Investor Presentaiton
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TLAC3: Resolution entity - creditor ranking at legal entity level
(in $ millions)
Q2 2023 Revised Basel III
1
Description of creditor ranking
1
2
(most junior)
3
Creditor ranking
6
Sum of 1 to 6
4
5
(most senior)
Common shares
Book value
Preferred shares
Stated value
Additional Tier 1 and
Limited Recourse
Capital Notes
Subordinated Debt
Par value
Bail-in Debt (¹)
Par value
Other
Liabilities
Total
(2)
Stated value
19,160
300
7,775
8,586
2
Total capital and liabilities net of credit risk mitigation
3
Subset of row 2 that are excluded liabilities
76,513
372
112,334
372
4
Total capital and liabilities less excluded liabilities (row 2 minus row 3)
19,160
300
7,775
8,586
76,141
111,962
5
Subset of row 4 that are potentially eligible as TLAC
19,160
300
7,775
8,586
56,613
92,434
6
Subset of row 5 with 1 year ≤ residual maturity < 2 years
17,568
17,568
7
Subset of row 5 with 2 years ≤ residual maturity < 5 years
1,666
24,409
26,075
8
Subset of row 5 with 5 years < residual maturity < 10 years
5,234
6,515
11,749
9
Subset of row 5 with residual maturity ≥ 10 years, but excluding
perpetual securities
1,686
8,121
9,807
10
10
Subset of row 5 that is perpetual securities
19,160
300
7,775
27,235
Q1 2023 Basel III
1 Description of creditor ranking
Common shares
Book value
Preferred shares
Stated value
Additional Tier 1 and
Limited Recourse
Capital Notes
Subordinated Debt
Par value
(1)
Bail-in Debt
Par value
Other
Total
Liabilities (2)
Stated value
2
Total capital and liabilities net of credit risk mitigation
18,732
300
7,775
8,513
73,293
3
Subset of row 2 that are excluded liabilities
25
174
108,613
199
4
Total capital and liabilities less excluded liabilities (row 2 minus row 3)
18,707
300
7,775
8,513
73,119
108,414
5 Subset of row 4 that are potentially eligible as TLAC
18,707
300
7,775
8,513
60,218
95,513
6 10
Subset of row 5 with 1 year ≤ residual maturity < 2 years
18,902
18,902
7
Subset of row 5 with 2 years < residual maturity < 5 years
1,617
28,574
30,191
8
10
9
10
Subset of row 5 with 5 years < residual maturity < 10 years
Subset of row 5 with residual maturity ≥ 10 years, but excluding
perpetual securities
Subset of row 5 that is perpetual securities
5,233
4,763
9,996
1,663
7,979
9,642
18,707
300
7,775
26,782
Scotiabank
Supplementary Regulatory Capital Disclosure
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