Investor Presentaiton slide image

Investor Presentaiton

Back to Table of Contents L12: Main sources of differences between regulatory exposure amounts and carrying values in financial statements Q2 2023 Revised Basel III (in $ millions) a b C d e Items subject to: (1) Total Credit risk framework Securitization framework Counterparty credit risk framework Market risk framework 1 Asset carrying value amount under scope of regulatory consolidation (as per template LI1) 1,351,850 983,008 13,640 240,973 147,933 2 Liabilities carrying value amount under regulatory scope of consolidation (as per template LI1) 255,712 183,193 72,519 3 Total net amount under regulatory scope of consolidation 1,096,138 4 Off-balance sheet amounts (2) 255,903 983,008 248,422 13,640 57,780 75,414 6,065 1,416 5 (3) Differences in valuations 3,398 3,398 6 Differences due to different netting rules, other than those already included in row 2 137,913 7 (4) Differences due to considerations of provisions 4,228 8 Collateral offsetting (5) (173,521) 4,515 (5,486) 137,913 (287) (168,035) 9 Differences due to Potential Future Exposures and Collateral Haircut 59,091 59,091 10 Differences due to deconsolidated subsidiaries 11 Other differences not classified above 12 Exposure amounts considered for regulatory purposes (6) 1,383,150 1,233,857 19,705 87,878 75,414 (1) A single item can attract capital charges according to more than one risk category framework. (2) Includes undrawn commitments and letters of credit/guarantee after application of the credit conversion factors, unfunded securitization exposures, and unfunded default fund contributions. (3) Includes fair value adjustments for credit risk items (loans, bonds). (4) Amounts for IRB exposures are reported gross of partial write-offs and IFRS 9 specific allowances, and amounts for Standardized exposures are reported net of partial write-offs and IFRS 9 specific allowances. (5) Includes adjustments for credit risk mitigation based on the application of the Comprehensive Approach for collateral under the credit risk framework. (6) The aggregate amount considered as a starting point of the RWA calculation. Items are only listed once. Scotiabank Supplementary Regulatory Capital Disclosure Page 20 of 88
View entire presentation