Investor Presentaiton

Appendix Certain volatile items analysis WPB: Insurance manufacturing market impacts revenue, $m GBM: Credit and funding valuation adjustments revenue and bid-offer adjustment, $m 362 240 298 209 200 68 88 126 4019 (710) 1Q20 2Q20 3Q20 4Q20 4Q19 (664) 1Q20 2Q20 3Q20 4Q20 Strategy Results Corporate Centre: Valuation differences on long- term debt and associated swaps, $m 259 (12) (32) (73) 4019 1020 (64) 2Q20 3Q20 4Q20 Stock market indices performance86 Sensitivity of HSBC's insurance manufacturing subsidiaries to market risk factors85 +100 basis point parallel shift in yield curves Effect on profit after tax, $m Effect on total equity, $m (67) (188) 160 I 4019 ▲ 8% 8% 16% 1Q20 2Q20 3Q20 I 4Q20 ▼21% 1 19% 8% 3% 4% I I ▲ 14% I ▲ 16% I -100 basis point parallel shift in yield curves (68) 58 140 120 10% increase in equity prices 332 332 100 10% decrease in equity prices (338) (338) 80 I 10% increase in $ exchange rate compared with all currencies 84 84 I 0 L 10% decrease in $ exchange rate compared with all currencies (84) (84) 12/18 03/19 06/19 09/19 12/19 03/20 MSCI World Hang Seng 06/20 09/20 Source: Bloomberg 12/20 58

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