Investor Presentaiton

Asset Liability Management: Interest Rate Risk While our balance sheet is modestly asset sensitive, Net Interest Income (NII) remains a relatively small portion of our revenues Net Interest Income ($bn) NII Contribution vs. Peers (FY20) As % of Net Revenues $4.8 $4.4 $3.8 59% Average: 52% 51% 46% $1.5 11% 13% FY18 FY19 FY20 1Q21 GS MS JPM BAC Expect NII to gradually grow even if rates remain low as we further grow deposits and loans 11

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