Investor Presentaiton
Back to Table of Contents
CR8: RWA flow statements of credit risk exposures under IRB
(in $ millions)
a
Q2 2023
Revised Basel III
a2
Q1 2023
Basel III
аз
Q4 2022
Basel III
a4
Q3 2022
Basel III
1
2
RWA as at end of previous reporting period
Asset size (1)
3
Asset quality
(2)
232,228
(4,510)
440
228,177
222,747
216,428
3,827
6,495
14,505
764
(5,920)
(1,516)
4
Model updates
(3)
(813)
(5,408)
5
Methodology and policy
(4)
(31,478)
6
Acquisitions and disposals (5)
(225)
(6)
7
Foreign exchange movements
1,841
(540)
6,158
(1,040)
8
Other (7)
(265)
(222)
9
RWA as at end of reporting period
198,521
232,228
228,177
222,747
(1) Organic changes in book size and composition (including origination of new businesses and maturing loans) excluding acquisitions and disposal of entities.
(2) Changes in the assessed quality of the bank's assets due to changes in borrower risk, such as rating grade migration, parameter recalibration, or similar effects.
(3) Changes due to model implementation, changes in model scope, or any changes intended to address model weaknesses.
(4) Changes due to methodological changes in calculations driven by regulatory policy changes, including both revisions to existing regulations and new regulations.
(5) Changes in book size due to acquisitions and/or divestitures.
(6) Changes driven by market movements such as foreign exchange movements.
(7) This category captures changes that cannot be attributed to any other category.
Scotiabank
Supplementary Regulatory Capital Disclosure
Page 56 of 88View entire presentation