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Investor Presentaiton

Footnotes Strategy 2023 results Appendix 1. 234 5. 6. 7. 8. 9. Our cost target reflects costs on constant currency, excluding notable items and the effect of re-translating prior periods in hyperinflationary economies. The target also excludes costs associated with our acquisition of SVB UK 17. and related international investments. See reconciliation on slide 26 Includes a provisional gain on acquisition of SVB UK Includes the reversal of France impairment Unless otherwise stated, regulatory capital ratios and requirements are on a reported basis, and are based on the transitional arrangements of the Capital Requirements Regulation in force at the time. Leverage metrics exclude central bank claims in accordance with the Prudential Regulation Authority's ('PRA') UK leverage framework. References to EU regulations and directives (including technical standards) should, as applicable, be read as references to the UK's version of such regulation or directive, as onshored into UK law under the European Union (Withdrawal) Act 2018, and as may be subsequently amended under UK law 18. YTD 2023 Amount of software releases for a notional team of 10 people on a bank wide basis The volume of sustainable finance and investments amounts stated include; capital markets/advisory activities, balance sheet related transactions that capture the limit of the facility at the time it was provided and the net new flows of sustainable investments (Assets under Management); Green, Social, Sustainability and Sustainability Linked labelled bonds that align to the International Capital Markets Association (ICMA) principles. Capital markets/advisory volumes are recorded as HSBC's proportional bookrunner value. GSSS market share sourced from Dealogic. Apportioned volume represents the portion of deal volume assigned to HSBC in deals where HSBC is marked as a lender. Market shares exclude self-mandated deals 19. Banking NII is defined as Group NII excluding the central costs of funding trading and fair value income and third party insurance NII. For full analysis, please see HSBC Holdings plc Interim Report ROTE target is subject to the current market-implied path for global policy rates. Excludes the impact of material 20. The centrally allocated funding costs associated with funding net income from financial instruments held for acquisitions and disposals Client business differs from reported revenue as it relates to certain client specific income, and excludes certain products (including Principal Investments, GBM "other" and asset management), Group allocations, recoveries and other non-client related and portfolio level revenue. It also excludes Hang Seng. GBM client business includes an estimation of client-specific day one trade specific revenue from MSS products, which excludes ongoing mark-to-market revenue and portfolio level revenue such as hedging. Cross-border client business represents the income earned from a client's entity domiciled in a different geography than where the client group's global relationship is managed. WPB international customers comprises customers who are either multi-country, non-resident or resident foreigners within our International markets in the UK, Hong Kong, Canada, the US, India, Singapore, Malaysia, UAE, Australia, mainland China and CIIOM. Multi-country are those customers who bank with HSBC in more than one market; Non-Resident customers are those whose address is different from the market we bank them in; Resident Foreigners are customers whose nationality, or country of birth is different to the market we bank them in. Note, customers may be counted more than once when banked in multiple markets Multiple as of May YTD New to the bank customers: May YTD 2022 vs. May YTD 2023 10. GFX in GBM management view of income and GFX in CMB from cross sale of FX to CMB clients includes within 'Markets products, Insurance and Investments and Other'. GFX includes our emerging markets business 11. Regulatory approvals received for insurance broker branches in Shanghai, Guangdong and Beijing 12. GBM and WPB: Includes GM products to WPB customers 13. Between CMB and GBM: Includes Global Markets products to CMB customers and Global Banking products to CMB Customers trading or managed on a fair value basis results in an interest expense to Group NII which is fully offset by non- NII which is reported in Corporate Centre 21. Including "of which Other Middle East Entities (Oman, Turkiye, Egypt and Saudi Arabia)" which do not consolidate into HSBC Bank Middle East Limited 22. Including held-for-sale balances 23. The CET1 ratio itemised movement presented on the graph includes the impact of threshold deductions, whereas the CET1 movement break-down in $bn excludes the impact of threshold deductions 24. Based on tangible equity ('TE') of the Group's major legal entities excluding associates, holding companies and consolidation adjustments. Asia refers to The Hongkong and Shanghai Banking Corporation (HBAP) 25. Medium term is defined as 3-4 years from 1 January 2020; long term is defined as 5-6 years from 1 January 2020 26. In determining our dividend payout ratio we will exclude material notable items (including the agreed sale of our banking business in Canada) from reported earnings per share 27. ROTE (YTD annualised) for 2Q23 includes a 10.5 percentage point favourable impact of the reversal of the impairment losses relating to the planned sale of our retail banking operations in France 28. Wealth deposits include Premier, Jade and Global Private Banking deposits, which include Prestige deposits in Hang Seng Bank, and form part of the total WPB customer accounts balance 29. ROTE (YTD annualised) for 2Q23 included a 6.2 percentage point favourable impact of the provisional gain on the acquisition of SVB UK 30. CMB HFS includes balances relating to Canada, Oman and US CRE 31. Comparative data in 2022 has been re-presented to reflect the transfer of a portfolio of Global Banking customers in Latin America from GBM to CMB in the first quarter of 2023 32. Balance sheet reductions 2023 vs. 2Q22 were partly offset by transfer of GBM clients into CMB in Australia and Indonesia ($3.4bn loans, $4.3bn deposits) 14. Difference in technology cost growth on a reported and target basis partially driven by non-inclusion of CTA spend in 1H22 on a target basis. Technology spending includes tech spend in the global business lines 15. % of WPB customers who have logged into a HSBC Mobile App at least once in the last 30 days; May YTD 2022 33. vs. May YTD 2023. The number disclosed at 1H22 results was 46.2% which related to June 2022 YTD 16. % of CMB customers who are active on Internet Banking Channels in the last 3 months; May YTD 2022 vs. May ROTE is YTD annualised 34. Includes revenue shared with Markets and Securities Services and CMB 46 46
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