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CR3: Credit risk mitigation techniques - overview
a
(in $ millions)
Q2 2023 Revised Basel III
b1
b
d
f
Unsecured
exposures:
Exposures to be
carrying
amount (1)
secured (1)
Exposures secured
(2) (3)
by collateral
Exposures secured
by financial
guarantees
Exposures secured
by credit
(4)
derivatives
(5)
1
Loans
326,672
511,187
404,050
2
Debt Securities
82,745
31,289
107,137
31,289
3
Total
409,417
542,476
404,050
138,426
4
Of which defaulted
2,356
1,380
1,094
286
Q1 2023 Basel III
1
Loans
(5)
312,733
531,661
445,694
85,967
2
Debt Securities
81,304
3
Total
394,037
27,748
559,409
27,748
445,694
113,715
4
Of which defaulted
1,939
1,665
1,365
300
Q4 2022 Basel III
1
Loans (5)
293,446
2
Debt Securities
80,361
523,710
28,142
436,346
87,364
28,142
3
Total
373,807
551,852
436,346
115,506
4
Of which defaulted
1,738
1,456
1,174
282
Q3 2022 Basel III
(5)
1
Loans
282,875
2
Debt Securities
76,696
507,407
27,403
420,808
86,599
27,403
3
Total
359,571
534,810
420,808
114,002
4
Of which defaulted
1,413
1,272
1,021
251
(1) Carrying amounts of on-balance sheet exposures are net of all three ECL Stages and write-offs.
(2) Includes non-retail and retail AIRB exposures, where collateral is used within the estimation of LGD.
(3) Includes retail mortgages and real estate secured lines of credit under both AIRB and standardized approaches.
(4) Includes government insured mortgages.
(5) Includes bankers acceptances and deposits with banks.
Scotiabank
Supplementary Regulatory Capital Disclosure
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