Investor Presentaiton
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OV1: Overview of RWA
a
b
b₂
b3
(1)
C
Minimum capital
RWA
(in $ millions)
Q2 2023
Revised Basel III
Q1 2023
Basel III
Q4 2022
Basel III
Q3 2022
Basel III
14
Securitization exposures in banking book
3,919
5,201
5,409
Of which: securitization internal ratings-based
15
66
71
requirements
(2)
Q2 2023
Revised Basel III
4,938
314
76
approach (SEC-IRBA)
Of which: securitization external ratings-based
16
approach (SEC-ERBA),
3,871
5,067
4,929
4,600
310
including internal assessment approach (IAA)
Of which: securitization standardized approach (SEC-
17
48
68
409
262
st
4
SA)
18
Market risk
13,443
11,018
10,820
9,108
1,075
19
Of which: standardized approach (SA)
1,157
912
826
754
92
20
Of which: internal model approaches (IMA)
12,286
10,106
9,994
8,354
983
21
21
Capital charge for switch between trading book and
banking book
22
Operational risk
48,062
50,443
50,194
50,263
3,845
Amounts below the thresholds for deduction (subject to
23
13,541
13,401
11,861
12,590
1,083
250% risk weight)
24
Output floor applied
65.0%
65.0%
25
25
Floor adjustment (before application of transitional cap)
8,234
659
26
Floor adjustment (after application of transitional cap)
8,234
659
27
Total (1+6+ 10 + 11+ 12+13 +14 + 18 + 21 +22+23+
26)
451,063
471,528
462,448
452,800
36,085
(1) RWA: risk-weighted assets according to the Basel framework.
(2) Minimum capital requirement: Pillar 1 capital requirements are RWA * 8%.
(3) Includes SFT and CCP Default Fund.
Scotiabank
Supplementary Regulatory Capital Disclosure
Page 17 of 88View entire presentation