Investor Presentation Q2-FY22

Strong Product Groups with Efficient Capital Deployment Low RWA Consumption (*Crore) Notional Amount Risk Weighted Assets 7,54,374 0.5%# 7,113 90,069 1.9%# 27,332 Derivatives + FX Contracts + LC and Guarantees Options #CRAR consumption Below investment LC-BG Rating Profile grade 5% * Above investment grade 66% *Stressed telecom contributes 2% Cash Backed 22% Secured by Counter Guarantees of Corresponden t Bank 7% LC-BG Mix LC - Usance 18% LC - Sight 13% Performance Guarantees 33% FX-Derivatives Exposure Type Financial Guarantees 37% One of the largest treasuries in Indian banks with best-in-class risk management systems Robust framework for measurement of risks through Client Suitability Tests, VaR, PV01, Stop- loss limits, MTM of marketable portfolios, Exposure limits, etc. Exposures predominantly to public sector, cash backed transactions and strong sponsors Others Counterparties 18% Central Counterparty Exposure (Guaranteed against Banks (Non Collateralised) Settlements) 40% 18% 18 Counterparties with Collateralised Arrangements (CSA) 24% IndusInd Bank

View entire presentation