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Investor Presentaiton

Energy - E&P and OFS Exposure¹ Loans and Acceptances Outstanding ($B) % of Total E&P and OFS % of Total Loans and Acceptances % Investment Grade Outstanding Total Exploration & Production (E&P) Canadian E&P U.S. E&P* Oilfield Services (OFS) 9.3 85% 1.4% 47% 3.7 34% 0.6% 73% 1.4 13% 0.2% 17% 1.7 15% 0.3% 14% Total E&P and Oilfield Services Exposure² 11.02 100% 1.7% 42% *Decline in U.S. E&P Investment Grade vs. Q1/20 related to downward rating migration of the portfolio 42% is rated Investment Grade (IG) 54% of Total Energy (including Midstream and Downstream) exposure is Investment Grade Canada (59%) 5.0 C&CA (0%) Exploration & Production Majority of non-investment grade exposure is to secured reserve-based loans or sovereign owned/controlled entities Oilfield Services Majority of non-investment grade exposure is secured. Focused on companies with stronger liquidity and balance sheets ACL coverage in E&P and OFS beyond Stage 3 Added substantially to Stage 1&2 ECL through expert credit judgement. US exposure has material subordinated debt as a first loss tranche and is largely secured 1As of April 30, 2020. Excludes Midstream and Downstream. 2 May not add due to rounding 0.2 E&P and OFS 0.4 Europe (0%) Exposure by Geography2 $11.0B 0.7 Asia (93%) (%IG) 3.2 Latin America (26%) 1.5 U.S. (16%) 56 56
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