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Question 1 (1 point) According to their annual report, what's the VaR diversification effect for Scotiabank in 2022? T50 Market risk measures ($ millions) Credit
Question 1 (1 point) According to their annual report, what's the VaR diversification effect for Scotiabank in 2022? T50 Market risk measures ($ millions) Credit Spread plus Interest Rate Credit Spread Interest Rate Equities Foreign Exchange Commodities Debt Specific Diversification Effect All-Bank VaR All-Bank Stressed VaR Incremental Risk Charge O-10.6 O-4.1 O-24 -40.1 $ Year end 9.3 $ 7.7 8.4 3.4 1.5 2022 $ $ Avg 12.0 $ 5.3 11.4 4.0 2.1 3.1 2.3 High 19.0 $ 9.6 19.6 6.8 5.3 5.8 4.6 5.2 4.6 ? 13.5 $ 20.4 $ 13.4 $ 27.4 $ $285.4 $ 233.8 $ 373.5 $ 30.9 $ 58.4 $ Low 7.2 2.0 5.7 1.7 0.8 1.0 1.6 7.8 16.8 148.6
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