Investor Presentaiton

О Net Interest Income sensitivity evolution 9 Dynamic risk management hedges Focus on stable low-cost liabilities Active ALCO Organic growth of fixed rate portfolio A well-prepared asset & liability management strategy to benefit from the current rate cycle and anticipate the imminent easing cycle . • Expected sensitivity reduction to ~$500M, amounting to only ~0.4% in the groups' NII In Foreign currency, a reduction to $700M, implies ~0.6% in NII NII Sensitivity / NII % 0.4% 0.6% 0.5% 0.7% Group's NII 979 Bank's NII Sensitivity per 100bps change in rate - Local Currency Balance Sheet Million pesos 1,127 1,156 1,167 1,205 1,222 13% 11.5% 1,064 11% 842 865 638 650 9% 554 566 428 7% 4.3% 4Q18 4Q19 2Q20 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 4Q22 1Q23 2Q23 3Q23 Sensitivity -TIIE Foreign Currency Balance Sheet Million pesos 1,076 977 1,018 898 896 880 802 758 593 569 603 643 Bank's NII 319 362 Local currency sensitivity Foreign currency sensitivity DB Div Rev NIM NI TI ROE Hist C/I 4Q18 4Q19 2Q20 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 4Q22 1Q23 2Q23 3Q23 LD Dep BAP ICAP Guid ESG Eco Loan Mkt App 5% 3% GRUPO FINANCIERO BANORTE

View entire presentation