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Investor Presentaiton

Off-balance sheet loans (1) Key account items related to credit risk 1Q 2021 (RMB mm) Guarantee income 659 Income Statement Credit losses for quality assurance -445 commitment Mar 31, 2021 (RMB mm) Restricted cash (Quality Assurance) 1,639 Represents the release of deferred guarantee income as loans and their related risks are reduced. The deferred guarantee income is released systematically over the term of the loans subject to quality assurance commitment. Represents expected life time credit losses related to our quality assurance commitment to institutional partners. Represents the residual amounts in quality assurance accounts after receipt of quality assurance contributions, payouts made to compensate for delinquent loan principal and interest, and amounts recovered from defaulted borrowers. " Quality assurance 1,105 receivable The Company determines for each loan the guarantee fee, or quality assurance contributions required from each borrower. Such fees or contributions are collected on a monthly basis. Balance A quality assurance receivable is recognized at loan inception at fair value, which takes into account the expected default rate. Sheet Expected credit losses for quality Represents the expected future payouts we would be required to make under our quality assurance commitment to investors. 2,651 assurance commitment As % of Total Revenues 31% As % of Total Assets 11% 7% As % of Total Liabilities 43% Deferred guarantee 1,262 income After adoption of ASC 326, the deferred guarantee income are released as a revenue systematically over the term of the loans subject to quality assurance commitment. 20% (1) Mainly loans facilitated on our marketplace by institutional partners (banks, consumer finance companies, and other financial institutions). 26 26
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