Investor Presentaiton

RISK WEIGHTED ASSETS & EXPOSURE AT DEFAULT EAD COMPOSITION1 EAD COMPOSITION $b EAD & CRWA MOVEMENT $b (Sep-21 movement vs Mar-21) FX adjusted Increased exposure to the RBA via higher ESA (exchange settlement account) balance 1,075 1% 1,045 1,080 1% 5% 1,010 1% 4% 968 977 1% 4% 4% 5% 1% 1% 5% 4% 5% 6% 5% 4% 4% 21.9 2.3 3.5 0.2 -0.8 -1.0 -0.4 -0.4 -2.8 -6.0 27% 30% 27% Aus. R&C HL Aus. R&C Non HL NZ Institutional Other 28% 28% 30% CRWA Volume / Mix EAD growth CREDIT RWA / EAD BY PORTFOLIO² 26% 25% % 24% 23% 21% 21% 60 60 60 59 57 56 53 56 53 54 56 56 55 36 37 36 36 33 32 39% 38% 35% 39% 39% 38% 27 28 28 28 27 27 Mar-19 Sep-19 Mar-20 Sep-20 Mar-21 Sep-21 Residential Mortgage Corporate Sovereign & Bank Specialised Lending Retail (ex Mortgages) Other 11 11 10 9 Mar-19 Sep-19 Mar-20 Sep-20 7 Mar-21 7 Sep-21 Retail (ex Mortgages) Residential Mortgage Sovereigns & Banks Total Group Corporate & Specialised 1. EAD excludes Securitisation and Other assets, whereas CRWA is inclusive of these asset classes, as per APS 330. EAD data provided is on a Post CRM basis, net of credit risk mitigation such as guarantees, credit derivatives, netting and financial collateral ANZ 97 2. Total Group ratio for Sept 21 is inclusive of increased exposure to the RBA via higher exchange settlement account balances

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