Investor Presentaiton
CR4: Standardized approach - credit risk exposures and
Credit Risk Mitigation (CRM) effects
a
b
C
(in $ millions)
Exposures before CCF and CRM
d
(1)
Exposures post-CCF and CRM
e
f
RWA and RWA density
On-balance
Asset classes
sheet amount
Off-balance
sheet amount
On-balance
sheet amount
Off-balance
sheet amount
RWA
RWA density
Q1 2023 Basel III
1 Bank
4,541
377
4,520
25
4,010
88%
2
Corporate
51,035
23,882
47,294
5,196
49,195
94%
3
Sovereign
10,343
624
10,343
1
510
5%
4
Real Estate Secured
67,124
1,093
67,124
27,212
41%
5
Other Retail
49,126
35,336
48,912
863
36,806
74%
6
Equity
2,873
2,873
3,045
106%
7
Other Assets
(2)
65,749
65,749
16,525
25%
8
Total
250,791
61,312
246,815
6,085
137,303
54%
Q4 2022 Basel III
1
Bank
3,774
301
3,752
26
3,037
80%
2
Corporate
51,215
22,428
48,804
4,967
50,875
95%
3
Sovereign
8,718
791
8,718
34
643
7%
4
Real Estate Secured
63,054
1,073
63,054
25,499
40%
5
Other Retail
47,456
34,148
47,242
847
35,456
74%
6
Equity
3,643
3,643
3,861
106%
7
Other Assets
(2)
77,086
77,086
14,736
19%
8
Total
254,946
58,741
252,299
5,874
134,108
53%
Q3 2022 Basel III
1
Bank
3,161
475
2
Corporate
49,970
21,624
3,140
47,910
128
2,597
80%
4,488
49,342
94%
3
Sovereign
8,703
575
8,703
566
7%
4
Real Estate Secured
59,760
1,048
59,760
24,119
40%
5
Other Retail
46,268
34,593
46,070
821
34,509
74%
6
Equity
4,115
4,114
4,362
106%
7
Other Assets
(2)
66,773
66,773
15,421
23%
8
Total
238,750
58,315
236,470
5,437
130,916
55%
(1) Includes adjustments for credit risk mitigation based on the application of the Comprehensive Approach for collateral.
(2) Exposures to CCP and risk-weighted threshold deductions are excluded.
Scotiabank
Supplementary Regulatory Capital Disclosure
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