Credit Suisse Credit Presentation Deck

Swiss bail-in regime: build-up of HoldCo debt layer reduces loss given default and supports credit ratings Bail-in hierarchy in Switzerland Loss absorption waterfall 个 Point of non-viability4 Deposits¹ (in so far as not privileged) Other claims not excluded from conversion/write-down with the exception of deposits Bail-in bonds Subordinated debt3 without capital adequacy eligibility AT1 and tier 2 instruments Equity capital CET 1 Low-trigger tier 2 capital instruments CET1 Low-trigger AT1 capital instruments CET1 High-trigger capital instruments CET1 个 CET1/RWA ratio < 5% ≤ 5% between 5.125% and 5% CET1 = Common equity tier 1 AT1 = Additional tier 1 RWA = Risk-weighted assets PONV = Point of Non-Viability 1 There are no deposits at Credit Suisse Group AG level it structurally or contractually subordinated 4 Trigger of regulatory capital instruments with PONV conversion/write-down at FINMA's discretion 11 ≤ 5.125% between 7% and 5.125% ≤7% > 7% Resolution (restructuring by FINMA)² insofar as not converted/ written-off, prior to restructuring based on terms 2 Single-point-of-entry approach assumed (announced as preferred by FINMA) CREDIT SUISSE 3 Be

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