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30 30 CRWA AND SENSITIVITY CREDIT RWA (%) 364.6 14.1 (0.6) 0.4 Credit quality & portfolio mix +$1.8bn 3.3 (8.2) $12.2bn reduction more than offsets 1H20 increase (4.8) (2.6) (3.7) (8.5) 354.0 Mar 20 Volume Model and Non retail SME overlay Methodology downgrades Non retail upgrades Other non retail¹ Retail Derivatives Translation FX and Repurchase Agreements Sep 20 CREDIT RWA SENSITIVITY Housing2 Business² Total Group CRWA increase $bn³ Pro forma CET1 impact³ Credit RWA/EAD (%) • Credit EAD $bn Deterioration over 2 yrs under key scenarios Sep 20 Low end High end 387 27 31 33 333 57 63 68 929 38 43 46 · ~37 ~65 ~(80bps) ~(140bps) CRWA migration trending towards low end but outlook remains uncertain with impacts delayed by ongoing stimulus and support; 2H20 gross downgrades consumed ~40bps of CET1 Large and 'high risk' customers reviewed; overlay held for expected deterioration in SME customers not yet reviewed • non retail ratings downgrades primarily customers in highly impacted sectors ratings upgrades in retail (particularly mortgages supported by deferrals and higher household savings) and non retail (customers less impacted) (1) Other includes portfolio mix and other risk factors (2) Housing includes IRB Residential mortgages asset class. Business includes IRB Corporate (incl. Corporate SME) and Specialised Lending asset classes (3) Based on capital scenario calculations at the onset of COVID-19 downturn National Australia Bank

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