Investor Presentaiton
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CR4: Standardized approach - credit risk exposures and
Credit Risk Mitigation (CRM) effects
(in $ millions)
Asset classes
Q2 2023 Revised Basel III
Sovereigns and their central banks
f
RWA and RWA density
a
b
C
Exposures before CCF and CRM
d
Exposures post-CCF and CRM
e
(1)
On-balance
sheet amount
Off-balance
sheet amount
On-balance
sheet amount
Off-balance
sheet amount
RWA
RWA density
1
2
Public sector entities (PSES)
14,252
649
15,534
3,181
450
9,766
101
1,038
7%
90
3,253
33%
3
Multilateral development banks
0%
4
Banks
1,826
184
1,793
30
930
51%
Of which: securities firms and other
1,047
41
943
2
489
52%
financial institutions treated as banks
5
Covered bonds
0%
6
Corporates
45,117
31,154
39,082
8,551
47,183
99%
Of which: securities firms and other
125
12
115
2
46
97
83%
financial institutions treated as corporates
Of which: specialised lending
130
50
130
20
20
179
119%
7
Subordinated debt, equity and other capital
2,799
2,799
7,265
260%
8
Retail
49,672
36,625
48,508
8,765
40,101
70%
9
Real estate
75,388
2,666
70,831
502
27,557
39%
Of which: general RRE
67,091
1,097
62,833
109
19,678
31%
Of which: IPRRE
1,648
1,572
755
48%
Of which: other RRE
0%
Of which: general CRE
3,160
289
3,044
106
2,622
83%
Of which: IPCRE
1,620
230
1,602
90
1,694
100%
Of which: land acquisition, development
1,869
1,050
1,780
197
2,808
142%
and construction
10
Reverse mortgages
0%
11
Mortgage-backed securities
0%
12
Defaulted exposures
13
Other Assets (2)
14
Total
2,388
82,791
277,414
422
72,150
2,361
82,791
273,465
85
2,866
117%
14,821
18%
18,124
145,014
50%
Scotiabank
Supplementary Regulatory Capital Disclosure
Page 37 of 88View entire presentation