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Investor Presentaiton

Deleveraging to significantly reduce funding needs Long-term debt capital markets issuance and redemption 1 volumes in CHF bn Liquidity instruments² TLAC-eligible instruments³ 20 20 25 45 11 Covered bonds Liquidity instruments Senior bonds (OpCo) Senior bonds (HoldCo) Capital instruments (AT1) TLAC-eligible instruments Key messages Group's overall funding needs expected to reduce over time as a result of strategic transformation in line with balance sheet reduction ■ Combined HoldCo and AT1 issuance of up to CHF ~6 bn vs. CHF 13 bn of redemption in 2023 - · Significant reduction of HoldCo needs Already completed over half of 2023 OpCo issuance plan and -35% of overall funding plan in February 20 21 20 20 1 16 17 up to -17 14 6 0.7 8 0.2 ~2 - 7 CO 6 ~5 ~0.5 ၇ ။ဟု 11 9 5 6 ~2 up to -4 4 3 2 2 Redemption Issuance YTD4 Full-year issuance plan5 Redemption Full-year 2024 2025 2026 2022 2023 Future redemptions Issuance Redemption Issuance 2021 Net issuance: CHF 9 bn CHF 8 bn CHF ~(5) bn 6 1 Issuance excludes contingent capital awards. Maturities and expected redemptions as of respective year-end FX rates. 2023, 2024, 2025 and 2026 redemptions are based on December 31, 2022 FX rates. Redemptions reflect instruments maturing on their next call date for illustrative purposes only. Credit Suisse makes no representation on its intention to call the instruments 2 Includes covered bonds and OpCo instruments; excludes Pfandbrief 3 Includes HoldCo instruments as well as AT1 high-trigger capital instruments, grandfathered tier 1 and tier 2 capital instruments, and legacy capital instruments 4 As of February 21,2023 5 Estimated full-year issuance plan reflects projected business growth, development of the balance sheet, future funding needs and maturity profiles as well as the effects of changing market and regulatory conditions. For indicative purposes and subject to change 6 Does not reflect potential new issuance from this date onwards. Excludes any buybacks or OpCo structured notes activity 7 Need partly driven by new TBTF Liquidity rules to come into effect Jan 1, 2024 CREDIT SUISSE
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