Investor Presentaiton

Reconciliation for non-GAAP Financial Measures International Banking: Risk Adjusted Margin International Banking ($ millions) Average total assets¹ Less: Non-earning assets Average total earning assets¹ Q1/22 196,100 16,039 180,061 186,504 Q2/22 Q3/22 Q4/22 Q1/23 203,875 209,076 217,061 228,374 17,371 18,448 19,358 19,103 190,628 197,703 209,271 Less: Trading assets 5,287 4,376 4,860 5,369 5,132 Securities purchased under resale agreements and securities borrowed 200 145 2,245 2,433 3,033 Other deductions² 6,718 6,713 6,616 7,087 7,565 Average core earning assets¹ 167,856 175,270 176,907 182,814 193,541 Net Interest Income 1,648 1,687 1,759 1,806 1,899 Less: Non-core net interest income 12 (4) (1) (73) (54) Provision for credit losses 274 276 325 355 404 Risk Adjusted Net interest income on core earning assets 1,362 1,415 1,435 1,524 1,549 Risk Adjusted Margin 3.22% 3.31% 3.22% 3.31% 3.18% Average balances represents the average of daily balance for the period 2 Prior period has been restated to include as a deduction non-interest bearing deposits with banks, to align with the Bank's definition. The net interest margin has also been restated to reflect these changes 44

View entire presentation