Mobilizing Finance for ESG Initiatives and Economic Resilience

Highlights Strong liquidity, stable funding • Liquidity well in excess of regulatory requirements o LCR of 123%, down 6% Q/Q and down 18% Y/Y o HQLA of $195B, -$6B Q/Q and -$32B Y/Y, is substantially comprised of Level 1 assets o Pacific Alliance countries LCRs of 145% - 153% • Stability of funding reflected in NSFR of 112% ⚫ 25.3% TLAC is above 24% regulatory minimum required by November 1, 2021 Wholesale funding metrics are favourable o Wholesale funding of $206B, up $13B Q/Q and down $15B Y/Y o Wholesale funding / total assets increased modestly Q/Q to 17.7% from 17.1% o Wholesale funding usage driven by recovery in asset growth, partially offset by deposit retention 50 50

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