Task Force on Climate-related Financial Disclosures Index The following table indicates where readers can find information that addresses the TCFD requirements, either in this report or other publicly avail - able documents. In addition, see our 2021 TCFD Report , which includes detailed information in response to TCFD requirements. Disclosure Report Section or Other Documentation Governance a) Describe the Board’s oversight of climate-related risks and opportunities. • 2021 TCFD Report • Nomination, Governance and Public Affairs Committee Charter b) Describe management’s role in assessing and managing climate- related risks and opportunities. • Climate Risk and Net Zero • 2021 TCFD Report Strategy a) Describe the climate-related risks and opportunities the organization has identified over the short, medium and long term. • Our $1 Trillion Commitment • Financing the Low-Carbon Transition • Climate Risk and Net Zero • 2021 TCFD Report • Citi’s Environmental and Social Policy Framework b) Describe the impact of climate- related risks and opportunities on the organization’s businesses, strategy and financial planning. • Financing the Low-Carbon Transition • Climate Risk and Net Zero • Sustainable Operations • Citi’s Environmental and Social Policy Framework c) Describe the resilience of the organization’s strategy, taking into consideration different climate- related scenarios, including a 2°C or lower scenario. • Climate Risk and Net Zero • Sustainable Operations > Managing Climate Risk in Our Operations • 2021 TCFD Report Risk Management a) Describe the organization’s processes for identifying and assessing climate-related risks. • Climate Risk and Net Zero • Risk Management > Environmental and Social Risk Management • Citi’s Environmental and Social Policy Framework b) Describe the organization’s processes for managing climate- related risks. • Climate Risk and Net Zero • Sustainable Operations > Managing Climate Risk in Our Operations • Risk Management > Environmental and Social Risk Management • Citi’s Environmental and Social Policy Framework c) Describe how processes for identifying, assessing and managing climate-related risks are integrated into the organization’s overall risk management. • Climate Risk and Net Zero • Sustainable Operations > Managing Climate Risk in Our Operations • Risk Management > Environmental and Social Risk Management • Citi’s Environmental and Social Policy Framework • 2021 10-K pages 118–119 Contents ESGatCiti SustainableFinance SustainableProgress Equitable&ResilientCommunities Talent&DEI RiskManagement&ResponsibleBusiness Appendices ESGS ataC ius niblnG 168