Investor Presentaiton
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CR6: AIRB - Credit risk exposures by portfolio and PD range - Retail
a
b
C
d
(in $ millions)
PD scale
Original on-
balance
sheet gross
exposures
Off-
balance
sheet
exposures
pre-CCF
f
g
h
i
j
k
I
Average
CCF
EAD post-
CRM and
(1)
post-CCF
Average
Number of Average
Average
PD (2)
obligors
(3)
LGD (4)
maturity
(5)
RWA (1)
RWA
density
(6)
EL (1)
Provisions
(7)
Retail-qualifying
revolving (QRRE)
0.00 to <0.15
854
21,523
0.15 to <0.25
1,339
17,216
57%
58%
13,161
11,407
0.25 to <0.50
3,287
5,614
67%
7,062
0.05%
0.17% 2,059,374
0.33%
928,888
80.65%
348
2.6%
5
69.36%
797
7.0%
14
378,897
88.16%
1,051
14.9%
20
0.50 to <0.75
195
208
104%
411
0.61%
12,753
66.41%
76
18.5%
2
0.75 to <2.50
5,951
5,948
68%
9,979
1.28%
1,158,085
83.90%
4,104
41.1%
110
2.50 to <10.00
3,847
626
92%
4,421
5.43%
610,211
87.08%
5,101
115.4%
212
10.00 to <100.00
658
19
265%
708
29.14%
123,712
82.64%
1,565
221.0%
171
100.00 (Default)
118
0%
118
Sub-total
16,249
51,154
61%
47,267
100.00%
1.57%
797,900
87.33%
697
590.7%
51
6,069,820
80.26%
13,739
29.1%
585
670
Other Retail Exposures
0.00 to <0.15
5,367
1,182
60%
6,079
0.09%
279,648
59.93%
840
13.8%
3
0.15 to <0.25
1
6
54%
4
0.17%
36
76.50%
1
25.0%
0.25 to <0.50
7,003
316
76%
7,243
0.32%
277,211
61.98%
2,601
35.9%
14
0.50 to <0.75
1,466
3,192
103%
4,753
0.61%
15,915
66.41%
2,689
56.6%
20
0.75 to <2.50
15,104
53
86%
15,149
1.19%
457,067
64.86%
11,138
73.5%
118
2.50 to <10.00
3,777
2
102%
3,778
4.85%
110,652
66.74%
3,939
104.3%
122
10.00 to <100.00
1,011
1
154%
1,013
29.21%
31,900
62.47%
1,581
156.1%
186
100.00 (Default)
183
Sub-total
Total
33,912
355,344
4,752
117,972
0%
90%
49%
183
38,202
413,674
100.00%
14,413
84.46%
874
477.6%
125
2.36% 1,186,842
0.71% 8,994,682
63.94%
23,663
61.9%
588
400
31.15%
66,920
16.2%
1,438
1,241
Scotiabank
Supplementary Regulatory Capital Disclosure
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