Investor Presentaiton

Swiss bail-in regime: build-up of HoldCo debt layer reduces loss given default and supports credit ratings Bail-in hierarchy in Switzerland 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 Resolution (restructuring by FINMA)2 insofar as not converted/ written-off, prior to restructuring based on terms Loss absorption waterfall Point of non-viability4 Equity capital ↑ CET1/RWA ratio CET 1 < 5% Low-trigger tier 2 capital instruments ≤ 5% CET 1 between 5.125% and 5% Low-trigger AT1 capital instruments ≤ 5.125% CET1 between 7% and 5.125% High-trigger capital instruments ≤7% CET1 > 7% CET1 = Common equity tier 1 AT1 Additional tier 1 PONV RWA = Risk-weighted assets Point of Non-Viability 1 There are no deposits at Credit Suisse Group AG level 2 Single-point-of-entry approach assumed (announced as preferred by FINMA) it structurally or contractually subordinated 4 Trigger of regulatory capital instruments with PONV conversion/write-down at FINMA's discretion 11 3 Be CREDIT SUISSE

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