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Back to Table of Contents 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 (2) PD Number of Average (3) LGD (4) obligors Average maturity (6) (5) RWA RWA density (8) EL (7) Provisions Q2 2023 Revised Basel III Sovereign (1) 0.00 to <0.15 149,564 5,859 44% 211,930 0.01% 446 13.33% 2.26 2,976 1.4% 4 0.15 to <0.25 891 60 32% 910 0.18% 15 35.99% 1.04 226 24.8% 1 0.25 to <0.50 474 25 50% 486 0.34% 8 26.30% 1.22 118 24.3% 0.50 to <0.75 0% 0.00% - 0.00% 0.0% - 0.75 to <2.50 4,102 35 39% 4,135 1.34% 21 17.62% 1.33 1,448 35.0% 10 2.50 to <10.00 20 0% 20 2.56% 1 25.00% 5.00 17 85.0% - 10.00 to <100.00 664 25% 664 17.02% 3 3.09% 0.92 97 14.6% 3 100.00 (Default) Sub-total 217 100% 217 155,932 5,979 44% 218,362 100.00% 0.19% 2 25.00% 3.74 0.0% 54 496 13.51% 2.24 4,882 2.2% 72 7 Bank 0.00 to <0.15 0.15 to <0.25 0.25 to <0.50 0.50 to <0.75 0.75 to <2.50 2.50 to <10.00 10.00 to <100.00 100.00 (Default) Sub-total ៩ ៩ ៩ ៩ ៩ ៩ ៩ ៩ ៩ 0% 0.00% 0.00% 0.0% 0% 0.00% 0.00% 0.0% 0% 0.00% 0.00% 0.0% 0% 0.00% 0.00% 0.0% 0% 0.00% 0.00% 0.0% 0% 0.00% 0.00% 0.0% 0% 0.00% 0.00% 0.0% 0% 0.00% 0.00% 0.0% 0% 0.00% 0.00% 0.0% Scotiabank Supplementary Regulatory Capital Disclosure Page 47 of 88

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