Investor Presentaiton
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CR6: AIRB - Credit risk exposures by portfolio and PD range - Non-Retail
a
(in $ millions)
PD scale
Original on-
balance
sheet gross
exposures
b
Off-
balance
sheet
exposures
pre-CCF
C
d
e
f
g
h
j
k
I
Average
CCF
EAD post-
CRM and
post-CCF
Average
(2)
PD
Number of
(3)
obligors
Average
LGD (4)
Average
maturity
(6)
(5)
RWA
RWA
density
(8)
EL
(7)
Provisions
Q1 2023 Basel III
Sovereign
0.00 to <0.15
160,959
2,413
43%
162,222
0.01%
118
11.48%
2.03
2,905
1.8%
4
0.15 to <0.25
266
0%
266
0.18%
2
24.46%
0.04
30
11.3%
0.25 to <0.50
367
1
46%
367
0.34%
5
25.06%
1.22
96
26.1%
0.50 to <0.75
0%
0.00%
0.00%
0.0%
0.75 to <2.50
4,026
2
46%
4,027
1.32%
13
17.82%
1.08
1,464
36.4%
10
2.50 to <10.00
63
0%
63
2.56%
2
25.00%
2.28
44
70.8%
-
10.00 to <100.00
592
0%
592
17.02%
1
3.10%
0.16
88
14.9%
3
100.00 (Default)
221
0%
221
100.00%
1
25.00%
3.70
0.0%
56
Sub-total
166,494
2,416
43%
167,758
0.24%
142
11.68%
2.00
4,627
2.8%
73
4
Bank
0.00 to <0.15
11,749
10,663
62%
18,382
0.07%
351
32.03%
1.48
3,062
16.7%
4
0.15 to <0.25
266
579
59%
615
0.18%
33
35.53%
1.88
198
32.2%
0.25 to <0.50
1,877
228
39%
1,956
0.33%
47
39.23%
0.73
826
42.2%
2
0.50 to <0.75
-
0%
0.00%
0.00%
0.0%
-
0.75 to <2.50
199
23
48%
210
1.41%
17
38.25%
0.76
154
73.3%
1
2.50 to <10.00
0%
0.00%
0.00%
0.0%
10.00 to <100.00
38
-
100%
38
17.03%
3
39.98%
1.00
77
71
201.0%
100.00 (Default)
Sub-total
103
3
51%
14,232
11,496
61%
104
21,305
100.00%
0.63%
6
39.97%
1.95
7
7.1%
42
457
32.90%
1.42
4,324
20.3%
52
322
2
Scotiabank
Supplementary Regulatory Capital Disclosure
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