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Investor Presentaiton

Back to Table of Contents CR6: AIRB - Credit risk exposures by portfolio and PD range - Retail a b d (in $ millions) PD scale Original on- balance sheet gross exposures Off- balance sheet exposures pre-CCF f h i j k g Average CCF post-CCF EAD post- CRM and (1) Average (2) PD Number of (3) obligors Average Average LGD (4) maturity (5) RWA (1) RWA (6) EL (1) Provisions (7) density Q4 2022 Basel III Retail insured exposures secured by residential real estate 0.00 to <0.15 30,645 0% 74,591 0.00% 191,360 21.85% 293 0.4% 0.15 to <0.25 27,725 0% 1,788 0.18% 116,040 22.96% 164 9.2% 1 0.25 to <0.50 525 0% 0.00% 3,056 0.00% 0.0% 0.50 to <0.75 14,413 0% 307 0.67% 53,612 16.66% 52 16.9% 0.75 to <2.50 2,348 0% 1.95% 8,743 11.53% 2 25.0% 2.50 to <10.00 381 0% 0.00% 1,855 0.00% 0.0% 10.00 to <100.00 449 0% 0.00% 2,134 0.00% 0.0% 100.00 (Default) 208 0% 100.00% 1,132 105.00% 0.0% Sub-total 76,694 0% 76,694 0.01% 377,932 21.86% 511 0.7% 1 16 Retail uninsured exposures secured by residential real estate 0.00 to <0.15 82,494 60,320 37% 104,556 0.15 to <0.25 82,142 0% 82,142 0.06% 0.18% 891,738 18.58% 3,393 3.2% 13 237,894 19.52% 6,425 7.8% 30 0.25 to <0.50 1,126 0% 1,126 0.44% 3,492 40.99% 350 31.1% 2 0.50 to <0.75 50,913 587 57% 51,247 0.68% 163,135 21.77% 11,381 22.2% 76 0.75 to <2.50 9,561 0% 9,561 1.95% 24,952 21.69% 4,215 44.1% 40 2.50 to <10.00 1,123 41 85% 1,158 4.87% 8,928 24.25% 936 80.8% 13 10.00 to <100.00 707 4 103% 711 23.14% 3,707 18.72% 728 102.4% 30 100.00 (Default) 198 0% 198 Sub-total 228,264 60,952 37% 250,699 100.00% 0.47% 27,342 54.76% 847 427.8% 55 1,361,188 19.82% 28,275 11.3% 259 147 Scotiabank Supplementary Regulatory Capital Disclosure Page 45 of 88
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