Investor Presentaiton

Introduction Overview of Result Result Analysis and Financial Management. Outlook Appendices Macquarie FY20 result announcement I macquarie.com Bank Group Basel III Common Equity Tier 1 (CET1) Ratio • APRA Basel III CET1 ratio: 12.2%1 Harmonised Basel III CET1 ratio: 14.9%² Bank Group Common Equity Tier 1 Ratio: Basel III (Mar 20) 16% 14% 1.3% (1.2)% 14.3% (2.9)% 1.9% (1.8)% 0.6% 12% 12.2% 11.4% 10% 8% 6% 4% CCB (2.5%) 3 Basel III minimum CET1 (4.5%) 2% 14.9% 2.7% O MACQUARIE 0% Harmonised Basel III at Mar-19 APRA Basell III 'super equivalence' APRA Basel III at Mar-19 FY20 P&L Capital injection SA-CCR Business capital Other movements4 requirements APRA Basel III APRA Basel III Harmonised Basel III at Mar-20 at Mar-20 'super equivalence'5 1. Basel III applies only to the Bank Group and not the Non-Bank Group. APRA Basel III Tier 1 ratio at Mar 20: 13.6%. 2. 'Harmonised' Basel III estimates are calculated in accordance with the BCBS Basel III framework. Harmonised Basel III Tier 1 ratio at Mar 19: 16.4%. 3. Based on materiality, the countercyclical capital buffer (CCyB) of -3bps has not been included. The individual CCyB varies by jurisdiction and the Bank Group's CCyB is calculated as a weighted average based on exposures in different jurisdictions. 4. Includes foreign currency translation reserve. 5. APRA Basel III 'super- equivalence' includes the impact of changes in capital requirements in areas where APRA differs from the BCBS Basel III framework. Differences include the treatment of mortgages 1.5%; capitalised expenses 0.5%; equity investments 0.3%; investment into deconsolidated subsidiaries 0.1%; DTAs and other impacts 0.3%. 50

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