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KM2: Key metrics - TLAC requirements (at resolution group level)
(in $ millions)
a
a2
Q2 2023
Revised Basel III
Q1 2023
Basel III
аз
Q4 2022
Basel III
a4
Q3 2022
Basel III
Resolution group
1
Total loss absorbing capacity (TLAC) available
2
Total RWA at the level of the resolution group
3
TLAC as a percentage of RWA (row 1/ row 2) (%)
4
Leverage exposure measure at the level of the resolution group
5
TLAC as a percentage of leverage exposure measure (row 1/ row 4) (%)
ба
Does the subordination exemption in the antepenultimate paragraph of Section 11 of
the FSB TLAC Term Sheet apply?
127,815
131,433
126,565
128,800
451,063
471,528
462,448
452,800
28.3%
27.9%
27.4%
28.4%
1,530,107
1,468,559
1,445,619
1,388,823
8.4%
8.9%
8.8%
9.3%
Yes
Yes
Yes
Yes
66
6b
Does the subordination exemption in the penultimate paragraph of Section 11 of the
FSB TLAC Term Sheet apply?
No
No
No
No
6c
If the capped subordination exemption applies, the amount of funding issued that ranks
pari passu with Excluded Liabilities and that is recognized as external TLAC, divided by
funding issued that ranks pari passu with Excluded Liabilities and that would be
recognized as external TLAC if no cap was applied (%)
N/A
N/A
N/A
N/A
Scotiabank
Supplementary Regulatory Capital Disclosure
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