HSBC Investor Day Presentation Deck

CET1 ratio vs. requirements, % 1. 15.2 FY20 85.5 Strong FY21 capital build of 263bps, enabling total distribution of £1.1bn (132bps) 13.0 2.6 (1.3) (1.4) 0.2 transitional relief 15.3 Capital Dividends IFRS 9 Other FY21 build 83.7 12.8 Based on the nominal value of P2A add-on expressed as percentage of 31 December 2021 RWAS (1.7) 1 Jan 2022 regulatory changes 13.6 1 Jan 2022 90.7 12.3 Intro Buffer 10.6 1.0 2.5 2.6 4.5 CET1 requirements CMB RWAS, £bn CET1, £bn c.£2.7bn 3.0ppt WPB O-SII CCB Pillar 2A Pillar 1 COO Risk Finance 13.6% CET1 ratio, post 1 Jan 2022 regulatory changes, with 3.0ppts of current headroom to MDA¹ 1 Jan 2022 regulatory changes increased FY21 RWAs by £7bn (a subset of the Group increase of $27.2bn) RWA increases were primarily due to IRB repair and the introduction of a 10% risk weight floor on the performing residential mortgage portfolio Mortgage RWA density increased from 5.8% at FY21 to 11.1% at 1 Jan 2022 ◆ A UK countercyclical buffer of 1% will be reintroduced in 4Q22 Following the delay of Basel 3 Reform implementation until Jan 2025, no further regulatory headwinds are expected in the near term 67

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