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CCR3: Standardized approach - CCR exposures by regulatory portfolio and risk weights
(in $ millions)
a
b
C
d
e
f
g
h
i
j
k
m
Risk weight
0%
10%
20%
30%
40%
50%
75%
80%
85%
100%
130%
150%
Others
Regulatory portfolio
Sovereigns
Q2 2023 Revised Basel III
Public sector entities (PSES)
Multilateral development banks (MDBs)
Banks
Securities firms and other financial institutions
treated as Banks
Corporates
Of which: specialised lending
Securities firms and other financial institutions
treated as Corporate
Regulatory retail portfolios
Other assets
(2)
Total
Q1 2023 Basel III
Sovereigns
Non-central government public sector entities
(PSES)
Multilateral development banks (MDBS)
Banks
Securities firms
Corporates
Regulatory retail portfolios
Other assets (2)
Total
Q4 2022 Basel III
Sovereigns
Non-central government public sector entities
(PSES)
Multilateral development banks (MDBs)
Banks
Securities firms
Corporates
Regulatory retail portfolios
Other assets (2)
Total
Q3 2022 Basel III
Sovereigns
Non-central government public sector entities
(PSES)
2
29
133
-
3
4
47
51
2
2
1,253
16
162
7
2
2
1,367
4
148
70
2,017
C
Total credit
exposure (¹)
50
51
-
33
135
1,255
16
1,540
152
72
2,017
2
4
2,235
2,241
1
18
213
8
1,863
1
18
2,084
Multilateral development banks (MDBs)
Banks
1
Securities firms
Corporates
Regulatory retail portfolios
Other assets (2)
Total
1
(1) Total credit exposure: the amount relevant for the capital requirements calculation, having applied CRM techniques.
(2) Other assets: the amount excludes exposures to CCPS, which are reported in CCR8.
Scotiabank
471
11
471
Supplementary Regulatory Capital Disclosure
4
1,784
231
-
9
1,863
2,103
482
5
2
1,786
1,799
2
2,273
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