Slides
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Q3 2026 Results Presentation 28 October 2026
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2 Key highlights Continued execution driving broad-based growth across Wealth Solutions, Global Banking, Global Markets & Transaction Services Another record performance in Q3, with strong growth in 9M’26 profit YoY and a 27% increase in earnings per share Upgrading 2026 income growth YoY to be above the 5-7% range1… … and raising 2026 RoTE guidance to around 14% 1. At constant currency and excluding notable items
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3 Q3’26 performance overview • Income up 14% YoY at ccy and excluding notable items of $11m − Strong growth in Wealth Solutions and Global Markets, with continued momentum in Global Banking, and Transaction Services • Expenses up 9% YoY at ccy and excluding notable items of $3m • Credit impairment benefitted from net recoveries in CIB, partly offset by a $34m net increase in overlays relating to the Middle East conflict • Associates lower due to a combination of losses on investments in associates and the ongoing approach to the Group’s share of Bohai profit since Q4’25 $m Q3’25 Q3’26 YoY ccy B/(W) Net interest income (NII) 2,737 2,966 9% Non-interest income 2,373 2,815 19% Operating income 5,110 5,781 14% Operating expenses (3,144) (3,411) (9%) Pre-provision operating profit 1,966 2,370 22% Credit impairment (188) (90) 52% Other impairment (22) (7) 70% Profit from associates and joint ventures 10 (23) n.m. Profit before tax 1,766 2,250 29% Tax (468) (488) (5%) Minority Interest (2) (5) n.m. AT1 & preference shares (272) (253) 7% Attributable profit to ordinary shareholders 1,028 1,504 49% RoTE 15.7% up 5.2%pts YoY Earnings per share 68.9 cents up 55% YoY TNAV per share 1,726 cents up 2% YoY Non-interest income ~49% of Group income Q3’26 key stats
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4 NII up 3% QoQ; strong growth in non-interest income YoY NII QoQ ($m)• NII up 3% QoQ at ccy − Benefitting from day count, and volume growth from WRB and CIB, with AIEA up 2% QoQ − Higher rates offset by margin compression from term deposits • FY’26 NII expected to be up around 4% YoY at ccy; this includes the ~2% headwind from WRB portfolio actions − Expect similar trends in Q4’26, albeit with lower volume growth 32 5 53 3 2 Q2’26 Day count impact Rates & margin Volume impact Mix Others1 Q3’26 2,871 2,966 +3% ccy Non-interest income YoY ($m) • Non-interest income up 19% YoY at ccy and excluding notable items − Strong growth in Wealth Solutions and Global Markets − Continued momentum in Global Banking • Treasury & Other includes $54m DVA in the quarter, versus ($27m) in Q3’25 Q3’25 Wealth Solutions Global Banking Global Markets Other products2 Q3’26 2,373 2,815 +19% ccy 1. Others in NII include impact of WRB portfolio actions and FX | 2. Other products include non-interest income from Transaction Services, Deposits & Mortgages, CCPL & Other Unsecured Lending, and Treasury & Other
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5 Expenses: ~300bps improvement expected in 2026 CIR • Expenses up 9% YoY at ccy against a lower comparator − Business growth driven by continued investments in Affluent and CIB • We now expect a cost-to-income ratio of ~60% in FY’26 − ~300bps improvement YoY reflecting strong positive operating leverage, and well on track towards the 2028 target of ~57% • The Fit for Growth (FFG) programme remains on track, with $128m of FFG CTA in Q3’26, down $7m YoY; YTD CTA of ~$377m 395 3 Q3’25 FX Business growth & inflation FFG CTA (cost-to-achieve) FFG savings & other Notable items Q3’26 3,144 (7) (7) (118) 3,411 +9% ccy Operating expenses YoY ($m)
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6 Credit quality remained resilient, with relatively low impairment levels Loan-loss rate (bps) 24 14 32 20 9 5.8 1.4 2.1 30.9.25 4.3 1.1 2.9 31.12.25 5.0 1.1 2.7 31.3.26 5.8 1.2 2.6 30.6.26 5.2 0.7 2.5 30.9.26 9.3 8.3 8.9 9.6 8.4 Early Alerts Credit Grade 12 Net Stage 3 Credit impairment ($m) • Q3’26 credit impairment included a $34m net increase in overlays relating to the Middle East conflict, bringing YTD overlays to $268m • CIB impairment was a net recovery of $24m in Q3’26; overlays were fully offset by portfolio upgrades and repayments • WRB impairment broadly flat QoQ, reflecting continued benefit from portfolio derisking actions • YTD annualised loan-loss rate of 20bps; continue to expect 30-35bps loan-loss rate through-the-cycle • High-risk assets1 down $1.2bn QoQ − ~$0.7bn reduction in Early Alerts portfolio primarily driven by exposure movements − ~$0.5bn reduction in Credit Grade 12 loans from credit grade upgrades and repayments − Net Stage 3 broadly flat QoQ Credit quality ($bn) 63 181 111 114 116 180 116 (46) 9 Q3’25 13 Q4’25 5 Q1’26 39(5) Q2’26 (24) Q3’26 Central & Others WRB CIB Group total 188 148 296 150 90 1. High-risk assets include exposures classified in Early Alerts Non-Purely Precautionary (NPP), Credit Grade 12 (CG12) and Net Stage 3 Charts may not sum up to 100% due to rounding
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7 Strong growth in underlying customer loans; deposits stable QoQ Loans and advances (L&A) to customers1 ($bn) • Q3’26 underlying L&A up 4% in the quarter − WRB increase from mortgages, and secured wealth lending bolstered by the Foreign Currency Non-Resident (FCNR) scheme in India − CIB growth from Global Banking, and Trade & Working Capital • YTD underlying L&A growth of ~10% driven by increase from wealth lending, mortgages, and Global Banking • Q3’26 underlying customer deposits broadly flat QoQ − Increases in WRB largely from Affluent term deposit inflows, including FCNR − Offset by CASA reduction in CIB due to outflows towards the end of the quarter, some of which have since reversed • YTD underlying customer deposits up ~5% 4.0 8.3 4.3 30.6.26 FX Treasury & Markets SBL Pro forma WRB CIB & others 30.9.26 299.3 (0.6) 302.7 315.2 +4.1% 5.3 12.1 30.6.26 FX Pro forma WRB CIB & others 30.9.26 552.6 557.9 (11.8) 558.3 +0.1% Customer deposits2 ($bn) 1. L&A to customers at amortised cost and excludes fair value through profit and loss | 2. Customer deposits at amortised cost, and excludes fair value through profit and loss, and repurchase agreements SBL = Securities-based lending
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8 Modest growth in RWA QoQ; capital remains robust Risk-weighted assets ($bn)• Q3’26 RWA up $1.8bn QoQ − Asset growth & mix largely offset by $1bn reduction in Market risk RWA and improvement in asset quality • Now expect day-1 increase in RWA from Basel 3.1 − Current expectation is for 1.1.27 RWA to be ~$275bn, inclusive of Q4 annual operational risk RWA increase and Basel 3.1 − Management actions have been underway in Q3; further actions will be taken in Q4 • CET1 ratio of 13.8% down 31bps QoQ, or broadly flat excluding the 38bps impact of the $1bn share buyback announced in Jul’26 • Continue to operate across the 13-14% CET1 ratio range • Pillar 2A CET1 requirement to reduce by 30bps from 1.1.27, which partly reflects Basel 3.1 implementation − Minimum CET1 requirement now ~50bps lower between 30.6.25 and 1.1.27 CET1 ratio (%) 1.2 3.0 30.6.26 FX Asset growth & mix Asset quality Market risk RWA Others 30.9.26 261.5 (1.3) (1.1) (0.0) 263.3 +$1.8bn 0.6 30.6.26 Buyback Attributable profit Ordinary dividends RWA Others1 30.9.26 14.2 (0.4) (0.4) (0.1) (0.1) 13.8 (31bps) 31.12.25 30.9.26 258.0 (0.8) 6.6 (0.9) 0.5 (0.1) 263.3 1.“Others” in CET1 include FVOCI impact of (9bps), expected loss, employee share awards, other deductions, and reserve movement
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9 WRB: Another strong delivery in Wealth Solutions, with record NNM 1. NNM at YTD constant currency FX rates | 2. 9M’26 Affluent NNM annualised, divided by opening AUM of $447bn as of 31.12.25 Charts may not sum up to 100% due to rounding Affluent clients NNM and AUM ($bn) • Wealth Solutions income up 26% YoY, with growth across structured products, wealth lending, and Bancassurance • Expenses up 8% YoY at ccy, driven by continued investment in the Affluent business • Record NNM of $20bn, including ~$5bn from FCNR scheme for non-resident Indians; YTD NNM of $52bn equivalent to ~16% annualised growth2 of AUM • AUM of $472bn broadly flat QoQ; client mandate changes from Wealth AUM to assets under custody (AUC) in the quarter broadly offset the NNM increase • Onboarded another 76k Affluent new-to-bank clients in the quarter; pace of onboarding remained unchanged quarter-on-quarter 258 244 228 30.6.26 30.9.26 473 472 216 Assets under management (AUM)Net new money (NNM)1 YoY 8.2 9.1 5.1 10.4 Q3’25 Q3’26 13.3 19.5 Deposits Wealth WRB ($m) Q3’25 Q3’26 YoY ccy B/(W) Investment Products 691 884 28% Bancassurance 199 234 18% Wealth Solutions 890 1,118 26% Deposits & Mortgages 1,043 1,035 (1%) CCPL & Other Unsecured Lending 309 265 (13%) Treasury & Other 55 107 95% Operating income 2,297 2,525 10% Operating expenses (1,336) (1,433) (8%) Pre-provision operating profit 961 1,092 14% Credit impairment (116) (114) 0% Other impairment (4) (1) 100% Profit before tax 841 977 16% QoQ (5%) +6%
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10 CIB: Strong quarter driven by broad based growth across products Transaction Services income ($m) • Transaction Services income up 9% YoY at ccy, driven by disciplined pricing, as well as increased client volumes and activity in Securities & Prime Services • Global Banking income up 7% YoY against a strong comparator; momentum in Lending & Financing Solutions supported by resilient origination volumes, partly offset by softer advisory activity • Global Markets income up strongly, with 21% growth in Flow income driven by increased client activity across FX, commodities and credit • Treasury & Other includes $54m of DVA in Q3’26, versus ($27m) in Q3’25 CIB ($m) Q3’25 Q3’26 YoY ccy B/(W) Transaction Services 1,490 1,608 9% Global Banking 588 631 7% Global Markets 847 1,014 21% Treasury & Other 19 142 n.m. Operating income 2,944 3,395 16% Operating expenses (1,700) (1,821) (8%) Pre-provision operating profit 1,244 1,574 28% Credit impairment (63) 24 138% Other impairment (5) 9 n.m. Profit before tax 1,176 1,607 38% 1,018 1,064 1,037 1,047 1,090 166 173 177 182 193 306 284 298 313 325 Q3’25 Q4’25 Q1’26 Q2’26 Q3’26 1,490 1,521 1,512 1,542 1,608 Payments & Liquidity Securities & Prime Services Trade & Working Capital Global Markets: flow and episodic income ($m) +8% +18% +7% YoY ccy YoY1 727 676 911 904 878 120 279 212 136 Q3’25 (16) Q4’25 Q1’26 Q2’26 Q3’26 847 660 1,190 1,116 1,014 Flow Episodic +21% 1. Flow and episodic income growth at reported FX
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11 We are upgrading our guidance Net interest income to be up ~4% YoY1 Income growth to be above the 5-7% growth range1… …and 2026 RoTE of around 14% …with cost-to-income ratio of ~60% excluding notable items… NII Income Cost RoTE 2026 revised targets 9M’26 actual 1. At constant currency and excluding notable items • 2025 notable items: $113m in non-interest income; ($159m) in expenses | 2026 YTD notable items: $11m in in non-interest income; $71m in expenses (see details in Notables tab in the data pack) • Forward FX rates as of 20 October 2026 imply negligible impact for income. Base for 2025 income ex-notables and on forward FX is ~$20.85bn; base for 2025 expenses ex-notables and on forward FX is ~$13.2bn +6% YoY1 +8% YoY1 ~57% 17.0%
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12 EPS momentum; targeting high teens CAGR 2025-2028 Basic EPS: trailing 4-quarters1 (cents) 1. Numbers represent basic earnings per share summed over the preceding 4 quarters 0 50 100 150 200 250 Q4'20 Q1'21 Q2'21 Q3'21 Q4'21 Q1'22 Q2'22 Q3'22 Q4'22 Q1'23 Q2'23 Q3'23 Q4'23 Q1'24 Q2'24 Q3'24 Q4'24 Q1'25 Q2'25 Q3'25 Q4'25 Q1'26 Q2'26 Q3'26
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13 In conclusion Continued execution of strategy driving sustainably higher returns… Delivered strong growth across multiple income streams …with positive operating leverage, while maintaining risk discipline Remain confident in the delivery of our medium-term framework
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Appendices
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15 9M’26 performance overview • Income up 8% YoY at ccy and excluding notable items, with continued growth across Wealth Solutions, Global Banking, and Global Markets • Cost up 3% YoY at ccy, or up 4% excluding notable items; business growth and inflation partly offset by efficiency savings • Credit impairment up 1% YoY at ccy to $536m; this includes $268m of overlays relating to the Middle East conflict • Profit before tax up 15% YoY at ccy; attributable profit to ordinary shareholders up 20% YoY at ccy $m 9M’25 9M’26 YoY ccy B/(W) Net interest income (NII) 8,236 8,706 6% Non-interest income 7,780 8,679 11% Operating income 16,016 17,385 8% Operating expenses (9,391) (9,747) (3%) Pre-provision operating profit 6,625 7,638 16% Credit impairment (524) (536) (1%) Other impairment (41) (28) 33% Profit from associates and joint ventures 89 (40) (145%) Profit before tax 6,149 7,034 15% Tax (1,525) (1,601) (5%) Minority Interest (15) (23) (28%) AT1 & preference shares (516) (538) (4%) Attributable profit to ordinary shareholders 4,093 4,872 20% RoTE 17.0% up 260bps YoY Earnings per share 220.6 cents up 27% YoY TNAV per share 1,726 cents up 2% YoY Non-interest income ~50% of Group income 9M’26 key stats
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16 Product income $m Q3’26 YoY B/(W) YoY ccy B/(W) 9M’26 YoY B/(W) YoY ccy B/(W) Transaction Services 1,608 9% 4,662 4% Payments & Liquidity 1,090 8% 3,174 2% Securities & Prime Services 193 18% 552 17% Trade & Working Capital 325 7% 936 1% Global Banking 631 7% 1,945 15% Lending & Financing Solutions 542 10% 1,599 12% Capital Markets & Advisory 89 (4%) 346 33% Global Markets 1,014 21% 3,320 4% Wealth Solutions 1,118 26% 3,225 33% Investment Products 884 28% 2,511 39% Bancassurance 234 18% 714 16% Deposits & Mortgages 1,035 (1%) 3,084 0% CCPL & Other Unsecured Lending 265 (13%) 842 (6%) Treasury & Other 110 nm 307 19% Operating income 5,781 14% 17,385 8% 118 72 27 19 43 46 (3) 167 228 193 35 (8) (44) 167 172 78 77 17 263 177 86 116 815 716 99 15 (49) 37 1. Treasury & Other include $54m DVA in Q3’26, which was ($27m) in Q3’25
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17 Tangible net asset value (TNAV) movements Tangible equity ($m) TNAV per share (cents) Basic # of ordinary shares (m) As at 30.6.26 38,420 1,755 2,189 Profit attributable to parent company shareholders 1,757 80 Dividends paid to: Ordinary shareholders (446) (20) Preference and other equity holders (253) (12) Share buyback (1,000) (33) (16) FX 272 13 Own credit adjustment 73 3 Fair value movements through other comprehensive income (244) (11) Cashflow hedge reserve (973) (45) Movement in intangible assets (207) (9) Group’s employee share schemes and share option expense net of tax 88 4 Others 37 1 0 As at 30.9.26 37,524 1,726 2,174 TNAV per share QoQ -29 cents/-2% TNAV per share YoY +42 cents/+2%
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18 Our medium-term financial targets Note: income CAGR target is constant currency and ex-notables; cost-to-income ratio is ex-notables >15% RoTE in 2028 and ~18% in 2030… …leading to high-teens EPS growth 2023 2025 2028 2030 8.4% 11.9% >15% ~18% 109 195 2023 2025 2028 High-teens CAGR 2028 RoTE target and EPS growth underpinned by: Income CAGR 5-7% 2025-2028 Cost-to-income ratio ~57% in 2028 30-35bps loan-loss rate through-the-cycle 13-14% CET1 ratio Dividend payout ratio ≥30% Progressive DPS EPS (cents)
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19 Interest rate assumptions SOFR (bps)Currency-weighted average1 (bps) bps 21.7.26 Change 20.10.26 Change FY’25 342 342 FY’26 304 (39) 305 (37) FY’27 339 35 365 60 1. Average rate change implied by market forward rates across 10 currencies, with weightings now based on the Group’s average interest rate sensitivity for 100bps upward shift to each currency over the quarter 367 362 370 393 408 414 413 407 367 362 367 397 426 451 464 467 Q1'26 Q2'26 Q3'26 Q4'26 Q1'27 Q2'27 Q3'27 Q4'27 Average as of 21.7.26 Average as of 20.10.26 3-month HIBOR (bps) 266 273 307 341 352 370 375 368 266 273 299 343 375 411 434 435 Q1'26 Q2'26 Q3'26 Q4'26 Q1'27 Q2'27 Q3'27 Q4'27 Average as of 21.7.26 Average as of 20.10.26 297 291 305 322 333 340 342 341297 291 306 327 346 364 375 378 Q1'26 Q2'26 Q3'26 Q4'26 Q1'27 Q2'27 Q3'27 Q4'27 Average as of 21.7.26 Average as of 20.10.26
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CONFIDENTIAL Middle East: portfolio continues to be resilient 20 • Middle East (ME) portfolio remains resilient, now represents 7% of Group exposures1 − >90% in CIB, weighted to sovereign-linked corporates, sovereigns and FIs o ~80% of CIB exposure is I/G: top tier clients, diverse by industry sector o CRE, hospitality and logistics are a small part of overall exposure − <10% in WRB, of which >85% in UAE; >85% secured mortgages and wealth lending o Very limited Group wealth lending collateral within ME • Remain committed to ME, continuing to support our high-quality client base in the region • $34m net charge in Q3’26 ($268m YTD) in relation to the conflict & potential 2nd order effects: − New $63m overlay reflects the impact of an expanded ME scenario (Red Sea disruption) on a broader sectoral base − Partly offset by $31m releases of prior overlays on the petrochemical sector and some sovereigns − Overlay releases reflect lower exposures to vulnerable markets & client resilience − Post model adjustments up $2m: o Expanded ME scenario weighted at 35% (up 5%pts), severe scenario now 25% (down 5%pts) o Base case scenario updated to reflect a weaker macro environment • Potential for further effects are being closely monitored Middle East exposures by market1,2 1. Total Group exposures of ~$710bn at 30.9.26, which includes CIB Net Nominal (including Treasury) and WRB (End-period net receivables). Breakdown of pie charts might not add to 100% due to rounding | 2. Market split based on where the ultimate parent entity and credit responsibility lies. | 3. Other Middle East markets include Oman, Iraq and Jordan. 52% 21% 13% 5% 5% 4% UAE Saudi Arabia Qatar Bahrain Egypt Other3 Middle East exposures by segment1 35% 32% 25% 4% 4% 1%Corporates Sovereigns Financial Institutions Mortgages Wealth Lending CCPL & Other
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CONFIDENTIAL Stronger risk foundations supporting resilient performance 21 • Key portfolio indicators improved since FY’14 reflecting: − Portfolio diversity, lower concentrations, proactive management − Strengthened risk culture and tightened risk appetite • CIB focus on large network & institutional clients: − 77% investment grade, FIs as % of CIB income 56% • WRB focus on growing Affluent & lowering CCPL: − Targeting 75% of WRB income from Affluent by 20284 − 86% of WRB exposures fully secured • Private credit exposures $7.5bn, $5.8bn on-balance sheet − Private credit portfolio is ~1% of Group exposures − Apply same stringent underwriting standards as any other credit • $1.8bn HK CRE book, up $0.2bn QoQ − Selective growth to top tier names in prime locations only − ~75% secured5 with average LTV5 below 50% − $66m overlay, up $19m QoQ, as ECL released on an upgrade was retained Risk performance 72 20 42% 77% 20% 40% 60% 80% 100% 0 50 100 150 200 2014 2016 2018 2020 2022 2024 9M'26 Loan loss rate Investment grade as % of corporate exposure, RHS 30-35bps historic through the cycle loan loss rate 2 bps 1 1. Credit impairment under IFRS 9, effective from 1 January 2018, covers a broader asset base than loan impairment under IAS 39. Loan loss rates between 2014 and 2017 were prepared on an IAS 39 basis | 2. Loan loss rate includes management overlay, mostly arising from COVID-19, contributing 11bps in FY’20 | 3. Affluent income is generated from WRB Private Banking, Priority and Premium clients. FY’14 affluent segment contribution to Retail Banking income is based on client income | 4. Excluding digital banks | 5. Based on August 2026 data. FY’14 (IAS 39) 9M’26 (IFRS 9) Loan-to-value of mortgage portfolio 49% 46% Affluent income3 % of WRB 44% 73%4
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CONFIDENTIAL Deposit mix actively managed 22 • Average CIB CASA% down 1%pt QoQ − CASA balances reduced as geopolitical-related inflows normalised in Q3, while funding mix continues to be optimised • Average WRB CASA% down 2%pts QoQ − TDs up on continued Affluent NNM growth, of which ~$5bn is FCNR inflows in Q3 • Longer-term strategy focused on gathering higher-quality deposits • Deposit pricing assertively managed Average Transaction Services CASA% of CIB deposits1,2 ($bn) Average WRB CASA% of WRB deposits ($bn)2 210 215 214 221 215 117 118 123 130 130 Q3’25 Q4’25 Q1’26 Q2’26 Q3’26 TD & Others3 CASA 327 333 337 351 345 64% 65% 64% 63% 62% CASA % Note: figures have been restated to a daily average for each quarter 1. Includes deposits from Financial Institutions | 2. Includes deposits held at FVTPL | 3. Includes Securities Services deposits, structured deposits and structured notes | 4. Includes structured deposits 133 131 136 139 140 116 122 126 125 136 Q3’25 Q4’25 Q1’26 Q2’26 Q3’26 TD & Others4 CASA 249 253 261 265 277 53% 52% 52% 53% 51% CASA %
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CONFIDENTIAL High levels of liquid resources and stable funding 23 • 154%1 LCR up 6%pts QoQ − Build-up of term liabilities to fund pipeline asset growth − MREL issuance as per BAU capital management plan − Liquidity deployment into commercial assets • Comfortable to run LCR efficiently without relying on seasonal flows; optimising funding costs while remaining highly liquid • Group total liquidity pool of $250bn not fully reflected in LCR − $183bn HQLA: 98% in Level 1 assets − $68bn of other additional liquid resources: o $44bn country surplus HQLA and liquidity reserves o $12bn <1-month investments o $12bn local statutory reserves • 135% NSFR2 down 2%pts QoQ as improved stable funding with increased term funding was offset by commercial asset growth Components of Liquidity coverage ratio (LCR)1 Components of Net stable funding ratio (NSFR)2 Other liquid resources 59 $335bn $464bn 139% 31.12.25 $353bn $485bn 137% 30.6.26 $367bn $495bn 135% 30.9.26 Required stable funding Available stable funding NSFR $125bn $195bn of which $78bn is Cash 155% 31.12.25 $134bn $199bn of which $86bn is Cash 148% 30.6.26 $119bn $183bn of which $72bn is Cash 154% 30.9.26 Net cash outflows1,3 High quality liquid assets1 LCR1 Other liquid resources: $63bn Other liquid resources: $68bn 1. Point in time | 2. Average of four preceding quarters | 3. Expected net cash outflows under stressed conditions over the following 30 days Other liquid resources: $72bn
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CONFIDENTIAL Capital & MREL: well-positioned for future growth and requirements 241. The current MREL requirement is higher of 2 x (Pillar 1 + 2A), 18% of Total RWA, 6.75% of leverage exposures or 2 x leverage ratio requirement. As at 30.9.26, the binding MREL requirement was 6.75% of leverage exposure | 2. Standard Chartered PLC’s stock calculated using nominal amount converted at 30.9.26 FX rates. Includes securities issued and called to date in 4Q’26 | 3. Modelled on earlier of call date or maturity date for illustrative purposes only • Pillar 2A CET1 requirement to reduce by 30bps and, all else equal, reduces MDA to ~10% from 1.1.27, which partly reflects Basel 3.1 implementation − Total Pillar 2A CET1 reduction of ~50bps between 30.6.25 and 1.1.27 − CET1 buffer from MDA to low end of 13%-14% range will be around 300 bps from 1.1.27, compared to ~250bps at 30.6.25 • Leverage ratio of 4.6%, well above the 3.7% minimum requirement • MREL of ~34.6% meets requirements with a buffer of ~620bps Capital metrics 31.12.25 30.6.26 30.9.26 14.1% 33.5% 14.2% 35.2% 13.8% 34.6% CET1 MREL based on RWA (Min req1: 28.4%) Leverage ratio (Min req: 3.7%) 4.5% 30.9.26 MDA 10.3% CCB CCyB G-SII Pillar 2A Pillar 1 1.0% 2.5% 0.4% 1.9% 4.7% 4.7% 4.6% PLC Senior 14.5% Tier 2 2.8% AT1 3.4% MREL issuance ($bn)2 Maturity & call schedule of existing stock ($bn) 2,3 7.9 10.1 6.7 5.8 4.5 7.2 5.0 4.5 2.0 1.6 1.2 2.0 1.3 1.8 1.3 1.5 1.0 2025 2026 2026 Matured 2027 0.5 2028 0.6 2029 2030 2031 9.9 11.7 7.9 9.1 6.5 7.8 7.3 6.4 AT1 Tier 2 Senior • HKD 2.0bn 4NC3 • EUR 1.0bn 6NC5 • EUR 1.0bn 8NC7 • USD 7.4bn across tenors • CNY 1.1bn across tenors • SGD 0.75bn PNC5.5 • USD 1.0bn PNC7 • 2026 MREL issuance plan completed; now prefunding 2027 − ~$10.1bn Senior and ~$1.6bn AT1 issued YTD • Forecast issuance volumes dependent on balance sheet momentum • SCB (Opco) issuance supports funding diversity & duration extension − $4-6bn MTN stock including New York & Australian branch issuance • Issued $200m 3-year digitally native note on Euroclear's D-FMI, the first by a G-SIB, demonstrating leadership in digital asset innovation • SCB Singapore $5bn covered bond programme provides further diversity, of which $2.4bn has been issued
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CONFIDENTIAL Select technical and abbreviated terms (1/2) 25 Term Definition Adj. Adjustments AIEA Average interest earning assets ASEAN Association of Southeast Asian Nations AME Africa and the Middle East AT1 Additional Tier 1 AUD Australian Dollars AUM Assets under management B/(W) Better/(Worse) bn billion bps basis points C&O Central & Others CAGR Compound annual growth rate CASA Current accounts and savings accounts CIB The Group's Corporate & Investment Banking client segment CCPL Credit Cards and Personal Loans ccy Constant currency. A performance measure on a constant currency basis is presented such that comparative periods are adjusted for the current year’s functional currency rate CET1 Common Equity Tier 1. A measure of CET1 capital as a percentage of RWA CG12 Credit grade 12. An account which exhibits well-defined major weaknesses in areas such as management, cash flow, financial position, market conditions and/or performance of the client that would likely affect repayment on existing terms. The client is experiencing financial difficulties but there is no current expectation of a loss of principal or interest at this stage and there is no indication of unlikeliness to repay (it is still a performing asset). CIR Cost-to-income ratio CPI Consumer prices index CRE Commercial real estate CTA Cost to achieve Term Definition DPS Dividend per share DVA Debit valuation adjustment: the Group calculates DVA on its derivative liabilities to reflect changes in its own credit standing EA (NPP) Early alerts (non-purely precautionary) Accounts that present material credit concerns which may result in a default by the client if left unaddressed. ELS Equity-linked securities ESG Environmental, Social and Governance EPS Earnings per share EUR Euro FCNR Foreign Currency Non-Resident (FCNR) FFG Fit for Growth FI Financial Institutions FVOCI Fair value through other comprehensive income FVTPL Fair value through profit or loss FX Foreign exchange FY Full year GCNA Greater China & North Asia GSIB Global systemically important bank HIBOR Hong Kong interbank offered rate HKD Hong Kong Dollars HQLA High-quality liquid assets HTC/HTM Held to collect/Held to maturity IG Investment Grade L&A Loans and advances LCR Liquidity coverage ratio Loan loss rate Year-to-date annualised credit impairment on loans & advances to banks & customers, undrawn commitments, and financial guarantees over gross average loans and advances to banks and customers, excluding FVTPL loans. LTV Loan-to-value
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CONFIDENTIAL Select technical and abbreviated terms (2/2) 26 Term Definition MDA Maximum distributable amount min. Minimum MREL Minimum requirement for own funds and eligible liabilities MTNs Medium-term notes n.m. Not meaningful NCI Non-controlling interests Net nominal The aggregate of loans and advances to customers/loans and advances to banks, restricted balances with central banks, derivatives (net of master netting agreements), investment debt and equity securities, and letters of credit and guarantees NII Net interest income NIM Net interest margin NNM Net new money. This represents fresh inflow into affluent client deposits and investment assets (including dividends and interest) minus any outflows in these asset classes for the reporting period. Impact due to market movements or currency fluctuations is excluded from NNM computation NNS Net new sales NSFR Net stable funding ratio NTB New-to-bank Term Definition PAT Profit after tax PBT Profit before tax PRA Prudential Regulation Authority PTR Passthrough rates QoQ Quarter-on-quarter RoRWA Return on risk-weighted assets RWA Risk-weighted assets SOFR Secured Overnight Financing Rate SBL Securities based lending SCV SC Ventures TD Term/Time deposits TNAV Tangible net asset value RoTE Return on tangible equity. USD United States Dollar WRB The Group’s Wealth & Retail Banking client segment YoY Year-on-year. YoY variance is better/(worse) other than assets and liabilities which is increase/(decrease) YTD Year-to-date %pts Percentage points
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CONFIDENTIAL Important notice 27 Forward-looking statements The information included in this document may contain ‘forward-looking statements’ based upon current expectations or beliefs as well as statements formulated with assumptions about future events. Forward-looking statements include, without limitation, projections, estimates, commitments, plans, approaches, ambitions and targets (including, without limitation, ESG commitments, ambitions and targets). Forward-looking statements often use words such as ‘may’, ‘could’, ‘will’, ‘expect’, ‘intend’, ‘estimate’, ‘anticipate’, ‘believe’, ‘plan’, ‘seek’, ‘aim’, ‘continue’ or other words of similar meaning to any of the foregoing. Forward-looking statements may also (or additionally) be identified by the fact that they do not relate only to historical or current facts. By their very nature, forward-looking statements are subject to known and unknown risks and uncertainties and other factors that could cause actual results, and the Group’s plans and objectives, to differ materially from those expressed or implied in the forward-looking statements. Readers should not place reliance on, and are cautioned about relying on, any forward-looking statements. There are several factors which could cause the Group’s actual results and its plans and objectives to differ materially from those expressed or implied in forward-looking statements. The factors include (but are not limited to): changes in global, political, economic, business, competitive and market forces or conditions, or in future exchange and interest rates; changes in environmental, geopolitical, social or physical risks; legal, regulatory and policy developments, including regulatory measures addressing climate change and broader sustainability-related issues; the development of standards and interpretations, including evolving requirements and practices in ESG reporting; the ability of the Group, together with governments and other stakeholders to measure, manage, and mitigate the impacts of climate change and broader sustainability-related issues effectively; risks arising out of health crises and pandemics; risks of cyber-attacks, data, information or security breaches or technology failures involving the Group; changes in tax rates or policy; future business combinations or dispositions; and other factors specific to the Group, including those identified in Standard Chartered PLC’s Annual Report and the financial statements of the Group. To the extent that any forward-looking statements contained in this document are based on past or current trends and/or activities of the Group, they should not be taken as a representation that such trends or activities will continue in the future. No statement in this document is intended to be, nor should be interpreted as, a profit forecast or to imply that the earnings of the Group for the current year or future years will necessarily match or exceed the historical or published earnings of the Group. Each forward-looking statement speaks only as of the date that it is made. Except as required by any applicable laws or regulations, the Group expressly disclaims any obligation to revise or update any forward-looking statement contained within this document, regardless of whether those statements are affected as a result of new information, future events or otherwise. Please refer to Standard Chartered PLC’s Annual Report and the financial statements of the Group for a discussion of certain of the risks and factors that could adversely impact the Group’s actual results, and cause its plans and objectives, to differ materially from those expressed or implied in any forward-looking statements. Non-IFRS performance measures and alternative performance measures This document may contain: (a) financial measures and ratios not specifically defined under: (i) International Financial Reporting Standards (IFRS) (Accounting Standards) as adopted by the European Union; or (ii) UK-adopted International Accounting Standards (IAS); and/or (b) alternative performance measures as defined in the European Securities and Market Authority guidelines. Such measures may exclude certain items which management believes are not representative of the underlying performance of the business and which distort period-on-period comparison. These measures are not a substitute for IAS or IFRS measures and are based on a number of assumptions that are subject to uncertainties and change. For further information, please refer to Standard Chartered PLC’s Annual Report and the financial statements of the Group and, specifically in relation to adjusted net interest income and adjusted non-interest income, please refer to the footnote beneath the “Net interest income and non-interest income” section on page 4 of Standard Chartered PLC’s Q3 2026 Results. Financial instruments Nothing in this document shall constitute, in any jurisdiction, an offer or solicitation to sell or purchase any securities or other financial instruments, nor shall it constitute a recommendation or advice in respect of any securities or other financial instruments or any other matter.