Investor Presentaiton

RISK MANAGEMENT RISK WEIGHTED ASSET AND EXPOSURE AT DEFAULT DIVISIONAL VIEW - TOTAL RISK WEIGHTED ASSETS $b 449 429 417 48 416 408 396 48 47 15 48 48 47 38 22 12 13 19 25 25 178 156 157 144 142 144 8 7 53 57 CREDIT RWA DRIVERS $b 360.0 0.9 -6.6 3.2 -10.7 342.5 -4.3 Sep-20 FX Volume / Mix Risk Model / Method. CVA (incl. Hedges) Sep-21 EAD BY DIVISION1 CO 8 N $b 7. 7 1,075 1,080 62 968 977 18 1,010 1,045 62 56 57 59 16 13 148 27 58 79 137 140 149 141 137 141 138 138 139 136 133 529 455 449 456 423 447 387 380 380 392 399 396 Mar-19 Sep-19 Mar-20 Sep-20 Mar-21 Sep-21 Aus. R&C CRWA NZ CRWA Other CRWA Instit. CRWA Mkt. & IRRBB RWA Op-RWA Mar-19 Sep-19 Mar-20 Australia R&C Institutional Sep-20 Mar-21 Sep-21 New Zealand Other² 1. 2. EAD excludes amounts for 'Securitisation' and 'Other Assets' Basel classes, as per APS330. Data provided is on a Post CRM basis, net of credit risk mitigation such as guarantees, credit derivatives, netting and financial collateral Driven by increased exposure to the RBA via higher ESA (exchange settlement account) balance ANZ 96

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