1H24 Financial Results

Capital - RWA drivers Capital Lower RWA driven by lower IRRBB and Traded Market Risk RWA, partly offset by CRWA growth CET1 (Level 2)1 bpts Total Risk Weighted Assets (RWA)1 $bn (86) 107 11 (3) (11) 468 5.9 (5.8) 12.2% 12.3% (6.3) 1.8 464 Market Risk Credit Risk² (15) IRRBB 47 40 IRRBB 16 Market Risk 15 Op Risk 43 45 Operational Risk (5) 369 Credit Risk 363 Jun 23 2H23 Dividend Cash NPAT RWA Buy-back³ Other Dec 23 Jun 23 Credit risk Traded market risk IRRBB Operational risk Dec 23 Credit RWA¹ $bn Interest Rate Risk in Banking Book (IRRBB) $bn 48 48 47 40 40 8.1 (1.8) 0.1 (0.5) 363 369 Jun 23 Volume Quality4 FX Data & methodology Dec 23 Optionality risk Basis risk Repricing & yield curve risk Embedded loss/gain (gain is offset to capital) bpts5 24 64 121 120 134 Dec 21 Jun 22 Dec 22 Jun 23 118 Dec 23 1. Due to rounding, numbers presented may not sum precisely to the totals provided. 2. Excludes impact of foreign exchange movements on Credit RWA, which is included in 'Other'. 3. $154m of the previously announced $1bn on-market share buy-back has been completed as at 31 December 2023 (1,517,388 shares acquired at an average price of $101.49). 4. Credit quality includes portfolio mix. 5. Basis points impact on CET1 ratio. 122

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