International Banking and Risk Review slide image

International Banking and Risk Review

Scotiabank One-Day VaR ($ millions) 40 30 20 10 0 (10) (20) (30) (40) February 1, 2009 to April 30, 2009 - Actual P&L 1 day VaR кримим Scotiabank # days 6 2 Average one-day VaR: $16.0mm in Q2/09 vs $21.7mm in Q1/09 (6) (5) (4) (3) (2) (1) 0 51 Trading Revenue Q2/09 Trading Revenue ($ millions) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 ■ 86% days had positive results in Q2/09 vs 87% in Q1/09 52
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