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Investor Presentaiton

Total shareholders' equity to CET1 capital 2023 total equity to CET1 capital, $m Total equity to CET1 capital walk4, $m Strategy 2023 results Appendix Total equity Non-controlling interests 191,651 Total equity (per balance sheet) 2023 191,651 1023 197,523 4022 185,197 Non-controlling interests (7,481) (7,428) (7,364) (7,481) Total shareholders' equity 184,170 190,095 177,833 Total shareholders' Additional Tier 1 (19,392) (19,392) (19,746) 184,170 equity Total ordinary shareholders' equity 164,778 170,703 158,087 Foreseeable dividend (4,887) (8,132) (4,436) Additional Tier 1 (19,392) Adjustment for insurance / SPE'S (3) (3) (3) Allowable NCI in CET1 4,127 4,192 Total ordinary shareholders' equity Foreseeable dividend 164,778 CET1 before regulatory adjustments 164,015 166,760 4,444 158,092* Prudential valuation adjustment (1,076) (1,147) (1,171) (4,887) Intangible assets (12,875) (12,593) (12,141) Deferred tax asset deduction (3,947) (4,343) (4,235) Adjustment of (3) Cash flow hedge adjustment 4,686 2,904 3,601 insurance / SPE'S Excess of expected loss (1,813) (1,618) (1,248) Own credit spread and debit valuation adjustment 290 (369) (412) Allowable NCI in CET1 4,127 Defined benefit pension fund assets (5,790) (5,948) (5,448) CET1 before 164,015 regulatory adjustments Regulatory adjustments CET1 capital (37,597) Direct and indirect holdings of CET1 instruments Other regulatory adjustments to CET1 capital (including IFRS 9 transitional adjustments when relevant) Threshold deductions (40) (40) (40) (724) (720) (220) (16,308) (17,200) (17,487) 126,418 Regulatory adjustments CET1 capital (37,597) (41,074) (38,801)* 126,418 125,686 119,291 * On adoption of IFRS 17 'Insurance Contracts', comparative data previously published under IFRS 4 'Insurance Contracts' have been restated from the 1 January 2022 transition date, with no impact on CET1 and total capital 34
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