Investor Presentaiton
Scotiabank
10
Of which securitization
11
12
Of which retail underlying
Of which wholesale
13
Of which re-securitization
14
Of which senior
15
Of which non-senior
Q1 2023 Basel III
1 Total exposures
(1)(2)
10
Of which securitization
11
12
Of which retail underlying
Of which wholesale
13
Of which re-securitization
14
15
Of which senior
Of which non-senior
Q2 2023 Revised Basel III
(in $ millions)
≤20% RW
>20% to 50% RW
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SEC3: Securitization exposures in the banking book and associated regulatory capital requirements - bank acting as originator or as sponsor
a
b
C
d
Exposure values (by RW bands)
e
f
g
h i
Exposure values (by regulatory approach)
k
j
RWA (by regulatory approach)
>50% to 100% RW
>100% to <1250%
RW
1250% RW
IRBA
ERBA / IAA
SA
1 Total exposures (1)(2)
13,476
2,676
1,559
17,121
590
3,264
262
2 Traditional securitization
13,476
2,676
1,559
17,121
590
3,264
3
Of which securitization
13,476
2,676
1,559
17,121
590
3,264
262
262
4
Of which retail underlying
8,223
1,230
41
9,494
-
1,409
113
5
Of which wholesale
5,253
1,446
1,518
7,627
590
1,855
149
6
Of which re-securitization
7
Of which senior
8
Of which non-senior
9 Synthetic securitization
1250%
19,739
2,967
1,581
51
5
154
23,457
732
66
4,171
22
5
333
2 Traditional securitization
19,739
2,967
1,581
51
5
154
23,457
732
66
4,171
22
5
333
3
Of which securitization
19,739
2,967
1,581
51
5
154
23,457
732
66
4,171
22
5
333
222
4
Of which retail underlying
13,255
1,236
54
3
154
14,394
66
1,994
5
159
5
Of which wholesale
6,484
1,731
1,527
51
2
9,063
732
-
2,177
22
174
2
6
Of which re-securitization
7
Of which senior
8
Of which non-senior
9 Synthetic securitization
Supplementary Regulatory Capital Disclosure
Page 74 of 88
IRBA
ERBA / IAA
SA
1250%
IRBA
m
n
ERBA / IAA
о
Capital charge after cap
ཛྙ
1250%
P
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