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Investor Presentaiton

Back to Table of Contents CC1: Composition of regulatory capital (in $ millions) Common Equity Tier 1 capital: instruments and reserves Directly issued qualifying common share capital (and equivalent for non-joint stock companies) plus related a2 аз ад Q2 2023 Q1 2023 Q4 2022 Q3 2022 Revised Basel III Basel III Basel III Basel III b Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation (¹) 1 stock surplus 2 Retained earnings 3 Accumulated other comprehensive income (and other reserves) 19,016 18,587 18,555 18,576 54,967 54,165 53,761 53,151 V (4,906) (6,640) (7,166) (6,684) W u+y 4 Directly issued capital subject to phase-out from CET1 (only applicable to non-joint stock companies) 5 Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1) 728 709 694 693 αα 6 Common Equity Tier 1 capital before regulatory adjustments 69,805 66,821 65,844 65,736 Common Equity Tier 1 capital: regulatory adjustments 7 Prudential valuation adjustments 8 Goodwill (net of related tax liability) (9,558) (9,469) (9,200) 9 Other intangibles other than mortgage servicing rights (net of related tax liability) (6,405) (6,331) (6,346) (9,081) (6,081) g h-q+i-r 10 Deferred tax assets excluding those arising from temporary differences (net of related tax liability) (131) (132) (88) (70) k 11 Cash flow hedge reserve 4,347 4,248 4,786 2,853 12 Shortfall of provisions to expected losses (407) X dd 13 Securitization gain on sale 14 Gains and losses due to changes in own credit risk on fair valued liabilities (1,523) (320) (1,213) (906) p 15 Defined benefit pension fund net assets (net of related tax liability) (469) (644) (757) (840) l-s 16 Investments in own shares (if not already netted off paid-in capital on reported balance sheet) (25) (12) (17) a 17 Reciprocal cross holdings in common equity 18 Non-significant investments in the capital of banking, financial and insurance entities, net of eligible short positions (amount above 10% threshold) 19 Significant investments in the common stock of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions (amount above 10% threshold) e 2222222222 20 Mortgage servicing rights (amount above 10% threshold) 21 Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability) Amount exceeding the 15% threshold 23 of which: significant investments in the common stock of financials f 24 of which: mortgage servicing rights 25 of which: deferred tax assets arising from temporary differences j 26 Other deductions or regulatory adjustments to CET1 as determined by OSFI (139) (10) 67 45 o+ff+gg+hh 27 Regulatory adjustments applied to Common Equity Tier 1 due to insufficient Additional Tier 1 and Tier 2 to cover deductions 28 Total regulatory adjustments to Common Equity Tier 1 (14,285) (12,683) 29 Common Equity Tier 1 capital (CET1) 55,520 54,138 (12,763) 53,081 (14,097) 51,639 Scotiabank Supplementary Regulatory Capital Disclosure Page 21 of 88
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