Investor Presentaiton

EXPECTED CREDIT LOSS ECONOMIC SCENARIOS - MODELLED OUTCOMES (COLLECTIVE PROVISION BALANCE SCENARIOS)¹ SEPTEMBER 2021 $m 4,195 Additional 760 overlays 5.2% Weightings to scenarios to determine CP balance 41.3% 47.7% 4,337 ECONOMIC SCENARIOS BASE CASE² 5.8% 5,358 30 September 2021 CY2020A CY2021 CY2022 AUSTRALIA GDP change³ -2.4% 3.4% 3.8% Unemployment rate4 6.5% 5.3% 4.3% Resi. property price change³ 1.9% 20.5% 6.7% 2,337 1,774 Modelled ECL 3,435 NEW ZEALAND GDP change³ -3.0% 4.3% 4.3% Unemployment rate4 4.6% 4.1% 3.9% Resi. property price change³ 15.6% 22.4% 0.4% CP balance (ECL) 100% upside 100% base case 100% downside 100% severe 1. Illustration of the impact on ANZ's modelled ECL. The Upside, Downside and Severe Scenarios are fixed economic scenarios which do not move with changes to the Base Case forecast 2. Subset of a range of economic indicators shown. Economic forecasts also undertaken for international markets CY2020A, CY2021 & CY2022: 12 months to December Year on Year change 1234 3. 4. Annual average: 12 months to December ANZ 94

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