| Portfolio Type | Balance | RWBasel I | RWIRB | ||
| Scenario | |||||
| 1 | 2 | 3 | |||
| Small Enterprises (non-defaulted) | 20,317,708 | 100% | 94.6% | 58.8% | 41.0% |
| Small Enterprises (defaulted) | 882,523 | 100% | 0.0% | 0.0% | 0.0% |
| Large Corporate (non-defaulted) | 63,693,041 | 100% | 101.6% | 74.9% | 34.8% |
| Large Corporate (defaulted) | 2,719,584 | 100% | 0.0% | 0.0% | 0.0% |
| Mortgage LTV < 75% (non-defaulted) | 30,035,466 | 50% | 24.4% | 14.1% | 3.8% |
| Mortgage LTV < 75% (defaulted) | 1,093,453 | 50% | 0.0% | 0.0% | 0.0% |
| Mortgage LTV > 75% (non-defaulted) | 3,397,417 | 50% | 40.7% | 21.2% | 7.0% |
| Mortgage LTV > 75% (defaulted) | 152,839 | 50% | 0.0% | 0.0% | 0.0% |
| Retail (non-defaulted) | 19,329,601 | 100% | 55.1% | 55.1% | 55.1% |
| Retail (defaulted) | 901,719 | 100% | 0.0% | 0.0% | 0.0% |