Investor Presentaiton

Liquidity Risk Management Average Liquidity Coverage Ratio Trend 144% 134% 131% 130% 127% ☐ 126% 123% 121% 120% 118% 3Q19 GS 4Q19 1Q20 2Q20 3Q20 US Peer Average¹ 100% Requirement Solid Liquidity Positioning Well in excess of LCR requirements Eligible HQLA composed almost entirely of Level 1 assets ■ Highly liquid balance sheet with average GCLA of $302bn for 3Q ■ Will be compliant with NSFR requirements Robust liquidity position with comfortable buffers above regulatory minimums 15

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