Pillar 3 Disclosures as at 31 December 2025

Oversea-Chinese Banking Corporation Limited Incorporated in the Republic of Singapore Company Registration Number: 193200032W

Table of Contents

1. Attestation Statement 5
2. Introduction 6
3. Accounting and Regulatory Consolidation 6
4. Key Metrics 7
5. Macroprudential Supervisory Measures 8

   1. Disclosure of G-SIB Indicators 8

   2. Geographical Distribution of Credit Exposures Used in the Countercyclical Capital Buffer 10

6. Composition of Capital 11

   1. Reconciliation of Regulatory Capital to Balance Sheet 11

   2. Composition of Regulatory Capital 13

   3. Main Features of Regulatory Capital Instruments 16

7. Linkages between Financial Statements and Regulatory Exposures 20

   1. Differences between Accounting and Regulatory Scopes of Consolidation and Mapping of Financial Statement Categories with Regulatory Risk Categories 20

   2. Main Sources of Differences between Regulatory Exposure Amounts and Carrying Amounts in Financial Statements 22

   3. Prudent Valuation Adjustments 23

8. Leverage Ratio 24

   1. Leverage Ratio Summary Comparison Table 24

   2. Leverage Ratio Common Disclosure Table 25

9. Credit Quality 27

   1. Credit Quality of Assets 27

   2. Changes in Stock of Defaulted Loans to Customers and Debt Securities 28

   3. Additional Disclosures related to Credit Quality of Assets 29

   4. Overview of Past Due Exposure and Impairment Allowances 34

   5. Restructured Exposures 40

10. Asset Encumbrance 41
11. Key Approaches used for Computation of RWA 42
12. Overview of RWA 43
13. Comparison of Modelled and Standardised RWA 44

    1. Comparison of Modelled and Standardised RWA at Risk Level 44

    2. Comparison of Modelled and Standardised RWA for Credit Risk at Asset Class Level 45

14. IRBA - RWA Flow Statement for Credit Risk Exposures 46
15. Credit Exposures Under Standardised and IRB Approaches 47

    1. SA(CR) - Credit Risk Exposures and CRM Effects 47

    2. SA(CR) - Exposures by Asset Classes and Risk Weights 49

    3. F-IRBA - Credit Exposures by Portfolio and PD Range 53

    4. A-IRBA - Credit Exposures by Portfolio and PD Range 57

    5. Overview of CRM Techniques 61

    6. IRBA - Effect on RWA of Credit Derivatives used as CRM 61

16. IRBA - Backtesting of PD per portfolio 62

    1. F-IRBA - Backtesting of PD per portfolio 62

    2. A-IRBA - Backtesting of PD per portfolio 66

17. IRBA - Specialised Lending under the Slotting Approach 70
18. Counterparty Credit Risk 71

    1. Analysis of CCR Exposures by Approach 71

    2. Exposures to Central Counterparties 72

    3. SA - CCR Exposures by Portfolio and Risk Weights 74

    4. F-IRBA - CCR Exposures by Portfolio and PD Range 75

    5. A-IRBA - CCR Exposures by Portfolio and PD Range 79

    6. Composition of Collateral for CCR Exposure 81

    7. Credit Derivative Exposures 82

19. Securitisation Exposures 83

    1. Securitisation Exposures in the Banking Book 83

    2. Securitisation Exposures in the Trading Book 84

    3. Securitisation Exposures in the Banking Book and associated Regulatory Capital Requirements -

       A Reporting Bank acting as Originator or as Sponsor 84

    4. Securitisation Exposures in the Banking Book and associated Regulatory Capital Requirements -

       A Reporting Bank acting as Investor 85

20. Market Risk 86

    1. Market Risk under Standardised Approach 86

    2. CVA Risk Capital Requirements 87

21. Operational Risk 88

    1. Historical Losses 88

    2. Business Indicator and Subcomponents 90

    3. Minimum Required Operational Risk Capital 91

22. Interest Rate Risk in the Banking Book 92
23. Liquidity Coverage Ratio 93

    1. Average Group All Currency LCR 94

    2. Average Group SGD LCR 95

24. Net Stable Funding Ratio 96
25. Abbreviations 99

1. ATTESTATION STATEMENT
   
   

   Pursuant to MAS Notice 637 on Risk Based Capital Adequacy for Banks incorporated in Singapore and on behalf of the Board, we are satisfied that the Pillar 3 disclosures in this report have been prepared in accordance with the internal control processes approved by the Board for public disclosures.

   Goh Chin Yee

   Group Chief Financial Officer

   25 February 2026
2. INTRODUCTION

   This document presents the information in accordance with Pillar 3 ("P3") disclosure requirements under Monetary Authority of Singapore ("MAS") Notice 637 on Risk Based Capital Adequacy Requirements for banks incorporated in Singapore. These requirements specify reporting templates for most of the quantitative and qualitative disclosures to enable market participants to better compare the capital adequacy and risk profile across banks via improved consistency in public disclosure.

   For purpose of the quarterly disclosure for OCBC Group ("Group") as at 31 December 2025, explanations of the drivers behind significant differences between reporting periods for the respective sections are provided where appropriate. The disclosure on the RWA flow statements for the following are omitted as there is no exposure treated under these approaches:

   • Counterparty Credit Risk ("CCR") under the Internal Models Method

   • Credit Valuation Adjustment ("CVA") exposures under Standardised Approach ("SA-CVA")

   As part of enhanced public disclosures on risk profile and capital adequacy driven by changes in Part XI of MAS Notice 637, a risk disclosure policy which includes establishing and maintaining internal control processes over the disclosure - among other requirements - has been approved by the Board. The Board has also appointed the Group CFO to attest that the P3 report has been prepared in accordance with the approved internal control processes.

   The figures in this document are reported in Singapore dollars rounded to the nearest million, unless otherwise stated.

3. ACCOUNTING AND REGULATORY CONSOLIDATION

   The consolidation basis used for regulatory capital computation is similar to that used for financial reporting except for the following:

   • Great Eastern Holdings Limited and its insurance subsidiaries are excluded from regulatory consolidation and are treated as investments in unconsolidated major stake companies that are financial institutions in accordance with MAS Notice 637's definition of insurance subsidiary. The regulatory adjustments applied to these investments are in accordance with MAS Notice 637 paragraphs 6.1.5(p), 6.2.6(d) and 6.3.10(d).

   • As at 31 December 2025, the total equity of these insurance subsidiaries was S$11 billion and total assets were S$122 billion.

   Disclosures on the Group's reconciliation of regulatory capital to balance sheet and composition of regulatory capital can be found in Section 6 of this document.

4. KEY METRICS

   The table below provides an overview of the Group's prudential regulatory metrics, as stipulated by MAS Notice 637.

   The Group's CET1 ratio remains stable quarter-on-quarter at 16.9% mainly due to profit accretion offset by higher total RWA.

   (a) (b) (c) (d) (e)

   Dec-25 Sep-25 Jun-25 Mar-25 Dec-24

   Available Capital (S$ million)

   1 CET1 Capital 41,938 40,446 40,740 41,813 40,388

   2 Tier 1 Capital 43,676 42,184 42,477 43,550 42,124

   3 Total Capital 48,184 46,631 46,876 48,071 46,619

   Risk Weighted Assets (S$ million)

   4 Total RWA 248,845 239,853 238,964 238,236 236,288

   4a Total RWA (pre-floor) 248,845 239,853 238,964 238,236 236,288

   Risk-based Capital Ratios as a percentage of RWA (%)

   5 CET1 Ratio 16.9 16.9 17.0 17.6 17.1

   5a CET1 Ratio (pre-floor) 16.9 16.9 17.0 17.6 17.1

   6 Tier 1 Ratio 17.6 17.6 17.8 18.3 17.8

   6a Tier 1 Ratio (pre-floor) 17.6 17.6 17.8 18.3 17.8

   7 Total Capital Ratio 19.4 19.4 19.6 20.2 19.7

   7a Total Capital Ratio (pre-floor) 19.4 19.4 19.6 20.2 19.7

   Additional CET1 buffer requirements as a percentage of RWA (%)

   1. Capital conservation buffer requirement 2.5 2.5 2.5 2.5 2.5

   2. Countercyclical buffer requirement 0.3 0.3 0.3 0.3 0.3

   3. G-SIB and/or D-SIB additional requirements - - - - -

   4. Total of Bank CET1 specific requirements 1/2.8 2.8 2.8 2.8 2.8

   5. CET1 available after meeting the Reporting Bank's minimum capital requirements

      Leverage Ratio (S$ million)

      9.4 9.4 9.6 10.2 9.7

   6. Total Leverage Ratio exposure measure 612,322 588,824 579,677 579,591 569,084

   7. Leverage Ratio (%) 2/7.1 7.2 7.3 7.5 7.4

      14a

      Leverage Ratio (%) incorporating mean values for SFT assets

      Liquidity Coverage Ratio (S$ million) 3/

      7.1 7.2 7.3 7.5 7.4

   8. Total HQLA 103,003 98,298 96,246 92,303 90,862

   9. Total NCO 72,739 69,771 70,730 69,907 64,919

   10. LCR (%) 142 141 136 132 140

       Net Stable Funding Ratio (S$ million)

   11. Total ASF 343,425 334,152 328,280 329,108 319,286

   12. Total RSF 301,023 292,385 289,981 289,401 282,578

   13. NSFR (%) 114 114 113 114 113

   1/Sum of rows 8, 9 and 10

   2/Computed by row 2 / row 13

   3/Reported as simple averages of daily observations for the respective quarter

5. MACROPRUDENTIAL SUPERVISORY MEASURES
   1. Disclosure of G-SIB Indicators

      The BCBS has published indicators it uses to classify a Bank as a G-SIB. While OCBC is not a G-SIB, it is required under MAS Notice 637 to disclose the G-SIB indicators. The G-SIB indicators disclosed in the table below are unaudited and have been prepared in accordance with the instructions issued by BCBS and may not be directly comparable with other disclosed information.

      31 Dec 2025

      Category		Indicators used for assessing G-SIB 2/	Amount
      1	Cross-jurisdictional	Cross-jurisdictional claims	334,715
      2	activity	Cross-jurisdictional liabilities	266,094
      3	Size	Total exposures as defined for use in the Basel III leverage ratio1/	740,812
      4		Intra-financial system assets	188,197
      5	Interconnectedness	Intra-financial system liabilities	82,370
      6		Securities outstanding	153,664
      7		Assets under custody	200,068
      8 Payments activity			8,964,136

      9

      10a

      Substitutability / financial institution infrastructure

      Underwritten transactions in debt and equity markets 11,622

      Trading Volume - Fixed income securities 195,167

      10b - Equities and other securities 193,131

      11

      1. Complexity

         Notional amount of OTC derivatives 1,701,260

         Level 3 assets 7,222

      2. Trading and available-for-sale securities 52,175

The following table provides an overview of the Group's geographical distribution of private sector credit

exposures for the calculation of CCyB.

Countercyclical capital buffer is determined based on the weighted average of the effective CCyB in the country or jurisdiction with private sector credit exposures. The geographic allocation of these exposures reflects the location of the ultimate risk associated with each exposure.

30 Jun 25

(a) (b) (c) (d)

Geographical breakdown

Country-specific countercyclical capital buffer requirement

RWA for private sector credit exposures used in the computation of the CCyB

Bank-specific countercyclical capital buffer requirement 1/

Countercyclical capital buffer amount

1/The Bank-Specific CCyB is the additional capital which needs to be maintained above the Regulatory minimum and Capital Conservation buffer requirement.