Investor Presentaiton
Supplementary Regulatory Capital Disclosures
For the period ended: April 30, 2023
Section/Tab
Overview
Highlights
EAD_RWA
Description
Overview
Regulatory Capital - Highlights
Exposure at Default and Risk-weighted Assets for Credit Risk Portfolios
Frequency
Page #
Quarterly
3-4
Quarterly
5
Quarterly
6-7
Pillar III report
KM2
Key metrics - TLAC requirements (at resolution group level)
Quarterly
8
Qualitative
Summary of Qualitative Requirements - Pillar III (Cross Referenced)
Annual
9-15
OV1
Overview of RWA
Quarterly
16-17
LI1
Differences between accounting and regulatory scopes of consolidation and mapping of
financial statements
Quarterly
18-19
12
L12
Main sources of differences between regulatory exposure amounts and carrying values in
financial statements
Quarterly
20
CC1
Composition of regulatory capital
CC2
Reconciliation of regulatory capital to balance sheet
Quarterly
Quarterly
21-24
25-28
TLAC1
TLAC composition for G-SIBS (at resolution group level)
Quarterly
29
TLAC3
Resolution entity - creditor ranking at legal entity level
Quarterly
30-31
LR1
LR2
Summary comparison of accounting assets vs leverage ratio exposure measure
Leverage ratio common disclosure template
Quarterly
32
Quarterly
33
CR1
CR2
CR3
CR4
CR5
Credit quality of assets
Changes in stock of defaulted loans and debt securities
Credit risk mitigation techniques - overview
Standardized approach - credit risk exposures and credit risk mitigation (CRM) effects
Standardized approach - exposures by asset classes and risk weights
Quarterly
34
Quarterly
35
Quarterly
36
Quarterly
37-38
Quarterly
39-40
CR6 (Retail)
CR6 (Non-Retail-AIRB)
AIRB - Retail credit risk exposures by portfolio and probability of default (PD) range
AIRB - Non-Retail credit risk exposures by portfolio and probability of default (PD) range
Quarterly
41-46
Quarterly
47-52
CR6 (Non-Retail-FIRB)
CR7
FIRB - Non-Retail credit risk exposures by portfolio and probability of default (PD) range
IRB - effect on RWA of credit derivatives used as CRM techniques
Quarterly
53-54
Quarterly
55
CR8
RWA flow statements of credit risk exposures under IRB
CR10
IRB (specialized lending and equities under the simple risk weight method)
Quarterly
Quarterly
56
57-58
Scotiabank
Supplementary Regulatory Capital Disclosure
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