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100 LIQUIDITY LIQUIDITY COVERAGE RATIO (QUARTERLY AVERAGE) ($bn) 130% LCR 126% LCR 136% LCR 139% LCR 126 85 88 98 73 55 55 54 108 114 112 143 Mar 19 Sep 19 Mar 20 Sep 20 ■Net Cash Outflows ■ ALA ■ HQLA LIQUIDITY OVERVIEW NET STABLE FUNDING RATIO COMPOSITION Group NSFR 127% as at 30 September 2020 $555bn Wholesale Funding & Other Non-Financial $438bn Liquids and Other Assets Corporate Deposits Retail/SME Deposits Other Loans Residential Mortgages <35% RWA Required Stable Funding Capital Available Stable Funding NET STABLE FUNDING RATIO MOVEMENT² Quarterly Average ($bn) High quality liquid assets Mar 19 Sep 19 Mar 20 Sep 20 85 88 98 126 Alternative liquid assets¹ 52 52 51 71 RBNZ Securities 3 3 3 2 Total LCR Liquid Assets 140 143 152 199 Net outflows due to 116 Customer Deposits 72 76 60 80 92 Wholesale funding 15 13 15 15 Other 21 25 Mar 20 17 36 Net cash outflows 108 114 Quarterly average LCR 130% 126% 112 136% 143 139% A TFF Allowance (2) Wholesale funding includes available stable funding benefits from drawn down amounts of the TFF 3.5 (2.3) 0.6 (0.7) 2.9 5.4 1.5 Loans Deposits Wholesale Funding Capital Liquids (1) Committed Liquidity Facility (CLF) and Term Funding Facility (TFF) value used in LCR calculation is the undrawn portion of the facility. Approved CLF of $55.1bn for 2020, $55.9bn for 2019 and $59.3bn for 2018. The average amount of TFF included in the LCR was $20bn for the September Quarter Derivatives & Other Sep 20 National Australia Bank 127

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