Investor Presentaiton
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CCR8: Exposures to central counterparties
(in $ millions)
1
Exposures to QCCPs (total)
2
Exposures for trades at QCCPs (excluding initial margin and default fund contributions);
of which
3
(i) OTC derivatives
4
(ii) Exchange-traded derivatives
5
(iii) Securities financing transactions
6
7
Segregated initial margin
8
(iv) Netting sets where cross-product netting has been approved
Non-segregated initial margin
9
Pre-funded default fund contributions
10
Unfunded default fund contributions (1)
11
Default Fund Contributions to non-QCCPS (total)
Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions);
12
of which
13
(i) OTC derivatives
14
(ii) Exchange-traded derivatives
15
(iii) Securities financing transactions
16
(iv) Netting sets where cross-product netting has been approved
17
Segregated initial margin
18
Non-segregated initial margin
19
Pre-funded default fund contributions
20
Unfunded default fund contributions
(1) Unfunded default fund contributions are risk weighted at 0%.
b
a2
b₂
аз
b3
a4
b4
EAD (post-CRM)
RWA
EAD (post-CRM)
RWA
EAD (post-CRM)
RWA
EAD (post-CRM)
RWA
Q2 2023 Revised Basel III
Q1 2023 Basel III
Q4 2022 Basel III
Q3 2022 Basel III
889
846
715
891
14,797
313
13,591
285
15,372
320
13,268
280
3,645
73
3,544
71
4,175
83
2,608
52
9,359
204
7,097
155
8,110
175
8,214
179
1,793
36
2,950
59
3,087
62
2,446
49
10,195
11,675
15,651
15,206
1,255
576
937
561
772
395
1,416
2,074
2,085
1,319
2,003
611
Scotiabank
Supplementary Regulatory Capital Disclosure
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