East West Bancorp posts $110M Q3 comprehensive loss

Nine-month operating cash flow was $1.498 billion, alongside third-quarter comprehensive loss of $109.7 million.

Available on EDGAR 11/06/2026 - 04:05 PM EST Accepted by SEC EDGAR 11/06/2026 - 04:04 PM EST Learn about SEC filing dates

Rhea-AI Filing Summary

East West Bancorp, Inc. (EWBC) reported third-quarter 2026 net income of $382.2 million, compared with $368.4 million a year earlier; diluted earnings were $2.76 per share versus $2.65. For the first nine months, net income was $1.104 billion versus $968.9 million, and net cash provided by operating activities was $1.498 billion versus $788.3 million.

At September 30, 2026, deposits were $71.493 billion, net loans held-for-investment were $58.846 billion, total assets were $86.012 billion, and cash and cash equivalents were $4.635 billion. Stockholders’ equity was $9.040 billion; accumulated other comprehensive loss was $905.7 million, compared with $345.6 million at December 31, 2025.

Third-quarter comprehensive loss was $109.7 million, including $491.9 million of other comprehensive loss and $458.9 million of after-tax unrealized losses on available-for-sale debt securities. East West said the securities’ unrealized losses primarily reflected interest rates and widening liquidity and credit spreads, not credit deterioration, and stated it expected to recover their entire amortized cost basis; it recorded no allowance for credit losses on these securities at September 30.

2 points · 0 major

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Positive

• Moderate pointNine-month net income was $1.104 billion, versus $968.9 million.
• Moderate pointNet cash from operating activities was $1.498 billion, versus $788.3 million.

Negative

• None.

Filing Explained

At September 30, 2026, East West Bancorp reported $964,000 thousand of repurchase-agreement liabilities secured by securities; the filing says the agreements matured during October 2026.

Key Figures

Quarterly net income: $382.2 million; $368.4 million in 2025 Nine-month net income: $1.104 billion; $968.9 million in 2025 Net cash provided by operating activities: $1.498 billion; $788.3 million in 2025 +4 more

7 metrics

Quarterly net income $382.2 million; $368.4 million in 2025 Three months ended September 30, 2026 and 2025

Nine-month net income $1.104 billion; $968.9 million in 2025 Nine months ended September 30, 2026 and 2025

Net cash provided by operating activities $1.498 billion; $788.3 million in 2025 Nine months ended September 30, 2026 and 2025

Diluted earnings per share $2.76; $2.65 in 2025 Three months ended September 30, 2026 and 2025

Deposits $71.493 billion As of September 30, 2026

Loans held-for-investment, net $58.846 billion As of September 30, 2026

Accumulated other comprehensive loss $905.7 million As of September 30, 2026

Key Terms

available-for-sale (AFS) debt securities, held-to-maturity (HTM) debt securities, accumulated other comprehensive loss, cash flow hedges, +1 more

5 terms

available-for-sale (AFS) debt securities financial

"AFS debt securities in unrealized loss positions"

held-to-maturity (HTM) debt securities financial

"HTM debt securities at amortized cost"

accumulated other comprehensive loss financial

"Accumulated other comprehensive loss, net of tax"

Accumulated other comprehensive loss is the running negative total of certain gains and losses that companies record outside their regular profit-and-loss statement, such as changes in the value of some investments, pension adjustments, or currency translation effects. It matters to investors because it reduces shareholders’ equity and reveals economic swings that haven’t affected reported net income yet — like a side ledger showing pending ups and downs that could influence future cash flow or balance-sheet strength.

cash flow hedges financial

"interest rate contracts designated as cash flow hedges"

A cash flow hedge is an accounting label companies use when they enter financial contracts—like currency or interest-rate agreements—to protect expected future cash payments or receipts from unpredictable moves. For investors, it signals that the company is trying to smooth out future cash variability (think of locking in a price to avoid surprises), which can reduce reported profit swings but also means the company has exposure to derivative instruments and their associated risks.

allowance for credit losses financial

"no allowance for credit losses was required"

Allowance for credit losses is a reserve set aside by a financial institution to cover potential losses from borrowers who may not repay their loans. It acts like a safety net, helping the institution prepare for loans that might turn sour. For investors, it signals how cautious the institution is about the quality of its loans and potential risks to its financial health.

FAQ

AI-generated questions and answers. How Rhea-AI works. Not financial advice.

What was EWBC’s net income in the third quarter of 2026?

EWBC reported net income of $382.2 million for the three months ended September 30, 2026, compared with $368.4 million for the same 2025 period. Diluted earnings per share were $2.76, versus $2.65.

How much operating cash flow did EWBC generate in the first nine months of 2026?

EWBC reported $1.498 billion of net cash provided by operating activities for the nine months ended September 30, 2026, compared with $788.3 million for the same 2025 period.

What drove EWBC’s third-quarter comprehensive loss?

EWBC reported $491.9 million of other comprehensive loss for the three months ended September 30, 2026. This included $458.9 million of net unrealized losses on available-for-sale debt securities and $38.1 million of net losses on cash flow hedges.

How many EWBC securities were in a gross unrealized loss position?

EWBC reported 655 available-for-sale debt securities in a gross unrealized loss position as of September 30, 2026, with aggregate gross unrealized losses of $1.126 billion.

AI-generated analysis. How Rhea-AI works. Not financial advice.

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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 10-Q

☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF

THE SECURITIES EXCHANGE ACT OF 1934

For the quarterly period ended September 30, 2026

or

☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF

THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from to

Commission file number 000-24939

EAST WEST BANCORP, INC.

(Exact name of registrant as specified in its charter)

Delaware

(State or other jurisdiction of incorporation or organization)

95-4703316

(I.R.S. Employer Identification No.)

135 North Los Robles Ave., 7th Floor, Pasadena, California 91101

(Address of principal executive offices) (Zip Code)

Registrant’s telephone number, including area code:

(626) 768-6000

Securities registered pursuant to Section 12(b) of the Act: 

Title of each class

Trading Symbol(s)

Name of each exchange  on which registered

Common Stock, par value $0.001 per share

EWBC

The Nasdaq Global Select Market

    Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.

Yes ☒ No ☐

    Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit such files).

Yes ☒ No ☐

    Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company, or an emerging growth company. See the definitions of “large accelerated filer,” “accelerated filer,” “smaller reporting company,” and “emerging growth company” in Rule 12b-2 of the Exchange Act.

Large accelerated filer

☒

Accelerated filer

☐

Non-accelerated filer

☐

Smaller reporting company

☐

Emerging growth company

☐

    If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. ☐

    Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act).

Yes ☐ No ☒

    Number of shares outstanding of the issuer’s common stock on the latest practicable date: 137,037,321 shares as of October 31, 2026.

TABLE OF CONTENTS

									Page
FORWARD-LOOKING STATEMENTS									3
PART I — FINANCIAL INFORMATION									4
			Item 1.			Consolidated Financial Statements			4
						Consolidated Balance Sheet (Unaudited)			4
						Consolidated Statement of Income (Unaudited)			5
						Consolidated Statement of Comprehensive Income (Unaudited)			6
						Consolidated Statement of Changes in Stockholders’ Equity (Unaudited)			7
						Consolidated Statement of Cash Flows (Unaudited)			8
						Notes to Consolidated Financial Statements (Unaudited)			10
						1 — Basis of Presentation and Current Accounting Developments			10
						2 — Fair Value Measurement and Fair Value of Financial Instruments			11
						3 — Securities Purchased under Resale Agreements and Sold under Repurchase Agreements			18
						4 — Securities			19
						5 — Derivatives			26
						6 — Loans Receivable and Allowance for Credit Losses			32
						7 — Affordable Housing Partnership, Tax Credit and Community Reinvestment Act Investments, Net			50
						8 — Federal Home Loan Bank Advances and Long-Term Debt			51
						9 — Commitments and Contingencies			52
						10 — Stock Compensation Plans			53
						11 — Stockholders’ Equity and Earnings Per Share			54
						12 — Accumulated Other Comprehensive Income (Loss)			55
						13 — Business Segments			57
			Item 2.			Management’s Discussion and Analysis of Financial Condition and Results of Operations			61
			Item 3.			Quantitative and Qualitative Disclosures About Market Risk			105
			Item 4.			Controls and Procedures			105
PART II — OTHER INFORMATION									106
			Item 1.			Legal Proceedings			106
			Item 1A.			Risk Factors			106
			Item 2.			Unregistered Sales of Equity Securities and Use of Proceeds			106
			Item 5.			Other Information			106
			Item 6.			Exhibits			107
GLOSSARY OF ACRONYMS									108
SIGNATURE									109

2

Forward-Looking Statements

Certain matters discussed in this Quarterly Report on Form 10-Q contain “forward-looking statements” intended to be covered by the safe harbor for such statements provided by the Private Securities Litigation Reform Act of 1995. East West Bancorp, Inc. (referred to herein on an unconsolidated basis as “East West” and on a consolidated basis as the “Company,” “we,” “our” or “EWBC”) may make forward-looking statements in other documents that it files with, or furnishes to, the United States (“U.S.”) Securities and Exchange Commission (“SEC”), and management may make forward-looking statements to analysts, investors, media members and others. Forward-looking statements are those that do not relate to historical facts and that are based on current assumptions, beliefs, estimates, expectations and projections, many of which, by their nature, are inherently uncertain and beyond the Company’s control. Forward-looking statements may relate to various matters, including the Company’s financial condition, results of operations, plans, objectives, future performance, business or industry, and usually can be identified by the use of forward-looking words such as “anticipates,” “assumes,” “believes,” “can,” “continues,” “could,” “estimates,” “expects,” “forecasts,” “goal,” “intends,” “likely,” “may,” “might,” “objective,” “plans,” “potential,” “projects,” “remains,” “should,” “target,” “trend,” “will,” “would” or similar expressions or variations thereof, and the negative thereof, although these terms are not the exclusive means of identifying such statements. You should not place undue reliance on forward-looking statements, as they are subject to known and unknown risks and uncertainties.

Factors that might cause future results to differ materially from historical performance and any forward-looking statements include, but are not limited to:

•changes in local, regional and global business, economic and political conditions, and natural or geopolitical events;

•the soundness of other financial institutions and the impacts related to or resulting from bank failures and other industry volatility, including potential increased regulatory requirements, Federal Deposit Insurance Corporation insurance premiums and assessments, and deposit withdrawals;

•changes in trade, tariff, tax, monetary and fiscal policies;

•changes in immigration laws and enforcement practices, or travel and visa related policies;

•current or potential disputes between the U.S., the People’s Republic of China and other countries;

•armed conflict involving Iran or heightened geopolitical tensions in other regions, including resulting oil price volatility and energy and other supply disruptions;

•changes in the commercial and consumer real estate markets;

•changes in consumer or commercial spending, savings and borrowing habits, patterns and behaviors;

•the Company’s ability to compete effectively against financial institutions and other entities, including as a result of emerging technologies;

•the success and timing of the Company’s business strategies;

•the Company’s ability to retain key officers and employees;

•changes in market interest rates, competition, regulatory requirements and product mix;

•changes in the Company’s costs of operation, compliance and expansion;

•disruption, failure in, or breach of, the Company’s operational or security systems or infrastructure, or those of third-party vendors with which the Company does business, including as a result of cyber-attacks, and the disclosure or misuse of confidential information;

•the adequacy of the Company’s risk management framework;

•future credit quality and performance, including expectations regarding future credit losses and allowance levels;

•adverse changes to the Company’s credit ratings;

•legal proceedings, regulatory investigations and their resolution;

•the Company’s capital requirements and its ability to generate capital internally or raise capital on favorable terms;

•the impact on the Company’s liquidity due to changes in its ability to receive dividends from subsidiaries;

•any strategic acquisitions or divestitures; and

•the introduction of new or expanded products and services or other events that may directly or indirectly result in a negative impact on the financial performance of the Company and its customers.

For a more detailed discussion of some of the factors that might cause future results to differ materially from historical performance and any forward-looking statements, see the Company’s Annual Report on Form 10-K for the year ended December 31, 2025, filed with the SEC on February 27, 2026 under the heading Item 1A. Risk Factors and the Company’s subsequent filings with the SEC. Forward-looking statements speak only as of the date they are made and are based solely on information then actually known to the Company. The Company does not undertake, and expressly disclaims, any obligation to update or revise any forward-looking statements to reflect events or circumstances after the date of such statements, except as required by law.

3

PART I — FINANCIAL INFORMATION

ITEM 1. CONSOLIDATED FINANCIAL STATEMENTS

EAST WEST BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED BALANCE SHEET

($ in thousands, except shares)

(Unaudited)

						September 30, 2026						December 31, 2025
ASSETS
Cash and due from banks						$	548,833					$	656,125
Interest-bearing cash with banks						4,086,485						3,532,014
Cash and cash equivalents						4,635,318						4,188,139
Interest-bearing deposits with banks						12,186						16,189
Securities purchased under resale agreements (“resale agreements”)						425,000						425,000
Debt securities:
Available-for-sale (“AFS”), at fair value (amortized cost of $16,311,109 and $13,619,781)						15,185,584						13,212,220
Held-to-maturity (“HTM”), at amortized cost (fair value of $2,315,672 and $2,479,746)						2,834,710						2,870,058
Loans held-for-sale						17,425						20,976
Loans held-for-investment (net of allowance for loan and lease losses (“ALLL”) of $864,631 and $809,773)						58,846,086						56,068,399
Affordable housing partnership, tax credit and Community Reinvestment Act (“CRA”) investments, net						885,343						969,492
Premises and equipment (net of accumulated depreciation of $184,344 and $175,297)						202,590						82,310
Operating lease right-of-use assets						153,761						125,407
Goodwill						465,697						465,697
Other assets						2,348,038						1,991,110
TOTAL						$	86,011,738					$	80,434,997
LIABILITIES
Deposits:
Noninterest-bearing						$	18,539,391					$	16,697,099
Interest-bearing						52,953,248						50,385,602
Total deposits						71,492,639						67,082,701
Federal Home Loan Bank (“FHLB”) advances						3,000,000						3,000,000
Securities sold under repurchase agreements (“repurchase agreements”)						964,000						—
Long-term debt and finance lease liabilities						35,380						35,645
Operating lease liabilities						173,876						138,206
Accrued expenses and other liabilities						1,306,081						1,279,243
Total liabilities						76,971,976						71,535,795
COMMITMENTS AND CONTINGENCIES (Note 9)
STOCKHOLDERS’ EQUITY
Common stock, $0.001 par value, 200,000,000 shares authorized; 171,108,813 and 170,487,574 shares issued						171						170
Additional paid-in capital						2,166,851						2,111,316
Retained earnings						9,071,609						8,301,522
Treasury stock, at cost 34,088,765 and 32,908,712 shares						(1,293,174)						(1,168,196)
Accumulated other comprehensive loss (“AOCI”), net of tax						(905,695)						(345,610)
Total stockholders’ equity						9,039,762						8,899,202
TOTAL						$	86,011,738					$	80,434,997

See accompanying Notes to Consolidated Financial Statements.

4

EAST WEST BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED STATEMENT OF INCOME

($ and shares in thousands, except per share data)

(Unaudited)

						Three Months Ended September 30,												Nine Months Ended September 30,
						2026						2025						2026						2025
INTEREST AND DIVIDEND INCOME
Loans receivable, including fees						$	898,981					$	919,518					$	2,632,348					$	2,625,625
Debt securities						185,097						158,562						515,604						460,134
Resale agreements						1,624						1,616						4,873						4,850
Restricted equity securities						7,687						2,866						15,830						8,682
Interest-bearing cash and deposits with banks						31,340						47,170						92,407						121,242
Total interest and dividend income						1,124,729						1,129,732						3,261,062						3,220,533
INTEREST EXPENSE
Deposits						368,401						414,637						1,083,235						1,207,206
Federal funds purchased and other short-term borrowings						7						3						16						10
FHLB advances						29,902						36,740						84,361						114,919
Repurchase agreements						6,904						148						16,874						1,577
Long-term debt and finance lease liabilities						619						674						1,836						2,016
Total interest expense						405,833						452,202						1,186,322						1,325,728
Net interest income before provision for credit losses						718,896						677,530						2,074,740						1,894,805
Provision for credit losses						45,000						36,000						114,000						130,000
Net interest income after provision for credit losses						673,896						641,530						1,960,740						1,764,805
NONINTEREST INCOME
Commercial and consumer deposit-related fees						32,603						28,409						94,843						82,349
Lending and loan servicing fees						25,790						27,605						79,821						79,421
Foreign exchange income						17,798						14,491						48,171						44,043
Wealth management fees						15,540						14,562						57,261						38,966
Customer derivative income and derivative mark-to-market adjustments						8,074						6,124						14,766						12,394
Net gains on AFS debt securities						290						57						3,837						934
Other investment income						1,699						705						4,606						3,645
Other income						2,059						8,564						9,596						17,045
Total noninterest income						103,853						100,517						312,901						278,797
NONINTEREST EXPENSE
Compensation and employee benefits						169,575						175,585						514,783						466,861
Occupancy and equipment expense						19,224						16,970						57,025						48,948
Computer- and software-related expense						17,991						12,949						48,171						39,709
Deposit insurance premiums and regulatory assessments						10,519						8,644						29,646						28,162
Deposit account expense						9,493						8,851						25,932						27,241
Other real estate owned (“OREO”) (income) expense						(185)						2,186						1,805						5,859
Other operating expense						32,695						36,045						108,106						110,640
Amortization of tax credit and CRA investments						23,731						15,693						68,511						57,671
Total noninterest expense						283,043						276,923						853,979						785,091
INCOME BEFORE INCOME TAXES						494,706						465,124						1,419,662						1,258,511
Income tax expense						112,510						96,730						315,970						289,594
NET INCOME						$	382,196					$	368,394					$	1,103,692					$	968,917
Earnings per share (“EPS”)
- Basic						$	2.78					$	2.68					$	8.02					$	7.03
- Diluted						$	2.76					$	2.65					$	7.97					$	6.97
Weighted-average number of shares outstanding
- Basic						137,471						137,676						137,662						137,897
- Diluted						138,461						138,942						138,512						139,090

See accompanying Notes to Consolidated Financial Statements.

5

EAST WEST BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED STATEMENT OF COMPREHENSIVE INCOME

($ in thousands)

(Unaudited)

						Three Months Ended September 30,												Nine Months Ended September 30,
						2026						2025						2026						2025
Net income						$	382,196					$	368,394					$	1,103,692					$	968,917
Other comprehensive (loss) income, net of tax:
Net changes in unrealized (losses) gains on AFS debt securities						(458,901)						78,845						(507,059)						150,518
Amortization of unrealized losses on debt securities transferred from AFS to HTM						2,526						4,102						7,592						8,015
Net changes in unrealized (losses) gains on cash flow hedges						(38,086)						1,802						(70,932)						51,211
Foreign currency translation adjustments						2,552						2,074						10,314						(41)
Other comprehensive (loss) income						(491,909)						86,823						(560,085)						209,703
COMPREHENSIVE (LOSS) INCOME						$	(109,713)					$	455,217					$	543,607					$	1,178,620

See accompanying Notes to Consolidated Financial Statements.

6

EAST WEST BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED STATEMENT OF CHANGES IN STOCKHOLDERS’ EQUITY

($ in thousands, except shares and per share data)

(Unaudited)

						Common Stock and Additional Paid-in Capital
						Shares						Amount						Retained Earnings						Treasury Stock						AOCI, Net of Tax						Total Stockholders’ Equity
BALANCE, JULY 1, 2025						137,816,091						$	2,060,285					$	7,744,221					$	(1,140,359)					$	(462,380)					$	8,201,767
Net income						—						—						368,394						—						—						368,394
Other comprehensive income						—						—						—						—						86,823						86,823
Issuance of common stock pursuant to various stock compensation plans and agreements						18,337						36,112						—						—						—						36,112
Repurchase of common stock pursuant to various stock compensation plans and agreements						(8,608)						—						—						(896)						—						(896)
Repurchase of common stock pursuant to the stock repurchase program						(257,760)						—						—						(25,667)						—						(25,667)
Cash dividends on common stock ($0.60 per share)						—						—						(83,733)						—						—						(83,733)
BALANCE, SEPTEMBER 30, 2025						137,568,060						$	2,096,397					$	8,028,882					$	(1,166,922)					$	(375,557)					$	8,582,800
BALANCE, JULY 1, 2026						137,010,612						$	2,151,400					$	8,800,428					$	(1,292,113)					$	(413,786)					$	9,245,929
Net income						—						—						382,196						—						—						382,196
Other comprehensive loss						—						—						—						—						(491,909)						(491,909)
Issuance of common stock pursuant to various stock compensation plans and agreements						15,659						15,622						—						—						—						15,622
Repurchase of common stock pursuant to various stock compensation plans and agreements						(6,223)						—						—						(1,061)						—						(1,061)
Cash dividends on common stock ($0.80 per share)						—						—						(111,015)						—						—						(111,015)
BALANCE, SEPTEMBER 30, 2026						137,020,048						$	2,167,022					$	9,071,609					$	(1,293,174)					$	(905,695)					$	9,039,762

						Common Stock and Additional Paid-in Capital
						Shares						Amount						Retained Earnings						Treasury Stock						AOCI, Net of Tax						Total Stockholders’ Equity
BALANCE, JANUARY 1, 2025						138,437,299						$	2,030,882					$	7,311,542					$	(1,034,110)					$	(585,260)					$	7,723,054
Net income						—						—						968,917						—						—						968,917
Other comprehensive income						—						—						—						—						209,703						209,703
Issuance of common stock pursuant to various stock compensation plans and agreements						538,416						65,515						—						—						—						65,515
Repurchase of common stock pursuant to various stock compensation plans and agreements						(205,559)						—						—						(18,933)						—						(18,933)
Repurchase of common stock pursuant to the stock repurchase program						(1,202,096)						—						—						(113,879)						—						(113,879)
Cash dividends on common stock ($1.80 per share)						—						—						(251,577)						—						—						(251,577)
BALANCE, SEPTEMBER 30, 2025						137,568,060						$	2,096,397					$	8,028,882					$	(1,166,922)					$	(375,557)					$	8,582,800
BALANCE, JANUARY 1, 2026						137,578,862						$	2,111,486					$	8,301,522					$	(1,168,196)					$	(345,610)					$	8,899,202
Net income						—						—						1,103,692						—						—						1,103,692
Other comprehensive loss						—						—						—						—						(560,085)						(560,085)
Issuance of common stock pursuant to various stock compensation plans and agreements						621,239						55,536						—						—						—						55,536
Repurchase of common stock pursuant to various stock compensation plans and agreements						(242,343)						—						—						(26,158)						—						(26,158)
Repurchase of common stock pursuant to the stock repurchase program						(937,710)						—						—						(98,820)						—						(98,820)
Cash dividends on common stock ($2.40 per share)						—						—						(333,605)						—						—						(333,605)
BALANCE, SEPTEMBER 30, 2026						137,020,048						$	2,167,022					$	9,071,609					$	(1,293,174)					$	(905,695)					$	9,039,762

See accompanying Notes to Consolidated Financial Statements.

7

EAST WEST BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED STATEMENT OF CASH FLOWS

($ in thousands)

(Unaudited)

						Nine Months Ended September 30,
						2026						2025
CASH FLOWS FROM OPERATING ACTIVITIES
Net income						$	1,103,692					$	968,917
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses						114,000						130,000
Depreciation, amortization and accretion, net						182,844						158,939
Stock compensation costs						52,477						62,592
Deferred income tax expense (benefit)						10,340						(26,147)
Net gains on AFS debt securities						(3,837)						(934)
Net (gains) losses on OREO write-downs and sales						(1,140)						4,426
Loans held-for-sale:
Originations and purchases						(3,111)						(3,269)
Proceeds from sales and paydowns/payoffs of loans originally classified as held-for-sale						3,097						3,266
Net change in accrued interest receivable and other assets						(1,757)						(331,075)
Net change in accrued expenses and other liabilities						43,206						(173,587)
Other operating activities, net						(2,167)						(4,836)
Total adjustments						393,952						(180,625)
Net cash provided by operating activities						1,497,644						788,292
CASH FLOWS FROM INVESTING ACTIVITIES
Net (increase) decrease in:
Affordable housing partnership, tax credit and CRA investments						(196,105)						(265,527)
Interest-bearing deposits with banks						5,197						(19,476)
AFS debt securities:
Proceeds from sales						1,331,261						606,685
Proceeds from repayments, maturities and redemptions						1,773,220						2,566,741
Purchases						(5,788,746)						(4,877,885)
Loans held-for-investment:
Proceeds from sales of loans originally classified as held-for-investment						272,546						251,012
Purchases						(759,117)						(709,194)
Other changes in loans held-for-investment, net						(2,390,095)						(1,575,591)
Purchases of premises and equipment, net						(129,603)						(4,702)
Proceeds from sales of OREO						20,886						30,939
Proceeds from repayments and redemptions of HTM debt securities						46,540						48,409
(Purchases) redemptions of FHLB stock, net						(7,526)						13,888
Other investing activities, net						11,759						13,269
Net cash used in investing activities						(5,809,783)						(3,921,432)

See accompanying Notes to Consolidated Financial Statements.

8

EAST WEST BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED STATEMENT OF CASH FLOWS

($ in thousands)

(Unaudited)

(Continued)

						Nine Months Ended September 30,
						2026						2025
CASH FLOWS FROM FINANCING ACTIVITIES
Net change in deposits						4,227,848						3,412,410
Net change in short-term borrowings						—						9,847
FHLB advances:
Proceeds						2,800,000						2,500,000
Repayments						(2,300,000)						(3,000,000)
Net change in short-term FHLB advances						(500,000)						—
Net change in repurchase agreements						964,000						53,489
Repayment of lease liabilities						(634)						(627)
Common stock:
Proceeds from issuance pursuant to various stock compensation plans and agreements						1,593						1,721
Stock tendered for payment of withholding taxes						(26,578)						(18,974)
Repurchase of common stock pursuant to the stock repurchase program						(98,510)						(114,548)
Cash dividends paid						(333,359)						(251,439)
Net cash provided by financing activities						4,734,360						2,591,879
Effect of exchange rate changes on cash and cash equivalents						24,958						(15,287)
NET INCREASE (DECREASE) IN CASH AND CASH EQUIVALENTS						447,179						(556,548)
CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD						4,188,139						5,250,742
CASH AND CASH EQUIVALENTS, END OF PERIOD						$	4,635,318					$	4,694,194
SUPPLEMENTAL CASH FLOW INFORMATION:
Cash paid during the period for:
Interest						$	1,196,075					$	1,330,970
Income taxes, net						$	207,577					$	263,995
Noncash investing and financing activities:
Loans transferred from held-for-investment to held-for-sale						$	279,174					$	270,451
Loans transferred from held-for-sale to held-for-investment						$	3,497					$	—
Loans transferred to OREO						$	63,166					$	25,506

See accompanying Notes to Consolidated Financial Statements.

9

EAST WEST BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

(Unaudited)

Note 1 — Basis of Presentation and Current Accounting Developments

East West Bancorp, Inc. (referred to herein on an unconsolidated basis as “East West” and on a consolidated basis as the “Company,” “we,” “our” or “EWBC”) is a registered bank holding company that offers a full range of banking services to individuals and businesses through its subsidiary bank, East West Bank and its subsidiaries (“East West Bank” or the “Bank”). The unaudited interim Consolidated Financial Statements in this Quarterly Report on Form 10-Q (this “Form 10-Q”) include the accounts of East West, East West Bank and East West’s subsidiaries. All intercompany balances and transactions have been eliminated in consolidation.

The unaudited interim Consolidated Financial Statements are presented in accordance with United States (“U.S.”) Generally Accepted Accounting Principles (“GAAP”), applicable guidelines prescribed by regulatory authorities and general practices in the banking industry. While the unaudited interim Consolidated Financial Statements reflect all adjustments that, in the opinion of management, are necessary for fair presentation, they primarily serve to update the Company’s Annual Report on Form 10-K for the year ended December 31, 2025, filed with the U.S. Securities and Exchange Commission on February 27, 2026 (the “Company’s 2025 Form 10-K”), and may not include all the information and notes necessary to constitute a complete set of financial statements. Accordingly, they should be read in conjunction with the audited Consolidated Financial Statements and notes thereto included in the Company’s 2025 Form 10-K.

The preparation of the Consolidated Financial Statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities as of the date of the Consolidated Financial Statements, income and expenses during the reporting periods, and the related disclosures. Although our estimates consider current conditions and how we expect them to change in the future, it is reasonably possible that actual results may differ materially from those estimates. Accordingly, the current period’s results of operations are not necessarily indicative of results that may be expected for any future interim period or for the year as a whole. Certain items on the Consolidated Financial Statements and notes for the prior periods have been reclassified to conform to the current presentation. Events subsequent to the Consolidated Balance Sheet date have been evaluated through the date the Consolidated Financial Statements are issued for inclusion in the accompanying Consolidated Financial Statements.

Recent Accounting Pronouncements Yet to be Adopted

Standard			Required Date of Adoption			Description			Effect on Financial Statements
Accounting Standards Update (“ASU”) No. 2025-09, Derivatives and Hedging (Topic 815): Hedge Accounting Improvements			January 1, 2027 Early adoption is permitted.			The key provisions of ASU 2025-09 that amend certain hedge accounting guidance in Accounting Standards Codification (“ASC”) 815, Derivatives and Hedging are as follows: 1.Changes the requirement for designating a group of individual forecasted transactions from having a “shared” risk exposure to having a “similar” risk exposure. 2.Enables entities to apply cash flow hedge accounting on “choose-your-rate” debt. 3.Broadens situations where hedge accounting can be applied to forecasted purchases and sales of nonfinancial assets. 4.Eliminates the requirement to perform a net written option assessment for a compound derivative when it is designated as a hedging instrument. 5.In the case of a dual hedge where a foreign-currency-denominated debt instrument is designated as the hedging instrument in a net investment hedge and a hedged item in a fair value hedge of interest rate risk, the ASU requires the debt instrument’s fair value hedge basis adjustment be excluded when performing the net investment hedge effectiveness assessment. This guidance must be applied prospectively for all new hedging relationships and may be applied to existing hedging relationships if elected.			The Company does not expect adoption to have a material impact on the Company’s Consolidated Financial Statements.

10

Recent Accounting Pronouncements Yet to be Adopted (Continued)

Standard			Required Date of Adoption			Description			Effect on Financial Statements
ASU No. 2025-08, Financial Instruments — Credit Losses (Topic 326)			January 1, 2027 Early adoption is permitted.			ASU 2025-08 expands the population of financial assets that are within the scope of the gross-up approach under ASC 326 to include purchased seasoned loans. Under the guidance, purchased seasoned loans include loans that are not credit deteriorated and are either: •acquired in a business combination, •acquired in an asset acquisition or upon consolidation of a variable interest entity that is not a business, or •purchased more than 90 days after their origination date by a transferee that was not involved in their origination. The guidance also introduces an accounting policy election to use the amortized cost basis of the asset rather than the discounted cash flow analysis to subsequently measure the credit losses on purchased seasoned loans. This accounting policy election is made on an individual acquisition basis and is irrevocable for each applicable acquisition once elected. The new guidance does not apply to credit card loans, receivables within the scope of ASC 606, or debt securities. The guidance must be applied prospectively.			The Company does not expect adoption to have a material impact on the Company’s Consolidated Financial Statements.
ASU No. 2024-03, Income Statement — Reporting Comprehensive Income — Expense Disaggregation Disclosures (Subtopic 220-40): Disaggregation of Income Statement Expenses			December 31, 2027 Early adoption is permitted.			ASU 2024-03 requires public companies to disclose, in both interim and annual reporting periods, additional information about specified expense categories included within relevant expense captions presented on the face of the income statement. The required disclosures include: •The amounts of (a) purchases of inventory; (b) employee compensation; (c) depreciation; (d) intangible asset amortization; and (e) depreciation, depletion and amortization of capitalized costs related to oil- and gas-producing activities in each relevant expense caption. •A qualitative description of the amounts remaining in relevant expense captions that are not separately disaggregated quantitatively.			The Company does not expect adoption to have a material impact on the Company’s Consolidated Financial Statements.

Note 2 — Fair Value Measurement and Fair Value of Financial Instruments

The Company measures certain assets and liabilities at fair value in accordance with U.S. GAAP. These assets and liabilities are primarily measured at fair value on a recurring basis. Certain assets and liabilities are measured at fair value on a nonrecurring basis when required under specific accounting guidance, such as when it is appropriate to measure at the lower of cost or fair value or when an individual asset must be written down. The Company categorizes its assets and liabilities within a three-level hierarchy based on the observability of valuation inputs, and it reviews the fair value hierarchy classifications on a quarterly basis. For a description of the fair value hierarchy and the Company’s fair value measurement policies, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Fair Value to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

11

Assets and Liabilities Measured at Fair Value on a Recurring Basis

The following tables present the Company’s assets and liabilities measured at fair value on a recurring basis by fair value hierarchy as of September 30, 2026 and December 31, 2025. For additional information regarding the valuation methodologies and significant inputs used for recurring fair value measurements, see Note 2 — Fair Value Measurement and Fair Value of Financial Instruments to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

						Assets and Liabilities Measured at Fair Value on a Recurring Basis as of September 30, 2026
($ in thousands)						Level 1						Level 2						Level 3						Total Fair Value
AFS debt securities:
U.S. Treasury securities						$	1,649,102					$	—					$	—					$	1,649,102
U.S. government agency and U.S. government-sponsored enterprise debt securities						—						242,951						—						242,951
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (1):
Commercial mortgage-backed securities						—						212,430						—						212,430
Residential mortgage-backed securities						—						11,720,602						—						11,720,602
Municipal securities						—						216,354						—						216,354
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities						—						169,930						—						169,930
Residential mortgage-backed securities						—						333,740						—						333,740
Corporate debt securities						—						384,202						—						384,202
Foreign government bonds						—						256,273						—						256,273
Total AFS debt securities						$	1,649,102					$	13,536,482					$	—					$	15,185,584
Affordable housing partnership, tax credit and CRA investments, net:
Equity securities						$	21,356					$	4,177					$	—					$	25,533
Total affordable housing partnership, tax credit and CRA investments, net						$	21,356					$	4,177					$	—					$	25,533
Other assets:
Equity securities						$	—					$	—					$	—					$	—
Total other assets						$	—					$	—					$	—					$	—
Derivative assets:
Interest rate contracts						$	—					$	360,893					$	—					$	360,893
Foreign exchange contracts						—						54,697						—						54,697
Credit contracts						—						3						—						3
Equity contracts						—						—						489						489
Commodity contracts						—						116,786						—						116,786
Gross derivative assets						$	—					$	532,379					$	489					$	532,868
Netting adjustments (2)						$	—					$	(406,992)					$	—					$	(406,992)
Net derivative assets						$	—					$	125,387					$	489					$	125,876
Derivative liabilities:
Interest rate contracts						$	—					$	422,775					$	—					$	422,775
Foreign exchange contracts						—						51,235						—						51,235
Credit contracts						—						95						—						95
Equity contracts (3)						—						—						15,144						15,144
Commodity contracts						—						103,675						—						103,675
Gross derivative liabilities						$	—					$	577,780					$	15,144					$	592,924
Netting adjustments (2)						$	—					$	(148,009)					$	—					$	(148,009)
Net derivative liabilities						$	—					$	429,771					$	15,144					$	444,915

Refer to table footnotes on the following page.

12

						Assets and Liabilities Measured at Fair Value on a Recurring Basis as of December 31, 2025
($ in thousands)						Level 1						Level 2						Level 3						Total Fair Value
AFS debt securities:
U.S. Treasury securities						$	993,913					$	—					$	—					$	993,913
U.S. government agency and U.S. government-sponsored enterprise debt securities						—						257,654						—						257,654
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (1):
Commercial mortgage-backed securities						—						265,338						—						265,338
Residential mortgage-backed securities						—						10,132,653						—						10,132,653
Municipal securities						—						243,102						—						243,102
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities						—						190,948						—						190,948
Residential mortgage-backed securities						—						393,787						—						393,787
Corporate debt securities						—						464,981						—						464,981
Foreign government bonds						—						238,455						—						238,455
Asset-backed securities						—						31,389						—						31,389
Total AFS debt securities						$	993,913					$	12,218,307					$	—					$	13,212,220
Affordable housing partnership, tax credit and CRA investments, net:
Equity securities						$	22,098					$	4,298					$	—					$	26,396
Total affordable housing partnership, tax credit and CRA investments, net						$	22,098					$	4,298					$	—					$	26,396
Other assets:
Equity securities						$	630					$	—					$	—					$	630
Total other assets						$	630					$	—					$	—					$	630
Derivative assets:
Interest rate contracts						$	—					$	298,558					$	—					$	298,558
Foreign exchange contracts						—						44,340						—						44,340
Credit contracts						—						25						—						25
Equity contracts						—						—						522						522
Commodity contracts						—						66,022						—						66,022
Gross derivative assets						$	—					$	408,945					$	522					$	409,467
Netting adjustments (2)						$	—					$	(257,525)					$	—					$	(257,525)
Net derivative assets						$	—					$	151,420					$	522					$	151,942
Derivative liabilities:
Interest rate contracts						$	—					$	256,870					$	—					$	256,870
Foreign exchange contracts						—						43,160						—						43,160
Equity contracts (3)						—						—						13,734						13,734
Credit contracts						—						51						—						51
Commodity contracts						—						72,158						—						72,158
Gross derivative liabilities						$	—					$	372,239					$	13,734					$	385,973
Netting adjustments (2)						$	—					$	(101,640)					$	—					$	(101,640)
Net derivative liabilities						$	—					$	270,599					$	13,734					$	284,333

(1)Includes Government National Mortgage Association (“GNMA”) AFS debt securities totaling $10.0 billion and $9.6 billion of fair value as of September 30, 2026 and December 31, 2025, respectively.

(2)Represents the balance sheet netting of derivative assets and liabilities and related cash collateral under master netting or similar agreements. See Note 5 — Derivatives to the Consolidated Financial Statements in this Form 10-Q for additional information.

(3)Equity contracts classified as derivative liabilities consisted of performance-based restricted stock units (“RSUs”) granted as part of the Company’s consideration in an investment.

13

For the three and nine months ended September 30, 2026 and 2025, the Company’s Level 3 recurring fair value measurements consisted of warrant equity contracts issued by private companies and liability-classified contingently issuable shares of the Company. The following table provides a reconciliation of the beginning and ending balances of these Level 3 fair value measurements for the three and nine months ended September 30, 2026 and 2025:

						Three Months Ended September 30,												Nine Months Ended September 30,
($ in thousands)						2026						2025						2026						2025
Derivative assets:
Equity contracts
Beginning balance						$	524					$	377					$	522					$	239
Total losses included in earnings (1)						(35)						(13)						(33)						(131)
Issuances (1)						—						183						—						439
Ending balance						$	489					$	547					$	489					$	547
Derivative liabilities:
Equity contracts (2)
Beginning balance						$	15,775					$	15,119					$	13,734					$	15,119
Total (gains) losses included in earnings (3)						(631)						—						1,410						—
Ending balance						$	15,144					$	15,119					$	15,144					$	15,119

(1)Included in Lending and loan servicing fees on the Consolidated Statement of Income.

(2)Equity contracts classified as derivative liabilities consisted of performance-based RSUs granted as part of the Company’s consideration in an investment.

(3)Included in Other investment income on the Consolidated Statement of Income.

The following table summarizes the valuation techniques and significant unobservable inputs used to determine the fair value of the Company’s Level 3 recurring fair value measurements as of September 30, 2026 and December 31, 2025:

($ in thousands)						Fair Value Measurements (Level 3)						Valuation Techniques						Unobservable Inputs						Range of Inputs						Weighted-average of Inputs
September 30, 2026
Derivative assets:
Equity contracts						$	489					Black-Scholes option pricing model						Equity volatility						36% — 60%						40		%	(1)
																		Liquidity discount						47%						47		%
Derivative liabilities:
Equity contracts (2)						$	15,144					Internal model						Payout % based on operating revenue and measure of operating profit of investee						35%						35		%
December 31, 2025
Derivative assets:
Equity contracts						$	522					Black-Scholes option pricing model						Equity volatility						34% — 53%						40		%	(1)
																		Liquidity discount						47%						47		%
Derivative liabilities:
Equity contracts (2)						$	13,734					Internal model						Payout % based on operating revenue and measure of operating profit of investee						35%						35		%

(1)Weighted-average of inputs is calculated based on the fair value of equity contracts as of September 30, 2026 and December 31, 2025.

(2)Equity contracts classified as derivative liabilities consisted of performance-based RSUs granted as part of the Company’s consideration in an investment.

14

Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis

Assets measured at fair value on a nonrecurring basis may include certain individually evaluated loans held-for-investment, loans held-for-sale, affordable housing partnership, tax credit and CRA investments, OREO, and other nonperforming assets. Nonrecurring fair value adjustments generally result from the impairment of individually evaluated loans held-for-investment and affordable housing partnership, tax credit and CRA investments, the write-down of OREO and other nonperforming assets, or unfavorable lower-of-cost-or-market-adjustments on loans held-for-sale.

Loans Held-for-Sale — Loans transferred from held-for-investment to held-for-sale are recorded at the lower of amortized cost or fair value at the transfer date. Thereafter, loans held-for-sale may be measured at fair value on a nonrecurring basis when fair value is less than amortized cost. Fair value is generally determined using observable market data for similar loans and, accordingly, these loans are classified within Level 2 of the fair value hierarchy.

For additional information regarding the valuation methodologies used to determine nonrecurring fair value measurements and the related fair value hierarchy classifications, see Note 2 — Fair Value Measurement and Fair Value of Financial Instruments to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

The following tables present the carrying amounts of assets that remained outstanding as of September 30, 2026 and December 31, 2025, for which nonrecurring fair value adjustments were recognized during the respective reporting periods:

						Assets Measured at Fair Value on a Nonrecurring Basis as of September 30, 2026
($ in thousands)						Level 1						Level 2						Level 3						Fair Value Measurements
Loans held-for-investment:
Commercial:
Commercial and industrial (“C&I”)						$	—					$	—					$	11,424					$	11,424
Commercial real estate (“CRE”):
CRE						—						—						24,426						24,426
Construction and land						—						—						17,286						17,286
Total loans held-for-investment						$	—					$	—					$	53,136					$	53,136
Loans held-for-sale						$	—					$	4,729					$	—					$	4,729
OREO (1)						$	—					$	—					$	9,200					$	9,200

						Assets Measured at Fair Value on a Nonrecurring Basis as of December 31, 2025
($ in thousands)						Level 1						Level 2						Level 3						Fair Value Measurements
Loans held-for-investment:
Commercial:
C&I						$	—					$	—					$	5,916					$	5,916
CRE:
CRE						—						—						13,335						13,335
Total loans held-for-investment						$	—					$	—					$	19,251					$	19,251
Affordable housing partnership, tax credit and CRA investments, net						$	—					$	—					$	953					$	953
OREO (1)						$	—					$	—					$	13,035					$	13,035

(1)Represents the carrying value of OREO properties that were written down subsequent to their initial classification as OREO and included in Other assets on the Consolidated Balance Sheet.

15

The following table presents the (decrease) increase in nonrecurring fair value measurements recognized during the three and nine months ended September 30, 2026 and 2025 for assets that remained outstanding as of the respective period-end dates:

						Three Months Ended September 30,												Nine Months Ended September 30,
($ in thousands)						2026						2025						2026						2025
Loans held-for-investment:
Commercial:
C&I						$	(26,487)					$	(28,616)					$	(55,227)					$	(30,897)
CRE:
CRE						2,348						—						(10,541)						(19,885)
Construction and land						(2,527)						—						(2,527)						—
Total loans held-for-investment						$	(26,666)					$	(28,616)					$	(68,295)					$	(50,782)
Loans held-for-sale						$	(1,575)					$	—					$	(6,272)					$	—
Affordable housing partnership, tax credit and CRA investments, net						$	—					$	(550)					$	—					$	(550)
OREO						$	(644)					$	(1,133)					$	(2,484)					$	(1,133)
Total nonrecurring fair value losses						$	(28,885)					$	(30,299)					$	(77,051)					$	(52,465)

The following table presents quantitative information about the significant unobservable inputs used to determine the fair value of the Company’s Level 3 nonrecurring fair value measurements as of September 30, 2026 and December 31, 2025:

($ in thousands)						Fair Value Measurements (Level 3)						Valuation Techniques						Unobservable Inputs						Range of Inputs						Weighted-average of Inputs
September 30, 2026
Loans held-for-investment						$	5,782					Fair value of collateral						Discount						20% — 100%						72%			(1)
						$	4,830					Fair value of collateral						Contract value						NM						NM
						$	42,524					Fair value of property						Selling cost						8%						8%
OREO						$	9,200					Fair value of property						Selling cost						8%						8%
December 31, 2025
Loans held-for-investment						$	4,516					Fair value of collateral						Discount						75% — 100%						75%			(1)
						$	14,735					Fair value of property						Selling cost						8%						8%
Affordable housing partnership, tax credit and CRA investments, net						$	953					Individual analysis of each investment						Expected future tax benefits and distributions						NM						NM
OREO						$	13,035					Fair value of property						Selling cost						8%						8%

NM — Not meaningful.

(1)Weighted-average of inputs is based on the relative fair value of the respective assets as of September 30, 2026 and December 31, 2025.

Disclosures about the Fair Value of Financial Instruments

The following tables present the carrying amounts and estimated fair values of financial instruments that are not measured at fair value on a recurring basis as of September 30, 2026 and December 31, 2025. Financial instruments measured at fair value on a recurring basis are presented elsewhere in this Note.

16

The carrying amounts below are reported in the corresponding Consolidated Balance Sheet captions, except that accrued interest receivable, restricted equity securities, at cost, and mortgage servicing rights are included in Other assets; accrued interest payable is included in Accrued expenses and other liabilities; and amounts presented as deposits are included in Interest-bearing deposits.

						September 30, 2026
($ in thousands)						Carrying Amount						Level 1						Level 2						Level 3						Estimated Fair Value
Financial assets:
Cash and cash equivalents						$	4,635,318					$	4,635,318					$	—					$	—					$	4,635,318
Interest-bearing deposits with banks						$	12,186					$	—					$	12,186					$	—					$	12,186
Resale agreements						$	425,000					$	—					$	347,600					$	—					$	347,600
HTM debt securities						$	2,834,710					$	530,749					$	1,784,923					$	—					$	2,315,672
Restricted equity securities, at cost						$	161,429					$	—					$	161,429					$	—					$	161,429
Loans held-for-sale						$	17,425					$	—					$	17,425					$	—					$	17,425
Loans held-for-investment, net						$	58,846,086					$	—					$	—					$	56,881,442					$	56,881,442
Mortgage servicing rights						$	3,475					$	—					$	—					$	6,765					$	6,765
Accrued interest receivable						$	338,162					$	—					$	338,162					$	—					$	338,162
Financial liabilities:
Deposits (1)						$	25,852,416					$	—					$	25,781,218					$	—					$	25,781,218
FHLB advances						$	3,000,000					$	—					$	3,000,949					$	—					$	3,000,949
Repurchase agreements						$	964,000					$	—					$	964,000					$	—					$	964,000
Long-term debt						$	32,565					$	—					$	31,822					$	—					$	31,822
Accrued interest payable						$	50,757					$	—					$	50,757					$	—					$	50,757

						December 31, 2025
($ in thousands)						Carrying Amount						Level 1						Level 2						Level 3						Estimated Fair Value
Financial assets:
Cash and cash equivalents						$	4,188,139					$	4,188,139					$	—					$	—					$	4,188,139
Interest-bearing deposits with banks						$	16,189					$	—					$	16,189					$	—					$	16,189
Resale agreements						$	425,000					$	—					$	351,065					$	—					$	351,065
HTM debt securities						$	2,870,058					$	524,887					$	1,954,859					$	—					$	2,479,746
Restricted equity securities, at cost						$	153,484					$	—					$	153,484					$	—					$	153,484
Loans held-for-sale						$	20,976					$	—					$	20,976					$	—					$	20,976
Loans held-for-investment, net						$	56,068,399					$	—					$	—					$	54,665,865					$	54,665,865
Mortgage servicing rights						$	4,119					$	—					$	—					$	7,114					$	7,114
Accrued interest receivable						$	315,669					$	—					$	315,669					$	—					$	315,669
Financial liabilities:
Deposits (1)						$	25,284,814					$	—					$	25,285,076					$	—					$	25,285,076
FHLB advances						$	3,000,000					$	—					$	3,001,878					$	—					$	3,001,878
Long-term debt						$	32,320					$	—					$	32,070					$	—					$	32,070
Accrued interest payable						$	60,513					$	—					$	60,513					$	—					$	60,513

(1)Consists of time deposits. Excludes deposits with no defined or contractual maturity totaling $45.6 billion and $41.8 billion as of September 30, 2026 and December 31, 2025, respectively.

17

Note 3 — Securities Purchased under Resale Agreements and Sold under Repurchase Agreements

The Company’s resale agreements expose it to credit risk associated with both the counterparties and the underlying collateral. To mitigate this risk, the Company enters into master netting agreements and collateral arrangements that provide, upon counterparty default, the right to terminate transactions, liquidate collateral and offset amounts due to or from the counterparty. Based on these credit risk mitigation practices, the Company did not record an allowance for credit losses related to these agreements as of September 30, 2026 or December 31, 2025.

Balance Sheet Offsetting

The Company’s resale and repurchase agreements are executed under legally enforceable master netting agreements that provide offset rights in the event of counterparty default. The Company offsets resale and repurchase transactions with the same counterparty on the Consolidated Balance Sheet when the transactions are eligible for netting under ASC 210-20-45-11, Balance Sheet — Offsetting Repurchase and Reverse Repurchase Agreements. Collateral received under resale agreements and collateral pledged under repurchase agreements primarily consist of securities. Securities received as collateral are not recognized on the Consolidated Balance Sheet. Securities pledged as collateral remain on the Consolidated Balance Sheet and are not netted against the related repurchase agreement liabilities. Collateral may be sold or re-pledged by the secured party in accordance with the contractual arrangements. For additional information regarding the Company’s accounting policy related to resale and repurchase agreements, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Assets Purchased under Resale Agreements and Securities Sold under Repurchase Agreements to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

The following table presents the Company’s gross and net resale agreements as of September 30, 2026 and December 31, 2025 and repurchase agreements as of September 30, 2026. There were no repurchase agreements outstanding as of December 31, 2025.

($ in thousands)						Gross Amounts of Recognized Assets / Liabilities						Gross Amounts Offset on the Consolidated Balance Sheet						Net Amounts of Assets / Liabilities Presented on the Consolidated Balance Sheet						Gross Amounts Not Offset on the Consolidated Balance Sheet: Collateral Received / Collateral Pledged (1)						Net Amount
September 30, 2026
Resale agreements						$	425,000					$	—					$	425,000					$	(328,385)					$	96,615
Repurchase agreements (2)						$	964,000					$	—					$	964,000					$	(963,994)					$	6
December 31, 2025
Resale agreements						$	425,000					$	—					$	425,000					$	(350,953)					$	74,047

(1)Represents the fair value of assets the Company has received under resale agreements, or pledged under repurchase agreements, limited for table presentation purposes to the amount of the recognized asset due from, or liability due to, each counterparty. The application of collateral cannot reduce the net position below zero. Therefore, excess collateral, if any, is not reflected above.

(2)Matured during October 2026.

In addition to the amounts included in the table above, the Company applies balance sheet offsetting related to certain derivative instruments. See Note 5 — Derivatives to the Consolidated Financial Statements in this Form 10-Q for additional information.

18

Note 4 — Securities

The following tables present the amortized cost, allowance for credit losses, gross unrealized gains and losses, and fair values of the Company’s AFS and HTM debt securities by major security type as of September 30, 2026 and December 31, 2025:

						September 30, 2026
($ in thousands)						Amortized Cost (1)												Gross Unrealized Gains						Gross Unrealized Losses												Fair Value
AFS debt securities:
U.S. Treasury securities						$	1,697,635											$	—					$	(48,533)											$	1,649,102
U.S. government agency and U.S. government-sponsored enterprise debt securities						285,602												—						(42,651)												242,951
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (2):
Commercial mortgage-backed securities						245,395												—						(32,965)												212,430
Residential mortgage-backed securities						12,458,670												141						(738,209)												11,720,602
Municipal securities						268,488												—						(52,134)												216,354
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities						194,860												—						(24,930)												169,930
Residential mortgage-backed securities						408,074												—						(74,334)												333,740
Corporate debt securities						484,704												—						(100,502)												384,202
Foreign government bonds						267,681												536						(11,944)												256,273
Total AFS debt securities						16,311,109												677						(1,126,202)												15,185,584
HTM debt securities:
U.S. Treasury securities						544,885												—						(14,136)												530,749
U.S. government agency and U.S. government-sponsored enterprise debt securities						1,009,192												—						(201,059)												808,133
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (3):
Commercial mortgage-backed securities						464,466												—						(92,664)												371,802
Residential mortgage-backed securities						632,541												—						(156,673)												475,868
Municipal securities						183,626												—						(54,506)												129,120
Total HTM debt securities						2,834,710												—						(519,038)												2,315,672
Total debt securities						$	19,145,819											$	677					$	(1,645,240)											$	17,501,256

Refer to table footnotes on the following page.

19

						December 31, 2025
($ in thousands)						Amortized Cost (1)												Gross Unrealized Gains						Gross Unrealized Losses						Allowance for Credit Losses						Fair Value
AFS debt securities:
U.S. Treasury securities						$	1,010,053											$	837					$	(16,977)					$	—					$	993,913
U.S. government agency and U.S. government-sponsored enterprise debt securities						287,687												—						(30,033)						—						257,654
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (2):
Commercial mortgage-backed securities						292,564												86						(27,312)						—						265,338
Residential mortgage-backed securities						10,251,714												68,588						(187,649)						—						10,132,653
Municipal securities						277,275												20						(34,193)						—						243,102
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities						214,987												—						(22,139)						(1,900)						190,948
Residential mortgage-backed securities						452,208												—						(58,421)						—						393,787
Corporate debt securities						554,158												6						(89,183)						—						464,981
Foreign government bonds						247,249												437						(9,231)						—						238,455
Asset-backed securities						31,886												—						(497)						—						31,389
Total AFS debt securities						13,619,781												69,974						(475,635)						(1,900)						13,212,220
HTM debt securities:
U.S. Treasury securities						540,666												—						(15,779)						—						524,887
U.S. government agency and U.S. government-sponsored enterprise debt securities						1,007,055												—						(146,921)						—						860,134
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (3):
Commercial mortgage-backed securities						474,747												—						(69,471)						—						405,276
Residential mortgage-backed securities						662,127												—						(124,176)						—						537,951
Municipal securities						185,463												—						(33,965)						—						151,498
Total HTM debt securities						2,870,058												—						(390,312)						—						2,479,746
Total debt securities						$	16,489,839											$	69,974					$	(865,947)					$	(1,900)					$	15,691,966

(1)Amortized cost excludes accrued interest receivable, which is reported within Other assets on the Consolidated Balance Sheet. Accrued interest receivable on debt securities was $69 million as of September 30, 2026 and $54 million as of December 31, 2025. For additional information regarding the Company’s accounting policy for accrued interest receivable on debt securities, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Allowance for Credit Losses on Available-for-Sale Debt Securities and Allowance for Credit Losses on Held-to-Maturity Debt Securities to the Consolidated Financial Statements in the Company’s 2025 Form 10‑K.

(2)Includes GNMA AFS debt securities with amortized cost of $10.5 billion and fair value of $10.0 billion as of September 30, 2026, compared with amortized cost and fair value of $9.6 billion as of December 31, 2025.

(3)Includes GNMA HTM debt securities with amortized cost of $74 million and fair value of $57 million as of September 30, 2026, compared with amortized cost of $79 million and fair value of $65 million as of December 31, 2025.

20

Unrealized Losses of Available-for-Sale Debt Securities

The following tables present the fair value and the gross unrealized losses of the Company’s AFS debt securities in a continuous unrealized loss position, aggregated by investment category and loss duration as of September 30, 2026 and December 31, 2025. As of September 30, 2026 and December 31, 2025, 655 and 429 AFS debt securities, respectively, were in a gross unrealized loss position.

						September 30, 2026
						Less Than 12 Months												12 Months or More												Total
($ in thousands)						Fair Value						Gross Unrealized Losses						Fair Value						Gross Unrealized Losses						Fair Value						Gross Unrealized Losses
AFS debt securities:
U.S. Treasury securities						$	1,215,813					$	(41,713)					$	433,289					$	(6,820)					$	1,649,102					$	(48,533)
U.S. government agency and U.S. government-sponsored enterprise debt securities						—						—						242,951						(42,651)						242,951						(42,651)
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities:
Commercial mortgage-backed securities						7,560						(457)						204,870						(32,508)						212,430						(32,965)
Residential mortgage-backed securities						10,361,433						(507,377)						1,355,215						(230,832)						11,716,648						(738,209)
Municipal securities						15,100						(486)						200,254						(51,648)						215,354						(52,134)
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities						—						—						169,930						(24,930)						169,930						(24,930)
Residential mortgage-backed securities						—						—						333,740						(74,334)						333,740						(74,334)
Corporate debt securities						—						—						384,202						(100,502)						384,202						(100,502)
Foreign government bonds						33,880						(20)						38,076						(11,924)						71,956						(11,944)
Total AFS debt securities						$	11,633,786					$	(550,053)					$	3,362,527					$	(576,149)					$	14,996,313					$	(1,126,202)

21

						December 31, 2025
						Less Than 12 Months												12 Months or More												Total
($ in thousands)						Fair Value						Gross Unrealized Losses						Fair Value						Gross Unrealized Losses						Fair Value						Gross Unrealized Losses
AFS debt securities:
U.S. Treasury securities						$	323,019					$	(1,627)					$	575,638					$	(15,350)					$	898,657					$	(16,977)
U.S. government agency and U.S. government-sponsored enterprise debt securities						—						—						257,654						(30,033)						257,654						(30,033)
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities:
Commercial mortgage-backed securities						—						—						256,503						(27,312)						256,503						(27,312)
Residential mortgage-backed securities						1,052,833						(5,480)						1,582,952						(182,169)						2,635,785						(187,649)
Municipal securities						—						—						237,214						(34,193)						237,214						(34,193)
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities						—						—						190,948						(22,139)						190,948						(22,139)
Residential mortgage-backed securities						—						—						393,787						(58,421)						393,787						(58,421)
Corporate debt securities						—						—						454,975						(89,183)						454,975						(89,183)
Foreign government bonds						—						—						90,769						(9,231)						90,769						(9,231)
Asset-backed securities						—						—						31,389						(497)						31,389						(497)
Total AFS debt securities						$	1,375,852					$	(7,107)					$	4,071,829					$	(468,528)					$	5,447,681					$	(475,635)

Allowance for Credit Losses on Available-for-Sale Debt Securities

The Company evaluates AFS debt securities in unrealized loss positions on a quarterly basis to determine whether any decline in fair value below amortized cost is attributable to credit-related factors. For additional information regarding the Company’s methodology for evaluating credit losses on AFS debt securities, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Allowance for Credit Losses on Available-for-Sale Debt Securities to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

Gross unrealized losses presented in the preceding tables were primarily attributable to changes in interest rates and the widening of liquidity and credit spreads, and were not indicative of credit deterioration of the issuers or the underlying collateral. The majority of unrealized losses were associated with U.S. Treasury, U.S. government agency, U.S. government-sponsored agency, and U.S. government-sponsored enterprise debt and mortgage-backed securities. Given the high credit quality of these securities, including explicit or implicit support from the U.S. government, the Company does not expect to incur credit losses on these investments.

The remaining securities in an unrealized loss position as of September 30, 2026 consisted primarily of corporate debt securities and non-agency mortgage-backed securities. Substantially all corporate debt securities and a substantial majority of non-agency mortgage-backed securities were investment grade or otherwise demonstrated strong credit characteristics. The unrealized losses on these securities were primarily attributable to changes in market interest rates and credit spreads rather than deterioration in credit quality. Contractual principal and interest payments have been received as scheduled and are expected to continue. Based on its evaluation of credit quality, payment performance, and expected cash flows, the Company determined that no allowance for credit losses was required as of September 30, 2026.

As of September 30, 2026 and December 31, 2025, the Company intended to hold AFS debt securities in unrealized loss positions until recovery of their amortized cost basis and concluded that it was more likely than not it would not be required to sell these securities before such recovery. Accordingly, the Company expects to recover the entire amortized cost basis of these securities.

22

No allowance for credit losses was recorded against these securities as of September 30, 2026, compared with $2 million as of December 31, 2025 related to a non-agency commercial mortgage-backed security with deteriorated credit quality and expected cash flows. No provision for credit losses was recognized during the three months ended September 30, 2026. During the nine months ended September 30, 2026, the Company recognized a $192 thousand reversal of previously recorded credit losses upon the sale of the security. During the three and nine months ended September 30, 2025, the Company recognized a $3 million provision for credit losses on the same security.

Allowance for Credit Losses on Held-to-Maturity Debt Securities

The Company evaluates HTM debt securities for expected credit losses using a methodology that incorporates security-specific credit characteristics, historical loss experience, current conditions and other relevant qualitative and quantitative factors. For additional information regarding the Company’s methodology for evaluating credit losses on HTM debt securities, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Allowance for Credit Losses on Held-to-Maturity Debt Securities to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

The Company monitors the credit quality of the HTM debt securities using external credit ratings. As of September 30, 2026, all HTM securities were rated investment grade by nationally recognized statistical rating organizations and were issued, guaranteed, or supported by U.S. government entities, agencies, or government-sponsored enterprises. Accordingly, a zero credit loss assumption was applied. Based on the high credit quality of these securities, their credit support, and the Company’s assessment of expected cash flows, no allowance for credit losses was recorded as of September 30, 2026 or December 31, 2025. The Company expects to collect all contractual principal and interest payments.

Realized Gains and Credit (Losses) Reversals

The following table presents the gross realized gains from the sales of AFS debt securities (pre-tax), credit (losses) reversals, and the related tax expense (benefit) recognized in earnings during the three and nine months ended September 30, 2026 and 2025:

						Three Months Ended September 30,												Nine Months Ended September 30,
($ in thousands)						2026						2025						2026						2025
Gross realized gains from sales						$	290					$	57					$	3,837					$	934
Credit (losses) reversals						$	—					$	(3,000)					$	192					$	(3,000)
Related tax expense (benefit)						$	86					$	(858)					$	1,191					$	(611)

Interest Income

The following table presents the interest income on debt securities, disaggregated between taxable and nontaxable interest, for the three and nine months ended September 30, 2026 and 2025:

						Three Months Ended September 30,												Nine Months Ended September 30,
($ in thousands)						2026						2025						2026						2025
Taxable interest						$	181,642					$	154,893					$	504,982					$	449,155
Nontaxable interest						3,455						3,669						10,622						10,979
Total interest income on debt securities						$	185,097					$	158,562					$	515,604					$	460,134

23

Contractual Maturities of Available-for-Sale and Held-to-Maturity Debt Securities

The following tables present the amortized cost, fair value and weighted-average yields of AFS and HTM debt securities by contractual maturities as of September 30, 2026. Actual maturities may differ from contractual maturities because issuers and borrowers may have the right to call or prepay obligations, with or without prepayment penalties.

($ in thousands)						Within One Year						After One Year through Five Years						After Five Years through Ten Years						After Ten Years						Total
AFS debt securities:
U.S. Treasury securities
Amortized cost						$	340,182					$	1,285,307					$	72,146					$	—					$	1,697,635
Fair value						338,314						1,243,433						67,355						—						1,649,102
Weighted-average yield (1)						1.15		%				3.74		%				3.78		%				—		%				3.23		%
U.S. government agency and U.S. government-sponsored enterprise debt securities
Amortized cost						25,776						75,000						127,903						56,923						285,602
Fair value						25,505						65,637						106,696						45,113						242,951
Weighted-average yield (1)						3.00		%				2.00		%				2.37		%				2.15		%				2.29		%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities
Amortized cost						10,632						55,208						63,019						12,575,206						12,704,065
Fair value						10,509						51,335						55,340						11,815,848						11,933,032
Weighted-average yield (1) (2)						3.20		%				2.90		%				2.85		%				4.84		%				4.82		%
Municipal securities
Amortized cost						15,383						6,350						23,569						223,186						268,488
Fair value						15,243						5,905						18,932						176,274						216,354
Weighted-average yield (1) (2)						2.69		%				1.80		%				2.42		%				2.25		%				2.28		%
Non-agency mortgage-backed securities
Amortized cost						—						—						—						602,934						602,934
Fair value						—						—						—						503,670						503,670
Weighted-average yield (1)						—		%				—		%				—		%				2.23		%				2.23		%
Corporate debt securities
Amortized cost						5,454						87,250						392,000						—						484,704
Fair value						5,388						78,726						300,088						—						384,202
Weighted-average yield (1)						7.05		%				4.16		%				2.34		%				—		%				2.72		%
Foreign government bonds
Amortized cost						41,359						176,322						50,000						—						267,681
Fair value						41,440						176,758						38,075						—						256,273
Weighted-average yield (1)						2.16		%				2.14		%				1.75		%				—		%				2.07		%
Total AFS debt securities
Amortized cost						$	438,786					$	1,685,437					$	728,637					$	13,458,249					$	16,311,109
Fair value						$	436,399					$	1,621,794					$	586,486					$	12,540,905					$	15,185,584
Weighted-average yield (1)						1.53		%				3.48		%				2.49		%				4.67		%				4.36		%

24

($ in thousands)						Within One Year						After One Year through Five Years						After Five Years through Ten Years						After Ten Years						Total
HTM debt securities:
U.S. Treasury securities
Amortized cost						$	347,180					$	197,705					$	—					$	—					$	544,885
Fair value						340,338						190,411						—						—						530,749
Weighted-average yield (1)						0.99		%				1.14		%				—		%				—		%				1.05		%
U.S. government agency and U.S. government-sponsored enterprise debt securities
Amortized cost						—						154,897						789,120						65,175						1,009,192
Fair value						—						136,559						622,149						49,425						808,133
Weighted-average yield (1)						—		%				1.43		%				1.97		%				2.12		%				1.89		%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities
Amortized cost						—						77,587						224,025						795,395						1,097,007
Fair value						—						68,452						178,760						600,458						847,670
Weighted-average yield (1) (2)						—		%				1.66		%				1.74		%				1.68		%				1.69		%
Municipal securities
Amortized cost						—						—						26,373						157,253						183,626
Fair value						—						—						20,469						108,651						129,120
Weighted-average yield (1) (2)						—		%				—		%				2.07		%				2.01		%				2.02		%
Total HTM debt securities
Amortized cost						$	347,180					$	430,189					$	1,039,518					$	1,017,823					$	2,834,710
Fair value						$	340,338					$	395,422					$	821,378					$	758,534					$	2,315,672
Weighted-average yield (1)						0.99		%				1.34		%				1.92		%				1.76		%				1.66		%

(1)Weighted-average yields are computed based on amortized cost balances.

(2)Yields on tax-exempt securities are not presented on a tax-equivalent basis.

As of September 30, 2026 and December 31, 2025, AFS and HTM debt securities with carrying values of $4.4 billion and $4.6 billion, respectively, were pledged to secure borrowings and for other purposes as required or permitted by law. Additionally, debt securities with fair values of $8.9 billion and $4.8 billion were prepositioned for the Federal Reserve Bank (“FRB”) Standing Repurchase Agreement Facility as of September 30, 2026 and December 31, 2025, respectively.

Restricted Equity Securities

The following table presents the carrying amounts of restricted equity securities included in Other assets on the Consolidated Balance Sheet as of September 30, 2026 and December 31, 2025:

($ in thousands)						September 30, 2026						December 31, 2025
FRB of San Francisco stock						$	66,598					$	66,179
FHLB stock						94,831						87,305
Total restricted equity securities						$	161,429					$	153,484

25

Note 5 — Derivatives

The Company uses derivative instruments to manage exposure to market risk, primarily interest rate and foreign currency risks, as well as to assist customers in managing their risk exposures. The Company uses interest rate derivatives to manage interest rate sensitivity and reduce the potential effects of changes in interest rates on earnings or capital. The Company may also use foreign exchange contracts to manage the foreign exchange risk associated with certain foreign currency-denominated assets and liabilities, the funding needs of, and the Bank’s investment in, East West Bank (China) Limited. The Company recognizes all derivatives on the Consolidated Balance Sheet at fair value. Certain derivatives are designated as hedging instruments in qualifying hedge accounting relationships, while others are used as economic hedges. For additional information regarding the Company’s derivatives and hedging activities, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Derivatives to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

The following table presents the notional amounts and fair values of the Company’s derivative instruments as of September 30, 2026 and December 31, 2025. Certain derivative contracts are cleared through central clearing organizations, for which variation margin payments are treated as settlements of the related derivative fair values. Accordingly, the fair values in the table are presented on a gross basis before the effects of bilateral collateral and master netting agreements, but after the application of variation margin payments on centrally cleared derivative contracts. As of September 30, 2026, variation margin payments on derivative contracts cleared through the London Clearing House and the Chicago Mercantile Exchange reduced derivative asset and liability fair values by $23 million and $25 million, respectively, compared with reductions in the derivative asset and liability fair values of $16 million and $3 million, respectively, as of December 31, 2025. Gross derivative asset and liability fair values are subsequently adjusted for the effects of legally enforceable master netting agreements and cash collateral received or paid. The resulting net derivative asset and liability fair values are included in Other assets and Accrued expenses and other liabilities, respectively, on the Consolidated Balance Sheet.

						September 30, 2026																		December 31, 2025
												Fair Value																		Fair Value
($ in thousands)						Notional Amount						Assets						Liabilities						Notional Amount						Assets						Liabilities
Derivatives designated as hedging instruments:
Cash flow hedges:
Interest rate contracts						$	4,000,000					$	—					$	60,717					$	4,250,000					$	39,997					$	139
Derivatives not designated as hedging instruments:
Interest rate contracts						$	17,455,196					$	360,893					$	362,058					$	18,987,277					$	258,561					$	256,731
Commodity contracts (1)						—						116,786						103,675						—						66,022						72,158
Foreign exchange contracts						4,694,110						54,697						51,235						4,550,101						44,340						43,160
Credit contracts (2)						457,287						3						95						303,421						25						51
Equity contracts						—						489			(3)			15,144			(4)			—						522			(3)			13,734			(4)
Total derivatives not designated as hedging instruments						$	22,606,593					$	532,868					$	532,207					$	23,840,799					$	369,470					$	385,834
Gross derivative assets/liabilities												$	532,868					$	592,924											$	409,467					$	385,973
Less: Master netting agreements												(140,061)						(140,061)												(74,138)						(74,138)
Less: Cash collateral												(266,931)						(7,948)												(183,387)						(27,502)
Net derivative assets/liabilities												$	125,876					$	444,915											$	151,942					$	284,333

(1)The notional amounts of the Company’s commodity contracts totaled 13 million barrels of crude oil and 252 million units of natural gas, measured in million British thermal units (“MMBTUs”), as of September 30, 2026, compared with 16 million barrels of crude oil and 364 million MMBTUs of natural gas as of December 31, 2025.

(2)The notional amount of credit contracts represents the Company’s pro-rata share of the notional amounts of the underlying derivative instruments subject to credit risk participation agreements (“RPAs”).

(3)The Company held warrant equity contracts in nine private companies as of both September 30, 2026 and December 31, 2025.

(4)Equity contracts classified as derivative liabilities consisted of 349 thousand performance-based RSUs granted as part of the Company’s consideration for an investment.

26

Derivatives Designated as Hedging Instruments

Cash Flow Hedges — The Company uses interest rate swaps and collars to hedge variability in interest cash flows on certain floating-rate commercial loans attributable to changes in contractually specified interest rates. As of September 30, 2026, the Company had $4.0 billion in notional amount of interest rate contracts designated as cash flow hedges to effectively convert certain floating-rate loans to fixed-rate instruments through interest rate swaps and to limit interest rate exposure through collars.

Gains and losses on qualifying cash flow hedges are recognized in AOCI and reclassified to earnings in the periods in which the hedged cash flows affect earnings in the same income statement line item as the earnings effect of the hedged item. Based on interest rates, the yield curve and notional amounts as of September 30, 2026, the Company expects to reclassify approximately $18 million of after-tax net losses on derivative instruments designated as cash flow hedges from AOCI into earnings over the next 12 months.

The following table presents the pre-tax changes in AOCI related to cash flow hedges for the three and nine months ended September 30, 2026 and 2025. The related after-tax effects on AOCI are presented in Note 12 — Accumulated Other Comprehensive Income (Loss) to the Consolidated Financial Statements in this Form 10-Q.

						Three Months Ended September 30,												Nine Months Ended September 30,
($ in thousands)						2026						2025						2026						2025
(Losses) gains recognized in AOCI:
Interest rate contracts						$	(53,656)					$	(2,658)					$	(98,946)					$	53,536
(Gains) losses reclassified from AOCI into earnings:
Interest and dividend income (for cash flow hedges on loans)						$	(417)					$	6,001					$	(1,758)					$	18,584

Derivatives Not Designated as Hedging Instruments

Customer-Related Positions and Economic Hedge Derivatives — The Company enters into interest rate, commodity, and foreign exchange derivatives to meet the risk management needs of its customers and generally enters into offsetting derivative contracts with third-party financial institutions to mitigate the resulting market risk. The Company also utilizes foreign exchange contracts to mitigate the effect of currency fluctuations on certain foreign currency-denominated on-balance sheet assets and liabilities, primarily foreign currency-denominated deposits that it offers to its customers, as well as to meet its funding needs in certain foreign currencies. A majority of the foreign exchange contracts had original maturities of one year or less as of both September 30, 2026 and December 31, 2025.

27

The following table presents the notional amounts and the gross fair values of customer-related interest rate and foreign exchange derivatives and related economic hedges entered into with third-party financial institutions as of September 30, 2026 and December 31, 2025:

						September 30, 2026																		December 31, 2025
												Fair Value																		Fair Value
($ in thousands)						Notional Amount						Assets						Liabilities						Notional Amount						Assets						Liabilities
Customer-related positions:
Interest rate contracts:
Swaps						$	6,986,726					$	986					$	348,992					$	7,566,889					$	47,448					$	206,794
Written options						1,378,365						—						9,448						1,463,110						—						1,900
Collars and corridors						343,667						—						2,369						444,604						311						20
Subtotal						8,708,758						986						360,809						9,474,603						47,759						208,714
Foreign exchange contracts:
Forwards and spot						822,457						13,245						6,853						1,156,203						23,661						2,831
Swaps						981,444						10,790						12,156						785,956						13,272						661
Written options						96,469						—						2,602						63,460						—						73
Subtotal						1,900,370						24,035						21,611						2,005,619						36,933						3,565
Total						$	10,609,128					$	25,021					$	382,420					$	11,480,222					$	84,692					$	212,279
Economic hedges and other:
Interest rate contracts:
Swaps						$	7,024,406					$	347,902					$	1,249					$	7,604,959					$	208,860					$	47,682
Purchased options						1,378,365						9,582						—						1,463,110						1,922						—
Collars and corridors						343,667						2,423						—						444,605						20						335
Subtotal						8,746,438						359,907						1,249						9,512,674						210,802						48,017
Foreign exchange contracts:
Forwards and spot						140,962						4,582						4,678						234,278						1,602						3,498
Swaps						2,556,309						23,431						24,899						2,246,744						5,718						36,083
Purchased options						96,469						2,649						47						63,460						87						14
Subtotal						2,793,740						30,662						29,624						2,544,482						7,407						39,595
Total						$	11,540,178					$	390,569					$	30,873					$	12,057,156					$	218,209					$	87,612

28

The Company enters into energy commodity contracts with customers in the oil and gas sector to assist them in managing exposure to fluctuations in energy commodity prices. The Company generally enters into offsetting derivative contracts with third-party financial institutions as economic hedges to manage the market risk associated with these customer-related positions. The following table presents the notional amounts and gross fair values of the Company’s customer-related commodity derivative contracts issued and related economic hedges as of September 30, 2026 and December 31, 2025:

						September 30, 2026																								December 31, 2025
																		Fair Value																								Fair Value
($ and units in thousands)						Notional Units												Assets						Liabilities						Notional Units												Assets						Liabilities
Customer-related positions:
Commodity contracts:
Crude oil:
Swaps						4,952						Barrels						$	67,583					$	235					4,255						Barrels						$	205					$	28,533
Collars						1,379						Barrels						19,915						—						3,747						Barrels						21						13,622
Subtotal						6,331						Barrels						87,498						235						8,002						Barrels						226						42,155
Natural gas:
Swaps						88,534						MMBTUs						6,899						24,763						112,599						MMBTUs						5,814						18,403
Collars						34,278						MMBTUs						276						8,482						71,945						MMBTUs						1,879						6,693
Subtotal						122,812						MMBTUs						7,175						33,245						184,544						MMBTUs						7,693						25,096
Total																		$	94,673					$	33,480																	$	7,919					$	67,251
Economic hedges:
Commodity contracts:
Crude oil:
Swaps						4,960						Barrels						$	239					$	49,976					4,255						Barrels						$	25,309					$	11
Collars						1,379						Barrels						—						11,324						3,747						Barrels						8,724						21
Subtotal						6,339						Barrels						239						61,300						8,002						Barrels						34,033						32
Natural gas:
Swaps						90,004						MMBTUs						15,968						6,932						110,506						MMBTUs						18,258						3,963
Collars						39,118						MMBTUs						5,906						1,963						68,965						MMBTUs						5,812						912
Subtotal						129,122						MMBTUs						21,874						8,895						179,471						MMBTUs						24,070						4,875
Total																		$	22,113					$	70,195																	$	58,103					$	4,907

Credit Contracts — The Company periodically enters into RPAs with institutional counterparties to manage credit exposure arising from interest rate contracts associated with syndicated loans. Under an RPA, a portion of the credit exposure associated with the underlying interest rate contract is transferred from the purchaser of credit protection to the seller of credit protection. If the underlying borrower defaults on the related interest rate contract, the seller of credit protection is required to make payments to the purchaser of credit protection. The Company may enter into RPAs as either a purchaser or seller of credit protection. The Company manages credit risk associated with RPAs through its normal credit review and monitoring process, including monitoring the creditworthiness of the underlying borrowers and the institutional counterparties. Assuming default by the underlying borrowers, the Company would have been required to make payments totaling $7 thousand and $590 thousand as of September 30, 2026 and December 31, 2025, respectively, to settle RPAs for which it sold credit protection.

29

The following table presents the notional amounts and gross fair values of outstanding RPAs for credit protection sold and purchased as of September 30, 2026 and December 31, 2025:

						September 30, 2026																		December 31, 2025
						Notional Amount						Fair Value												Notional Amount						Fair Value
($ in thousands)												Assets						Liabilities												Assets						Liabilities
RPAs — protection sold (1)						$	285,291					$	—					$	95					$	133,756					$	—					$	51
RPAs — protection purchased						171,996						3						—						169,665						25						—
Total RPAs						$	457,287					$	3					$	95					$	303,421					$	25					$	51

(1)All reference entities underlying credit protection sold were investment grade as of both dates. The weighted-average remaining maturities were 2.5 years and 2.7 years as of September 30, 2026 and December 31, 2025, respectively.

Equity Contracts — As part of the loan origination process, the Company may obtain warrants to purchase preferred or common stock of its borrowers, primarily companies in the technology and life sciences sectors. These warrants provide the Company with the right to purchase a specific class of the underlying company’s equity at a specified price before expiration. In connection with an investment made during the third quarter of 2023, the Company granted performance-based RSUs as part of the consideration for the investment. Vesting of these RSUs is contingent upon the investee achieving specified financial performance targets during the applicable performance period. For additional information on these equity contracts, see Note 2 — Fair Value Measurement and Fair Value of Financial Instruments to the Consolidated Financial Statements in this Form 10-Q.

The following table presents the net gains (losses) from changes in the fair value of derivatives not designated as hedging instruments recognized on the Company’s Consolidated Statement of Income for the three and nine months ended September 30, 2026 and 2025:

												Three Months Ended September 30,												Nine Months Ended September 30,
($ in thousands)						Classification on Consolidated Statement of Income						2026						2025						2026						2025
Derivatives not designated as hedging instruments:
Interest rate contracts						Customer derivative income and derivative mark-to-market adjustments						$	6,217					$	(414)					$	6,192					$	(3,723)
Credit contracts						Customer derivative income and derivative mark-to-market adjustments						32						(27)						(66)						(30)
Commodity contracts						Customer derivative income and derivative mark-to-market adjustments						76						123						401						521
Total derivative mark-to-market and credit valuation adjustments						Customer derivative income and derivative mark-to-market adjustments						6,325						(318)						6,527						(3,232)
Foreign exchange contracts						Foreign exchange income						17,200						13,576						40,639						40,601
Equity contracts - warrants						Lending and loan servicing fees						(35)						170						(33)						308
Equity contracts - performance-based RSUs						Other investment income						631						—						(1,410)						—
Net derivative gains												$	24,121					$	13,428					$	45,723					$	37,677

Credit Risk-Related Contingent Features — Certain of the Company’s over-the-counter derivative contracts contain provisions that require settlement of outstanding balances upon the occurrence of specified credit risk-related events, primarily a downgrade of East West Bank’s credit rating to below investment grade. As of September 30, 2026 and December 31, 2025, the aggregate fair value amount of derivative instruments with credit risk-related contingent features that were in a net liability position was $1 million and $3 million, respectively. The Company had posted collateral related to these positions of $1 million and $3 million, respectively, as of those dates. If East West Bank’s credit rating had been downgraded to below investment grade as of either date, the Company would have been required to post minimal additional collateral.

30

Offsetting of Derivatives

The following tables present the gross fair values of derivative assets and liabilities, amounts offset on the Consolidated Balance Sheet under master netting arrangements and related cash collateral, and the resulting net amounts. The tables also present security collateral that is not offset on the Consolidated Balance Sheet. Where applicable, gross derivative fair values reflect variation margin payments accounted for as settlements of centrally cleared contracts. Collateral amounts presented are limited to the outstanding balances of the related derivative asset or liability; accordingly, instances of over-collateralization are excluded.

($ in thousands)						As of September 30, 2026
												Gross Amounts Offset on the Consolidated Balance Sheet												Net Amounts Presented on the Consolidated Balance Sheet						Gross Amounts Not Offset on the Consolidated Balance Sheet
						Gross Amounts Recognized (1)						Master Netting Arrangements						Cash Collateral Received (3)												Security Collateral Received (5)						Net Amount
Derivative assets						$	532,868					$	(140,061)					$	(266,931)					$	125,876					$	(28,844)					$	97,032
												Gross Amounts Offset on the Consolidated Balance Sheet												Net Amounts Presented on the Consolidated Balance Sheet						Gross Amounts Not Offset on the Consolidated Balance Sheet
						Gross Amounts Recognized (2)						Master Netting Arrangements						Cash Collateral Pledged (4)												Security Collateral Pledged (5)						Net Amount
Derivative liabilities						$	592,924					$	(140,061)					$	(7,948)					$	444,915					$	(23,457)					$	421,458

($ in thousands)						As of December 31, 2025
												Gross Amounts Offset on the Consolidated Balance Sheet												Net Amounts Presented on the Consolidated Balance Sheet						Gross Amounts Not Offset on the Consolidated Balance Sheet
						Gross Amounts Recognized (1)						Master Netting Arrangements						Cash Collateral Received (3)												Security Collateral Received (5)						Net Amount
Derivative assets						$	409,467					$	(74,138)					$	(183,387)					$	151,942					$	(42,779)					$	109,163
												Gross Amounts Offset on the Consolidated Balance Sheet												Net Amounts Presented on the Consolidated Balance Sheet						Gross Amounts Not Offset on the Consolidated Balance Sheet
						Gross Amounts Recognized (2)						Master Netting Arrangements						Cash Collateral Pledged (4)												Security Collateral Pledged (5)						Net Amount
Derivative liabilities						$	385,973					$	(74,138)					$	(27,502)					$	284,333					$	—					$	284,333

(1)Includes gross derivative assets of $4 million and $9 million with counterparties not subject to enforceable master netting arrangements or similar agreements as of September 30, 2026 and December 31, 2025, respectively.

(2)Includes gross derivative liabilities of $26 million and $16 million with counterparties not subject to enforceable master netting arrangements or similar agreements as of September 30, 2026 and December 31, 2025, respectively.

(3)Gross cash collateral received under master netting arrangements or similar agreements was $269 million and $184 million as of September 30, 2026 and December 31, 2025, respectively. Of the gross cash collateral received as of those dates, $267 million and $183 million, respectively, was offset against derivative assets on the Consolidated Balance Sheet.

(4)Gross cash collateral pledged under master netting arrangements or similar agreements was $13 million and $29 million as of September 30, 2026 and December 31, 2025, respectively. Of the gross cash collateral pledged as of those dates, $8 million and $28 million, respectively, was offset against derivative liabilities on the Consolidated Balance Sheet.

(5)Represents the fair value of security collateral received or pledged related to derivative assets or liabilities subject to enforceable master netting arrangements or similar agreements. Such collateral is not offset on the Consolidated Balance Sheet under U.S. GAAP. Amounts presented are limited to the outstanding balance of the related derivative asset or liability.

In addition to the derivative amounts presented above, the Company may offset certain amounts related to resale or repurchase agreements. See Note 3 — Securities Purchased under Resale Agreements and Sold under Repurchase Agreements to the Consolidated Financial Statements in this Form 10-Q for additional information and Note 2 — Fair Value Measurement and Fair Value of Financial Instruments to the Consolidated Financial Statements in this Form 10-Q for fair value measurement disclosures related to derivatives.

31

Note 6 — Loans Receivable and Allowance for Credit Losses

The following table presents the composition of the Company’s loans held-for-investment as of September 30, 2026 and December 31, 2025:

($ in thousands)						September 30, 2026						December 31, 2025
Commercial:
C&I						$	19,786,324					$	18,650,755
CRE:
CRE						15,810,599						15,407,088
Multifamily residential						5,529,717						5,112,328
Construction and land						754,581						742,357
Total CRE						22,094,897						21,261,773
Total commercial						41,881,221						39,912,528
Consumer:
Residential mortgage:
Single-family residential (“SFR”) — Traditional						14,071,605						13,692,025
SFR — Bridge to Home Ownership (“BTHO”)						1,636,460						1,310,524
Home equity loans						2,058,958						1,911,897
Total residential mortgage						17,767,023						16,914,446
Other consumer						62,473						51,198
Total consumer						17,829,496						16,965,644
Total loans held-for-investment (1)						$	59,710,717					$	56,878,172
ALLL						(864,631)						(809,773)
Loans held-for-investment, net (1)						$	58,846,086					$	56,068,399

(1)Includes net deferred loan fees and net unamortized premiums of $11 million and $26 million as of September 30, 2026 and December 31, 2025, respectively.

Accrued interest receivable on loans held-for-investment was $256 million and $251 million as of September 30, 2026 and December 31, 2025, respectively, and was included in Other assets on the Consolidated Balance Sheet. Interest income recognized and reversed on nonaccrual loans was immaterial for the three and nine months ended September 30, 2026. For each of the three and nine months ended September 30, 2025, interest income recognized on nonaccrual loans was $6 million, while interest income reversed was insignificant. For the Company’s accounting policy on accrued interest receivable on loans held-for-investment, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Loans Held-for-Investment to the Consolidated Financial Statements in the Company’s 2025 Form 10-K. For the Company’s accounting policy on loans held-for-sale, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Loans Held-for-Sale to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

The Company’s FRB and FHLB borrowings are primarily secured by loans held-for-investment. As of September 30, 2026 and December 31, 2025, loans held-for-investment totaling $43.9 billion and $41.8 billion, respectively, were pledged to secure borrowings and provide additional borrowing capacity.

Credit Quality Indicators

All loans are subject to the Company’s credit review and monitoring process. Commercial loans are risk rated based on an assessment of factors including the borrower’s payment performance or delinquency status, repayment sources, financial condition and liquidity, and industry and geographic considerations. For consumer loans, payment performance or delinquency status is generally the primary indicator used in determining risk ratings.

The Company assigns individual loan credit risk ratings ranging from 1 through 10. These ratings are grouped into the following risk categories:

•Pass — Loans assigned risk ratings of 1 through 5 are categorized as Pass. Loans with a risk rating of 1 are typically loans fully secured by cash. Pass loans have sufficient sources of repayment to repay the loan in full in accordance with its contractual terms and conditions.

32

•Special Mention — Loans assigned a risk rating of 6 have potential weaknesses that warrant closer attention by management and are categorized as Special Mention.

•Substandard — Loans assigned a risk rating of 7 or 8 have well-defined weaknesses that may jeopardize full and timely repayment and are categorized as Substandard.

•Doubtful — Loans assigned a risk rating of 9 have insufficient sources of repayment and a high probability of loss and are categorized as Doubtful.

•Loss — Loans assigned a risk rating of 10 are considered uncollectible and of such little value that they are no longer considered bankable assets and are categorized as Loss.

Criticized loans consist of loans rated Special Mention, Substandard, Doubtful or Loss. The Company regularly reviews the internal risk ratings of its loan portfolio and adjusts the ratings based on changes in the borrowers’ financial condition and the collectability of the loans.

33

The following tables summarize the Company’s loans held-for-investment and year-to-date gross write-offs by loan portfolio segments, internal risk ratings and vintage year as of the periods presented. Vintage year represents the year of loan origination, renewal or major modification. Gross write-offs reflect activities for the nine months ended September 30, 2026 and the year ended December 31, 2025. Revolving loans converted to term loans are presented separately and excluded from the term loans vintage-year columns.

						September 30, 2026
						Term Loans by Vintage Year
($ in thousands)						2026						2025						2024						2023						2022						Prior						Revolving Loans						Revolving Loans Converted to Term Loans						Total
Commercial:
C&I:
Pass						$	1,962,907					$	2,249,169					$	1,270,159					$	551,938					$	400,707					$	544,381					$	12,065,226					$	53,194					$	19,097,681
Criticized (accrual)						235						37,050						64,410						73,115						40,454						28,832						394,779						—						638,875
Criticized (nonaccrual)						157						3,570						4,209						15,537						6,327						19,952						16						—						49,768
Total C&I						1,963,299						2,289,789						1,338,778						640,590						447,488						593,165						12,460,021						53,194						19,786,324
Gross write-offs (1)						4,569						2,347						2,357						8,445						37						44,667						—						—						62,422
CRE:
Pass						1,999,805						2,549,259						1,469,180						1,790,044						2,944,531						4,407,713						80,973						51,525						15,293,030
Criticized (accrual)						10,981						29,783						24,716						120,355						108,123						179,632						—						—						473,590
Criticized (nonaccrual)						—						6,550						—						11,328						2,753						23,348						—						—						43,979
Subtotal CRE						2,010,786						2,585,592						1,493,896						1,921,727						3,055,407						4,610,693						80,973						51,525						15,810,599
Gross write-offs (1)						—						1,305						336						—						760						7,901						—						—						10,302
Multifamily residential:
Pass						820,971						817,795						322,149						406,705						1,129,302						1,972,210						42,659						3,774						5,515,565
Criticized (accrual)						—						—						—						—						5,680						8,208						—						—						13,888
Criticized (nonaccrual)						—						23						—						—						—						241						—						—						264
Subtotal multifamily residential						820,971						817,818						322,149						406,705						1,134,982						1,980,659						42,659						3,774						5,529,717
Construction and land:
Pass						192,069						263,411						88,785						139,459						28,753						16,667						5,624						—						734,768
Criticized (nonaccrual)						—						—						—						—						19,813						—						—						—						19,813
Subtotal construction and land						192,069						263,411						88,785						139,459						48,566						16,667						5,624						—						754,581
Total CRE						3,023,826						3,666,821						1,904,830						2,467,891						4,238,955						6,608,019						129,256						55,299						22,094,897
Total CRE gross write-offs (1)						—						1,305						336						—						760						7,901						—						—						10,302
Total commercial						$	4,987,125					$	5,956,610					$	3,243,608					$	3,108,481					$	4,686,443					$	7,201,184					$	12,589,277					$	108,493					$	41,881,221
Total commercial gross write-offs (1)						$	4,569					$	3,652					$	2,693					$	8,445					$	797					$	52,568					$	—					$	—					$	72,724

34

						September 30, 2026
						Term Loans by Vintage Year
($ in thousands)						2026						2025						2024						2023						2022						Prior						Revolving Loans						Revolving Loans Converted to Term Loans						Total
Consumer:
Residential mortgage:
SFR:
Pass (2)						$	2,615,916					$	2,428,908					$	1,425,556					$	2,015,421					$	2,599,073					$	4,543,024					$	—					$	—					$	15,627,898
Criticized (accrual)						1,743						12,089						6,244						4,404						6,065						12,613						—						—						43,158
Criticized (nonaccrual) (2)						3,626						8,374						5,336						4,322						4,141						11,210						—						—						37,009
Subtotal SFR mortgage (3)						2,621,285						2,449,371						1,437,136						2,024,147						2,609,279						4,566,847						—						—						15,708,065
Gross write-offs(1)(4)						6						—						20						4						8						38						—						—						76
Home equity loans:
Pass						9,839						11,176						2,871						5,297						13,515						32,536						1,884,359						66,123						2,025,716
Criticized (accrual)						—						878						—						500						2,015						1,656						5,069						211						10,329
Criticized (nonaccrual)						598						5,684						1,942						1,895						1,104						8,551						—						3,139						22,913
Subtotal home equity loans						10,437						17,738						4,813						7,692						16,634						42,743						1,889,428						69,473						2,058,958
Gross write-offs						—						—						—						11						—						—						—						—						11
Total residential mortgage						2,631,722						2,467,109						1,441,949						2,031,839						2,625,913						4,609,590						1,889,428						69,473						17,767,023
Total residential mortgage gross write-offs (1)						6						—						20						15						8						38						—						—						87
Other consumer:
Pass						9,948						25,743						—						—						4,975						210						21,575						—						62,451
Criticized (accrual)						6						—						—						—						—						—						—						—						6
Criticized (nonaccrual)						—						—						—						—						—						—						16						—						16
Total other consumer						9,954						25,743						—						—						4,975						210						21,591						—						62,473
Total consumer						$	2,641,676					$	2,492,852					$	1,441,949					$	2,031,839					$	2,630,888					$	4,609,800					$	1,911,019					$	69,473					$	17,829,496
Total consumer gross write-offs (1)						$	6					$	—					$	20					$	15					$	8					$	38					$	—					$	—					$	87
Total loans held-for-investment:
Pass						$	7,611,455					$	8,345,461					$	4,578,700					$	4,908,864					$	7,120,856					$	11,516,741					$	14,100,416					$	174,616					$	58,357,109
Criticized (accrual)						12,965						79,800						95,370						198,374						162,337						230,941						399,848						211						1,179,846
Criticized (nonaccrual)						4,381						24,201						11,487						33,082						34,138						63,302						32						3,139						173,762
Total						$	7,628,801					$	8,449,462					$	4,685,557					$	5,140,320					$	7,317,331					$	11,810,984					$	14,500,296					$	177,966					$	59,710,717
Total loans held-for-investment gross write-offs (1)						$	4,575					$	3,652					$	2,713					$	8,460					$	805					$	52,606					$	—					$	—					$	72,811

35

						December 31, 2025
						Term Loans by Vintage Year
($ in thousands)						2025						2024						2023						2022						2021						Prior						Revolving Loans						Revolving Loans Converted to Term Loans						Total
Commercial:
C&I:
Pass						$	3,013,368					$	1,717,361					$	880,267					$	536,461					$	391,413					$	302,893					$	11,308,551					$	67,968					$	18,218,282
Criticized (accrual)						572						35,223						1,662						93,562						83,813						6,771						158,626						—						380,229
Criticized (nonaccrual)						2,922						4,733						26,810						1,640						9,525						6,526						88						—						52,244
Total C&I						3,016,862						1,757,317						908,739						631,663						484,751						316,190						11,467,265						67,968						18,650,755
Gross write-offs (1)						2,617						1,199						28,752						4,643						1,063						3,170						24						—						41,468
CRE:
Pass						2,615,789						1,562,420						2,015,433						3,188,363						1,708,927						3,607,918						78,712						47,512						14,825,074
Criticized (accrual)						30,275						29,807						116,862						134,018						48,569						183,937						—						—						543,468
Criticized (nonaccrual)						3,317						—						4,172						7,439						12,330						11,288						—						—						38,546
Subtotal CRE						2,649,381						1,592,227						2,136,467						3,329,820						1,769,826						3,803,143						78,712						47,512						15,407,088
Gross write-offs (1)						8,932						—						—						160						19						15,126						—						—						24,237
Multifamily residential:
Pass						895,323						338,209						478,782						1,138,693						663,916						1,547,124						32,207						3,820						5,098,074
Criticized (accrual)						—						—						—						5,175						—						8,787						—						—						13,962
Criticized (nonaccrual)						—						—						—						—						—						292						—						—						292
Subtotal multifamily residential						895,323						338,209						478,782						1,143,868						663,916						1,556,203						32,207						3,820						5,112,328
Gross write-offs (1)						—						—						—						—						—						8						—						—						8
Construction and land:
Pass						246,380						109,799						247,482						90,086						13,437						3,462						3,901						—						714,547
Criticized (nonaccrual)						—						8,897						—						18,913						—						—						—						—						27,810
Subtotal construction and land						246,380						118,696						247,482						108,999						13,437						3,462						3,901						—						742,357
Total CRE						3,791,084						2,049,132						2,862,731						4,582,687						2,447,179						5,362,808						114,820						51,332						21,261,773
Total CRE gross write-offs (1)						8,932						—						—						160						19						15,134						—						—						24,245
Total commercial						$	6,807,946					$	3,806,449					$	3,771,470					$	5,214,350					$	2,931,930					$	5,678,998					$	11,582,085					$	119,300					$	39,912,528
Total commercial gross write-offs (1)						$	11,549					$	1,199					$	28,752					$	4,803					$	1,082					$	18,304					$	24					$	—					$	65,713

36

						December 31, 2025
						Term Loans by Vintage Year
($ in thousands)						2025						2024						2023						2022						2021						Prior						Revolving Loans						Revolving Loans Converted to Term Loans						Total
Consumer:
Residential mortgage:
SFR:
Pass (2)						$	2,861,764					$	1,837,821					$	2,349,242					$	2,808,694					$	1,860,110					$	3,228,996					$	—					$	—					$	14,946,627
Criticized (accrual)						3,157						3,646						5,589						5,427						235						9,356						—						—						27,410
Criticized (nonaccrual) (2)						4,566						891						3,445						4,617						1,620						13,373						—						—						28,512
Subtotal SFR mortgage (3)						2,869,487						1,842,358						2,358,276						2,818,738						1,861,965						3,251,725						—						—						15,002,549
Gross write-offs(1)(4)						—						14						—						—						—						—						—						—						14
Home equity loans:
Pass						13,652						4,796						4,740						5,258						11,233						22,213						1,750,894						70,577						1,883,363
Criticized (accrual)						1,879						—						97						140						287						526						6,784						1,654						11,367
Criticized (nonaccrual)						1,288						13						379						2,610						1,232						7,033						—						4,612						17,167
Subtotal home equity loans						16,819						4,809						5,216						8,008						12,752						29,772						1,757,678						76,843						1,911,897
Gross write-offs (1)						—						—						—						—						—						—						—						6						6
Total residential mortgage						2,886,306						1,847,167						2,363,492						2,826,746						1,874,717						3,281,497						1,757,678						76,843						16,914,446
Total residential mortgage gross write-offs (1)						—						14						—						—						—						—						—						6						20
Other consumer:
Pass						25,146						—						—						4,635						129						5,570						15,576						—						51,056
Criticized (nonaccrual)						—						—						49						—						—						—						93						—						142
Total other consumer						25,146						—						49						4,635						129						5,570						15,669						—						51,198
Total consumer						$	2,911,452					$	1,847,167					$	2,363,541					$	2,831,381					$	1,874,846					$	3,287,067					$	1,773,347					$	76,843					$	16,965,644
Total consumer gross write-offs (1)						$	—					$	14					$	—					$	—					$	—					$	—					$	—					$	6					$	20
Total loans held-for-investment:
Pass						$	9,671,422					$	5,570,406					$	5,975,946					$	7,772,190					$	4,649,165					$	8,718,176					$	13,189,841					$	189,877					$	55,737,023
Criticized (accrual)						35,883						68,676						124,210						238,322						132,904						209,377						165,410						1,654						976,436
Criticized (nonaccrual)						12,093						14,534						34,855						35,219						24,707						38,512						181						4,612						164,713
Total						$	9,719,398					$	5,653,616					$	6,135,011					$	8,045,731					$	4,806,776					$	8,966,065					$	13,355,432					$	196,143					$	56,878,172
Total loans held-for-investment gross write-offs (1)						$	11,549					$	1,213					$	28,752					$	4,803					$	1,082					$	18,304					$	24					$	6					$	65,733

(1)Excludes gross write-offs associated with loans sold or settled by the Company.

(2)Nonaccrual loans of $1 million with payments guaranteed by the Federal Housing Administration were classified as Pass as of both September 30, 2026 and December 31, 2025.

(3)BTHO loans represented 14%, 17%, 20%, 18% and 7% of total SFR loans originated in 2026, 2025, 2024, 2023 and 2022, respectively, as of September 30, 2026. BTHO loans originated prior to 2022 were immaterial as of September 30, 2026. As of December 31, 2025, BTHO loans represented 15%, 16%, 16%, 6% and 1% of total SFR loans originated in 2025, 2024, 2023, 2022 and 2021, respectively. There were no BTHO loans originated prior to 2021.

(4)Gross write-offs for the nine months ended September 30, 2026 and the year ended December 31, 2025 related entirely to SFR — Traditional loans.

37

Nonaccrual and Past Due Loans

Loans that are 90 or more days past due are generally placed on nonaccrual status unless the loan is well-collateralized and in the process of collection. Loans less than 90 days past due may also be placed on nonaccrual status when full collection of principal or interest is uncertain. The following tables present the aging analysis of loans held-for-investment as of September 30, 2026 and December 31, 2025:

						September 30, 2026
($ in thousands)						Current Accruing Loans						Accruing Loans 30-59 Days Past Due						Accruing Loans 60-89 Days Past Due																		Total Accruing Past Due Loans																		Total Nonaccrual Loans						Total Loans
Commercial:
C&I						$	19,698,845					$	32,187					$	5,524																	$	37,711																	$	49,768					$	19,786,324
CRE:
CRE						15,741,039						24,597						984																		25,581																		43,979						15,810,599
Multifamily residential						5,528,914						264						275																		539																		264						5,529,717
Construction and land						734,768						—						—																		—																		19,813						754,581
Total CRE						22,004,721						24,861						1,259																		26,120																		64,056						22,094,897
Total commercial						41,703,566						57,048						6,783																		63,831																		113,824						41,881,221
Consumer:
Residential mortgage:
SFR — Traditional						13,945,940						52,846						41,214																		94,060																		31,605						14,071,605
SFR — BTHO						1,611,984						15,925						2,554																		18,479																		5,997						1,636,460
Home equity loans						2,008,865						16,863						10,317																		27,180																		22,913						2,058,958
Total residential mortgage						17,566,789						85,634						54,085																		139,719																		60,515						17,767,023
Other consumer						60,519						1,912						26																		1,938																		16						62,473
Total consumer						17,627,308						87,546						54,111																		141,657																		60,531						17,829,496
Total						$	59,330,874					$	144,594					$	60,894																	$	205,488																	$	174,355					$	59,710,717

						December 31, 2025
($ in thousands)						Current Accruing Loans						Accruing Loans 30-59 Days Past Due						Accruing Loans 60-89 Days Past Due												Total Accruing Past Due Loans																		Total Nonaccrual Loans						Total Loans
Commercial:
C&I						$	18,572,467					$	25,962					$	82											$	26,044																	$	52,244					$	18,650,755
CRE:
CRE						15,354,548						10,525						3,469												13,994																		38,546						15,407,088
Multifamily residential						5,110,783						1,253						—												1,253																		292						5,112,328
Construction and land						714,547						—						—												—																		27,810						742,357
Total CRE						21,179,878						11,778						3,469												15,247																		66,648						21,261,773
Total commercial						39,752,345						37,740						3,551												41,291																		118,892						39,912,528
Consumer:
Residential mortgage:
SFR — Traditional						13,606,733						34,282						24,268												58,550																		26,742						13,692,025
SFR — BTHO						1,292,491						11,728						3,406												15,134																		2,899						1,310,524
Home equity loans						1,860,080						23,328						11,322												34,650																		17,167						1,911,897
Total residential mortgage						16,759,304						69,338						38,996												108,334																		46,808						16,914,446
Other consumer						50,979						56						21												77																		142						51,198
Total consumer						16,810,283						69,394						39,017												108,411																		46,950						16,965,644
Total						$	56,562,628					$	107,134					$	42,568											$	149,702																	$	165,842					$	56,878,172

38

The following table presents the amortized cost of nonaccrual loans with no related ALLL as of September 30, 2026 and December 31, 2025. Nonaccrual loans may have no related allowance for credit losses when the loans are adequately secured by collateral values and no credit loss is expected.

($ in thousands)									September 30, 2026									December 31, 2025
Commercial:
C&I									$	15,698								$	21,723
CRE									39,123									33,705
Construction and land									—									27,810
Total commercial									54,821									83,238
Consumer:
SFR — Traditional									11,517									6,095
Home equity loans									3,155									4,081
Total consumer									14,672									10,176
Total nonaccrual loans with no related ALLL									$	69,493								$	93,414

Foreclosed Assets

The Company acquires assets through loan restructurings, workouts, or foreclosures. Assets acquired may include real properties (e.g., real estate, land, and buildings) and commercial and personal properties. Foreclosed assets are recognized when the Company obtains control of the assets in satisfaction of a loan, such as through obtaining legal title or physical possession.

Foreclosed assets, consisting of OREO and other nonperforming assets, are included in Other assets on the Consolidated Balance Sheet. Foreclosed assets totaled $64 million as of September 30, 2026, compared with $21 million as of December 31, 2025. In accordance with the Consumer Financial Protection Bureau guidelines, the Company generally initiates foreclosure proceedings on consumer mortgage loans when a borrower becomes more than 120 days delinquent. The carrying value of the consumer real estate loans in active or suspended foreclosure process was $23 million and $16 million as of September 30, 2026 and December 31, 2025, respectively.

Loan Modifications to Borrowers Experiencing Financial Difficulty

As part of the Company’s loss mitigation efforts, the Company may modify the contractual terms of a loan to borrowers experiencing financial difficulty. Loan modifications are evaluated on a case-by-case basis and are intended to maximize collectability while addressing the borrower’s financial circumstances. In determining whether a borrower is experiencing financial difficulty, the Company considers various factors. For consumer loans, the primary factor is delinquency status. For commercial loans, factors include credit risk ratings, potential risk rating downgrades, and changes in the borrower’s overall credit risk profile. Modifications may include payment delays, interest rate reductions, term extensions, principal forgiveness, or a combination thereof. Commercial loan modifications that are insignificant, such as minor interest rate changes, short-term extensions of 90 days or less from the original maturity date, or temporary waivers or extensions of financial covenants that do not constitute material credit actions, generally do not indicate that the borrower is experiencing financial difficulty, and are excluded from the disclosure below. Insignificant payment delays of three months or less during the preceding 12 months are also excluded.

39

The following tables present the amortized cost of loans that were modified during the three and nine months ended September 30, 2026 and 2025, by loan class and type of modification:

												Three Months Ended September 30, 2026
												Modification Type
($ in thousands)												Term Extension						Payment Delay						Combination: Term Extension/Payment Delay																								Total						Modification as a % of Loan Class
Commercial:
C&I												$	98,465					$	—					$	—																							$	98,465					0.50		%
CRE												4,269						—						26,086																								30,355						0.19		%
Construction and land												—						19,813						—																								19,813						2.63		%
Total commercial												102,734						19,813						26,086																								148,633						0.35		%
Consumer:
SFR												—						10,041						—																								10,041						0.06		%
Home equity loans												—						6,552						—																								6,552						0.32		%
Total consumer												—						16,593						—																								16,593						0.09		%
Total												$	102,734					$	36,406					$	26,086																							$	165,226					0.28		%

												Three Months Ended September 30, 2025
												Modification Type
																								Combination
($ in thousands)												Term Extension						Payment Delay						Term Extension/Payment Delay						Rate Reduction/Term Extension						Rate Reduction/Payment Delay												Total						Modification as a % of Loan Class
Commercial:
C&I												$	27,141					$	49,915					$	—					$	94					$	—											$	77,150					0.43		%
CRE												65,118						—						—						—						—												65,118						0.43		%
Total commercial												92,259						49,915						—						94						—												142,268						0.36		%
Consumer:
SFR												—						14,351						1,632						—						—												15,983						0.11		%
Home equity loans												—						4,294						286						—						747												5,327						0.29		%
Total consumer												—						18,645						1,918						—						747												21,310						0.13		%
Total												$	92,259					$	68,560					$	1,918					$	94					$	747											$	163,578					0.29		%

												Nine Months Ended September 30, 2026
												Modification Type
($ in thousands)												Term Extension						Payment Delay												Combination: Term Extension/Payment Delay																		Total						Modification as a % of Loan Class
Commercial:
C&I												$	176,097					$	—											$	9,731																	$	185,828					0.94		%
CRE												16,230						—												26,086																		42,316						0.27		%
Construction and land												—						19,813												—																		19,813						2.63		%
Total commercial												192,327						19,813												35,817																		247,957						0.59		%
Consumer:
SFR												—						18,744												—																		18,744						0.12		%
Home equity loans												—						10,509												—																		10,509						0.51		%
Total consumer												—						29,253												—																		29,253						0.16		%
Total												$	192,327					$	49,066											$	35,817																	$	277,210					0.46		%

40

						Nine Months Ended September 30, 2025
						Modification Type
																								Combination
($ in thousands)						Interest Rate Reduction						Term Extension						Payment Delay						Rate Reduction/Term Extension						Term Extension/Payment Delay						Rate Reduction/Payment Delay						Rate Reduction/ Term Extension/Payment Delay						Total						Modification as a % of Loan Class
Commercial:
C&I						$	6,057					$	76,716					$	52,889					$	94					$	31,957					$	19,576					$	—					$	187,289					1.04		%
CRE						—						188,145						—						—						—						—						—						188,145						1.24		%
Multifamily						—						276						—						—						—						—						—						276						0.01		%
Construction and land						—						16,782						—						—						—						—						—						16,782						2.16		%
Total commercial						6,057						281,919						52,889						94						31,957						19,576						—						392,492						1.01		%
Consumer:
SFR						—						—						23,226						—						1,928						—						—						25,154						0.17		%
Home equity loans						—						—						9,210						—						917						1,173						414						11,714						0.63		%
Total consumer						—						—						32,436						—						2,845						1,173						414						36,868						0.22		%
Total						$	6,057					$	281,919					$	85,325					$	94					$	34,802					$	20,749					$	414					$	429,360					0.77		%

The following tables present the financial effects of the loan modifications for the three and nine months ended September 30, 2026 and 2025, by loan class and type of modification:

																		Financial Effects of Loan Modifications for the Three Months Ended September 30,
																		2026																		2025
																		Weighted-average Term Extension (in years)						Weighted-average Payment Delay (in years)												Weighted-average Interest Rate Reduction						Weighted-average Term Extension (in years)						Weighted-average Payment Delay  (in years)
Commercial:
C&I																		1.3						0.0												1.00		%				1.3						0.7
CRE																		1.0						0.3												—		%				1.3						0.0
Construction and land																		0.0						1.1												—		%				0.0						0.0
Consumer:
Residential mortgage:
SFR																		0.0						0.9												—		%				17.5						4.6
Home equity loans																		0.0						0.7												1.50		%				20.0						6.6

41

																		Financial Effects of Loan Modifications for the Nine Months Ended September 30,
																		2026																		2025
																		Weighted-average Term Extension (in years)						Weighted-average Payment Delay (in years)												Weighted-average Interest Rate Reduction						Weighted-average Term Extension (in years)						Weighted-average Payment Delay  (in years)
Commercial:
C&I																		1.3						0.8												3.37		%				1.1						0.8
CRE																		1.1						0.3												—		%				3.0						0.0
Multifamily																		0.0						0.0												—		%				10.0						0.0
Construction and land																		0.0						1.1												—		%				0.8						0.0
Consumer:
SFR																		0.0						0.9												—		%				16.3						3.6
Home equity loans																		0.0						0.7												0.97		%				15.3						6.8

A modified loan may subsequently become delinquent or default, generally defined as 90 days past due. The following tables present the amortized cost basis of modified loans that experienced a payment default within 12 months of the modification date during the three and nine months ended September 30, 2026 and 2025.

																								Loans Modified that Subsequently Defaulted During the Three Months Ended September 30, 2026
($ in thousands)																								Payment Delay																		Combination: Term Extension/Payment Delay						Total
Consumer:
SFR																								$	3,785																	$	198					$	3,983
Total consumer																								3,785																		198						3,983
Total																								$	3,785																	$	198					$	3,983

																		Loans Modified that Subsequently Defaulted During the Three Months Ended September 30, 2025
																														Combination
($ in thousands)																		Term Extension						Payment Delay						Rate Reduction/Payment Delay						Term Extension/Payment Delay												Total
Commercial:
C&I																		$	890					$	3,089					$	—					$	—											$	3,979
Total commercial																		890						3,089						—						—												3,979
Consumer:
SFR																		—						1,064						—						819												1,883
Home equity loans																		—						418						747						202												1,367
Total consumer																		—						1,482						747						1,021												3,250
Total																		$	890					$	4,571					$	747					$	1,021											$	7,229

42

																		Loans Modified that Subsequently Defaulted During the Nine Months Ended September 30, 2026
($ in thousands)																		Term Extension						Payment Delay												Combination: Term Extension/Payment Delay												Total
Commercial:
CRE																		$	1,774					$	—											$	—											$	1,774
Total commercial																		1,774						—												—												1,774
Consumer:
SFR																		—						7,172												198												7,370
Home equity loans																		—						1,412												—												1,412
Total consumer																		—						8,584												198												8,782
Total																		$	1,774					$	8,584											$	198											$	10,556

																		Loans Modified that Subsequently Defaulted During the Nine Months Ended September 30, 2025
																														Combination
($ in thousands)																		Term Extension						Payment Delay						Rate Reduction/Payment Delay						Term Extension/Payment Delay												Total
Commercial:
C&I																		$	890					$	7,554					$	—					$	—											$	8,444
CRE																		53,277						—						—						—												53,277
Total commercial																		54,167						7,554						—						—												61,721
Consumer:
SFR																		—						2,515						—						1,026												3,541
Home equity loans																		—						4,675						747						488												5,910
Total consumer																		—						7,190						747						1,514												9,451
Total																		$	54,167					$	14,744					$	747					$	1,514											$	71,172

The Company monitors the performance of loans modified for borrowers experiencing financial difficulty to evaluate the effectiveness of such modifications. The following tables present the payment performance of loans modified during the preceding 12 months as of September 30, 2026 and 2025:

												Payment Performance as of September 30, 2026
($ in thousands)																																										Current						30 - 89 Days Past Due						90+ Days Past Due						Total
Commercial:
C&I																																										$	161,326					$	19,627					$	4,879					$	185,832
CRE																																										40,557						983						1,774						43,314
Construction and land																																										—						—						19,813						19,813
Total commercial																																										201,883						20,610						26,466						248,959
Consumer:
SFR																																										16,803						4,392						4,512						25,707
Home equity loans																																										10,357						3,280						1,657						15,294
Total consumer																																										27,160						7,672						6,169						41,001
Total																																										$	229,043					$	28,282					$	32,635					$	289,960
Total nonaccrual loans included above																																										$	405					$	135					$	32,635					$	33,175

43

												Payment Performance as of September 30, 2025
($ in thousands)																																										Current						30 - 89 Days Past Due						90+ Days Past Due						Total
Commercial:
C&I																																										$	217,395					$	94					$	890					$	218,379
CRE																																										210,658						—						—						210,658
Multifamily residential																																										276						—						—						276
Construction and land																																										16,782						—						—						16,782
Total commercial																																										445,111						94						890						446,095
Consumer:
SFR																																										22,866						2,201						1,738						26,805
Home equity loans																																										9,533						1,594						1,842						12,969
Total consumer																																										32,399						3,795						3,580						39,774
Total																																										$	477,510					$	3,889					$	4,470					$	485,869
Total nonaccrual loans included above																																										$	66,499					$	—					$	4,470					$	70,969

As of September 30, 2026 and December 31, 2025, commitments to lend additional funds to borrowers with modified loans totaled $15 million and $14 million, respectively.

Allowance for Credit Losses

The Company maintains an allowance for credit losses for financial assets measured at amortized cost and certain off-balance sheet credit exposures. The allowance for credit losses, which includes the ALLL and the allowance for unfunded credit commitments, reflects management’s best estimate of expected credit losses over the expected lives of the related exposures. The estimate is based on periodic evaluations of the loan portfolio, unfunded credit commitments and other relevant factors.

The allowance for credit losses is deducted from the amortized cost basis of a financial asset or a group of financial assets so that the balance sheet reflects the net amount the Company expects to collect. Amortized cost represents the outstanding principal balance, net of purchase premiums and discounts, deferred fees and costs, and escrow advances. Subsequent changes in expected credit losses are recognized in net income through Provision for credit losses.

The Company estimates expected credit losses by considering the risk characteristics of its portfolio segments. Exposures that share similar risk characteristics are collectively evaluated and include performing loans and unfunded credit commitments. Exposures that do not share similar risk characteristics with other exposures are generally evaluated on an individual basis.

ALLL for Collectively Evaluated Loans

The ALLL for collectively evaluated loans consists of a quantitative component that incorporates risk factors reflected in the Company’s credit loss models and a qualitative component that considers risk factors not fully captured by the models. These components are described below.

Quantitative Component — The Company applies quantitative methods to estimate ALLL by considering factors such as historical loss experience, the current portfolio credit quality, and reasonable and supportable forecasts of economic conditions over the expected lives of the loans. Forward-looking information is incorporated through macroeconomic scenarios that include variables considered to be key drivers of credit losses. The Company utilizes a probability-weighted, multiple-scenario forecast approach that may include a base scenario reflecting management's view of the most likely outcome, and downside and upside scenarios reflecting less or more favorable economic conditions. The quantitative models incorporate the probability-weighted macroeconomic scenarios over the reasonable and supportable forecast period. For periods beyond the reasonable and supportable forecast period, the Company reverts to historical loss experience or long-term macroeconomic trends, as applicable, for the remaining lives of the loans.

44

There were no changes to the Company’s reasonable and supportable forecast period or its method of reverting to historical loss experience during the three and nine months ended September 30, 2026 and 2025.

The following table presents the key credit risk characteristics and macroeconomic variables used in estimating the expected credit losses by loan portfolio segment:

Portfolio Segment

Risk Characteristics

Macroeconomic Variables

C&I

Risk rating, sector, loan origination size, loan age, delinquency status

Unemployment rate, gross domestic product (“GDP”), and U.S. Treasury rates

CRE, Multifamily residential, and Construction and land

Collateral value, property type, geographic location, loan age, delinquency status

Unemployment rate, GDP, and U.S. Treasury rates

SFR and Home equity loans

Collateral value, FICO score, geographic location, loan age, delinquency status

House Price Indices, unemployment rate, GDP

Other consumer

Loss rate approach

Immaterial — Macroeconomic variables are considered through the qualitative component.

Quantitative Component — ALLL for the Commercial Loan Portfolio

The Company uses a lifetime loss rate model to estimate expected credit losses over the life of a C&I loan. The estimated lifetime loss rate is applied to the amortized cost basis, excluding accrued interest receivable, to determine expected credit losses. The reasonable and supportable forecast period is eight quarters, after which the model immediately reverts to the historical average loss rate for the remaining life of the loan.

For CRE, multifamily residential, and construction and land loans, the Company estimates expected credit losses at the loan level by applying projected probabilities of default (“PDs”) and losses given default (“LGDs”) to the estimated exposure at default, considering the contractual terms and payment structures of the loans. The forecast of economic conditions reverts to long-run historical trends within the reasonable and supportable forecast period. Under both methodologies, contractual loan terms are adjusted for estimated prepayments based on historical experience.

Quantitative Component — ALLL for the Consumer Loan Portfolio

For SFR and home equity loans, projected PDs and LGDs are applied to estimated exposure at default, considering the contractual terms and payment structure of the loans, to estimate expected credit losses at the loan level. Forecasted economic conditions revert to long-run historical trends after the reasonable and supportable forecast period. To estimate the life of a loan for the SFR and home equity loan portfolios, contractual loan terms are adjusted for estimated prepayments based on historical experience. For other consumer loans, expected credit losses are estimated using a loss rate approach.

Qualitative Component — The Company considers qualitative factors in determining the allowance for collectively evaluated loans to address risks not fully captured by the quantitative models. Such qualitative factors may include, but are not limited to:

•loan growth trends;

•the volume and severity of past due, criticized, or adversely classified financial assets;

•changes in lending policies and procedures, including lending strategies, underwriting standards, collection, write-off and recovery practices;

•knowledge of a borrower’s operations;

•the quality of the Company’s credit review system;

•the experience, ability and depth of the Company’s management and associates;

•external factors including changes in the regulatory and legal environments and technology;

•actual and expected changes in international, national, regional, and local economic and business conditions in which the Company operates; and

•risks associated with certain industry sectors that are not fully captured by the quantitative models.

The impact of qualitative factors on the allowance for credit losses varies from period to period based on management’s assessment of changes in these factors and the extent to which such changes are captured by the quantitative models.

45

The estimation of expected credit losses is inherently uncertain and may be affected by uncertainty associated with, but not limited to, limitations in available information and differences between expected and actual outcomes. The Company may establish additional qualitative allowance for such risks.

ALLL for Individually Evaluated Loans

When a loan no longer shares similar risk characteristics with other loans, such as certain nonaccrual loans, the Company evaluates the loan individually for expected credit losses. For individually evaluated loans, the ALLL is measured using one of the following methods, as applicable: (1) the fair value of collateral less estimated costs to sell; (2) the present value of expected future cash flows; or (3) the loan's observable market price. For collateral-dependent loans, the Company generally measures the ALLL based on the fair value of the collateral less estimated costs to sell. For loans that are not collateral dependent, the ALLL is generally measured using the present value of expected future cash flows or the loan’s observable market price.

•Collateral-Dependent Loans — The ALLL is measured as the amount by which the loan’s amortized cost basis exceeds the fair value of the underlying collateral, less estimated costs to sell, when applicable. Collateral-dependent commercial and consumer loans totaled $65 million and $15 million, respectively, as of September 30, 2026, compared with $69 million and $10 million, respectively, as of December 31, 2025. The Company's collateral-dependent loans were secured by real estate. As of both September 30, 2026 and December 31, 2025, the fair value of the collateral securing the majority of these loans, net of estimated costs to sell, exceeded the loans’ amortized cost basis.

The following tables summarize activity in the ALLL by portfolio segment for the three and nine months ended September 30, 2026 and 2025:

						Three Months Ended September 30, 2026
						Commercial																								Consumer
												CRE																		Residential Mortgage
($ in thousands)						C&I						CRE						Multifamily Residential						Construction and Land						SFR — Traditional						SFR — BTHO						Home Equity Loans						Other Consumer						Total
ALLL, beginning of period						$	481,087					$	231,351					$	40,340					$	19,968					$	18,826					$	42,422					$	6,560					$	1,502					$	842,056
Provision for (reversal of) credit losses on loans			(a)			28,596						6,314						5,164						(1,862)						1,277						4,573						(282)						107						43,887
Gross charge-offs						(27,663)						(2,145)						—						—						—						—						—						(55)						(29,863)
Gross recoveries						8,183						2						111						—						3						—						3						1						8,303
Total net (charge-offs) recoveries						(19,480)						(2,143)						111						—						3						—						3						(54)						(21,560)
Foreign currency translation adjustment						248						—						—						—						—						—						—						—						248
ALLL, end of period						$	490,451					$	235,522					$	45,615					$	18,106					$	20,106					$	46,995					$	6,281					$	1,555					$	864,631

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						Three Months Ended September 30, 2025
						Commercial																								Consumer
												CRE																		Residential Mortgage
($ in thousands)						C&I						CRE						Multifamily Residential						Construction and Land						SFR — Traditional						SFR — BTHO						Home Equity Loans						Other Consumer						Total
ALLL, beginning of period						$	442,291					$	212,618					$	29,073					$	17,856					$	18,711					$	33,286					$	5,256					$	1,325					$	760,416
Allowance recognized on purchased credit-deteriorated (“PCD”) loans						18,175						—						—						—						—						—						—						—						18,175
(Reversal of) provision for credit losses on loans			(a)			(992)						14,552						6,101						671						3,801						5,072						854						(143)						29,916
Gross charge-offs						(25,325)						(5)						—						—						—						—						—						(73)						(25,403)
Gross recoveries						7,236						2						13						3						6						—						3						—						7,263
Total net (charge-offs) recoveries						(18,089)						(3)						13						3						6						—						3						(73)						(18,140)
Foreign currency translation adjustment						153						—						—						—						—						—						—						—						153
ALLL, end of period						$	441,538					$	227,167					$	35,187					$	18,530					$	22,518					$	38,358					$	6,113					$	1,109					$	790,520

						Nine Months Ended September 30, 2026
						Commercial																								Consumer
												CRE																		Residential Mortgage
($ in thousands)						C&I						CRE						Multifamily Residential						Construction and Land						SFR — Traditional						SFR — BTHO						Home Equity Loans						Other Consumer						Total
ALLL, beginning of period						$	475,613					$	221,494					$	36,555					$	15,468					$	19,040					$	34,423					$	5,804					$	1,376					$	809,773
Provision for credit losses on loans			(a)			65,416						22,619						8,926						3,530						1,070						12,572						480						72						114,685
Gross charge-offs						(68,008)						(10,298)						—						(894)						(152)						—						(11)						(148)						(79,511)
Gross recoveries						16,495						1,707						134						2						148						—						8						255						18,749
Total net (charge-offs) recoveries						(51,513)						(8,591)						134						(892)						(4)						—						(3)						107						(60,762)
Foreign currency translation adjustment						935						—						—						—						—						—						—						—						935
ALLL, end of period						$	490,451					$	235,522					$	45,615					$	18,106					$	20,106					$	46,995					$	6,281					$	1,555					$	864,631

47

						Nine Months Ended September 30, 2025
						Commercial																								Consumer
												CRE																		Residential Mortgage
($ in thousands)						C&I						CRE						Multifamily Residential						Construction and Land						SFR — Traditional						SFR — BTHO						Home Equity Loans						Other Consumer						Total
ALLL, beginning of period						$	384,319					$	218,677					$	32,117					$	17,497					$	19,413					$	25,403					$	3,132					$	1,494					$	702,052
Allowance recognized on PCD loans						18,175						—						—						—						—						—						—						—						18,175
Provision for (reversal of) credit losses on loans			(a)			62,973						30,664						3,028						3,020						3,054						12,955						2,962						(522)						118,134
Gross charge-offs						(34,464)						(22,248)						(7)						(1,996)						(9)						—						—						(126)						(58,850)
Gross recoveries						10,304						74						49						9						60						—						19						263						10,778
Total net (charge-offs) recoveries						(24,160)						(22,174)						42						(1,987)						51						—						19						137						(48,072)
Foreign currency translation adjustment						231						—						—						—						—						—						—						—						231
ALLL, end of period						$	441,538					$	227,167					$	35,187					$	18,530					$	22,518					$	38,358					$	6,113					$	1,109					$	790,520

In addition to the ALLL, the Company maintains an allowance for expected credit losses on unfunded credit commitments, including (1) recourse obligations for loans sold, (2) letters of credit, and (3) unfunded lending commitments. The allowance for unfunded credit commitments reflects management’s estimate of expected credit losses associated with these exposures. See Note 9 — Commitments and Contingencies to the Consolidated Financial Statements in this Form 10-Q for additional information related to unfunded credit commitments. The following table presents the activity in the allowance for unfunded credit commitments for the three and nine months ended September 30, 2026 and 2025:

						Three Months Ended September 30,												Nine Months Ended September 30,
($ in thousands)						2026						2025						2026						2025
Unfunded credit facilities
Allowance for unfunded credit commitments, beginning of period						$	47,077					$	45,307					$	48,690					$	39,526
Provision for (reversal of) credit losses on unfunded credit commitments			(b)			1,113						3,084						(493)						8,866
Foreign currency translation adjustments						(3)						(1)						(10)						(2)
Allowance for unfunded credit commitments, end of period						$	48,187					$	48,390					$	48,187					$	48,390
Provision for credit losses on loans, leases and unfunded credit commitments			(a) + (b)			$	45,000					$	33,000					$	114,192					$	127,000

The allowance for credit losses on loans, leases and unfunded credit commitments was $913 million as of September 30, 2026, an increase of $55 million from $858 million as of December 31, 2025. The increase primarily reflected net loan growth, changes in the qualitative risk assessment, and an economic outlook that continued to reflect uncertainty related to inflation, the high interest rate environment, and rising oil prices.

The Company considers multiple economic scenarios to develop the ALLL, including baseline, downside and upside scenarios. The weighting assigned to each scenario as of September 30, 2026 was unchanged from December 31, 2025. Compared with the December 2025 forecast, the September 2026 baseline forecast reflected minor improvements in GDP growth and unemployment rate for 2026 and 2027. The downside scenario assumed a recession beginning in the fourth quarter of 2026, reflecting elevated oil prices, rising inflation, tariffs, deportations, and continued elevated interest rates. The upside scenario assumed a more favorable economic outlook, including faster resolution of global conflicts, stronger economic growth, stable financial markets, and full employment being realized in the fourth quarter of 2026.

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Loan Transfers, Sales and Purchases

The Company’s lending activities primarily consist of directly originated loans. The Company also purchases loans from and participates in loans originated by other financial institutions. In the ordinary course of business, the Company also sells participations in commercial loans it originates to other financial institutions. Purchased loans may subsequently be transferred from held-for-investment to held-for-sale, with any related adjustments to ALLL recognized as appropriate.

The following tables present the carrying value of loans transferred, sold and purchased during the three and nine months ended September 30, 2026 and 2025:

						Three Months Ended September 30, 2026
						Commercial																								Consumer
												CRE																		Residential Mortgage
($ in thousands)						C&I						CRE						Multifamily Residential						Construction and Land						SFR																		Total
Loans transferred from held-for-investment to held-for-sale (1)						$	42,745					$	11,742					$	—					$	—					$	—																	$	54,487
Sales (2)(3)						$	39,970					$	11,742					$	—					$	—					$	754																	$	52,466
Purchases						$	205,644		(4)			$	—					$	—					$	—					$	127,318																	$	332,962

						Three Months Ended September 30, 2025
						Commercial																								Consumer
												CRE																		Residential Mortgage
($ in thousands)						C&I						CRE						Multifamily Residential						Construction and Land						SFR																		Total
Loans transferred from held-for-investment to held-for-sale (1)						$	134,916					$	—					$	—					$	—					$	—																	$	134,916
Sales (2)(3)						$	127,489					$	—					$	—					$	—					$	—																	$	127,489
Purchases						$	34,677		(4)			$	—					$	—					$	—					$	121,968																	$	156,645

						Nine Months Ended September 30, 2026
						Commercial																								Consumer																		Total
												CRE																		Residential Mortgage
($ in thousands)						C&I						CRE						Multifamily Residential						Construction and Land						SFR
Loans transferred from held-for-investment to held-for-sale (1)						$	252,128					$	11,742					$	9,959					$	—					$	5,345																	$	279,174
Loans transferred from held-for-sale to held-for-investment						$	—					$	—					$	—					$	—					$	3,497																	$	3,497
Sales (2)(3)						$	252,608					$	11,742					$	9,959					$	—					$	4,958																	$	279,267
Purchases						$	363,739		(4)			$	—					$	—					$	—					$	394,954																	$	758,693

Refer to table footnotes on the following page.

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						Nine Months Ended September 30, 2025
						Commercial																								Consumer									Total
												CRE																		Residential Mortgage
($ in thousands)						C&I						CRE						Multifamily Residential						Construction and Land						SFR
Loans transferred from held-for-investment to held-for-sale (1)						$	240,613					$	20,338					$	—					$	9,500					$	—																	$	270,451
Sales (2)(3)						$	224,186					$	20,338					$	—					$	11,316					$	396																	$	256,236
Purchases						$	339,321		(4)			$	—					$	—					$	—					$	372,379																	$	711,700

(1)There were no write-downs to ALLL related to loans transferred from held-for-investment to held-for-sale during the three months ended September 30, 2026 and 2025. Write-downs to ALLL related to such transfers were $5 million and $2 million for the nine months ended September 30, 2026 and 2025, respectively.

(2)Includes originated loans sold of $46 million and $206 million for the three and nine months ended September 30, 2026, respectively, and $37 million and $159 million for the three and nine months ended September 30, 2025, respectively. Originated loans sold primarily consisted of C&I loans for each period presented.

(3)Includes purchased loans sold in the secondary market of $6 million and $73 million for the three and nine months ended September 30, 2026, respectively, and $90 million and $97 million for the three and nine months ended September 30, 2025, respectively.

(4)C&I loan purchases consisted of syndicated C&I term loans.

Note 7 — Affordable Housing Partnership, Tax Credit and Community Reinvestment Act Investments, Net

The Company invests in affordable housing partnerships and other tax credit and CRA investments that qualify for CRA consideration or generate tax credits. The majority of these investments are variable interest entities in which the Company is a limited partner, and an unrelated third party serves as general partner or managing member with the power to direct the activities that most significantly impact the entity’s economic performance. Accordingly, the Company does not consolidate these investments, including certain investments in which its ownership interest exceeds 50%. The Company’s maximum exposure to loss generally consists of the unamortized investment balance and any tax credits previously claimed that may be subject to recapture.

The Company elects to account for qualifying tax credit investments using the proportional amortization method (“PAM”) on a program-by-program basis when the applicable criteria are met. For additional information regarding the Company’s PAM accounting policies, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Income Taxes to the Consolidated Financial Statements in the Company’s 2025 Form 10-K. For information regarding the impairment evaluation and monitoring process of tax credit investments, see Note 2 — Fair Value Measurement and Fair Value of Financial Instruments — Affordable Housing Partnership, Tax Credit and CRA Investments, Net to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

The following table presents the Company’s net investments in, and unfunded commitments related to, the Company’s affordable housing partnership, tax credit, and CRA investments as of September 30, 2026 and December 31, 2025:

						September 30, 2026												December 31, 2025
($ in thousands)						Assets						Liabilities - Unfunded Commitments (1)						Assets						Liabilities - Unfunded Commitments (1)
PAM:
Affordable housing partnership investments						$	458,337					$	115,131					$	483,021					$	172,343
Tax credit and CRA investments						108,366						31,986						140,723						43,878
Equity method of accounting and other:
Tax credit and CRA investments						318,640			(2)			90,389						345,748			(2)			121,275
Total						$	885,343					$	237,506					$	969,492					$	337,496

(1)Included in Accrued expenses and other liabilities on the Consolidated Balance Sheet.

(2)Includes $37 million of equity securities without readily determinable fair values as of both September 30, 2026 and December 31, 2025.

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The following table presents tax credits and other tax benefits recognized and amortization expense related to the Company’s affordable housing partnership, tax credit and CRA investments for the three and nine months ended September 30, 2026 and 2025:

						Three Months Ended September 30,												Nine Months Ended September 30,
($ in thousands)						2026						2025						2026						2025
Tax credits and benefits (1):
PAM:
Affordable housing partnership investments						$	21,403					$	19,493					$	61,449					$	60,101
Tax credit and CRA investments						12,437						30,780						57,834						88,527
Equity method of accounting and other:
Tax credit and CRA investments						18,826						23,810						62,480						60,911
Total tax credits and benefits						$	52,666					$	74,083					$	181,763					$	209,539
Amortization (2):
PAM (3):
Affordable housing partnership investments						$	14,625					$	15,276					$	43,565					$	46,110
Tax credit and CRA investments						12,919						22,126						57,299						67,296
Equity method of accounting and other:
Tax credit and CRA investments (4)						23,731						15,693						68,511						57,671
Total amortization						$	51,275					$	53,095					$	169,375					$	171,077

(1)Included in Income tax expense on the Consolidated Statement of Income.

(2)Amortization of affordable housing partnership, tax credit and CRA investments is included in Depreciation, amortization and accretion, net on the Consolidated Statement of Cash Flows.

(3)For affordable housing partnership, tax credit and CRA investments accounted for under PAM, amortization is included in Income tax expense on the Consolidated Statement of Income.

(4)For tax credit and CRA investments not accounted for under PAM, amortization is included in Amortization of tax credit and CRA investments within Noninterest expense on the Consolidated Statement of Income.

The Company also held equity securities without readily determinable fair values totaling $118 million as of September 30, 2026 and $117 million as of December 31, 2025, which were included in Other assets on the Consolidated Balance Sheet.

Note 8 — Federal Home Loan Bank Advances and Long-Term Debt

The following table presents details of the Company’s FHLB advances and long-term debt as of September 30, 2026 and December 31, 2025:

												September 30, 2026																		December 31, 2025
($ in thousands)												Interest Rates						Maturity Dates						Amount						Amount
Parent company
Junior subordinated debt — floating (1)												5.71%						12/15/2035						$	32,565					$	32,320
Bank
FHLB advances (2):
Floating (3)												4.03% — 4.10%						2026 — 2027						$	2,700,000					$	2,000,000
Fixed												3.87% — 3.94%						2026						300,000						750,000
Overnight												N/A						N/A						—						250,000
Total FHLB advances																								$	3,000,000					$	3,000,000

N/A — Not applicable.

(1)The junior subordinated debt was issued by MCBI Statutory Trust I and bears interest at the Secured Overnight Financing Rate (“SOFR”) plus a spread. The contractual interest rates were 5.71% and 5.53% as of September 30, 2026 and December 31, 2025, respectively. For additional information, see Note 10 — Federal Home Loan Bank Advances and Long-Term Debt to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

(2)The weighted-average interest rates on FHLB advances were 4.05% and 3.94% as of September 30, 2026 and December 31, 2025, respectively.

(3)Floating FHLB advances bear interest at SOFR plus a spread.

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As of September 30, 2026, the Bank had $12.6 billion of available borrowing capacity from the FHLB secured by pledged loans, net of outstanding FHLB advances and standby letters of credit (“SBLCs”). All outstanding FHLB advances as of September 30, 2026 were secured by real estate loans.

Note 9 — Commitments and Contingencies

Commitments to Extend Credit — In the ordinary course of business, the Company enters into loan commitments and issues commercial letters of credit and SBLCs to customers on predetermined terms. These commitments represent off-balance sheet arrangements and are not recorded in the accompanying Consolidated Balance Sheet until funded or otherwise required to be recognized.

The following table presents the Company’s credit-related commitments by contractual expiration period as of September 30, 2026 and December 31, 2025:

						September 30, 2026																														December 31, 2025
($ in thousands)						Expire in One Year or Less						Expire After One Year through Three Years						Expire After Three Years through Five Years						Expire After Five Years						Total						Total
Loan commitments						$	4,938,077					$	4,026,852					$	1,020,476					$	137,513					$	10,122,918					$	9,623,963
Commercial letters of credit and SBLCs						1,521,516						516,932						129,985						826,428						2,994,861						2,956,290
Total						$	6,459,593					$	4,543,784					$	1,150,461					$	963,941					$	13,117,779					$	12,580,253

Loan commitments are agreements to extend credit to customers, subject to conditions specified in the agreements. These commitments generally have fixed expiration dates or other termination provisions and may require commitment fees. Because many commitments are expected to expire without being drawn, the total commitment amounts do not necessarily represent future funding requirements.

Commercial letters of credit facilitate domestic and foreign trade transactions, while SBLCs generally represent contingent obligations of the Company in the event a customer fails to perform under a contract with a third party. Because many SBLCs expire without being funded, the contractual amounts do not necessarily represent future funding requirements. The Company may obtain collateral to support these obligations and monitors the creditworthiness of its customers. Customers are obligated to reimburse the Company for payments made on their behalf. If a customer fails to reimburse the Company, the Company may, as applicable, liquidate the collateral or offset amounts against the customer’s existing accounts. As of September 30, 2026, letters of credit totaled $3.0 billion, including $2.9 billion of SBLCs and $67 million of commercial letters of credit, compared with $3.0 billion as of December 31, 2025, including $2.9 billion of SBLCs and $31 million of commercial letters of credit. As of both September 30, 2026 and December 31, 2025, substantially all letters of credit were graded Pass under the Bank’s internal credit risk rating system.

The Company applies its credit underwriting criteria when extending loans, commitments and conditional obligations to customers. Based on management’s assessment of a customer’s credit risk, the Company may obtain collateral or financial guarantees, including cash, accounts receivable, inventory, personal property, plant and equipment, and real estate.

The allowance for unfunded credit commitments, which represents the Company’s estimate of expected credit losses associated with these commitments, was $48 million and $49 million as of September 30, 2026 and December 31, 2025, respectively. For additional information on the allowance for unfunded credit commitments, see Note 6 — Loans Receivable and Allowance for Credit Losses to the Consolidated Financial Statements in this Form 10-Q.

52

Guarantees — The Company occasionally sells or securitizes single-family and multifamily residential loans with recourse in the ordinary course of business. Under these agreements, the Company is obligated to repurchase loans, up to the applicable recourse amount, upon borrower default. The Company’s maximum potential future payments under these recourse arrangements were $17 million and $18 million as of September 30, 2026 and December 31, 2025, respectively. The Company has historically incurred minimal losses on single-family and multifamily residential loans sold or securitized with recourse and maintained an immaterial recourse reserve as of both September 30, 2026 and December 31, 2025.

Litigation — The Company is a party to various legal actions arising in the ordinary course of its business. In accordance with ASC 450, Contingencies, the Company accrues a liability when a loss contingency is probable and reasonably estimable. The Company estimates loss contingencies based on currently available information, including the status of legal proceedings, advice from legal counsel and available insurance coverage. Due to the inherent uncertainty of legal proceedings, actual losses may differ from amounts accrued and could exceed such amounts.

While it is impossible to ascertain the ultimate resolution or range of financial liability, based on information known to the Company as of September 30, 2026, the Company does not believe that any pending legal proceedings, individually or in the aggregate, would reasonably be expected to have a material adverse effect on the Company’s financial condition. However, the ultimate resolution of legal proceedings is inherently uncertain, and losses in excess of amounts accrued may occur. The outcome of a particular matter, or a combination of matters, could be material to the Company’s financial condition and results of operations for a particular period, depending on the nature and magnitude of the loss.

Note 10 — Stock Compensation Plans

Pursuant to the Company’s 2021 Stock Incentive Plan, as amended, the Company may issue stock, stock options, restricted stock, RSUs including performance-based RSUs, stock purchase warrants, stock appreciation rights, phantom stock and dividend equivalents to eligible employees, non-employee directors, consultants, and other service providers of East West and its subsidiaries. RSUs represent the Company’s primary form of stock-based incentive awards. There were no outstanding awards other than RSUs as of both September 30, 2026 and December 31, 2025.

Total stock compensation expense associated with the Company’s various employee stock compensation plans was $16 million and $52 million for the three and nine months ended September 30, 2026, respectively, compared with $36 million and $63 million for the three and nine months ended September 30, 2025, respectively.

Restricted Stock Units — RSUs are granted under the Company’s long-term incentive plan at no cost to the recipient and generally cliff vest after three years of continued employment. Upon vesting, RSUs are settled in shares of the Company’s common stock, and accrued dividends are paid. Certain RSUs are subject only to time-based vesting conditions, while performance-based RSUs are subject to specified performance criteria. Performance-based RSUs are granted annually upon approval by the Company’s Compensation and Management Development Committee based on performance in the year preceding the grant date. The number of performance-based RSUs that ultimately vest may range from 0% to a maximum of 200% of the target award, based on the Company’s achievement of specified performance criteria over a three-year performance period. For information regarding the Company’s accounting for stock-based compensation plans, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Stock-Based Compensation to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

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The following table summarizes activity in the Company’s time- and performance-based RSUs that were settled in shares for the nine months ended September 30, 2026. Performance-based RSUs are presented at the target award level, assuming 100% of the applicable performance criteria.

																		Time-Based RSUs												Performance-Based RSUs
																														Shares						Weighted-average Grant Date Fair Value						Shares						Weighted-average Grant Date Fair Value
Outstanding, January 1, 2026																														1,352,024						$	81.51					282,729						$	83.87
Granted																														465,939						111.76						114,482						113.88
Vested																														(424,166)						73.76						(96,271)						79.93
Forfeited																														(62,616)						95.93						—						—
Outstanding, September 30, 2026																														1,331,181						$	93.89					300,940						$	96.55

As of September 30, 2026, unrecognized compensation costs related to unvested time-based RSUs and performance-based RSUs were $44 million and $9 million, respectively, and are expected to be recognized over weighted-average periods of 1.9 years and 2.1 years, respectively.

Note 11 — Stockholders’ Equity and Earnings Per Share

The following table presents the calculation of basic and diluted EPS for the three and nine months ended September 30, 2026 and 2025. For additional information regarding the calculation of EPS, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Earnings Per Share to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

						Three Months Ended September 30,												Nine Months Ended September 30,
($ and shares in thousands, except per share data)						2026						2025						2026						2025
Basic:
Net income						$	382,196					$	368,394					$	1,103,692					$	968,917
Basic weighted-average number of shares outstanding						137,471			(1)			137,676						137,662			(1)			137,897
Basic EPS						$	2.78					$	2.68					$	8.02					$	7.03
Diluted:
Net income						$	382,196					$	368,394					$	1,103,692					$	968,917
Less: Fair value changes of liability-classified equity contracts, net of tax (2)						(454)						—						—						—
Net income, diluted						$	381,742					$	368,394					$	1,103,692					$	968,917
Basic weighted-average number of shares outstanding						137,471			(1)			137,676						137,662			(1)			137,897
Add: Dilutive effect of unvested RSUs						990						1,266						850						1,193
Diluted weighted-average number of shares outstanding						138,461						138,942						138,512						139,090
Diluted EPS						$	2.76					$	2.65					$	7.97					$	6.97

(1)Includes awards held by retirement-eligible employees.

(2)Reflects the application of a 28.02% blended statutory tax rate for the three months ended September 30, 2026.

Approximately two thousand and 84 thousand weighted-average shares underlying anti-dilutive RSUs were excluded from the diluted EPS computations for the three and nine months ended September 30, 2026, respectively, compared with two thousand and nine thousand for the three and nine months ended September 30, 2025, respectively.

Stock Repurchase Program — On January 22, 2025, the Company’s Board of Directors authorized the repurchase of up to $300 million of the Company’s common stock. The Company did not repurchase any shares during the three months ended September 30, 2026 and repurchased $99 million of common stock during the nine months ended September 30, 2026. In comparison, the Company repurchased $26 million and $114 million of common stock for the three and nine months ended September 30, 2025, respectively.

54

Note 12 — Accumulated Other Comprehensive Income (Loss)

The following tables present the changes in the components of AOCI for the three and nine months ended September 30, 2026 and 2025:

($ in thousands)						Debt Securities (1)						Cash Flow Hedges						Foreign Currency Translation Adjustments (2)						Total
Balance, July 1, 2025						$	(466,566)					$	28,622					$	(24,436)					$	(462,380)
Net unrealized gains (losses) arising during the period						76,760						(2,355)						2,074						76,479
Amounts reclassified from AOCI						6,187						4,157						—						10,344
Changes, net of tax						82,947						1,802						2,074						86,823
Balance, September 30, 2025						$	(383,619)					$	30,424					$	(22,362)					$	(375,557)
Balance, July 1, 2026						$	(396,324)					$	(4,637)					$	(12,825)					$	(413,786)
Net unrealized (losses) gains arising during the period						(458,697)						(37,792)						2,552						(493,937)
Amounts reclassified from AOCI						2,322						(294)						—						2,028
Changes, net of tax						(456,375)						(38,086)						2,552						(491,909)
Balance, September 30, 2026						$	(852,699)					$	(42,723)					$	(10,273)					$	(905,695)

($ in thousands)						Debt Securities (1)						Cash Flow Hedges						Foreign Currency Translation Adjustments (2)						Total
Balance, January 1, 2025						$	(542,152)					$	(20,787)					$	(22,321)					$	(585,260)
Net unrealized gains (losses) arising during the period						149,063						38,015						(41)						187,037
Amounts reclassified from AOCI						9,470						13,196						—						22,666
Changes, net of tax						158,533						51,211						(41)						209,703
Balance, September 30, 2025						$	(383,619)					$	30,424					$	(22,362)					$	(375,557)
Balance, January 1, 2026						$	(353,232)					$	28,209					$	(20,587)					$	(345,610)
Net unrealized (losses) gains arising during the period						(504,221)						(69,694)						10,314						(563,601)
Amounts reclassified from AOCI						4,754						(1,238)						—						3,516
Changes, net of tax						(499,467)						(70,932)						10,314						(560,085)
Balance, September 30, 2026						$	(852,699)					$	(42,723)					$	(10,273)					$	(905,695)

(1)Includes after-tax unamortized losses on AFS debt securities transferred to HTM in 2022.

(2)Represents foreign currency translation adjustments associated with the Company’s net investment in non-U.S. operations.

55

The following tables present the components of other comprehensive income (loss), reclassifications to net income and the related tax effects for the three and nine months ended September 30, 2026 and 2025:

						Three Months Ended September 30,
						2026																		2025
($ in thousands)						Before-Tax						Tax Effect						Net-of-Tax						Before-Tax						Tax Effect						Net-of-Tax
Debt securities:
Net unrealized (losses) gains arising during the period						$	(651,223)					$	192,526					$	(458,697)					$	98,241					$	(21,481)					$	76,760
Reclassification adjustments:
Net realized (gains) losses on AFS debt securities reclassified into net income (1)						(290)						86						(204)						2,943						(858)						2,085
Amortization of unrealized losses on transferred securities (2)						3,587						(1,061)						2,526						3,785						317						4,102
Net change						(647,926)						191,551						(456,375)						104,969						(22,022)						82,947
Cash flow hedges:
Net unrealized losses arising during the period						(53,656)						15,864						(37,792)						(2,658)						303						(2,355)
Net realized (gains) losses reclassified into net income (3)						(417)						123						(294)						6,001						(1,844)						4,157
Net change						(54,073)						15,987						(38,086)						3,343						(1,541)						1,802
Foreign currency translation adjustments, net of hedges:
Net unrealized gains arising during the period						2,552						—						2,552						2,208						(134)						2,074
Net change						2,552						—						2,552						2,208						(134)						2,074
Other comprehensive (loss) income						$	(699,447)					$	207,538					$	(491,909)					$	110,520					$	(23,697)					$	86,823

						Nine Months Ended September 30,
						2026																		2025
($ in thousands)						Before-Tax						Tax Effect						Net-of-Tax						Before-Tax						Tax Effect						Net-of-Tax
Debt securities:
Net unrealized (losses) gains arising during the period						$	(715,835)					$	211,614					$	(504,221)					$	211,737					$	(62,674)					$	149,063
Reclassification adjustments:
Net realized (gains) losses on AFS debt securities reclassified into net income (1)						(4,029)						1,191						(2,838)						2,066						(611)						1,455
Amortization of unrealized losses on transferred securities (2)						10,779						(3,187)						7,592						11,379						(3,364)						8,015
Net change						(709,085)						209,618						(499,467)						225,182						(66,649)						158,533
Cash flow hedges:
Net unrealized (losses) gains arising during the period						(98,946)						29,252						(69,694)						53,536						(15,521)						38,015
Net realized (gains) losses reclassified into net income (3)						(1,758)						520						(1,238)						18,584						(5,388)						13,196
Net change						(100,704)						29,772						(70,932)						72,120						(20,909)						51,211
Foreign currency translation adjustments, net of hedges:
Net unrealized gains (losses) arising during the period						10,314						—						10,314						(134)						93						(41)
Net change						10,314						—						10,314						(134)						93						(41)
Other comprehensive (loss) income						$	(799,475)					$	239,390					$	(560,085)					$	297,168					$	(87,465)					$	209,703

(1)Pre-tax amounts were reported in Net gains on AFS debt securities and Provision for credit losses on the Consolidated Statement of Income. See Note 4 — Securities — Realized Gains and Credit (Losses) Reversals for further details.

(2)Represents unrealized losses amortized over the remaining lives of securities that were transferred from the AFS to HTM portfolio in 2022.

(3)Pre-tax amounts related to cash flow hedges on floating-rate loans were reported in Interest and dividend income on the Consolidated Statement of Income.

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Note 13 — Business Segments

The Company manages its operations through three reportable operating segments: Consumer and Business Banking, Commercial Banking, and Treasury and Other. These segments are defined based on the customers served, products and services offered and distribution channels. The Company’s chief operating decision maker (“CODM”), the Chairman and Chief Executive Officer, regularly reviews segment operating results, including segment net income and comparisons of actual results to forecasts, to assess performance and allocate resources. Segment results are derived from the Company’s internal management reporting process and include allocations of certain balance sheet and income statement items. Segment results may not necessarily be indicative of the results that would have been achieved had the segments operated as independent entities.

The Consumer and Business Banking segment provides financial products and services primarily to consumer and commercial customers through the Company’s domestic branch network and digital banking platforms. Products and services include consumer and commercial deposits, residential mortgage and home equity loans, commercial loans to small- and medium-sized businesses, wealth management, private banking, treasury management, foreign exchange and interest rate risk hedging solutions.

The Commercial Banking segment, which includes the Company's international branch activities, provides commercial lending, deposit, and other financial services. Lending products include CRE, construction, and commercial business loans, working capital lines of credit, trade finance, letters of credit, affordable housing and asset-based lending, asset-backed finance, project and equipment financing, and loan syndications. Other financial services include treasury management, foreign exchange, and interest rate and commodity risk hedging solutions.

The Treasury and Other segment includes corporate treasury, credit risk management, tax credit investment activities, net funds transfer pricing (“FTP”), inter-segment eliminations, and centrally managed corporate functions and shared services, including risk management, accounting, audit, executive office, corporate communications, human resources, marketing, properties and technology. The segment includes the centralized management of the Company’s funding, liquidity, credit and capital. Shared service costs are allocated to Consumer and Business Banking and Commercial Banking, while certain corporate administrative expenses and amortization of tax credit and CRA investments are generally retained within Treasury and Other. Income tax expense is allocated to the Consumer and Business Banking and Commercial Banking segments based on statutory tax rates applied to each segment’s income before income taxes. Income tax expense or benefit in Treasury and Other represents the residual tax effect after these allocations and includes the impact of the Company’s tax credit investment activities.

The Company uses an internal reporting framework that includes an FTP process and other allocation methodologies. The FTP process allocates funding charges to loans and provides FTP credits for deposits based on internally established FTP rates that consider relevant pricing, maturity, funding characteristics and other factors. The net difference between aggregate FTP charges and credits is reflected in net interest income within Treasury and Other. FTP assumptions and methodologies are reviewed periodically and updated, as appropriate, to reflect changes in funding characteristics, market conditions and management’s assessment of the relative funding value of assets and liabilities.

Segment net interest income reflects interest earned on segment assets less interest incurred on segment liabilities, adjusted for FTP charges and credits. Noninterest income and noninterest expense directly attributable to a business segment are assigned to that segment. Provision for credit losses is allocated to Consumer and Business Banking and Commercial Banking based on segment loan balances and management’s credit risk assumptions, with the difference between these allocations and the Company’s consolidated provision for credit losses reflected in Treasury and Other. Shared service costs incurred within Treasury and Other are allocated to the Consumer and Business Banking and Commercial Banking segments using estimated usage factors, including full-time equivalent employees, net interest income, and loan and deposit balances. Amortization of tax credit and CRA investments and certain corporate administrative expenses outside of shared services are generally retained within Treasury and Other.

57

During the third quarter of 2026, the Company revised certain methodologies used to measure segment performance. The Company revised its FTP methodology for insured deposits and deposits other than certificates of deposit to provide additional FTP credits reflecting their relative funding characteristics and value. The Company also removed the credit risk component from loan FTP charges and revised its provision allocation methodology to reflect credit risk through the provision for credit losses allocated to Consumer and Business Banking and Commercial Banking. Under the revised methodology, these provisions are based on segment loan balances and management’s credit risk assumptions and do not necessarily represent each segment’s proportionate share of the Company’s consolidated provision for credit losses. The difference between the provisions allocated to Consumer and Business Banking and Commercial Banking and the Company’s consolidated provision for credit losses is reflected in Treasury and Other. Accordingly, the provision or reversal in Treasury and Other does not necessarily reflect credit activity associated with loans attributed to that segment.

For the three months ended September 30, 2026, the revised methodologies increased net interest income allocated to Consumer and Business Banking and Commercial Banking by approximately $34 million and $86 million, respectively, with a corresponding $120 million decrease in Treasury and Other. Provision for credit losses allocated to Consumer and Business Banking and Commercial Banking increased by approximately $7 million and $42 million, respectively, with a corresponding $49 million reversal of credit losses allocated to Treasury and Other. As a result, segment net income increased by approximately $20 million and $31 million for Consumer and Business Banking and Commercial Banking, respectively, and decreased by approximately $51 million for Treasury and Other. These changes reflect revisions to the Company’s internal allocation methodologies and do not, by themselves, indicate changes in the underlying credit performance of the respective segments. Because the revised methodologies were applied beginning in the third quarter of 2026, the effects for the nine months ended September 30, 2026 are the same as those for the three months ended September 30, 2026.

The revised methodologies affected the allocation of net interest income, provision for credit losses and related income tax expense among the Company’s reportable segments but had no effect on the Company’s consolidated results. The revisions changed the basis used to measure segment performance and affect comparability with prior periods but did not change the Company’s reportable segments or segment net income as the measure of segment performance reviewed by the CODM. Prior-period segment information has not been recast to reflect the revised measurement methodologies.

The following tables present the operating results and other key financial measures for the Company’s reportable operating segments as of and for the three and nine months ended September 30, 2026 and 2025:

($ in thousands)						Consumer and Business Banking						Commercial Banking						Treasury and Other						Total
Three Months Ended September 30, 2026
Net interest income before provision for (reversal of) credit losses						$	320,760					$	344,147					$	53,989		(1)			$	718,896
Noninterest income						35,095						62,990						5,768						103,853
Total revenue before provision for (reversal of) credit losses						355,855						407,137						59,757						822,749
Provision for (reversal of) credit losses						17,372						76,509						(48,881)						45,000
Compensation and employee benefits						69,702						72,584						27,289						169,575
Other noninterest expense (2)						63,949						32,724						16,795						113,468
Total noninterest expense						133,651						105,308						44,084						283,043
Segment income before income taxes						204,832						225,320						64,554						494,706
Segment net income						$	147,430					$	162,167					$	72,599					$	382,196
Average balances:
Loans						$	21,962,482					$	36,944,246					$	—		(3)			$	58,906,728
Deposits						$	36,961,478					$	29,568,142					$	3,762,114					$	70,291,734
As of September 30, 2026
Segment assets						$	22,597,480					$	39,562,886					$	23,851,372					$	86,011,738

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($ in thousands)						Consumer and Business Banking						Commercial Banking						Treasury and Other						Total
Three Months Ended September 30, 2025
Net interest income before provision for (reversal of) credit losses						$	275,389					$	265,935					$	136,206		(1)			$	677,530
Noninterest income						31,191						57,983						11,343						100,517
Total revenue before provision for (reversal of) credit losses						306,580						323,918						147,549						778,047
Provision for (reversal of) credit losses						16,679						35,580						(16,259)						36,000
Compensation and employee benefits						60,471						62,282						52,832						175,585
Other noninterest expense (2)						57,695						36,413						7,230						101,338
Total noninterest expense						118,166						98,695						60,062						276,923
Segment income before income taxes						171,735						189,643						103,746						465,124
Segment net income						$	123,347					$	136,267					$	108,780					$	368,394
Average balances:
Loans						$	20,500,553					$	34,408,431					$	299,594					$	55,208,578
Deposits (4)						$	33,883,506					$	27,979,846					$	4,326,415					$	66,189,767
As of September 30, 2025
Segment assets						$	21,078,748					$	36,867,668					$	21,723,115					$	79,669,531

($ in thousands)						Consumer and Business Banking						Commercial Banking						Treasury and Other						Total
Nine Months Ended September 30, 2026
Net interest income before provision for (reversal of) credit losses						$	864,258					$	864,257					$	346,225		(1)			$	2,074,740
Noninterest income						113,262						172,881						26,758						312,901
Total revenue before provision for (reversal of) credit losses						977,520						1,037,138						372,983						2,387,641
Provision for (reversal of) credit losses						39,008						124,065						(49,073)						114,000
Compensation and employee benefits						206,502						217,207						91,074						514,783
Other noninterest expense (2)						187,437						108,344						43,415						339,196
Total noninterest expense						393,939						325,551						134,489						853,979
Segment income before income taxes						544,573						587,522						287,567						1,419,662
Segment net income						$	391,962					$	422,988					$	288,742					$	1,103,692
Average balances:
Loans						$	21,486,485					$	36,583,925					$	—		(3)			$	58,070,410
Deposits						$	36,058,196					$	28,776,971					$	4,020,556					$	68,855,723
As of September 30, 2026
Segment assets						$	22,597,480					$	39,562,886					$	23,851,372					$	86,011,738

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($ in thousands)						Consumer and Business Banking						Commercial Banking						Treasury and Other						Total
Nine Months Ended September 30, 2025
Net interest income before provision for (reversal of) credit losses						$	818,195					$	773,080					$	303,530		(1)			$	1,894,805
Noninterest income						91,205						161,313						26,279						278,797
Total revenue before provision for (reversal of) credit losses						909,400						934,393						329,809						2,173,602
Provision for (reversal of) credit losses						31,139						115,083						(16,222)						130,000
Compensation and employee benefits						180,585						181,061						105,215						466,861
Other noninterest expense (2)						172,140						114,784						31,306						318,230
Total noninterest expense						352,725						295,845						136,521						785,091
Segment income before income taxes						525,536						523,465						209,510						1,258,511
Segment net income						$	374,730					$	373,499					$	220,688					$	968,917
Average balances:
Loans						$	20,151,497					$	33,800,162					$	331,101					$	54,282,760
Deposits (4)						$	32,992,699					$	26,815,049					$	4,373,658					$	64,181,406
As of September 30, 2025
Segment assets						$	21,078,748					$	36,867,668					$	21,723,115					$	79,669,531

(1)Primarily generated from the Company’s debt securities portfolio. See Note 4 — Securities to the Consolidated Financial Statements in this Form 10-Q for additional information regarding the Company’s debt securities portfolio.

(2)Consumer and Business Banking other noninterest expense primarily consists of allocated shared service costs, occupancy and equipment expense, and other operating expense. Commercial Banking other noninterest expense primarily consists of allocated shared service costs, deposit account expense, occupancy and equipment expense and other operating expense. Other noninterest expense for Treasury and Other primarily consists of amortization of tax credit and CRA investments and other operating expense, net of any shared service costs allocated to other segments.

(3)Effective January 1, 2026, certain loans previously reflected in Treasury and Other were reallocated to the Commercial Banking and Consumer and Business Banking segments to align with the Company’s current internal management reporting.

(4)Prior-period deposit balances have been reclassified to conform with the current-period presentation following a change in the Company’s internal deposit allocation methodology.

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ITEM 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS

									Page
			Overview						62
			Financial Review						63
			Results of Operations						65
						Net Interest Income			65
						Noninterest Income			71
						Noninterest Expense			72
						Income Taxes			73
						Operating Segment Results			74
			Balance Sheet Analysis						78
						Debt Securities			78
						Loan Portfolio			80
						Foreign Outstandings			87
						Deposits			88
						Capital			89
						Regulatory Capital and Ratios			89
			Risk Management						90
						Credit Risk Management			91
						Liquidity Risk Management			94
						Market Risk Management			97
			Critical Accounting Policies and Estimates						102
			Reconciliation of GAAP to Non-GAAP Financial Measures						102

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Overview

The following discussion provides information about the results of operations, financial condition, liquidity and capital resources of East West Bancorp, Inc. (referred to herein on an unconsolidated basis as “East West” and on a consolidated basis as the “Company,” “we,” “our” or “EWBC”) and its subsidiaries, including its subsidiary bank, East West Bank and its subsidiaries (referred to herein as “East West Bank” or the “Bank”). This information is intended to facilitate the understanding and assessment of significant changes and trends related to the Company’s results of operations and financial condition. This discussion and analysis should be read in conjunction with the Consolidated Financial Statements and the accompanying notes presented elsewhere in this Quarterly Report on Form 10-Q (this “Form 10-Q”), and the Company’s Annual Report on Form 10-K for the year ended December 31, 2025, filed with the United States (“U.S.”) Securities and Exchange Commission (“SEC”) on February 27, 2026 (the “Company’s 2025 Form 10-K”).

Organization and Strategy

East West is a bank holding company incorporated in Delaware on August 26, 1998, and is registered under the Bank Holding Company Act of 1956, as amended. The Company commenced business on December 30, 1998 when, pursuant to a reorganization, it acquired all of the voting stock of the Bank, which became its principal asset. The Bank is an independent commercial bank headquartered in California that focuses on the financial service needs of individuals and businesses that operate in both the U.S. and Asia. Through over 110 locations in the U.S. and Asia, the Company provides a full range of consumer and commercial products and services through the following three business segments: (1) Consumer and Business Banking and (2) Commercial Banking, with the remaining operations recorded in (3) Treasury and Other. The Company’s principal activity is lending to and accepting deposits from businesses and individuals. We are committed to enhancing long-term shareholder value by growing loans, deposits and revenue, improving profitability, and investing for the future while managing risks, expenses and capital. Our business model is built on customer loyalty and engagement, understanding our customers’ financial goals, and meeting our customers’ financial needs through our diverse products and services. We expect our relationship-focused business model to continue generating organic growth from existing customers and to expand our targeted customer bases. As of September 30, 2026, the Company had $86.0 billion in total assets and approximately 3,500 full-time equivalent employees. For additional information on our strategy, and the products and services provided by the Bank, see Item 1. Business — Organization and Banking Services in the Company’s 2025 Form 10-K.

Current Developments

Economic Developments

During the nine months ended September 30, 2026, the economic environment was impacted by shifting interest rates, persistent inflationary pressures, geopolitical developments, and evolving trade and tariff policies. In September 2026, the Federal Reserve increased the federal funds rate for the first time since July 2023. Higher long-term interest rates continued to affect borrowing costs and activity in certain interest rate-sensitive sectors. In addition, geopolitical developments, changes in global trade conditions, and economic conditions in China contributed to uncertainty in cross-border business activity and financial markets. The Company continues to monitor economic, market, regulatory, and geopolitical developments, including those affecting U.S.-China trade and commercial activity, to assess their potential impact on its customers, business, financial condition, results of operations, and credit quality.

Further discussion of the potential impacts on the Company’s business due to the economic environment has been provided in Item 1A. — Risk Factors — Risks Related to Geographic and Political Uncertainties and — Risks Related to Financial Matters in the Company’s 2025 Form 10-K.

Regulatory Updates

In March 2026, the federal banking agencies issued proposed revisions to the U.S. regulatory capital framework that would modify certain aspects of the standardized approach for calculating regulatory capital requirements, including the treatment of certain exposure categories that are relevant to the Company. The Company continues to monitor these proposals and evaluate their potential impact on its regulatory capital position.

62

In June 2026, the Federal Deposit Insurance Corporation (“FDIC”) issued two proposals that would modify certain requirements applicable to the Bank. The first proposal would streamline resolution planning requirements for insured depository institutions, including increasing the applicability threshold to institutions with $100 billion or more in total assets and reducing certain filing requirements. The second proposal would revise deposit insurance assessment rates for institutions with total assets of $30 billion or more, including the Bank, and provide opportunities for assessment rate reductions based on specific resolution preparedness and data accessibility criteria. The Company continues to evaluate these proposals and their impact on the Bank.

In June 2026, the California Air Resources Board (“CARB”) proposed revisions to the implementation of California’s climate requirements under SB 253, including deferring the initial reporting deadline for Scope 1 and Scope 2 greenhouse gas emissions disclosures to November 10, 2026. In September 2026, CARB issued guidance regarding the initial reporting cycle and implementation of new reporting requirements. In October 2026, the California Office of Administrative Law approved CARB's initial regulation, formalizing the November 10, 2026 reporting deadline. The Company continues to monitor these regulatory developments and evaluate their potential impact on its reporting obligations, disclosure controls and procedures and reporting processes.

Financial Review

						Three Months Ended September 30,												Nine Months Ended September 30,
($ and shares in thousands, except per share and ratio data)						2026												2025						2026						2025
Summary of operations:
Net interest income before provision for credit losses						$	718,896											$	677,530					$	2,074,740					$	1,894,805
Noninterest income						103,853												100,517						312,901						278,797
Total revenue						822,749												778,047						2,387,641						2,173,602
Provision for credit losses						45,000												36,000						114,000						130,000
Noninterest expense						283,043												276,923						853,979						785,091
Income before income taxes						494,706												465,124						1,419,662						1,258,511
Income tax expense						112,510												96,730						315,970						289,594
Net income						$	382,196											$	368,394					$	1,103,692					$	968,917
Per share:
Basic earnings						$	2.78											$	2.68					$	8.02					$	7.03
Diluted earnings						$	2.76											$	2.65					$	7.97					$	6.97
Dividends declared						$	0.80											$	0.60					$	2.40					$	1.80
Weighted-average number of shares outstanding:
Basic						137,471												137,676						137,662						137,897
Diluted						138,461												138,942						138,512						139,090
Performance metrics:
Return on average assets (“ROA”)						1.79		%										1.84		%				1.78		%				1.68		%
Return on average common equity (“ROACE”)						16.30		%										17.44		%				16.12		%				15.98		%
Return on average tangible common equity (“ROATCE”) (1)						17.17		%										18.48		%				16.99		%				16.97		%
Common dividend payout ratio						29.05		%										22.73		%				30.23		%				25.96		%
Net interest margin						3.49		%										3.53		%				3.47		%				3.41		%
Adjusted net interest margin (1)						3.49		%										3.36		%				3.47		%				3.35		%
Efficiency ratio (2)						34.40		%										35.59		%				35.77		%				36.12		%

63

At period end:						September 30, 2026						December 31, 2025
Total assets						$	86,011,738					$	80,434,997
Total loans						$	59,728,142					$	56,899,148
Total deposits						$	71,492,639					$	67,082,701
Common shares outstanding at period-end						137,020						137,579
Book value per share						$	65.97					$	64.68
Tangible book value per share (1)						$	62.55					$	61.27
Tangible common equity (“TCE”) ratio (1)						10.02		%				10.54		%

(1)For additional information regarding the reconciliation of these non-Generally Accepted Accounting Principles (“GAAP”) financial measures, refer to Item 2. Management’s Discussion and Analysis of Financial Condition and Results of Operations (“MD&A”) — Reconciliation of GAAP to Non-GAAP Financial Measures in this Form 10-Q.

(2)Efficiency ratio is calculated as noninterest expense divided by total revenue.

The Company’s net income for the third quarter and first nine months of 2026 of $382 million and $1.1 billion, respectively, increased $14 million or 4%, and $135 million or 14%, respectively, from the corresponding periods in 2025. The year-over-year increase in net income for the third quarter of 2026 was primarily attributable to higher net interest income before provision for credit losses, partially offset by higher income tax expense and provision for credit losses. The year-over-year increase in net income for the first nine months of 2026 was primarily driven by higher net interest income before provision for credit losses and noninterest income, and lower provision for credit losses, partially offset by increases in noninterest expense and income tax expense. Key aspects of the Company’s performance for the third quarter and first nine months of 2026 included:

•Net interest income and net interest margin. Third quarter 2026 net interest income before provision for credit losses was $719 million, an increase of $41 million or 6% from the third quarter of 2025. Third quarter 2026 net interest margin was 3.49%, down 4 basis points (“bps”) from the prior-year quarter. For the first nine months of 2026, net interest income before the provision for credit losses totaled $2.1 billion, an increase of $180 million or 9%, from the corresponding period in 2025. Net interest margin increased by 6 bps to 3.47% for the first nine months of 2026 from 3.41% for the corresponding period in 2025.

•Earnings per share growth. Third quarter 2026 basic and diluted earnings per share (“EPS”) each increased 4% to $2.78 and $2.76, respectively, compared with the third quarter of 2025. For the first nine months of 2026, basic and diluted EPS each increased 14% to $8.02 and $7.97, respectively, compared with the first nine months of 2025.

•Profitability ratios. Third quarter 2026 ROA, ROACE and ROATCE of 1.79%, 16.30% and 17.17%, respectively, decreased 5 bps, 114 bps and 131 bps, respectively, from the third quarter of 2025. For the first nine months of 2026, ROA, ROACE and ROATCE of 1.78%, 16.12% and 16.99%, respectively, increased 10 bps, 14 bps and 2 bps, respectively, from the same period in 2025. ROATCE is a non-GAAP financial measure. For additional information regarding the reconciliation of non-GAAP financial measures, refer to Item 2. MD&A — Reconciliation of GAAP to Non-GAAP Financial Measures in this Form 10-Q.

•Operating efficiency. Third quarter 2026 efficiency ratio improved to 34.40%, from 35.59% for the third quarter of 2025. For the first nine months of 2026, the efficiency ratio improved to 35.77%, from 36.12% for the corresponding period in 2025.

•Asset growth. Total assets reached $86.0 billion as of September 30, 2026, an increase of $5.6 billion or 7% from December 31, 2025. The increase was primarily driven by a $2.8 billion or 5% increase in net loans held-for-investment, and a $2.0 billion or 15% increase in available-for-sale (“AFS”) debt securities.

•Deposit growth. Total deposits reached $71.5 billion as of September 30, 2026, an increase of $4.4 billion or 7%, from December 31, 2025, primarily reflecting growth in noninterest-bearing demand and money market deposits.

•Capital levels. Stockholders’ equity was $9.0 billion as of September 30, 2026, an increase of $141 million or 2%, from December 31, 2025. Book value per share increased $1.29 or 2% to $65.97, while tangible book value per share increased $1.28 or 2% to $62.55 as of September 30, 2026, compared with December 31, 2025. The TCE ratio was 10.02% as of September 30, 2026, compared to 10.54% as of December 31, 2025. Tangible book value per share and TCE ratio are non-GAAP financial measures. For additional information regarding the Company’s non-GAAP financial measures, refer to Item 2. MD&A — Reconciliation of GAAP to Non-GAAP Financial Measures in this Form 10-Q.

64

Results of Operations

Net Interest Income

The Company’s primary source of revenue is net interest income, which is the difference between interest income earned on interest-earning assets and interest expense paid on interest-bearing liabilities. Net interest margin is calculated as net interest income divided by average interest-earning assets. Net interest income and net interest margin are impacted by factors such as changes in the volume and composition of interest-earning assets and funding sources, market interest rates, the slope of the yield curve, the repricing characteristics and maturity profile of interest-earning assets and interest-bearing liabilities, the level of noninterest-bearing funding sources and asset quality.

Net interest income increased year-over-year for both the third quarter and first nine months of 2026, primarily reflecting higher average loan balances, lower funding costs on interest-bearing deposits, and higher average AFS debt securities balances. These increases were partially offset by lower yields on loans, interest-bearing cash and deposits with banks, and AFS debt securities. Net interest margin declined year-over-year in the third quarter of 2026, primarily due to lower asset yields, partially offset by the benefit of lower interest-bearing deposit funding costs. For the first nine months of 2026, net interest margin increased because the benefit of lower deposit funding costs exceeded the effect of lower asset yields.

Year-over-year comparisons of net interest income and net interest margin were also impacted by $32 million of discount accretion and interest recoveries recognized in the third quarter of 2025 related to the full payment on purchased credit-impaired and workout loans. Excluding the impact of the aforementioned discount accretion and interest recoveries, adjusted net interest income for the third quarter and first nine months of 2025 was $645 million and $1.9 billion, respectively, and adjusted net interest margin was 3.36% and 3.35%, respectively. Adjusted net interest income for the third quarter and first nine months of 2026 increased $74 million or 11%, and $212 million or 11%, respectively, while adjusted net interest margin increased 13 bps and 12 bps, respectively, over the same prior-year periods. Adjusted net interest income and adjusted net interest margin are non-GAAP financial measures. Refer to Item 2. MD&A — Reconciliation of GAAP to Non-GAAP Financial Measures in this Form 10-Q for additional information.

65

Average interest-earning assets increased $5.6 billion or 7% to $81.8 billion for the third quarter of 2026, compared with $76.2 billion for the same period in 2025. For the first nine months of 2026, average interest-earning assets increased $5.7 billion or 8% to $80.0 billion from $74.3 billion for the same period in 2025. The increases in average interest-earning assets were primarily driven by loan growth and higher AFS debt securities balances.

The yield on average interest-earning assets was 5.45% for the third quarter of 2026, down 43 bps from the third quarter of 2025, and 5.45% for the first nine months of 2026, down 35 bps from the first nine months of 2025. The declines were primarily attributable to the impact of lower benchmark interest rates on the loan portfolio and other interest-earning assets.

Average loan yields of 6.05% and 6.06% for the third quarter and first nine months of 2026, respectively, decreased 56 bps and 41 bps from the corresponding 2025 periods. The decreases primarily reflected the impact of lower benchmark interest rates on variable-rate loans, which represent a majority of the loan portfolio. Excluding the $32 million of discount accretion and interest recoveries recognized in the third quarter of 2025, adjusted average loan yields for the third quarter and first nine months of 2025 were 6.38% and 6.39%, respectively. Approximately 61% and 59% of loans held-for-investment were variable-rate as of September 30, 2026 and 2025, respectively. Adjusted average loan yield is a non-GAAP financial measure. Refer to Item 2. MD&A — Reconciliation of GAAP to Non-GAAP Financial Measures in this Form 10-Q for additional information.

66

Deposits remained the Company’s primary source of funding. Average deposits increased $4.1 billion or 6% to $70.3 billion for the third quarter of 2026, and $4.7 billion or 7% to $68.9 billion for the first nine months of 2026 compared with the corresponding 2025 periods. The increases were primarily driven by growth in demand and time deposits.

Average noninterest-bearing deposits increased $2.5 billion or 16% to $18.3 billion for the third quarter of 2026, from $15.8 billion for the third quarter of 2025, and increased $2.2 billion or 14% to $17.5 billion for the first nine months of 2026 compared with the corresponding 2025 period. Average noninterest-bearing deposits represented 26% and 25% of total average deposits for the third quarter and the first nine months of 2026, respectively, compared with 24% in the corresponding 2025 periods.

The average cost of deposits declined year-over-year to 2.08% for the third quarter and 2.10% for the first nine months of 2026. The average cost of interest-bearing deposits decreased 45 bps to 2.81% for the third quarter of 2026, and decreased 48 bps to 2.82% for the first nine months of 2026. These decreases primarily reflected lower benchmark interest rates and the Company’s continued focus on deposit pricing and funding mix optimization.

The average cost of funds, which includes deposits, Federal Home Loan Bank (“FHLB”) advances, securities sold under repurchase agreements (“repurchase agreements”), long-term debt, and short-term borrowings decreased 41 bps and 43 bps, year-over-year, to 2.17% and 2.19% for the third quarter and first nine months of 2026, respectively. The decreases were primarily driven by lower deposit funding costs.

The Company utilizes various tools to manage interest rate risk. Refer to the Interest Rate Risk Management section of Item 2. MD&A — Risk Management — Market Risk Management in this Form 10-Q.

67

The following table presents the interest spread, net interest margin, average balances, interest income and expense, and the average yield/rate by asset and liability component for the third quarters of 2026 and 2025:

						Three Months Ended September 30,
						2026																		2025
($ in thousands)						Average Balance						Interest						Average Yield/Rate (1)						Average Balance						Interest						Average Yield/Rate (1)
ASSETS
Interest-earning assets:
Interest-bearing cash and deposits with banks						$	4,088,944					$	31,340					3.04		%				$	4,873,674					$	47,170					3.84		%
Securities purchased under resale agreements (“resale agreements”)						425,000						1,624						1.52		%				425,000						1,616						1.51		%
Debt securities:
AFS (2)(3)						15,413,280						173,084						4.46		%				12,650,323						146,336						4.59		%
Held-to-maturity (“HTM”) (2)						2,837,584						12,013						1.68		%				2,884,267						12,226						1.68		%
Total debt securities (2)						18,250,864						185,097						4.02		%				15,534,590						158,562						4.05		%
Loans:
Commercial and industrial (“C&I”) (2)						19,442,270						312,463						6.38		%				17,799,708						345,947						7.71		%	(4)
Commercial real estate (“CRE”) (2)						21,865,938						330,294						5.99		%				20,826,239						327,168						6.23		%
Residential mortgage						17,540,813						255,369						5.78		%				16,536,696						245,728						5.90		%
Other consumer						57,707						855						5.88		%				45,935						675						5.83		%
Total loans (2)(5)(6)						58,906,728						898,981						6.05		%				55,208,578						919,518						6.61		%	(4)
Restricted equity securities						159,381						7,687						19.14		%				164,296						2,866						6.92		%
Total interest-earning assets						$	81,830,917					$	1,124,729					5.45		%				$	76,206,138					$	1,129,732					5.88		%
Noninterest-earning assets:
Cash and due from banks						301,160																		410,446
Allowance for loan and lease losses (“ALLL”)						(865,002)																		(789,195)
Other assets						3,599,513																		3,483,309
Total assets						$	84,866,588																	$	79,310,698
LIABILITIES AND STOCKHOLDERS’ EQUITY
Interest-bearing liabilities:
Checking deposits						$	7,747,190					$	40,714					2.08		%				$	7,501,315					$	46,725					2.47		%
Money market deposits						16,787,308						112,053						2.65		%				16,565,937						133,951						3.21		%
Savings deposits						1,948,576						5,002						1.02		%				1,705,332						3,353						0.78		%
Time deposits						25,539,637						210,632						3.27		%				24,649,891						230,608						3.71		%
Total interest-bearing deposits						52,022,711						368,401						2.81		%				50,422,475						414,637						3.26		%
Short-term borrowings and federal funds purchased						514						7						5.44		%				474						3						2.62		%
FHLB advances						3,040,218						29,902						3.90		%				3,228,262						36,740						4.52		%
Repurchase agreements						710,815						6,904						3.85		%				13,012						148						4.51		%
Long-term debt and finance lease liabilities						35,376						619						6.94		%				35,732						674						7.49		%
Total interest-bearing liabilities						$	55,809,634					$	405,833					2.88		%				$	53,699,955					$	452,202					3.34		%
Noninterest-bearing liabilities and stockholders’ equity:
Demand deposits						18,269,023																		15,767,292
Accrued expenses and other liabilities						1,483,003																		1,462,237
Stockholders’ equity						9,304,928																		8,381,214
Total liabilities and stockholders’ equity						$	84,866,588																	$	79,310,698
Total deposits						$	70,291,734					$	368,401					2.08		%				$	66,189,767					$	414,637					2.49		%
Interest rate spread																		2.57		%																2.54		%
Net interest income and net interest margin												$	718,896					3.49		%										$	677,530					3.53		%

(1)Annualized.

(2)Yields on tax-exempt securities and loans are not presented on a tax-equivalent basis.

(3)Includes $627 thousand of net discount accretion and $6 million of net premium amortization on AFS debt securities for the third quarters of 2026 and 2025, respectively.

(4)Includes $32 million of additional interest income from discount accretion and interest recoveries from the full payment on purchased credit-impaired and workout loans during the third quarter of 2025.

(5)Average balances include nonperforming loans and loans held-for-sale.

(6)Loans include the accretion of net deferred loan fees and amortization of net premiums, which totaled $10 million and $42 million for the third quarters of 2026 and 2025, respectively.

68

The following table presents the interest spread, net interest margin, average balances, interest income and expense, and the average yield/rate by asset and liability component for the first nine months of 2026 and 2025:

						Nine Months Ended September 30,
						2026																		2025
($ in thousands)						Average Balance						Interest						Average Yield/Rate (1)						Average Balance						Interest						Average Yield/Rate (1)
ASSETS
Interest-earning assets:
Interest-bearing cash and deposits with banks						$	3,980,951					$	92,407					3.10		%				$	4,232,434					$	121,242					3.83		%
Resale agreements						425,000						4,873						1.53		%				425,000						4,850						1.53		%
Debt securities:
AFS (2)(3)						14,494,750						479,533						4.42		%				12,287,338						423,351						4.61		%
HTM (2)						2,849,426						36,071						1.69		%				2,896,271						36,783						1.70		%
Total debt securities (2)						17,344,176						515,604						3.97		%				15,183,609						460,134						4.05		%
Loans:
C&I (2)						19,218,255						914,399						6.36		%				17,346,156						943,152						7.27		%	(4)
CRE (2)						21,581,541						966,752						5.99		%				20,579,793						958,220						6.23		%
Residential mortgage						17,216,486						748,794						5.81		%				16,309,274						722,285						5.92		%
Other consumer						54,128						2,403						5.94		%				47,537						1,968						5.54		%
Total loans (2)(5)(6)						58,070,410						2,632,348						6.06		%				54,282,760						2,625,625						6.47		%	(4)
Restricted equity securities						156,130						15,830						13.56		%				165,121						8,682						7.03		%
Total interest-earning assets						$	79,976,667					$	3,261,062					5.45		%				$	74,288,924					$	3,220,533					5.80		%
Noninterest-earning assets:
Cash and due from banks						348,826																		368,909
Allowance for loan, lease, and securities’ losses						(852,234)																		(750,458)
Other assets						3,573,215																		3,372,000
Total assets						$	83,046,474																	$	77,279,375
LIABILITIES AND STOCKHOLDERS’ EQUITY
Interest-bearing liabilities:
Checking deposits						$	7,643,796					$	117,851					2.06		%				$	7,621,067					$	141,649					2.48		%
Money market deposits						16,514,110						325,559						2.64		%				15,581,506						374,251						3.21		%
Savings deposits						1,852,994						12,523						0.90		%				1,734,325						10,500						0.81		%
Time deposits						25,336,683						627,302						3.31		%				23,913,370						680,806						3.81		%
Total interest-bearing deposits						51,347,583						1,083,235						2.82		%				48,850,268						1,207,206						3.30		%
Short-term borrowings and federal funds purchased						481						16						4.34		%				520						10						2.57		%
FHLB advances						2,888,096						84,361						3.91		%				3,408,426						114,919						4.51		%
Repurchase agreements						590,911						16,874						3.82		%				46,275						1,577						4.56		%
Long-term debt and finance lease liabilities						35,473						1,836						6.92		%				35,820						2,016						7.53		%
Total interest-bearing liabilities						$	54,862,544					$	1,186,322					2.89		%				$	52,341,309					$	1,325,728					3.39		%
Noninterest-bearing liabilities and stockholders’ equity:
Demand deposits						17,508,140																		15,331,138
Accrued expenses and other liabilities						1,519,281																		1,498,313
Stockholders’ equity						9,156,509																		8,108,615
Total liabilities and stockholders’ equity						$	83,046,474																	$	77,279,375
Total deposits						$	68,855,723					$	1,083,235					2.10		%				$	64,181,406					$	1,207,206					2.51		%
Interest rate spread																		2.56		%																2.41		%
Net interest income and net interest margin												$	2,074,740					3.47		%										$	1,894,805					3.41		%

(1)Annualized.

(2)Yields on tax-exempt securities and loans are not presented on a tax-equivalent basis.

(3)Includes the amortization of net premiums on AFS debt securities of $258 thousand and $23 million for the first nine months of 2026 and 2025, respectively.

(4)Includes $32 million of additional interest income from discount accretion and interest recoveries from the full payment on purchased credit-impaired and workout loans during the nine months ended September 30, 2025.

(5)Average balances include nonperforming loans and loans held-for-sale.

(6)Loans include the accretion of net deferred loan fees and amortization of net premiums, which totaled $29 million and $67 million for the first nine months of 2026 and 2025, respectively.

69

The following table summarizes the extent to which changes in (1) interest rates and (2) volume of average interest-earning assets and average interest-bearing liabilities affected the Company’s net interest income for the periods presented. The total change for each category of interest-earning assets and interest-bearing liabilities is segmented into changes attributable to variations in volume and yield/rate. Changes that are not solely due to either volume or yield/rate are allocated proportionally based on the absolute value of the change related to average volume and average yield/rate.

						Three Months Ended September 30,																								Nine Months Ended September 30,
						2026 vs. 2025																								2026 vs. 2025
												Changes Due to																														Changes Due to
($ in thousands)						Total Change						Volume						Yield/Rate																								Total Change						Volume						Yield/Rate
Interest-earning assets:
Interest-bearing cash and deposits with banks						$	(15,830)					$	(6,901)					$	(8,929)																							$	(28,835)					$	(6,853)					$	(21,982)
Resale agreements						8						—						8																								23						—						23
Debt securities:
AFS						26,748						31,016						(4,268)																								56,182						74,104						(17,922)
HTM						(213)						(213)						—																								(712)						(522)						(190)
Total debt securities						26,535						30,803						(4,268)																								55,470						73,582						(18,112)
Loans:
C&I						(33,484)						29,922						(63,406)																								(28,753)						96,015						(124,768)
CRE						3,126						15,987						(12,861)																								8,532						46,006						(37,474)
Residential mortgage						9,641						14,715						(5,074)																								26,509						39,988						(13,479)
Other consumer						180						174						6																								435						286						149
Total loans						(20,537)						60,798						(81,335)																								6,723						182,295						(175,572)
Restricted equity securities						4,821						(88)						4,909																								7,148						(497)						7,645
Total interest and dividend income						$	(5,003)					$	84,612					$	(89,615)																							$	40,529					$	248,527					$	(207,998)
Interest-bearing liabilities:
Checking deposits						$	(6,011)					$	1,502					$	(7,513)																							$	(23,798)					$	417					$	(24,215)
Money market deposits						(21,898)						1,769						(23,667)																								(48,692)						21,218						(69,910)
Savings deposits						1,649						522						1,127																								2,023						771						1,252
Time deposits						(19,976)						8,097						(28,073)																								(53,504)						39,114						(92,618)
Total interest-bearing deposits						(46,236)						11,890						(58,126)																								(123,971)						61,520						(185,491)
Short-term borrowings and federal funds purchased						4						—						4																								6						(1)						7
FHLB advances						(6,838)						(1,689)						(5,149)																								(30,558)						(16,328)						(14,230)
Repurchase agreements						6,756						6,781						(25)																								15,297						15,594						(297)
Long-term debt and finance lease liabilities						(55)						(7)						(48)																								(180)						(19)						(161)
Total interest expense						$	(46,369)					$	16,975					$	(63,344)																							$	(139,406)					$	60,766					$	(200,172)
Change in net interest income						$	41,366					$	67,637					$	(26,271)																							$	179,935					$	187,761					$	(7,826)

70

Noninterest Income

The following table presents the components of noninterest income for the third quarters and first nine months of 2026 and 2025:

						Three Months Ended September 30,																		Nine Months Ended September 30,
($ in thousands)						2026						2025												% Change						2026						2025						% Change
Commercial and consumer deposit-related fees						$	32,603					$	28,409											15%						$	94,843					$	82,349					15%
Lending and loan servicing fees						25,790						27,605												(7)%						79,821						79,421						1%
Foreign exchange income						17,798						14,491												23%						48,171						44,043						9%
Wealth management fees						15,540						14,562												7%						57,261						38,966						47%
Customer derivative income and derivative mark-to-market adjustments:
Customer derivative income						1,749						6,442												(73)%						8,239						15,626						(47)%
Derivative mark-to-market and credit valuation adjustments						6,325						(318)												NM						6,527						(3,232)						NM
Total customer derivative income and derivative mark-to-market adjustments						8,074						6,124												32%						14,766						12,394						19%
Net gains on AFS debt securities						290						57												409%						3,837						934						311%
Other investment income						1,699						705												141%						4,606						3,645						26%
Other income						2,059						8,564												(76)%						9,596						17,045						(44)%
Total noninterest income						$	103,853					$	100,517											3%						$	312,901					$	278,797					12%
Noninterest income as a percent of total revenue						13%						13%																		13%						13%

NM — Not meaningful.

Noninterest income was $104 million for the third quarter of 2026, an increase of $3 million or 3% from the third quarter of 2025. The increase was primarily driven by higher commercial and consumer deposit-related fees, foreign exchange income, and favorable customer derivative income and derivative mark-to-market adjustments, partially offset by lower other income. Noninterest income was $313 million for the first nine months of 2026, an increase of $34 million or 12% from the first nine months of 2025. The increase primarily reflected higher wealth management, commercial and consumer deposit-related fees, and foreign exchange income, partially offset by lower other income.

Commercial and consumer deposit-related fees were $33 million for the third quarter of 2026, an increase of $4 million or 15% from the third quarter of 2025. For the first nine months of 2026, commercial and consumer deposit-related fees were $95 million, an increase of $12 million or 15% from the first nine months of 2025. These increases reflected higher commercial customer activity.

Foreign exchange income was $18 million for the third quarter of 2026, an increase of $3 million or 23% from the third quarter of 2025. For the first nine months of 2026, foreign exchange income was $48 million, an increase of $4 million or 9% from the first nine months of 2025. The increases primarily reflected higher customer activity.

Wealth management fees were $16 million for the third quarter of 2026, an increase of $1 million or 7% from the third quarter of 2025. For the first nine months of 2026, wealth management fees were $57 million, an increase of $18 million or 47% from the first nine months of 2025. The increases primarily reflected higher customer demand for wealth management products including fixed-rate corporate bonds, as well as increased commissions and fees from new customer activity.

Total customer derivative income and derivative mark-to-market adjustments were $8 million for the third quarter of 2026, an increase of $2 million or 32% from the third quarter of 2025. For the first nine months of 2026, total customer derivative income and derivative mark-to-market adjustments were $15 million, an increase of $2 million or 19% from the first nine months of 2025. The year-over-year increases primarily reflected favorable credit valuation adjustments, partially offset by lower customer derivative activity.

71

Other income was $2 million for the third quarter of 2026, down $7 million or 76% from the third quarter of 2025. The decrease primarily reflected lower realized proceeds from bank-owned life insurance policies and unfavorable lower-of-cost-or-market-adjustments on loans held-for-sale recorded during the third quarter of 2026. For the first nine months of 2026, other income was $10 million, a decrease of $7 million or 44% from the same 2025 period, primarily reflecting unfavorable lower-of-cost-or-market-adjustments on loans held-for-sale recorded during the first nine months of 2026.

Noninterest Expense

The following table presents the components of noninterest expense for the third quarters and first nine months of 2026 and 2025:

						Three Months Ended September 30,																		Nine Months Ended September 30,
($ in thousands)						2026						2025												% Change						2026						2025						% Change
Compensation and employee benefits						$	169,575					$	175,585											(3)%						$	514,783					$	466,861					10%
Occupancy and equipment expense						19,224						16,970												13%						57,025						48,948						17%
Computer- and software-related expense						17,991						12,949												39%						48,171						39,709						21%
Deposit insurance premiums and regulatory assessments						10,519						8,644												22%						29,646						28,162						5%
Deposit account expense						9,493						8,851												7%						25,932						27,241						(5)%
Other real estate owned (“OREO”) (income) expense						(185)						2,186												NM						1,805						5,859						(69)%
Other operating expense						32,695						36,045												(9)%						108,106						110,640						(2)%
Amortization of tax credit and Community Reinvestment Act (“CRA”) investments						23,731						15,693												51%						68,511						57,671						19%
Total noninterest expense						$	283,043					$	276,923											2%						$	853,979					$	785,091					9%

NM — Not meaningful.

Noninterest expense was $283 million for the third quarter of 2026, an increase of $6 million or 2% compared with the third quarter of 2025. The increase was primarily driven by higher amortization of tax credit and CRA investments, computer- and software-related expense, occupancy and equipment expense, and deposit insurance premiums and regulatory assessments. These increases were partially offset by lower compensation and employee benefits, lower other operating expense, improved OREO results, and decreases in certain other noninterest expense categories. For the first nine months of 2026, noninterest expense was $854 million, an increase of $69 million or 9% compared with the first nine months of 2025. The increase was primarily driven by higher compensation and employee benefits, amortization of tax credit and CRA investments, computer- and software-related expense, and occupancy and equipment expense, partially offset by improved OREO results and decreases in certain other noninterest expense categories.

Compensation and employee benefits were $170 million for the third quarter of 2026, a decrease of $6 million or 3% compared with the third quarter of 2025. The decrease primarily reflected lower stock compensation expense resulting from changes in the recognition of equity award expense for retirement-eligible employees in the prior-year period, partially offset by staffing growth. For the first nine months of 2026, compensation and employee benefits were $515 million, an increase of $48 million or 10% compared with the first nine months of 2025. The increase was primarily driven by staffing growth, higher incentive compensation, and increased employer matching contributions under the Company’s 401(k) plan, partially offset by lower stock compensation expense resulting from the same change in equity award expense recognition for retirement-eligible employees in the prior-year period.

Occupancy and equipment expense was $19 million for the third quarter of 2026, an increase of $2 million or 13% compared with the third quarter of 2025. For the first nine months of 2026, occupancy and equipment expense was $57 million, an increase of $8 million or 17% compared with the first nine months of 2025. The increases were primarily attributable to higher depreciation expense associated with leasehold improvements and a building acquired during the first quarter of 2026, as well as higher rental expense, partially offset by increased rental income.

72

Computer- and software-related expense was $18 million for the third quarter of 2026, an increase of $5 million or 39% compared with the third quarter of 2025. For the first nine months of 2026, computer- and software-related expense was $48 million, an increase of $8 million or 21% compared with the first nine months of 2025. The increases primarily reflected a write-off of certain technology-related assets, and higher software subscription, licensing and technology infrastructure costs associated with ongoing investments in cybersecurity, digital capabilities, automation initiatives and operational scalability to support the Company’s growth.

Deposit insurance premiums and regulatory assessments were $11 million for the third quarter of 2026, an increase of $2 million or 22% compared with the third quarter of 2025. For the first nine months of 2026, deposit insurance premiums and regulatory assessments were $30 million, an increase of $2 million or 5% compared with the first nine months of 2025. The increases primarily reflected lower reversals of previously recognized FDIC charges during 2026 compared with 2025. For additional information on the FDIC charges, refer to Item 1. Business — Supervision and Regulation — FDIC Deposit Insurance Assessments in the Company’s 2025 Form 10-K.

OREO income was $185 thousand for the third quarter of 2026, compared with OREO expense of $2 million for the third quarter of 2025. For the first nine months of 2026, OREO expense was $2 million, a decrease of $4 million or 69% compared with the first nine months of 2025. The improvement was primarily due to higher gains on the sale of OREO properties.

Other operating expense was $33 million for the third quarter of 2026, a decrease of $3 million or 9% compared with the third quarter of 2025. For the first nine months of 2026, other operating expense was $108 million, a decrease of $3 million or 2% compared with the first nine months of 2025. The decreases were mainly due to legal expense recoveries associated with the resolution of problem loans.

Amortization of tax credit and CRA investments was $24 million for the third quarter of 2026, an increase of $8 million or 51% compared with the third quarter of 2025. For the first nine months of 2026, amortization of tax credit and CRA investments was $69 million, an increase of $11 million or 19% compared with the first nine months of 2025. The increases primarily reflected the volume and timing of tax credit investments placed in service during the respective periods.

Income Taxes

The following table presents income before income taxes, income tax expense and the effective tax rate for the third quarters and first nine months of 2026 and 2025:

						Three Months Ended September 30,																		Nine Months Ended September 30,
($ in thousands)						2026						2025						% Change						2026						2025						% Change
Income before income taxes						$	494,706					$	465,124					6		%				$	1,419,662					$	1,258,511					13		%
Income tax expense						$	112,510					$	96,730					16		%				$	315,970					$	289,594					9		%
Effective tax rate						22.7		%				20.8		%										22.3		%				23.0		%

Income tax expense was $113 million for the third quarter of 2026, resulting in an effective tax rate of 22.7%, compared with $97 million and an effective tax rate of 20.8% for the same period in 2025. For the first nine months of 2026, income tax expense was $316 million, and the effective tax rate was 22.3%, compared with $290 million and 23.0%, respectively, for the same period in 2025. The increase in income tax expense for both periods was primarily driven by higher pre-tax income, while the three month period additionally reflected lower tax benefits from tax credits. The increase for the nine month period further reflected the partial derecognition of a purchased tax credit in 2026, partially offset by the release of valuation allowance associated with foreign tax credits. Income tax expense and effective tax rate for the nine months ended September 30, 2025 also reflected the impact of a one-time revaluation of deferred tax assets resulting from the adoption of California’s revised state tax apportionment methodology.

73

Operating Segment Results

The Company manages its operations through three reportable operating segments: Consumer and Business Banking, Commercial Banking, and Treasury and Other. These segments are defined based on the customers served, products and services offered, and distribution channels. Segment net interest income reflects interest earned on segment assets less interest incurred on segment liabilities, adjusted for funds transfer pricing (“FTP”) charges and credits. During the third quarter of 2026, the Company revised certain methodologies used to measure segment performance. Because prior-period segment information was not recast, the year-over-year changes discussed below reflect the effects of these revisions and are not fully comparable with the corresponding 2025 periods. See Note 13 — Business Segments to the Consolidated Financial Statements in this Form 10-Q for additional information regarding the Company’s segments and the revised methodologies.

Consumer and Business Banking

The following tables present financial information for the Consumer and Business Banking segment for the periods indicated:

						Three Months Ended September 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before provision for credit losses (1)						$	320,760					$	275,389					$	45,371					16		%
Noninterest income						35,095						31,191						3,904						13		%
Total revenue before provision for credit losses						355,855						306,580						49,275						16		%
Provision for credit losses (1)						17,372						16,679						693						4		%
Compensation and employee benefits						69,702						60,471						9,231						15		%
Other noninterest expense						63,949						57,695						6,254						11		%
Total noninterest expense						133,651						118,166						15,485						13		%
Segment income before income taxes						204,832						171,735						33,097						19		%
Income tax expense						57,402						48,388						9,014						19		%
Segment net income						$	147,430					$	123,347					$	24,083					20		%
Average loans						$	21,962,482					$	20,500,553					$	1,461,929					7		%
Average deposits						$	36,961,478					$	33,883,506					$	3,077,972					9		%

						Nine Months Ended September 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before provision for credit losses (1)						$	864,258					$	818,195					$	46,063					6		%
Noninterest income						113,262						91,205						22,057						24		%
Total revenue before provision for credit losses						977,520						909,400						68,120						7		%
Provision for credit losses (1)						39,008						31,139						7,869						25		%
Compensation and employee benefits						206,502						180,585						25,917						14		%
Other noninterest expense						187,437						172,140						15,297						9		%
Total noninterest expense						393,939						352,725						41,214						12		%
Segment income before income taxes						544,573						525,536						19,037						4		%
Income tax expense						152,611						150,806						1,805						1		%
Segment net income						$	391,962					$	374,730					$	17,232					5		%
Average loans						$	21,486,485					$	20,151,497					$	1,334,988					7		%
Average deposits						$	36,058,196					$	32,992,699					$	3,065,497					9		%

(1)Reflects the effects of the revised segment measurement methodologies described above, which changed the allocation of net interest income and provision for credit losses among the Company’s reportable segments but had no impact on consolidated results.

74

Consumer and Business Banking segment net income increased $24 million or 20% to $147 million for the third quarter of 2026 compared with the same period in 2025. The increase primarily reflected a $45 million increase in net interest income and a $4 million increase in noninterest income, partially offset by a $9 million increase in compensation and employee benefits expense and a $6 million increase in other noninterest expense. For the first nine months of 2026, segment net income increased $17 million or 5%, to $392 million compared with the same period in 2025. The increase primarily reflected a $46 million increase in net interest income and a $22 million increase in noninterest income, partially offset by a $26 million increase in compensation and employee benefits expense, a $15 million increase in other noninterest expense and an $8 million increase in provision for credit losses.

The increase in net interest income for both periods primarily reflected the revised FTP methodology, lower deposit funding costs resulting from the year-over-year decline in interest rates, and continued growth in low-cost deposits. The increase in noninterest income for both periods primarily reflected higher wealth management fees and deposit-related fees. The increase for the third quarter also reflected higher foreign exchange income.

Provision for credit losses increased $1 million and $8 million for the third quarter and first nine months of 2026, respectively, primarily reflecting the revised allocation methodology.

The increase in compensation and employee benefits expense for both periods primarily reflected staffing growth and, for the first nine months of 2026, higher wealth management commissions. The increase in other noninterest expense for both periods was primarily driven by higher shared service cost allocations and occupancy and equipment expense. The third quarter increase also reflected higher deposit insurance premiums and regulatory assessments, while the increase for the first nine months reflected higher other operating expense.

Commercial Banking

The following tables present financial information for the Commercial Banking segment for the periods indicated:

						Three Months Ended September 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before provision for credit losses (1)						$	344,147					$	265,935					$	78,212					29		%
Noninterest income						62,990						57,983						5,007						9		%
Total revenue before provision for credit losses						407,137						323,918						83,219						26		%
Provision for credit losses (1)						76,509						35,580						40,929						115		%
Compensation and employee benefits						72,584						62,282						10,302						17		%
Other noninterest expense						32,724						36,413						(3,689)						(10)		%
Total noninterest expense						105,308						98,695						6,613						7		%
Segment income before income taxes						225,320						189,643						35,677						19		%
Income tax expense						63,153						53,376						9,777						18		%
Segment net income						$	162,167					$	136,267					$	25,900					19		%
Average loans						$	36,944,246					$	34,408,431					$	2,535,815					7		%
Average deposits (2)						$	29,568,142					$	27,979,846					$	1,588,296					6		%

75

						Nine Months Ended September 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before provision for credit losses (1)						$	864,257					$	773,080					$	91,177					12		%
Noninterest income						172,881						161,313						11,568						7		%
Total revenue before provision for credit losses						1,037,138						934,393						102,745						11		%
Provision for credit losses (1)						124,065						115,083						8,982						8		%
Compensation and employee benefits						217,207						181,061						36,146						20		%
Other noninterest expense						108,344						114,784						(6,440)						(6)		%
Total noninterest expense						325,551						295,845						29,706						10		%
Segment income before income taxes						587,522						523,465						64,057						12		%
Income tax expense						164,534						149,966						14,568						10		%
Segment net income						$	422,988					$	373,499					$	49,489					13		%
Average loans						$	36,583,925					$	33,800,162					$	2,783,763					8		%
Average deposits (2)						$	28,776,971					$	26,815,049					$	1,961,922					7		%

(1)Reflects the effects of the revised segment measurement methodologies described above, which changed the allocation of net interest income and provision for credit losses among the Company’s reportable segments but had no impact on consolidated results.

(2)Prior-period deposit balances have been reclassified to conform with the current-period presentation following a change in the Company’s internal deposit allocation methodology.

Commercial Banking segment net income increased $26 million or 19% to $162 million for the third quarter of 2026 compared with the same period in 2025. The increase primarily reflected a $78 million increase in net interest income, a $5 million increase in noninterest income, and a $4 million decrease in other noninterest expense, partially offset by a $41 million increase in provision for credit losses and a $10 million increase in compensation and employee benefits expense. For the first nine months of 2026, segment net income increased $49 million or 13%, to $423 million compared with the same period in 2025, primarily reflecting a $91 million increase in net interest income and a $12 million increase in noninterest income, partially offset by a $36 million increase in compensation and employee benefits expense and a $9 million increase in provision for credit losses.

The increase in net interest income for both periods primarily reflected the revised FTP methodology and lower deposit funding costs resulting from the year-over-year decline in interest rates. The increase in provision for credit losses for both periods primarily reflected the revised allocation methodology, partially offset by a more stable macroeconomic outlook for the commercial loan portfolio compared with the prior-year periods. The increase in noninterest income for both periods primarily reflected higher commercial deposit-related fees, foreign exchange income and customer derivative income. The increase in the first nine months of 2026 also reflected higher wealth management fees. Compensation and employee benefits expense increased for both periods, primarily due to higher incentive compensation and staffing growth. Other noninterest expense decreased in the third quarter of 2026, primarily due to lower loan-related and OREO expenses, partially offset by higher computer- and software-related expense.

76

Treasury and Other

The following tables present financial information for the Treasury and Other segment for the periods indicated:

						Three Months Ended September 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before reversal of credit losses (1) (2)						$	53,989					$	136,206					$	(82,217)					(60)		%
Noninterest income						5,768						11,343						(5,575)						(49)		%
Total revenue before reversal of credit losses						59,757						147,549						(87,792)						(60)		%
Reversal of credit losses (1)						(48,881)						(16,259)						(32,622)						NM
Compensation and employee benefits						27,289						52,832						(25,543)						(48)		%
Other noninterest expense						16,795						7,230						9,565						132		%
Total noninterest expense						44,084						60,062						(15,978)						(27)		%
Segment income before income taxes						64,554						103,746						(39,192)						(38)		%
Income tax benefit						(8,045)						(5,034)						(3,011)						NM
Segment net income						$	72,599					$	108,780					$	(36,181)					(33)		%
Average loans (3)						$	—					$	299,594					$	(299,594)					(100)		%
Average deposits (4)						$	3,762,114					$	4,326,415					$	(564,301)					(13)		%

						Nine Months Ended September 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before reversal of credit losses (1) (2)						$	346,225					$	303,530					$	42,695					14		%
Noninterest income						26,758						26,279						479						2		%
Total revenue before reversal of credit losses						372,983						329,809						43,174						13		%
Reversal of credit losses (1)						(49,073)						(16,222)						(32,851)						NM
Compensation and employee benefits						91,074						105,215						(14,141)						(13)		%
Other noninterest expense						43,415						31,306						12,109						39		%
Total noninterest expense						134,489						136,521						(2,032)						(1)		%
Segment income before income taxes						287,567						209,510						78,057						37		%
Income tax benefit						(1,175)						(11,178)						10,003						NM
Segment net income						$	288,742					$	220,688					$	68,054					31		%
Average loans (3)						$	—					$	331,101					$	(331,101)					(100)		%
Average deposits (4)						$	4,020,556					$	4,373,658					$	(353,102)					(8)		%

NM — Not meaningful.

(1)Reflects the effects of the revised segment measurement methodologies described above, which changed the allocation of net interest income and provision for credit losses among the Company’s reportable segments but had no impact on consolidated results.

(2)Primarily represents income from the Company’s debt securities portfolio. See Note 4 — Securities to the Consolidated Financial Statements and Item 2. MD&A — Balance Sheet Analysis — Debt Securities in this Form 10-Q for additional information regarding the Company’s debt securities portfolio.

(3)Effective January 1, 2026, certain loans previously reflected in Treasury and Other were reallocated to the Commercial Banking and Consumer and Business Banking segments to align with the Company’s current internal management reporting.

(4)Prior-period deposit balances have been reclassified to conform with the current-period presentation following a change in the Company’s internal deposit allocation methodology.

77

Treasury and Other segment income before income taxes decreased $39 million or 38% to $65 million for the third quarter of 2026 compared with the same period in 2025. The decrease primarily reflected an $82 million decrease in net interest income, a $10 million increase in other noninterest expense, and a $6 million decrease in noninterest income, partially offset by a $33 million increase in reversal of credit losses and a $26 million decrease in compensation and employee benefits expense. For the first nine months of 2026, segment income before income taxes increased $78 million or 37%, to $288 million compared with the same period in 2025. The increase primarily reflected a $43 million increase in net interest income, a $33 million increase in reversal of credit losses, and a $14 million decrease in compensation and employee benefits expense, partially offset by a $12 million increase in other noninterest expense.

The decrease in net interest income for the third quarter of 2026 primarily reflected the revised FTP methodology. For the first nine months of 2026, the increase in net interest income primarily reflected lower interest expense on funding and higher interest income from AFS debt securities, partially offset by the impact of the revised FTP methodology.

The increase in reversal of credit losses for both periods primarily reflected the revised allocation methodology. The year-over-year increase was partially offset by an $18 million reversal of credit losses recognized in the third quarter of 2025 related to the payoff of purchased credit-impaired and workout loans. The decrease in noninterest income for the third quarter of 2026 primarily reflected lower income from bank-owned life insurance policies. The decrease in compensation and employee benefits expense for both periods primarily reflected additional compensation expense recognized in the third quarter of 2025 related to a change in recognition of equity award expense for retirement-eligible employees. The increase in other noninterest expense for both periods primarily reflected higher amortization of tax credit and CRA investments and higher computer- and software-related expense.

Balance Sheet Analysis

Debt Securities

The Company maintains a portfolio of high quality and liquid debt securities with a moderate duration profile and actively manages its overall portfolio credit, interest rate and liquidity risks. The Company’s debt securities generate interest income, provide contingent liquidity and funding flexibility, support asset-liability and interest rate risk management, and serve as collateral to enhance borrowing capacity. While the Company generally does not sell or trade its debt securities, it may sell AFS debt securities to manage liquidity, interest rate risk, regulatory requirements, or other strategic objectives.

78

The following table presents the distribution of the Company’s AFS and HTM debt securities portfolio by amortized cost and fair value as of September 30, 2026 and December 31, 2025, and by credit ratings as of September 30, 2026:

						September 30, 2026																		December 31, 2025																														Ratings as of September 30, 2026 (1)
($ in thousands)						Amortized Cost						Fair Value									% of Fair Value						Amortized Cost						Fair Value									% of Fair Value																		AAA/AA						A						BBB						BB and Lower
AFS debt securities:
U.S. Treasury securities						$	1,697,635					$	1,649,102								11		%				$	1,010,053					$	993,913								7		%																100		%				—		%				—		%				—		%
U.S. government agency and U.S. government-sponsored enterprise debt securities						285,602						242,951									2		%				287,687						257,654									2		%																100		%				—		%				—		%				—		%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (2)						12,704,065						11,933,032									78		%				10,544,278						10,397,991									79		%																100		%				—		%				—		%				—		%
Municipal securities						268,488						216,354									1		%				277,275						243,102									2		%																100		%				—		%				—		%				—		%
Non-agency mortgage-backed securities						602,934						503,670									3		%				667,195						584,735									4		%																97		%				—		%				3		%				—		%
Corporate debt securities						484,704						384,202									3		%				554,158						464,981									4		%																—		%				53		%				43		%				4		%
Foreign government bonds						267,681						256,273									2		%				247,249						238,455									2		%																42		%				58		%				—		%				—		%
Asset-backed securities						—						—									—		%				31,886						31,389									0		%																—		%				—		%				—		%				—		%
Total AFS debt securities						$	16,311,109					$	15,185,584								100		%				$	13,619,781					$	13,212,220								100		%																97		%				2		%				1		%				—		%
HTM debt securities:
U.S. Treasury securities						$	544,885					$	530,749								22		%				$	540,666					$	524,887								21		%																100		%				—		%				—		%				—		%
U.S. government agency and U.S. government-sponsored enterprise debt securities						1,009,192						808,133									35		%				1,007,055						860,134									35		%																100		%				—		%				—		%				—		%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (3)						1,097,007						847,670									37		%				1,136,874						943,227									38		%																100		%				—		%				—		%				—		%
Municipal securities						183,626						129,120									6		%				185,463						151,498									6		%																100		%				—		%				—		%				—		%
Total HTM debt securities						$	2,834,710					$	2,315,672								100		%				$	2,870,058					$	2,479,746								100		%																100		%				—		%				—		%				—		%
Total debt securities						$	19,145,819					$	17,501,256														$	16,489,839					$	15,691,966

(1)Credit ratings represent independent assessments of the credit quality of debt securities. The Company determines the credit rating of a debt security based on the lowest rating assigned by any of the nationally recognized statistical rating organizations (“NRSROs”) that have rated the security. Investment grade debt securities are those with ratings similar to BBB- or above (as defined by NRSROs) and are generally considered by the rating agencies and market participants to be low credit risk. Ratings percentages are allocated based on fair value.

(2)Includes Government National Mortgage Association (“GNMA”) AFS debt securities totaling $10.5 billion of amortized cost and $10.0 billion of fair value as of September 30, 2026, and amortized cost and fair value both totaling $9.6 billion as of December 31, 2025.

(3)Includes GNMA HTM debt securities totaling $74 million of amortized cost and $57 million of fair value as of September 30, 2026, and $79 million of amortized cost and $65 million of fair value as of December 31, 2025.

The effective duration (defined as the sensitivity of the value of the portfolio to interest rate changes) of the Company’s AFS and HTM debt securities portfolios was 4.4 years and 5.1 years, respectively, as of September 30, 2026, compared with 3.0 years and 5.9 years, respectively, as of December 31, 2025. The increase in the effective duration of the AFS debt securities primarily reflected purchases of fixed-rate AFS securities, sales of floating-rate AFS securities, and duration extension resulting from higher interest rates during the period. The decrease in the HTM debt securities’ effective duration was primarily attributable to portfolio run-off.

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Available-for-Sale Debt Securities

AFS debt securities increased $2.0 billion or 15%, from December 31, 2025, to $15.2 billion as of September 30, 2026. The increase primarily reflected purchases of agency mortgage-backed securities issued or guaranteed by U.S. government agencies and government-sponsored enterprises, as well as purchases of U.S. Treasury securities. AFS debt securities are carried at fair value with non-credit related unrealized gains and losses, net of tax, reported in Other comprehensive (loss) income on the Consolidated Statement of Comprehensive Income. Pre-tax net unrealized losses on AFS debt securities were $1.1 billion as of September 30, 2026, compared with $406 million as of December 31, 2025, primarily reflecting the impact of higher market interest rates on the fair value of fixed-rate debt securities during the period.

Substantially all AFS debt securities in an unrealized loss position were rated investment grade as of both September 30, 2026 and December 31, 2025. Based on the Company's evaluation, the unrealized losses were primarily attributable to changes in market interest rates rather than credit deterioration. For additional information regarding the policies, methodologies and judgments used to determine the allowance for credit losses on AFS debt securities, see Item 8. Financial Statements — Note 1 — Summary of Significant Accounting Policies to the Consolidated Financial Statements in the Company’s 2025 Form 10-K and Note 4 — Securities to the Consolidated Financial Statements in this Form 10-Q.

Held-to-Maturity Debt Securities

All HTM debt securities were issued, guaranteed, or supported by U.S. government entities, agencies, or government-sponsored enterprises. Accordingly, the Company applied a zero credit loss assumption to these securities and recorded no allowance for credit losses as of both September 30, 2026 and December 31, 2025.

For additional information regarding the Company’s debt securities portfolio, see Note 1 — Summary of Significant Accounting Policies to the Consolidated Financial Statements in the Company’s 2025 Form 10-K and Note 2 — Fair Value Measurement and Fair Value of Financial Instruments and Note 4 — Securities to the Consolidated Financial Statements in this Form 10-Q.

Loan Portfolio

The Company offers a broad range of lending products to meet the financing needs of its commercial and consumer borrowers. The loan portfolio segments consist of commercial loans, which include C&I, CRE, multifamily residential, and construction and land loans, as well as consumer loans, which include single-family residential (“SFR”), home equity loans and other consumer loans.

The composition of the loan portfolio remained generally consistent as of September 30, 2026 compared with December 31, 2025, as illustrated in the charts below.

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Total loans held-for-investment increased $2.8 billion or 5% to $59.7 billion as of September 30, 2026, from December 31, 2025, reflecting broad-based growth across the Company’s major loan portfolios. For additional information regarding loans held-for-investment, see Note 6 — Loans Receivable and Allowance for Credit Losses to the Consolidated Financial Statements in this Form 10-Q.

Commercial

The commercial loan portfolio, consisting of C&I and CRE loans, represented 70% of total loans held-for-investment as of both September 30, 2026 and December 31, 2025. The Company actively monitors the commercial loan portfolio for credit risk and reviews exposures for sensitivity to changes in economic and market conditions.

Commercial — Commercial and Industrial Loans. Total C&I loans increased $1.1 billion or 6% to $19.8 billion as of September 30, 2026. Total C&I loan commitments increased to $29.1 billion as of September 30, 2026 from $27.7 billion as of December 31, 2025, with a utilization rate of 68% as of September 30, 2026, compared with 67% as of December 31, 2025.

The C&I loan portfolio supports a broad range of commercial customers through diverse commercial business lending, working capital lines of credit, trade finance, letters of credit, asset-based lending, asset-backed finance, project finance, equipment financing and other commercial banking products. The majority of the C&I loans had variable interest rates as of both September 30, 2026 and December 31, 2025.

The Company’s portfolio of broadly syndicated C&I loans includes revolving or term loan facilities that are marketed and sold primarily to institutional investors. This portfolio totaled $1.1 billion and $1.0 billion as of September 30, 2026 and December 31, 2025, respectively. Loans to non-depository financial institutions (“NDFI”) totaled $8.1 billion and $7.6 billion as of September 30, 2026 and December 31, 2025, respectively. The NDFI portfolio is diversified across many lending areas, including capital call and management fee lending in our fund finance group, business credit, private equity, and mortgage credit facilities in our structured finance group, film and music library loans in our entertainment group, oil and gas royalty loans in our energy lending group, as well as loans to insurance companies and securities broker-dealers.

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The C&I loan portfolio is diversified across a broad range of industries and customer relationships. The Company manages concentration risk through ongoing monitoring of industry, borrower and product exposures, and maintains exposure limits by industry and loan product as part of its credit risk management framework. The following table presents the industry composition of the Company’s C&I loan portfolio as of September 30, 2026 and December 31, 2025:

						September 30, 2026																		December 31, 2025
($ in thousands)						Amount						%												Amount						%
Industry:
Real estate investment & management						$	2,206,576					11		%										$	2,319,896					13		%
Capital call lending						2,151,852						11		%										1,997,835			(1)			11		%
Media & entertainment						2,140,763						11		%										2,227,571						12		%
Food production & distribution						1,421,311						7		%										1,109,996						6		%
Manufacturing & wholesale						1,398,366						7		%										1,162,245						6		%
Financial services						1,373,912						7		%										1,160,853						6		%
Infrastructure & clean energy						1,155,152						6		%										1,113,387						6		%
Technology & telecommunications						692,361						3		%										679,036						4		%
Hospitality & leisure						635,700						3		%										646,926						3		%
Healthcare						597,665						3		%										703,769						4		%
Equipment finance						567,350						3		%										447,117						2		%
Oil & gas						564,062						3		%										595,102						3		%
Art finance						439,531						2		%										503,326						3		%
Consumer finance						330,110						2		%										262,728						1		%
General & other						4,111,613						21		%										3,720,968			(1)			20		%
Total C&I						$	19,786,324					100		%										$	18,650,755					100		%

(1)Prior-period balances have been reclassified for comparability.

Commercial — Total Commercial Real Estate Loans. The Company’s total CRE portfolio consists of CRE, multifamily residential, and construction and land loans. Credit risk is managed through underwriting standards and ongoing portfolio monitoring, including limits and reviews based on property type, geographical concentration, loan-to-value (“LTV”) ratios, and debt service coverage based on parameters established in compliance with supervisory guidance for CRE loans.

The Company’s total CRE loan portfolio remains well-diversified across property types with an average loan size of $3 million as of both September 30, 2026 and December 31, 2025. The following table presents the composition of the Company’s total CRE loans by property type as of September 30, 2026 and December 31, 2025:

						September 30, 2026																		December 31, 2025
($ in thousands)						Amount						%						Weighted-average LTV (%) (1)						Amount						%						Weighted-average LTV (%) (1)
Property types:
Multifamily						$	5,529,717					25		%				50		%				$	5,112,328					24		%				50		%
Retail						4,688,709						21		%				47		%				4,509,328						21		%				47		%
Industrial						4,075,305						19		%				46		%				4,213,307						20		%				46		%
Hotel						2,622,688						12		%				50		%				2,482,765						12		%				51		%
Office						2,461,710						11		%				54		%				2,233,910						11		%				52		%
Healthcare						900,749						4		%				51		%				858,653						4		%				51		%
Construction and land						754,581						3		%				51		%				742,357						3		%				51		%
Other						1,061,438						5		%				48		%				1,109,125						5		%				49		%
Total CRE loans						$	22,094,897					100		%				49		%				$	21,261,773					100		%				49		%

(1)Weighted-average LTV is calculated using the most recent available appraisal and current loan commitment for each loan.

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The following tables summarize the Company’s CRE, multifamily residential, and construction and land loans by geography as of September 30, 2026 and December 31, 2025. The geographic composition of the portfolio remained generally consistent with the Company's branch footprint and customer base, with California representing the largest concentration. The Company evaluates geographic concentrations in conjunction with local economic conditions, property market fundamentals, and portfolio performance as part of its ongoing credit risk management framework.

						September 30, 2026
($ in thousands)						CRE						%						Multifamily Residential						%						Construction and Land						%						Total CRE						%
Geographic markets:
Southern California						$	8,244,287					52		%				$	2,598,807					47		%				$	315,533					42		%				$	11,158,627					50		%
Northern California						2,834,754						18		%				928,481						16		%				167,882						22		%				3,931,117						18		%
California						11,079,041						70		%				3,527,288						63		%				483,415						64		%				15,089,744						68		%
Texas						1,086,737						7		%				608,687						11		%				79,816						11		%				1,775,240						8		%
New York						875,630						6		%				332,196						6		%				45,225						6		%				1,253,051						6		%
Washington						523,103						3		%				151,028						3		%				30,885						4		%				705,016						3		%
Arizona						320,861						2		%				260,615						5		%				13,912						2		%				595,388						3		%
Nevada						321,609						2		%				157,920						3		%				10,233						1		%				489,762						2		%
Other markets						1,603,618						10		%				491,983						9		%				91,095						12		%				2,186,696						10		%
Total loans						$	15,810,599					100		%				$	5,529,717					100		%				$	754,581					100		%				$	22,094,897					100		%

						December 31, 2025
($ in thousands)						CRE						%						Multifamily Residential						%						Construction and Land						%						Total CRE						%
Geographic markets:
Southern California						$	7,908,374					51		%				$	2,387,149					47		%				$	252,265					34		%				$	10,547,788					50		%
Northern California						2,760,043						18		%				914,479						18		%				149,090						20		%				3,823,612						18		%
California						10,668,417						69		%				3,301,628						65		%				401,355						54		%				14,371,400						68		%
Texas						1,129,088						7		%				488,276						10		%				154,241						21		%				1,771,605						8		%
New York						831,276						6		%				349,909						7		%				35,397						5		%				1,216,582						6		%
Washington						504,643						3		%				158,186						3		%				14,036						2		%				676,865						3		%
Arizona						339,272						2		%				205,264						4		%				38,192						5		%				582,728						3		%
Nevada						321,332						2		%				160,103						3		%				883						0		%				482,318						2		%
Other markets						1,613,060						11		%				448,962						8		%				98,253						13		%				2,160,275						10		%
Total loans						$	15,407,088					100		%				$	5,112,328					100		%				$	742,357					100		%				$	21,261,773					100		%

California represented 68% of total CRE loans as of both September 30, 2026 and December 31, 2025. As a result, portfolio performance may be influenced by economic conditions, CRE market activity, property values, and other market-specific factors within California. Changes in these factors could affect borrower repayment capacity, collateral values and the level of allowance for credit losses. For additional information regarding risks associated with the Company’s geographic concentration, see Item 1A. Risk Factors — Risks Related to Geographic and Political Uncertainties and Risks Related to Financial Matters in the Company’s 2025 Form 10-K.

Commercial — Commercial Real Estate Loans. The Company primarily provides financing to experienced real estate investors and developers with moderate levels of leverage, many of whom are long-time customers of the Bank. Credit risk is managed through underwriting standards that evaluate borrower cash flows, debt service coverage, collateral values and LTV ratios. Owner-occupied properties represented 19% and 20% of the CRE loans as of September 30, 2026 and December 31, 2025, respectively. The remaining CRE loans were secured by non-owner-occupied, income-producing properties, where 50% or more of the debt service for the loan relies on rental income generated by third-party tenants.

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CRE loans may have fixed, variable or hybrid interest rate structures. To assist borrowers in managing interest rate risk, the Company offers derivative hedging products. As of September 30, 2026, 64% of our CRE portfolio had variable rates, of which 42% had customer-level interest rate derivative contracts in place. By comparison, as of December 31, 2025, 61% of our CRE portfolio had variable interest rates, of which 50% had customer-level interest rate derivative contracts in place.

Commercial — Multifamily Residential Loans. The multifamily residential loan portfolio primarily consists of loans secured by residential properties with five or more dwelling units. The Company offers a variety of first lien mortgages, including fixed- and variable-rate loans, as well as hybrid loans with interest rates that typically adjust annually following an initial fixed-rate period of three to 10 years.

Interest rate risk within the multifamily residential loan portfolio is influenced by variable-rate exposure and borrowers’ use of hedging strategies. As of September 30, 2026, 59% of our multifamily residential loan portfolio had variable interest rates, of which 42% had customer-level interest rate derivative contracts in place. In comparison, as of December 31, 2025, 57% of our multifamily residential loan portfolio had variable rates, of which 45% had customer-level interest rate derivative contracts in place.

Commercial — Construction and Land Loans. The construction and land loan portfolio provides financing for a diversified range of real estate projects across multiple property types. Construction loan exposure totaled $816 million as of September 30, 2026, consisting of $463 million in funded loans and $353 million in unfunded commitments, compared with $963 million as of December 31, 2025, consisting of $544 million in funded loans and $419 million in unfunded commitments.

Land loans totaled $292 million and $198 million as of September 30, 2026 and December 31, 2025, respectively. The Company actively monitors construction and land loan exposures through underwriting standards, project-specific reviews, and ongoing oversight of borrower performance, project progress, and collateral values.

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Consumer

The residential mortgage loan portfolio consists of SFR and home equity loans that are primarily originated through the Bank’s branch network. The average residential mortgage loan size was $444 thousand and $439 thousand as of September 30, 2026 and December 31, 2025, respectively. The following tables present the geographic distribution and lien priority composition of the Company’s residential mortgage loan portfolios as of September 30, 2026 and December 31, 2025:

						September 30, 2026
($ in thousands)						SFR						%						Home Equity Loans						%						Total Residential Mortgage						%
Geographic markets:
Southern California						$	6,366,012					40		%				$	1,001,266					49		%				$	7,367,278					41		%
Northern California						2,167,383						14		%				420,635						20		%				2,588,018						15		%
California						8,533,395						54		%				1,421,901						69		%				9,955,296						56		%
New York						4,085,534						26		%				311,858						15		%				4,397,392						25		%
Washington						839,814						5		%				183,026						9		%				1,022,840						6		%
Massachusetts						601,586						4		%				70,950						4		%				672,536						4		%
Georgia						564,484						4		%				28,644						1		%				593,128						3		%
Nevada						537,318						4		%				41,013						2		%				578,331						3		%
Texas						526,883						3		%				—						—		%				526,883						3		%
Other markets						19,051						0		%				1,566						0		%				20,617						0		%
Total						$	15,708,065					100		%				$	2,058,958					100		%				$	17,767,023					100		%
Lien priority:
First mortgage						$	15,708,065					100		%				$	1,430,017					69		%				$	17,138,082					96		%
Junior lien mortgage						—						—		%				628,941						31		%				628,941						4		%
Total						$	15,708,065					100		%				$	2,058,958					100		%				$	17,767,023					100		%
SFR loan portfolio type:
Traditional						$	14,071,605					90		%				$	—					—		%				$	14,071,605					90		%
Bridge to Home Ownership (“BTHO”)						1,636,460						10		%				—						—		%				1,636,460						10		%
Total						$	15,708,065					100		%				$	—					—		%				$	15,708,065					100		%

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						December 31, 2025
($ in thousands)						SFR						%						Home Equity Loans						%						Total Residential Mortgage						%
Geographic markets:
Southern California						$	6,031,124					40		%				$	914,803					48		%				$	6,945,927					41		%
Northern California						2,026,767						14		%				392,461						20		%				2,419,228						14		%
California						8,057,891						54		%				1,307,264						68		%				9,365,155						55		%
New York						4,067,708						27		%				286,995						15		%				4,354,703						26		%
Washington						761,739						5		%				188,146						10		%				949,885						6		%
Massachusetts						566,462						4		%				68,375						4		%				634,837						4		%
Georgia						520,039						3		%				21,500						1		%				541,539						3		%
Nevada						493,670						3		%				38,072						2		%				531,742						3		%
Texas						513,038						4		%				—						—		%				513,038						3		%
Other markets						22,002						0		%				1,545						0		%				23,547						0		%
Total						$	15,002,549					100		%				$	1,911,897					100		%				$	16,914,446					100		%
Lien priority:
First mortgage						$	15,002,549					100		%				$	1,337,066					70		%				$	16,339,615					97		%
Junior lien mortgage						—						—		%				574,831						30		%				574,831						3		%
Total						$	15,002,549					100		%				$	1,911,897					100		%				$	16,914,446					100		%
SFR loan portfolio type:
Traditional						$	13,692,025					91		%				$	—					—		%				$	13,692,025					91		%
BTHO						1,310,524						9		%				—						—		%				1,310,524						9		%
Total						$	15,002,549					100		%				$	—					—		%				$	15,002,549					100		%

Consumer — SFR Loans — Traditional. The Company’s traditional SFR loan portfolio consists of fixed-rate, variable-rate and hybrid loans with hybrid loans generally repricing annually, following an initial fixed-rate period. The Company held a first lien position on all SFR loans as of both September 30, 2026 and December 31, 2025. A significant portion of the loan portfolio consists of reduced-documentation loans that generally require substantial borrower equity contributions at origination, resulting in low origination LTV ratios, typically 65% or less. The weighted-average LTV ratio was 48% and 49% as of September 30, 2026 and December 31, 2025, respectively. The combination of first-lien positions and low borrower leverage has historically resulted in very low delinquency and loss rates.

Consumer — SFR Loans — BTHO. The Company’s BTHO program is designed to expand access to home ownership for creditworthy low- to moderate-income borrowers. The Company held a first lien position on all BTHO loans as of September 30, 2026 and December 31, 2025. The weighted-average LTV ratio was 87% and 88% as of September 30, 2026 and December 31, 2025, respectively.

Consumer — Home Equity Loans. The Company's home equity loan portfolio consists primarily of revolving home equity lines of credit, as well as closed-end home equity loans. Total home equity commitments were $5.9 billion and $5.5 billion as of September 30, 2026 and December 31, 2025, respectively, with a utilization rate of 35% as of both dates. Substantially all unfunded home equity commitments are unconditionally cancellable. The Company held a first lien position on 69% and 70% of total outstanding home equity loans as of September 30, 2026 and December 31, 2025, respectively. Similar to the traditional SFR portfolio, a significant portion of home equity loans are reduced-documentation loans with relatively low LTV ratios, typically 65% or less. The weighted-average LTV ratio was 46% as of both September 30, 2026 and December 31, 2025. As a result, these loans have historically experienced low delinquency and loss rates. Substantially all home equity loans had variable interest rates as of September 30, 2026 and December 31, 2025.

Commercial and consumer loans are originated in accordance with the Company’s underwriting and credit administration standards, which are designed to evaluate borrower repayment capacity, collateral values, cash flows, leverage, and other relevant risk factors. The Company performs quality control reviews and periodic audits of lending activities including assessments of underwriting practices, documentation standards, and compliance with regulatory and legal requirements.

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Foreign Outstandings

The Company’s international branches consist of its Hong Kong branch and the China subsidiary bank branches. These international branches are subject to risks inherent in conducting business internationally, including changes in economic conditions, regulatory requirements, geopolitical developments and foreign currency exchange rates. The following table presents selected financial assets held by the Company’s international branches as of September 30, 2026 and December 31, 2025:

						September 30, 2026												December 31, 2025
($ in thousands)						Amount						% of Total Consolidated Assets						Amount						% of Total Consolidated Assets
Hong Kong branch:
Cash and cash equivalents						$	1,051,227					1		%				$	860,332					1		%
AFS debt securities (1)						$	632,049					1		%				$	684,513					1		%
Loans held-for-investment (2)						$	1,347,970					2		%				$	1,133,442					1		%
Total assets						$	3,039,013					4		%				$	2,692,309					3		%
China subsidiary bank branches:
Cash and cash equivalents						$	717,826					1		%				$	640,986					1		%
AFS debt securities (3)						$	149,023					0		%				$	128,600					0		%
Loans held-for-investment (2)						$	1,349,731					2		%				$	1,223,236					2		%
Total assets						$	2,212,883					3		%				$	2,012,751					3		%

(1)Comprised of U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities, U.S. Treasury securities, and foreign government bonds as of both September 30, 2026 and December 31, 2025.

(2)Primarily comprised of C&I loans as of both September 30, 2026 and December 31, 2025.

(3)Comprised of foreign government bonds as of both September 30, 2026 and December 31, 2025.

The Company’s international branches support its cross-border banking activities and customer relationships. The following table presents the total revenue generated by the Company’s international branches for the third quarters and first nine months of 2026 and 2025:

						Three Months Ended September 30,																								Nine Months Ended September 30,
						2026												2025												2026												2025
($ in thousands)						Amount						% of Total Consolidated Revenue						Amount						% of Total Consolidated Revenue						Amount						% of Total Consolidated Revenue						Amount						% of Total Consolidated Revenue
Hong Kong branch:
Total revenue						$	22,667					3		%				$	18,335					2		%				$	66,239					3		%				$	53,939					2		%
China subsidiary bank branches:
Total revenue						$	7,119					1		%				$	7,807					1		%				$	20,637					1		%				$	22,299					1		%

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Deposits

Deposits are the Company’s primary source of funding and have a significant impact on the Company’s net interest income and net interest margin. Additional funding sources include short-term borrowings and long-term debt. For further discussion of the Company’s liquidity position and funding strategy, see Item 2. MD&A — Risk Management — Liquidity Risk Management in this Form 10-Q. The following table summarizes the Company’s deposits by product type as of September 30, 2026 and December 31, 2025:

						September 30, 2026												December 31, 2025												Change
($ in thousands)						Amount						%						Amount						%						$						%
Deposits by product:
Noninterest-bearing demand						$	18,539,391					26		%				$	16,697,099					25		%				$	1,842,292					11		%
Interest-bearing checking						8,137,769						11		%				7,989,255						12		%				148,514						2		%
Money market						16,934,855						24		%				15,439,729						23		%				1,495,126						10		%
Savings						2,028,208						3		%				1,671,804						2		%				356,404						21		%
Time deposits						25,852,416						36		%				25,284,814						38		%				567,602						2		%
Total deposits						$	71,492,639					100		%				$	67,082,701					100		%				$	4,409,938					7		%

The Company’s deposit strategy focuses on growing and retaining relationship-based deposits to provide a stable and low-cost source of funding and liquidity. The Company offers a broad range of deposit products to meet the needs of its consumer and commercial customers and believes its deposit base is seasoned, stable and well-diversified. Total deposits increased $4.4 billion or 7% to $71.5 billion as of September 30, 2026 from $67.1 billion as of December 31, 2025. The increase was primarily driven by growth in noninterest-bearing demand and money market deposits.

The following table provides a breakdown of the Company’s deposits by segment and region as of September 30, 2026 and December 31, 2025:

																		Change
($ in thousands)						September 30, 2026						December 31, 2025						$						%
Deposits by segment/region:
Consumer and Business Banking - U.S.						$	37,270,185					$	34,494,368					$	2,775,817					8		%
Commercial Banking - U.S.						25,674,675						24,115,647			(1)			1,559,028						6		%
International Branches (2)						4,264,566						3,875,631						388,935						10		%
Treasury and Other - U.S. (3)						4,283,213						4,597,055			(1)			(313,842)						(7)		%
Total deposits						$	71,492,639					$	67,082,701					$	4,409,938					7		%

(1)Prior-period balances have been reclassified to conform to the current period presentation due to a change in allocation methodology.

(2)Deposits of our Hong Kong branch and China subsidiary bank branches are a subset of Commercial Banking segment deposits.

(3)Treasury and Other segment deposits primarily consist of wholesale, public funds, and brokered deposits managed by the Company’s Treasury department.

Customer deposit accounts held at U.S. offices are insured by the FDIC for up to $250,000 per depositor, per ownership category. Consistent with regulatory reporting requirements, uninsured deposits represent the portion of deposit accounts that exceed FDIC insurance limits and are reported in Schedule RC-O Memorandum, Item 2 of the Bank's Call Report.

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Management also monitors uninsured deposits excluding collateralized and affiliate deposits, as collateralized deposits are secured and affiliate deposits are eliminated in consolidation. Management believes this measure provides additional insight into the level of uninsured customer deposits that may be more directly sensitive to changes in market conditions. The following table summarizes the Company’s uninsured domestic deposit balances as reported on Schedule RC-O Memorandum, Item 2 of the Bank’s Call Report as of September 30, 2026 and December 31, 2025, after certain adjustments:

($ in thousands)									September 30, 2026						December 31, 2025
Uninsured deposits, per regulatory requirements (1)									$	37,408,920					$	33,431,037
Less: Collateralized deposits									(4,026,565)						(4,464,567)
Affiliate deposits									(94,894)						(131,106)
Uninsured deposits, excluding collateralized and affiliate deposits			(a)						$	33,287,461					$	28,835,364
Total domestic deposits per Call Report			(b)						$	67,485,961					$	63,460,378
Uninsured deposits, excluding collateralized and affiliate deposits, ratio			(a)/(b)						49		%				45		%

(1)Uninsured deposits, per regulatory requirements, represent the portion of deposit accounts in U.S. branches that exceed the FDIC insurance limit as reported on Schedule RC-O Memorandum, Item 2 of the Bank’s Call Report.

Additional information regarding the impact of deposits on net interest income, including average deposit balances and rates, is provided in Item 2. MD&A — Results of Operations — Net Interest Income in this Form 10-Q. For further discussion on the impact of deposits as a liquidity and funding source, see Item 2. MD&A — Risk Management — Liquidity Risk Management in this Form 10-Q.

Capital

The Company maintains capital levels designed to support balance sheet growth, absorb potential losses under a range of economic conditions, and comply with applicable regulatory capital requirements. Capital planning is integrated into the Company’s strategic and financial planning processes and includes stress testing to assess the potential impact of adverse economic and interest rate scenarios on capital adequacy.

The Company’s stockholders’ equity increased $141 million or 2% to $9.0 billion as of September 30, 2026 from $8.9 billion as of December 31, 2025. The increase was primarily driven by $1.1 billion of net income, partially offset by $560 million of other comprehensive loss, $334 million of cash dividends declared, and $125 million of share repurchases, including open-market repurchases and shares withheld for employee tax obligations upon vesting of restricted stock units. Additional information regarding changes in stockholders’ equity is provided in Item 1. Consolidated Financial Statements — Consolidated Statement of Changes in Stockholders’ Equity in this Form 10-Q.

On January 22, 2025, the Company’s Board of Directors authorized the repurchase of up to $300 million of East West common stock through December 31, 2026. The Company did not repurchase any common stock during the third quarter of 2026, compared with $26 million for the same period in 2025. During the nine months ended September 30, 2026, the Company repurchased $99 million of its common stock, compared with $114 million for the same period in 2025. As of September 30, 2026, $117 million remained available under the share repurchase authorization.

The Company paid a cash dividend of $0.80 and $0.60 per share during the third quarters of 2026 and 2025, respectively. In October 2026, the Company’s Board of Directors declared a fourth-quarter cash dividend of $0.80 per share, payable on November 17, 2026, to stockholders of record as of November 2, 2026.

Regulatory Capital and Ratios

Federal banking regulations require banking organizations to maintain capital levels that are commensurate with the degree of risk inherent in their business activities. The Company and the Bank are subject to the Basel III Capital Rules. Additional information regarding applicable regulatory capital requirements is provided in Item 1. Business — Supervision and Regulation — Regulatory Capital Requirements in the Company’s 2025 Form 10-K.

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The following table presents the capital ratios of the Company and the Bank as of September 30, 2026 and December 31, 2025, as well as the minimum regulatory capital requirements and well-capitalized standards applicable under the Basel III Capital Rules, and those required by regulatory agencies for capital adequacy and well-capitalized classification purposes:

						Basel III Capital Rules
						September 30, 2026												December 31, 2025
						Company						Bank						Company						Bank						Minimum Regulatory Requirements						Minimum Regulatory Requirements including Capital Conservation Buffer						Well-Capitalized Requirements
Risk-based capital ratios:
Common Equity Tier 1 (“CET1”) (1)						15.4		%				13.7		%				15.1		%				13.9		%				4.5		%				7.0		%				6.5		%
Tier 1 capital (2)						15.4		%				13.7		%				15.1		%				13.9		%				6.0		%				8.5		%				8.0		%
Total capital						16.7		%				14.9		%				16.4		%				15.1		%				8.0		%				10.5		%				10.0		%
Tier 1 leverage (1)						11.1		%				9.9		%				10.9		%				10.0		%				4.0		%				4.0		%				5.0		%

(1)The well-capitalized CET1 capital ratio and Tier 1 leverage requirements apply only to the Bank. Bank holding companies are not subject to well-capitalized requirements for these ratios.

(2)Well-capitalized Tier 1 risk-based capital ratio requirements for the Company and the Bank are 6.0% and 8.0%, respectively.

The Company is committed to maintaining strong capital levels to assure its investors, customers and regulators that the Company and the Bank are financially sound. As of both September 30, 2026 and December 31, 2025, the Company and the Bank continued to exceed all “well-capitalized” capital requirements and the minimum capital requirements under the Basel III Capital Rules. Total risk-weighted assets increased $3.5 billion or 6% to $61.3 billion as of September 30, 2026 from $57.8 billion as of December 31, 2025, primarily due to loan growth.

Risk Management

Overview

The Company is exposed to a variety of risks in the normal course of business, including credit, liquidity, market, operational, reputational, legal, compliance, Bank Secrecy Act/Anti-Money Laundering & Office of Foreign Assets Control, strategic, and technology risk. The Company maintains a Board-approved enterprise risk management (“ERM”) framework designed to identify, assess, monitor, manage and report risks across the organization. The ERM framework supports risk-informed decision-making and provides a structured approach for managing both existing and emerging risks.

The Board of Directors, through its Risk Oversight Committee (“ROC”), oversees the Company’s risk profile, risk appetite and risk management framework. Under the authority of the ROC, management committees are responsible for implementing risk management strategies and monitoring risks within their respective areas of responsibility.

The Company’s ERM program is aligned with the three lines of defense model. The first line of defense is comprised of revenue generating, operational and support units, including the Senior Credit Supervision function, which oversees credit risk policies, risk ratings and credit portfolio monitoring. The second line of defense is comprised of risk management and control functions that provide independent risk oversight of first line activities and report to the Chief Risk Officer. The Chief Risk Officer reports to both the ROC and the Chief Executive Officer. The third line of defense is comprised of the Internal Audit and Independent Asset Review (“IAR”) functions. Internal Audit reports to the Chief Audit Executive (“CAE”), who reports to the Board’s Audit Committee. Internal Audit provides assurance and evaluates the effectiveness of risk management, control, and governance processes as established by the Company. IAR serves as an internal loan review and independent credit risk monitoring function within the Bank that works under the direction of the CAE and reports to the Audit Committee. IAR provides management and the Audit Committee with an objective and independent assessment of the Bank’s credit profile and credit risk management processes. The following sections discuss the Company’s primary risk categories and related risk management practices.

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Credit Risk Management

Credit risk is the risk of loss arising from a borrower’s or counterparty’s failure to meet its contractual obligations. Credit risk exists in many of the Company’s financial assets and exposures including loans, debt securities and certain derivatives. Lending activities represent the Company’s most significant source of credit risk exposure.

The Company manages credit risk through underwriting standards, portfolio diversification, risk rating processes, concentration limits, ongoing credit monitoring, and independent credit review. At the management level, the Credit Risk Management Committee oversees the implementation and administration of credit risk policies and processes across the organization.

A key component of the Company's credit risk management framework is disciplined underwriting and ongoing portfolio monitoring. Management assesses credit quality and portfolio performance through a combination of quantitative and qualitative measures, including credit quality indicators, nonperforming asset levels, delinquency trends, net charge-offs, portfolio concentrations and allowance for credit losses analyses.

Credit Quality

The Company utilizes an internal credit risk rating system to evaluate, monitor, and manage credit risk within the loan portfolio. Additional information regarding the Company’s credit quality indicators and internal credit risk rating methodology is included in Note 6 — Loans Receivable and Allowance for Credit Losses to the Consolidated Financial Statements in this Form 10-Q.

The following table presents the Company’s criticized loans as of September 30, 2026 and December 31, 2025:

																		Change
($ in thousands)						September 30, 2026						December 31, 2025						$						%
Criticized loans:
Special Mention loans						$	475,469					$	344,876					$	130,593					38		%
Classified loans (1)						878,139						796,273						81,866						10		%
Total criticized loans (2)						$	1,353,608					$	1,141,149					$	212,459					19		%
Special Mention loans to loans held-for-investment						0.80		%				0.61		%
Classified loans to loans held-for-investment						1.47		%				1.40		%
Criticized loans to loans held-for-investment						2.27		%				2.01		%

(1)Consists of Substandard, Doubtful and Loss categories.

(2)Excludes loans held-for-sale.

Criticized loans increased $212 million or 19%, to $1.4 billion as of September 30, 2026. This increase primarily reflected higher Special Mention C&I loans, and higher classified C&I and CRE loans, partially offset by a decrease in Special Mention CRE loans.

Nonperforming Assets

Nonperforming assets consist of nonaccrual loans held-for-investment, nonperforming loans held-for-sale, OREO and other nonperforming assets. Other nonperforming assets and OREO include repossessed assets and properties, respectively, acquired through foreclosure, or through full or partial satisfaction of loans held-for-investment.

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The following table presents nonperforming assets information as of September 30, 2026 and December 31, 2025:

																		Change
($ in thousands)						September 30, 2026						December 31, 2025						$						%
Commercial:
C&I						$	49,768					$	52,244					$	(2,476)					(5)		%
CRE:
CRE						43,979						38,546						5,433						14		%
Multifamily residential						264						292						(28)						(10)		%
Construction and land						19,813						27,810						(7,997)						(29)		%
Total CRE						64,056						66,648						(2,592)						(4)		%
Consumer:
Residential mortgage:
SFR — Traditional						31,605						26,742						4,863						18		%
SFR — BTHO						5,997						2,899						3,098						107		%
Home equity loans						22,913						17,167						5,746						33		%
Total residential mortgage						60,515						46,808						13,707						29		%
Other consumer						16						142						(126)						(89)		%
Total nonaccrual loans						174,355						165,842						8,513						5		%
OREO, net						64,362						21,183						43,179						204		%
Nonperforming loans held-for-sale						17,425						20,976						(3,551)						(17)		%
Total nonperforming assets						$	256,142					$	208,001					$	48,141					23		%
Nonperforming assets to total assets						0.30		%				0.26		%
Nonaccrual loans to loans held-for-investment						0.29		%				0.29		%
ALLL to nonaccrual loans						496		%				488		%

Loans are generally placed on nonaccrual status when they become 90 days past due or when full collection of principal or interest is no longer probable, regardless of delinquency status. This determination is based on an evaluation of the borrower’s financial condition, repayment capacity, collateral protection, and other relevant factors. Additional information regarding the Company’s nonaccrual loan policy is provided in Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Loans Held-for-Investment to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

Nonaccrual loans increased $9 million or 5%, to $174 million as of September 30, 2026. The increase primarily reflected additional CRE, C&I and residential mortgage loans placed on nonaccrual status, partially offset by C&I charge-offs and payoffs, CRE loans transferred to OREO, and residential mortgage and CRE loans returning to accrual status. As of September 30, 2026, $17 million or 10% of nonaccrual loans were less than 90 days delinquent, compared with $27 million or 16% as of December 31, 2025.

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The following table presents accruing loans past due as of September 30, 2026 and December 31, 2025:

												Total Accruing Past Due Loans (1)												Change												Percentage of Loan Class
($ in thousands)												September 30, 2026						December 31, 2025						$						%						September 30, 2026						December 31, 2025
Commercial:
C&I												$	37,711					$	26,044					$	11,667					45		%				0.19		%				0.14		%
CRE:
CRE												25,581						13,994						11,587						83		%				0.16		%				0.09		%
Multifamily residential												539						1,253						(714)						(57)		%				0.01		%				0.02		%
Total CRE												26,120						15,247						10,873						71		%				0.12		%				0.07		%
Total commercial												63,831						41,291						22,540						55		%				0.15		%				0.10		%
Consumer:
Residential mortgage:
SFR — Traditional												94,060						58,550						35,510						61		%				0.67		%				0.43		%
SFR — BTHO												18,479						15,134						3,345						22		%				1.13		%				1.15		%
Home equity loans												27,180						34,650						(7,470)						(22)		%				1.32		%				1.81		%
Total residential mortgage												139,719						108,334						31,385						29		%				0.79		%				0.64		%
Other consumer												1,938						77						1,861						NM						3.10		%				0.15		%
Total consumer												141,657						108,411						33,246						31		%				0.79		%				0.64		%
Total												$	205,488					$	149,702					$	55,786					37		%				0.34		%				0.26		%

NM — Not meaningful.

(1)There were no accruing loans past due 90 days or more as of both September 30, 2026 and December 31, 2025.

Allowance for Credit Losses

The allowance for credit losses represents management’s estimate of expected credit losses of financial assets measured at amortized cost and certain off-balance sheet credit exposures. Additional information regarding the Company’s allowance for credit losses methodology, significant judgments and assumptions is provided in Item 7. MD&A — Critical Accounting Estimates and Item 8. Financial Statements — Note 1 — Summary of Significant Accounting Policies to the Consolidated Financial Statements in the Company’s 2025 Form 10-K, and Note 6 — Loans Receivable and Allowance for Credit Losses to the Consolidated Financial Statements in this Form 10-Q.

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The following table presents the allocation of the allowance for credit losses by loan portfolio segments, debt securities and unfunded credit commitments as of September 30, 2026 and December 31, 2025:

						September 30, 2026												December 31, 2025
($ in thousands)						Allowance Allocation						% of Total Loan Class						Allowance Allocation						% of Total Loan Class
ALLL
Commercial:
C&I						$	490,451					2.48		%				$	475,613					2.55		%
CRE:
CRE						235,522						1.49		%				221,494						1.44		%
Multifamily residential						45,615						0.82		%				36,555						0.72		%
Construction and land						18,106						2.40		%				15,468						2.08		%
Total CRE						299,243						1.35		%				273,517						1.29		%
Total commercial						789,694						1.89		%				749,130						1.88		%
Consumer:
Residential mortgage:
SFR — Traditional						20,106						0.14		%				19,040						0.14		%
SFR — BTHO						46,995						2.87		%				34,423						2.63		%
Home equity loans						6,281						0.31		%				5,804						0.30		%
Total residential mortgage						73,382						0.41		%				59,267						0.35		%
Other consumer						1,555						2.49		%				1,376						2.69		%
Total consumer						74,937						0.42		%				60,643						0.36		%
Total ALLL						$	864,631					1.45		%				$	809,773					1.42		%
Allowance for debt securities						$	—											$	1,900
Allowance for unfunded credit commitments						$	48,187											$	48,690
Total allowance for credit losses						$	912,818											$	860,363
						Three Months Ended September 30,												Nine Months Ended September 30,
						2026						2025						2026						2025
Average loans held-for-investment						$	58,888,651					$	55,201,577					$	58,049,838					$	54,280,353
Net charge-offs						$	21,560					$	18,140					$	60,762					$	48,072
Annualized net charge-offs to average loans held-for-investment						0.15		%				0.13		%				0.14		%				0.12		%

Liquidity Risk Management

Liquidity. Liquidity risk is the risk that the Company will be unable to meet its obligations as they come due without incurring unacceptable losses or significantly increasing funding costs. Liquidity risk also includes the risk of unexpected deposit outflows and the inability to access funding sources at a reasonable cost when needed. Effective liquidity management is essential to supporting the Company’s operating activities, balance sheet strategy and overall financial strength. The Company’s liquidity management framework is designed to maintain sufficient liquidity to meet expected and unexpected cash flow obligations under both normal and stressed market conditions. To achieve this objective, the Company maintains a diversified funding profile, readily available liquid assets, and access to a broad range of funding sources.

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The ROC oversees the Company’s liquidity risk management framework. At the management level, the Company’s Asset/Liability Committee (“ALCO”) establishes the liquidity guidelines that govern the day-to-day active management of the Company’s liquidity position by requiring sufficient asset-based liquidity to cover potential funding requirements and avoid over-dependence on volatile, less reliable funding markets. These guidelines are established and monitored for both the Bank and East West on a stand-alone basis to support East West’s ability to serve as a source of strength for its subsidiaries. The ALCO regularly monitors the Company’s liquidity status and related management processes, and provides regular reports on the Company’s liquidity position relative to policy limits and guidelines to the Board of Directors. The Company believes its liquidity management practices have been effective under normal operating and stressed market conditions.

The Company also maintains a contingency funding plan that outlines escalation procedures, management actions, roles and responsibilities, and communication protocols to address potential liquidity stress events. The contingency funding framework incorporates a series of internal and external early warning indicators designed to identify emerging liquidity risks and facilitate timely management response. The contingency funding plan is reviewed and tested periodically, including through simulated liquidity stress scenarios, to evaluate the effectiveness of response strategies and organizational readiness.

Liquidity Sources — Deposits. Deposits remain the Company’s primary source of funding and provide a stable and cost-effective source of liquidity. Our loans are primarily funded by deposits, which amounted to $71.5 billion as of September 30, 2026, compared with $67.1 billion as of December 31, 2025. The Company’s loan-to-deposit ratio was 84% and 85% as of September 30, 2026 and December 31, 2025, respectively, reflecting continued loan growth supported by a strong deposit base. For further discussion of deposit trends and compositions, see Item 2. MD&A — Balance Sheet Analysis — Deposits in this Form 10-Q.

Other Liquidity Sources. In addition to deposits, the Company maintains access to diversified wholesale funding sources and the capital markets to support its liquidity needs. The availability and cost of these funding sources may be influenced by market conditions, market liquidity and the Company’s credit profile. Management actively monitors funding diversification and liquidity capacity to mitigate concentration and refinancing risks.

As of September 30, 2026, outstanding FHLB advances totaled $3.0 billion, consistent with the total as of December 31, 2025. The FHLB advances as of September 30, 2026 consisted of term borrowings with fixed and floating interest rates ranging from 3.87% to 4.10% and remaining maturities ranging from 20 days to one year. The Company had $964 million of gross repurchase agreements as of September 30, 2026, all of which matured during October 2026. No repurchase agreements were outstanding as of December 31, 2025. Long-term debt, consisting of junior subordinated debt that qualifies as Tier 2 regulatory capital, totaled $33 million and $32 million as of September 30, 2026 and December 31, 2025, respectively.

To support its liquidity management framework, the Company pledges eligible loans or debt securities to the FHLB and the Federal Reserve Bank (“FRB”) discount window as collateral, and maintains securities prepositioned for access to the FRB Standing Repurchase Agreement Facility (“SRF”). The Company regularly monitors the availability and sufficiency of eligible collateral and maintains operational readiness to access these funding sources. Borrowing capacity is dependent on the eligibility and valuation of pledged collateral and is subject to applicable FHLB and FRB requirements. The Company remained within all established liquidity risk limits as of September 30, 2026, and believes its available liquidity sources were sufficient to meet both expected and potential contingent funding needs.

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The Company maintains a diversified portfolio of on-balance-sheet liquidity resources and borrowing capacity, including cash and cash equivalents, prepositioned and unpledged debt securities, and secured borrowing capacity supported by eligible loans and debt securities pledged as collateral. The following table summarizes the Company’s total available liquidity as of September 30, 2026 and December 31, 2025:

																		Change
($ in thousands)						September 30, 2026						December 31, 2025						$						%
Cash and cash equivalents						$	4,635,318					$	4,188,139					$	447,179					11		%
Interest-bearing deposits with banks						12,186						16,189						(4,003)						(25)		%
Unused secured borrowing capacity from:
FRB						14,087,738						13,235,104						852,634						6		%
FHLB						12,608,734						11,849,692						759,042						6		%
Fair value of prepositioned and unpledged securities:
Securities prepositioned for FRB SRF						8,865,572						4,822,741						4,042,831						84		%
Other unpledged securities						4,506,032						6,659,487						(2,153,455)						(32)		%
Total available liquidity						$	44,715,580					$	40,771,352					$	3,944,228					10		%

The Company’s total available liquidity increased $3.9 billion or 10% to $44.7 billion as of September 30, 2026, from $40.8 billion as of December 31, 2025. The increase was primarily driven by growth in securities prepositioned for the FRB SRF, increased secured borrowing capacity and higher levels of cash and cash equivalents.

Cash Requirements. In the ordinary course of business, the Company enters into contractual and other obligations that may require future cash payments, including customer deposit withdrawals, repayments of short- and long-term borrowings, and other cash commitments. Additional information regarding these obligations is provided in Note 9 — Deposits to the Consolidated Financial Statements in the Company’s 2025 Form 10-K, and Note 7 — Affordable Housing Partnership, Tax Credit and Community Reinvestment Act Investments, Net and Note 8 — Federal Home Loan Bank Advances and Long-Term Debt to the Consolidated Financial Statements in this Form 10-Q.

The Company also enters into off-balance sheet arrangements in the normal course of business, including loan commitments, commercial letters of credit for foreign and domestic trade, standby letters of credit (“SBLCs”), and financial guarantees. Because many of these commitments are expected to expire unused or be only partially utilized, their contractual amounts do not necessarily represent future cash requirements. The Company does not expect these commitments as of September 30, 2026 to have a material current or future impact on the Company’s liquidity, financial condition or results of operations. Additional information about the Company’s loan commitments, commercial letters of credit and SBLCs is provided in Note 9 — Commitments and Contingencies to the Consolidated Financial Statements in this Form 10-Q.

The Consolidated Statement of Cash Flows included in this Form 10-Q summarizes the Company’s sources and uses of cash for the first nine months of 2026 and 2025. Cash generated from operating activities, together with available liquidity resources, supports ongoing business operations, loan growth, investment activities, debt service obligations, dividends, and share repurchases.

Liquidity for East West. In addition to managing liquidity at the Bank level, the Company manages liquidity at the parent company level for various operating needs including dividend payments, common stock repurchases, debt service, capital contributions to subsidiaries and other corporate activities. East West’s primary source of liquidity is cash dividends from its subsidiary, East West Bank, subject to applicable regulatory and statutory restrictions. For additional information regarding these restrictions, see Item 1. Business — Supervision and Regulation — Dividends and Other Transfers of Funds in the Company’s 2025 Form 10-K.

East West held $967 million in cash and cash equivalents and balances due from the Bank as of September 30, 2026, compared with $664 million in cash and cash equivalents as of December 31, 2025. Management believes that East West has sufficient liquidity to meet the projected cash obligations for at least the next 12 months.

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Liquidity Stress Testing. The Company performs liquidity stress testing to evaluate the adequacy of liquidity resources under a range of institution-specific and market-wide stress scenarios. These scenario analyses incorporate assumptions reflecting the Company’s liquidity risk profile, including its balance sheet and off-balance sheet exposures, funding structure, business activities, and organizational structure under institution-specific and market-wide stress conditions. Stress testing is used to identify potential funding gaps across various time horizons and to assess the adequacy of available liquidity sources under adverse conditions. The Company maintains contingency funding plans on both the consolidated and individual legal-entity levels that establish response strategies and funding alternatives for potential liquidity stress events.

As of September 30, 2026, the Company believes it has maintained sufficient liquidity resources to support ongoing operations, meet contractual obligations, and satisfy expected and potential contingent funding requirements under both normal and stressed operating conditions. Management is not aware of any events or uncertainties that are reasonably likely to have a material adverse effect on the Company’s liquidity, capital resources or results of operations. For additional information regarding risks that may affect liquidity, see Item 1A. Risk Factors in the Company’s 2025 Form 10-K.

Market Risk Management

Market risk refers to the risk of loss from adverse changes in market factors, including interest rates, foreign exchange rates, commodity prices, and credit spreads. The Company’s primary market risk exposure is interest rate risk, which arises from differences in the repricing and maturity characteristics of assets, liabilities, and off-balance sheet instruments, as well as changes in the behavior and composition of deposits, generated through its lending, deposit-gathering, and investment activities. The Company manages interest rate risk through its asset-liability management framework, which is designed to evaluate and balance the potential impact of changing interest rates on earnings, capital, and liquidity. There have been no significant changes in our market risk management practices since December 31, 2025. Additional information regarding the Company’s market risk management framework is provided in Item 7. MD&A — Risk Management — Market Risk Management in the Company’s 2025 Form 10-K.

Interest Rate Risk Management

Interest rate risk is the risk that changes in market interest rates could adversely affect the Company’s earnings and capital. It arises from differences in the timing and amount of repricing and cash flows of the Company’s on- and off-balance sheet positions. These exposures stem primarily from the Company’s lending and deposit-gathering activities, as well as its investments, funding, and hedging activities. The Company is subject to interest rate risk because:

•Assets and liabilities may mature or reprice at different times. If assets reprice faster than liabilities and interest rates are generally rising, earnings will initially increase;

•Assets and liabilities may reprice at the same time but by different amounts;

•Short- and long-term market interest rates may change by different amounts. For example, the shape of the yield curve may affect the yield of new loans and funding costs differently;

•The remaining maturity of various assets or liabilities may shorten or lengthen as interest rates change. For example, if long-term mortgage interest rates increase sharply, mortgage-related products may pay down at a slower rate than anticipated, which could impact portfolio income and valuation; or

•Interest rates may have a direct or indirect effect on loan demand, collateral values, mortgage origination volume, and the fair value of other financial instruments.

The ALCO coordinates the overall management of the Company’s interest rate risk, meets regularly to review the Company’s open market positions and establishes policies to monitor and limit exposure to market risk. Interest rate risk management is carried out primarily through strategies involving the Company’s loan portfolio, debt securities portfolio, derivative instruments, available funding channels and capital market activities.

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The Company measures and monitors interest rate risk through a range of risk management tools, including a simulation model that performs monthly interest rate sensitivity analyses under multiple interest rate scenarios against a baseline. The model incorporates market forward rate expectations and the Company’s interest-earning assets and interest-bearing liabilities. Analyses are performed using a dynamic balance sheet that reflects anticipated growth or changes in deposit composition. The modeled scenarios include an instantaneous and gradual parallel shift in the yield curve (“linear rate ramp”), as well as alternative yield curve assumptions, including flattening, steepening or inversion scenarios. The Company uses the results of these analyses to evaluate and guide balance sheet management strategies to achieve a desired risk profile within its capital and liquidity guidelines.

The Company’s net interest income simulation utilizes a dynamic balance sheet methodology which incorporates market forward rates, while the economic value of equity (“EVE”) simulation assumes balance sheet run-off and utilizes the par spot curve. The modeled scenarios include parallel shocks for both instantaneous and gradual net interest income simulations. These simulations conform with industry-standard scenario definitions and enhance interpretability and comparability.

The net interest income simulation model is based on the maturity and repricing characteristics of the Company’s interest rate-sensitive assets, liabilities, and related derivative contracts. This model incorporates a range of assumptions that management believes are reasonable but that may have a significant impact on the results, including the timing and magnitude of interest rate changes, yield curve evolution and shape, the correlation between various interest rate indices, future repricing characteristics and spreads relative to benchmark rates, and the effect of interest rate floors and caps. The modeled results are highly sensitive to deposit mix and deposit beta assumptions, which are derived from a regression analysis of the Company’s historical deposit data.

Simulation results are highly dependent on modeled behaviors and input assumptions. To the extent that actual behaviors are different from the assumptions used in the models, there could be material changes to the interest rate sensitivity results. The key behavioral models impacting interest rate sensitivity simulations include deposit repricing, deposit balance forecasts, and mortgage prepayments. These models and assumptions are documented, supported, and back-tested quarterly to assess their reasonableness and effectiveness. The Company also regularly monitors the sensitivity of the other important modeling assumptions, such as loan and security prepayments and early withdrawal on fixed-rate customer liabilities. The Company makes appropriate calibrations to the model as needed and continually validates the model, methodology and results. Changes to key model assumptions are reviewed by the Technical ALCO, a subcommittee of ALCO. Scenario results do not reflect strategies that management could employ to limit the impact of changing interest rate expectations. The simulation does not represent a forecast of the Company’s net interest income but is a tool utilized to assess the risk of the impact of changing market interest rates across a range of interest rate environments.

The Company employs a variety of quantitative and qualitative approaches to capture historical deposit repricing and balance behaviors. These historical observations are performed at a granular level based on key product characteristics, including distinctions for brokered, public, and large commercial deposits, which are then combined with forward-looking market expectations and the competitive landscape to generate the deposit repricing and balance forecasting models. The Company uses these deposit repricing models to forecast deposit interest expense. The repricing models provide sufficient granularity to reflect key behavioral differences across product and customer types. Deposit beta, which reflects the extent to which changes in the effective federal funds rate are passed through to deposit rates, is a key assumption underlying the deposit rate forecast. As of September 30, 2026, the Company assumed a weighted-average beta of approximately 54%.

As loan and debt security prepayment assumptions are key components of the Company’s model, the Company incorporates third-party vendor models to forecast prepayment behavior on mortgage loans and securities, which have mortgage loans as underlying collateral. These third-party vendor models have access to more comprehensive industry-level data that captures specific borrower and collateral characteristics over a variety of interest rate cycles. The Company will periodically assess and adjust the vendor models when appropriate to include its own available observations and expectations.

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Twelve-Month Net Interest Income Simulation

Net interest income simulation modeling measures interest rate risk through earnings volatility. The simulation projects the effects of changes in interest rates on the cash flows of interest-earning assets and interest-bearing liabilities, over a specified time horizon and under defined interest rate scenarios. These simulations provide insight into the potential impact of market rate changes on earnings and support risk management decisions. The Company assesses interest rate risk by comparing the changes in net interest income across a range of interest rate scenarios.

The Company models various interest rate scenarios, including scenarios based on gradual ramped shifts in interest rates, and assesses the corresponding impacts. These interest rate scenarios provide insight to the Company’s underlying interest rate risk. The gradual rate ramp table below shows the net interest income volatility under a gradual parallel shift of the market implied forward rates, in even monthly increments over the first 12 months, with the full shift passed through to the forward rates thereafter. The results are based on a dynamic balance sheet with expected loan and deposit growth as of the date of the analysis.

						Net Interest Income Volatility
Change in Interest Rates (in bps)						September 30, 2026						December 31, 2025
+200 Gradual rate ramp						2.0		%				3.4		%
+100 Gradual rate ramp						1.1		%				1.7		%
-100 Gradual rate ramp						(1.6)		%				(1.5)		%
-200 Gradual rate ramp						(3.2)		%				(3.0)		%

As of September 30, 2026, the Company’s net interest income profile remains modestly asset-sensitive under gradual ramped shifts in interest rates, with a higher proportion of interest-earning assets repricing in the near term compared to interest-bearing liabilities. This position is primarily driven by a significant volume of variable-rate loans indexed to Prime and Term Secured Overnight Financing Rate (“SOFR”). A declining rate environment could negatively impact the net interest income. However, this potential impact could be partially mitigated by several structural factors, including balance sheet growth and mix evolution, ongoing reinvestment of cash flows into assets at rates above legacy lower yielding instruments, and prevailing yield-curve conditions. Compared with December 31, 2025, the net interest income volatility for rising rate ramps decreased due to a shift into fixed rate assets while the net interest income volatility increased for decreasing rate ramps as a result of changes in the market implied forward rates.

To reduce net interest income volatility, the Company has designated $4.0 billion in notional value of interest rate contracts as cash flow hedges, which are estimated to mitigate net interest income variability by approximately 1.18% of base net interest income for every 100 bps change in interest rates. A portion of the Company’s interest-bearing deposit portfolio consists of non-maturity deposits that are not directly indexed to short-term rates but remain sensitive to rate changes. The Company actively manages deposit pricing and employs quantitative models to evaluate and forecast deposit behavior under various interest rate scenarios.

Actual results may differ from modeled projections due to variations in earning asset growth and changes in deposit composition driven by customer preferences. Modeled outcomes are highly dependent on behavioral assumptions, including deposit mix shifts and customer rate sensitivity.

Economic Value of Equity at Risk

EVE is a cash flow calculation that takes the present value of all asset cash flows and subtracts the present value of all liability cash flows. This calculation is used for asset/liability management and measures changes in the present value of the Bank’s assets and liabilities due to changes in interest rates.

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The economic value approach provides a comparatively broader scope than the net interest income volatility approach since it represents the discounted present value of cash flows over the expected life of the instruments. Due to this longer horizon, EVE is useful to identify risks arising from repricing, prepayment and maturity gaps between assets and liabilities on the balance sheet, as well as from off-balance sheet derivative exposures, over their lifetime. This long-term economic perspective into the Company’s interest rate risk profile allows the Company to identify anticipated negative effects of interest rate fluctuations. However, the difference in time horizons can cause the EVE analysis to diverge from the shorter-term net interest income analysis presented above. Given the uncertainty of the magnitude, timing and direction of future interest rate movements, the shape of the yield curve, and potential changes to the balance sheet, actual results may vary from those predicted by the Company’s model.

The following table presents the Company’s EVE sensitivity related to an instantaneous parallel shift in market interest rates by 100 and 200 bps as of September 30, 2026 and December 31, 2025.

						EVE Volatility (1)
Change in Interest Rates (in bps)						September 30, 2026						December 31, 2025
+200						(17.3)		%				(14.1)		%
+100						(8.8)		%				(6.6)		%
-100						8.0		%				5.2		%
-200						13.0		%				9.5		%

(1)The percentage change represents net present value change of the balance sheet as of the analysis date versus various interest rate scenarios.

As of September 30, 2026, the Company’s EVE is expected to decrease when interest rates rise. The EVE sensitivity represents a duration mismatch between fixed-rate assets and fixed-rate liabilities where more fixed-rate assets are expected to produce more stable net interest income in the short term but may lead to decreases in net present value of future cash flows.

Derivatives

The Company uses derivative instruments as part of its overall market risk management strategy to manage exposures arising from changes in interest rates and foreign currency exchange rates. The Company does not use derivatives for speculative purposes. Hedging transactions may be implemented using a variety of derivative instruments such as swaps, forwards, options, and collars. Interest rate derivatives are primarily used to reduce earnings volatility associated with changes in cash flows from certain variable-rate commercial loans. As part of its asset-liability management strategy, the Company utilizes cash flow hedges, including interest rate swaps and collars, to mitigate the impact of changing interest rates on future net interest income.

The Company also enters into derivative transactions to meet customers’ risk management objectives. These transactions primarily assist commercial customers in managing exposure to fluctuations in interest rates, foreign currencies and commodity prices. To economically hedge these customer-related derivative exposures, the Company enters into offsetting derivative contracts with third-party financial institutions. As a result, changes in the fair value of customer derivatives are generally offset by changes in the fair value of the associated offsetting positions, except for the effects of credit valuation adjustments and differences in contractual pricing spreads. The Company also enters into foreign exchange contracts that are not designated as accounting hedges to economically offset the impact of foreign currency fluctuations on certain foreign currency on-balance sheet assets and liabilities and to support certain foreign currency funding needs.

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Derivative transactions expose the Company to counterparty credit risk arising from the potential failure of a counterparty to perform under contractual terms. This counterparty credit risk is a multi-dimensional form of risk, affected by both the exposure and credit quality of the counterparty, both of which are sensitive to market-induced changes. The Company’s Credit Risk Management Committee provides oversight of credit risk, and the Company manages this risk through established credit approval processes, counterparty exposure limits, collateral arrangements, legally enforceable master netting agreements, and diversification across counterparties. Certain derivative contracts are cleared through central clearing organizations, where variation margin is exchanged daily to reduce credit exposure. The Company also utilizes credit risk participation agreements to transfer a portion of the counterparty credit risk associated with certain interest rate swap transactions to third-party financial institutions. In addition, derivative valuations incorporate credit valuation adjustments and other market-standard techniques to reflect both counterparty and the Company's own nonperformance risk. As of September 30, 2026, the Company was not aware of any counterparty defaults and did not incur any material credit losses related to derivative activities.

The following tables summarize derivative instruments designated as accounting hedges as of September 30, 2026 and December 31, 2025.

						September 30, 2026
																								Weighted-average
($ in thousands)						Notional Amount						Fair Value Assets						Fair Value Liabilities						Fixed Rate						Floating Rate			(1)			Remaining Term (in months)
Cash flow hedges
Derivative contracts hedging loans:
Interest rate swaps - Receive fixed pay floating						$	3,500,000					$	—					$	52,799					5.50		%				5.53		%				23.3
Interest rate collars - Buy floor sell cap						500,000						—						7,918						Cap: 4.60% Floor: 3.27%						3.73		%				45.1
Total cash flow hedges						$	4,000,000					$	—					$	60,717

						December 31, 2025
																								Weighted-average
($ in thousands)						Notional Amount						Fair Value Assets						Fair Value Liabilities						Fixed Rate						Floating Rate			(1)			Remaining Term (in months)
Cash flow hedges
Derivative contracts hedging loans:
Interest rate swaps - Receive fixed pay floating						$	4,000,000					$	39,997					$	139					5.66		%				5.71		%				28.6
Interest rate collars - Buy floor sell cap						250,000						—						—						Cap: 4.58% Floor: 1.50%						3.87		%				5.0
Total cash flow hedges						$	4,250,000					$	39,997					$	139

(1)Floating rates are indexed to SOFR or Prime.

Additional information regarding the Company’s derivatives is provided in Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Derivatives to the Consolidated Financial Statements in the Company’s 2025 Form 10-K, and Note 2 — Fair Value Measurement and Fair Value of Financial Instruments, and Note 5 — Derivatives to the Consolidated Financial Statements in this Form 10-Q.

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Critical Accounting Policies and Estimates

The preparation of the Company's Consolidated Financial Statements in accordance with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenues, expenses, and related disclosures. These estimates involve varying degrees of judgment and uncertainty, and actual results may differ materially from those estimates and assumptions. Management has identified certain accounting estimates as critical because they require significant judgments and assumptions. The Company's principal critical accounting estimates relate to:

•allowance for credit losses;

•fair value estimates;

•goodwill impairment; and

•income taxes.

There have been no significant changes to the Company's critical accounting estimates from those disclosed in Item 7. MD&A — Critical Accounting Estimates in the Company’s 2025 Form 10-K. Additional information regarding the Company's significant accounting policies is described in Note 1 — Summary of Significant Accounting Policies to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

Reconciliation of GAAP to Non-GAAP Financial Measures

To supplement the Company’s unaudited interim Consolidated Financial Statements prepared in accordance with U.S. GAAP, the Company uses certain non-GAAP financial measures to evaluate operating performance, financial condition and capital strength. These non-GAAP financial measures are not prepared in accordance with U.S. GAAP and should not be considered as a substitute for, or superior to, the most directly comparable U.S. GAAP financial measure. The non-GAAP financial measures presented in this Form 10-Q include, among others, ROATCE, tangible book value per share, adjusted net interest margin, adjusted loan yield, and TCE ratio. The Company believes these non-GAAP financial measures, when taken together with the corresponding U.S. GAAP financial measures, provide meaningful supplemental information to investors and management by facilitating period-to-period comparisons, enhancing the assessment of the Company’s operating performance and capital position, and providing additional insight into financial measures commonly used by investors, analysts and banking regulators. Because non-GAAP financial measures are not standardized, they may not be comparable to similarly titled measures reported by other companies. Reconciliations of the non-GAAP financial measures presented in this Form 10-Q to the most directly comparable GAAP measures are provided in the following tables.

									Three Months Ended September 30,												Nine Months Ended September 30,
($ in thousands)									2026						2025						2026						2025
Net income			(a)						$	382,196					$	368,394					$	1,103,692					$	968,917
Add: Amortization of mortgage servicing assets									269						266						682						875
Tax effect of amortization adjustment (1)									(75)						(75)						(191)						(247)
Tangible net income (non-GAAP)			(b)						$	382,390					$	368,585					$	1,104,183					$	969,545
Average stockholders’ equity			(c)						$	9,304,928					$	8,381,214					$	9,156,509					$	8,108,615
Less: Average goodwill									(465,697)						(465,697)						(465,697)						(465,697)
Average mortgage servicing assets									(3,640)						(4,534)						(3,848)						(4,824)
Average tangible book value (non-GAAP)			(d)						$	8,835,591					$	7,910,983					$	8,686,964					$	7,638,094
ROACE (2)			(a)/(c)						16.30		%				17.44		%				16.12		%				15.98		%
ROATCE (2) (non-GAAP)			(b)/(d)						17.17		%				18.48		%				16.99		%				16.97		%

(1)Applied blended statutory tax rate of 28.02% for the three and nine months ended September 30, 2026. Applied statutory tax rate of 28.18% for the three and nine months ended September 30, 2025.

(2)Annualized.

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($ and shares in thousands, except per share data)									September 30, 2026						December 31, 2025
Stockholders’ equity			(a)						$	9,039,762					$	8,899,202
Less: Goodwill									(465,697)						(465,697)
Mortgage servicing assets									(3,475)						(4,119)
Tangible book value (non-GAAP)			(b)						$	8,570,590					$	8,429,386
Total assets			(c)						$	86,011,738					$	80,434,997
Less: Goodwill									(465,697)						(465,697)
Mortgage servicing assets									(3,475)						(4,119)
Tangible assets			(d)						$	85,542,566					$	79,965,181
Number of common shares at period-end			(e)						137,020						137,579
Book value per share			(a)/(e)						$	65.97					$	64.68
Tangible book value per share (non-GAAP)			(b)/(e)						$	62.55					$	61.27
Total stockholders’ equity to assets ratio			(a)/(c)						10.51		%				11.06		%
TCE ratio (non-GAAP)			(b)/(d)						10.02		%				10.54		%

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												Three Months Ended September 30,												Nine Months Ended September 30,
Average C&I loan yield												2026									2025						2026						2025
Interest income on C&I loans						(a)						$	312,463								$	345,947					$	914,399					$	943,152
Less: Loan payoff discount accretion and interest recoveries												—									(32,296)						—						(32,296)
Adjusted interest income on C&I loans						(b)						$	312,463								$	313,651					$	914,399					$	910,856
Average C&I loans						(c)						$	19,442,270								$	17,799,708					$	19,218,255					$	17,346,156
Average C&I loan yield (1)						(a)/(c)						6.38		%							7.71		%				6.36		%				7.27		%
Adjusted average C&I loan yield (1)						(b)/(c)						6.38		%							6.99		%				6.36		%				7.02		%
Average loan yield
Interest income on loans						(d)						$	898,981								$	919,518					$	2,632,348					$	2,625,625
Less: Loan payoff discount accretion and interest recoveries												—									(32,296)						—						(32,296)
Adjusted interest income on loans						(e)						$	898,981								$	887,222					$	2,632,348					$	2,593,329
Average loans						(f)						$	58,906,728								$	55,208,578					$	58,070,410					$	54,282,760
Average loan yield (1)						(d)/(f)						6.05		%							6.61		%				6.06		%				6.47		%
Adjusted average loan yield (1)						(e)/(f)						6.05		%							6.38		%				6.06		%				6.39		%
Yield on average interest-earning assets
Interest and dividend income						(g)						$	1,124,729								$	1,129,732					$	3,261,062					$	3,220,533
Less: Loan payoff discount accretion and interest recoveries												—									(32,296)						—						(32,296)
Adjusted interest and dividend income						(h)						$	1,124,729								$	1,097,436					$	3,261,062					$	3,188,237
Average interest-earning assets						(i)						$	81,830,917								$	76,206,138					$	79,976,667					$	74,288,924
Yield on average interest-earning assets (1)						(j)=(g)/(i)						5.45		%							5.88		%				5.45		%				5.80		%
Adjusted yield on average interest-earning assets (1)						(k)=(h)/(i)						5.45		%							5.71		%				5.45		%				5.74		%
Interest rate spread
Rate on average interest-bearing liabilities (1)						(l)						2.88		%							3.34		%				2.89		%				3.39		%
Interest rate spread						(j)-(l)						2.57		%							2.54		%				2.56		%				2.41		%
Adjusted interest rate spread						(k)-(l)						2.57		%							2.37		%				2.56		%				2.35		%
Net interest margin
Net interest income						(m)						$	718,896								$	677,530					$	2,074,740					$	1,894,805
Less: Loan payoff discount accretion and interest recoveries												—									(32,296)						—						(32,296)
Adjusted net interest income						(n)						$	718,896								$	645,234					$	2,074,740					$	1,862,509
Average interest-earning assets						(o)						$	81,830,917								$	76,206,138					$	79,976,667					$	74,288,924
Net interest margin (1)						(m)/(o)						3.49		%							3.53		%				3.47		%				3.41		%
Adjusted net interest margin (1)						(n)/(o)						3.49		%							3.36		%				3.47		%				3.35		%

(1)Annualized.

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ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

For quantitative and qualitative disclosures regarding market risk in the Company’s portfolio, see Note 5 — Derivatives to the Consolidated Financial Statements in this Form 10-Q and Item 2. MD&A — Risk Management — Market Risk Management in this Form 10-Q.

ITEM 4. CONTROLS AND PROCEDURES

Disclosure Controls and Procedures

As of September 30, 2026, pursuant to Rule 13a-15(b) of the Securities Exchange Act of 1934, as amended (the “Exchange Act”), the Company conducted an evaluation, under the supervision and with the participation of the Company’s management, including the Chief Executive Officer and Chief Financial Officer, of the effectiveness of the Company’s disclosure controls and procedures (as defined in Rule 13a-15(e) of the Exchange Act). Based upon that evaluation, the Company’s Chief Executive Officer and Chief Financial Officer concluded that the Company’s disclosure controls and procedures were effective as of September 30, 2026.

The Company’s disclosure controls and procedures are designed to ensure that information required to be disclosed by the Company in the reports that the Company files or submits under the Exchange Act is recorded, processed, summarized, and reported within the time periods specified in the rules and forms of the SEC. The Company’s disclosure controls and procedures include, without limitation, controls and procedures designed to ensure that information required to be disclosed by the Company in the reports that the Company files under the Exchange Act is accumulated and communicated to the Company’s management, including the Chief Executive Officer and Chief Financial Officer, as appropriate, to allow timely decisions regarding required disclosure.

Change in Internal Control over Financial Reporting

There were no changes in the Company’s internal control over financial reporting (as defined in Rule 13a-15(f) of the Exchange Act) during the quarter ended September 30, 2026, that have materially affected or are reasonably likely to materially affect the Company’s internal control over financial reporting.

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PART II — OTHER INFORMATION

ITEM 1. LEGAL PROCEEDINGS

See Note 9 — Commitments and Contingencies — Litigation to the Consolidated Financial Statements in Part I of this Form 10-Q, incorporated herein by reference.

ITEM 1A. RISK FACTORS

The Company’s 2025 Form 10-K contains disclosure regarding the risks and uncertainties related to the Company’s business under the heading Item 1A. Risk Factors. There have been no material changes to the Company’s risk factors as presented in the Company’s 2025 Form 10-K.

ITEM 2. UNREGISTERED SALES OF EQUITY SECURITIES AND USE OF PROCEEDS

There were no unregistered sales of equity securities or repurchase activities during the third quarter of 2026.

ITEM 5. OTHER INFORMATION

During the three months ended September 30, 2026, none of the Company’s directors or Section 16 reporting officers adopted or terminated a Rule 10b5-1 trading arrangement or non-Rule 10b5-1 trading arrangement (as such terms are defined in Item 408 of the SEC’s Regulation S-K).

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ITEM 6. EXHIBITS

The following exhibit index lists Exhibits filed, or in the case of Exhibits 32.1 and 32.2 furnished, with this report:

Exhibit No.						Exhibit Description
3.1						Certificate of Incorporation of the Registrant [Incorporated by reference to Exhibit 3(i) from Registrant’s Registration Statement on Form S-4 filed with the Commission on September 17, 1998 (File No. 333-63605).]
3.1.1						Certificate of Amendment to Certificate of Incorporation of the Registrant [Incorporated by reference to Exhibit 3(i).1 from Registrant’s Annual Report on Form 10-K for the year ended December 31, 2002 filed with the Commission on March 28, 2003 (File No. 000-24939).]
3.1.2						Amendment to Certificate of Incorporation to Increase Authorized Shares of the Registrant [Incorporated by reference from Registrant’s Definitive Proxy Statement on Schedule 14A filed with the Commission on April 15, 2005 (File No. 000-24939).]
3.1.3						Certificate of Amendment to Certificate of Incorporation of the Registrant [Incorporated by reference to Exhibit A from Registrant’s Definitive Proxy Statement on Schedule 14A filed with the Commission on April 23, 2008 (File No. 000-24939).]
3.1.4						Certificate of Designations of 8.00% Non-Cumulative Perpetual Convertible Preferred Stock, Series A of the Registrant [Incorporated by reference to Exhibit 3.1 from Registrant’s Current Report on Form 8-K, filed with the Commission on April 30, 2008 (File No. 000-24939).]
3.1.5						Certificate of Designations of Fixed Rate Cumulative Perpetual Preferred Stock, Series B of the Registrant [Incorporated by reference to Exhibit 3.1, 4.1 from Registrant’s Current Report on Form 8-K filed with the Commission on December 9, 2008 (File No. 000-24939).]
3.1.6						Certificate of Designations of Mandatorily Convertible Cumulative Non-Voting Perpetual Preferred Stock, Series C of the Registrant [Incorporated by reference to Exhibit 3.1, 4.1 from Registrant’s Current Report on Form 8-K filed with the Commission on November 12, 2009 (File No. 000-24939).]
3.2						Amended and Restated Bylaws of the Registrant dated March 14, 2023 [Incorporated by reference to Exhibit 3.1 from Registrant’s Current Report on Form 8-K filed with the Commission on March 17, 2023 (File No. 000-24939).]
31.1						Certification of Chief Executive Officer pursuant to Section 302 of the Sarbanes-Oxley Act of 2002. Filed herewith.
31.2						Certification of Chief Financial Officer pursuant to Section 302 of the Sarbanes-Oxley Act of 2002. Filed herewith.
32.1						Certification of Chief Executive Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002. Furnished herewith.
32.2						Certification of Chief Financial Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002. Furnished herewith.
101.INS						The instance document does not appear in the interactive data file because its XBRL tags are embedded within the inline XBRL document.
101.SCH						Inline XBRL Taxonomy Extension Schema Document. Filed herewith.
101.CAL						Inline XBRL Taxonomy Extension Calculation Linkbase Document. Filed herewith.
101.DEF						Inline XBRL Taxonomy Extension Definition Linkbase Document. Filed herewith.
101.LAB						Inline XBRL Taxonomy Extension Label Linkbase Document. Filed herewith.
101.PRE						Inline XBRL Taxonomy Extension Presentation Linkbase Document. Filed herewith.
104						Cover Page Interactive Data (formatted as Inline XBRL and contained in Exhibit 101 filed herewith). Filed herewith.

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GLOSSARY OF ACRONYMS

AFS			Available-for-sale			IAR			Independent Asset Review
ALCO			Asset/Liability Committee			LGD			Loss given default
ALLL			Allowance for loan and lease losses			LTV			Loan-to-value
AOCI			Accumulated other comprehensive (loss) income			MD&A			Management’s discussion and analysis of financial condition and results of operations
ASC			Accounting Standards Codification			MMBTU			Million British thermal unit
ASU			Accounting Standards Update			NDFI			Non-depository financial institutions
BTHO			Bridge to Home Ownership			NRSRO			Nationally recognized statistical rating organizations
C&I			Commercial and industrial			OREO			Other real estate owned
CARB			California Air Resources Board			PAM			Proportional amortization method
CET1			Common Equity Tier 1			PCD			Purchased credit-deteriorated
CODM			Chief operating decision maker			PD			Probability of default
CRA			Community Reinvestment Act			ROA			Return on average assets
CRE			Commercial real estate			ROACE			Return on average common equity
EPS			Earnings per share			ROATCE			Return on average tangible common equity
ERM			Enterprise risk management			ROC			Risk Oversight Committee
EVE			Economic value of equity			RPA			Credit risk participation agreements
FDIC			Federal Deposit Insurance Corporation			RSU			Restricted stock unit
FHLB			Federal Home Loan Bank			SBLC			Standby letter of credit
FRB			Federal Reserve Bank			SEC			U.S. Securities and Exchange Commission
FTP			Funds transfer pricing			SFR			Single-family residential
GAAP			Generally Accepted Accounting Principles			SOFR			Secured Overnight Financing Rate
GDP			Gross domestic product			SRF			FRB Standing Repurchase Agreement Facility
GNMA			Government National Mortgage Association			TCE			Tangible common equity
HTM			Held-to-maturity			U.S.			United States

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SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

Dated:

November 6, 2026

EAST WEST BANCORP, INC. (Registrant)

By

/s/ Christopher J. Del Moral-Niles

Christopher J. Del Moral-Niles

Executive Vice President and Chief Financial Officer

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