Standard Chartered PLC

Pillar 3 Disclosures

31 March 2024

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 31 March 2024 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 2024 and should be read in conjunction with the Group's Q1 2024 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 2024 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 2024 Results Statement have been applied to confirm compliance with PRA regulations.

1

Standard Chartered Pillar 3 Disclosures 31 March 2024

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4 KEY PRUDENTIAL METRICS Table 1: Key metrics template (UK KM1)

31.03.24

31.12.23

30.09.23

30.06.23

31.03.23

$million

$million

$million

$million

$million

Available capital amounts

1

Common Equity Tier 1 (CET1) capital

34,279

34,314

33,569

34,896

34,402

Common Equity Tier 1 (CET1) capital as if IFRS 9 or analogous

34,279

34,314

33,569

34,896

34,402

ECLs transitional arrangements had not been applied

2

Tier 1 capital

40,765

39,806

39,061

40,388

39,894

Tier 1 capital as if IFRS 9 or analogous ECLs transitional

40,765

39,806

39,061

40,388

39,894

arrangements had not been applied

3

Total capital

52,538

51,741

51,112

52,669

52,318

Total capital as if IFRS 9 or analogous ECLs transitional

52,538

51,741

51,112

52,669

52,318

arrangements had not been applied

Risk-weighted exposure amounts

4

Total risk-weighted exposure amount

252,116

244,151

241,506

249,117

250,893

Total risk-weighted exposure amount if IFRS 9 or analogous

252,119

244,151

241,506

249,117

250,893

ECLs transitional arrangements had not been applied

Risk-based capital ratios as a percentage of RWA

5

Common Equity Tier 1 ratio

13.6%

14.1%

13.9%

14.0%

13.7%

Common Equity Tier 1 ratio as if IFRS 9 or analogous ECLs

13.6%

14.1%

13.9%

14.0%

13.7%

transitional arrangements had not been applied

6

Tier 1 ratio

16.2%

16.3%

16.2%

16.2%

15.9%

Tier 1 ratio as if IFRS 9 or analogous ECLs transitional

16.2%

16.3%

16.2%

16.2%

15.9%

arrangements had not been applied

7

Total capital ratio

20.8%

21.2%

21.2%

21.1%

20.9%

Total capital ratio as if IFRS 9 or analogous ECLs transitional

20.8%

21.2%

21.2%

21.1%

20.9%

arrangements had not been applied

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%

0.39%

0.37%

0.29%

0.28%

10

Global Systemically Important Institution buffer

1.00%

1.00%

1.00%

1.00%

1.00%

11

Combined buffer requirement

3.88%

3.89%

3.87%

3.79%

3.78%

UK 11a

Overall capital requirements

10.50%

10.51%

10.48%

10.39%

10.38%

CET1 available after meeting the total SREP own funds

6.97%

7.43%

7.29%

7.40%

7.09%

12

requirements

Leverage ratio

13

Leverage ratio total exposure measure

847,142

823,546

844,979

857,214

854,711

14

Leverage ratio

4.8%

4.7%

4.7%

4.8%

4.7%

Additional leverage ratio disclosure requirements

14a

Fully loaded ECL accounting model leverage ratio excluding

4.8%

4.7%

4.7%

4.8%

4.7%

claims on central banks (%)

14b

Leverage ratio including claims on central banks (%)

4.4%

4.2%

4.2%

4.3%

4.2%

14c

Average leverage ratio excluding claims on central banks

4.6%

4.6%

4.7%

4.7%

4.6%

(%)

14d

Average leverage ratio including claims on central banks (%)

4.1%

4.1%

4.2%

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 -

187,777

185,986

181,663

177,767

178,289

average)

UK 16a

Cash outflows - Total weighted value

183,826

182,716

181,470

180,200

182,573

UK 16b

Cash inflows - Total weighted value

66,037

66,652

66,418

66,341

64,371

16

Total net cash outflows (adjusted value)

117,790

116,064

115,052

113,859

118,202

17

Liquidity coverage ratio

159.7%

160.4%

158.0%

156.2%

151.2%

Net Stable Funding Ratio

404,275

18

Total available stable funding

403,238

400,424

396,309

392,258

19

Total required stable funding

297,556

296,467

296,235

296,814

298,838

20

NSFR ratio (%)

135.9%

136.0%

135.2%

133.5%

131.3%

2

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Standard Chartered applies regulatory transitional arrangements to accounting provisions recognised from 1 January 2018 under IFRS 9, as permitted by paragraph 4 of article 473a of the Capital Requirements Regulation, introduced by Regulation (EU) 2017/2395 and amended by Regulation (EU) 2020/873 of the European Parliament and of the Council.

Under this approach, the balance of expected credit loss (ECL) provisions in excess of the regulatory defined expected loss (EL) and additional ECL on standardised portfolios, net of related tax, are phased into the CET1 capital base over f ive years. The proportion phased in for the increase in the balance on day one of IFRS 9 adoption, and any subsequent increase to 31 December 2019 is 30 per cent in 2020; 50 per cent in 2021; and 75 per cent in 2022. From 2023 onwards th

ere is no transitional relief on these components. The proportion phased in for any increase in the balance from 1 Janu ary 2020 at each reporting date is 0 per cent in 2020; 0 per cent in 2021; 25 per cent in 2022; 50 per cent in 2023; and

75 per cent in 2024. From 2025 there is no transitional relief.

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)

31.03.24

31.12.23

30.09.23

30.06.23

31.03.23

$million

$million

$million

$million

$million

Resolution group

Total loss-absorbing capacity (TLAC) available

84,417

81,310

80,460

79,847

78,424

Fully loaded ECL accounting model TLAC available

81,310

80,460

79,847

78,424

84,417

Total RWA at the level of the resolution group

244,151

241,506

249,117

250,893

252,116

TLAC as a percentage of RWA

33.5%

33.3%

33.3%

32.1%

31.3%

Fully loaded ECL accounting model TLAC as a

33.3%

33.3%

32.1%

31.3%

33.5%

percentage of fully

loaded ECL accounting model RWA (%)

Leverage ratio exposure measure at the level of the

854,711

847,142

823,546

844,979

857,214

resolution group

TLAC as a percentage of leverage exposure measure

9.9%

9.6%

9.8%

9.4%

9.1%

Fully loaded ECL accounting model TLAC as a

9.9%

9.6%

9.8%

9.4%

9.1%

percentage of fully loaded ECL accounting model

Leverage exposure measure

Does the subordination exemption in the

Yes

Yes

Yes

Yes

Yes

antepenultimate paragraph of Section 11 of the FSB

TLAC Term Sheet apply?

Does the subordination exemption in the penultimate

No

No

No

No

No

paragraph of Section 11 of the FSB TLAC Term Sheet

apply?

If the capped subordination exemption applies, the

N/A

N/A

N/A

N/A

N/A

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 (%)

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5

CAPITAL AND LEVERAGE

Table 3: Capital Base

31.03.24

31.12.23

CET1

13.6%

14.1%

Tier 1 capital

16.2%

16.3%

Total capital

20.8%

21.2%

$million

$million

CET1 instruments and reserves

Capital instruments and the related share premium accounts

5,295

5,321

of which: share premium accounts

3,989

3,989

Retained earnings1

27,502

24,930

Accumulated other comprehensive income (and other reserves)

8,247

9,171

Non-controlling interests (amount allowed in consolidated CET1)

256

217

Independently reviewed interim and year-end profits/(losses)

1,407

3,542

Foreseeable dividends

(830)

(768)

CET1 capital before regulatory adjustments

41,877

42,413

CET1 regulatory adjustments

Additional value adjustments (prudential valuation adjustments)

(726)

(730)

Intangible assets (net of related tax liability)

(6,066)

(6,128)

Deferred tax assets that rely on future profitability (excludes those arising from temporary

(51)

(41)

differences)

Fair value reserves related to net losses on cash flow hedges

4

(91)

Deduction of amounts resulting from the calculation of excess expected loss

(784)

(754)

Net gains on liabilities at fair value resulting from changes in own credit risk

231

(100)

Defined-benefit pension fund assets

(103)

(95)

Fair value gains arising from the institution's own credit risk related to derivative liabilities

(70)

(116)

Exposure amounts which could qualify for risk weighting of 1,250%

(33)

(44)

of which: securitisation positions

(23)

(33)

of which: free deliveries

(10)

(11)

Other regulatory adjustments to CET1 capital (including IFRS 9 transitional adjustments when

-

-

relevant)

Total regulatory adjustments to CET1

(7,598)

(8,099)

CET1 capital

34,279

34,314

Additional Tier 1 capital (AT1) instruments

6,506

5,512

AT1 regulatory adjustments

(20)

(20)

AT1 capital

6,486

5,492

Tier 1 capital

40,765

39,806

Tier 2 capital instruments

11,803

11,965

Tier 2 regulatory adjustments

(30)

(30)

Tier 2 capital

11,773

11,935

Total capital

52,538

51,741

Total risk-weighted assets

252,116

244,151

1 Retained earnings include the effect of regulatory consolidation adjustments

CET1 ratio decreased to 13.6 per cent with profit accretion more than offset by the $1 billion share buyback and reduction from higher RWA.

4

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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

31.03.24

31.12.23

$million

$million

Tier 1 capital (end point)

40,765

39,806

Leverage exposure

854,711

847,142

Leverage ratio

4.8%

4.7%

Leverage exposure quarterly average

868,496

853,968

Leverage ratio quarterly average

4.6%

4.6%

Countercyclical leverage ratio buffer

0.1%

0.1%

G-SII additional leverage ratio buffer

0.4%

0.4%

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

31.03.24

31.12.23

$million

$million

1

Total assets as per published financial statements

812,525

822,844

2

Adjustment for entities which are consolidated for accounting purposes but are outside the

455

518

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)

(81,482)

(93,218)

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

(101)

(95)

accounting

7

Adjustment for eligible cash pooling transactions

-

-

8

Adjustment for derivative financial instruments

10,211

4,512

9

Adjustment for securities financing transactions (SFTs)

6,639

5,062

10

Adjustment for off-balance sheet items (i.e. conversion to credit equivalent amounts of off-

122,233

123,572

balance sheet exposures)

11

(Adjustment for prudent valuation adjustments and specific and general provisions which

(1,510)

(1,485)

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

(16,082)

(12,745)

13

Total exposure measure

854,711

847,142

1. Other Adjustments include Cash Collateral posted $(6,685) million, Tier-1 Capital deduction other than disclosed in above row11 $(6,247) million, DTL $187 million

5

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

31.03.24 31.12.23

1

2

3

4

5

6

7

8

UK-8a

9 UK-9a

UK-9b 10 UK-10aUK-10b 11 12

13

14

15

16 UK-16a

17 UK-17a

18

19

20

21

22

UK-22a

UK-22b

UK-22g

UK-22k

23

24 UK-24a

UK-24b

25 UK-25aUK-25b

UK-25c 26

On-balance sheet exposures (excluding derivatives and SFTs)

On-balance sheet items (excluding derivatives, SFTs, but including collateral)

Gross-up for derivatives collateral provided, where deducted from the balance sheet assets pursuant to the applicable accounting framework

(Deductions of receivables assets for cash variation margin provided in derivatives transactions) (Adjustment for securities received under securities financing transactions that are recognised as an asset)

(General credit risk adjustments to on-balance sheet items) (Asset amounts deducted in determining tier 1 capital (leverage))

Total on-balance sheet exposures (excluding derivatives and SFTs)

Derivative exposures

Replacement cost associated with SA-CCR derivatives transactions (i.e. net of eligible cash variation margin)

Derogation for derivatives: replacement costs contribution under the simplified standardised approach

Add-on amounts for potential future exposure associated with SA-CCR derivatives transactions Derogation for derivatives: potential future exposure contribution under the simplified standardised approach

Exposure determined under the original exposure method (Exempted CCP leg of client-cleared trade exposures) (SA-CCR)

(Exempted CCP leg of client-cleared trade exposures) (simplified standardised approach)

(Exempted CCP leg of client-cleared trade exposures) (original exposure method) Adjusted effective notional amount of written credit derivatives

(Adjusted effective notional offsets and add-on deductions for written credit derivatives)

Total derivatives exposures

Securities financing transaction exposures

Gross SFT assets (with no recognition of netting), after adjustment for sales accounting transactions (Netted amounts of cash payables and cash receivables of gross SFT assets)

Counterparty credit risk exposure for SFT assets

Derogation for SFTs: counterparty credit risk exposure in accordance with Articles 429e(5) and 222 of the CRR

Agent transaction exposures

(Exempted CCP leg of client-cleared SFT exposures)

Total securities financing transaction exposures

Other off-balance sheet exposures

Off-balance sheet exposures at gross notional amount (Adjustments for conversion to credit equivalent amounts)

(General provisions deducted in determining tier 1 capital (leverage) and specific provisions associated with off-balance sheet exposures)

Off-balance sheet exposures

Excluded exposures

(Exposures excluded from the total exposure measure in accordance with point (c) of Article 429a(1) of the CRR)

(Exposures exempted in accordance with point (j) of Article 429a(1) of the CRR (on- and off- balance sheet))

(Excluded excess collateral deposited at triparty agents)

(Total exempted exposures)

Capital and total exposures

Tier 1 capital (leverage)

Total exposure measure including claims on central banks (-) Claims on central banks excluded

Total exposure measure excluding claims on central banks

Leverage ratio

Leverage ratio excluding claims on central banks (%)

Fully loaded ECL accounting model leverage ratio excluding claims on central banks (%)

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 (%) Leverage ratio including claims on central banks (%)

Regulatory minimum leverage ratio requirement (%)

$million

$million

671,493

675,338

-

-

(6,685)

(9,833)

-

-

-

-

(7,757)

(7,883)

657,051

657,622

16,720

14,660

-

-

44,602

43,041

-

-

-

-

(5,740)

(4,114)

-

-

-

-

130,047

130,300

(128,624)

(128,941)

57,006

54,946

110,006 107,876

(15,165) (10,295)

5,062 6,639

- -

-

-

-

-

99,903

104,220

502,869 509,093

(380,636) (385,521)

- -

122,233

123,572

-

-

-

-

-

-

-

-

40,765

39,806

936,193

940,360

(81,482)

(93,218)

854,711

847,142

4.8% 4.7%

4.8% 4.7%

4.8% 4.7%

4.4% 4.2%

3.3% 3.3%

6

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

31.03.24 31.12.23

27 UK-27aUK-27b

28

29

UK-31UK-32UK-33UK-34

Additional leverage ratio disclosure requirements - leverage ratio buffers

Leverage ratio buffer (%)

Of which: G-SII or O-SII additional leverage ratio buffer (%)

Of which: countercyclical leverage ratio buffer (%)

Additional leverage ratio disclosure requirements - disclosure of mean values

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

Quarter-end value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables

Average total exposure measure including claims on central banks Average total exposure measure excluding claims on central banks Average leverage ratio including claims on central banks Average leverage ratio excluding claims on central banks

$million $million

0.5%

0.5%

0.4%

0.4%

0.1%

0.1%

94,442

91,360

94,841

97,581

959,142 952,997

868,496 853,968

4.1% 4.1%

4.6% 4.6%

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

UK-1 Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which: UK-2 Trading book exposures

UK-3 Banking book exposures, of which:

UK-4 Covered bonds

UK-5 Exposures treated as sovereigns

UK-6 Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns

UK-7 Institutions

UK-8 Secured by mortgages of immovable properties

UK-9 Retail exposures

UK-10 Corporates

UK-11 Exposures in default

UK-12 Other exposures (e.g. equity, securitisations, and other non-credit obligation assets)

31.03.24

31.12.23

$million

$million

664,808

665,505

64,834

49,107

599,974

616,398

7,437

8,020

217,699

226,131

3,603

2,051

61,973 69,038

86,949 90,290

26,705 27,507

137,548 132,627

6,021 6,091

52,039 54,643

7

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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)

  1. Credit risk (excluding CCR)2
  2. Of which standardised approach
  1. Of which slotting approach
  2. Of which the advanced IRB (AIRB) approach
  3. Counterparty credit risk - CCR3
  4. Of which the standardised approach
  5. Of which internal model method (IMM)

UK 8a Of which exposures to a CCP

UK 8b Of which CVA

9

Of which other CCR

  1. Settlement risk
  2. Securitisation exposures in the non-trading book (after the cap)
  3. Of which SEC-IRBA approach
  4. Of which SEC-ERBA (including IAA)
  5. Of which SEC-SA approach

UK 19a Of which 1250%/ deduction

  1. Position, foreign exchange and commodities risks (Market risk)
  2. Of which the standardised approach
  3. Of which IMA

UK 22a

Large exposures

23

Operational risk4

UK 23b Of which standardised approach

24 Amounts below the thresholds for deduction (subject to 250% risk weight)

Floor Adjustment

29 Total

31.03.24

Risk- Regulatory

weighted capital

assets requirement1

$million $million

164,200 13,136

36,290 2,903

3,879 310

124,031 9,922

19,227 1,538

3,363 269

9,760 781

846 68

2,370 190

2,888

231

-

-

5,746

460

2,867

229

2,402

192

477 38

--

29,302 2,344

14,052 1,124

15,250 1,220

--

29,805 2,384

29,805 2,384

3,836 307

--

252,116 20,169

31.12.23

Risk- Regulatory

weighted capital

assets requirement1

$million $million

160,359 12,829

35,039 2,803

4,112 329

121,208 9,697

20,801 1,664

3,457 277

9,085 727

918 73

2,046 164

5,295

424

-

-

6,337

507

3,123 250

2,879 230

335 27

--

24,867

1,989

11,960

957

12,908

1,033

-

-

27,861

2,229

27,861

2,229

3,926

314

-

-

244,151

19,532

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

RWA increased by $8.0 billion, or 3.3 per cent from 31 December 2023 to $252.1 billion. This was driven by:

  1. Credit Risk increased by $1.6 billion in the first quarter to $193.0 billion. There was a $2.3 billion increase from asset size and a $1.3 billion increase from model and methodology changes, partly offset by a $2.2 billion reduction from currency translation
  1. Market Risk increased $4.4 billion due to RWA being deployed to support Markets income growth
  1. Operational Risk increased $1.9 billion primarily due to an increase in average income as measured over a rolling three-year time horizon, with higher 2023 income replacing lower 2020 income

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.

8

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Standard Chartered plc published this content on 02 May 2024 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 02 May 2024 12:58:32 UTC.