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Investor Presentaiton

Back to Table of Contents 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 Page 44 of 88
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