Credit Suisse Investor Event Presentation Deck

Non-Core Unit Composition Asset composition Illustrative, as of 3Q22 in USD bn 35 15 Risk-weighted assets Operational Risk 132 30 14 20 45 23 Leverage exposure Equities Rates & FX Fixed Income Trading Loans Other Equity swaps ■ Interest rate swaps, cross currency swaps, options, swaptions ■ Credit, Emerging Markets, Corporate Derivatives Corporate Bank, Emerging Markets ▪ Minority Interest Investments Legacy Life Finance business 32 Note: Historical information presented according to the new divisional structure is a preliminary estimate based on management accounts and subject to change ■ ■ ■ ■ Investment Bank Capital Cost NCU highlights and key metrics 50% of the Investment Bank's Emerging Markets RWA exposure transferred to the Non-Core Unit Fair Value Level 3 assets of USD ~4 bn or ~40% of the Group Average portfolio duration 4-5 years Excluding Operational Risk, the portfolio is comprised of ~85% Credit Risk and ~15% Market Risk RWA CREDIT SUISSE

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