Investor Presentaiton slide image

Investor Presentaiton

Back to Table of Contents 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 Page 8 of 88
View entire presentation