Investor Presentaiton
Scotiabank
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
10
Of which securitization
11
12
13
Of which retail underlying
Of which wholesale
Of which re-securitization
14
Of which senior
15
Of which non-senior
(in $ millions)
≤20% RW
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SEC4: Securitization exposures in the banking book and associated capital requirements - bank acting as investor
a
с
b
d
Exposure values (by RW bands)
e
f
g
h
i
Exposure values (by regulatory approach)
>20% to 50% RW
>50% to 100% RW
>100% to <1250%
RW
1250% RW
IRBA
ERBA / IAA
SA
Q2 2023 Revised Basel III
1 Total exposures
(1)
938
376
680
1,946
48
607
48
48
4
2 Traditional securitization
938
376
680
1,946
48
607
48
48
4
3
Of which securitization
938
376
632
1,946
607
48
-
4
Of which retail underlying
938
376
352
1,666
454
36
5
Of which wholesale
280
280
-
153
12
-
6
Of which re-securitization
48
48
48
7
Of which senior
48
48
48
4
4
8
Of which non-senior
9 Synthetic securitization
1 Total exposures
Q1 2023 Basel III
(1)
2,301
339
797
69
3,460
46
2 Traditional securitization
2,301
339
797
69
3,460
449
896
46
71
4
46
896
46
71
4
3
Of which securitization
2,301
339
751
69
3,460
896
71
-
4
Of which retail underlying
2,301
339
467
69
3,176
754
60
5
Of which wholesale
284
284
-
142
11
-
6
Of which re-securitization
46
46
46
-
7
Of which senior
46
46
46
4
4
8
Of which non-senior
9 Synthetic securitization
Supplementary Regulatory Capital Disclosure
Page 76 of 88
1250%
IRBA
ERBA / IAA
j
k
|
RWA (by regulatory approach)
SA
1250%
IRBA
E
ERBA / IAA
n
°
p
Capital charge after cap
q
SA
1250%View entire presentation