Investor Presentaiton

Credit Risk: Overview of Loan Portfolio Loans Breakdown ($bn)1 Key Credit Metrics2 3.7% ALLL to Total Gross Loans 3Q20 Loans at Amortized Cost $99.2 Loans at Fair Value $13.9 Loans Held for Sale $2.5 Total Gross Loans $115.6 Allowance for Loan Losses $3.7 Total Loans $111.8 By Segment By Geography Asia $7 Wealth Management $30 Investment Banking EMEA $22 $30 Consumer Consumer & Wealth Management $36 $6 Asset Management $17 Global Markets $29 2.8% ALLL to Gross Wholesale Loans 1.0% Annualized Net Charge-off Rate 16.1% ALLL to Gross Consumer Loans Americas $83 0.7% Wholesale Annualized Net Charge-off Rate 4.5% Consumer Annualized Net Charge-off Rate 6

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