Investor Presentaiton
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CR1: Credit quality of assets
(1)
a
b
(in $ millions)
Gross carrying values of (2)
Allowances/
(4)
Defaulted exposures (3)
Non-defaulted
exposures
impairments
d
e
Of which ECL accounting provisions for credit
losses on SA exposures
Allocated in regulatory Allocated in regulatory
category of Specific category of General
f
Of which ECL accounting
provisions for credit
losses on IRB exposures
g
Net values (a+b-c)
Q2 2023
Revised Basel III
1
Loans
(5)
5,295
838,269
5,705
1,390
2,667
1,648
837,859
2
Debt Securities
217
113,818
1
1
114,034
Off-balance sheet
3
269
(6)
297,051
129
40
89
297,191
exposures
4
Total
5,781
1,249,138
5,835
1,390
2,707
1,738
1,249,084
Q1 2023
Basel III
1
Loans
(5)
5,044
844,817
5,467
1,321
2,556
1,590
844,394
2
Debt Securities
221
108,832
1
1
109,052
Off-balance sheet
3
261
(6)
293,220
100
38
62
293,381
exposures
4
Total
5,526
1,246,869
5,568
1,321
2,594
1,653
1,246,827
Q4 2022
Basel III
1
Loans (5)
4,615
817,826
5,285
1,344
2,456
1,485
817,156
2
Debt Securities
226
108,278
1
1
108,503
Off-balance sheet
3
238
(6)
289,993
108
41
67
290,123
exposures
4
Total
5,079
1,216,097
5,394
1,344
2,497
1,553
1,215,782
Q3 2022
Basel III
1
Loans
(5)
2
Debt Securities
Off-balance sheet
3
(6)
exposures
4
Total
4,039
791,327
5,084
1,269
2,341
1,474
790,282
212
103,888
1
1
104,099
260
276,885
109
39
70
277,036
4,511
1,172,100
5,194
1,269
2,380
1,545
1,171,417
(1) This table incorporates the BCBS Technical Amendments to Pillar 3 disclosure requirements - regulatory treatment of accounting provisions (August 2018). Consistent with the
requirements for regulatory capital reporting and in accordance with OSFI Capital Adequacy Requirements (Chapter 2), General Allowances are defined as Stage 1 and Stage 2 allowances
under IFRS 9 and Specific Allowances are defined as Stage 3 allowances under IFRS 9.
(2) The accounting value of on- and off-balance sheet exposures before any credit conversion factor (CCF) or credit risk mitigation (CRM), but after considering write-offs.
(3) Defaulted exposures include: (i) the Bank's reported Gross Impaired Loans, (ii) credit cards which meet the regulatory definition of default, and (iii) off-balance sheet commitments, LCS and/or LGs
which meet the regulatory definition of default.
(4) Includes all three ECL Stages, net of allowances related to securitizations of bank originated credit card receivables and ECL related to entities outside the scope of regulatory consolidation.
(5) Includes bankers acceptances and deposits with banks.
(6) Excludes all revocable loan commitments.
Scotiabank
Supplementary Regulatory Capital Disclosure
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