Investor Presentaiton
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CR6: AIRB - Credit risk exposures by portfolio and PD range - Non-Retail
a
(in $ millions)
PD scale
Original on-
balance
sheet gross
exposures
b
Off-
balance
sheet
exposures
pre-CCF
C
d
e
f
g
h
j
k
I
Average
CCF
EAD post-
CRM and
post-CCF
Average
PD (2)
Number of
(3)
obligors
Average
LGD (4)
Average
maturity
(6)
(5)
RWA
RWA
density
(8)
EL
(7)
Provisions
Corporate -
Other
0.00 to <0.15
88,097
157,469
58%
180,958
0.09%
2,270
41.83%
2.09
46,993
26.0%
69
0.15 to <0.25
34,296
42,822
46%
54,566
0.18%
1,751
47.00%
2.28
24,068
44.1%
47
0.25 to <0.50
51,666
43,464
43%
69,061
0.29%
5,366
43.93%
2.09
34,697
50.2%
89
0.50 to <0.75
0%
0.00%
0.00%
0.0%
0.75 to <2.50
20,961
16,046
35%
25,912
1.00%
3,059
41.64%
2.01
20,592
79.5%
108
2.50 to <10.00
2,789
2,806
23%
3,136
3.27%
408
42.36%
1.90
3,635
115.9%
44
10.00 to <100.00
756
602
27%
886
28.65%
53
52.61%
1.84
2,500
282.2%
135
100.00 (Default)
Sub-total
669
125
64%
669
100.00%
78
46.32%
1.69
2,174
324.8%
208
199,234
263,334
52%
335,188
0.52%
12,985
43.13%
2.11
134,659
40.2%
700
545
Corporate -
Specialized
Lending
0.00 to <0.15
9,758
10,662
63%
17,312
0.10%
229
41.32%
2.27
4,713
27.2%
7
0.15 to <0.25
14,033
9,877
55%
19,638
0.18%
465
38.20%
1.83
6,373
32.5%
14
0.25 to <0.50
14,652
10,369
52%
19,138
0.28%
853
39.90%
1.73
8,051
42.1%
21
0.50 to <0.75
0%
0.00%
-
0.00%
0.0%
-
0.75 to <2.50
1,416
362
29%
1,416
1.07%
118
44.25%
1.59
1,208
85.3%
7
2.50 to <10.00
149
41
41%
166
3.84%
8
44.53%
1.44
208
125.6%
3
10.00 to <100.00
57
6
15%
58
53.21%
7
44.68%
1.05
123
211.9%
14
100.00 (Default)
210
34
99%
244
100.00%
6
47.11%
1.22
Sub-total
40,275
31,351
56%
Total
420,235
308,597
52%
57,972
582,223
0.69%
0.46%
1,686
15,270
39.90%
33.37%
1.92
2.03
1,022
21,698
165,308
419.5%
38
37.4%
104
73
28.4%
929
624
Scotiabank
Supplementary Regulatory Capital Disclosure
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