Investor Presentaiton
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Regulatory Capital Highlights
(in $ millions)
Common Equity Tier 1 capital (¹)
Tier 1 capital (¹)
Total capital (1)
Total loss absorbing capacity (TLAC) (2)
Risk-weighted Assets (¹)
Capital Risk-weighted Assets
Q2 2023
Revised Basel III
Q1 2023
Q4 2022
Q3 2022
Q2 2022
Basel III
Basel III
Basel III
Basel III
55,520
54,138
53,081
51,639
51,547
63,688
62,317
61,262
58,801
57,201
73,197
71,867
70,710
68,086
66,628
127,815
131,433
126,565
128,800
133,841
451,063
471,528
462,448
452,800
445,273
Tier 1 (as a percentage of risk-weighted assets)
Capital Ratios (%) (1)
Common Equity Tier 1 (as a percentage of risk-weighted assets)
Total capital (as a percentage of risk-weighted assets)
Total loss absorbing capacity (as a percentage of risk-weighted assets) (2)
12.3
11.5
11.5
11.4
11.6
14.1
13.2
13.2
13.0
12.8
16.2
15.2
15.3
15.0
15.0
28.3
27.9
27.4
28.4
30.1
Leverage (3)
Leverage Exposures
1,530,107
1,468,559
1,445,619
1,388,823
1,360,184
Leverage Ratio (%)
4.2
4.2
4.2
4.2
4.2
TLAC Leverage Ratio (%) (2)
8.4
8.9
8.8
9.3
9.8
Common Equity Tier 1 minimum ratio
OSFI Pillar 1 Target (%)
Tier 1 capital minimum ratio
Total capital minimum ratio
Leverage minimum ratio
Total loss absorbing capacity minimum ratio
8.0
8.0
8.0
8.0
8.0
9.5
9.5
9.5
9.5
9.5
11.5
11.5
11.5
11.5
11.5
3.5
3.0
3.0
3.0
3.0
21.5
21.5
21.5
21.5
21.5
7.25
6.75
6.75
6.75
6.75
TLAC Leverage minimum ratio
Capital instruments subject to phase-out arrangements
Current cap on Additional Tier 1 (AT1) instruments subject to phase-out arrangements (%)
Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities)
Current cap on Tier 2 (T2) instruments subject to phase-out arrangements (%)
Amount excluded from T2 due to cap (excess over cap after redemptions and maturities)
N/A
N/A
N/A
N/A
750
750
750
N/A
N/A
N/A
N/A
179
197
250
g་
(1) Q2 2023 regulatory capital ratios are based on Revised Basel III requirements as determined in accordance with OSFI Guideline - Capital Adequacy Requirements (February 2023).
Prior period regulatory capital ratios were prepared in accordance with OSFI Guideline - Capital Adequacy Requirements (November 2018).
(2) This measure has been disclosed in this document in accordance with OSFI Guideline - Total Loss Absorbing Capacity (September 2018).
(3) Q2 2023 leverage ratios are based on Revised Basel III requirements as determined in accordance with OSFI Guideline - Capital Adequacy Requirements (February 2023).
Prior period leverage ratios were prepared in accordance with OSFI Guideline - Leverage Requirements (November 2018).
N/A not applicable
Scotiabank
Supplementary Regulatory Capital Disclosure
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