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Investor Presentaiton

5 6 7 8 Canada Real GDP ($ Trillions) 2.50 2.40 2.30 2.20 2.10 APPENDIX 13 | RANGE OF MACROECONOMIC SCENARIOS - IFRS 9 Q3 24 Canada Unemployment Rate (%) 9 4 23 23 24 24 24 24 Q1 25 Q2 25 Q4 25 Q1 26 Q2 26 Q3 26 Q4 26 NBC Macroeconomic Forecast: Q1/24 vs. Q4/23 (Full Calendar Years) Base Scenario C2024 C2025 Real GDP (Annual Average % Change) As at October 31, 2023 (0.0) % 1.7 % As at January 31, 2024 (0.2) % 1.4 % Unemployment Rate (Average %) As at October 31, 2023 6.4 % 6.5 % As at January 31, 2024 6.7 % 6.9 % Housing Price Index (Q4/Q4 % Change) As at October 31, 2023 (0.9) % 1.0 % As at January 31, 2024 0.8 % 3.2 % WTI (Average US$ per Barrel) As at October 31, 2023 As at January 31, 2024 7R 75 80 70 78 S&P/TSX (Q4/Q4 % Change) As at October 31, 2023 (3.6) % 5.7 % As at January 31, 2024 (7.0) % 5.7 % BBB Spread (Average Spread %) As at October 31, 2023 As at January 31, 2024 2.4 % 2.1 % 2.4 % 2.2 % Baseline (Jan. '24) Range of Alternative Scenarios (Jan. '24) Source: NBF Economics and Strategy. Macroeconomic assumptions are for calendar years. See pages 70 and 71 of the Bank's Report to Shareholders for the First Quarter of 2024 for additional information 31 ☑
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