I don't think that exposure to Greek sovereign debt is really the problem for any Canadian bank. The problem is exposure to European banks that are exposed to Greek sovereign debt. All banks loan to other banks accross the world. If a large bank in Europe has to take a big haircut on bad sovereign debt (assume 2 countries default) and its enough to make the bank insolvent. Then other banks in the world can be affected. I'm not sure if this information is published anywhere as banking information is typicaly private.