Credit Suisse Credit Presentation Deck

TBTF capital requirements for internationally operating SIBs in Switzerland - grandfathering rules Outstanding regulatory capital instruments as of end 2Q22 Low-trigger High-trigger Write-down Tier 2 AT1 Write-down AT1 Currency USD USD USD USD CHF SGD CHF USD CHF USD USD USD USD USD Notional (in million) 2,500 2,250 2,500 2,000 200 750 300 1,500 525 1,750 1,500 1,650 1,000 1,500 Coupon 6.5% 7.5% 6.25% 7.5% 3.875% 5.625% 3.5% 7.25% 3.0% 6.375% 5.25% 9.75% 5.1% 4.50% Maturity 2023 perpetual perpetual perpetual First call 08/2023 12/2023 12/2024 07/2023 09/2023 06/2024 09/2024 09/2025 11/2025 08/2026 08/20271 12/20271 01/2030 03/20311 Qualifies as Going concern until (grandfathering rules) First call or end 2019 (whichever is first) First call (even if beyond 2019) TBTF rules Recognized as Gone concern Going / Gone concern Going concern TBTF = Too Big to Fail SIBS = Systemically important banks AT1 = Additional tier 1 1 At any time during the six-month period prior to the First Reset Date or any Reset Date thereafter Note: In May 2016 the Swiss Federal Council amended the Capital Adequacy Ordinance (CAO) which recalibrates and expands the existing "Too Big to Fail" regime in Switzerland. The amended CAO came into effect on July 1, 2016, subject to phase-in and grandfathering provisions for certain outstanding instruments, and had to be fully applied by January 1, 2020. After January 1, 2020, the low-trigger tier 2 instruments receive gone concern treatment and the Group's gone concern requirement is reduced by a factor of 0.5 for the outstanding amount of these instruments in relation to risk-weighted assets and leverage exposure. In effect, the low-trigger tier 2 instruments receive 1.5x value in the gone concern ratio. The same principle applies after the first call date to low-trigger tier 1 instruments 14 CREDIT SUISSE

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