Credit Suisse Investor Event Presentation Deck

Regulatory capital inflation significantly reduced by our strategic actions Estimated RWA increase from Basel III reforms In CHF bn Standardized Operational Risk R-IRB 35 FRTB CVA FRTB Net impact -35 - 40 <5 <5 10 ~ 10-15 2020 Investor Day guidance for FY2024 R-IRB FRTB CVA FRTB ~(60%) L2 5 15 Standardized Operational Risk (7) Net impact ~15 Current guidance for FY2024 Basel III reform impact Reduced CVA impact primarily driven by exposure reduction ■ Investment Bank Capital Cost ▪ Reduced Operational Risk RWA impact from Group strategic actions since 2020 B3R CET1 ratio go-live impact of ~70 bps ■ Note: Estimates and assumptions are based on currently available information and beliefs, expectations and opinions of management and include all known facts and decisions as of October 27, 2022. Actual results may differ CREDIT SUISSE

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