Assets Arising from the Activities of the Bank's Businesses
Credit Risk Exposures by Geography
AIRB Credit Risk Exposures by Maturity
Maturity
AIRB_Losses
AIRB Credit Losses
BackTest
Derivatives
Mkt_Risk
Glossary
Total Market Risk-weighted Assets
Glossary
Estimated and Actual Loss Parameters - Non-Retail and Retail AIRB Portfolios
Derivatives - Counterparty Credit Risk
For further information contact: John McCartney - (416) 863-7579, Sophia Saeed - (416) 933-8869, or Rebecca Hoang - (416) 933-0129
Scotiabank
Quarterly
78
Quarterly
79
Quarterly
80
Quarterly
81
Quarterly
82
Quarterly
83
Quarterly
84
Quarterly
85
Quarterly
86
Quarterly
87
Quarterly
88
Supplementary Regulatory Capital Disclosure
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