Investor Presentaiton
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CR10: IRB (Specialized lending and equities under the simple risk-weight method)
Specialized Lending (1) - Q1 2023 Basel III
Regulatory Categories
Remaining Maturity
Strong
Less than 2.5 years
Good
Equal to or more than 2.5 years
Less than 2.5 years
Equal to or more than 2.5 years
Satisfactory
Weak
Default
Total
Other than HVCRE
On-balance sheet amount
Exposure Amount
Off-balance sheet amount
RW
RWA
Expected Losses
PF
OF
CF
IPRE
Total
50%
70%
70%
90%
115%
250%
HVCRE
Regulatory Categories
Remaining Maturity
On-balance sheet amount
Off-balance sheet amount
RW
Strong
Less than 2.5 Years
Good
Equal to or more than 2.5 years
Less than 2.5 Years
Equal to or more than 2.5 years
Satisfactory
Weak
Default
Total
Categories
Exposure Amount
RWA
Expected Losses
70%
95%
95%
120%
140%
250%
Equities under the simple risk-weight approach
On-balance sheet amount
Off-balance sheet amount
RW
Exposure Amount
RWA
Expected Losses
Exchange-traded equity exposures
Private equity exposures
Other equity exposures
Total
(1) As at the reporting date, specialized lending and equities under the simple risk-weight method are not applicable.
190%
290%
370%
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Scotiabank
Supplementary Regulatory Capital Disclosure
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