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Investor Presentaiton

Back to Table of Contents 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 Page 36 of 88
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