Transformation to CS First Boston

Substantial progress on deleveraging and de-risking Securitized Products and Non-Core Unit Securitized Products assets in USD bn ~74 ~(35) ~39 Sep 30th, 2022 Asset reduction 1 Feb YTD 2023 Non-Core Unit RWAS Illustrative in USD bn ~5 ~2 2/3rd of targeted reduction in Securitized Products ■ Achieved USD ~35 bn SPG asset reduction since 3Q22, or 2/3rd of targeted reduction ■ First closing of the Apollo deal completed: recognition of full pre-tax gain of USD ~0.8 bn representing CET1 ratio benefit of ~30 bps to be booked in 1Q23; full deal completion expected in 1H232 Transactions to reduce liquidity requirements, RWA, leverage exposure and other risk metrics Non-Core Unit leverage exposure Illustrative in USD bn ~15 ~8 ■ Accelerated de-risking activity and run down resulted in RWA reduction of USD -5 bn and leverage exposure reduction of USD -15 bn in Non-Core Unit in 4Q22 8 4Q22 De-risking activity Target run rate per quarter 4Q22 De-risking activity³ Target run rate per quarter Note: Results excluding certain items in our reported results are non-GAAP financial measures. See the appendix of this presentation for detailed information and defined terms as well as important presentation and other information relating to non-GAAP financial measures, including reconciliations. Historical information presented according to the new divisional structure is a preliminary estimate based on management accounts and subject to change 1 Driven by the first tranche of Apollo deal, together with recently completed sales of other portfolio assets to Apollo and other third parties and certain business reductions 2 Subject to regulatory approvals 3 Excluding the impact from reductions in HQLA allocations CREDIT SUISSE

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