Investor Presentaiton

Back to Table of Contents CCR2: Credit valuation adjustment (CVA) capital charge Q2 2023 Basel III Q1 2023 Basel III Q4 2022 Basel III Q3 2022 Basel III a b a₂ b₂ аз b3 a4 b4 (in $ millions) EAD post-CRM RWA EAD post-CRM RWA EAD post-CRM RWA EAD post-CRM RWA Total portfolios subject to the Advanced CVA capital charge 24,222 5,658 27,361 5,743 28,595 6,422 30,508 5,844 1 (i) VaR component (including the 3 × multiplier) 1,277 1,285 1,621 1,533 2 (ii) Stressed VaR component (including the 3 x multiplier) 4,381 4,458 4,801 4,311 3 4 All portfolios subject to the Standardized CVA capital charge Total subject to the CVA capital charge 24,222 5,658 27,361 5,743 28,595 6,422 30,508 5,844 Scotiabank Supplementary Regulatory Capital Disclosure Page 60 of 88

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