Standard Chartered PLC

Quarterly Report • Oct 30, 2025

Standard Chartered PLC Pillar 3 Disclosures

30 September 2025

Incorporated in England and Wales with registered number 966425 Registered Office: 1 Basinghall Avenue, London, EC2V 5DD, England

CONTENTS

1.	Purpose and basis of preparation	1
2.	Frequency	1
3.	Verification	1
4.	Key prudential metrics	2
	Table 1: Key metrics template (UK KM1)	2
	Table 2: Key metrics - TLAC requirements (at resolution group level) (KM2)	3
5.	Capital and leverage	4
	Table 3: Capital base	4
	Table 4: Leverage ratio	5
	Table 5: LRSum: Summary reconciliation of accounting assets and leverage ratio exposures (UK LR1)	5
	Table 6: LRCom: Leverage ratio common disclosure (UK LR2)	6
	Table 7: LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and
	exempted exposures) (UK LR3)	7
	Table 8: Overview of risk weighted exposure amounts (UK OV1)	8
	Table 9: Movement analysis for RWA	9
	Table 10: RWEA flow statements of credit risk exposures under the IRB approach (UK CR8)	9
	Table 11: RWEA flow statements of CCR exposures under the IMM (UK CCR7)	10
	Table 12: RWA flow statements of market risk exposures under the IMA (MR2-B)	10
6.	Liquidity	11
	Table 13: Quantitative information of LCR (UK LIQ1)	11
7.	Forward looking statements	13
	Annex 1 Key metrics - Standard Chartered - Solo Consolidation	14
	Table 14: Standard Chartered - Solo Consolidation - Leverage ratio	14

1 PURPOSE AND BASIS OF PREPARATION

The Pillar 3 disclosures comprise information on the underlying drivers of risk-weighted assets (RWA), capital, leverage and liquidity ratios as at 30 September 2025 in accordance with the United Kingdom's (UK) onshored Capital Requirements Regulation (CRR) and the Prudential Regulation Authority's (PRA) Rulebook.

The disclosures have been prepared in line with the disclosure templates introduced by the PRA Policy Statement PS22/21 'Implementation of Basel standards: Final rules published in October 2021.

This report presents the quarterly Pillar 3 disclosures of Standard Chartered PLC ('the Group') as at 30 September 2025 and should be read in conjunction with the Group's Q3 2025 Results Statement: Balance sheet, capital and leverage.

The information presented in this Pillar 3 report is not required to be, and has not been, subjected to external audit.

2 FREQUENCY

In accordance with Group policy the Pillar 3 Disclosures are made quarterly as at 31 March, 30 June, 30 September and 31 December in line with the PRA guidelines on materiality, proprietary and confidentiality and on disclosure frequency under Articles 432(1), 432(2) and 433 of the UK onshored CRR, and the Guidelines on disclosure requirements under Part Eight of the CRR. Disclosures are published on the Standard Chartered PLC website aligning with the publication date of the Group's Interim, Half Year and Annual Report and Accounts.

3 VERIFICATION

Whilst the 30 September 2025 Pillar 3 Disclosures are not required to be externally audited, the document has been verified internally in accordance with the Group's policies on disclosure and its financial reporting and governance processes. Controls comparable to those for the Group's Q3 2025 Results Statement have been applied to confirm compliance with PRA regulations.

4 KEY PRUDENTIAL METRICS

Table 1: Key metrics template (UK KM1)

		30.09.25	30.06.25	31.03.25	31.12.24	30.09.24
		\$million	\$million	\$million	\$million	\$million
	Available capital amounts
1	Common Equity Tier 1 (CET1) capital	36,594	37,260	35,122	35,190	35,425
2	Tier 1 capital	43,109	43,777	42,629	41,672	41,932
3	Total capital	52,531	53,281	53,111	53,091	53,658
	Risk-weighted exposure amounts
4	Total risk-weighted exposure amount	258,378	259,684	253,596	247,065	248,924
	Risk-based capital ratios as a percentage of RWA
5	Common Equity Tier 1 ratio	14.2%	14.3%	13.8%	14.2%	14.2%
6	Tier 1 ratio	16.7%	16.9%	16.8%	16.9%	16.8%
7	Total capital ratio	20.3%	20.5%	20.9%	21.5%	21.6%
	Additional CET1 buffer requirements as a percentage of RWA
8	Capital conservation buffer	2.50%	2.50%	2.50%	2.50%	2.50%
9	Institution specific countercyclical capital buffer	0.37%	0.38%	0.37%	0.37%	0.43%
10	Global Systemically Important Institution buffer	1.00%	1.00%	1.00%	1.00%	1.00%
11	Combined buffer requirement	3.87%	3.88%	3.87%	3.87%	3.93%
UK 11a	Overall capital requirements	10.25%	10.48%	10.48%	10.48%	10.56%
12	CET1 available after meeting the total SREP own funds	7.78%	7.75%	7.25%	7.64%	7.61%
	requirements
	Leverage ratio
13	Leverage ratio total exposure measure	936,824	933,234	909,072	868,344	899,169
14	Leverage ratio	4.6%	4.7%	4.7%	4.8%	4.7%
	Additional leverage ratio disclosure requirements
14a	Fully loaded ECL accounting model leverage ratio excluding	4.6%	4.7%	4.7%	4.8%	4.7%
	claims on central banks (%)
14b	Leverage ratio including claims on central banks (%)	4.2%	4.2%	4.3%	4.4%	4.2%
14c	Average leverage ratio excluding claims on central banks (%)	4.6%	4.6%	4.6%	4.7%	4.6%
14d	Average leverage ratio including claims on central banks (%)	4.1%	4.2%	4.2%	4.2%	4.2%
14e	Countercyclical leverage ratio buffer (%)	0.1%	0.1%	0.1%	0.1%	0.2%
	Liquidity Coverage Ratio
15	Total high-quality liquid assets (HQLA) (Weighted value -	182,646	180,147	177,586	178,676	180,914
	average)
UK 16a	Cash outflows - Total weighted value	191,877	190,919	187,301	185,890	185,227
UK 16b	Cash inflows - Total weighted value	71,495	69,800	68,352	66,896	66,472
16	Total net cash outflows (adjusted value)	120,381	121,119	118,948	118,995	118,755
17	Liquidity coverage ratio	151.9%	148.8%	149.4%	150.3%	152.6%
	Net Stable Funding Ratio
18	Total available stable funding	450,956	439,809	426,699	417,658	414,401
19	Total required stable funding	324,273	320,019	314,036	308,948	307,517
20	NSFR ratio (%)	139.0%	137.4%	135.9%	135.2%	134.8%

Table 2 shows information about the Group's total loss-absorbing capacity (TLAC) available, and TLAC requirements, applied at the resolution group level under a Single Point of Entry.

Table 2: Key metrics - TLAC requirements (KM2)

	30.09.25	30.06.25	31.03.25	31.12.24	30.09.24
	\$million	\$million	\$million	\$million	\$million
Resolution group
Total loss-absorbing capacity (TLAC) available	88,130	86,574	85,180	84,563	86,983
Total RWA at the level of the resolution group	258,378	259,684	253,596	247,065	248,924
TLAC as a percentage of RWA	34.1%	33.3%	33.6%	34.2%	34.9%
Leverage ratio exposure measure at the level of the resolution	936,824	933,234	909,072	868,344	899,169
group
TLAC as a percentage of leverage exposure measure	9.4%	9.3%	9.4%	9.7%	9.7%
Does the subordination exemption in the antepenultimate	Yes	Yes	Yes	Yes	Yes
paragraph of Section 11 of the FSB TLAC Term Sheet apply?
Does the subordination exemption in the penultimate paragraph	No	No	No	No	No
of Section 11 of the FSB TLAC Term Sheet apply?
If the capped subordination exemption applies, the amount of	N/A	N/A	N/A	N/A	N/A
funding issued that ranks pari passu with Excluded Liabilities and
that is recognised as external TLAC, divided by funding issued
that ranks pari passu with Excluded Liabilities and that would be
recognised as external TLAC if no cap was applied (%)

5 CAPITAL AND LEVERAGE

Table 3: Capital Base

	30.09.25	30.06.25	31.12.24
CET1	14.2%	14.3%	14.2%
Tier 1 capital	16.7%	16.9%	16.9%
Total capital	20.3%	20.5%	21.5%
	\$million	\$million	\$million
CET1 instruments and reserves
Capital instruments and the related share premium accounts	5,135	5,154	5,201
of which: share premium accounts	3,989	3,989	3,989
Retained earnings	24,887	26,692	24,950
Accumulated other comprehensive income (and other reserves)	10,180	10,099	8,724
Non-controlling interests (amount allowed in consolidated CET1)	208	234	235
Independently reviewed interim and year-end profits/(losses)	4,642	3,341	4,072
Foreseeable dividends net of scrip	(802)	(570)	(923)
CET1 capital before regulatory adjustments	44,250	44,950	42,259
CET1 regulatory adjustments
Additional value adjustments (prudential valuation adjustments)	(727)	(660)	(624)
Intangible assets (net of related tax liability)	(6,048)	(5,995)	(5,696)
Deferred tax assets that rely on future profitability (excludes those arising from	(13)	(18)	(31)
temporary differences)
Fair value reserves related to net losses on cash flow hedges	(361)	(378)	(4)
Deduction of amounts resulting from the calculation of excess expected loss	(579)	(617)	(702)
Net gains on liabilities at fair value resulting from changes in own credit risk	358	275	278
Defined-benefit pension fund assets	(182)	(159)	(149)
Fair value gains arising from the institution's own credit risk related to derivative liabilities	(79)	(103)	(97)
Exposure amounts which could qualify for risk weighting of 1,250%	(25)	(35)	(44)
of which: securitisation positions	(19)	(18)	(8)
of which: free deliveries	(6)	(17)	(36)
Other regulatory adjustments to CET1 capital (including IFRS 9 transitional
adjustments when relevant)	-	-	-
Total regulatory adjustments to CET1	(7,656)	(7,690)	(7,069)
CET1 capital	36,594	37,260	35,190
Additional Tier 1 capital (AT1) instruments	6,535	6,537	6,502
AT1 regulatory adjustments	(20)	(20)	(20)
Tier 1 capital	43,109	43,777	41,672
Tier 2 capital instruments	9,452	9,534	11,449
Tier 2 regulatory adjustments	(30)	(30)	(30)
Tier 2 capital	9,422	9,504	11,419
Total capital	52,531	53,281	53,091
Total risk-weighted assets	258,378	259,684	247,065

The Group's CET1 ratio of 14.2 per cent was 18 basis points lower compared to 30 June 2025 primarily reflecting underlying profit accretion, lower RWA and impact of share buyback. CET1 remains 3.9 percentage points above the Group's latest regulatory minimum CET1 requirement. The Group's Pillar 2A reduced in the third quarter post a supervisory review resulting in a 22 basis points reduction in the Group's CET1 requirement.

CET1 accretion from profits was 50 basis points while lower RWA added 3 basis points to the ratio. Changes in FX, fair value gains in other comprehensive income and certain regulatory capital adjustments increased CET1 by a further 9 basis points.

The Group is part way through the \$1.3 billion share buyback programme which it announced on 31 July 2025, and by 30 September 2025 had spent \$413 million purchasing 22 million ordinary shares, reducing the share count by approximately 1 per cent. Even though the share buyback was still ongoing on 30 September 2025, the entire \$1.3 billion is deducted from CET1 in the period, equivalent to a 50 basis point reduction in the CET1 ratio.

Leverage Ratio

The UK's minimum leverage ratio requirement is maintained at 3.25 per cent and must be met by at least 75 per cent of CET1. Additional buffers based on the countercyclical and global systemically important bank (G-SIB) buffers are set at 35 per cent of their risk-weighted equivalent and must be met with 100 per cent of CET1. The exposure value of derivative contracts will be based on the standardised approach to counterparty credit risk, whilst central bank reserves continue to be excluded from the leverage ratio exposure measure.

Table 4 below presents both the Group's leverage ratios.

Table 4: Leverage ratio

	30.09.25	30.06.25	31.12.24
	\$million	\$million	\$million
Tier 1 capital (end point)	43,109	43,777	41,672
Leverage exposure	936,824	933,234	868,344
Leverage ratio	4.6%	4.7%	4.8%
Leverage exposure quarterly average	933,449	946,944	894,296
Leverage ratio quarterly average	4.6%	4.6%	4.7%
Countercyclical leverage ratio buffer	0.1%	0.1%	0.1%
G-SII additional leverage ratio buffer	0.4%	0.4%	0.4%

Table 5: LRSum: Summary reconciliation of accounting assets and leverage ratio exposures (UK LR1)

		30.09.25	30.06.25	31.12.24
1	Total assets as per published financial statements	\$million 913,650	\$million 913,936	\$million 849,688
2	Adjustment for entities which are consolidated for accounting	1,421	1,378	1,390
	purposes but are outside the scope of prudential consolidation
3	(Adjustment for securitised exposures that meet the operational	-	-	-
	requirements for the recognition of risk transference)
4	(Adjustment for exemption of exposures to central banks)	(99,937)	(96,979)	(77,730)
5	(Adjustment for fiduciary assets recognised on the balance	-	-	-
	sheet pursuant to the applicable accounting framework but
	excluded from the total exposure measure in accordance with
	point (i) of Article 429a(1) of the CRR)
6	Adjustment for regular-way purchases and sales of financial	(5,914)	(1,034)	(84)
	assets subject to trade date accounting
7	Adjustment for eligible cash pooling transactions	-	-	-
8	Adjustment for derivative financial instruments	12,885	8,964	(10,536)
9	Adjustment for securities financing transactions (SFTs)	6,390	5,959	4,198
10	Adjustment for off-balance sheet items (i.e. conversion to credit	125,281	120,878	118,607
	equivalent amounts of off-balance sheet exposures)
11	(Adjustment for prudent valuation adjustments and specific and	(1,306)	(1,278)	(1,326)
	general provisions which have reduced tier 1 capital (leverage))
UK-11a	(Adjustment for exposures excluded from the total exposure	-	-	-
	measure in accordance with point (c) of Article 429a(1) of the
	CRR)
UK-11b	(Adjustment for exposures excluded from the total exposure	-	-	-
	measure in accordance with point (j) of Article 429a(1) of the
	CRR)
12	Other adjustments1	(15,646)	(18,590)	(15,863)
13	Total exposure measure	936,824	933,234	868,344

^1. Other Adjustments include Cash Collateral posted (\$9,093 million), Tier-1 Capital deduction other than disclosed in above row 11 (\$6,772 million), DTL (\$219 million)

Table 6: LRCom: Leverage ratio common disclosure (UK LR2)

\$million \$million \$million On-balance sheet exposures (excluding derivatives and SFTs) 1 On-balance sheet items (excluding derivatives, SFTs, but including collateral) 757,590 751,452 670,948 2 Gross-up for derivatives collateral provided, where deducted from the balance sheet - - - assets pursuant to the applicable accounting framework 3 (Deductions of receivables assets for cash variation margin provided in derivatives (9,093) (12,032) (10,169) transactions) 4 (Adjustment for securities received under securities financing transactions that are - - - recognised as an asset) 5 (General credit risk adjustments to on-balance sheet items) - - - 6 (Asset amounts deducted in determining tier 1 capital (leverage)) (8,078) (8,006) (7,247) 7 Total on-balance sheet exposures (excluding derivatives and SFTs) 740,419 731,414 653,532 Derivative exposures 8 Replacement cost associated with SA-CCR derivatives transactions (i.e. net of eligible 14,820 19,730 22,550 cash variation margin) UK-8a Derogation for derivatives: replacement costs contribution under the simplified - - - standardised approach 9 Add-on amounts for potential future exposure associated with SA-CCR derivatives 56,605 55,487 52,346 transactions UK-9a Derogation for derivatives: potential future exposure contribution under the simplified - - - standardised approach UK-9b Exposure determined under the original exposure method - - - 10 (Exempted CCP leg of client-cleared trade exposures) (SA-CCR) (4,387) (4,784) (6,035) UK-10a (Exempted CCP leg of client-cleared trade exposures) (simplified standardised - - - approach) UK-10b (Exempted CCP leg of client-cleared trade exposures) (original exposure method) - - - 11 Adjusted effective notional amount of written credit derivatives 96,724 93,834 97,504 12 (Adjusted effective notional offsets and add-on deductions for written credit derivatives) (93,972) (91,077) (95,429) 13 Total derivatives exposures 69,790 73,190 70,936 Securities financing transaction exposures 14 Gross SFT assets (with no recognition of netting), after adjustment for sales accounting 149,169 147,487 137,115 transactions 15 (Netted amounts of cash payables and cash receivables of gross SFT assets) (54,288) (48,715) (38,314) 16 Counterparty credit risk exposure for SFT assets 6,390 5,959 4,198 UK-16a Derogation for SFTs: counterparty credit risk exposure in accordance with Articles 429e(5) - - - and 222 of the CRR 17 Agent transaction exposures - - - UK-17a (Exempted CCP leg of client-cleared SFT exposures) - - - 18 Total securities financing transaction exposures 101,271 104,731 102,999 Other off-balance sheet exposures 19 Off-balance sheet exposures at gross notional amount 466,564 455,731 468,134 20 (Adjustments for conversion to credit equivalent amounts) (341,283) (334,853) (349,527) 21 (General provisions deducted in determining tier 1 capital (leverage) and specific - - - provisions associated with off-balance sheet exposures) 22 Off-balance sheet exposures 125,281 120,878 118,607 Excluded exposures UK-22a (Exposures excluded from the total exposure measure in accordance with point (c) of - - - Article 429a(1) of the CRR) UK-22b (Exposures exempted in accordance with point (j) of Article 429a(1) of the CRR (on- and - - - off- balance sheet)) UK-22g (Excluded excess collateral deposited at triparty agents) - - - UK-22k (Total exempted exposures) - - - Capital and total exposures 23 Tier 1 capital (leverage) 43,109 43,777 41,672 24 Total exposure measure including claims on central banks 1,036,761 1,030,213 946,074 UK-24a (-) Claims on central banks excluded (99,937) (96,979) (77,730) UK-24b Total exposure measure excluding claims on central banks 936,824 933,234 868,344		30.09.25	30.06.25	31.12.24

Table 6: LRCom: Leverage ratio common disclosure (UK LR2) continued

		30.09.25	30.06.25	31.12.24
		\$million	\$million	\$million
	Leverage ratio
25	Leverage ratio excluding claims on central banks (%)	4.6%	4.7%	4.8%
UK-25a	Fully loaded ECL accounting model leverage ratio excluding claims on central banks (%)	4.6%	4.7%	4.8%
UK-25b	Leverage ratio excluding central bank reserves as if the temporary treatment of unrealised gains and losses measured at fair value through other comprehensive income had not been applied (%)	4.6%	4.7%	4.8%
UK-25c	Leverage ratio including claims on central banks (%)	4.2%	4.2%	4.4%
26	Regulatory minimum leverage ratio requirement (%)	3.3%	3.3%	3.3%
	Additional leverage ratio disclosure requirements - leverage ratio buffers
27	Leverage ratio buffer (%)	0.5%	0.5%	0.5%
UK-27a	Of which: G-SII or O-SII additional leverage ratio buffer (%)	0.4%	0.4%	0.4%
UK-27b	Of which: countercyclical leverage ratio buffer (%)	0.1%	0.1%	0.1%
	Additional leverage ratio disclosure requirements - disclosure of mean values
28	Mean of daily values of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivable	99,438	108,241	101,902
29	Quarter-end value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables	94,881	98,772	98,801
UK-31	Average total exposure measure including claims on central banks	1,030,502	1,035,551	982,761
UK-32	Average total exposure measure excluding claims on central banks	933,449	946,944	894,296
UK-33	Average leverage ratio including claims on central banks	4.1%	4.2%	4.2%
UK-34	Average leverage ratio excluding claims on central banks	4.6%	4.6%	4.7%

Table 7: LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures) (UK LR3)

		30.09.25	30.06.25	31.12.24
		\$million	\$million	\$million
UK-1	Total on-balance sheet exposures (excluding derivatives, SFTs, and	748,496	739,420	660,779
	exempted exposures), of which:
UK-2	Trading book exposures	122,919	127,423	88,194
UK-3	Banking book exposures, of which:	625,577	611,997	572,585
UK-4	Covered bonds	3,188	3,245	3,901
UK-5	Exposures treated as sovereigns	235,815	229,147	204,143
UK-6	Exposures to regional governments, MDB, international organisations and	16,558	16,319	15,595
	PSE not treated as sovereigns
UK-7	Institutions	52,051	45,907	49,414
UK-8	Secured by mortgages of immovable properties	88,812	89,233	83,859
UK-9	Retail exposures	28,731	29,184	28,845
UK-10	Corporates	141,426	138,616	129,903
UK-11	Exposures in default	5,838	6,484	5,761
UK-12	Other exposures (e.g. equity, securitisations, and other non-credit	53,158	53,863	51,164
	obligation assets)

Table 8 below presents the RWA and the regulatory capital requirements calculated at 8 per cent of RWA for each risk type and approach.

Table 8: Overview of risk weighted exposure amounts (UK OV1)

		30.09.25		30.06.25		31.12.24
		Risk	Regulatory	Risk	Regulatory	Risk	Regulatory
		weighted assets	capital requirement1	weighted assets	capital requirement1	weighted assets	capital requirement1
		\$million	\$million	\$million	\$million	\$million	\$million
1	Credit risk (excluding CCR) 2	160,229	12,818	160,803	12,864	158,107	12,649
2	Of which standardised approach	38,201	3,056	36,929	2,954	34,063	2,725
4	Of which slotting approach	5,812	465	5,513	441	5,868	469
5	Of which the advanced IRB (AIRB) approach	116,216	9,297	118,361	9,469	118,175	9,454
6	Counterparty credit risk - CCR3	20,941	1,675	20,657	1,653	22,128	1,770
7	Of which the standardised approach	4,165	333	3,866	309	3,583	287
8	Of which internal model method (IMM)	9,786	783	10,208	817	11,322	906
UK 8a	Of which exposures to a CCP	1,221	98	1,105	88	1,051	84
UK 8b	Of which CVA	2,095	168	2,118	169	2,706	216
9	Of which other CCR	3,675	294	3,360	269	3,467	277
15	Settlement risk	-	-	-	-	-	-
16	Securitisation exposures in the non	5,667	453	5,891	471	5,697	456
	trading book (after the cap)
17	Of which SEC-IRBA approach	2,937	235	2,985	239	2,843	227
18	Of which SEC-ERBA (including IAA)	2,018	161	2,126	170	2,188	175
19	Of which SEC-SA approach	711	57	781	62	666	53
UK 19a	Of which 1250%/ deduction	-	-	-	-	-	-
20	Position, foreign exchange and commodities risks (Market risk)	34,726	2,778	35,758	2,861	28,283	2,263
21	Of which the standardised approach	18,588	1,487	18,520	1,482	13,810	1,105
22	Of which IMA	16,138	1,291	17,238	1,379	14,474	1,158
UK 22a	Large exposures	-	-	-	-	-	-
23	Operational risk4	32,578	2,606	32,578	2,606	29,479	2,358
UK 23b	Of which standardised approach	32,578	2,606	32,578	2,606	29,479	2,358
24	Amounts below the thresholds for
	deduction (subject to 250% risk	4,237	339	3,996	320	3,371	270
	weight)
	Floor Adjustment	-	-	-	-	-	-
29	Total	258,378	20,670	259,684	20,775	247,065	19,765

¹ The regulatory capital requirement is calculated as 8 per cent of the risk-weighted assets, and represents the minimum total capital ratio in accordance with CRR Article 92(1)

Total risk-weighted assets of \$258.4 billion dropped by \$1.3 billion or 1 per cent from 30 June 2025.

• Credit risk RWA at \$191.1 billion remained stable since 30 June 2025. There was a \$1.9 billion increase from asset growth and mix within primarily in Treasury and a \$0.5 billion increase from model and methodology changes. This was partly offset by \$1.4 billion reduction in CIB optimisation actions and \$1.3 billion decrease from currency translation.
• Market risk RWA decreased by \$1.0 billion to \$34.7 billion primarily from updates to internal models mainly from risks not in VaR (Value at risk).

Further details on RWA movements by risk type, and for credit risk IRB (excluding counterparty credit risk) and market risk IMA exposures can be found in tables 9, 10, 11 and 12 respectively.

² Credit risk (excluding counterparty credit risk) includes non-credit obligation assets

³ Counterparty credit risk includes assets which are assessed under IRB and Standardised approaches

⁴ To calculate operational risk standardised risk-weighted assets, a regulatory defined beta co-efficient is applied to average gross income for the previous three years, across each of the eight business lines prescribed in the CRR

Table 9: Movement analysis for RWA

	Credit risk IRB2	Credit risk SA	Credit risk Total	Counterparty Credit risk	Total Credit & Counterparty Credit risk	Operational risk	Market risk	Total
	\$million	\$million	\$million	\$million	\$million	\$million	\$million	\$million
As at 31 December 2024	129,074	38,101	167,175	22,128	189,303	29,479	28,283	247,065
Asset size	(5,395)	2,509	(2,886)	(800)	(3,686)	-	-	(3,686)
Asset quality	2,136	-	2,136	100	2,236	-	-	2,236
Model updates	(123)	-	(123)	(1,300)	(1,423)	-	51	(1,372)
Methodology and policy	-	-	-	-	-	-	-	-
Acquisitions and disposals	(114)	(4)	(118)	-	(118)	-	-	(118)
Foreign exchange movements	3,407	1,100	4,507	529	5,036	-	-	5,036
Other, including non credit risk movements1	-	-	-	-	-	3,099	7,424	10,523
As at 30 June 2025	128,985	41,706	170,691	20,657	191,348	32,578	35,758	259,684
Asset size	(1,798)	1,785	(13)	370	357	-	-	357
Asset quality	112	1	113	(25)	88	-	-	88
Model updates	542	-	542	-	542	-	-	542
Methodology and policy	-	-	-	-	-	-	-	-
Acquisitions and disposals	-	1	1	-	1	-	-	1
Foreign exchange movements	(857)	(344)	(1,201)	(61)	(1,262)	-	-	(1,262)
Other, including non credit risk movements1	-	-	-	-	-	-	(1,032)	(1,032)
As at 30 September 2025	126,984	43,149	170,133	20,941	191,074	32,578	34,726	258,378

¹ RWA efficiencies are disclosed against 'Other, including non-credit risk movements'

Table 10: RWEA flow statements of credit risk exposures under the IRB approach (UK CR8)

	Risk-weighted assets	Regulatory capital requirement
	\$million	\$million
As at 31 December 2024	124,043	9,923
Asset size	(5,633)	(451)
Asset quality	2,136	171
Model updates	(123)	(10)
Methodology and policy	-	-
Acquisitions and disposals	(114)	(9)
Foreign exchange movements	3,565	285
Other	-	-
1 As at 30 June 2025	123,874	9,910
2 Asset size	(1,307)	(105)
3 Asset quality	112	9
4 Model updates	542	43
5 Methodology and policy	-	-
6 Acquisitions and disposals	-	-
7 Foreign exchange movements	(1,193)	(95)
8 Other	-	-
9 As at 30 September 2025	122,028	9,762

² See Table 8: Overview of RWA (OV1). To note that 'Securitisation', 'Settlement risk' and 'Amounts below the threshold for deduction (subject to 250% risk-weight)' are included in credit risk

Table 11: RWEA flow statements of CCR exposures under the IMM (UK CCR7)

		Risk-weighted assets	Regulatory capital requirement
		\$million	\$million
	As at 31 December 2024	11,322	906
	Asset size	(74)	(6)
	Credit quality of counterparties	(48)	(4)
	Model updates (IMM only)	(1,300)	(104)
	Methodology and policy (IMM only)	-	-
	Acquisitions and disposals	-	-
	Foreign exchange movements	307	25
	Other1	-	-
1	As at 30 June 2025	10,207	817
2	Asset size	125	10
3	Credit quality of counterparties	65	5
4	Model updates (IMM only)	-	-
5	Methodology and policy (IMM only)	-	-
6	Acquisitions and disposals	-	-
7	Foreign exchange movements	(611)	(49)
8	Other1	-	-
9	As at 30 September 2025	9,786	783

1 RWA efficiencies are disclosed against 'Other'

Table 12: RWA flow statements of market risk exposures under the IMA (UK MR2-B)

		VaR	SVaR	IRC	CRM	Other1	Total RWA	Total capital requirement
		\$million	\$million	\$million	\$million	\$million	\$million	\$million
	At 31 December 2024	3,984	5,529	-	-	4,960	14,474	1,158
	Regulatory adjustment	-	-	-	-	-	-	-
	RWAs post adjustment at 31 December 2024	3,984	5,529	-	-	4,960	14,474	1,158
	Movement in risk levels	(245)	2,015	-	-	943	2,714	217
	Model updates/changes	-	-	-	-	51	51	4
	Methodology and policy	-	-	-	-	-	-	-
	Acquisitions and disposals	-	-	-	-	-	-	-
	Foreign exchange movements	-	-	-	-	-	-	-
	Other	-	-	-	-	-	-	-
1	At 30 June 2025	3,739	7,545	-	-	5,955	17,238	1,379
1a	Regulatory adjustment	-	-	-	-	-	-	-
1b	RWAs post adjustment at 30 June 2025	3,739	7,545	-	-	5,955	17,238	1,379
2	Movement in risk levels	(525)	340	-	-	(914)	(1,100)	(88)
3	Model updates/changes	-	-	-	-	-	-	-
4	Methodology and policy	-	-	-	-	-	-	-
5	Acquisitions and disposals	-	-	-	-	-	-	-
6	Foreign exchange movements	-	-	-	-	-	-	-
7	Other	-	-	-	-	-	-	-
	8a At 30 September 2025	3,214	7,884	-	-	5,040	16,138	1,291
	8b Regulatory adjustment	-	-	-	-	-	-	-
8	RWAs post adjustment at 30 September 2025	3,214	7,884	-	-	5,040	16,138	1,291

1 Other IMA capital add-ons for market risks not fully captured in either VaR or SVaR

6 LIQUIDTY

Table 13: Quantitative information of LCR (UK LIQ1)

		30.09.25
		Total unweighted value				Total weighted value
		(average)				(average)
		31.12.24	31.03.25	30.06.25	30.09.25	31.12.24	31.03.25	30.06.25	30.09.25
		\$million	\$million	\$million	\$million	\$million	\$million	\$million	\$million
	Number of data points used in the	12	12	12	12	12	12	12	12
	calculation of averages
	High-Quality Liquid Assets
1	Total High-Quality Liquid Assets (HQLA)					178,676	177,586	180,147	182,646
	Cash outflows
2	Retail deposits and deposits from small	182,277	188,544	196,413	204,354	16,984	17,541	18,345	19,227
	business customers, of which:
3	Stable deposits	26,759	29,423	33,815	38,809	1,338	1,471	1,691	1,940
4	Less stable deposits	155,518	159,121	162,598	165,545	15,647	16,070	16,654	17,287
5	Unsecured wholesale funding, of which:	268,125	268,878	273,127	276,536	118,058	117,376	118,768	119,322
6	Operational deposits (all	106,393	109,512	113,024	116,321	26,582	27,361	28,239	29,045
	counterparties) and deposits in
	networks of cooperative banks
7	Non-operational deposits (all	157,426	155,354	155,636	155,582	87,170	86,002	86,062	85,645
	counterparties)
8	Unsecured debt	4,306	4,012	4,467	4,633	4,306	4,012	4,467	4,633
9	Secured wholesale funding					6,276	6,848	7,339	7,290
10	Additional requirements	105,088	106,994	109,191	110,451	32,078	32,782	33,637	32,668
11	Outflows related to derivative	21,430	21,962	21,972	19,872	15,933	16,314	16,661	15,360
	exposures and other collateral
	requirements
12	Outflows related to loss of funding on	50	49	21	37	50	49	21	37
	debt products
13	Credit and liquidity facilities	83,608	84,983	87,198	90,542	16,095	16,418	16,955	17,271
14	Other contractual funding obligations	12,098	12,786	13,060	13,730	8,908	9,209	9,280	9,699
15	Other contingent funding obligations	256,204	256,674	258,204	257,474	3,587	3,546	3,550	3,670
16	Total cash outflows					185,890	187,301	190,919	191,877
	Cash inflows
17	Secured lending (e.g. reverse repos)	66,620	74,199	80,197	83,075	11,424	13,130	13,797	14,181
18	Inflows from fully performing exposures	52,650	52,089	51,250	50,851	36,776	36,249	35,716	35,407
19	Other cash inflows	29,751	30,028	31,465	33,173	18,695	18,973	20,287	21,908
EU-19a	(Difference between total weighted inflows					-	-	-	-
	and total weighted outflows arising from
	transactions in third countries where there
	are transfer restrictions or which are
	denominated in non-convertible currencies)
EU-19b	(Excess inflows from a related specialised					-	-	-	-
	credit institutions)
20	Total cash inflows	149,021	156,316	162,912	167,099	66,896	68,352	69,800	71,495
EU-20a	Fully exempt inflows	-	-	-	-	-	-	-	-
EU-20b	Inflows subject to 90% cap	-	-	-	-	-	-	-	-
	EU-20c Inflows subject to 75% cap	142,932	149,270	155,246	159,337	66,896	68,352	69,800	71,495
	Total adjusted value
21	Liquidity buffer					178,676	177,586	180,147	182,646
22	Total net cash outflows					118,995	118,948	121,119	120,381
23	Liquidity coverage ratio (%)					150%	149%	149%	152%

Table 13: Quantitative information of LCR (UK LIQ1) continued

		31.12.24
		Total unweighted value (average)				Total weighted value (average)
		31.03.24	30.06.24	30.09.24	31.12.24	31.03.24	30.06.24	30.09.24	31.12.24
	Number of data points used in the calculation	\$million 12	\$million 12	\$million 12	\$million 12	\$million 12	\$million 12	\$million 12	\$million 12
	of averages
	High-Quality Liquid Assets
1	Total High-Quality Liquid Assets (HQLA)					187,777	184,937	180,914	178,676
	Cash outflows
2	Retail deposits and deposits from small	160,852	166,820	174,527	182,277	16,641	16,545	16,667	16,984
3	business customers, of which: Outflows related to derivative exposures	35,837	32,573	29,406	26,759	1,792	1,629	1,470	1,338
	and other collateral requirements
4	Outflows related to loss of funding on debt	125,015	134,247	145,121	155,518	14,849	14,916	15,196	15,647
	products
5	Unsecured wholesale funding, of which:	265,422	265,492	267,511	268,125	120,081	119,500	119,167	118,058
6	Operational deposits (all counterparties)	110,232	107,508	106,485	106,393	27,540	26,859	26,604	26,582
	and deposits in networks of cooperative
	banks
7	Non-operational deposits (all counterparties)	149,431	152,583	156,224	157,426	86,783	87,240	87,761	87,170
8	Unsecured debt	5,758	5,401	4,802	4,306	5,758	5,401	4,802	4,306
9	Secured wholesale funding					5,321	5,529	5,888	6,276
10	Additional requirements	101,849	102,520	103,364	105,088	30,774	30,391	30,995	32,078
11	Outflows related to derivative exposures	18,005	18,993	20,116	21,430	15,074	14,554	15,042	15,933
	and other collateral requirements
12	Outflows related to loss of funding on debt	2	32	32	50	2	32	32	50
	products
13	Credit and liquidity facilities	83,842	83,496	83,217	83,608	15,699	15,805	15,921	16,095
14	Other contractual funding obligations	11,172	11,067	11,986	12,098	8,192	8,457	9,098	8,908
15	Other contingent funding obligations	244,096	247,871	252,574	256,204	2,818	3,138	3,411	3,587
16	Total cash outflows					183,826	183,559	185,227	185,890
	Cash inflows
17	Secured lending (e.g. reverse repos)	57,672	57,428	61,322	66,620	8,477	9,029	10,077	11,424
18	Inflows from fully performing exposures	56,103	55,383	54,576	52,650	39,969	39,109	38,220	36,776
19 EU-19a	Other cash inflows (Difference between total weighted inflows	27,989	28,215	29,188	29,751	17,591 -	17,536 -	18,175 -	18,695 -
	and total weighted outflows arising from
	transactions in third countries where there are
	transfer restrictions or which are denominated
	in non-convertible currencies)
EU-19b	(Excess inflows from a related specialised credit					-	-	-	-
	institutions)
20	Total cash inflows	141,763	141,025	145,086	149,021	66,037	65,674	66,472	66,896
EU-20a	Fully exempt inflows	-	-	-	-	-	-	-	-
EU-20b EU-20c	Inflows subject to 90% cap Inflows subject to 75% cap	- 135,793	- 135,805	- 139,655	- 142,932	- 66,037	- 65,674	- 66,472	- 66,896
	Total adjusted value
21	Liquidity buffer					187,777	184,937	180,914	178,676
22	Total net cash outflows					117,790	117,885	118,755	118,995
23	Liquidity coverage ratio (%)					160%	157%	153%	150%

7 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 sustainabilityrelated 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.

Annex 1 Key metrics - Standard Chartered - Solo Consolidation

Table 14: Standard Chartered - Solo Consolidation – Leverage ratio

		30.09.25	30.06.25	31.03.25	31.12.24	30.09.24
		\$million	\$million	\$million	\$million	\$million
	Leverage ratio
13	Leverage ratio total exposure measure	452,434	458,219	441,987	421,778	435,048
14	Leverage ratio	4.2%	4.2%	4.4%	4.5%	4.4%
	Additional leverage ratio disclosure requirements
14a	Fully loaded ECL accounting model leverage ratio excluding claims on central banks (%)	4.2%	4.2%	4.4%	4.5%	4.4%
14b	Leverage ratio including claims on central banks (%)	3.8%	3.8%	3.9%	4.1%	3.9%
14c	Average leverage ratio excluding claims on central banks (%)	4.2%	4.2%	4.3%	4.3%	4.3%
14d	Average leverage ratio including claims on central banks (%)	3.8%	3.8%	3.8%	3.8%	3.9%
14e	Countercyclical leverage ratio buffer (%)	0.1%	0.1%	0.1%	0.1%	0.1%