Standard Chartered PLC — Audit Report / Information 2026

Apr 30, 2026

Standard Chartered PLC
Pillar 3 Disclosures
31 March 2026

Incorporated in England and Wales with registered number 966425
Registered Office: 1 Basinghali 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 31 March 2026 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 31 March 2026 and should be read in conjunction with the Group's Q1 2026 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 31 March 2026 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 Q1 2026 Results Statement have been applied to confirm compliance with PRA regulations.

Standard Chartered Pillar 3 Disclosures 31 March 2026
www.sc.com

---

4 KEY PRUDENTIAL METRICS

Table 1: Key metrics template (UK KM1)

		31.03.26	31.12.25	30.09.25	30.06.25	31.03.25
		$million	$million	$million	$million	$million
Available capital amounts
1	Common Equity Tier 1 (CET1) capital	35,616	36,440	36,594	37,260	35,122
2	Tier 1 capital	43,707	43,949	43,109	43,777	42,629
3	Total capital	52,759	53,227	52,531	53,281	53,111
Risk-weighted exposure amounts
4	Total risk-weighted exposure amount	266,186	258,031	258,378	259,684	253,596
Risk-based capital ratios as a percentage of RWA
5	Common Equity Tier 1 ratio	13.4%	14.1%	14.2%	14.3%	13.8%
6	Tier 1 ratio	16.4%	17.0%	16.7%	16.9%	16.8%
7	Total capital ratio	19.8%	20.6%	20.3%	20.5%	20.9%
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	0.38%	0.38%	0.37%	0.38%	0.37%
10	Global Systemically Important Institution buffer	1.00%	1.00%	1.00%	1.00%	1.00%
11	Combined buffer requirement	3.88%	3.88%	3.87%	3.88%	3.87%
UK 11a	Overall capital requirements	10.26%	10.26%	10.25%	10.48%	10.48%
	CET1 available after meeting the total SREP own funds requirements	7.00%	7.74%	7.78%	7.75%	7.25%
Leverage ratio
13	Leverage ratio total exposure measure	953,190	938,190	936,824	933,234	909,072
14	Leverage ratio	4.6%	4.7%	4.6%	4.7%	4.7%
Additional leverage ratio disclosure requirements
14a	Fully loaded ECL accounting model leverage ratio excluding claims on central banks (%)	4.6%	4.7%	4.6%	4.7%	4.7%
14b	Leverage ratio including claims on central banks (%)	4.2%	4.3%	4.2%	4.2%	4.3%
14c	Average leverage ratio excluding claims on central banks (%)	4.5%	4.6%	4.6%	4.6%	4.6%
14d	Average leverage ratio including claims on central banks (%)	4.1%	4.2%	4.1%	4.2%	4.2%
14e	Countercyclical leverage ratio buffer (%)	0.1%	0.1%	0.1%	0.1%	0.1%
Liquidity Coverage Ratio
15	Total high-quality liquid assets (HQLA) (Weighted value - average)	187,764	185,262	182,646	180,147	177,586
UK 16a	Cash outflows - Total weighted value	199,699	193,861	191,877	190,919	187,301
UK 16b	Cash inflows - Total weighted value	79,478	74,049	71,495	69,800	68,352
16	Total net cash outflows (adjusted value)	120,220	119,812	120,381	121,119	118,948
17	Liquidity coverage ratio	156.5%	154.8%	151.9%	148.8%	149.4%
Net Stable Funding Ratio
18	Total available stable funding	475,368	464,406	450,956	439,809	426,699
19	Total required stable funding	343,641	335,038	324,273	319,956	314,036
20	NSFR ratio (%)	138.4%	138.6%	139.0%	137.5%	135.9%

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com

---

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)

	31.03.26	31.12.25	30.09.25	30.06.25	31.03.25
	$million	$million	$million	$million	$million
Resolution group
Total loss-absorbing capacity (TLAC) available	89,768	86,461	88,130	86,574	85,180
Total RWA at the level of the resolution group	266,186	258,031	258,378	259,684	253,596
TLAC as a percentage of RWA	33.7%	33.5%	34.1%	33.3%	33.6%
Leverage ratio exposure measure at the level of the resolution group	953,190	938,190	936,824	933,234	909,072
TLAC as a percentage of leverage exposure measure	9.4%	9.2%	9.4%	9.3%	9.4%
Does the subordination exemption in the antepenultimate paragraph of Section 11 of the FSB TLAC Term Sheet apply?	Yes	Yes	Yes	Yes	Yes
Does the subordination exemption in the penultimate paragraph of Section 11 of the FSB TLAC Term Sheet apply?	No	No	No	No	No
If the capped subordination exemption applies, the amount of 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 (%)	N/A	N/A	N/A	N/A	N/A

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com

---

5

CAPITAL AND LEVERAGE

Table 3: Capital Base

	31.03.26	31.12.25
CET1	13.4%	14.1%
Tier 1 capital	16.4%	17.0%
Total capital	19.8%	20.6%
	$million	$million
---	---	---
CET1 instruments and reserves
Capital instruments and the related share premium accounts	5,105	5,120
of which: share premium accounts	3,989	3,989
Retained earnings1	27,684	24,528
Accumulated other comprehensive income (and other reserves)	9,970	10,406
Non-controlling interests (amount allowed in consolidated CET1)	269	262
Independently reviewed interim and year-end profits/(losses)	1,903	5,100
Foreseeable dividends	(1,515)	(1,377)
CET1 capital before regulatory adjustments	43,416	44,039
CET1 regulatory adjustments
Additional value adjustments (prudential valuation adjustments)	(780)	(693)
Intangible assets (net of related tax liability)	(6,183)	(6,145)
Deferred tax assets that rely on future profitability (excludes those arising from temporary differences)	(36)	(15)
Fair value reserves related to net losses on cash flow hedges	(3)	(315)
Deduction of amounts resulting from the calculation of excess expected loss	(629)	(599)
Net gains on liabilities at fair value resulting from changes in own credit risk	190	412
Defined-benefit pension fund assets	(202)	(149)
Fair value gains arising from the institution's own credit risk related to derivative liabilities	(126)	(70)
Exposure amounts which could qualify for risk weighting of 1,250% of which: securitisation positions	(31)	(25)
of which: free deliveries	(11)	(11)
Other regulatory adjustments to CET1 capital	(20)	(14)
Total regulatory adjustments to CET1	(7,800)	(7,599)
CET1 capital	35,616	36,440
Additional Tier 1 capital (AT1) instruments	8,111	7,529
AT1 regulatory adjustments	(20)	(20)
AT1 capital	8,091	7,509
Tier 1 capital	43,707	43,949
Tier 2 capital instruments	9,082	9,308
Tier 2 regulatory adjustments	(30)	(30)
Tier 2 capital	9,052	9,278
Total capital	52,759	53,227
Total risk-weighted assets	266,186	258,031

1 Retained earnings include the effect of regulatory consolidation adjustments

The Group's CET1 ratio of 13.4 per cent dropped 74 basis points, underlying profit accretion was offset by increased RWAs and the full impact of the $1.5 billion share buyback announced in February 2026. The CET1 ratio remains 3.1 percentage points above the Group's latest regulatory minimum. The 74 basis points of CET1 capital accretion from profits was offset by 51 basis points impact from an increase in RWA and 24 basis points reduction from other comprehensive income from fair value gains, regulatory capital adjustments and FX impact. The Group is part way through the $1.5 billion share buyback programme which it announced on 24 February 2026, and by 31 March 2026 had spent $471 million purchasing 22 million ordinary shares, reducing the share count by approximately 0.96 per cent. Even though the share buyback was still ongoing on 31 March 2026, the entire $1.5 billion is deducted from CET1 in the period resulting in 58 basis point impact. The Group is accruing a provisional interim 2026 ordinary share dividend, which is calculated formulaically at one-third of the ordinary dividend paid in 2025 or 61 cents a share. Half of this amount was accrued in the first quarter and combined with payments due to AT1 and preference shareholders reduced the CET1 ratio by 15 basis points.

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com

---

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. Firms who breach their leverage ratio buffers will not face automatic capital distribution restrictions. 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

	31.03.26	31.12.25
	$million	$million
Tier 1 capital (end point)	43,707	43,949
Leverage exposure	953,190	938,190
Leverage ratio	4.6%	4.7%
Leverage exposure quarterly average	964,481	949,214
Leverage ratio quarterly average	4.5%	4.6%
Countercyclical leverage ratio buffer	0.1%	0.1%
G-SII additional leverage ratio buffer	0.4%	0.4%

The Group's leverage ratio of 4.6 per cent is 10 basis points lower than as of 31 December 2025. The reduction from lower Tier 1 capital and increased leverage exposures was partly offset by issuance of AT1 instruments in the first quarter. The Group's leverage ratio remains significantly above its minimum requirement of 3.7 per cent.

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

		31.03.26	31.12.25
		$million	$million
1	Total assets as per published financial statements	972,907	919,955
2	Adjustment for entities which are consolidated for accounting purposes but are outside the scope of prudential consolidation	2,412	2,192
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)	(90,461)	(94,673)
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 assets subject to trade date accounting	(10,434)	(4,254)
7	Adjustment for eligible cash pooling transactions	-	-
8	Adjustment for derivative financial instruments	(15,043)	8,839
9	Adjustment for securities financing transactions (SFTs)	5,237	6,715
10	Adjustment for off-balance sheet items (i.e. conversion to credit equivalent amounts of off-balance sheet exposures)	106,699	117,341
11	(Adjustment for prudent valuation adjustments and specific and general provisions which have reduced tier 1 capital (leverage))	(1,409)	(1,291)
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	(16,718)	(16,634)
13	Total exposure measure	953,190	938,190

1. Other Adjustments include Cash Collateral posted $(10,290) million, Tier-1 Capital deduction other than disclosed in above row 11 $(6,596) million, DTL $168 million

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com

---

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

		31.03.26	31.12.25
		$million	$million
	On-balance sheet exposures (excluding derivatives and SFTs)
1	On-balance sheet items (excluding derivatives, SFTs, but including collateral)	766,689	756,185
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 transactions)	(10,290)	(10,011)
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))	(8,005)	(8,084)
7	Total on-balance sheet exposures (excluding derivatives and SFTs)	748,394	738,090
	Derivative exposures
8	Replacement cost associated with SA-CCR derivatives transactions (i.e. net of eligible cash variation margin)	22,784	17,685
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 transactions	62,386	59,656
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)	(5,222)	(5,324)
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	23,069	24,572
12	(Adjusted effective notional offsets and add-on deductions for written credit derivatives)	(20,401)	(21,968)
13	Total derivatives exposures	82,616	74,621
	Securities financing transaction exposures
14	Gross SFT assets (with no recognition of netting), after adjustment for sales accounting transactions	164,287	160,963
15	(Netted amounts of cash payables and cash receivables of gross SFT assets)	(63,582)	(64,868)
16	Counterparty credit risk exposure for SFT assets	5,237	6,715
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	105,942	102,811
	Other off-balance sheet exposures
19	Off-balance sheet exposures at gross notional amount	436,339	447,113
20	(Adjustments for conversion to credit equivalent amounts)	(329,640)	(329,772)
21	(General provisions deducted in determining tier 1 capital (leverage) and specific provisions associated with off-balance sheet exposures)	-	-
22	Off-balance sheet exposures	106,699	117,341
	Capital and total exposures
23	Tier 1 capital (leverage)	43,707	43,949
24	Total exposure measure including claims on central banks	1,043,651	1,032,863
UK-24a	(-) Claims on central banks excluded	(90,461)	(94,673)
UK-24b	Total exposure measure excluding claims on central banks	953,190	938,190
	Leverage ratio
25	Leverage ratio excluding claims on central banks (%)	4.6%	4.7%
UK-25a	Fully loaded ECL accounting model leverage ratio excluding claims on central banks (%)	4.6%	4.7%
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%
UK-25c	Leverage ratio including claims on central banks (%)	4.2%	4.3%
26	Regulatory minimum leverage ratio requirement (%)	3.3%	3.3%

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com

---

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

		31.03.26	31.12.25
		$million	$million
	Additional leverage ratio disclosure requirements - leverage ratio buffers
27	Leverage ratio buffer (%)	0.5%	0.5%
UK-27a	Of which: G-SII or O-SII additional leverage ratio buffer (%)	0.4%	0.4%
UK-27b	Of which: countercyclical leverage ratio buffer (%)	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	99,040	100,155
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	100,705	96,096
UK-31	Average total exposure measure including claims on central banks	1,060,060	1,042,790
UK-32	Average total exposure measure excluding claims on central banks	964,481	949,214
UK-33	Average leverage ratio including claims on central banks	4.1%	4.2%
UK-34	Average leverage ratio excluding claims on central banks	4.5%	4.6%

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

		31.03.26	31.12.25
		$million	$million
UK-1	Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which:	756,399	746,174
UK-2	Trading book exposures	146,757	125,923
UK-3	Banking book exposures, of which:	609,642	620,251
UK-4	Covered bonds	3,260	3,056
UK-5	Exposures treated as sovereigns	214,379	228,715
UK-6	Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns	18,949	17,098
UK-7	Institutions	46,297	48,577
UK-8	Secured by mortgages of immovable properties	88,555	88,624
UK-9	Retail exposures	27,209	28,307
UK-10	Corporates	152,229	146,503
UK-11	Exposures in default	6,063	6,658
UK-12	Other exposures (e.g. equity, securitisations, and other non-credit obligation assets)	52,701	52,713

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com

---

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)

	31.03.26		31.12.25
		Risk-weighted assets	Regulatory capital requirement1	Risk-weighted assets	Regulatory capital requirement1
		$million	$million	$million	$million
1	Credit risk (excluding CCR)2	160,857	12,869	159,477	12,758
2	Of which standardised approach	37,518	3,001	37,456	2,996
4	Of which slotting approach	5,997	480	5,857	469
5	Of which the advanced IRB (AIRB) approach	117,342	9,387	116,164	9,293
6	Counterparty credit risk - CCR3	25,850	2,068	22,406	1,792
7	Of which the standardised approach	6,183	495	4,197	336
8	Of which internal model method (IMM)	10,949	876	10,667	853
UK 8a	Of which exposures to a CCP	1,641	131	1,322	106
UK 8b	Of which CVA	2,967	237	2,413	193
9	Of which other CCR	4,110	329	3,806	304
15	Settlement risk	-	-	-	-
16	Securitisation exposures in the non-trading book (after the cap)	6,105	488	5,867	469
17	Of which SEC-IRBA approach	2,692	215	2,779	222
18	Of which SEC-ERBA (including IAA)	2,163	173	2,059	165
19	Of which SEC-SA approach	1,250	100	1,029	82
UK 19a	Of which 1250%/ deduction	-	-	-	-
20	Position, foreign exchange and commodities risks (Market risk)	33,643	2,691	30,663	2,453
21	Of which the standardised approach	17,577	1,406	17,156	1,372
22	Of which IMA	16,066	1,285	13,507	1,081
UK 22a	Large exposures	-	-	-	-
23	Operational risk4	35,111	2,809	35,223	2,818
UK 23b	Of which standardised approach	35,111	2,809	35,223	2,818
24	Amounts below the thresholds for deduction (subject to 250% risk weight)	4,619	370	4,395	352
	Floor Adjustment	-	-	-	-
29	Total	266,186	21,295	258,031	20,642

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)
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

Total risk-weighted assets of $266.2 billion increased $8.2 billion or 3.2 per cent from 31 December 2025

• Credit risk RWA at $197.4 billion increased by $5.3 billion as compared to 31 December 2025. The increase was driven by asset growth and mix of $6.8 billion mainly in CIB, $0.4 billion increase from models and asset quality changes. This increase was partly offset by a $0.4 billion decrease from optimisation actions and counterparty credit risk movements, and a further $1.9 billion reduction from currency translation.
• Operational risk RWA remained flat during the quarter as the Group is now performing the annual operational risk RWA computation in the fourth quarter of the year rather than the first quarter.
• Market risk RWA increased $3.0 billion to $33.6 billion as the increase in stress VaR, Specific Interest Rate Risk in CIB was partly offset by change in Structural FX position in C&O.

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 6, 7, 8 and 9 respectively.

Standard Chartered Pillar 3 Disclosures 31 March 2024

www.sc.com

---

Table 9: Movement analysis for RWA

	Credit risk IRB1	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 2025	126,859	42,880	169,739	22,406	192,145	35,223	30,663	258,031
Asset size	2,093	987	3,080	3,699	6,779	-	-	6,779
Asset quality	(325)	-	(325)	(113)	(438)	-	-	(438)
Model updates	835	-	835	-	835	-	(565)	270
Methodology and policy	-	-	-	-	-	-	-	-
Acquisitions and disposals	-	-	-	-	-	-	-	-
Foreign exchange movements	(1,268)	(479)	(1,747)	(142)	(1,889)	-	-	(1,889)
Other, including non-credit risk movements1	-	-	-	-	-	(112)	3,545	3,433
As at 31 March 2026	128,194	43,388	171,582	25,850	197,432	35,111	33,643	266,186

1 RWA efficiencies are disclosed against 'Other, including non-credit risk movements'
2 See Table 8: Overview of RWA (OVI). To note that 'Securitisation', 'Settlement risk' and 'Amounts below the threshold for deduction (subject to 250% risk-weight)' are included in credit risk

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

		Risk-weighted assets	Regulatory capital requirement
		$million	$million
1	As at 31 December 2025	122,021	9,762
2	Asset size	2,076	166
3	Asset quality	(325)	(26)
4	Model updates	835	67
5	Methodology and policy	-	-
6	Acquisitions and disposals	-	-
7	Foreign exchange movements	(1,268)	(101)
8	Other	-	-
9	As at 31 March 2026	123,339	9,867

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com

---

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

		Risk-weighted assets	Regulatory capital requirement
		$million	$million
1	As at 31 December 2025	10,667	854
2	Asset size	282	23
3	Asset quality	(95)	(8)
4	Model updates	-	-
5	Methodology and policy	-	-
6	Acquisitions and disposals	-	-
7	Foreign exchange movements	95	8
8	Other	-	-
9	As at 31 March 2026	10,949	876

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

		VaR $million	SVaR $million	IRC $million	CRM $million	Other1 $million	Total RWA $million	Total capital requirement $million
1	At 31 December 2025	2,572	6,399	-	-	4,536	13,507	1,081
1a	Regulatory adjustment	-	-	-	-	-	-	-
1b	RWAs post adjustment at 31 December 2025	2,572	6,399	-	-	4,536	13,507	1,081
2	Movement in risk levels	436	2,276	-	-	412	3,124	250
3	Model updates/changes	-	-	-	-	(565)	(565)	(45)
4	Methodology and policy	-	-	-	-	-	-	-
5	Acquisitions and disposals	-	-	-	-	-	-	-
6	Foreign exchange movements	-	-	-	-	-	-	-
7	Other	-	-	-	-	-	-	-
8a	At 31 March 2026	3,008	8,675	-	-	4,383	16,066	1,285
8b	Regulatory adjustment	-	-	-	-	-	-	-
8	RWAs post adjustment at 31 March 2026	3,008	8,675	-	-	4,383	16,066	1,285

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

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com

---

LIQUIDITY

Table 13: Quantitative information of LCR (UK LIQ1)

	31.03.26
		Total unweighted value (average)				Total weighted value (average)
		30.06.25 $million	30.09.25 $million	31.12.25 $million	31.03.26 $million	30.06.25 $million	30.09.25 $million	31.12.25 $million	31.03.26 $million
	Number of data points used in the calculation of averages	12	12	12	12	12	12	12	12
	High-Quality Liquid Assets
1	Total High-Quality Liquid Assets (HQLA)					180,147	182,646	185,262	187,764
	Cash outflows
2	Retail deposits and deposits from small business customers, of which:	196,413	204,354	211,436	218,701	18,345	19,227	19,671	20,373
3	Stable deposits	33,815	38,809	43,228	45,532	1,691	1,940	2,161	2,277
4	Less stable deposits	162,598	165,545	168,207	173,170	16,654	17,287	17,509	18,096
5	Unsecured wholesale funding, of which:	273,127	276,536	281,690	287,713	118,768	119,322	121,234	123,733
6	Operational deposits (all counterparties) and deposits in networks of cooperative banks	113,024	116,321	119,083	122,009	28,239	29,045	29,718	30,433
7	Non-operational deposits (all counterparties)	155,636	155,582	158,131	161,102	86,062	85,645	87,041	88,698
8	Unsecured debt	4,467	4,633	4,476	4,602	4,467	4,633	4,476	4,602
9	Secured wholesale funding					7,339	7,290	7,246	7,247
10	Additional requirements	109,191	110,451	111,343	114,645	33,637	32,668	30,576	31,203
11	Outflows related to derivative exposures and other collateral requirements	21,972	19,872	16,512	15,366	16,661	15,360	12,825	12,649
12	Outflows related to loss of funding on debt products	21	37	28	28	21	37	28	28
13	Credit and liquidity facilities	87,198	90,542	94,804	99,251	16,955	17,271	17,723	18,526
14	Other contractual funding obligations	13,060	13,730	15,534	17,770	9,280	9,699	11,260	12,963
15	Other contingent funding obligations	258,204	257,474	254,800	254,839	3,550	3,670	3,873	4,180
16	Total cash outflows					190,919	191,877	193,861	199,699
	Cash inflows
17	Secured lending (e.g. reverse repos)	80,197	83,075	89,539	92,372	13,797	14,181	15,143	16,082
18	Inflows from fully performing exposures	51,250	50,851	51,729	53,496	35,716	35,407	36,143	37,493
19	Other cash inflows	31,465	33,173	34,449	38,253	20,287	21,908	22,764	25,903
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	162,912	167,099	175,717	184,121	69,800	71,495	74,049	79,478
EU-20a	Fully exempt inflows
EU-20b	Inflows subject to 90% cap
EU-20c	Inflows subject to 75% cap	155,246	159,337	167,334	174,981	69,800	71,495	74,049	79,478
	Total adjusted value
21	Liquidity buffer					180,147	182,646	185,262	187,764
22	Total net cash outflows					121,119	120,381	119,812	120,220
23	Liquidity coverage ratio (%)					149%	152%	155%	157%

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com

---

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

	31.12.25
		Total unweighted value (average)				Total weighted value (average)
		31.03.25	30.06.25	30.09.25	31.12.25	31.03.25	30.06.25	30.09.25	31.12.25
		$million	$million	$million	$million	$million	$million	$million	$million
	Number of data points used in the calculation of averages	12	12	12	12	12	12	12	12
High-Quality Liquid Assets
1	Total High-Quality Liquid Assets (HQLA)					177,586	180,147	182,646	185,262
Cash outflows
2	Retail deposits and deposits from small business customers, of which:	188,544	196,413	204,354	211,436	17,541	18,345	19,227	19,671
3	Outflows related to derivative exposures and other collateral requirements	29,423	33,815	38,809	43,228	1,471	1,691	1,940	2,161
4	Outflows related to loss of funding on debt products	159,121	162,598	165,545	168,207	16,070	16,654	17,287	17,509
5	Unsecured wholesale funding, of which:	268,878	273,127	276,536	281,690	117,376	118,768	119,322	121,234
6	Operational deposits (all counterparties) and deposits in networks of cooperative banks	109,512	113,024	116,321	119,083	27,361	28,239	29,045	29,718
7	Non-operational deposits (all counterparties)	155,354	155,636	155,582	158,131	86,002	86,062	85,645	87,041
8	Unsecured debt	4,012	4,467	4,633	4,476	4,012	4,467	4,633	4,476
9	Secured wholesale funding					6,848	7,339	7,290	7,246
10	Additional requirements	106,994	109,191	110,451	111,343	32,782	33,637	32,668	30,576
11	Outflows related to derivative exposures and other collateral requirements	21,962	21,972	19,872	16,512	16,314	16,661	15,360	12,825
12	Outflows related to loss of funding on debt products	49	21	37	28	49	21	37	28
13	Credit and liquidity facilities	84,983	87,198	90,542	94,804	16,418	16,955	17,271	17,723
14	Other contractual funding obligations	12,786	13,060	13,730	15,534	9,209	9,280	9,699	11,260
15	Other contingent funding obligations	256,674	258,204	257,474	254,800	3,546	3,550	3,670	3,873
16	Total cash outflows					187,301	190,919	191,877	193,861
Cash inflows
17	Secured lending (e.g. reverse repos)	74,199	80,197	83,075	89,539	13,130	13,797	14,181	15,143
18	Inflows from fully performing exposures	52,089	51,250	50,851	51,729	36,249	35,716	35,407	36,143
19	Other cash inflows	30,028	31,465	33,173	34,449	18,973	20,287	21,908	22,764
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	156,316	162,912	167,099	175,717	68,352	69,800	71,495	74,049
EU-20a	Fully exempt inflows	-	-	-	-	-	-	-	-
EU-20b	Inflows subject to 90% cap	-	-	-	-	-	-	-	-
EU-20c	Inflows subject to 75% cap	149,270	155,246	159,337	167,334	68,352	69,800	71,495	74,049
Total adjusted value
21	Liquidity buffer					177,586	180,147	182,646	185,262
22	Total net cash outflows					118,948	121,119	120,381	119,812
23	Liquidity coverage ratio (%)					149%	149%	152%	155%

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com

---

IMPORTANT NOTICE

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 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.

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.

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com

---

Annex 1 Key metrics - Standard Chartered - Solo Consolidation

Table 14: Standard Chartered - Solo Consolidation - Leverage ratio

		31.03.26 $million	31.12.25 $million	30.09.25 $million	30.06.25 $million	31.03.25 $million
	Leverage ratio
13	Leverage ratio total exposure measure	467,448	448,330	452,434	458,219	441,987
14	Leverage ratio	4.1%	4.2%	4.2%	4.2%	4.4%
	Additional leverage ratio disclosure requirements
14a	Fully loaded ECL accounting model leverage ratio excluding claims on central banks (%)	4.1%	4.2%	4.2%	4.2%	4.4%
14b	Leverage ratio including claims on central banks (%)	3.8%	3.8%	3.8%	3.8%	3.9%
14c	Average leverage ratio excluding claims on central banks (%)	4.0%	4.1%	4.2%	4.2%	4.3%
14d	Average leverage ratio including claims on central banks (%)	3.6%	3.6%	3.8%	3.8%	3.8%
14e	Countercyclical leverage ratio buffer (%)	0.1%	0.1%	0.1%	0.1%	0.1%

Standard Chartered Pillar 3 Disclosures 31 March 2026

www.sc.com