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1Q 2021 Investor Presentation

Global Banking Regulatory and Accounting Landscape EMEA ERS BOE/ PRA ST Incorporate ESG risks into supervisory process HLA requirement Output floor Revised minimum capital requirements for MR Revised SA operational risk FRTB Revised IRB approach CR HLA BoE/ PRA BOE/ PRA ST requirement ST ASIA PACIFIC CVA review 2023 CRR2 implementation EU-wide ST Revised minimum EU Investment Firms Directive & Regulation Output floor BOE/ PRA BES CVA review Revised SA market risk Revised G-SIB assessment Updated Leverage Ratio Revised standardized approach CR 2023 Output floor CVA review HLA requirement capital requirements for MR Revised SA operational risk Revised SA market risk Updated Leverage Ratio Revised IRB approach CR Revised standardized EU Sustainability taxonomy 2022 BoE/ PRA ST BOE/ PRA BES (Climate-related element) CBK Advanced Stress Testing Framework NSFR 2022 Revised G-SIB assessment EU SFDR TCFD-aligned mandatory disclosures roadmap to 2025 EU MLD6 CCAR/ DFAST Revised G-SIB assessment 2021 CCAR/ DFAST EU MLD5 Credit Risk Management IRRBB review approach CR FRTB MAS Environmental Risk Management FSC Supervisory stress tests SFTR regulatory technical standards CCAR/ DFAST SCCL for large banks Interest Rate Benchmark Reform NCUA RBC Climate Change ST Interest Rate Benchmark rule for large credit unions NSFR Reform 2023 and beyond 2022 2021 2020 2021 2022 EU "Banking Package" CRR2, CRD5, BRRD2 and SRMR2 Interest Rate Benchmark Reform CECL 2021 Pandemic related delays noted in 2020; OSFI NSFR; FED SCCL; EBA CRD 5, CRR 2 and BRRD 2; CECL. Source: Moody's Analytics Strategy & Analytics; May 2021. Moody's | Better decisions CCAR/ DFAST Updated Leverage Ratio FRTB Revised standardized approach CR CCAR/ DFAST AMERICAS Revised SA operational risk Revised SA market risk Revised minimum capital requirements for MR Revised IRB approach CR 2023 and beyond 49 1Q 2021 Investor Presentation 49

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