Credit Suisse Investor Event Presentation Deck

Notes General notes Throughout this presentation rounding differences may occur Results excluding certain items included in our reported results are non-GAAP financial measures Our cost base target is measured using adjusted operating expenses at constant 2022 FX rates and on constant perimeter, before impact of Securitized Products transaction and other divestments Unless otherwise noted, all CET1 capital, CET1 ratio, CET1 leverage ratio, Tier 1 leverage ratio, risk-weighted assets and leverage exposure figures shown in these presentations are as of the end of the respective period ■ ■ ■ ■ Specific notes + Regulatory capital is calculated as the average of 13.5% of RWA and 4.25% of leverage exposure and return on regulatory capital, a non-GAAP financial measure, is calculated using income/(loss) after tax and assumes a tax rate of 25% from 2020 onward. For the Investment Bank, return on regulatory capital is based on US dollar denominated numbers. Return on regulatory capital excluding certain items included in our reported results is calculated using results excluding such items, applying the same methodology. Adjusted return on regulatory capital excluding certain items included in our reported results is calculated using results excluding such items, applying the same methodology. ‡ Return on tangible equity, a non-GAAP financial measure, is calculated as annualized net income attributable to shareholders divided by average tangible shareholders' equity. Tangible shareholders' equity, a non-GAAP financial measure, is calculated by deducting goodwill and other intangible assets from total shareholders' equity as presented in our balance sheet. Abbreviations = AFG = Asia Pacific Financing Group; APAC = Asia Pacific; avg = average; B3R = Basel III Reform; BCBS Basel Committee on Banking Supervision; BIS Bank for International Settlements; bn = billion; bps = basis points; CCyB = Countercyclical buffer; CET1 = Common Equity Tier 1; CHF Swiss Franc; CRU = Capital Release Unit; CS Credit Suisse; CtB Change the Bank; CVA= Credit Valuation Adjustment; EEA = European Economic Area; EM = Emerging Markets; EU = European Union; FINMA = Swiss Financial Market Supervisory Authority FINMA; FinSA = Swiss Federal Act on Financial Services; FRTB = Fundamental review of the trading book; FTE = Full-time equivalent; FX = Foreign Exchange; GAAP = Generally Accepted Accounting Principles; GDP Gross Domestic Product; GTS Global Trading Solutions; IB Investment Bank; IRB = Internal ratings-based; k = thousand; LE = Leverage exposure; mn= million; NCU = Non-Core Unit; OpRisk Operational Risk; PCL Provision for credit losses; RoRC = Return on Regulatory Capital; ROTE= Return on USD United States Dollar; WM = Wealth Management tangible equity; RWA = Risk-weighted assets; SP = Securitized Products; vs. = versus; UK United Kingdom; = 42 = = = CREDIT SUISSE

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