2021 Investor Day

Notes General notes ■Throughout this presentation rounding differences may occur ■ Unless otherwise noted, all CET1 capital, CET1 ratio, Tier 1 leverage ratio, risk-weighted assets and leverage exposure figures shown in these presentations are as of the end of the respective period and, for periods prior to 2019, on a "look-through" basis ■Gross and net margins are shown in basis points Gross margin = net revenues annualized / average AuM; net margin = pre-tax income annualized/ average AuM. Net margin excluding certain significant items, as disclosed herein, is calculated excluding those items applying the same methodology ■Mandates reflect advisory and discretionary mandate volumes ■ Mandate penetration reflects advisory and discretionary mandate volumes as a percentage of AuM, excluding those from the external asset manager business ■Client Business Volume includes assets under management, custody assets and net loans ■Custody assets includes assets under custody and commercial assets ■UHNW client segmentation is based on personal financial assets of USD >50 mn ■HNW client segmentation is based on personal financial assets of USD 1-50 mn Specific notes † Regulatory capital is calculated as the average of 13.5% of RWA and 4.25% of leverage exposure and return on regulatory capital, a non-GAAP financial measure, is calculated using income/(loss) after tax and assumes a tax rate of 25%. For the Investment Bank, return on regulatory capital is based on US dollar denominated numbers. Return on regulatory capital excluding certain items included in our reported results is calculated using results excluding such items, applying the same methodology. Return on tangible equity, a non-GAAP financial measure, is calculated as annualized net income attributable to shareholders divided by average tangible shareholders' equity. Tangible shareholders' equity, a non-GAAP financial measure, is calculated by deducting goodwill and other intangible assets from total shareholders' equity as presented in our balance sheet. For end-2018, tangible shareholders' equity excluded goodwill of CHF 4,766 mn and other intangible assets of CHF 219 mn from total shareholders' equity of CHF 43,922 mn as presented in our balance sheet. For end-2019, tangible shareholders' equity excluded goodwill of CHF 4,663 mn and other intangible assets of CHF 291 mn from total shareholders' equity of CHF 43,644 mn as presented in our balance sheet. For end-2020, tangible shareholders' equity excluded goodwill of CHF 4,426 mn and other intangible assets of CHF 237 mn from total shareholders' equity of CHF 42,677 mn as presented in our balance sheet. Abbreviations D&I CLO A = Advisory; Adj. = Adjusted; AM Asset Management; APAC = Asia Pacific; ARU = Asset Resolution Unit; AuM BCBS Basel Committee on Banking Supervision; BIS Bank for International Settlements; bps basis points; c. = circa; CC=Corporate Center; CECL Current Expected Credit Losses; CET1 Common Equity Tier 1; CIR Cost/Income Ratio; CMBS Residential Mortgage-Backed Security; Corp. = Corporate; COVID-19 Coronavirus disease 2019; Diversity and Inclusion; EAM External Asset Managers; ECM Equity Capital Markets; econ. EQD Equity Derivatives; ESG Environmental, Social and Governance; ETF = Exchange-traded funds; FINMA Swiss Financial Market Supervisory Authority; FRTB = Fundamental Review of the Trading Book; FX = Foreign Exchange; GAAP Generally Accepted Accounting Principles; GDP Gross Domestic Product; Gen. Generation; GM Global Markets; GTS Global Trading Solutions; HQLA High Quality Liquid Assets; HR Human Resources; HY = High Yield; I&P Investments and Partnerships; IG Investment Grade; incl. = including IPO Initial Public Offering; IWM International Wealth Management; JV Joint venture; LatAM Latin America; LE=Leverage exposure; LevFin = Leveraged Finance; LTM Last twelve months; M&A Mergers & Acquisitions; MCN Mandatory Convertible Note; = META Middle East, Turkey & Africa; NAB Neue Aargauer Bank; NGO Non-governmental organization; NNA Net New Assets; PBI = Private Banking International; PC Private Clients; PCL Provision for credit losses; PE Private Equity; pp. percentage points; prov. provisions; QoQ = Quarter on Quarter; rev. revenues; RM Relationship Manager; RMBS Residential Mortgage-Backed Security; RoRC=Return on Regulatory Capital; SCFF Supply Chain Finance Funds; sign. significant; SME Small and Medium-Sized Enterprises; SRI Sustainability, Research & Investment Solutions; SUB Swiss Universal Bank; U/HNW = (Ultra) High Net Worth; vs. = versus; WM&C Wealth Management and Connected; YoY Year on year; Yr = Year Assets under Management; Avg. = Average; B3R = Basel III Reform; C&IC Corporate & Institutional Clients; CAGR = Compound Annual Growth Rate; Collateralized Loan Obligation; CM Capital Markets; CSX = Credit Suisse X; CTOO = Chief Technology and Operations Officer; Ctr. = Center; Economic; EM Emerging Markets; EMEA = Europe, Middle East & Africa; ex- = excluding; ExB Executive Board; excl. = excluding; NAV Net asset value; MD Managing Director; = p.a. per annum; PB Private Banking; PTI Pre-tax income; SRU RWA = Risk-weighted assets; Strategic Resolution Unit; CREDIT SUISSE 2021 Investor Day November 4, 2021 107

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