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Investor Presentaiton

Interest Rate Risk Net Interest Income ($bn) $4.4 $3.8 $2.9 $3.3 2017 2018 2019 2020YTD As % of Total Net Revenues 9% 10% 12% 10% NII Contribution vs. Peers (2020YTD) As % of Net Revenues 10% 13% 46% 57% 51% GS MS JPM BAC Rate Sensitivity ■ Interest Rate Risk Management We centrally monitor and manage interest rate risk across the organization ▪ Interest Rate Sensitivity Our balance sheet is modestly asset sensitive - largely comprised of high turnover, floating rate assets that are primarily funded by liabilities that have been hedged to floating rate ■ We expect NII to gradually grow over time as we prudently increase financing activities and further reprice deposits 9

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