Investor Presentaiton
End Notes
Note: All data as of 3Q20, unless otherwise indicated
These notes refer to the financial metrics and/or defined term presented on:
Slide 1:
Note: YTD refers to amounts through 3Q for each year represented.
Slide 2:
1.
Annual revenue volatility calculated by dividing standard deviation of reported revenues by the average revenues over the period. Annual earnings volatility calculated
by dividing standard deviation of reported net income to common shareholders by the average net income to common shareholders over the period. US peers are
JPM, C, BAC and MS.
Slide 5:
1.
Based on total loans at amortized cost.
Slide 6:
2.
Metrics based on total gross loans at amortized cost as of 3Q20. Charge-off metrics represent YTD annualized net charge-off rate through 3Q20.
1.
Segment and geographical breakdowns based on total net loans.
Slide 7:
1.
Excludes $8bn of lending commitments relating to risk participations, for which the firm has transferred/sold credit exposures to third parties.
2.
As a % of total Corporate loans and lending commitments, respectively.
Slide 8:
3.
1.
2.
3.
Excludes $4bn of commercial real estate loans and lending commitments extended by the firm to private bank clients.
Comprised of consolidated investment entities, substantially all of which related to entities engaged in real estate investment activities. These assets are generally
accounted for at historical cost less depreciation. Such amounts are in addition to the equity portfolio within Asset Management.
Includes $155mm of corporate/other loans accounted for under HFS.
Secured/unsecured breakdown pertains to loans only.
Slide 10:
1.
Excludes Level 3 assets, other assets, investments in funds at NAV, certain loans accounted for at amortized cost and held for sale loans that would have been
classified as Level 3 if carried at fair value.
2.
Comprised of collateralized financings in the consolidated balance sheet.
20
20View entire presentation