East West Bancorp (NASDAQ: EWBC) Q2 EPS climbs to $2.63

Rhea-AI Filing Summary

East West Bancorp, Inc. reported higher profitability for the quarter ended June 30, 2026. Net interest income before credit provisions was $684,651 (in thousands), up from $617,074 a year earlier as interest expense declined. Provision for credit losses fell to $33,000 from $45,000, and net income rose to $363,700, with diluted EPS of $2.63 versus $2.24.

Total noninterest income increased to $106,492 (in thousands), while noninterest expense rose to $290,622. As of June 30, 2026, total assets were $84,763,472 (in thousands) and loans held for investment net were $58,121,884. Deposits grew to $70,092,693 (in thousands), and stockholders’ equity increased to $9,245,929.

Filing Explained

Six-month cash generation was supplemented by deposit and repurchase financing, while June 30 securities carried $915,684 thousand of unrealized losses.

East West Bancorp’s Form 10-Q is an unaudited quarterly report updating its financial statements and liquidity information through June 30, 2026. The filing records both six-month stock issuance of 605,580 shares under compensation plans and share repurchases, including 937,710 shares under the repurchase program; the issuance component can reduce an existing holder’s percentage ownership absent offsetting changes, while the repurchases affect treasury stock.

For the six months ended June 30, 2026, operating activities provided $1,030,030 thousand of cash and financing activities provided $3,569,428 thousand. Financing included a $2,959,274 thousand increase in deposits, a net $500,000 thousand reduction in short-term FHLB advances, $956,894 thousand of new repurchase-agreement financing, stock-program repurchases, and cash dividends.

The securities disclosures add a market-value exposure not covered by the earnings summary: debt securities had $915,684 thousand of gross unrealized losses at June 30, 2026, including $513,814 thousand on available-for-sale securities and $401,870 thousand on held-to-maturity securities. The company reported no allowance for credit losses on either category at that date and attributed the available-for-sale losses primarily to interest-rate and spread movements.

A named follow-up item is the $956,894 thousand of repurchase agreements shown at June 30, 2026, which the filing says matured during July 2026; the filing also expects about $5 million of after-tax cash-flow-hedge losses to move from accumulated other comprehensive income into earnings during the next 12 months.

Key Figures

Net income Q2 2026: $363,700 (in thousands) Diluted EPS Q2 2026: $2.63 per share Net interest income before provision: $684,651 (in thousands) +5 more

8 metrics

Net income Q2 2026 $363,700 (in thousands) Three months ended June 30, 2026 net income attributable to the company

Diluted EPS Q2 2026 $2.63 per share Diluted earnings per share for the three months ended June 30, 2026

Net interest income before provision $684,651 (in thousands) Net interest income before provision for credit losses, Q2 2026

Provision for credit losses Q2 2026 $33,000 (in thousands) Provision for credit losses for the three months ended June 30, 2026

Total assets $84,763,472 (in thousands) Total assets as of June 30, 2026

Loans held-for-investment, net $58,121,884 (in thousands) Loans held-for-investment net of allowance as of June 30, 2026

Total deposits $70,092,693 (in thousands) Total deposits as of June 30, 2026

Operating cash flow H1 2026 $1,030,030 (in thousands) Net cash provided by operating activities for six months ended June 30, 2026

Key Terms

Allowance for Credit Losses, Available-for-sale (AFS) debt securities, Held-to-maturity (HTM) debt securities, Accumulated other comprehensive income (loss), +2 more

6 terms

Allowance for Credit Losses financial

"Provision for credit losses | 33,000 | 45,000 | 69,000 | 94,000"

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.

Available-for-sale (AFS) debt securities financial

"Debt securities Available-for-sale (AFS), at fair value"

Held-to-maturity (HTM) debt securities financial

"Held-to-maturity (HTM), at amortized cost"

Accumulated other comprehensive income (loss) financial

"Accumulated other comprehensive loss (AOCI), net of tax"

A balance-sheet line that tracks certain gains and losses that haven’t flowed through the company’s profit-and-loss statement, such as unrealized changes in the value of investments, foreign-currency adjustments, and some pension-related items. Think of it like a storage closet for value swings the company hasn’t ‘realized’ by selling or settling them yet; it changes shareholders’ equity and helps investors see hidden volatility or potential future impacts on book value.

Level 3 fair value measurements financial

"Level 3 fair value measurements that were measured on a recurring basis"

Credit risk participation agreements financial

"credit risk participation agreements (RPAs) with institutional counterparties"

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

See more from StockTitan in Google Search and AI answers. Adds StockTitan as a preferred source · opens Google

Add on Google Not now

10-Q Quarterly Reports: What Changes Quarter to Quarter →

Available on EDGAR 08/07/2026 - 04:08 PM Accepted by SEC EDGAR 08/07/2026 - 04:07 PM Learn about SEC filing dates

FAQ

What was East West Bancorp (EWBC) net income and EPS for Q2 2026?

Net income was $363,700 (in thousands) and diluted EPS was $2.63 for Q2 2026. This compares with $310,253 (in thousands) and diluted EPS of $2.24 for the same quarter in 2025, reflecting higher earnings year over year.

How did East West Bancorp (EWBC) net interest income change in Q2 2026?

East West Bancorp’s net interest income before provision was $684,651 (in thousands) in Q2 2026, compared with $617,074 a year earlier. Total interest and dividend income was $1,080,823, while interest expense decreased to $396,172 from $441,925.

What were EWBC total assets and loans as of June 30, 2026?

As of June 30, 2026, East West Bancorp reported total assets of $84,763,472 (in thousands). Loans held for investment, net of allowance for loan and lease losses, were $58,121,884, up from $56,068,399 at December 31, 2025, indicating balance sheet growth.

How much in deposits did East West Bancorp (EWBC) hold at June 30, 2026?

At June 30, 2026, East West Bancorp had total deposits of $70,092,693 (in thousands), including $18,355,698 in noninterest-bearing deposits and $51,736,995 in interest-bearing deposits. Total deposits increased from $67,082,701 at December 31, 2025.

What was EWBC provision for credit losses for Q2 2026 and year-to-date?

East West Bancorp recorded a provision for credit losses of $33,000 (in thousands) in Q2 2026, versus $45,000 a year earlier. For the six months ended June 30, 2026, the provision totaled $69,000, down from $94,000 for the same 2025 period.

How did East West Bancorp (EWBC) cash flows look in the first half of 2026?

For the six months ended June 30, 2026, EWBC generated net cash from operating activities of $1,030,030 (in thousands). Investing activities used $3,714,588, while financing activities provided $3,569,428, leading to a net increase in cash and cash equivalents to $5,088,923.

000106915712/312026Q2falsehttp://www.eastwestbank.com/20260630#LendingAndLoanServicingFeeshttp://www.eastwestbank.com/20260630#LendingAndLoanServicingFeeshttp://www.eastwestbank.com/20260630#LendingAndLoanServicingFeeshttp://www.eastwestbank.com/20260630#LendingAndLoanServicingFeeshttp://fasb.org/us-gaap/2026#OtherAssetshttp://fasb.org/us-gaap/2026#AccruedLiabilitiesAndOtherLiabilitieshttp://fasb.org/us-gaap/2026#OtherAssetshttp://fasb.org/us-gaap/2026#AccruedLiabilitiesAndOtherLiabilitiesxbrli:sharesiso4217:USDiso4217:USDxbrli:sharesxbrli:pureewbc:securityutr:Boeutr:MMBTUewbc:companyewbc:quarterewbc:segment00010691572026-01-012026-06-3000010691572026-07-3100010691572026-06-3000010691572025-12-3100010691572026-04-012026-06-3000010691572025-04-012025-06-3000010691572025-01-012025-06-300001069157us-gaap:CommonStockMember2025-03-310001069157us-gaap:CommonStockIncludingAdditionalPaidInCapitalMember2025-03-310001069157us-gaap:RetainedEarningsMember2025-03-310001069157us-gaap:TreasuryStockCommonMember2025-03-310001069157us-gaap:AccumulatedOtherComprehensiveIncomeMember2025-03-3100010691572025-03-310001069157us-gaap:RetainedEarningsMember2025-04-012025-06-300001069157us-gaap:AccumulatedOtherComprehensiveIncomeMember2025-04-012025-06-300001069157us-gaap:CommonStockMember2025-04-012025-06-300001069157us-gaap:CommonStockIncludingAdditionalPaidInCapitalMember2025-04-012025-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMemberus-gaap:CommonStockMember2025-04-012025-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMemberus-gaap:TreasuryStockCommonMember2025-04-012025-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMember2025-04-012025-06-300001069157ewbc:StockRepurchasePlanMemberus-gaap:CommonStockMember2025-04-012025-06-300001069157ewbc:StockRepurchasePlanMemberus-gaap:TreasuryStockCommonMember2025-04-012025-06-300001069157ewbc:StockRepurchasePlanMember2025-04-012025-06-300001069157us-gaap:CommonStockMember2025-06-300001069157us-gaap:CommonStockIncludingAdditionalPaidInCapitalMember2025-06-300001069157us-gaap:RetainedEarningsMember2025-06-300001069157us-gaap:TreasuryStockCommonMember2025-06-300001069157us-gaap:AccumulatedOtherComprehensiveIncomeMember2025-06-3000010691572025-06-300001069157us-gaap:CommonStockMember2026-03-310001069157us-gaap:CommonStockIncludingAdditionalPaidInCapitalMember2026-03-310001069157us-gaap:RetainedEarningsMember2026-03-310001069157us-gaap:TreasuryStockCommonMember2026-03-310001069157us-gaap:AccumulatedOtherComprehensiveIncomeMember2026-03-3100010691572026-03-310001069157us-gaap:RetainedEarningsMember2026-04-012026-06-300001069157us-gaap:AccumulatedOtherComprehensiveIncomeMember2026-04-012026-06-300001069157us-gaap:CommonStockMember2026-04-012026-06-300001069157us-gaap:CommonStockIncludingAdditionalPaidInCapitalMember2026-04-012026-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMemberus-gaap:CommonStockMember2026-04-012026-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMemberus-gaap:TreasuryStockCommonMember2026-04-012026-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMember2026-04-012026-06-300001069157us-gaap:CommonStockMember2026-06-300001069157us-gaap:CommonStockIncludingAdditionalPaidInCapitalMember2026-06-300001069157us-gaap:RetainedEarningsMember2026-06-300001069157us-gaap:TreasuryStockCommonMember2026-06-300001069157us-gaap:AccumulatedOtherComprehensiveIncomeMember2026-06-300001069157us-gaap:CommonStockMember2024-12-310001069157us-gaap:CommonStockIncludingAdditionalPaidInCapitalMember2024-12-310001069157us-gaap:RetainedEarningsMember2024-12-310001069157us-gaap:TreasuryStockCommonMember2024-12-310001069157us-gaap:AccumulatedOtherComprehensiveIncomeMember2024-12-3100010691572024-12-310001069157us-gaap:RetainedEarningsMember2025-01-012025-06-300001069157us-gaap:AccumulatedOtherComprehensiveIncomeMember2025-01-012025-06-300001069157us-gaap:CommonStockMember2025-01-012025-06-300001069157us-gaap:CommonStockIncludingAdditionalPaidInCapitalMember2025-01-012025-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMemberus-gaap:CommonStockMember2025-01-012025-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMemberus-gaap:TreasuryStockCommonMember2025-01-012025-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMember2025-01-012025-06-300001069157ewbc:StockRepurchasePlanMemberus-gaap:CommonStockMember2025-01-012025-06-300001069157ewbc:StockRepurchasePlanMemberus-gaap:TreasuryStockCommonMember2025-01-012025-06-300001069157ewbc:StockRepurchasePlanMember2025-01-012025-06-300001069157us-gaap:CommonStockMember2025-12-310001069157us-gaap:CommonStockIncludingAdditionalPaidInCapitalMember2025-12-310001069157us-gaap:RetainedEarningsMember2025-12-310001069157us-gaap:TreasuryStockCommonMember2025-12-310001069157us-gaap:AccumulatedOtherComprehensiveIncomeMember2025-12-310001069157us-gaap:RetainedEarningsMember2026-01-012026-06-300001069157us-gaap:AccumulatedOtherComprehensiveIncomeMember2026-01-012026-06-300001069157us-gaap:CommonStockMember2026-01-012026-06-300001069157us-gaap:CommonStockIncludingAdditionalPaidInCapitalMember2026-01-012026-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMemberus-gaap:CommonStockMember2026-01-012026-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMemberus-gaap:TreasuryStockCommonMember2026-01-012026-06-300001069157ewbc:StockCompensationPlansAndAgreementsVariousPlansAndAgreementsMember2026-01-012026-06-300001069157ewbc:StockRepurchasePlanMemberus-gaap:CommonStockMember2026-01-012026-06-300001069157ewbc:StockRepurchasePlanMemberus-gaap:TreasuryStockCommonMember2026-01-012026-06-300001069157ewbc:StockRepurchasePlanMember2026-01-012026-06-300001069157us-gaap:USTreasurySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:USTreasurySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:USTreasurySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:USTreasurySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157ewbc:CommercialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157ewbc:CommercialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157ewbc:CommercialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157ewbc:CommercialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157ewbc:ResidentialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157ewbc:ResidentialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157ewbc:ResidentialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157ewbc:ResidentialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:ResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:ResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:ResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:ResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157ewbc:ForeignGovernmentBondsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157ewbc:ForeignGovernmentBondsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157ewbc:ForeignGovernmentBondsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157ewbc:ForeignGovernmentBondsMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:InterestRateContractMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:ForeignExchangeContractMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CreditRiskContractMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CreditRiskContractMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CreditRiskContractMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:CreditRiskContractMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:EquityContractMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CommodityContractMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CommodityContractMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CommodityContractMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:CommodityContractMemberus-gaap:FairValueMeasurementsRecurringMember2026-06-300001069157us-gaap:USTreasurySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:USTreasurySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:USTreasurySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:USTreasurySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157ewbc:CommercialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157ewbc:CommercialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157ewbc:CommercialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157ewbc:CommercialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157ewbc:ResidentialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157ewbc:ResidentialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157ewbc:ResidentialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157ewbc:ResidentialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:ResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:ResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:ResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:ResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157ewbc:ForeignGovernmentBondsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157ewbc:ForeignGovernmentBondsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157ewbc:ForeignGovernmentBondsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157ewbc:ForeignGovernmentBondsMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:AssetBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:AssetBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:AssetBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:AssetBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:InterestRateContractMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:ForeignExchangeContractMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CreditRiskContractMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CreditRiskContractMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CreditRiskContractMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:CreditRiskContractMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:EquityContractMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CommodityContractMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CommodityContractMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:CommodityContractMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:CommodityContractMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310001069157us-gaap:GovernmentNationalMortgageAssociationGnmaInsuredLoansMember2026-06-300001069157us-gaap:GovernmentNationalMortgageAssociationGnmaInsuredLoansMember2025-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Member2026-03-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Member2025-03-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Member2024-12-310001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Member2026-04-012026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Member2025-04-012025-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Member2026-01-012026-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Member2025-01-012025-06-300001069157us-gaap:FairValueMeasurementsRecurringMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Member2025-06-300001069157us-gaap:EquityContractMemberus-gaap:MeasurementInputPriceVolatilityMembersrt:MinimumMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberus-gaap:BlackScholesMertonModelMember2026-06-300001069157us-gaap:EquityContractMemberus-gaap:MeasurementInputPriceVolatilityMembersrt:MaximumMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberus-gaap:BlackScholesMertonModelMember2026-06-300001069157us-gaap:EquityContractMemberus-gaap:MeasurementInputPriceVolatilityMembersrt:WeightedAverageMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberus-gaap:BlackScholesMertonModelMember2026-06-300001069157us-gaap:EquityContractMemberus-gaap:MeasurementInputDiscountForLackOfMarketabilityMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberus-gaap:BlackScholesMertonModelMember2026-06-300001069157us-gaap:EquityContractMemberus-gaap:MeasurementInputDiscountForLackOfMarketabilityMembersrt:WeightedAverageMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberus-gaap:BlackScholesMertonModelMember2026-06-300001069157us-gaap:EquityContractMemberewbc:MeasurementInputPayoutPercentageBasedOnOperatingRevenueAndOperatingProfitOfInvesteeMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:InternalModelMember2026-06-300001069157us-gaap:EquityContractMemberewbc:MeasurementInputPayoutPercentageBasedOnOperatingRevenueAndOperatingProfitOfInvesteeMembersrt:WeightedAverageMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:InternalModelMember2026-06-300001069157us-gaap:EquityContractMemberus-gaap:MeasurementInputPriceVolatilityMembersrt:MinimumMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberus-gaap:BlackScholesMertonModelMember2025-12-310001069157us-gaap:EquityContractMemberus-gaap:MeasurementInputPriceVolatilityMembersrt:MaximumMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberus-gaap:BlackScholesMertonModelMember2025-12-310001069157us-gaap:EquityContractMemberus-gaap:MeasurementInputPriceVolatilityMembersrt:WeightedAverageMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberus-gaap:BlackScholesMertonModelMember2025-12-310001069157us-gaap:EquityContractMemberus-gaap:MeasurementInputDiscountForLackOfMarketabilityMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberus-gaap:BlackScholesMertonModelMember2025-12-310001069157us-gaap:EquityContractMemberus-gaap:MeasurementInputDiscountForLackOfMarketabilityMembersrt:WeightedAverageMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberus-gaap:BlackScholesMertonModelMember2025-12-310001069157us-gaap:EquityContractMemberewbc:MeasurementInputPayoutPercentageBasedOnOperatingRevenueAndOperatingProfitOfInvesteeMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:InternalModelMember2025-12-310001069157us-gaap:EquityContractMemberewbc:MeasurementInputPayoutPercentageBasedOnOperatingRevenueAndOperatingProfitOfInvesteeMembersrt:WeightedAverageMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:InternalModelMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMember2026-06-300001069157us-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsNonrecurringMember2026-06-300001069157us-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsNonrecurringMember2026-06-300001069157us-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsNonrecurringMember2026-06-300001069157us-gaap:FairValueMeasurementsNonrecurringMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMember2025-12-310001069157us-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsNonrecurringMember2025-12-310001069157us-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsNonrecurringMember2025-12-310001069157us-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsNonrecurringMember2025-12-310001069157us-gaap:FairValueMeasurementsNonrecurringMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMemberewbc:CommercialAndIndustrialLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:CommercialRealEstateMember2025-01-012025-06-300001069157us-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMember2026-04-012026-06-300001069157us-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMember2025-04-012025-06-300001069157us-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMember2026-01-012026-06-300001069157us-gaap:LoansReceivableMemberus-gaap:FairValueMeasurementsNonrecurringMember2025-01-012025-06-300001069157ewbc:LoansHeldForSaleMemberus-gaap:FairValueMeasurementsNonrecurringMember2026-04-012026-06-300001069157ewbc:LoansHeldForSaleMemberus-gaap:FairValueMeasurementsNonrecurringMember2025-04-012025-06-300001069157ewbc:LoansHeldForSaleMemberus-gaap:FairValueMeasurementsNonrecurringMember2026-01-012026-06-300001069157ewbc:LoansHeldForSaleMemberus-gaap:FairValueMeasurementsNonrecurringMember2025-01-012025-06-300001069157ewbc:OtherRealEstateOwnedMemberus-gaap:FairValueMeasurementsNonrecurringMember2026-04-012026-06-300001069157ewbc:OtherRealEstateOwnedMemberus-gaap:FairValueMeasurementsNonrecurringMember2025-04-012025-06-300001069157ewbc:OtherRealEstateOwnedMemberus-gaap:FairValueMeasurementsNonrecurringMember2026-01-012026-06-300001069157ewbc:OtherRealEstateOwnedMemberus-gaap:FairValueMeasurementsNonrecurringMember2025-01-012025-06-300001069157us-gaap:FairValueMeasurementsNonrecurringMember2026-04-012026-06-300001069157us-gaap:FairValueMeasurementsNonrecurringMember2025-04-012025-06-300001069157us-gaap:FairValueMeasurementsNonrecurringMember2026-01-012026-06-300001069157us-gaap:FairValueMeasurementsNonrecurringMember2025-01-012025-06-300001069157us-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfCollateralDiscountMember2026-06-300001069157us-gaap:MeasurementInputDiscountRateMembersrt:MinimumMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfCollateralDiscountMember2026-06-300001069157us-gaap:MeasurementInputDiscountRateMembersrt:MaximumMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfCollateralDiscountMember2026-06-300001069157us-gaap:MeasurementInputDiscountRateMembersrt:WeightedAverageMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfCollateralDiscountMember2026-06-300001069157us-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfValuationTechniqueFairValueOfPropertySellingCostMember2026-06-300001069157us-gaap:MeasurementInputCostToSellMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfValuationTechniqueFairValueOfPropertySellingCostMember2026-06-300001069157us-gaap:MeasurementInputCostToSellMembersrt:WeightedAverageMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfValuationTechniqueFairValueOfPropertySellingCostMember2026-06-300001069157us-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfCollateralDiscountMember2025-12-310001069157us-gaap:MeasurementInputDiscountRateMembersrt:MinimumMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfCollateralDiscountMember2025-12-310001069157us-gaap:MeasurementInputDiscountRateMembersrt:MaximumMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfCollateralDiscountMember2025-12-310001069157us-gaap:MeasurementInputDiscountRateMembersrt:WeightedAverageMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfCollateralDiscountMember2025-12-310001069157us-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfValuationTechniqueFairValueOfPropertySellingCostMember2025-12-310001069157us-gaap:MeasurementInputCostToSellMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfValuationTechniqueFairValueOfPropertySellingCostMember2025-12-310001069157us-gaap:MeasurementInputCostToSellMembersrt:WeightedAverageMemberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueFairValueOfValuationTechniqueFairValueOfPropertySellingCostMember2025-12-310001069157us-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Memberewbc:ValuationTechniqueIndividualAnalysisMember2025-12-310001069157us-gaap:CarryingReportedAmountFairValueDisclosureMember2026-06-300001069157us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel1Member2026-06-300001069157us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel2Member2026-06-300001069157us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel3Member2026-06-300001069157us-gaap:EstimateOfFairValueFairValueDisclosureMember2026-06-300001069157us-gaap:CarryingReportedAmountFairValueDisclosureMember2025-12-310001069157us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel1Member2025-12-310001069157us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel2Member2025-12-310001069157us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel3Member2025-12-310001069157us-gaap:EstimateOfFairValueFairValueDisclosureMember2025-12-310001069157us-gaap:USTreasurySecuritiesMember2026-06-300001069157us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember2026-06-300001069157ewbc:CommercialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMember2026-06-300001069157ewbc:ResidentialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMember2026-06-300001069157us-gaap:USStatesAndPoliticalSubdivisionsMember2026-06-300001069157us-gaap:CommercialMortgageBackedSecuritiesMember2026-06-300001069157us-gaap:ResidentialMortgageBackedSecuritiesMember2026-06-300001069157us-gaap:CorporateDebtSecuritiesMember2026-06-300001069157ewbc:ForeignGovernmentBondsMember2026-06-300001069157us-gaap:USTreasurySecuritiesMember2025-12-310001069157us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember2025-12-310001069157ewbc:CommercialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMember2025-12-310001069157ewbc:ResidentialMortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMember2025-12-310001069157us-gaap:USStatesAndPoliticalSubdivisionsMember2025-12-310001069157us-gaap:CommercialMortgageBackedSecuritiesMember2025-12-310001069157us-gaap:ResidentialMortgageBackedSecuritiesMember2025-12-310001069157us-gaap:CorporateDebtSecuritiesMember2025-12-310001069157ewbc:ForeignGovernmentBondsMember2025-12-310001069157us-gaap:AssetBackedSecuritiesMember2025-12-310001069157ewbc:MortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMember2026-06-300001069157ewbc:NonAgencyMortgageBackedSecuritiesMember2026-06-300001069157ewbc:MortgageBackedSecuritiesIssuedByUSGovernmentAgenciesAndGovernmentSponsoredEnterpriseMember2025-12-310001069157ewbc:NonAgencyMortgageBackedSecuritiesMember2025-12-310001069157us-gaap:AssetPledgedAsCollateralMember2026-06-300001069157us-gaap:AssetPledgedAsCollateralMember2025-12-310001069157ewbc:PrepositionedForFederalReserveBankStandingRepurchaseAgreementFacilityMember2026-06-300001069157ewbc:PrepositionedForFederalReserveBankStandingRepurchaseAgreementFacilityMember2025-12-310001069157us-gaap:NondesignatedMemberewbc:LondonClearingHouseChicagoMercantileExchangeMemberus-gaap:InterestRateContractMember2026-06-300001069157us-gaap:NondesignatedMemberewbc:LondonClearingHouseChicagoMercantileExchangeMemberus-gaap:InterestRateContractMember2025-12-310001069157us-gaap:DesignatedAsHedgingInstrumentMemberus-gaap:InterestRateContractMemberus-gaap:CashFlowHedgingMember2026-06-300001069157us-gaap:DesignatedAsHedgingInstrumentMemberus-gaap:InterestRateContractMemberus-gaap:CashFlowHedgingMember2025-12-310001069157us-gaap:NondesignatedMemberus-gaap:InterestRateContractMember2026-06-300001069157us-gaap:NondesignatedMemberus-gaap:InterestRateContractMember2025-12-310001069157us-gaap:NondesignatedMemberus-gaap:CommodityContractMember2026-06-300001069157us-gaap:NondesignatedMemberus-gaap:CommodityContractMember2025-12-310001069157us-gaap:NondesignatedMemberus-gaap:ForeignExchangeContractMember2026-06-300001069157us-gaap:NondesignatedMemberus-gaap:ForeignExchangeContractMember2025-12-310001069157us-gaap:NondesignatedMemberus-gaap:CreditRiskContractMember2026-06-300001069157us-gaap:NondesignatedMemberus-gaap:CreditRiskContractMember2025-12-310001069157us-gaap:NondesignatedMemberus-gaap:EquityContractMember2026-06-300001069157us-gaap:NondesignatedMemberus-gaap:EquityContractMember2025-12-310001069157us-gaap:NondesignatedMember2026-06-300001069157us-gaap:NondesignatedMember2025-12-310001069157srt:CrudeOilMemberus-gaap:NondesignatedMember2026-01-012026-06-300001069157srt:NaturalGasReservesMemberus-gaap:NondesignatedMember2026-01-012026-06-300001069157srt:CrudeOilMemberus-gaap:NondesignatedMember2025-01-012025-12-310001069157srt:NaturalGasReservesMemberus-gaap:NondesignatedMember2025-01-012025-12-310001069157us-gaap:NondesignatedMemberewbc:EquityPrivateCompaniesMember2026-06-300001069157us-gaap:NondesignatedMemberewbc:EquityPrivateCompaniesMember2025-12-310001069157us-gaap:NondesignatedMemberewbc:PerformanceBasedRestrictedStockSettledinStockMember2025-12-310001069157us-gaap:NondesignatedMemberewbc:PerformanceBasedRestrictedStockSettledinStockMember2026-06-300001069157us-gaap:DesignatedAsHedgingInstrumentMemberewbc:CommercialBankingMemberus-gaap:InterestRateContractMemberus-gaap:CashFlowHedgingMember2026-06-300001069157us-gaap:DesignatedAsHedgingInstrumentMemberus-gaap:InterestRateContractMemberus-gaap:CashFlowHedgingMember2026-04-012026-06-300001069157us-gaap:DesignatedAsHedgingInstrumentMemberus-gaap:InterestRateContractMemberus-gaap:CashFlowHedgingMember2025-04-012025-06-300001069157us-gaap:DesignatedAsHedgingInstrumentMemberus-gaap:InterestRateContractMemberus-gaap:CashFlowHedgingMember2026-01-012026-06-300001069157us-gaap:DesignatedAsHedgingInstrumentMemberus-gaap:InterestRateContractMemberus-gaap:CashFlowHedgingMember2025-01-012025-06-300001069157us-gaap:NondesignatedMembersrt:MaximumMemberus-gaap:ForeignExchangeContractMember2025-01-012025-12-310001069157us-gaap:NondesignatedMembersrt:MaximumMemberus-gaap:ForeignExchangeContractMember2026-01-012026-06-300001069157us-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:InterestRateContractMember2026-06-300001069157us-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:InterestRateContractMember2025-12-310001069157ewbc:WrittenOptionMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:InterestRateContractMember2026-06-300001069157ewbc:WrittenOptionMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:InterestRateContractMember2025-12-310001069157ewbc:CollarsandCorridorsMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:InterestRateContractMember2026-06-300001069157ewbc:CollarsandCorridorsMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:InterestRateContractMember2025-12-310001069157us-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:InterestRateContractMember2026-06-300001069157us-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:InterestRateContractMember2025-12-310001069157ewbc:ForwardAndSpotMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:ForeignExchangeContractMember2026-06-300001069157ewbc:ForwardAndSpotMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:ForeignExchangeContractMember2025-12-310001069157us-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:ForeignExchangeContractMember2026-06-300001069157us-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:ForeignExchangeContractMember2025-12-310001069157ewbc:WrittenOptionMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:ForeignExchangeContractMember2026-06-300001069157ewbc:WrittenOptionMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:ForeignExchangeContractMember2025-12-310001069157us-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:ForeignExchangeContractMember2026-06-300001069157us-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:ForeignExchangeContractMember2025-12-310001069157us-gaap:NotDesignatedAsHedgingInstrumentTradingMember2026-06-300001069157us-gaap:NotDesignatedAsHedgingInstrumentTradingMember2025-12-310001069157us-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:InterestRateContractMember2026-06-300001069157us-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:InterestRateContractMember2025-12-310001069157ewbc:PurchasedOptionsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:InterestRateContractMember2026-06-300001069157ewbc:PurchasedOptionsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:InterestRateContractMember2025-12-310001069157ewbc:CollarsandCorridorsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:InterestRateContractMember2026-06-300001069157ewbc:CollarsandCorridorsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:InterestRateContractMember2025-12-310001069157us-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:InterestRateContractMember2026-06-300001069157us-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:InterestRateContractMember2025-12-310001069157ewbc:ForwardAndSpotMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:ForeignExchangeContractMember2026-06-300001069157ewbc:ForwardAndSpotMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:ForeignExchangeContractMember2025-12-310001069157us-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:ForeignExchangeContractMember2026-06-300001069157us-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:ForeignExchangeContractMember2025-12-310001069157ewbc:PurchasedOptionsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:ForeignExchangeContractMember2026-06-300001069157ewbc:PurchasedOptionsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:ForeignExchangeContractMember2025-12-310001069157us-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:ForeignExchangeContractMember2026-06-300001069157us-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:ForeignExchangeContractMember2025-12-310001069157us-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMember2026-06-300001069157us-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMember2025-12-310001069157srt:CrudeOilMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:CrudeOilMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-06-300001069157srt:CrudeOilMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:CrudeOilMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-12-310001069157srt:CrudeOilMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:CrudeOilMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-06-300001069157srt:CrudeOilMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:CrudeOilMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-12-310001069157srt:CrudeOilMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:CrudeOilMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-06-300001069157srt:CrudeOilMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:CrudeOilMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-12-310001069157srt:NaturalGasReservesMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:NaturalGasReservesMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-06-300001069157srt:NaturalGasReservesMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:NaturalGasReservesMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-12-310001069157srt:NaturalGasReservesMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:NaturalGasReservesMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-06-300001069157srt:NaturalGasReservesMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:NaturalGasReservesMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-12-310001069157srt:NaturalGasReservesMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:NaturalGasReservesMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-06-300001069157srt:NaturalGasReservesMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:NaturalGasReservesMemberus-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-12-310001069157us-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2026-06-300001069157us-gaap:NotDesignatedAsHedgingInstrumentTradingMemberus-gaap:CommodityContractMember2025-12-310001069157srt:CrudeOilMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:CrudeOilMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-06-300001069157srt:CrudeOilMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:CrudeOilMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-12-310001069157srt:CrudeOilMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:CrudeOilMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-06-300001069157srt:CrudeOilMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:CrudeOilMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-12-310001069157srt:CrudeOilMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:CrudeOilMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-06-300001069157srt:CrudeOilMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:CrudeOilMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-12-310001069157srt:NaturalGasReservesMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:NaturalGasReservesMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-06-300001069157srt:NaturalGasReservesMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:NaturalGasReservesMemberus-gaap:SwapMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-12-310001069157srt:NaturalGasReservesMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:NaturalGasReservesMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-06-300001069157srt:NaturalGasReservesMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:NaturalGasReservesMemberewbc:CollarsMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-12-310001069157srt:NaturalGasReservesMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-01-012026-06-300001069157srt:NaturalGasReservesMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-06-300001069157srt:NaturalGasReservesMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-01-012025-12-310001069157srt:NaturalGasReservesMemberus-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-12-310001069157us-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2026-06-300001069157us-gaap:NotDesignatedAsHedgingInstrumentEconomicHedgeMemberus-gaap:CommodityContractMember2025-12-310001069157us-gaap:NondesignatedMemberus-gaap:ShortMemberus-gaap:CreditRiskContractMember2026-06-300001069157us-gaap:NondesignatedMemberus-gaap:ShortMemberus-gaap:CreditRiskContractMember2025-12-310001069157us-gaap:NondesignatedMemberus-gaap:LongMemberus-gaap:CreditRiskContractMember2026-06-300001069157us-gaap:NondesignatedMemberus-gaap:LongMemberus-gaap:CreditRiskContractMember2025-12-310001069157us-gaap:NondesignatedMemberus-gaap:ShortMemberus-gaap:CreditRiskContractMember2026-01-012026-06-300001069157us-gaap:NondesignatedMemberus-gaap:ShortMemberus-gaap:CreditRiskContractMember2025-01-012025-12-310001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:InterestRateContractMember2026-04-012026-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:InterestRateContractMember2025-04-012025-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:InterestRateContractMember2026-01-012026-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:InterestRateContractMember2025-01-012025-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:CreditRiskContractMember2026-04-012026-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:CreditRiskContractMember2025-04-012025-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:CreditRiskContractMember2026-01-012026-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:CreditRiskContractMember2025-01-012025-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:CommodityContractMember2026-04-012026-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:CommodityContractMember2025-04-012025-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:CommodityContractMember2026-01-012026-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustmentsus-gaap:CommodityContractMember2025-01-012025-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustments2026-04-012026-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustments2025-04-012025-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustments2026-01-012026-06-300001069157us-gaap:NondesignatedMemberewbc:CustomerDerivativeIncomeLossNetOfMarkToMarketAdjustments2025-01-012025-06-300001069157us-gaap:NondesignatedMemberewbc:ForeignExchangeIncomeus-gaap:ForeignExchangeContractMember2026-04-012026-06-300001069157us-gaap:NondesignatedMemberewbc:ForeignExchangeIncomeus-gaap:ForeignExchangeContractMember2025-04-012025-06-300001069157us-gaap:NondesignatedMemberewbc:ForeignExchangeIncomeus-gaap:ForeignExchangeContractMember2026-01-012026-06-300001069157us-gaap:NondesignatedMemberewbc:ForeignExchangeIncomeus-gaap:ForeignExchangeContractMember2025-01-012025-06-300001069157us-gaap:NondesignatedMemberewbc:LendingAndLoanServicingFeesus-gaap:EquityContractMember2026-04-012026-06-300001069157us-gaap:NondesignatedMemberewbc:LendingAndLoanServicingFeesus-gaap:EquityContractMember2025-04-012025-06-300001069157us-gaap:NondesignatedMemberewbc:LendingAndLoanServicingFeesus-gaap:EquityContractMember2026-01-012026-06-300001069157us-gaap:NondesignatedMemberewbc:LendingAndLoanServicingFeesus-gaap:EquityContractMember2025-01-012025-06-300001069157us-gaap:NondesignatedMemberus-gaap:NoninterestIncomeOtherus-gaap:EquityContractMember2026-04-012026-06-300001069157us-gaap:NondesignatedMemberus-gaap:NoninterestIncomeOtherus-gaap:EquityContractMember2025-04-012025-06-300001069157us-gaap:NondesignatedMemberus-gaap:NoninterestIncomeOtherus-gaap:EquityContractMember2026-01-012026-06-300001069157us-gaap:NondesignatedMemberus-gaap:NoninterestIncomeOtherus-gaap:EquityContractMember2025-01-012025-06-300001069157us-gaap:NondesignatedMember2026-04-012026-06-300001069157us-gaap:NondesignatedMember2025-04-012025-06-300001069157us-gaap:NondesignatedMember2026-01-012026-06-300001069157us-gaap:NondesignatedMember2025-01-012025-06-300001069157ewbc:CreditRiskRelatedContingentFeaturesMember2026-06-300001069157ewbc:CreditRiskRelatedContingentFeaturesMember2025-12-310001069157ewbc:CommercialAndIndustrialLoanMemberus-gaap:CommercialPortfolioSegmentMember2026-06-300001069157ewbc:CommercialAndIndustrialLoanMemberus-gaap:CommercialPortfolioSegmentMember2025-12-310001069157us-gaap:CommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2026-06-300001069157us-gaap:CommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2025-12-310001069157srt:MultifamilyMemberus-gaap:CommercialPortfolioSegmentMember2026-06-300001069157srt:MultifamilyMemberus-gaap:CommercialPortfolioSegmentMember2025-12-310001069157ewbc:ConstructionAndLandLoanMemberus-gaap:CommercialPortfolioSegmentMember2026-06-300001069157ewbc:ConstructionAndLandLoanMemberus-gaap:CommercialPortfolioSegmentMember2025-12-310001069157ewbc:TotalCommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2026-06-300001069157ewbc:TotalCommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMember2025-12-310001069157ewbc:SingleFamilyTraditionalMemberus-gaap:ConsumerPortfolioSegmentMember2026-06-300001069157ewbc:SingleFamilyTraditionalMemberus-gaap:ConsumerPortfolioSegmentMember2025-12-310001069157ewbc:SingleFamilyBridgeToHomeOwnershipMemberus-gaap:ConsumerPortfolioSegmentMember2026-06-300001069157ewbc:SingleFamilyBridgeToHomeOwnershipMemberus-gaap:ConsumerPortfolioSegmentMember2025-12-310001069157us-gaap:HomeEquityLoanMemberus-gaap:ConsumerPortfolioSegmentMember2026-06-300001069157us-gaap:HomeEquityLoanMemberus-gaap:ConsumerPortfolioSegmentMember2025-12-310001069157ewbc:TotalResidentialMortgageMemberus-gaap:ConsumerPortfolioSegmentMember2026-06-300001069157ewbc:TotalResidentialMortgageMemberus-gaap:ConsumerPortfolioSegmentMember2025-12-310001069157ewbc:OtherConsumerMemberus-gaap:ConsumerPortfolioSegmentMember2026-06-300001069157ewbc:OtherConsumerMemberus-gaap:ConsumerPortfolioSegmentMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMember2025-12-310001069157us-gaap:PassMemberus-gaap:CommercialPortfolioSegmentMemberewbc:CommercialAndIndustrialLoanMember2026-06-300001069157ewbc:CriticizedAccrualMemberus-gaap:CommercialPortfolioSegmentMemberewbc:CommercialAndIndustrialLoanMember2026-06-300001069157ewbc:CriticizedNonaccrualMemberus-gaap:CommercialPortfolioSegmentMemberewbc:CommercialAndIndustrialLoanMember2026-06-300001069157ewbc:GrossWriteoffMemberus-gaap:CommercialPortfolioSegmentMemberewbc:CommercialAndIndustrialLoanMember2026-01-012026-06-300001069157us-gaap:PassMemberus-gaap:CommercialPortfolioSegmentMemberus-gaap:CommercialRealEstateMember2026-06-300001069157ewbc:CriticizedAccrualMemberus-gaap:CommercialPortfolioSegmentMemberus-gaap:CommercialRealEstateMember2026-06-300001069157ewbc:CriticizedNonaccrualMemberus-gaap:CommercialPortfolioSegmentMemberus-gaap:CommercialRealEstateMember2026-06-300001069157ewbc:GrossWriteoffMemberus-gaap:CommercialPortfolioSegmentMemberus-gaap:CommercialRealEstateMember2026-01-012026-06-300001069157us-gaap:PassMemberus-gaap:CommercialPortfolioSegmentMembersrt:MultifamilyMember2026-06-300001069157ewbc:CriticizedAccrualMemberus-gaap:CommercialPortfolioSegmentMembersrt:MultifamilyMember2026-06-300001069157ewbc:CriticizedNonaccrualMemberus-gaap:CommercialPortfolioSegmentMembersrt:MultifamilyMember2026-06-300001069157us-gaap:PassMemberus-gaap:CommercialPortfolioSegmentMemberewbc:ConstructionAndLandLoanMember2026-06-300001069157ewbc:CriticizedNonaccrualMemberus-gaap:CommercialPortfolioSegmentMemberewbc:ConstructionAndLandLoanMember2026-06-300001069157ewbc:GrossWriteoffMemberus-gaap:CommercialPortfolioSegmentMemberewbc:TotalCommercialRealEstateMember2026-01-012026-06-300001069157ewbc:GrossWriteoffMemberus-gaap:CommercialPortfolioSegmentMember2026-01-012026-06-300001069157us-gaap:PassMemberus-gaap:ConsumerPortfolioSegmentMembersrt:SingleFamilyMember2026-06-300001069157ewbc:CriticizedAccrualMemberus-gaap:ConsumerPortfolioSegmentMembersrt:SingleFamilyMember2026-06-300001069157ewbc:CriticizedNonaccrualMemberus-gaap:ConsumerPortfolioSegmentMembersrt:SingleFamilyMember2026-06-300001069157srt:SingleFamilyMemberus-gaap:ConsumerPortfolioSegmentMember2026-06-300001069157ewbc:GrossWriteoffMemberus-gaap:ConsumerPortfolioSegmentMembersrt:SingleFamilyMember2026-01-012026-06-300001069157us-gaap:PassMemberus-gaap:ConsumerPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2026-06-300001069157ewbc:CriticizedAccrualMemberus-gaap:ConsumerPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2026-06-300001069157ewbc:CriticizedNonaccrualMemberus-gaap:ConsumerPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2026-06-300001069157ewbc:GrossWriteoffMemberus-gaap:ConsumerPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2026-01-012026-06-300001069157ewbc:GrossWriteoffMemberus-gaap:ConsumerPortfolioSegmentMemberewbc:TotalResidentialMortgageMember2026-01-012026-06-300001069157us-gaap:PassMemberus-gaap:ConsumerPortfolioSegmentMemberewbc:OtherConsumerMember2026-06-300001069157ewbc:CriticizedNonaccrualMemberus-gaap:ConsumerPortfolioSegmentMemberewbc:OtherConsumerMember2026-06-300001069157ewbc:GrossWriteoffMemberus-gaap:ConsumerPortfolioSegmentMember2026-01-012026-06-300001069157us-gaap:PassMember2026-06-300001069157ewbc:CriticizedAccrualMember2026-06-300001069157ewbc:CriticizedNonaccrualMember2026-06-300001069157ewbc:GrossWriteoffMember2026-01-012026-06-300001069157us-gaap:PassMemberus-gaap:CommercialPortfolioSegmentMemberewbc:CommercialAndIndustrialLoanMember2025-12-310001069157ewbc:CriticizedAccrualMemberus-gaap:CommercialPortfolioSegmentMemberewbc:CommercialAndIndustrialLoanMember2025-12-310001069157ewbc:CriticizedNonaccrualMemberus-gaap:CommercialPortfolioSegmentMemberewbc:CommercialAndIndustrialLoanMember2025-12-310001069157ewbc:GrossWriteoffMemberus-gaap:CommercialPortfolioSegmentMemberewbc:CommercialAndIndustrialLoanMember2025-01-012025-12-310001069157us-gaap:PassMemberus-gaap:CommercialPortfolioSegmentMemberus-gaap:CommercialRealEstateMember2025-12-310001069157ewbc:CriticizedAccrualMemberus-gaap:CommercialPortfolioSegmentMemberus-gaap:CommercialRealEstateMember2025-12-310001069157ewbc:CriticizedNonaccrualMemberus-gaap:CommercialPortfolioSegmentMemberus-gaap:CommercialRealEstateMember2025-12-310001069157ewbc:GrossWriteoffMemberus-gaap:CommercialPortfolioSegmentMemberus-gaap:CommercialRealEstateMember2025-01-012025-12-310001069157us-gaap:PassMemberus-gaap:CommercialPortfolioSegmentMembersrt:MultifamilyMember2025-12-310001069157ewbc:CriticizedAccrualMemberus-gaap:CommercialPortfolioSegmentMembersrt:MultifamilyMember2025-12-310001069157ewbc:CriticizedNonaccrualMemberus-gaap:CommercialPortfolioSegmentMembersrt:MultifamilyMember2025-12-310001069157ewbc:GrossWriteoffMemberus-gaap:CommercialPortfolioSegmentMembersrt:MultifamilyMember2025-01-012025-12-310001069157us-gaap:PassMemberus-gaap:CommercialPortfolioSegmentMemberewbc:ConstructionAndLandLoanMember2025-12-310001069157ewbc:CriticizedNonaccrualMemberus-gaap:CommercialPortfolioSegmentMemberewbc:ConstructionAndLandLoanMember2025-12-310001069157ewbc:GrossWriteoffMemberus-gaap:CommercialPortfolioSegmentMemberewbc:TotalCommercialRealEstateMember2025-01-012025-12-310001069157ewbc:GrossWriteoffMemberus-gaap:CommercialPortfolioSegmentMember2025-01-012025-12-310001069157us-gaap:PassMemberus-gaap:ConsumerPortfolioSegmentMembersrt:SingleFamilyMember2025-12-310001069157ewbc:CriticizedAccrualMemberus-gaap:ConsumerPortfolioSegmentMembersrt:SingleFamilyMember2025-12-310001069157ewbc:CriticizedNonaccrualMemberus-gaap:ConsumerPortfolioSegmentMembersrt:SingleFamilyMember2025-12-310001069157srt:SingleFamilyMemberus-gaap:ConsumerPortfolioSegmentMember2025-12-310001069157ewbc:GrossWriteoffMemberus-gaap:ConsumerPortfolioSegmentMembersrt:SingleFamilyMember2025-01-012025-12-310001069157us-gaap:PassMemberus-gaap:ConsumerPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2025-12-310001069157ewbc:CriticizedAccrualMemberus-gaap:ConsumerPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2025-12-310001069157ewbc:CriticizedNonaccrualMemberus-gaap:ConsumerPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2025-12-310001069157ewbc:GrossWriteoffMemberus-gaap:ConsumerPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2025-01-012025-12-310001069157ewbc:GrossWriteoffMemberus-gaap:ConsumerPortfolioSegmentMemberewbc:TotalResidentialMortgageMember2025-01-012025-12-310001069157us-gaap:PassMemberus-gaap:ConsumerPortfolioSegmentMemberewbc:OtherConsumerMember2025-12-310001069157ewbc:CriticizedNonaccrualMemberus-gaap:ConsumerPortfolioSegmentMemberewbc:OtherConsumerMember2025-12-310001069157ewbc:GrossWriteoffMemberus-gaap:ConsumerPortfolioSegmentMember2025-01-012025-12-310001069157us-gaap:PassMember2025-12-310001069157ewbc:CriticizedAccrualMember2025-12-310001069157ewbc:CriticizedNonaccrualMember2025-12-310001069157ewbc:GrossWriteoffMember2025-01-012025-12-310001069157us-gaap:FederalHousingAdministrationLoanMemberus-gaap:PassMember2026-06-300001069157us-gaap:FederalHousingAdministrationLoanMemberus-gaap:PassMember2025-12-310001069157ewbc:SingleFamilyBridgeToHomeOwnershipMember2026-06-300001069157ewbc:SingleFamilyBridgeToHomeOwnershipMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:CommercialAndIndustrialLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:CommercialAndIndustrialLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:CommercialAndIndustrialLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:CommercialAndIndustrialLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:CommercialAndIndustrialLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberus-gaap:CommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberus-gaap:CommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberus-gaap:CommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberus-gaap:CommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberus-gaap:CommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMembersrt:MultifamilyMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMembersrt:MultifamilyMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMembersrt:MultifamilyMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMembersrt:MultifamilyMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMembersrt:MultifamilyMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:ConstructionAndLandLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:ConstructionAndLandLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:ConstructionAndLandLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:ConstructionAndLandLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:ConstructionAndLandLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:TotalCommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:TotalCommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:TotalCommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:TotalCommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:TotalCommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:SingleFamilyTraditionalMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:SingleFamilyTraditionalMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:SingleFamilyTraditionalMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:SingleFamilyTraditionalMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:SingleFamilyTraditionalMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:SingleFamilyBridgeToHomeOwnershipMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:SingleFamilyBridgeToHomeOwnershipMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:SingleFamilyBridgeToHomeOwnershipMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:SingleFamilyBridgeToHomeOwnershipMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:SingleFamilyBridgeToHomeOwnershipMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberus-gaap:HomeEquityLoanMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberus-gaap:HomeEquityLoanMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberus-gaap:HomeEquityLoanMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberus-gaap:HomeEquityLoanMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberus-gaap:HomeEquityLoanMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:TotalResidentialMortgageMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:TotalResidentialMortgageMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:TotalResidentialMortgageMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:TotalResidentialMortgageMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:TotalResidentialMortgageMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:OtherConsumerMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:OtherConsumerMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:OtherConsumerMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:OtherConsumerMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:OtherConsumerMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMember2026-06-300001069157us-gaap:FinancialAssetNotPastDueMember2026-06-300001069157us-gaap:FinancingReceivables30To59DaysPastDueMember2026-06-300001069157us-gaap:FinancingReceivables60To89DaysPastDueMember2026-06-300001069157us-gaap:FinancialAssetPastDueMember2026-06-300001069157us-gaap:NonperformingFinancingReceivableMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:CommercialAndIndustrialLoanMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:CommercialAndIndustrialLoanMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:CommercialAndIndustrialLoanMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:CommercialAndIndustrialLoanMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:CommercialAndIndustrialLoanMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberus-gaap:CommercialRealEstateMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberus-gaap:CommercialRealEstateMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberus-gaap:CommercialRealEstateMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberus-gaap:CommercialRealEstateMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberus-gaap:CommercialRealEstateMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMembersrt:MultifamilyMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMembersrt:MultifamilyMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMembersrt:MultifamilyMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMembersrt:MultifamilyMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMembersrt:MultifamilyMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:ConstructionAndLandLoanMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:ConstructionAndLandLoanMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:ConstructionAndLandLoanMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:ConstructionAndLandLoanMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:ConstructionAndLandLoanMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:TotalCommercialRealEstateMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:TotalCommercialRealEstateMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:TotalCommercialRealEstateMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:TotalCommercialRealEstateMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:TotalCommercialRealEstateMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:SingleFamilyTraditionalMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:SingleFamilyTraditionalMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:SingleFamilyTraditionalMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:SingleFamilyTraditionalMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:SingleFamilyTraditionalMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:SingleFamilyBridgeToHomeOwnershipMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:SingleFamilyBridgeToHomeOwnershipMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:SingleFamilyBridgeToHomeOwnershipMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:SingleFamilyBridgeToHomeOwnershipMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:SingleFamilyBridgeToHomeOwnershipMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberus-gaap:HomeEquityLoanMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberus-gaap:HomeEquityLoanMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberus-gaap:HomeEquityLoanMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberus-gaap:HomeEquityLoanMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberus-gaap:HomeEquityLoanMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:TotalResidentialMortgageMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:TotalResidentialMortgageMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:TotalResidentialMortgageMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:TotalResidentialMortgageMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:TotalResidentialMortgageMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:OtherConsumerMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMemberewbc:OtherConsumerMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMemberewbc:OtherConsumerMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMemberewbc:OtherConsumerMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMemberewbc:OtherConsumerMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables30To59DaysPastDueMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivables60To89DaysPastDueMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetPastDueMember2025-12-310001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:NonperformingFinancingReceivableMember2025-12-310001069157us-gaap:FinancialAssetNotPastDueMember2025-12-310001069157us-gaap:FinancingReceivables30To59DaysPastDueMember2025-12-310001069157us-gaap:FinancingReceivables60To89DaysPastDueMember2025-12-310001069157us-gaap:FinancialAssetPastDueMember2025-12-310001069157us-gaap:NonperformingFinancingReceivableMember2025-12-310001069157us-gaap:ResidentialRealEstateMember2026-06-300001069157us-gaap:ResidentialRealEstateMember2025-12-310001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberewbc:CommercialAndIndustrialLoanMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberewbc:CommercialAndIndustrialLoanMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2026-04-012026-06-300001069157ewbc:CommercialAndIndustrialLoanMemberus-gaap:CommercialPortfolioSegmentMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberus-gaap:CommercialRealEstateMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberus-gaap:CommercialRealEstateMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberus-gaap:CommercialRealEstateMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberus-gaap:CommercialRealEstateMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberus-gaap:CommercialRealEstateMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberus-gaap:CommercialRealEstateMember2026-04-012026-06-300001069157us-gaap:CommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberewbc:ConstructionAndLandLoanMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberewbc:ConstructionAndLandLoanMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberewbc:ConstructionAndLandLoanMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberewbc:ConstructionAndLandLoanMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberewbc:ConstructionAndLandLoanMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberewbc:ConstructionAndLandLoanMember2026-04-012026-06-300001069157ewbc:ConstructionAndLandLoanMemberus-gaap:CommercialPortfolioSegmentMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMembersrt:SingleFamilyMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMembersrt:SingleFamilyMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMembersrt:SingleFamilyMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMembersrt:SingleFamilyMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMembersrt:SingleFamilyMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMembersrt:SingleFamilyMember2026-04-012026-06-300001069157srt:SingleFamilyMemberus-gaap:ConsumerPortfolioSegmentMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberus-gaap:HomeEquityLoanMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberus-gaap:HomeEquityLoanMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMemberus-gaap:HomeEquityLoanMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberus-gaap:HomeEquityLoanMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberus-gaap:HomeEquityLoanMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberus-gaap:HomeEquityLoanMember2026-04-012026-06-300001069157us-gaap:HomeEquityLoanMemberus-gaap:ConsumerPortfolioSegmentMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2026-04-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMember2026-04-012026-06-300001069157us-gaap:ContractualInterestRateReductionMember2026-04-012026-06-300001069157us-gaap:ExtendedMaturityMember2026-04-012026-06-300001069157us-gaap:PaymentDeferralMember2026-04-012026-06-300001069157ewbc:ExtendedMaturityAndPaymentDeferralMember2026-04-012026-06-300001069157ewbc:ContractualInterestRateReductionAndPaymentDeferralMember2026-04-012026-06-300001069157ewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberewbc:CommercialAndIndustrialLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberewbc:CommercialAndIndustrialLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2025-04-012025-06-300001069157ewbc:CommercialAndIndustrialLoanMemberus-gaap:CommercialPortfolioSegmentMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberus-gaap:CommercialRealEstateMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberus-gaap:CommercialRealEstateMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberus-gaap:CommercialRealEstateMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberus-gaap:CommercialRealEstateMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberus-gaap:CommercialRealEstateMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberus-gaap:CommercialRealEstateMember2025-04-012025-06-300001069157us-gaap:CommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMembersrt:MultifamilyMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMembersrt:MultifamilyMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMembersrt:MultifamilyMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMembersrt:MultifamilyMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMembersrt:MultifamilyMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMembersrt:MultifamilyMember2025-04-012025-06-300001069157srt:MultifamilyMemberus-gaap:CommercialPortfolioSegmentMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberewbc:ConstructionAndLandLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberewbc:ConstructionAndLandLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberewbc:ConstructionAndLandLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberewbc:ConstructionAndLandLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberewbc:ConstructionAndLandLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberewbc:ConstructionAndLandLoanMember2025-04-012025-06-300001069157ewbc:ConstructionAndLandLoanMemberus-gaap:CommercialPortfolioSegmentMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMembersrt:SingleFamilyMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMembersrt:SingleFamilyMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMembersrt:SingleFamilyMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMembersrt:SingleFamilyMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMembersrt:SingleFamilyMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMembersrt:SingleFamilyMember2025-04-012025-06-300001069157srt:SingleFamilyMemberus-gaap:ConsumerPortfolioSegmentMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberus-gaap:HomeEquityLoanMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberus-gaap:HomeEquityLoanMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMemberus-gaap:HomeEquityLoanMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberus-gaap:HomeEquityLoanMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberus-gaap:HomeEquityLoanMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberus-gaap:HomeEquityLoanMember2025-04-012025-06-300001069157us-gaap:HomeEquityLoanMemberus-gaap:ConsumerPortfolioSegmentMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMember2025-04-012025-06-300001069157us-gaap:ContractualInterestRateReductionMember2025-04-012025-06-300001069157us-gaap:ExtendedMaturityMember2025-04-012025-06-300001069157us-gaap:PaymentDeferralMember2025-04-012025-06-300001069157ewbc:ExtendedMaturityAndPaymentDeferralMember2025-04-012025-06-300001069157ewbc:ContractualInterestRateReductionAndPaymentDeferralMember2025-04-012025-06-300001069157ewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberewbc:CommercialAndIndustrialLoanMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberewbc:CommercialAndIndustrialLoanMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndExtendedMaturityMemberewbc:CommercialAndIndustrialLoanMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2026-01-012026-06-300001069157ewbc:CommercialAndIndustrialLoanMemberus-gaap:CommercialPortfolioSegmentMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberus-gaap:CommercialRealEstateMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberus-gaap:CommercialRealEstateMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberus-gaap:CommercialRealEstateMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberus-gaap:CommercialRealEstateMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndExtendedMaturityMemberus-gaap:CommercialRealEstateMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberus-gaap:CommercialRealEstateMember2026-01-012026-06-300001069157us-gaap:CommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberewbc:ConstructionAndLandLoanMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberewbc:ConstructionAndLandLoanMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberewbc:ConstructionAndLandLoanMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberewbc:ConstructionAndLandLoanMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndExtendedMaturityMemberewbc:ConstructionAndLandLoanMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberewbc:ConstructionAndLandLoanMember2026-01-012026-06-300001069157ewbc:ConstructionAndLandLoanMemberus-gaap:CommercialPortfolioSegmentMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndExtendedMaturityMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMembersrt:SingleFamilyMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMembersrt:SingleFamilyMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMembersrt:SingleFamilyMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMembersrt:SingleFamilyMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndExtendedMaturityMembersrt:SingleFamilyMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMembersrt:SingleFamilyMember2026-01-012026-06-300001069157srt:SingleFamilyMemberus-gaap:ConsumerPortfolioSegmentMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberus-gaap:HomeEquityLoanMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberus-gaap:HomeEquityLoanMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMemberus-gaap:HomeEquityLoanMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberus-gaap:HomeEquityLoanMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndExtendedMaturityMemberus-gaap:HomeEquityLoanMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberus-gaap:HomeEquityLoanMember2026-01-012026-06-300001069157us-gaap:HomeEquityLoanMemberus-gaap:ConsumerPortfolioSegmentMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndExtendedMaturityMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2026-01-012026-06-300001069157us-gaap:ConsumerPortfolioSegmentMember2026-01-012026-06-300001069157us-gaap:ContractualInterestRateReductionMember2026-01-012026-06-300001069157us-gaap:ExtendedMaturityMember2026-01-012026-06-300001069157us-gaap:PaymentDeferralMember2026-01-012026-06-300001069157ewbc:ExtendedMaturityAndPaymentDeferralMember2026-01-012026-06-300001069157ewbc:ContractualInterestRateReductionAndExtendedMaturityMember2026-01-012026-06-300001069157ewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberewbc:CommercialAndIndustrialLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberewbc:CommercialAndIndustrialLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberewbc:CommercialAndIndustrialLoanMember2025-01-012025-06-300001069157ewbc:CommercialAndIndustrialLoanMemberus-gaap:CommercialPortfolioSegmentMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberus-gaap:CommercialRealEstateMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberus-gaap:CommercialRealEstateMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberus-gaap:CommercialRealEstateMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberus-gaap:CommercialRealEstateMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberus-gaap:CommercialRealEstateMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberus-gaap:CommercialRealEstateMember2025-01-012025-06-300001069157us-gaap:CommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMembersrt:MultifamilyMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMembersrt:MultifamilyMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMembersrt:MultifamilyMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMembersrt:MultifamilyMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMembersrt:MultifamilyMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMembersrt:MultifamilyMember2025-01-012025-06-300001069157srt:MultifamilyMemberus-gaap:CommercialPortfolioSegmentMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberewbc:ConstructionAndLandLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberewbc:ConstructionAndLandLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMemberewbc:ConstructionAndLandLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberewbc:ConstructionAndLandLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberewbc:ConstructionAndLandLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberewbc:ConstructionAndLandLoanMember2025-01-012025-06-300001069157ewbc:ConstructionAndLandLoanMemberus-gaap:CommercialPortfolioSegmentMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMembersrt:SingleFamilyMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMembersrt:SingleFamilyMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMembersrt:SingleFamilyMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMembersrt:SingleFamilyMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMembersrt:SingleFamilyMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMembersrt:SingleFamilyMember2025-01-012025-06-300001069157srt:SingleFamilyMemberus-gaap:ConsumerPortfolioSegmentMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMemberus-gaap:HomeEquityLoanMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMemberus-gaap:HomeEquityLoanMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMemberus-gaap:HomeEquityLoanMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMemberus-gaap:HomeEquityLoanMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMemberus-gaap:HomeEquityLoanMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMemberus-gaap:HomeEquityLoanMember2025-01-012025-06-300001069157us-gaap:HomeEquityLoanMemberus-gaap:ConsumerPortfolioSegmentMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:PaymentDeferralMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ExtendedMaturityAndPaymentDeferralMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionAndPaymentDeferralMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMember2025-01-012025-06-300001069157us-gaap:ContractualInterestRateReductionMember2025-01-012025-06-300001069157us-gaap:ExtendedMaturityMember2025-01-012025-06-300001069157us-gaap:PaymentDeferralMember2025-01-012025-06-300001069157ewbc:ExtendedMaturityAndPaymentDeferralMember2025-01-012025-06-300001069157ewbc:ContractualInterestRateReductionAndPaymentDeferralMember2025-01-012025-06-300001069157ewbc:ContractualInterestRateReductionExtendedMaturityAndPaymentDeferralMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMemberewbc:CommercialAndIndustrialLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMemberus-gaap:CommercialRealEstateMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMembersrt:MultifamilyMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMembersrt:MultifamilyMember2026-04-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMembersrt:MultifamilyMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMemberewbc:ConstructionAndLandLoanMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMembersrt:SingleFamilyMember2025-04-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMemberus-gaap:HomeEquityLoanMember2025-04-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMemberewbc:CommercialAndIndustrialLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMemberus-gaap:CommercialRealEstateMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:ExtendedMaturityMembersrt:MultifamilyMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:PaymentDeferralMembersrt:MultifamilyMember2026-01-012026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMembersrt:MultifamilyMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMemberewbc:ConstructionAndLandLoanMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMembersrt:SingleFamilyMember2025-01-012025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMemberus-gaap:HomeEquityLoanMember2025-01-012025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMemberewbc:CommercialAndIndustrialLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMemberewbc:CommercialAndIndustrialLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMemberus-gaap:CommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMemberus-gaap:CommercialRealEstateMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMemberewbc:ConstructionAndLandLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMemberewbc:ConstructionAndLandLoanMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMembersrt:SingleFamilyMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMembersrt:SingleFamilyMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMembersrt:SingleFamilyMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMemberus-gaap:HomeEquityLoanMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMemberus-gaap:HomeEquityLoanMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMember2026-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-06-300001069157ewbc:FinancialAsset30To89DaysPastDueMember2026-06-300001069157us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:CommercialAndIndustrialLoanMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMemberewbc:CommercialAndIndustrialLoanMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMemberewbc:CommercialAndIndustrialLoanMember2025-06-300001069157ewbc:CommercialAndIndustrialLoanMemberus-gaap:CommercialPortfolioSegmentMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberus-gaap:CommercialRealEstateMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMemberus-gaap:CommercialRealEstateMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMemberus-gaap:CommercialRealEstateMember2025-06-300001069157us-gaap:CommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMembersrt:MultifamilyMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMembersrt:MultifamilyMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMembersrt:MultifamilyMember2025-06-300001069157srt:MultifamilyMemberus-gaap:CommercialPortfolioSegmentMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberewbc:ConstructionAndLandLoanMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMemberewbc:ConstructionAndLandLoanMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMemberewbc:ConstructionAndLandLoanMember2025-06-300001069157ewbc:ConstructionAndLandLoanMemberus-gaap:CommercialPortfolioSegmentMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-06-300001069157us-gaap:CommercialPortfolioSegmentMember2025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMembersrt:SingleFamilyMember2025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMembersrt:SingleFamilyMember2025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMembersrt:SingleFamilyMember2025-06-300001069157srt:SingleFamilyMemberus-gaap:ConsumerPortfolioSegmentMember2025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMemberus-gaap:HomeEquityLoanMember2025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMemberus-gaap:HomeEquityLoanMember2025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMemberus-gaap:HomeEquityLoanMember2025-06-300001069157us-gaap:HomeEquityLoanMemberus-gaap:ConsumerPortfolioSegmentMember2025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberewbc:FinancialAsset30To89DaysPastDueMember2025-06-300001069157us-gaap:ConsumerPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-06-300001069157us-gaap:ConsumerPortfolioSegmentMember2025-06-300001069157us-gaap:FinancialAssetNotPastDueMember2025-06-300001069157ewbc:FinancialAsset30To89DaysPastDueMember2025-06-300001069157us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-06-300001069157ewbc:CommercialAndIndustrialLoanMemberus-gaap:CommercialPortfolioSegmentMember2026-03-310001069157us-gaap:CommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2026-03-310001069157srt:MultifamilyMemberus-gaap:CommercialPortfolioSegmentMember2026-03-310001069157ewbc:ConstructionAndLandLoanMemberus-gaap:CommercialPortfolioSegmentMember2026-03-310001069157ewbc:SingleFamilyTraditionalMemberus-gaap:ConsumerPortfolioSegmentMember2026-03-310001069157ewbc:SingleFamilyBridgeToHomeOwnershipMemberus-gaap:ConsumerPortfolioSegmentMember2026-03-310001069157us-gaap:HomeEquityLoanMemberus-gaap:ConsumerPortfolioSegmentMember2026-03-310001069157ewbc:OtherConsumerMemberus-gaap:ConsumerPortfolioSegmentMember2026-03-310001069157srt:MultifamilyMemberus-gaap:CommercialPortfolioSegmentMember2026-04-012026-06-300001069157ewbc:SingleFamilyTraditionalMemberus-gaap:ConsumerPortfolioSegmentMember2026-04-012026-06-300001069157ewbc:SingleFamilyBridgeToHomeOwnershipMemberus-gaap:ConsumerPortfolioSegmentMember2026-04-012026-06-300001069157ewbc:OtherConsumerMemberus-gaap:ConsumerPortfolioSegmentMember2026-04-012026-06-300001069157ewbc:CommercialAndIndustrialLoanMemberus-gaap:CommercialPortfolioSegmentMember2025-03-310001069157us-gaap:CommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2025-03-310001069157srt:MultifamilyMemberus-gaap:CommercialPortfolioSegmentMember2025-03-310001069157ewbc:ConstructionAndLandLoanMemberus-gaap:CommercialPortfolioSegmentMember2025-03-310001069157ewbc:SingleFamilyTraditionalMemberus-gaap:ConsumerPortfolioSegmentMember2025-03-310001069157ewbc:SingleFamilyBridgeToHomeOwnershipMemberus-gaap:ConsumerPortfolioSegmentMember2025-03-310001069157us-gaap:HomeEquityLoanMemberus-gaap:ConsumerPortfolioSegmentMember2025-03-310001069157ewbc:OtherConsumerMemberus-gaap:ConsumerPortfolioSegmentMember2025-03-310001069157ewbc:SingleFamilyTraditionalMemberus-gaap:ConsumerPortfolioSegmentMember2025-04-012025-06-300001069157ewbc:SingleFamilyBridgeToHomeOwnershipMemberus-gaap:ConsumerPortfolioSegmentMember2025-04-012025-06-300001069157ewbc:OtherConsumerMemberus-gaap:ConsumerPortfolioSegmentMember2025-04-012025-06-300001069157ewbc:SingleFamilyTraditionalMemberus-gaap:ConsumerPortfolioSegmentMember2025-06-300001069157ewbc:SingleFamilyBridgeToHomeOwnershipMemberus-gaap:ConsumerPortfolioSegmentMember2025-06-300001069157ewbc:OtherConsumerMemberus-gaap:ConsumerPortfolioSegmentMember2025-06-300001069157srt:MultifamilyMemberus-gaap:CommercialPortfolioSegmentMember2026-01-012026-06-300001069157ewbc:SingleFamilyTraditionalMemberus-gaap:ConsumerPortfolioSegmentMember2026-01-012026-06-300001069157ewbc:SingleFamilyBridgeToHomeOwnershipMemberus-gaap:ConsumerPortfolioSegmentMember2026-01-012026-06-300001069157ewbc:OtherConsumerMemberus-gaap:ConsumerPortfolioSegmentMember2026-01-012026-06-300001069157ewbc:CommercialAndIndustrialLoanMemberus-gaap:CommercialPortfolioSegmentMember2024-12-310001069157us-gaap:CommercialRealEstateMemberus-gaap:CommercialPortfolioSegmentMember2024-12-310001069157srt:MultifamilyMemberus-gaap:CommercialPortfolioSegmentMember2024-12-310001069157ewbc:ConstructionAndLandLoanMemberus-gaap:CommercialPortfolioSegmentMember2024-12-310001069157ewbc:SingleFamilyTraditionalMemberus-gaap:ConsumerPortfolioSegmentMember2024-12-310001069157ewbc:SingleFamilyBridgeToHomeOwnershipMemberus-gaap:ConsumerPortfolioSegmentMember2024-12-310001069157us-gaap:HomeEquityLoanMemberus-gaap:ConsumerPortfolioSegmentMember2024-12-310001069157ewbc:OtherConsumerMemberus-gaap:ConsumerPortfolioSegmentMember2024-12-310001069157ewbc:SingleFamilyTraditionalMemberus-gaap:ConsumerPortfolioSegmentMember2025-01-012025-06-300001069157ewbc:SingleFamilyBridgeToHomeOwnershipMemberus-gaap:ConsumerPortfolioSegmentMember2025-01-012025-06-300001069157ewbc:OtherConsumerMemberus-gaap:ConsumerPortfolioSegmentMember2025-01-012025-06-300001069157us-gaap:UnfundedLoanCommitmentMember2026-03-310001069157us-gaap:UnfundedLoanCommitmentMember2025-03-310001069157us-gaap:UnfundedLoanCommitmentMember2025-12-310001069157us-gaap:UnfundedLoanCommitmentMember2024-12-310001069157us-gaap:UnfundedLoanCommitmentMember2026-04-012026-06-300001069157us-gaap:UnfundedLoanCommitmentMember2025-04-012025-06-300001069157us-gaap:UnfundedLoanCommitmentMember2026-01-012026-06-300001069157us-gaap:UnfundedLoanCommitmentMember2025-01-012025-06-300001069157us-gaap:UnfundedLoanCommitmentMember2026-06-300001069157us-gaap:UnfundedLoanCommitmentMember2025-06-300001069157ewbc:LoansLeasesAndUnfundedCreditCommitmentsMember2026-04-012026-06-300001069157ewbc:LoansLeasesAndUnfundedCreditCommitmentsMember2025-04-012025-06-300001069157ewbc:LoansLeasesAndUnfundedCreditCommitmentsMember2026-01-012026-06-300001069157ewbc:LoansLeasesAndUnfundedCreditCommitmentsMember2025-01-012025-06-300001069157ewbc:LoansReceivableOriginatedMember2026-04-012026-06-300001069157ewbc:LoansReceivableOriginatedMember2026-01-012026-06-300001069157ewbc:LoansReceivableOriginatedMember2025-04-012025-06-300001069157ewbc:LoansReceivableOriginatedMember2025-01-012025-06-300001069157ewbc:LoansReceivablePurchasedMemberewbc:LoansSoldInSecondaryMarketMember2026-04-012026-06-300001069157ewbc:LoansReceivablePurchasedMemberewbc:LoansSoldInSecondaryMarketMember2026-01-012026-06-300001069157ewbc:LoansReceivablePurchasedMemberewbc:LoansSoldInSecondaryMarketMember2025-01-012025-06-300001069157ewbc:LoansReceivablePurchasedMemberewbc:LoansSoldInSecondaryMarketMember2025-04-012025-06-300001069157ewbc:AffordableHousingPartnershipMember2026-06-300001069157ewbc:AffordableHousingPartnershipMember2025-12-310001069157ewbc:TaxCreditAndCRAInvestmentsMember2026-06-300001069157ewbc:TaxCreditAndCRAInvestmentsMember2025-12-310001069157ewbc:AffordableHousingPartnershipMember2026-04-012026-06-300001069157ewbc:AffordableHousingPartnershipMember2025-04-012025-06-300001069157ewbc:AffordableHousingPartnershipMember2026-01-012026-06-300001069157ewbc:AffordableHousingPartnershipMember2025-01-012025-06-300001069157ewbc:TaxCreditAndCRAInvestmentsMember2026-04-012026-06-300001069157ewbc:TaxCreditAndCRAInvestmentsMember2025-04-012025-06-300001069157ewbc:TaxCreditAndCRAInvestmentsMember2026-01-012026-06-300001069157ewbc:TaxCreditAndCRAInvestmentsMember2025-01-012025-06-300001069157us-gaap:OtherAssets2026-06-300001069157us-gaap:OtherAssets2025-12-310001069157srt:ParentCompanyMemberus-gaap:JuniorSubordinatedDebtMember2026-06-300001069157srt:ParentCompanyMemberus-gaap:JuniorSubordinatedDebtMember2025-12-310001069157ewbc:FloatingMembersrt:MinimumMember2026-06-300001069157ewbc:FloatingMembersrt:MaximumMember2026-06-300001069157ewbc:FloatingMember2026-06-300001069157ewbc:FloatingMember2025-12-310001069157ewbc:FixedMembersrt:MinimumMember2026-06-300001069157ewbc:FixedMembersrt:MaximumMember2026-06-300001069157ewbc:FixedMember2026-06-300001069157ewbc:FixedMember2025-12-310001069157ewbc:OvernightMember2026-06-300001069157ewbc:OvernightMember2025-12-310001069157us-gaap:LoanOriginationCommitmentsMember2026-06-300001069157us-gaap:LoanOriginationCommitmentsMember2025-12-310001069157us-gaap:LetterOfCreditMember2026-06-300001069157us-gaap:LetterOfCreditMember2025-12-310001069157us-gaap:CommitmentsToExtendCreditMember2026-06-300001069157us-gaap:CommitmentsToExtendCreditMember2025-12-310001069157us-gaap:StandbyLettersOfCreditMember2026-06-300001069157ewbc:CommercialLettersOfCreditMember2026-06-300001069157us-gaap:StandbyLettersOfCreditMember2025-12-310001069157ewbc:CommercialLettersOfCreditMember2025-12-310001069157ewbc:LoansSoldorSecuritizedWithRecourseMemberewbc:SingleFamilyResidentialMemberus-gaap:GuaranteeObligationsMember2026-06-300001069157ewbc:LoansSoldorSecuritizedWithRecourseMemberewbc:SingleFamilyResidentialMemberus-gaap:GuaranteeObligationsMember2025-12-310001069157ewbc:LoansSoldorSecuritizedWithRecourseMemberewbc:MultifamilyResidentialMemberus-gaap:GuaranteeObligationsMember2026-06-300001069157ewbc:LoansSoldorSecuritizedWithRecourseMemberewbc:MultifamilyResidentialMemberus-gaap:GuaranteeObligationsMember2025-12-310001069157ewbc:LoansSoldorSecuritizedWithRecourseMemberus-gaap:GuaranteeObligationsMember2026-06-300001069157ewbc:LoansSoldorSecuritizedWithRecourseMemberus-gaap:GuaranteeObligationsMember2025-12-310001069157ewbc:A2021StockIncentivePlanMember2026-06-300001069157ewbc:A2021StockIncentivePlanMember2025-12-310001069157ewbc:CliffVestingMemberus-gaap:RestrictedStockUnitsRSUMember2026-01-012026-06-300001069157ewbc:PerformanceBasedRestrictedStockSettledinStockMembersrt:MinimumMember2026-01-012026-06-300001069157ewbc:PerformanceBasedRestrictedStockSettledinStockMembersrt:MaximumMember2026-01-012026-06-300001069157ewbc:CliffVestingMemberewbc:PerformanceBasedRestrictedStockSettledinStockMember2026-01-012026-06-300001069157ewbc:TimeBasedRestrictedStockSettledinStockMember2025-12-310001069157ewbc:PerformanceBasedRestrictedStockSettledinStockMember2025-12-310001069157ewbc:TimeBasedRestrictedStockSettledinStockMember2026-01-012026-06-300001069157ewbc:PerformanceBasedRestrictedStockSettledinStockMember2026-01-012026-06-300001069157ewbc:TimeBasedRestrictedStockSettledinStockMember2026-06-300001069157ewbc:PerformanceBasedRestrictedStockSettledinStockMember2026-06-300001069157us-gaap:RestrictedStockUnitsRSUMember2026-04-012026-06-300001069157us-gaap:RestrictedStockUnitsRSUMember2026-01-012026-06-300001069157us-gaap:RestrictedStockUnitsRSUMember2025-04-012025-06-300001069157us-gaap:RestrictedStockUnitsRSUMember2025-01-012025-06-3000010691572025-01-220001069157us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2025-03-310001069157us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember2025-03-310001069157us-gaap:AccumulatedTranslationAdjustmentMember2025-03-310001069157us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2025-04-012025-06-300001069157us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember2025-04-012025-06-300001069157us-gaap:AccumulatedTranslationAdjustmentMember2025-04-012025-06-300001069157us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2025-06-300001069157us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember2025-06-300001069157us-gaap:AccumulatedTranslationAdjustmentMember2025-06-300001069157us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2026-03-310001069157us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember2026-03-310001069157us-gaap:AccumulatedTranslationAdjustmentMember2026-03-310001069157us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2026-04-012026-06-300001069157us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember2026-04-012026-06-300001069157us-gaap:AccumulatedTranslationAdjustmentMember2026-04-012026-06-300001069157us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2026-06-300001069157us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember2026-06-300001069157us-gaap:AccumulatedTranslationAdjustmentMember2026-06-300001069157us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2024-12-310001069157us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember2024-12-310001069157us-gaap:AccumulatedTranslationAdjustmentMember2024-12-310001069157us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2025-01-012025-06-300001069157us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember2025-01-012025-06-300001069157us-gaap:AccumulatedTranslationAdjustmentMember2025-01-012025-06-300001069157us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2025-12-310001069157us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember2025-12-310001069157us-gaap:AccumulatedTranslationAdjustmentMember2025-12-310001069157us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2026-01-012026-06-300001069157us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember2026-01-012026-06-300001069157us-gaap:AccumulatedTranslationAdjustmentMember2026-01-012026-06-300001069157ewbc:ConsumerandBusinessBankingMember2026-04-012026-06-300001069157ewbc:CommercialBankingMember2026-04-012026-06-300001069157ewbc:TreasuryAndOtherMember2026-04-012026-06-300001069157ewbc:ConsumerandBusinessBankingMember2026-06-300001069157ewbc:CommercialBankingMember2026-06-300001069157ewbc:TreasuryAndOtherMember2026-06-300001069157ewbc:ConsumerandBusinessBankingMember2025-04-012025-06-300001069157ewbc:CommercialBankingMember2025-04-012025-06-300001069157ewbc:TreasuryAndOtherMember2025-04-012025-06-300001069157ewbc:ConsumerandBusinessBankingMember2025-06-300001069157ewbc:CommercialBankingMember2025-06-300001069157ewbc:TreasuryAndOtherMember2025-06-300001069157ewbc:ConsumerandBusinessBankingMember2026-01-012026-06-300001069157ewbc:CommercialBankingMember2026-01-012026-06-300001069157ewbc:TreasuryAndOtherMember2026-01-012026-06-300001069157ewbc:ConsumerandBusinessBankingMember2025-01-012025-06-300001069157ewbc:CommercialBankingMember2025-01-012025-06-300001069157ewbc:TreasuryAndOtherMember2025-01-012025-06-30

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 June 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: 137,011,856 shares as of July 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			51
						8 — Federal Home Loan Bank Advances and Long-Term Debt			53
						9 — Commitments and Contingencies			53
						10 — Stock Compensation Plans			55
						11 — Stockholders’ Equity and Earnings Per Share			56
						12 — Accumulated Other Comprehensive Income (Loss)			56
						13 — Business Segments			58
			Item 2.			Management’s Discussion and Analysis of Financial Condition and Results of Operations			62
			Item 3.			Quantitative and Qualitative Disclosures About Market Risk			102
			Item 4.			Controls and Procedures			102
PART II — OTHER INFORMATION									103
			Item 1.			Legal Proceedings			103
			Item 1A.			Risk Factors			103
			Item 2.			Unregistered Sales of Equity Securities and Use of Proceeds			103
			Item 5.			Other Information			103
			Item 6.			Exhibits			104
GLOSSARY OF ACRONYMS									105
SIGNATURE									106

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)

						June 30, 2026						December 31, 2025
ASSETS
Cash and due from banks						$	564,840					$	656,125
Interest-bearing cash with banks						4,524,083						3,532,014
Cash and cash equivalents						5,088,923						4,188,139
Interest-bearing deposits with banks						12,426						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 $15,055,558 and $13,619,781)						14,581,546						13,212,220
Held-to-maturity (“HTM”), at amortized cost (fair value of $2,443,494 and $2,479,746)						2,845,364						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 $842,056 and $809,773)						58,121,884						56,068,399
Affordable housing partnership, tax credit and Community Reinvestment Act (“CRA”) investments, net						919,230						969,492
Premises and equipment (net of accumulated depreciation of $183,822 and $175,297)						186,166						82,310
Operating lease right-of-use assets						149,110						125,407
Goodwill						465,697						465,697
Other assets						1,950,701						1,991,110
TOTAL						$	84,763,472					$	80,434,997
LIABILITIES
Deposits:
Noninterest-bearing						$	18,355,698					$	16,697,099
Interest-bearing						51,736,995						50,385,602
Total deposits						70,092,693						67,082,701
Federal Home Loan Bank (“FHLB”) advances						3,000,000						3,000,000
Securities sold under repurchase agreements (“repurchase agreements”)						956,894						—
Long-term debt and finance lease liabilities						35,451						35,645
Operating lease liabilities						164,973						138,206
Accrued expenses and other liabilities						1,267,532						1,279,243
Total liabilities						75,517,543						71,535,795
COMMITMENTS AND CONTINGENCIES (Note 9)
STOCKHOLDERS’ EQUITY
Common stock, $0.001 par value, 200,000,000 shares authorized; 171,093,154 and 170,487,574 shares issued						171						170
Additional paid-in capital						2,151,229						2,111,316
Retained earnings						8,800,428						8,301,522
Treasury stock, at cost 34,082,542 and 32,908,712 shares						(1,292,113)						(1,168,196)
Accumulated other comprehensive loss (“AOCI”), net of tax						(413,786)						(345,610)
Total stockholders’ equity						9,245,929						8,899,202
TOTAL						$	84,763,472					$	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 June 30,												Six Months Ended June 30,
						2026						2025						2026						2025
INTEREST AND DIVIDEND INCOME
Loans receivable, including fees						$	874,489					$	865,695					$	1,733,367					$	1,706,107
Debt securities						170,329						153,788						330,507						301,572
Resale agreements						1,624						1,624						3,249						3,234
Restricted equity securities						3,165						2,957						8,143						5,816
Interest-bearing cash and deposits with banks						31,216						34,935						61,067						74,072
Total interest and dividend income						1,080,823						1,058,999						2,136,333						2,090,801
INTEREST EXPENSE
Deposits						359,422						400,588						714,834						792,569
Federal funds purchased and other short-term borrowings						5						1						9						7
FHLB advances						29,455						39,313						54,459						78,179
Repurchase agreements						6,680						1,352						9,970						1,429
Long-term debt and finance lease liabilities						610						671						1,217						1,342
Total interest expense						396,172						441,925						780,489						873,526
Net interest income before provision for credit losses						684,651						617,074						1,355,844						1,217,275
Provision for credit losses						33,000						45,000						69,000						94,000
Net interest income after provision for credit losses						651,651						572,074						1,286,844						1,123,275
NONINTEREST INCOME
Commercial and consumer deposit-related fees						31,621						26,865						62,240						53,940
Lending and loan servicing fees						27,961						25,586						54,031						51,816
Foreign exchange income						14,926						13,715						30,373						29,552
Wealth management fees						19,461						10,725						41,721						24,404
Customer derivative income and derivative mark-to-market adjustments						1,163						2,201						6,692						6,270
Net gains on AFS debt securities						2,931						746						3,547						877
Other investment (loss) income						(49)						678						2,907						2,940
Other income						8,478						5,662						7,537						8,481
Total noninterest income						106,492						86,178						209,048						178,280
NONINTEREST EXPENSE
Compensation and employee benefits						172,543						144,841						345,208						291,276
Occupancy and equipment expense						19,553						16,289						37,801						31,978
Computer and software related expenses						15,433						13,446						30,180						26,760
Deposit insurance premiums and regulatory assessments						10,268						9,133						19,127						19,518
Deposit account expense						8,906						9,348						16,439						18,390
Other real estate owned (“OREO”) expense (income)						2,254						(493)						1,990						3,673
Other operating expense						38,869						37,220						75,411						74,595
Amortization of tax credit and CRA investments						22,796						26,236						44,780						41,978
Total noninterest expense						290,622						256,020						570,936						508,168
INCOME BEFORE INCOME TAXES						467,521						402,232						924,956						793,387
Income tax expense						103,821						91,979						203,460						192,864
NET INCOME						$	363,700					$	310,253					$	721,496					$	600,523
Earnings per share (“EPS”)
- Basic						$	2.65					$	2.25					$	5.24					$	4.35
- Diluted						$	2.63					$	2.24					$	5.21					$	4.32
Weighted-average number of shares outstanding
- Basic						137,450						137,818						137,757						138,009
- Diluted						138,301						138,789						138,568						139,058

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 June 30,												Six Months Ended June 30,
						2026						2025						2026						2025
Net income						$	363,700					$	310,253					$	721,496					$	600,523
Other comprehensive (loss) income, net of tax:
Net changes in unrealized (losses) gains on AFS debt securities						(15,117)						14,388						(48,158)						71,673
Amortization of unrealized losses on debt securities transferred from AFS to HTM						2,545						1,221						5,066						3,913
Net changes in unrealized (losses) gains on cash flow hedges						(16,670)						18,129						(32,846)						49,409
Foreign currency translation adjustments						3,676						(1,103)						7,762						(2,115)
Other comprehensive (loss) income						(25,566)						32,635						(68,176)						122,880
COMPREHENSIVE INCOME						$	338,134					$	342,888					$	653,320					$	723,403

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, APRIL 1, 2025						137,802,089						$	2,044,068					$	7,517,711					$	(1,137,299)					$	(495,015)					$	7,929,465
Net income						—						—						310,253						—						—						310,253
Other comprehensive income						—						—						—						—						32,635						32,635
Issuance of common stock pursuant to various stock compensation plans and agreements						43,371						16,217						—						—						—						16,217
Repurchase of common stock pursuant to various stock compensation plans and agreements						(3,382)						—						—						(290)						—						(290)
Repurchase of common stock pursuant to the stock repurchase program						(25,987)						—						—						(2,770)						—						(2,770)
Cash dividends on common stock ($0.60 per share)						—						—						(83,743)						—						—						(83,743)
BALANCE, JUNE 30, 2025						137,816,091						$	2,060,285					$	7,744,221					$	(1,140,359)					$	(462,380)					$	8,201,767
BALANCE, APRIL 1, 2026						136,979,112						$	2,131,390					$	8,547,820					$	(1,291,555)					$	(388,220)					$	8,999,435
Net income						—						—						363,700						—						—						363,700
Other comprehensive loss						—						—						—						—						(25,566)						(25,566)
Issuance of common stock pursuant to various stock compensation plans and agreements						38,166						20,010						—						—						—						20,010
Repurchase of common stock pursuant to various stock compensation plans and agreements						(6,666)						—						—						(558)						—						(558)
Cash dividends on common stock ($0.80 per share)						—						—						(111,092)						—						—						(111,092)
BALANCE, JUNE 30, 2026						137,010,612						$	2,151,400					$	8,800,428					$	(1,292,113)					$	(413,786)					$	9,245,929

						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						—						—						600,523						—						—						600,523
Other comprehensive income						—						—						—						—						122,880						122,880
Issuance of common stock pursuant to various stock compensation plans and agreements						520,079						29,403						—						—						—						29,403
Repurchase of common stock pursuant to various stock compensation plans and agreements						(196,951)						—						—						(18,037)						—						(18,037)
Repurchase of common stock pursuant to the stock repurchase program						(944,336)						—						—						(88,212)						—						(88,212)
Cash dividends on common stock ($1.20 per share)						—						—						(167,844)						—						—						(167,844)
BALANCE, JUNE 30, 2025						137,816,091						$	2,060,285					$	7,744,221					$	(1,140,359)					$	(462,380)					$	8,201,767
BALANCE, JANUARY 1, 2026						137,578,862						$	2,111,486					$	8,301,522					$	(1,168,196)					$	(345,610)					$	8,899,202
Net income						—						—						721,496						—						—						721,496
Other comprehensive loss						—						—						—						—						(68,176)						(68,176)
Issuance of common stock pursuant to various stock compensation plans and agreements						605,580						39,914						—						—						—						39,914
Repurchase of common stock pursuant to various stock compensation plans and agreements						(236,120)						—						—						(25,097)						—						(25,097)
Repurchase of common stock pursuant to the stock repurchase program						(937,710)						—						—						(98,820)						—						(98,820)
Cash dividends on common stock ($1.60 per share)						—						—						(222,590)						—						—						(222,590)
BALANCE, JUNE 30, 2026						137,010,612						$	2,151,400					$	8,800,428					$	(1,292,113)					$	(413,786)					$	9,245,929

See accompanying Notes to Consolidated Financial Statements.

7

EAST WEST BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED STATEMENT OF CASH FLOWS

($ in thousands)

(Unaudited)

						Six Months Ended June 30,
						2026						2025
CASH FLOWS FROM OPERATING ACTIVITIES
Net income						$	721,496					$	600,523
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses						69,000						94,000
Depreciation, amortization and accretion, net						126,918						130,778
Stock compensation costs						36,855						26,480
Deferred income tax expense (benefit)						7,787						(24,288)
Net gains on AFS debt securities						(3,547)						(877)
Net (gains) losses on OREO write-downs and sales						(369)						2,925
Loans held-for-sale:
Originations						(2,357)						(628)
Proceeds from sales and paydowns/payoffs of loans originally classified as held-for-sale						2,347						406
Net change in accrued interest receivable and other assets						60,955						(125,159)
Net change in accrued expenses and other liabilities						13,482						(144,368)
Other operating activities, net						(2,537)						(3,238)
Total adjustments						308,534						(43,969)
Net cash provided by operating activities						1,030,030						556,554
CASH FLOWS FROM INVESTING ACTIVITIES
Net (increase) decrease in:
Affordable housing partnership, tax credit and CRA investments						(132,756)						(152,801)
Interest-bearing deposits with banks						4,943						(56,040)
AFS debt securities:
Proceeds from sales						1,206,685						318,294
Proceeds from repayments, maturities and redemptions						1,240,280						1,703,393
Purchases						(3,882,854)						(3,567,424)
Loans held-for-investment:
Proceeds from sales of loans originally classified as held-for-investment						219,639						126,548
Purchases						(426,122)						(530,041)
Other changes in loans held-for-investment, net						(1,880,980)						(867,055)
Purchases of premises and equipment, net						(112,528)						(4,614)
Proceeds from sales of OREO						16,380						24,424
Proceeds from repayments and redemptions of HTM debt securities						32,129						32,213
Purchases of FHLB stock, net						(5,119)						—
Other investing activities, net						5,715						3,420
Net cash used in investing activities						(3,714,588)						(2,969,683)

See accompanying Notes to Consolidated Financial Statements.

8

EAST WEST BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED STATEMENT OF CASH FLOWS

($ in thousands)

(Unaudited)

(Continued)

						Six Months Ended June 30,
						2026						2025
CASH FLOWS FROM FINANCING ACTIVITIES
Net change in deposits						2,959,274						1,843,902
FHLB advances:
Proceeds						1,800,000						2,000,000
Repayments						(1,300,000)						(2,000,000)
Net change in short-term FHLB advances						(500,000)						—
Net change in repurchase agreements						956,894						—
Repayment of lease liabilities						(421)						(419)
Common stock:
Proceeds from issuance pursuant to various stock compensation plans and agreements						1,593						1,721
Stock tendered for payment of withholding taxes						(26,431)						(18,058)
Repurchase of common stock pursuant to the stock repurchase program						(97,841)						(89,135)
Cash dividends paid						(223,640)						(168,643)
Net cash provided by financing activities						3,569,428						1,569,368
Effect of exchange rate changes on cash and cash equivalents						15,914						2,960
NET INCREASE (DECREASE) IN CASH AND CASH EQUIVALENTS						900,784						(840,801)
CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD						4,188,139						5,250,742
CASH AND CASH EQUIVALENTS, END OF PERIOD						$	5,088,923					$	4,409,941
SUPPLEMENTAL CASH FLOW INFORMATION:
Cash paid during the period for:
Interest						$	792,598					$	874,296
Income taxes, net						$	149,833					$	227,110
Noncash investing and financing activities:
Loans transferred from held-for-investment to held-for-sale						$	224,687					$	138,408
Loans transferred from held-for-sale to held-for-investment						$	3,497					$	—
Loans transferred to OREO						$	19,645					$	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. SEC 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 could be materially different from those estimates. Hence, 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 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 instruments’ fair value hedge basis adjustment be excluded when performing the net investment hedge effectiveness assessment. This guidance must be applied prospectively for all hedging relationships.			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 scope of the gross up approach under ASC 326 to include purchased seasoned loans. Under the guidance, purchased seasoned loans include: •Non-Purchased Credit Deteriorated (“Non-PCD”) loans that are acquired in a business combination. •Non-PCD loans that are (1) acquired in an asset acquisition or upon consolidation of a VIE that is not a business and (2) are 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. 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

Under applicable accounting standards, the Company measures a portion of its assets and liabilities at fair value. These assets and liabilities are predominantly recorded at fair value on a recurring basis. At times, certain assets and liabilities are measured at fair value on a nonrecurring basis; that is, they are subject to fair value adjustments only as required through the application of an accounting method such as lower of cost or fair value or write-down of individual assets. The Company categorizes its assets and liabilities into three levels based on the established fair value hierarchy and conducts a review of fair value hierarchy classifications on a quarterly basis. For more information regarding the fair value hierarchy and how the Company measures fair value, 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.

Assets and Liabilities Measured at Fair Value on a Recurring Basis

For additional information regarding the valuation methodologies used for the Company’s assets and liabilities measured at fair value on a recurring basis, as well as their general classification within the fair value hierarchy, 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.

11

The following tables present financial assets and liabilities that are measured at fair value on a recurring basis as of June 30, 2026 and December 31, 2025:

						Assets and Liabilities Measured at Fair Value on a Recurring Basis as of June 30, 2026
($ in thousands)						Level 1						Level 2						Level 3						Total Fair Value
AFS debt securities:
U.S. Treasury securities						$	1,431,341					$	—					$	—					$	1,431,341
U.S. government agency and U.S. government-sponsored enterprise debt securities						—						254,400						—						254,400
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (1):
Commercial mortgage-backed securities						—						224,397						—						224,397
Residential mortgage-backed securities						—						11,230,828						—						11,230,828
Municipal securities						—						240,688						—						240,688
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities						—						174,606						—						174,606
Residential mortgage-backed securities						—						361,635						—						361,635
Corporate debt securities						—						421,302						—						421,302
Foreign government bonds						—						242,349						—						242,349
Total AFS debt securities						$	1,431,341					$	13,150,205					$	—					$	14,581,546
Affordable housing partnership, tax credit and CRA investments, net:
Equity securities						$	22,174					$	4,262					$	—					$	26,436
Total affordable housing partnership, tax credit and CRA investments, net						$	22,174					$	4,262					$	—					$	26,436
Other assets:
Equity securities						$	195					$	—					$	—					$	195
Total other assets						$	195					$	—					$	—					$	195
Derivative assets:
Interest rate contracts						$	—					$	261,527					$	—					$	261,527
Foreign exchange contracts						—						60,269						—						60,269
Credit contracts						—						6						—						6
Equity contracts						—						—						524						524
Commodity contracts						—						65,094						—						65,094
Gross derivative assets						$	—					$	386,896					$	524					$	387,420
Netting adjustments (2)						$	—					$	(307,350)					$	—					$	(307,350)
Net derivative assets						$	—					$	79,546					$	524					$	80,070
Derivative liabilities:
Interest rate contracts						$	—					$	268,367					$	—					$	268,367
Foreign exchange contracts						—						56,384						—						56,384
Credit contracts						—						130						—						130
Equity contracts (3)						—						—						15,775						15,775
Commodity contracts						—						66,873						—						66,873
Gross derivative liabilities						$	—					$	391,754					$	15,775					$	407,529
Netting adjustments (2)						$	—					$	(106,664)					$	—					$	(106,664)
Net derivative liabilities						$	—					$	285,090					$	15,775					$	300,865

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 $9.9 billion and $9.6 billion of fair value as of June 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 agreements 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 consist of performance-based restricted stock units (“RSUs”) granted as part of EWBC’s consideration in an investment.

13

For the three and six months ended June 30, 2026 and 2025, Level 3 fair value measurements that were measured on a recurring basis 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 equity contracts for the three and six months ended June 30, 2026 and 2025:

						Three Months Ended June 30,												Six Months Ended June 30,
($ in thousands)						2026						2025						2026						2025
Derivative assets:
Equity contracts
Beginning balance						$	583					$	418					$	522					$	239
Total (losses) gains included in earnings (1)						(59)						(41)						2						(118)
Issuances (1)						—						—						—						256
Ending balance						$	524					$	377					$	524					$	377
Derivative liabilities:
Equity contracts (2)
Beginning balance						$	13,046					$	15,119					$	13,734					$	15,119
Total losses included in earnings (3)						2,729						—						2,041						—
Ending balance						$	15,775					$	15,119					$	15,775					$	15,119

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

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

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

The following table presents quantitative information about the significant unobservable inputs used in the valuation of Level 3 fair value measurements that are measured on a recurring basis as of June 30, 2026 and December 31, 2025:

($ in thousands)						Fair Value Measurements (Level 3)						Valuation Technique						Unobservable Inputs						Range of Inputs						Weighted-Average of Inputs
June 30, 2026
Derivative assets:
Equity contracts						$	524					Black-Scholes option pricing model						Equity volatility						36% — 68%						44		%	(1)
																		Liquidity discount						47%						47		%
Derivative liabilities:
Equity contracts (2)						$	15,775					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 June 30, 2026 and December 31, 2025.

(2)Equity contracts classified as derivative liabilities consist of performance-based RSUs granted as part of EWBC’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 may result from the impairment of certain individually evaluated loans held-for-investment and affordable housing partnership, tax credit and CRA investments, from the write-downs of OREO and other nonperforming assets, or from the application of lower of cost or fair value on loans held-for-sale.

Loans Held-for-Sale — Loans held-for-investment subsequently transferred to held-for-sale are recorded at the lower of cost or fair value upon transfer. Loans held-for-sale may be measured at fair value on a nonrecurring basis when fair value is less than cost. Fair value is generally determined based on available market data for similar loans and therefore, loans held-for-sale are classified as Level 2.

For additional information regarding the valuation methodologies used for the Company’s assets and liabilities measured at fair value on a nonrecurring basis, as well as their general classification within the fair value hierarchy, 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 were still held and had fair value adjustments measured on a nonrecurring basis as of June 30, 2026 and December 31, 2025:

						Assets Measured at Fair Value on a Nonrecurring Basis as of June 30, 2026
($ in thousands)						Level 1						Level 2						Level 3						Fair Value Measurements
Loans held-for-investment:
Commercial:
Commercial and industrial (“C&I”)						$	—					$	—					$	12,162					$	12,162
Commercial real estate (“CRE”):
CRE						—						—						30,740						30,740
Total loans held-for-investment						$	—					$	—					$	42,902					$	42,902
Loans held-for-sale						$	—					$	6,304					$	—					$	6,304
OREO (1)						$	—					$	—					$	4,508					$	4,508

						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 property that was written down subsequent to its initial classification as OREO and included in Other assets on the Consolidated Balance Sheet.

15

The following table presents the change in the fair value of certain assets held at the end of the respective reporting periods, for which a nonrecurring fair value adjustment was recognized for the three and six months ended June 30, 2026 and 2025:

						Three Months Ended June 30,												Six Months Ended June 30,
($ in thousands)						2026						2025						2026						2025
Loans held-for-investment:
Commercial:
C&I						$	(15,834)					$	(11,327)					$	(28,740)					$	(13,560)
CRE:
CRE						(12,094)						(6,046)						(13,400)						(19,885)
Total loans held-for-investment						$	(27,928)					$	(17,373)					$	(42,140)					$	(33,445)
Loans held-for-sale						$	(905)					$	—					$	(4,697)					$	—
OREO						$	(1,840)					$	—					$	(1,932)					$	—
Total nonrecurring fair value losses						$	(30,673)					$	(17,373)					$	(48,769)					$	(33,445)

The following table presents the quantitative information about the significant unobservable inputs used in the valuation of Level 3 fair value measurements that are measured on a nonrecurring basis as of June 30, 2026 and December 31, 2025:

($ in thousands)						Fair Value Measurements (Level 3)						Valuation Techniques						Unobservable Inputs						Range of Inputs						Weighted-average of Inputs
June 30, 2026
Loans held-for-investment						$	9,518					Fair value of collateral						Discount						65% — 93%						80%			(1)
						$	33,384					Fair value of property						Selling cost						8%						8%
OREO						$	4,508					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 June 30, 2026 and December 31, 2025.

16

Disclosures about the Fair Value of Financial Instruments

The following tables present the fair value estimates for financial instruments as of June 30, 2026 and December 31, 2025, excluding financial instruments recorded at fair value on a recurring basis as they are included in the tables presented elsewhere in this Note. The carrying amounts in the following tables are recorded on the Consolidated Balance Sheet under the indicated captions, except for accrued interest receivable, restricted equity securities, at cost, and mortgage servicing rights that are included in Other assets, and accrued interest payable which is included in Accrued expenses and other liabilities. These financial instruments are measured on an amortized cost basis on the Company’s Consolidated Balance Sheet.

						June 30, 2026
($ in thousands)						Carrying Amount						Level 1						Level 2						Level 3						Estimated Fair Value
Financial assets:
Cash and cash equivalents						$	5,088,923					$	5,088,923					$	—					$	—					$	5,088,923
Interest-bearing deposits with banks						$	12,426					$	—					$	12,426					$	—					$	12,426
Resale agreements						$	425,000					$	—					$	349,960					$	—					$	349,960
HTM debt securities						$	2,845,364					$	528,435					$	1,915,059					$	—					$	2,443,494
Restricted equity securities, at cost						$	159,013					$	—					$	159,013					$	—					$	159,013
Loans held-for-sale						$	17,425					$	—					$	17,425					$	—					$	17,425
Loans held-for-investment, net						$	58,121,884					$	—					$	—					$	56,556,874					$	56,556,874
Mortgage servicing rights						$	3,736					$	—					$	—					$	6,736					$	6,736
Accrued interest receivable						$	329,681					$	—					$	329,681					$	—					$	329,681
Financial liabilities:
Demand, checking, savings and money market deposits						$	44,553,844					$	—					$	44,553,844					$	—					$	44,553,844
Time deposits						$	25,538,849					$	—					$	25,494,748					$	—					$	25,494,748
FHLB advances						$	3,000,000					$	—					$	3,001,692					$	—					$	3,001,692
Repurchase agreements						$	956,894					$	—					$	956,895					$	—					$	956,895
Long-term debt						$	32,482					$	—					$	30,822					$	—					$	30,822
Accrued interest payable						$	48,042					$	—					$	45,889					$	—					$	45,889

						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:
Demand, checking, savings and money market deposits						$	41,797,887					$	—					$	41,797,887					$	—					$	41,797,887
Time deposits						$	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

17

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

The Company’s resale agreements expose it to credit risk from both the counterparties and the underlying collateral. The Company manages credit exposure from certain transactions by entering into master netting agreements and collateral arrangements with the counterparties. The relevant agreements allow for an efficient closeout of the transaction, liquidation and set-off of collateral against the net amount owed by the counterparty following a default. It is the Company’s policy to take possession, where possible, of the assets underlying resale agreements. As a result of the Company’s credit risk mitigation practices with respect to resale agreements as described above, the Company did not hold any reserves for credit impairment with respect to these agreements as of both June 30, 2026 and December 31, 2025.

Balance Sheet Offsetting

The Company’s resale and repurchase agreements are transacted under legally enforceable master netting agreements that, in the event of default by the counterparty, provide the Company with the right to liquidate securities held and to offset receivables and payables with the same counterparty. The Company nets resale and repurchase transactions with the same counterparty on the Consolidated Balance Sheet when it has a legally enforceable master netting agreement and the transactions are eligible for netting under ASC 210-20-45-11, Balance Sheet Offsetting Repurchase and Reverse Repurchase Agreements. Collateral received includes securities that are not recognized on the Consolidated Balance Sheet. Collateral pledged consists of securities that are not netted on the Consolidated Balance Sheet against the related collateralized liability. Securities received or pledged as collateral in resale and repurchase agreements with other financial institutions may also be sold or re-pledged by the secured party, and are usually delivered to and held by third-party trustees. For more information regarding the Company’s accounting policy related to resale and repurchase agreement, 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 resale agreements as of June 30, 2026 and December 31, 2025 and repurchase agreements as of June 30, 2026. There were no repurchase agreements 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
June 30, 2026
Resale agreements						$	425,000					$	—					$	425,000					$	(349,266)					$	75,734
Repurchase agreements (2)						$	956,894					$	—					$	956,894					$	(956,731)					$	163
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 July 2026.

In addition to the amounts included in the table above, the Company also has balance sheet netting related to derivatives. Refer to 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, gross unrealized gains and losses, allowance for credit losses, and fair value by major categories of AFS and HTM debt securities as of June 30, 2026 and December 31, 2025:

						June 30, 2026
($ in thousands)						Amortized Cost (1)												Gross Unrealized Gains						Gross Unrealized Losses												Fair Value
AFS debt securities:
U.S. Treasury securities						$	1,452,946											$	234					$	(21,839)											$	1,431,341
U.S. government agency and U.S. government-sponsored enterprise debt securities						286,666												—						(32,266)												254,400
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (2):
Commercial mortgage-backed securities						249,683												97						(25,383)												224,397
Residential mortgage-backed securities						11,420,269												39,019						(228,460)												11,230,828
Municipal securities						271,422												17						(30,751)												240,688
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities						196,228												—						(21,622)												174,606
Residential mortgage-backed securities						420,959												—						(59,324)												361,635
Corporate debt securities						506,125												—						(84,823)												421,302
Foreign government bonds						251,260												435						(9,346)												242,349
Total AFS debt securities						15,055,558												39,802						(513,814)												14,581,546
HTM debt securities:
U.S. Treasury securities						543,466												—						(15,031)												528,435
U.S. government agency and U.S. government-sponsored enterprise debt securities						1,008,313												—						(154,607)												853,706
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (3):
Commercial mortgage-backed securities						466,903												—						(71,161)												395,742
Residential mortgage-backed securities						642,441												—						(125,412)												517,029
Municipal securities						184,241												—						(35,659)												148,582
Total HTM debt securities						2,845,364												—						(401,870)												2,443,494
Total debt securities						$	17,900,922											$	39,802					$	(915,684)											$	17,025,040

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 receivables which are presented within Other assets on the Consolidated Balance Sheet. As of June 30, 2026 and December 31, 2025, the accrued interest receivables were $64 million and $54 million, respectively. For the Company’s accounting policy related to debt securities’ accrued interest receivables, 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 totaling $10.0 billion of amortized cost and $9.9 billion of fair value as of June 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 $76 million of amortized cost and $61 million of fair value as of June 30, 2026, and $79 million of amortized cost and $65 million of fair value as of December 31, 2025.

20

Unrealized Losses of Available-for-Sale Debt Securities

The following tables present the fair value and the associated 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 June 30, 2026 and December 31, 2025.

						June 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						$	752,995					$	(11,871)					$	580,436					$	(9,968)					$	1,333,431					$	(21,839)
U.S. government agency and U.S. government sponsored enterprise debt securities						—						—						254,400						(32,266)						254,400						(32,266)
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities:
Commercial mortgage-backed securities						3,473						(85)						216,352						(25,298)						219,825						(25,383)
Residential mortgage-backed securities						4,518,493						(49,168)						1,324,514						(179,292)						5,843,007						(228,460)
Municipal securities						10,112						(71)						225,102						(30,680)						235,214						(30,751)
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities						—						—						174,606						(21,622)						174,606						(21,622)
Residential mortgage-backed securities						—						—						361,635						(59,324)						361,635						(59,324)
Corporate debt securities						—						—						421,302						(84,823)						421,302						(84,823)
Foreign government bonds						18,922						(11)						40,665						(9,335)						59,587						(9,346)
Total AFS debt securities						$	5,303,995					$	(61,206)					$	3,599,012					$	(452,608)					$	8,903,007					$	(513,814)

						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)

21

As of June 30, 2026, the Company had 482 AFS debt securities in a gross unrealized loss position, primarily consisting of 284 U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities, 41 corporate debt securities and 61 non-agency mortgage-backed securities. In comparison, as of December 31, 2025, the Company had 429 AFS debt securities in a gross unrealized loss position, primarily consisting of 222 U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities, 47 corporate debt securities and 66 non-agency mortgage-backed securities.

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

The Company evaluates each AFS debt security where the fair value declines below amortized cost. For a discussion of the factors and criteria the Company uses in analyzing securities for impairment related to credit losses, 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.

The gross unrealized losses presented in the preceding tables were primarily attributable to interest rate movement and the widening of liquidity and/or credit spreads. U.S. Treasury, U.S. government agency, U.S. government-sponsored agency, and U.S. government-sponsored enterprise debt and mortgage-backed securities are issued, guaranteed, or otherwise supported by the U.S. government and have a zero credit loss assumption. The remaining securities that were in an unrealized loss position as of June 30, 2026 were mainly comprised of the following:

•Corporate debt securities — The market value movement as of June 30, 2026 was primarily due to interest rate movement and spread change. A portion of the corporate debt securities is comprised of subordinated debt securities issued by U.S. banks. These securities are nearly all rated investment grade by nationally recognized statistical rating organizations (“NRSROs”) and issued by well-capitalized financial institutions with strong profitability. The contractual payments from these corporate debt securities have been and are expected to be received on time. The Company will continue to monitor the market developments in the banking sector and the credit performance of these securities.

•Non-agency mortgage-backed securities — The market value movement for the majority of these securities as of June 30, 2026 was primarily due to interest rate movement and spread change. A substantial majority of the non-agency mortgage-backed securities are rated investment grade by NRSROs or have high priority in the cash flow waterfall within the securitization structure, and the contractual payments have historically been on time. Accordingly, the Company believes the risk of credit losses on these securities is low.

As of both June 30, 2026 and December 31, 2025, the Company intended to hold the AFS debt securities with unrealized losses through the anticipated recovery period and it was more-likely-than-not that the Company would not have to sell these securities before the recovery of their amortized cost. The issuers of these securities have not, to the Company’s knowledge, established any cause for default on these securities. As a result, the Company expects to recover the entire amortized cost basis of these securities.

There was no allowance for credit losses recorded against these securities as of June 30, 2026, compared with an allowance for credit losses of $2 million as of December 31, 2025, related to a non-agency commercial mortgage-backed security that experienced a deterioration in both its credit rating and expected cash flows, resulting in its fair value falling below amortized cost. For the three months ended June 30, 2026, no provision for credit losses was recognized. For the six months ended June 30, 2026, a $192 thousand reversal of credit losses was recognized, as a result of the sale of this security, compared with no provision for credit losses for the three and six months ended June 30, 2025.

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

The Company separately evaluates its HTM debt securities for any credit losses using an expected loss model, similar to the methodology used for loans. For additional information on the Company’s credit loss methodology, refer to 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.

22

The Company monitors the credit quality of the HTM debt securities using external credit ratings. As of June 30, 2026, all HTM securities were rated investment grade by NRSROs and issued, guaranteed, or supported by U.S. government entities and agencies. Accordingly, the Company applied a zero credit loss assumption and no allowance for credit losses was recorded as of both June 30, 2026 and December 31, 2025. Overall, the Company believes that the credit support levels of the debt securities are strong and based on current assessments and macroeconomic forecasts, expects that full contractual cash flows will be received.

Realized Gains and Reversal of Credit Losses

The following table presents the gross realized gains from the sales of AFS debt securities (pre-tax), the reversal of credit losses, and the related tax expense included in earnings for the three and six months ended June 30, 2026 and 2025:

						Three Months Ended June 30,												Six Months Ended June 30,
($ in thousands)						2026						2025						2026						2025
Gross realized gains from sales						$	2,931					$	746					$	3,547					$	877
Reversal of credit losses						$	—					$	—					$	192					$	—
Related tax expense						$	866					$	208					$	1,105					$	247

Interest Income

The following table presents the composition of interest income on debt securities for the three and six months ended June 30, 2026 and 2025:

						Three Months Ended June 30,												Six Months Ended June 30,
($ in thousands)						2026						2025						2026						2025
Taxable interest						$	166,773					$	151,372					$	323,340					$	294,262
Nontaxable interest						3,556						2,416						7,167						7,310
Total interest income on debt securities						$	170,329					$	153,788					$	330,507					$	301,572

23

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

The following tables present the contractual maturities, amortized cost, fair value and weighted-average yields of AFS and HTM debt securities as of June 30, 2026. Expected maturities will differ from contractual maturities on certain securities as the issuers and borrowers of the underlying collateral 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						$	490,491					$	890,422					$	72,033					$	—					$	1,452,946
Fair value						485,561						875,488						70,292						—						1,431,341
Weighted-average yield (1)						1.13		%				3.47		%				3.78		%				—		%				2.70		%
U.S. government agency and U.S. government-sponsored enterprise debt securities
Amortized cost						1,677						75,000						153,065						56,924						286,666
Fair value						1,659						69,868						134,895						47,978						254,400
Weighted-average yield (1)						2.85		%				1.88		%				2.15		%				2.15		%				2.08		%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities
Amortized cost						81						56,177						75,152						11,538,542						11,669,952
Fair value						80						53,954						68,889						11,332,302						11,455,225
Weighted-average yield (1) (2)						2.57		%				2.87		%				2.82		%				4.74		%				4.72		%
Municipal securities
Amortized cost						17,453						6,359						23,584						224,026						271,422
Fair value						17,301						5,986						20,140						197,261						240,688
Weighted-average yield (1) (2)						2.52		%				1.80		%				2.41		%				2.25		%				2.28		%
Non-agency mortgage-backed securities
Amortized cost						—						—						—						617,187						617,187
Fair value						—						—						—						536,241						536,241
Weighted-average yield (1)						—		%				—		%				—		%				2.23		%				2.23		%
Corporate debt securities
Amortized cost						7,375						62,250						411,500						25,000						506,125
Fair value						7,201						58,683						334,487						20,931						421,302
Weighted-average yield (1)						6.28		%				4.33		%				2.26		%				1.80		%				2.55		%
Foreign government bonds
Amortized cost						41,031						160,229						50,000						—						251,260
Fair value						41,154						160,531						40,664						—						242,349
Weighted-average yield (1)						2.16		%				2.21		%				1.75		%				—		%				2.11		%
Total AFS debt securities
Amortized cost						$	558,108					$	1,250,437					$	785,334					$	12,461,679					$	15,055,558
Fair value						$	552,956					$	1,224,510					$	669,367					$	12,134,713					$	14,581,546
Weighted-average yield (1)						1.32		%				3.22		%				2.40		%				4.55		%				4.21		%

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						$	223,023					$	320,443					$	—					$	—					$	543,466
Fair value						218,507						309,928						—						—						528,435
Weighted-average yield (1)						0.93		%				1.13		%				—		%				—		%				1.05		%
U.S. government agency and U.S. government-sponsored enterprise debt securities
Amortized cost						—						130,134						812,871						65,308						1,008,313
Fair value						—						118,579						682,053						53,074						853,706
Weighted-average yield (1)						—		%				1.37		%				1.96		%				2.12		%				1.90		%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities
Amortized cost						—						68,086						214,143						827,115						1,109,344
Fair value						—						62,082						182,459						668,230						912,771
Weighted-average yield (1) (2)						—		%				1.60		%				1.72		%				1.67		%				1.68		%
Municipal securities
Amortized cost						—						—						13,812						170,429						184,241
Fair value						—						—						12,080						136,502						148,582
Weighted-average yield (1) (2)						—		%				—		%				2.35		%				1.99		%				2.02		%
Total HTM debt securities
Amortized cost						$	223,023					$	518,663					$	1,040,826					$	1,062,852					$	2,845,364
Fair value						$	218,507					$	490,589					$	876,592					$	857,806					$	2,443,494
Weighted-average yield (1)						0.93		%				1.25		%				1.92		%				1.75		%				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 June 30, 2026 and December 31, 2025, AFS and HTM debt securities with carrying values of $4.7 billion and $4.6 billion, respectively, were pledged to secure borrowings and for other purposes required or permitted by law. As of June 30, 2026 and December 31, 2025, AFS and HTM debt securities with fair values of $8.2 billion and $4.8 billion, respectively, were prepositioned for the Federal Reserve Bank (“FRB”) Standing Repurchase Agreement Facility.

Restricted Equity Securities

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

($ in thousands)						June 30, 2026						December 31, 2025
FRB of San Francisco stock						$	66,589					$	66,179
FHLB stock						92,424						87,305
Total restricted equity securities						$	159,013					$	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 with their risk management objectives. The Company’s goal is to manage interest rate sensitivity and volatility to mitigate the effect of interest rate changes on earnings or capital. The Company may also use foreign exchange contracts to manage the foreign exchange rate risk associated with certain foreign currency-denominated assets and liabilities, the funding needs of, as well as the Bank’s investment in, East West Bank (China) Limited. The Company recognizes all derivatives on the Consolidated Balance Sheet at fair value. While the Company designates certain derivatives as hedging instruments in a qualifying hedge accounting relationship, other derivatives serve as economic hedges. For additional information on the Company’s derivatives and hedging activities, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Derivatives to the Consolidated Financial Statements of the Company’s 2025 Form 10-K.

The following table presents the notional amounts and fair values of the Company’s derivatives as of June 30, 2026 and December 31, 2025. Certain derivative contracts are cleared through central clearing organizations where variation margin is applied daily as settlement to the fair values of the contracts. The fair values are presented on a gross basis prior to the application of bilateral collateral and master netting agreements, but after the application of variation margin payments as settlement to fair values of contracts cleared through central clearing organizations. Applying variation margin payments as settlement to the fair values of derivative contracts cleared through the London Clearing House (“LCH”) and the Chicago Mercantile Exchange (“CME”) resulted in reductions in the derivative asset and liability fair values of $20 million and $12 million, respectively, as of June 30, 2026. In comparison, applying variation margin payments as settlement to LCH- and CME-cleared derivative transactions resulted in reductions in the derivative asset and liability fair values of $16 million and $3 million, respectively, as of December 31, 2025. Total gross derivative asset and liability fair values are then adjusted to reflect 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.

						June 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					$	8,401					$	14,705					$	4,250,000					$	39,997					$	139
Derivatives not designated as hedging instruments:
Interest rate contracts						$	17,722,136					$	253,126					$	253,662					$	18,987,277					$	258,561					$	256,731
Commodity contracts (1)						—						65,094						66,873						—						66,022						72,158
Foreign exchange contracts						5,232,565						60,269						56,384						4,550,101						44,340						43,160
Credit contracts (2)						371,665						6						130						303,421						25						51
Equity contracts						—						524			(3)			15,775			(4)			—						522			(3)			13,734			(4)
Total derivatives not designated as hedging instruments						$	23,326,366					$	379,019					$	392,824					$	23,840,799					$	369,470					$	385,834
Gross derivative assets/liabilities												$	387,420					$	407,529											$	409,467					$	385,973
Less: Master netting agreements												(106,024)						(106,024)												(74,138)						(74,138)
Less: Cash collateral received												(201,326)						(640)												(183,387)						(27,502)
Net derivative assets/liabilities												$	80,070					$	300,865											$	151,942					$	284,333

(1)The notional amount of the Company’s commodity contracts totaled 15 million barrels of crude oil and 272 million units of natural gas, measured in million British thermal units (“MMBTUs”) as of June 30, 2026. In comparison, the notional amount of the Company’s commodity contracts totaled 16 million barrels of crude oil and 364 million MMBTUs of natural gas as of December 31, 2025.

(2)The notional amount for the credit contracts reflects the Company’s pro-rata share of the notional amount in the underlying derivative instruments in credit risk participation agreements (“RPAs”).

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

(4)Equity contracts classified as derivative liabilities consist of 349 thousand performance-based RSUs granted as part of EWBC’s consideration in an investment.

26

Derivatives Designated as Hedging Instruments

Cash Flow Hedges — The Company uses interest rate swaps and collars to hedge the variability in the interest amount received on certain floating-rate commercial loans due to changes in the contractually specified interest rates. As of June 30, 2026, interest rate contracts in notional amounts of $4.0 billion were designated as cash flow hedges to convert certain variable-rate loans from floating-rate payments to fixed-rate payments. Gains and losses on the hedging derivative instruments are recognized in AOCI and reclassified to earnings in the same period the hedged cash flows impact earnings and are recorded within the same income statement line item as the hedged cash flows. Considering the interest rates, yield curve and notional amount as of June 30, 2026, the Company expects to reclassify an estimated $5 million of after-tax net losses on derivative instruments designated as cash flow hedges from AOCI into earnings during the next 12 months.

The following table presents the pre-tax changes in AOCI from cash flow hedges for the three and six months ended June 30, 2026 and 2025. The after-tax impact of cash flow hedges on AOCI is shown in Note 12 — Accumulated Other Comprehensive Income (Loss) to the Consolidated Financial Statements in this Form 10-Q.

						Three Months Ended June 30,												Six Months Ended June 30,
($ in thousands)						2026						2025						2026						2025
(Losses) gains recognized in AOCI:
Interest rate contracts						$	(22,908)					$	18,728					$	(45,290)					$	56,194
(Gains) losses reclassified from AOCI into earnings:
Interest and dividend income (for cash flow hedges on loans)						$	(758)					$	5,531					$	(1,341)					$	12,583

Derivatives Not Designated as Hedging Instruments

Customer-Related Positions and Economic Hedge Derivatives — The Company enters into interest rate, commodity, and foreign exchange derivatives at the request of its customers and generally enters into offsetting derivative contracts with third-party financial institutions to mitigate the inherent 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 June 30, 2026 and December 31, 2025.

27

The following table presents the notional amounts and the gross fair values of interest rate and foreign exchange derivatives entered into with customers and with third-party financial institutions, which serve as economic hedges to customers’ positions, as of June 30, 2026 and December 31, 2025:

						June 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						$	7,213,744					$	12,378					$	234,791					$	7,566,889					$	47,448					$	206,794
Written options						1,280,551						—						5,261						1,463,110						—						1,900
Collars and corridors						347,870						75						695						444,604						311						20
Subtotal						8,842,165						12,453						240,747						9,474,603						47,759						208,714
Foreign exchange contracts:
Forwards and spot						1,306,997						20,893						11,340						1,156,203						23,661						2,831
Swaps						769,619						8,406						9,359						785,956						13,272						661
Written options						65,330						—						2,201						63,460						—						73
Subtotal						2,141,946						29,299						22,900						2,005,619						36,933						3,565
Total						$	10,984,111					$	41,752					$	263,647					$	11,480,222					$	84,692					$	212,279
Economic hedges and other:
Interest rate contracts:
Swaps						$	7,251,550					$	234,667					$	12,839					$	7,604,959					$	208,860					$	47,682
Purchased options						1,280,551						5,302						—						1,463,110						1,922						—
Collars and corridors						347,870						704						76						444,605						20						335
Subtotal						8,879,971						240,673						12,915						9,512,674						210,802						48,017
Foreign exchange contracts:
Forwards and spot						258,218						4,755						4,837						234,278						1,602						3,498
Swaps						2,767,071						24,011						28,644						2,246,744						5,718						36,083
Purchased options						65,330						2,204						3						63,460						87						14
Subtotal						3,090,619						30,970						33,484						2,544,482						7,407						39,595
Total						$	11,970,590					$	271,643					$	46,399					$	12,057,156					$	218,209					$	87,612

28

The Company enters into energy commodity contracts with its customers in the oil and gas sector, which allow them to hedge against the risk of fluctuation in energy commodity prices. Offsetting contracts entered with third-party financial institutions are used as economic hedges to manage the Company’s exposure on its customer-related positions. The following table presents the notional amounts in units and the gross fair values of the commodity derivatives issued for customer-related positions and economic hedges as of June 30, 2026 and December 31, 2025:

						June 30, 2026																								December 31, 2025
																		Fair Value																								Fair Value
($ and unit in thousands)						Notional Units												Assets						Liabilities						Notional Units												Assets						Liabilities
Customer-related positions:
Commodity contracts:
Crude oil:
Swaps						5,878						Barrels						$	19,883					$	10,940					4,255						Barrels						$	205					$	28,533
Collars						1,711						Barrels						10,811						257						3,747						Barrels						21						13,622
Subtotal						7,589						Barrels						30,694						11,197						8,002						Barrels						226						42,155
Natural gas:
Swaps						93,345						MMBTUs						6,828						22,132						112,599						MMBTUs						5,814						18,403
Collars						34,434						MMBTUs						70						6,108						71,945						MMBTUs						1,879						6,693
Subtotal						127,779						MMBTUs						6,898						28,240						184,544						MMBTUs						7,693						25,096
Total																		$	37,592					$	39,437																	$	7,919					$	67,251
Economic hedges:
Commodity contracts:
Crude oil:
Swaps						5,878						Barrels						$	6,608					$	13,978					4,255						Barrels						$	25,309					$	11
Collars						1,718						Barrels						276						4,089						3,747						Barrels						8,724						21
Subtotal						7,596						Barrels						6,884						18,067						8,002						Barrels						34,033						32
Natural gas:
Swaps						100,200						MMBTUs						16,236						7,614						110,506						MMBTUs						18,258						3,963
Collars						44,054						MMBTUs						4,382						1,755						68,965						MMBTUs						5,812						912
Subtotal						144,254						MMBTUs						20,618						9,369						179,471						MMBTUs						24,070						4,875
Total																		$	27,502					$	27,436																	$	58,103					$	4,907

Credit Contracts — The Company periodically enters into credit RPAs with institutional counterparties to manage the credit exposure of the interest rate contracts associated with syndicated loans. Under the RPAs, a portion of the credit exposure is transferred from one party (the purchaser of credit protection) to another party (the seller of credit protection). The seller of credit protection is required to make payments to the purchaser of credit protection if the underlying borrower defaults on the related interest rate contract. The Company may enter into protection sold or protection purchased RPAs. Credit risk on RPAs is managed by monitoring the credit worthiness of the borrowers and the institutional counterparties, which is a part of the Company’s normal credit review and monitoring process. Assuming the underlying borrowers referenced in the interest rate contracts defaulted, the maximum exposure in the credit protection sold RPAs would be $921 thousand and $590 thousand as of June 30, 2026 and December 31, 2025, respectively.

29

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

						June 30, 2026																		December 31, 2025
						Notional Amount						Fair Value												Notional Amount						Fair Value
($ in thousands)												Assets						Liabilities												Assets						Liabilities
RPAs — protection sold (1)						$	203,784					$	—					$	130					$	133,756					$	—					$	51
RPAs — protection purchased						167,881						6						—						169,665						25						—
Total RPAs						$	371,665					$	6					$	130					$	303,421					$	25					$	51

(1)All reference entities of the protection sold RPAs were investment grade. The weighted-average remaining maturities were 3.6 years and 2.7 years as of June 30, 2026 and December 31, 2025, respectively.

Equity Contracts — As part of the loan origination process, the Company may obtain warrants to purchase the preferred and/or common stock of its borrowers’ companies, which are mainly in the technology and life sciences sectors. Warrants grant the Company the right to buy a certain class of the underlying company’s equity at a certain price before expiration. In connection with an investment the Company made during the third quarter of 2023, the Company granted performance-based RSUs as part of its consideration. The vesting of these equity contracts is contingent on the investee meeting certain financial performance targets during the future performance period. For additional information on these equity contracts, refer to 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) due to fair value changes that are recognized on the Company’s Consolidated Statement of Income related to derivatives not designated as hedging instruments for the three and six months ended June 30, 2026 and 2025:

												Three Months Ended June 30,												Six Months Ended June 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						$	(1,272)					$	(1,907)					$	(25)					$	(3,309)
Credit contracts						Customer derivative income and derivative mark-to-market adjustments						(11)						(13)						(98)						(3)
Commodity contracts						Customer derivative income and derivative mark-to-market adjustments						551						476						325						398
Total derivative mark-to-market and credit valuation adjustments						Customer derivative income and derivative mark-to-market adjustments						(732)						(1,444)						202						(2,914)
Foreign exchange contracts						Foreign exchange income						9,101						13,787						23,439						27,025
Equity contracts - warrants						Lending and loan servicing fees						(59)						(41)						2						138
Equity contracts - performance-based RSU						Other investment (loss) income						(2,729)						—						(2,041)						—
Net derivative gains												$	5,581					$	12,302					$	21,602					$	24,249

Credit-Risk-Related Contingent Features — Certain of the Company’s over-the-counter derivative contracts contain early termination provisions that require the Company to settle any outstanding balances upon the occurrence of a specified credit-risk-related event. Such an event primarily relates to a downgrade of the credit rating of East West Bank to below investment grade. As of June 30, 2026, the aggregate fair value amounts of all derivative instruments with credit risk-related contingent features that were in a net liability position totaled $1 million, for which $1 million collateral was posted to cover these positions. In comparison, as of December 31, 2025, the aggregate fair value amounts of all derivative instruments with credit risk-related contingent features that were in a net liability position totaled $3 million, for which $3 million collateral was posted to cover these positions. In the event that the credit rating of East West Bank had been downgraded to below investment grade, the Company would have been required to post minimal additional collateral as of both June 30, 2026 and December 31, 2025.

30

Offsetting of Derivatives

The following tables present the gross derivative fair values, the balance sheet netting adjustments, and the resulting net fair values recorded on the Consolidated Balance Sheet, as well as the cash and noncash collateral associated with master netting arrangements. The gross fair values of derivative assets and liabilities are presented after the application of variation margin payments as settlements to the fair values of contracts cleared through central clearing organizations, where applicable. The collateral amounts in the following tables are limited to the outstanding balances of the related asset or liability. Therefore, instances of over-collateralization are not shown:

($ in thousands)						As of June 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						$	387,420					$	(106,024)					$	(201,326)					$	80,070					$	(26,123)					$	53,947
												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						$	407,529					$	(106,024)					$	(640)					$	300,865					$	(1,784)					$	299,081

($ 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 $5 million and $9 million of gross fair value assets with counterparties that were not subject to enforceable master netting arrangements or similar agreements as of June 30, 2026 and December 31, 2025, respectively.

(2)Includes $25 million and $16 million of gross fair value liabilities with counterparties that were not subject to enforceable master netting arrangements or similar agreements as of June 30, 2026 and December 31, 2025, respectively.

(3)Gross cash collateral received under master netting arrangements or similar agreements were $218 million and $184 million as of June 30, 2026 and December 31, 2025, respectively. Of the gross cash collateral received, $201 million and $183 million were used to offset against derivative assets as of June 30, 2026 and December 31, 2025, respectively.

(4)Gross cash collateral pledged under master netting arrangements or similar agreements were $1 million and $29 million as of June 30, 2026 and December 31, 2025, respectively. Of the gross cash collateral pledged, $1 million and $28 million were used to offset against derivative liabilities as of June 30, 2026 and December 31, 2025, respectively.

(5)Represents the fair value of security collateral received or pledged limited to derivative assets or liabilities that are subject to enforceable master netting arrangements or similar agreements. U.S. GAAP does not permit the netting of noncash collateral on the Consolidated Balance Sheet but requires the disclosure of such amounts.

In addition to the amounts included in the tables above, the Company may have balance sheet netting related to resale or repurchase agreements. Refer to 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. Refer to 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 on 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 outstanding as of June 30, 2026 and December 31, 2025:

($ in thousands)						June 30, 2026						December 31, 2025
Commercial:
C&I						$	19,862,701					$	18,650,755
CRE:
CRE						15,585,610						15,407,088
Multifamily residential						5,251,556						5,112,328
Construction and land						831,822						742,357
Total CRE						21,668,988						21,261,773
Total commercial						41,531,689						39,912,528
Consumer:
Residential mortgage:
Single-family residential (“SFR”) — Traditional						13,818,417						13,692,025
SFR — Bridge to Home Ownership (“BTHO”)						1,517,892						1,310,524
Home equity loans						2,039,285						1,911,897
Total residential mortgage						17,375,594						16,914,446
Other consumer						56,657						51,198
Total consumer						17,432,251						16,965,644
Total loans held-for-investment (1)						$	58,963,940					$	56,878,172
ALLL						(842,056)						(809,773)
Loans held-for-investment, net (1)						$	58,121,884					$	56,068,399

(1)Includes $13 million and $26 million of net deferred loan fees and net unamortized premiums as of June 30, 2026 and December 31, 2025, respectively.

Accrued interest receivable on loans held-for-investment was $255 million and $251 million as of June 30, 2026 and December 31, 2025, respectively, and was included in Other assets on the Consolidated Balance Sheet. The interest income recognized and reversed on nonaccrual loans was immaterial for both the three and six months ended June 30, 2026 and 2025. For the Company’s accounting policy on accrued interest receivable related to loans held-for-investment, refer to Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Loans Held-for-Investment to the Consolidated Financial Statements of the Company’s 2025 Form 10-K. The Company also has loans held-for-sale. For the Company’s accounting policy on loans held-for-sale, refer to 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. Loans held-for-investment totaling $44.1 billion and $41.8 billion were pledged to secure borrowings and provide additional borrowing capacity as of June 30, 2026 and December 31, 2025, respectively.

Credit Quality Indicators

All loans are subject to the Company’s credit review and monitoring process. For the commercial loan portfolio, loans are risk rated based on an analysis of the borrower’s current payment performance or delinquency, repayment sources, financial and liquidity factors, including industry and geographic considerations. For the consumer loan portfolio, payment performance or delinquency is typically the driving indicator for risk ratings.

The Company utilizes internal credit risk ratings to assign each individual loan a risk rating of 1 through 10:

•Pass — loans assigned a risk rating of 1 through 5 are assigned an internal risk rating category of “Pass.” Loans assigned 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 all terms and conditions.

•Special mention — loans assigned a risk rating of 6 have potential weaknesses that warrant closer attention by management; these are assigned an internal risk rating category of “Special Mention.”

32

•Substandard — loans assigned a risk rating of 7 or 8 have well-defined weaknesses that may jeopardize the full and timely repayment of the loan; these are assigned an internal risk rating category of “Substandard.”

•Doubtful — loans assigned a risk rating of 9 have insufficient sources of repayment and a high probability of loss; these are assigned an internal risk rating category of “Doubtful.”

•Loss — loans assigned a risk rating of 10 are uncollectible and of such little value that they are no longer considered bankable assets; these are assigned an internal risk rating category of “Loss.”

Loan exposures categorized as criticized consist of special mention, substandard, doubtful and loss categories. The Company reviews the internal risk ratings of its loan portfolio on a regular basis, and adjusts the ratings based on changes in the borrowers’ financial status 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. The vintage year is the year of loan origination, renewal or major modification. Gross write-offs in the following tables are for the six months ended June 30, 2026, and the year ended December 31, 2025. Revolving loans that are converted to term loans presented in the tables below are excluded from the term loans by vintage year columns.

						June 30, 2026
						Term Loans by Origination Year
($ in thousands)						2026						2025						2024						2023						2022						Prior						Revolving Loans						Revolving Loans Converted to Term Loans						Total
Commercial:
C&I:
Pass						$	1,292,513					$	2,536,352					$	1,401,347					$	661,871					$	423,554					$	566,857					$	12,299,367					$	69,124					$	19,250,985
Criticized (accrual)						8						3,850						36,570						13,047						87,746						50,318						371,485						—						563,024
Criticized (nonaccrual)						421						1,470						5,657						15,416						207						25,488						33						—						48,692
Total C&I						1,292,942						2,541,672						1,443,574						690,334						511,507						642,663						12,670,885						69,124						19,862,701
Gross write-offs (1)						4,569						1,396						795						8,310						32						19,688						—						—						34,790
CRE:
Pass						1,151,479						2,564,084						1,525,072						1,899,914						3,019,049						4,759,749						77,286						51,828						15,048,461
Criticized (accrual)						1,488						29,512						21,676						108,807						124,045						182,404						—						—						467,932
Criticized (nonaccrual)						—						3,787						10,813						11,129						3,503						39,985						—						—						69,217
Subtotal CRE						1,152,967						2,597,383						1,557,561						2,019,850						3,146,597						4,982,138						77,286						51,828						15,585,610
Gross write-offs (1)						—						1,305						—						—						9						6,843						—						—						8,157
Multifamily residential:
Pass						475,389						832,421						321,737						425,034						1,114,319						2,033,813						31,069						3,789						5,237,571
Criticized (accrual)						—						—						—						—						5,127						8,603						—						—						13,730
Criticized (nonaccrual)						—						—						—						—						—						255						—						—						255
Subtotal multifamily residential						475,389						832,421						321,737						425,034						1,119,446						2,042,671						31,069						3,789						5,251,556
Construction and land:
Pass						123,367						271,208						119,399						199,171						76,684						16,716						5,627						—						812,172
Criticized (nonaccrual)						—						—						—						—						19,650						—						—						—						19,650
Subtotal construction and land						123,367						271,208						119,399						199,171						96,334						16,716						5,627						—						831,822
Total CRE						1,751,723						3,701,012						1,998,697						2,644,055						4,362,377						7,041,525						113,982						55,617						21,668,988
Total CRE gross write-offs (1)						—						1,305						—						—						9						6,843						—						—						8,157
Total commercial						$	3,044,665					$	6,242,684					$	3,442,271					$	3,334,389					$	4,873,884					$	7,684,188					$	12,784,867					$	124,741					$	41,531,689
Total commercial gross write-offs (1)						$	4,569					$	2,701					$	795					$	8,310					$	41					$	26,531					$	—					$	—					$	42,947

34

						June 30, 2026
						Term Loans by Origination Year
($ in thousands)						2026						2025						2024						2023						2022						Prior						Revolving Loans						Revolving Loans Converted to Term Loans						Total
Consumer:
Residential mortgage:
SFR:
Pass (2)						$	1,705,569					$	2,555,111					$	1,534,862					$	2,103,178					$	2,654,672					$	4,719,367					$	—					$	—					$	15,272,759
Criticized (accrual)						195						7,312						2,430						3,805						3,788						8,710						—						—						26,240
Criticized (nonaccrual) (2)						483						10,826						3,587						4,218						6,273						11,923						—						—						37,310
Subtotal SFR mortgage (3)						1,706,247						2,573,249						1,540,879						2,111,201						2,664,733						4,740,000						—						—						15,336,309
Gross write-offs(1)(4)						6						—						20						4						8						38						—						—						76
Home equity loans:
Pass						4,424						9,898						2,371						4,346						12,773						29,026						1,869,376						65,459						1,997,673
Criticized (accrual)						—						1,735						—						845						1,815						1,288						6,053						1,155						12,891
Criticized (nonaccrual)						—						4,062						1,028						2,900						1,606						14,722						—						4,403						28,721
Subtotal home equity loans						4,424						15,695						3,399						8,091						16,194						45,036						1,875,429						71,017						2,039,285
Gross write-offs						—						—						—						11						—						—						—						—						11
Total residential mortgage						1,710,671						2,588,944						1,544,278						2,119,292						2,680,927						4,785,036						1,875,429						71,017						17,375,594
Total residential mortgage gross write-offs (1)						6						—						20						15						8						38						—						—						87
Other consumer:
Pass						8,722						22,941						—						—						4,727						214						19,991						—						56,595
Criticized (nonaccrual)						—						—						—						—						—						—						62						—						62
Total other consumer						8,722						22,941						—						—						4,727						214						20,053						—						56,657
Total consumer						$	1,719,393					$	2,611,885					$	1,544,278					$	2,119,292					$	2,685,654					$	4,785,250					$	1,895,482					$	71,017					$	17,432,251
Total consumer gross write-offs (1)						$	6					$	—					$	20					$	15					$	8					$	38					$	—					$	—					$	87
Total loans held-for-investment:
Pass						$	4,761,463					$	8,792,015					$	4,904,788					$	5,293,514					$	7,305,778					$	12,125,742					$	14,302,716					$	190,200					$	57,676,216
Criticized (accrual)						1,691						42,409						60,676						126,504						222,521						251,323						377,538						1,155						1,083,817
Criticized (nonaccrual)						904						20,145						21,085						33,663						31,239						92,373						95						4,403						203,907
Total						$	4,764,058					$	8,854,569					$	4,986,549					$	5,453,681					$	7,559,538					$	12,469,438					$	14,680,349					$	195,758					$	58,963,940
Total loans held-for-investment gross write-offs (1)						$	4,575					$	2,701					$	815					$	8,325					$	49					$	26,569					$	—					$	—					$	43,034

35

						December 31, 2025
						Term Loans by Origination 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 Origination 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 the Company sold or settled.

(2)$1 million of nonaccrual loans whose payments were guaranteed by the Federal Housing Administration were classified with a “Pass” rating as of both June 30, 2026 and December 31, 2025.

(3)BTHO loans comprised 14%, 17%, 19%, 18% and 7% of total SFR loans originated in 2026, 2025, 2024, 2023 and 2022, respectively, as of June 30, 2026. There was an immaterial amount of BTHO loans originated prior to 2022 as of June 30, 2026. In comparison, BTHO loans comprised 15%, 16%, 16%, 6% and 1% of total SFR loans originated in 2025, 2024, 2023, 2022 and 2021, respectively, as of December 31, 2025. There were no BTHO loans originated prior to 2021.

(4)Gross write-offs for both the six months ended June 30, 2026 and the year ended December 31, 2025 were comprised of 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 that are less than 90 days past due but have identified deficiencies, such as when the full collection of principal or interest becomes uncertain, are also placed on nonaccrual status. The following tables present the aging analysis of loans held-for-investment as of June 30, 2026 and December 31, 2025:

						June 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						$	19,773,856					$	39,092					$	1,061																	$	40,153																	$	48,692					$	19,862,701
CRE:
CRE						15,501,657						13,340						1,396																		14,736																		69,217						15,585,610
Multifamily residential						5,245,573						5,728						—																		5,728																		255						5,251,556
Construction and land						812,172						—						—																		—																		19,650						831,822
Total CRE						21,559,402						19,068						1,396																		20,464																		89,122						21,668,988
Total commercial						41,333,258						58,160						2,457																		60,617																		137,814						41,531,689
Consumer:
Residential mortgage:
SFR — Traditional						13,724,214						38,187						21,633																		59,820																		34,383						13,818,417
SFR — BTHO						1,494,682						14,472						4,760																		19,232																		3,978						1,517,892
Home equity loans						1,982,279						15,408						12,877																		28,285																		28,721						2,039,285
Total residential mortgage						17,201,175						68,067						39,270																		107,337																		67,082						17,375,594
Other consumer						55,789						798						8																		806																		62						56,657
Total consumer						17,256,964						68,865						39,278																		108,143																		67,144						17,432,251
Total						$	58,590,222					$	127,025					$	41,735																	$	168,760																	$	204,958					$	58,963,940

						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 loans on nonaccrual status for which there was no related ALLL as of both June 30, 2026 and December 31, 2025. Nonaccrual loans may not have an allowance for credit losses if the loan balances are well secured by collateral values and there is no loss expectation.

($ in thousands)									June 30, 2026									December 31, 2025
Commercial:
C&I									$	17,620								$	21,723
CRE									32,822									33,705
Construction and land									19,650									27,810
Total commercial									70,092									83,238
Consumer:
SFR — Traditional									12,940									6,095
Home equity loans									5,946									4,081
Total consumer									18,886									10,176
Total nonaccrual loans with no related ALLL									$	88,978								$	93,414

Foreclosed Assets

The Company acquires assets from borrowers through loan restructurings, workouts, or foreclosures. Assets acquired may include real properties (e.g., real estate, land, and buildings) and commercial and personal properties. The Company recognizes foreclosed assets upon receiving assets in satisfaction of a loan (e.g., taking legal title or physical possession).

Foreclosed assets, consisting of OREO and other nonperforming assets, are included in Other assets on the Consolidated Balance Sheet. The Company had $25 million of foreclosed assets as of June 30, 2026, compared with $21 million as of December 31, 2025. The Company commences the foreclosure process on consumer mortgage loans after a borrower becomes more than 120 days delinquent in accordance with the Consumer Financial Protection Bureau guidelines. The carrying value of the consumer real estate loans that were in an active or suspended foreclosure process was $29 million and $16 million as of June 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 agree to modify the contractual terms of a loan to assist borrowers experiencing financial difficulty. The Company negotiates loan modifications on a case-by-case basis to achieve mutually agreeable terms that maximize loan collectability and meet the borrower’s financial needs. The Company considers various factors to identify borrowers experiencing financial difficulty. The primary factor for consumer loan borrowers is delinquency status. For commercial loan borrowers, these factors include credit risk ratings, the probability of loan risk rating downgrades, and overall risk profile changes. The modification may include, but is not limited to, payment delays, interest rate reductions, term extensions, principal forgiveness, or a combination of such modifications. Commercial loan borrowers that require immaterial modifications such as insignificant interest rate changes, short-term extensions (90 days or less) from the original maturity date, or temporary waivers or extensions of financial covenants which would not constitute material credit actions, are generally not considered to be experiencing financial difficulty and are not included in the disclosure. Insignificant payment deferrals (three months or less in the last 12 months) are also not included in the disclosure.

39

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

						Three Months Ended June 30, 2026
						Modification Type
																								Combination:
($ in thousands)						Interest Rate Reduction						Term Extension						Payment Delay						Term Extension/ Payment Delay												Rate Reduction/ Payment Delay						Rate Reduction/ Term Extension/ Payment Delay						Total						Modification as a % of Loan Class
Commercial:
C&I						$	—					$	45,615					$	—					$	12,624											$	—					$	—					$	58,239					0.29		%
CRE						—						1,774						—						26,086												—						—						27,860						0.18		%
Construction and land						—						—						19,650						—												—						—						19,650						2.36		%
Total commercial						—						47,389						19,650						38,710												—						—						105,749						0.25		%
Consumer:
SFR						—						—						4,790						—												—						—						4,790						0.03		%
Home equity loans						—						—						3,330						—												—						—						3,330						0.16		%
Total consumer						—						—						8,120						—												—						—						8,120						0.05		%
Total						$	—					$	47,389					$	27,770					$	38,710											$	—					$	—					$	113,869					0.19		%

						Three Months Ended June 30, 2025
						Modification Type
																								Combination:
($ in thousands)						Interest Rate Reduction						Term Extension						Payment Delay						Term Extension/ Payment Delay												Rate Reduction/ Payment Delay						Rate Reduction/ Term Extension/ Payment Delay						Total						Modification as a % of Loan Class
Commercial:
C&I						$	6,058					$	74,767					$	2,974					$	6,966											$	19,574					$	—					$	110,339					0.62		%
CRE						—						122,393						—						—												—						—						122,393						0.82		%
Multifamily						—						13,398						—						—												—						—						13,398						0.27		%
Construction and land						—						16,507						—						—												—						—						16,507						2.33		%
Total commercial						6,058						227,065						2,974						6,966												19,574						—						262,637						0.68		%
Consumer:
SFR						—						—						6,632						207												—						—						6,839						0.05		%
Home equity loans						—						—						3,943						—												426						421						4,790						0.26		%
Total consumer						—						—						10,575						207												426						421						11,629						0.07		%
Total						$	6,058					$	227,065					$	13,549					$	7,173											$	20,000					$	421					$	274,266					0.50		%

40

						Six Months Ended June 30, 2026
						Modification Type
																								Combination:
($ in thousands)						Interest Rate Reduction						Term Extension						Payment Delay						Term Extension/ Payment Delay						Rate Reduction/ Term Extension						Rate Reduction/ Term Extension/ Payment Delay												Total						Modification as a % of Loan Class
Commercial:
C&I						$	—					$	117,383					$	—					$	12,624					$	—					$	—											$	130,007					0.65		%
CRE						—						12,213						—						26,086						—						—												38,299						0.25		%
Construction and land						—						—						19,650						—						—						—												19,650						2.36		%
Total commercial						—						129,596						19,650						38,710						—						—												187,956						0.45		%
Consumer:
SFR						—						—						10,664						—						—						—												10,664						0.07		%
Home equity loans						—						—						4,614						—						—						—												4,614						0.23		%
Total consumer						—						—						15,278						—						—						—												15,278						0.09		%
Total						$	—					$	129,596					$	34,928					$	38,710					$	—					$	—											$	203,234					0.34		%

						Six Months Ended June 30, 2025
						Modification Type
																								Combination:
($ in thousands)						Interest Rate Reduction						Term Extension						Payment Delay						Term Extension/ Payment Delay												Rate Reduction/ Payment Delay						Rate Reduction/ Term Extension/ Payment Delay						Total						Modification as a % of Loan Class
Commercial:
C&I						$	6,058					$	76,231					$	2,974					$	29,167											$	19,574					$	—					$	134,004					0.75		%
CRE						—						140,343						—						—												—						—						140,343						0.94		%
Multifamily						—						13,677						—						—												—						—						13,677						0.27		%
Construction and land						—						16,507						—						—												—						—						16,507						2.33		%
Total commercial						6,058						246,758						2,974						29,167												19,574						—						304,531						0.79		%
Consumer:
SFR						—						—						10,699						295												—						—						10,994						0.08		%
Home equity loans						—						—						4,918						906												426						421						6,671						0.36		%
Total consumer						—						—						15,617						1,201												426						421						17,665						0.11		%
Total						$	6,058					$	246,758					$	18,591					$	30,368											$	20,000					$	421					$	322,196					0.59		%

41

The following table presents the financial effects of the loan modifications for the three and six months ended June 30, 2026 and 2025 by loan class and modification type:

																		Financial Effects of Loan Modifications for the Three Months Ended June 30,
																		2026																		2025
($ in thousands)																		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																		1.1						0.7												3.38		%				0.9						0.7
CRE																		1.1						0.3												—		%				3.3						0.0
Multifamily																		0.0						0.0												—		%				0.5						0.0
Construction and land																		0.0						0.9												—		%				0.8						0.0
Consumer:
SFR																		0.0						1.2												—		%				10.0						1.9
Home equity loans																		0.0						0.7												0.50		%				10.0						5.1

																		Financial Effects of Loan Modifications for the Six Months Ended June 30,
																		2026																		2025
($ in thousands)																		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																		1.1						0.7												3.38		%				1.0						0.8
CRE																		1.1						0.3												—		%				3.5						0.0
Multifamily																		0.0						0.0												—		%				0.7						0.0
Construction and land																		0.0						0.9												—		%				0.8						0.0
Consumer:
SFR																		0.0						0.8												—		%				10.0						1.5
Home equity loans																		0.0						0.8												0.50		%				15.2						8.0

A modified loan may become delinquent and may result in a payment default (generally 90 days past due) subsequent to modification. The following tables present the amortized cost basis of modified loans that, within 12 months of the modification date, experienced a subsequent default during the three and six months ended June 30, 2026 and 2025.

																		Loans Modified that Subsequently Defaulted During the Three Months Ended June 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																		—						3,508																		—						3,508
Home equity loans																		—						3,353																		—						3,353
Total consumer																		—						6,861																		—						6,861
Total																		$	1,774					$	6,861																	$	—					$	8,635

42

																		Loans Modified that Subsequently Defaulted During the Three Months Ended June 30, 2025
($ in thousands)																		Term Extension						Payment Delay																		Combination: Term Extension/ Payment Delay						Total
Commercial:
C&I																		$	—					$	2,974																	—						$	2,974
CRE																		30,890						—																		—						30,890
Total commercial																		30,890						2,974																		—						33,864
Consumer:
SFR																		$	—					$	830																	$	—					$	830
Home equity loans																		—						3,509																		286						3,795
Total consumer																		—						4,339																		286						4,625
Total																		$	30,890					$	7,313																	$	286					$	38,489

																		Loans Modified that Subsequently Defaulted During the Six Months Ended June 30, 2026
($ in thousands)																		Term Extension						Payment Delay												Combination: Term Extension/ Payment Delay												Total
Commercial:
C&I																		$	—					$	12,832											$	—											$	12,832
CRE																		1,774						—												—												1,774
Total commercial																		1,774						12,832												—												14,606
Consumer:
SFR																		—						6,698												—												6,698
Home equity loans																		—						3,649												—												3,649
Total consumer																		—						10,347												—												10,347
Total																		$	1,774					$	23,179											$	—											$	24,953

																		Loans Modified that Subsequently Defaulted During the Six Months Ended June 30, 2025
($ in thousands)																		Term Extension						Payment Delay																		Combination: Term Extension/ Payment Delay						Total
Commercial:
C&I																		$	—					$	4,487																	$	—					$	4,487
CRE																		53,462						—																		—						53,462
Total commercial																		53,462						4,487																		—						57,949
Consumer:
SFR																		—						3,060																		207						3,267
Home equity loans																		—						5,541																		286						5,827
Total consumer																		—						8,601																		493						9,094
Total																		$	53,462					$	13,088																	$	493					$	67,043

43

The Company monitors the performance of modified loans to borrowers experiencing financial difficulty to understand the effectiveness of its modification efforts. The following tables present the performance of loans that were modified over the last 12 months as of June 30, 2026 and 2025:

												Payment Performance as of June 30, 2026
($ in thousands)																																										Current						30 - 89 Days Past Due						90+ Days Past Due						Total
Commercial:
C&I																																										$	133,100					$	12,216					$	12,832					$	158,148
CRE																																										72,544						1,197						1,774						75,515
Construction and land																																										—						—						19,650						19,650
Total commercial																																										205,644						13,413						34,256						253,313
Consumer:
SFR																																										15,380						11,288						6,096						32,764
Home equity loans																																										10,032						2,983						2,335						15,350
Total consumer																																										25,412						14,271						8,431						48,114
Total																																										$	231,056					$	27,684					$	42,687					$	301,427
Total nonaccrual loans included above																																										$	3,034					$	466					$	42,687					$	46,187

												Payment Performance as of June 30, 2025
($ in thousands)																																										Current						30 - 89 Days Past Due						90+ Days Past Due						Total
Commercial:
C&I																																										$	165,093					$	—					$	—					$	165,093
CRE																																										162,915						—						—						162,915
Multifamily residential																																										13,677						—						—						13,677
Construction and land																																										16,507						—						—						16,507
Total commercial																																										358,192						—						—						358,192
Consumer:
SFR																																										11,646						3,196						2,337						17,179
Home equity loans																																										6,437						3,008						3,053						12,498
Total consumer																																										18,083						6,204						5,390						29,677
Total																																										$	376,275					$	6,204					$	5,390					$	387,869
Total nonaccrual loans included above																																										$	63,620					$	139					$	5,390					$	69,149

As of June 30, 2026 and December 31, 2025, commitments to lend additional funds to borrowers whose loans were modified totaled $27 million and $14 million, respectively.

Allowance for Credit Losses

The Company has a current expected credit losses framework for all financial assets measured at amortized cost and certain off-balance sheet credit exposures. The Company’s allowance for credit losses, which includes both the ALLL and the allowance for unfunded credit commitments, is calculated with the objective of maintaining a reserve sufficient to absorb expected losses in our credit portfolios. The measurement of the allowance for credit losses is based on management’s best estimate of lifetime expected credit losses, periodic evaluation of the loan portfolio, lending-related 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 is the principal balance outstanding, net of purchase premiums and discounts, deferred fees and costs, and escrow advances. Subsequent changes in expected credit losses are recognized in net income as a provision for, or a reversal of, credit loss expense.

44

The allowance for credit losses estimation involves procedures to consider the unique risk characteristics of the portfolio segments. The majority of the Company’s credit exposures that share risk characteristics with other similar exposures are collectively evaluated. The collectively evaluated loans include performing loans and unfunded credit commitments. If an exposure does not share risk characteristics with other exposures, the Company generally estimates expected credit losses on an individual basis.

ALLL for Collectively Evaluated Loans

The allowance for collectively evaluated loans consists of a quantitative component that assesses the different risk factors considered in our models and a qualitative component that considers risk factors external to the models. These components are described below.

Quantitative Component — The Company applies quantitative methods to estimate ALLL by considering a variety of factors such as historical loss experience, the current credit quality of the portfolio, and an economic outlook over the life of the loan. The Company incorporates forward-looking information using macroeconomic scenarios which include variables that are considered key drivers of increases and decreases in credit losses. The Company utilizes a probability-weighted, multiple-scenario forecast approach. These scenarios may consist of a base forecast representing management's view of the most likely outcome, combined with downside or upside scenarios reflecting possible worsening or improving economic conditions. The quantitative models incorporate a probability-weighted calculation of these macroeconomic scenarios over a reasonable and supportable forecast period. If the life of the loans extends beyond the reasonable and supportable forecast period, the Company will consider historical experience or long-run macroeconomic trends over the remaining life of the loans to estimate the ALLL.

There were no changes to the reasonable and supportable forecast period, and no change to the reversion to the historical loss experience method for the three and six months ended June 30, 2026 and 2025.

The following table provides key credit risk characteristics and macroeconomic variables that the Company uses to estimate the expected credit losses by 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 included in the qualitative estimate

Quantitative Component — ALLL for the Commercial Loan Portfolio

The Company’s C&I lifetime loss rate model estimates the loss rate expected over the life of a loan. This loss rate is applied to the amortized cost basis, excluding accrued interest receivable, to determine expected credit losses. The lifetime loss rate model’s reasonable and supportable period spans eight quarters, thereafter, immediately reverting to the historical average loss rate, expressed through the loan-level lifetime loss rate.

To generate estimates of expected loss at the loan level for CRE, multifamily residential, and construction and land loans, projected probabilities of default (“PDs”) and loss given defaults (“LGDs”) are applied to the estimated exposure at default, considering the term and payment structure of the loan. The forecast of future economic conditions returns to long-run historical economic trends within the reasonable and supportable period. To estimate the life of a loan under both models, the contractual term of the loan is adjusted for estimated prepayments based on historical prepayment experience.

45

Quantitative Component — ALLL for the Consumer Loan Portfolio

For SFR and home equity loans, projected PDs and LGDs are applied to the estimated exposure at default, considering the term and payment structure of the loan, to generate estimates of expected loss at the loan level. The forecast of future economic conditions returns to long-run historical economic trends after the reasonable and supportable period. To estimate the life of a loan for the SFR and home equity loan portfolios, the contractual term of the loan is adjusted for estimated prepayments based on historical prepayment experience. For other consumer loans, the Company uses a loss rate approach.

Qualitative Component — The Company considers the following qualitative factors in the determination of the collectively evaluated allowance if these factors have not already been captured by the quantitative model. Such qualitative factors may include, but are not limited to:

•loan growth trends;

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

•the Company’s lending policies and procedures, including changes in 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;

•the effect of other external factors such as the regulatory and legal environments, or changes in technology;

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

•risk factors in certain industry sectors not captured by the quantitative models.

The magnitude of the impact of these factors on the Company’s qualitative assessment of the allowance for credit losses changes from period to period according to changes made by management in its assessment of these factors. The extent to which these factors change may depend on whether they are already reflected in quantitative loss estimates during the current period and the extent to which changes in these factors diverge from period to period.

While the Company’s allowance methodologies strive to reflect all relevant credit risk factors, there continues to be uncertainty associated with, but not limited to, potential imprecision in the estimation process due to the inherent time lag of obtaining information and normal variations between expected and actual outcomes. The Company may hold additional qualitative reserves that are designed to provide coverage for losses attributable to such risk.

ALLL for Individually Evaluated Loans

When a loan no longer shares similar risk characteristics with other loans, such as in the case of certain nonaccrual loans, the Company estimates the ALLL on an individual loan basis. The ALLL for individually evaluated loans is measured as the difference between the recorded value of the loans and their fair value. For loans evaluated individually, the Company uses one of three different asset valuation measurement methods to determine their fair value: (1) the fair value of collateral less costs to sell; (2) the present value of expected future cash flows; or (3) the loan's observable market price. If an individually evaluated loan is determined to be collateral dependent, the Company applies the fair value of the collateral less costs to sell method. If an individually evaluated loan is determined not to be collateral dependent, the Company uses the present value of future cash flows or the observable market value of the loan.

•Collateral-Dependent Loans — The allowance of a collateral-dependent loan is limited to the difference between the recorded value and fair value of the collateral less cost of disposal or sale. As of June 30, 2026, collateral-dependent commercial and consumer loans totaled $92 million and $19 million, respectively. In comparison, collateral-dependent commercial and consumer loans totaled $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 June 30, 2026 and December 31, 2025, the collateral value of the properties securing the collateral-dependent loans, net of selling costs, exceeded the recorded value of the majority of the loans.

46

The following tables summarize the activity in the ALLL by portfolio segments for the three and six months ended June 30, 2026 and 2025:

						Three Months Ended June 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						$	483,384					$	231,802					$	39,446					$	17,170					$	19,230					$	37,653					$	5,899					$	1,290					$	835,874
Provision for (reversal of) credit losses on loans			(a)			18,928						5,145						882						2,799						(496)						4,769						670						227						32,924
Gross charge-offs						(21,960)						(6,848)						—						(1)						(31)						—						(11)						(18)						(28,869)
Gross recoveries						394						1,252						12						—						123						—						2						3						1,786
Total net (charge-offs) recoveries						(21,566)						(5,596)						12						(1)						92						—						(9)						(15)						(27,083)
Foreign currency translation adjustment						341						—						—						—						—						—						—						—						341
ALLL, end of period						$	481,087					$	231,351					$	40,340					$	19,968					$	18,826					$	42,422					$	6,560					$	1,502					$	842,056

						Three Months Ended June 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						$	421,288					$	212,899					$	32,324					$	15,199					$	19,281					$	27,648					$	4,879					$	1,338					$	734,856
Provision for (reversal of) credit losses on loans			(a)			27,595						8,007						(3,274)						2,654						(574)						5,638						369						(259)						40,156
Gross charge-offs						(8,151)						(8,306)						(3)						—						—						—						—						(4)						(16,464)
Gross recoveries						1,504						18						26						3						4						—						8						250						1,813
Total net (charge-offs) recoveries						(6,647)						(8,288)						23						3						4						—						8						246						(14,651)
Foreign currency translation adjustment						55						—						—						—						—						—						—						—						55
ALLL, end of period						$	442,291					$	212,618					$	29,073					$	17,856					$	18,711					$	33,286					$	5,256					$	1,325					$	760,416

47

						Six Months Ended June 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 (reversal of) credit losses on loans			(a)			36,820						16,305						3,762						5,392						(207)						7,999						762						(35)						70,798
Gross charge-offs						(40,345)						(8,153)						—						(894)						(152)						—						(11)						(93)						(49,648)
Gross recoveries						8,312						1,705						23						2						145						—						5						254						10,446
Total net (charge-offs) recoveries						(32,033)						(6,448)						23						(892)						(7)						—						(6)						161						(39,202)
Foreign currency translation adjustment						687						—						—						—						—						—						—						—						687
ALLL, end of period						$	481,087					$	231,351					$	40,340					$	19,968					$	18,826					$	42,422					$	6,560					$	1,502					$	842,056

						Six Months Ended June 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
Provision for (reversal of) credit losses on loans			(a)			63,965						16,112						(3,073)						2,349						(747)						7,883						2,108						(379)						88,218
Gross charge-offs						(9,139)						(22,243)						(7)						(1,996)						(9)						—						—						(53)						(33,447)
Gross recoveries						3,068						72						36						6						54						—						16						263						3,515
Total net (charge-offs) recoveries						(6,071)						(22,171)						29						(1,990)						45						—						16						210						(29,932)
Foreign currency translation adjustment						78						—						—						—						—						—						—						—						78
ALLL, end of period						$	442,291					$	212,618					$	29,073					$	17,856					$	18,711					$	33,286					$	5,256					$	1,325					$	760,416

48

In addition to the ALLL, the Company maintains an allowance for unfunded credit commitments. The Company has three general areas for which it provides the allowance for unfunded credit commitments: (1) recourse obligations for loans sold, (2) letters of credit, and (3) unfunded lending commitments. The allowance for unfunded credit commitments is maintained at a level that management believes to be sufficient to absorb estimated expected credit losses related to unfunded credit facilities. 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 summarizes the activity in the allowance for unfunded credit commitments for the three and six months ended June 30, 2026 and 2025:

						Three Months Ended June 30,												Six Months Ended June 30,
($ in thousands)						2026						2025						2026						2025
Unfunded credit facilities
Allowance for unfunded credit commitments, beginning of period						$	47,005					$	40,464					$	48,690					$	39,526
Provision for (reversal of) credit losses on unfunded credit commitments			(b)			76						4,844						(1,606)						5,782
Foreign currency translation adjustments						(4)						(1)						(7)						(1)
Allowance for unfunded credit commitments, end of period						$	47,077					$	45,307					$	47,077					$	45,307
Provision for credit losses on loans, leases and unfunded credit commitments			(a) + (b)			$	33,000					$	45,000					$	69,192					$	94,000

The allowance for credit losses on loans, leases and unfunded credit commitments was $889 million as of June 30, 2026, an increase of $31 million compared with $858 million as of December 31, 2025. The increase in the allowance for credit losses was primarily driven by the Company’s net loan growth, qualitative risk assessment, and an economic outlook that reflected continued caution regarding inflation, the high-interest rate environment, and rising oil prices as a result of the Middle East conflict.

The Company considers multiple economic scenarios to develop the estimate of the ALLL. The scenarios may consist of a baseline forecast representing management's view of the most likely outcome, and downside or upside scenarios that reflect possible worsening or improving economic conditions. As of June 30, 2026, the Company assigned the same weighting to each of its upside, downside and baseline scenarios as compared with December 31, 2025. Compared with the December 2025 forecast, the June 2026 baseline forecast for GDP growth for the remainder of 2026 and 2027 showed no material change. The forecast for the unemployment rate showed minimal near-term improvement, as the labor market remains strong. The downside scenario assumed the economy falls into recession in the second quarter of 2026 as a result of elevated oil prices, rising inflation, tariffs, deportations, and still-elevated interest rates. The upside scenario assumed a more optimistic economic outlook, including faster resolutions to global conflicts, stronger growth, stable financial markets, and full employment being realized in the third quarter of 2026.

Loan Transfers, Sales and Purchases

The Company’s primary business focus is on directly originated loans. The Company also purchases loans from and participates in loan financing with other banks. In the normal course of business, the Company also provides other financial institutions with the ability to participate in commercial loans that it originates, by selling loans to such institutions. Purchased loans may be transferred from held-for-investment to held-for-sale, and write-downs to ALLL are recorded, when appropriate.

49

The following tables provide information on the carrying value of loans transferred, sold and purchased, during the three and six months ended June 30, 2026 and 2025:

						Three Months Ended June 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)						$	107,606					$	—					$	—					$	—					$	—																	$	107,606
Loans transferred from held-for-sale to held-for-investment						$	—					$	—					$	—					$	—					$	3,497																	$	3,497
Sales (2)(3)						$	114,358					$	—					$	—					$	—					$	3,841																	$	118,199
Purchases						$	48,203		(4)			$	—					$	—					$	—					$	127,125																	$	175,328

						Three Months Ended June 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)						$	102,214					$	—					$	—					$	—					$	—																	$	102,214
Sales (2)(3)						$	90,341					$	—					$	—					$	—					$	396																	$	90,737
Purchases						$	142,687		(4)			$	—					$	—					$	—					$	145,330																	$	288,017

						Six Months Ended June 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)						$	209,383					$	—					$	9,959					$	—					$	5,345																	$	224,687
Loans transferred from held-for-sale to held-for-investment						$	—					$	—					$	—					$	—					$	3,497																	$	3,497
Sales (2)(3)						$	212,638					$	—					$	9,959					$	—					$	4,205																	$	226,802
Purchases						$	158,095		(4)			$	—					$	—					$	—					$	267,636																	$	425,731

Refer to table footnotes on the following page.

50

						Six Months Ended June 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)						$	108,570					$	20,338					$	—					$	9,500					$	—																	$	138,408
Sales (2)(3)						$	96,697					$	20,338					$	—					$	11,316					$	396																	$	128,747
Purchases						$	279,630		(4)			$	—					$	—					$	—					$	250,411																	$	530,041

(1)Includes write-downs of $3 million and $5 million to the allowance for loan losses related to loans transferred from held-for-investment to held-for-sale for the three and six months ended June 30, 2026, respectively, and $2 million for the six months ended June 30, 2025. There were no write-downs to the allowance for loan losses related to loans transferred from held-for-investment to held-for-sale for the three months ended June 30, 2025.

(2)Includes originated loans sold of $91 million and $160 million for the three and six months ended June 30, 2026, respectively, and $91 million and $125 million for the three and six months ended June 30, 2025, respectively. Originated loans sold were primarily comprised of C&I loans for each of the three and six months ended June 30, 2026 and 2025.

(3)Includes $28 million and $67 million of purchased loans sold in the secondary market for the three and six months ended June 30, 2026, respectively, and $4 million for the six months ended June 30, 2025. There were no purchased loans sold in the secondary market for the three months ended June 30, 2025.

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

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

The CRA encourages banks to meet the credit needs of their communities, particularly low- and moderate-income individuals and neighborhoods. The Company invests in certain affordable housing projects in the form of ownership interests in limited partnerships or limited liability companies that qualify for CRA consideration and tax credits. These entities are formed to develop and operate apartment complexes within the U.S. designed as high-quality affordable housing for lower income tenants. To fully utilize the available tax credits, each of these entities must meet the affordable housing regulatory requirements for a 15-year minimum compliance period. The Company also invests in small business investment companies and new markets tax credit projects that qualify for CRA consideration, as well as eligible projects that qualify for production, historic and renewable energy tax credits. Investments in new markets tax credits promote development in low-income communities; investments in production and renewable energy tax credits help promote the development of renewable energy sources; and investments in historic tax credits promote the rehabilitation of historic buildings and economic revitalization of the surrounding areas.

The majority of the affordable housing partnership, tax credit and CRA investments discussed above are variable interest entities where the Company is a limited partner in these investments, and an unrelated third party is typically the general partner or managing member who has control over the significant activities of these investments. While the Company’s interest in some of the investments may exceed 50% of the outstanding equity interests, the Company does not consolidate these investments due to the general partner’s or managing member’s ability to manage the entity, which is indicative of the general partner’s or managing member’s power over the entity. The Company’s maximum exposure to loss in connection with these partnerships consists of the unamortized investment balance and any tax credits claimed that may become subject to recapture.

The Company elects to account for its tax credit investments using the proportional amortization method (“PAM”) on a program-by-program basis if certain conditions are met. For the Company’s accounting policies on PAM, 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 discussion on the Company’s impairment evaluation and monitoring process for tax credit investments, refer to 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 this Form 10-Q.

51

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

						June 30, 2026												December 31, 2025
($ in thousands)						Assets						Liabilities - Unfunded Commitments (1)						Assets						Liabilities - Unfunded Commitments (1)
PAM:
Affordable housing partnership investments						$	452,394					$	141,408					$	483,021					$	172,343
Tax credit and CRA investments						122,892						41,106						140,723						43,878
Equity method of accounting and other:
Tax credits and CRA investments						343,944			(2)			95,312						345,748			(2)			121,275
Total						$	919,230					$	277,826					$	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 June 30, 2026 and December 31, 2025.

The following table presents additional information related to the investments in affordable housing partnership, tax credit and CRA investments for the three and six months ended June 30, 2026 and 2025:

						Three Months Ended June 30,												Six Months Ended June 30,
($ in thousands)						2026						2025						2026						2025
Tax credits and benefits (1):
PAM:
Affordable housing partnership investments						$	19,890					$	20,946					$	40,046					$	40,608
Tax credit and CRA investments						20,215						40,114						45,397						57,747
Equity method of accounting and other:
Tax credit and CRA investments						23,505						25,096						43,654						37,101
Total tax credits and benefits						$	63,610					$	86,156					$	129,097					$	135,456
Amortization (2):
PAM (3):
Affordable housing partnership investments						$	13,963					$	15,428					$	28,940					$	30,834
Tax credit and CRA investments						21,275						32,306						44,380						45,170
Equity method of accounting and other:
Tax credit and CRA investments (4)						22,796						26,236						44,780						41,978
Total amortization						$	58,034					$	73,970					$	118,100					$	117,982

(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 that are qualified for accounting under PAM, amortization is included in Income tax expense on the Consolidated Statement of Income.

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

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

52

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 June 30, 2026 and December 31, 2025:

												June 30, 2026																		December 31, 2025
($ in thousands)												Interest Rates						Maturity Dates						Amount						Amount
Parent company
Junior subordinated debt — floating (1)												5.48%						12/15/2035						$	32,482					$	32,320
Bank
FHLB advances (2):
Floating (3)												3.77% — 3.87%						2026 — 2027						$	2,500,000					$	2,000,000
Fixed												3.87% — 3.95%						2026						500,000						750,000
Overnight												N/A						N/A						—						250,000
Total FHLB advances																								$	3,000,000					$	3,000,000

N/A — Not applicable.

(1)As of June 30, 2026, the outstanding junior subordinated debt was issued by MCBI Statutory Trust I and had a stated interest of 3-month CME Term Secured Overnight Financing Rate (“SOFR”) plus a spread. The contractual interest rates for junior subordinated debt were 5.48% and 5.53% as of June 30, 2026 and December 31, 2025, respectively. For additional information on the junior subordinated debt, refer to Note 10 — Federal Home Loan Bank Advances and Long-Term Debt in the Company’s 2025 Form 10-K.

(2)The weighted-average interest rates for FHLB advances were 3.82% and 3.94% as of June 30, 2026 and December 31, 2025, respectively.

(3)Floating interest rates are based on the SOFR plus the established spread.

The Bank’s available borrowing capacity from FHLB advances totaled $11.9 billion as of June 30, 2026. The Bank’s available borrowing capacity from the FHLB is derived from its portfolio of loans that are pledged to the FHLB, reduced by any outstanding FHLB advances and standby letters of credit (“SBLC”). As of June 30, 2026, all advances were secured by real estate loans.

Note 9 — Commitments and Contingencies

Commitments to Extend Credit — In the normal course of business, the Company provides loan commitments and letters of credit to customers on predetermined terms. These outstanding commitments to extend credit are not reflected in the accompanying Consolidated Financial Statements.

The following table presents the Company’s credit-related commitments as of June 30, 2026 and December 31, 2025:

						June 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						$	4,299,513					$	3,762,755					$	957,862					$	144,441					$	9,164,571					$	9,623,963
Commercial letters of credit and SBLCs						1,408,668						402,973						165,058						889,084						2,865,783						2,956,290
Total						$	5,708,181					$	4,165,728					$	1,122,920					$	1,033,525					$	12,030,354					$	12,580,253

Loan commitments are agreements to lend to customers provided there are no violations of any conditions established in the agreement. Commitments generally have fixed expiration dates or other termination clauses and may require commitment fees. Since many of the commitments are expected to expire without being drawn upon, the total commitment amounts do not necessarily represent future funding requirements.

53

Commercial letters of credit are issued to facilitate domestic and foreign trade transactions, while SBLCs are generally contingent upon the failure of the customers to perform according to the terms of the underlying contract with the third party. As a result, the total contractual amounts do not necessarily represent future funding requirements. The Company’s historical experience is that SBLCs typically expire without being funded. Additionally, in many cases, the Company holds collateral in various forms against these SBLCs. As part of its risk management activities, the Company monitors the creditworthiness of customers in conjunction with its SBLC exposure. Customers are obligated to reimburse the Company for any payment made on the customers’ behalf. If the customers fail to pay, the Company would, as applicable, liquidate the collateral and/or offset existing accounts. As of June 30, 2026, total letters of credit of $2.9 billion consisted of SBLCs of $2.8 billion and commercial letters of credit of $47 million. In comparison, as of December 31, 2025, total letters of credit of $3.0 billion consisted of SBLCs of $2.9 billion and commercial letters of credit of $31 million. As of both June 30, 2026 and December 31, 2025, substantially all letters of credit were graded “Pass” using the Bank’s internal credit risk rating system.

The Company applies the same credit underwriting criteria to extend loans, commitments, and conditional obligations to customers. Each customer’s creditworthiness is evaluated on a case-by-case basis. Collateral and financial guarantees may be obtained based on management’s assessment of a customer’s credit risk. Collateral may include cash, accounts receivable, inventory, personal property, plant and equipment, and real estate property.

Estimated exposure to loss from these commitments is included in the allowance for unfunded credit commitments and amounted to $47 million and $49 million as of June 30, 2026 and December 31, 2025, respectively. For further information on the allowance for unfunded credit commitments, refer to Note 6 — Loans Receivable and Allowance for Credit Losses to the Consolidated Financial Statements in this Form 10-Q.

Guarantees — The Company occasionally sells or securitizes single-family and multifamily residential loans with recourse in the ordinary course of business. The Company is obligated to repurchase up to the recourse component of the loans if the loans default. The following table presents the maximum potential future payments and carrying value of loans sold or securitized with recourse as of June 30, 2026 and December 31, 2025:

																		Maximum Potential Future Payments																														Carrying Value (1)
																		June 30, 2026																								December 31, 2025						June 30, 2026						December 31, 2025
($ in thousands)																		Expire After One Year Through Three Years						Expire After Three Years Through Five Years						Expire After Five Years						Total						Total						Total						Total
SFR loans sold or securitized with recourse																		$	12					$	377					$	2,518					$	2,907					$	3,137					$	2,907					$	3,137
Multifamily residential loans sold or securitized with recourse																		110						38						14,848						14,996						14,996						15,048						15,895
Total																		$	122					$	415					$	17,366					$	17,903					$	18,133					$	17,955					$	19,032

(1)Represents the unpaid principal balance.

The Company continues to experience minimal losses from the single-family and multifamily residential loan portfolios sold or securitized with recourse and recorded an immaterial recourse reserve as of both June 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 reserves for outstanding lawsuits, claims and proceedings when a loss contingency is probable and can be reasonably estimated. The Company estimates the amount of loss contingencies using current available information from legal proceedings, advice from legal counsel and available insurance coverage. Due to the inherent subjectivity of the assessments and unpredictability of the outcomes of the legal proceedings, any amounts accrued or included in this aggregate amount may not represent the ultimate loss to the Company from the legal proceedings in question. Thus, the Company’s exposure and ultimate losses may be higher, and possibly significantly more, than the amounts accrued.

54

While it is impossible to ascertain the ultimate resolution or range of financial liability, based on information known to the Company as of June 30, 2026, the Company does not believe there are any pending legal proceedings to which the Company is a party that, individually or in the aggregate, would reasonably be expected to have a material adverse effect on the Company’s financial condition. In light of the inherent uncertainty in legal proceedings, however, there can be no assurance that the ultimate resolution will not exceed established reserves and it is possible that the outcome of a particular matter, or a combination of matters, may be material to the Company’s financial condition for a particular period, depending upon the size of the loss and the Company’s income for that particular period.

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. The Company has granted RSUs as its primary incentive awards. There were no outstanding awards other than RSUs as of both June 30, 2026 and December 31, 2025.

The following table presents a summary of the total share-based compensation expense and the related net tax (deficiencies) benefits associated with the Company’s various employee share-based compensation plans for the three and six months ended June 30, 2026 and 2025:

						Three Months Ended June 30,												Six Months Ended June 30,
($ in thousands)						2026						2025						2026						2025
Stock compensation costs						$	17,017					$	13,294					$	36,855					$	26,480
Related net tax (deficiencies) benefits for stock compensation plans						$	(164)					$	76					$	6,769					$	2,731

Restricted Stock Units — RSUs are granted under the Company’s long-term incentive plan at no cost to the recipient. RSUs generally cliff vest after three years of continued employment from the date of the grant and are authorized to settle in shares of the Company’s common stock. Dividends are accrued during the vesting period and paid at the time of vesting. While a portion of the RSU grants are time-based vesting awards, other RSUs vest subject to the attainment of additional specified performance goals, referred to as “performance-based RSUs.” Performance-based RSUs are granted annually upon approval by the Company’s Compensation and Management Development Committee based on the performance in the year prior to the grant date of the award. The number of awards that vest can range from 0% to a maximum of 200% of the target number of awards based on the Company’s achievement of specified performance criteria over a performance period of three years. For information on accounting on stock-based compensation plans, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Stock-Based Compensation to the Consolidated Financial Statements of the Company’s 2025 Form 10-K.

The following table presents a summary of the activities for the Company’s time- and performance-based RSUs that were settled in shares for the six months ended June 30, 2026. The number of performance-based RSUs stated below reflects the number of awards granted on the grant date.

																		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																														452,382						111.25						114,482						113.88
Vested																														(408,507)						74.24						(96,271)						79.93
Forfeited																														(34,335)						95.34						—						—
Outstanding, June 30, 2026																														1,361,564						$	93.22					300,940						$	96.55

As of June 30, 2026, there was $52 million of unrecognized compensation costs related to unvested time-based RSUs expected to be recognized over a weighted-average period of 2.0 years, and $11 million of unrecognized compensation costs related to unvested performance-based RSUs expected to be recognized over a weighted-average period of 2.3 years.

55

Note 11 — Stockholders’ Equity and Earnings Per Share

The following table presents the basic and diluted EPS calculations for the three and six months ended June 30, 2026 and 2025. For more information on 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 June 30,												Six Months Ended June 30,
($ and shares in thousands, except per share data)						2026						2025						2026						2025
Basic:
Net income						$	363,700					$	310,253					$	721,496					$	600,523
Basic weighted-average number of shares outstanding						137,450			(1)			137,818						137,757			(1)			138,009
Basic EPS						$	2.65					$	2.25					$	5.24					$	4.35
Diluted:
Net income						$	363,700					$	310,253					$	721,496					$	600,523
Basic weighted-average number of shares outstanding						137,450			(1)			137,818						137,757			(1)			138,009
Add: Dilutive impact of unvested RSUs						851						971						811						1,049
Diluted weighted-average number of shares outstanding						138,301						138,789						138,568						139,058
Diluted EPS						$	2.63					$	2.24					$	5.21					$	4.32

(1)Includes retirement-eligible employees’ awards.

Approximately 71 thousand weighted-average shares of anti-dilutive RSUs were excluded from the diluted EPS computations for both the three and six months ended June 30, 2026. In comparison, approximately 64 thousand and 55 thousand weighted-average shares of anti-dilutive RSUs were excluded from the diluted EPS computations for the three and six months ended June 30, 2025, respectively.

Stock Repurchase Program — On January 22, 2025, the Company’s Board of Directors authorized a stock repurchase of up to $300 million of the Company’s common stock. For the three months ended June 30, 2026, there were no stock repurchases. For the six months ended June 30, 2026, the Company repurchased $99 million of its common stock. In comparison, the Company repurchased $3 million and $88 million of common stock for the three and six months ended June 30, 2025, respectively.

Note 12 — Accumulated Other Comprehensive Income (Loss)

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

($ in thousands)						Debt Securities (1)						Cash Flow Hedges						Foreign Currency Translation Adjustments (2)						Total
Balance, April 1, 2025						$	(482,175)					$	10,493					$	(23,333)					$	(495,015)
Net unrealized gains (losses) arising during the period						14,926						14,045						(1,103)						27,868
Amounts reclassified from AOCI						683						4,084						—						4,767
Changes, net of tax						15,609						18,129						(1,103)						32,635
Balance, June 30, 2025						$	(466,566)					$	28,622					$	(24,436)					$	(462,380)
Balance, April 1, 2026						$	(383,752)					$	12,033					$	(16,501)					$	(388,220)
Net unrealized (losses) gains arising during the period						(13,052)						(16,137)						3,676						(25,513)
Amounts reclassified from AOCI						480						(533)						—						(53)
Changes, net of tax						(12,572)						(16,670)						3,676						(25,566)
Balance, June 30, 2026						$	(396,324)					$	(4,637)					$	(12,825)					$	(413,786)

Refer to table footnotes on the following page.

56

($ 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						72,303						40,370						(2,115)						110,558
Amounts reclassified from AOCI						3,283						9,039						—						12,322
Changes, net of tax						75,586						49,409						(2,115)						122,880
Balance, June 30, 2025						$	(466,566)					$	28,622					$	(24,436)					$	(462,380)
Balance, January 1, 2026						$	(353,232)					$	28,209					$	(20,587)					$	(345,610)
Net unrealized (losses) gains arising during the period						(45,524)						(31,902)						7,762						(69,664)
Amounts reclassified from AOCI						2,432						(944)						—						1,488
Changes, net of tax						(43,092)						(32,846)						7,762						(68,176)
Balance, June 30, 2026						$	(396,324)					$	(4,637)					$	(12,825)					$	(413,786)

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

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

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

						Three Months Ended June 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						$	(18,526)					$	5,474					$	(13,052)					$	31,958					$	(17,032)					$	14,926
Reclassification adjustments:
Net realized gains on AFS debt securities reclassified into net income (1)						(2,931)						866						(2,065)						(746)						208						(538)
Amortization of unrealized losses on transferred securities (2)						3,613						(1,068)						2,545						3,772						(2,551)						1,221
Net change						(17,844)						5,272						(12,572)						34,984						(19,375)						15,609
Cash flow hedges:
Net unrealized (losses) gains arising during the period						(22,908)						6,771						(16,137)						18,728						(4,683)						14,045
Net realized (gains) losses reclassified into net income (3)						(758)						225						(533)						5,531						(1,447)						4,084
Net change						(23,666)						6,996						(16,670)						24,259						(6,130)						18,129
Foreign currency translation adjustments, net of hedges:
Net unrealized gains (losses) arising during the period						3,676						—						3,676						(1,330)						227						(1,103)
Net change						3,676						—						3,676						(1,330)						227						(1,103)
Other comprehensive (loss) income						$	(37,834)					$	12,268					$	(25,566)					$	57,913					$	(25,278)					$	32,635

57

						Six Months Ended June 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						$	(64,612)					$	19,088					$	(45,524)					$	113,496					$	(41,193)					$	72,303
Reclassification adjustments:
Net realized gains on AFS debt securities reclassified into net income (1)						(3,739)						1,105						(2,634)						(877)						247						(630)
Amortization of unrealized losses on transferred securities (2)						7,192						(2,126)						5,066						7,594						(3,681)						3,913
Net change						(61,159)						18,067						(43,092)						120,213						(44,627)						75,586
Cash flow hedges:
Net unrealized (losses) gains arising during the period						(45,290)						13,388						(31,902)						56,194						(15,824)						40,370
Net realized (gains) losses reclassified into net income (3)						(1,341)						397						(944)						12,583						(3,544)						9,039
Net change						(46,631)						13,785						(32,846)						68,777						(19,368)						49,409
Foreign currency translation adjustments, net of hedges:
Net unrealized gains (losses) arising during the period						7,762						—						7,762						(2,342)						227						(2,115)
Net change						7,762						—						7,762						(2,342)						227						(2,115)
Other comprehensive (loss) income						$	(100,028)					$	31,852					$	(68,176)					$	186,648					$	(63,768)					$	122,880

(1)Pre-tax amounts were reported in Net gains on AFS debt securities and Provision for Credit Losses on the Consolidated Statement of Income. Refer to Note 4 — Securities — Realized Gains and Reversal of Credit Losses 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 variable rate loans were reported in Interest and dividend income on the Consolidated Statement of Income.

Note 13 — Business Segments

The Company organizes its operations into three reportable operating segments: (1) Consumer and Business Banking; (2) Commercial Banking; and (3) Treasury and Other. These segments are defined based on customer type, the channels through which customers are served, and the products and services provided. The chief operating decision maker (“CODM”) is the Chairman and Chief Executive Officer of the Company. The CODM regularly reviews the Company’s operating results to allocate resources and assess performance. Operating segment results are also based on the Company’s internal management reporting process, which reflects the allocations of certain balance sheet and income statement line items. The CODM uses certain performance measures such as segment net income and considers variances of actual results from forecast results on a quarterly basis when making decisions on resource allocations between segments. The segment information presented is not indicative of how the segments would perform if they operated as independent entities.

The Consumer and Business Banking segment primarily provides financial products and services to consumer and commercial customers through the Company’s domestic branch network and digital banking platforms. This segment offers consumer and commercial deposits, mortgage and home equity loans, and other banking products and services. It also originates commercial loans for small- and medium-sized enterprises through the Company’s branch network. Additional banking products and services provided by this segment include wealth management, private banking, treasury management, interest rate risk hedging and foreign exchange services.

The Commercial Banking segment primarily generates commercial loan and deposit products. Commercial loan products include CRE lending, construction finance, commercial business lending, working capital lines of credit, trade finance, letters of credit, affordable housing lending, asset-based lending, asset-backed finance, project finance, equipment financing, and loan syndication. Commercial deposit products and other financial services include treasury management, foreign exchange services and interest rate and commodity risk hedging. This segment also includes the Company’s international branch activities.

The remaining centralized functions, including the Company’s corporate treasury activities, tax credit investment activities, net funds transfer pricing (“FTP”), eliminations of inter-segment amounts, and centrally managed departments, are aggregated within Treasury and Other segment.

58

The Company utilizes an internal reporting process to measure the performance of the three operating segments within the Company. The Company’s internal reporting process consists of certain allocation methodologies for revenues and expenses, and the internal FTP process. The FTP process is formulated with the goal of encouraging loan and deposit growth that is consistent with the Company’s overall profitability objectives, as well as providing a reasonable and consistent basis for the measurement of business segment net interest margins and profitability. The FTP process charges a cost to fund loans (“FTP charges for loans”) and allocates credits for funds provided from deposits (“FTP credits for deposits”) using internal FTP rates. FTP charges for loans are determined based on a matched cost of funds, which is tied to the pricing and term characteristics of the loans. FTP credits for deposits are based on matched funding credit rates, which are tied to the implied or stated maturity of the deposits. FTP credits for deposits reflect the long-term value generated by the deposits. The net spread between the total internal FTP charges and credits is recorded as part of net interest income in the Treasury and Other segment. The corporate treasury function within the Treasury and Other segment is responsible for the Company’s liquidity and interest rate management and manages the corporate interest rate risk exposure. The Company’s internal FTP assumptions and methodologies are reviewed at least annually to ensure that the process is reflective of current market conditions.

Each segment’s net interest income represents the difference between interest earned on segment assets and interest incurred on segment liabilities, adjusted for funding charges or credits through the Company’s FTP process. Noninterest income and noninterest expense directly attributable to a business segment are assigned to that segment. Loan charge-offs and provision for credit losses are recorded to the segments where the loans are recorded. Significant corporate overhead expenses incurred by centralized support areas in the Treasury and Other segment are allocated to the Consumer and Business Banking and Commercial Banking segments based on the segment’s estimated usage factors including, but not limited to, full-time equivalent employees, net interest income, and loan and deposit volume. Amortization of tax credit and CRA investments and certain types of administrative expenses are generally not allocated to segments.

The following tables present the operating results and other key financial measures for the individual operating segments as of and for the three and six months ended June 30, 2026 and 2025:

($ in thousands)						Consumer and Business Banking						Commercial Banking						Treasury and Other						Total
Three Months Ended June 30, 2026
Net interest income before provision for credit losses						$	274,251					$	258,824					$	151,576		(1)			$	684,651
Noninterest income						38,205						55,560						12,727						106,492
Total revenue before provision for credit losses						312,456						314,384						164,303						791,143
Provision for credit losses						12,451						20,549						—						33,000
Compensation and employee benefits						66,704						69,778						36,061						172,543
Other noninterest expense (2)						61,483						39,151						17,445						118,079
Total noninterest expense						128,187						108,929						53,506						290,622
Segment income before income taxes						171,818						184,906						110,797						467,521
Segment net income						$	123,668					$	133,182					$	106,850					$	363,700
Average balances:
Loans						$	21,451,804					$	36,777,698					$	—		(3)			$	58,229,502
Deposits						$	36,143,674					$	28,658,783					$	3,895,188					$	68,697,645
As of June 30, 2026
Segment assets						$	22,179,346					$	38,935,480					$	23,648,646					$	84,763,472

59

($ in thousands)						Consumer and Business Banking						Commercial Banking						Treasury and Other						Total
Three Months Ended June 30, 2025
Net interest income before provision for (reversal of) credit losses						$	273,073					$	254,144					$	89,857		(1)			$	617,074
Noninterest income						27,729						49,751						8,698						86,178
Total revenue before provision for (reversal of) credit losses						300,802						303,895						98,555						703,252
Provision for (reversal of) credit losses						6,775						38,724						(499)						45,000
Compensation and employee benefits						58,151						57,592						29,098						144,841
Other noninterest expense (2)						57,252						36,053						17,874						111,179
Total noninterest expense						115,403						93,645						46,972						256,020
Segment income before income taxes						178,624						171,526						52,082						402,232
Segment net income						$	128,295					$	123,207					$	58,751					$	310,253
Average balances:
Loans						$	20,183,539					$	33,767,859					$	330,034					$	54,281,432
Deposits (4)						$	32,750,578					$	26,315,823					$	4,611,431					$	63,677,832
As of June 30, 2025
Segment assets						$	20,735,714					$	36,134,621					$	21,287,732					$	78,158,067

($ in thousands)						Consumer and Business Banking						Commercial Banking						Treasury and Other						Total
Six Months Ended June 30, 2026
Net interest income before provision for (reversal of) credit losses						$	543,498					$	520,110					$	292,236		(1)			$	1,355,844
Noninterest income						78,167						109,891						20,990						209,048
Total revenue before provision for (reversal of) credit losses						621,665						630,001						313,226						1,564,892
Provision for (reversal of) credit losses						21,636						47,556						(192)						69,000
Compensation and employee benefits						136,800						144,622						63,786						345,208
Other noninterest expense (2)						123,488						75,621						26,619						225,728
Total noninterest expense						260,288						220,243						90,405						570,936
Segment income before income taxes						339,741						362,202						223,013						924,956
Segment net income						$	244,532					$	260,821					$	216,143					$	721,496
Average balances:
Loans						$	21,244,542					$	36,400,779					$	—		(3)			$	57,645,321
Deposits						$	35,599,069					$	28,374,828					$	4,151,918					$	68,125,815
As of June 30, 2026
Segment assets						$	22,179,346					$	38,935,480					$	23,648,646					$	84,763,472

60

($ in thousands)						Consumer and Business Banking						Commercial Banking						Treasury and Other						Total
Six Months Ended June 30, 2025
Net interest income before provision for credit losses						$	542,806					$	507,145					$	167,324		(1)			$	1,217,275
Noninterest income						60,014						103,330						14,936						178,280
Total revenue before provision for credit losses						602,820						610,475						182,260						1,395,555
Provision for credit losses						14,460						79,503						37						94,000
Compensation and employee benefits						120,115						118,779						52,382						291,276
Other noninterest expense (2)						114,444						78,371						24,077						216,892
Total noninterest expense						234,559						197,150						76,459						508,168
Segment income before income taxes						353,801						333,822						105,764						793,387
Segment net income						$	251,383					$	237,232					$	111,908					$	600,523
Average balances:
Loans						$	19,974,077					$	33,490,986					$	347,116					$	53,812,179
Deposits (4)						$	32,539,912					$	26,222,998					$	4,397,671					$	63,160,581
As of June 30, 2025
Segment assets						$	20,735,714					$	36,134,621					$	21,287,732					$	78,158,067

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

(2)The Consumer and Business Banking segment's other noninterest expense is primarily comprised of corporate overhead allocated expenses, occupancy and equipment expense, and other operating expenses. The Commercial Banking segment’s other noninterest expense is primarily comprised of corporate overhead allocated expenses, other operating expense, occupancy and equipment expense, and deposit account expense. The Treasury and Other segment's other noninterest expense is primarily comprised of amortization of tax credit and CRA investments, and other operating expenses, net of any corporate overhead expenses allocated to other segments.

(3)Reallocated to the Commercial Banking and Consumer and Business Banking segments effective first quarter of 2026.

(4)Prior period balances have been reclassified for comparability due to a change in allocation methodology.

61

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

									Page
			Overview						63
			Financial Review						64
			Results of Operations						66
						Net Interest Income			66
						Noninterest Income			72
						Noninterest Expense			73
						Income Taxes			74
						Operating Segment Results			74
			Balance Sheet Analysis						78
						Debt Securities			78
						Loan Portfolio			80
						Foreign Outstandings			86
						Deposits			87
						Capital			88
						Regulatory Capital and Ratios			89
			Risk Management						89
						Credit Risk Management			90
						Liquidity Risk Management			93
						Market Risk Management			96
			Critical Accounting Policies and Estimates						101
			Reconciliation of GAAP to Non-GAAP Financial Measures						101

62

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 June 30, 2026, the Company had $84.8 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

Evolving geopolitical uncertainties, including recent developments in the Middle East and ongoing shifts in global trade policies and tariffs, continue to create uncertainty regarding inflation, prices and potential supply chain disruptions. At its most recent meeting, the Federal Reserve maintained the target rate of the federal funds rate, reflecting a cautious stance as it continues to balance economic uncertainty, persistent inflationary pressures and continued strength in the labor market. These conditions may contribute to market volatility and influence the pace of inflation and economic growth. The U.S. economy continues to expand at a moderate pace, with Federal Reserve projections indicating GDP growth of 2% and inflation expected to gradually moderate. Commercial and consumer loan demand remains solid, supported by healthy consumer spending and business investment. The Company continues to monitor changes in the economic, regulatory and banking environment and their potential impacts on its business and customers.

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 to risk-based capital treatment of certain exposure categories that are material to the Company. The proposed changes address the definition of capital, the calculation of certain risk-weighted assets and future indexing of certain dollar-based thresholds. The Company has been monitoring these proposals and assessing their potential impacts on its regulatory capital position.

63

In June 2026, the Federal Deposit Insurance Corporation (“FDIC”) issued two proposals that would modify certain requirements applicable to the Bank. The first would streamline resolution planning requirements for insured depository institutions by, among other things, increasing the applicability threshold to institutions with $100 billion or more in total assets, eliminating the need for institutions to provide a strategy for their own resolution and annual interim resolution plan supplements, and removing the FDIC’s ability to deem resolution plans, which would be renamed “resolution submissions,” not credible. The second proposal would decrease initial base deposit insurance assessment rates for institutions with total assets of $30 billion or more, including the Bank, by one basis point (“bp”). This proposal would provide an additional downward adjustment of 0.5 bp to such an institution’s assessment rate if the institution successfully completed a virtual data room testing exercise and a further downward adjustment of 0.5 bp if the institution provided the FDIC with temporary access to certain data service providers and/or internal data systems. We are evaluating the potential impact of these proposals on EWBC and the Bank.

In June 2026, the California Air Resources Board announced a proposed deferral of the first-year initial reporting deadline under SB 253 for Scope 1 and Scope 2 greenhouse gas emissions under SB 253 from August 10, 2026 to November 10, 2026. The Company is monitoring these developments, including potential changes to reporting requirements, and evaluating their impact on its disclosures, processes, and controls.

Financial Review

						Three Months Ended June 30,												Six Months Ended June 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						$	684,651											$	617,074					$	1,355,844					$	1,217,275
Noninterest income						106,492												86,178						209,048						178,280
Total revenue						791,143												703,252						1,564,892						1,395,555
Provision for credit losses						33,000												45,000						69,000						94,000
Noninterest expense						290,622												256,020						570,936						508,168
Income before income taxes						467,521												402,232						924,956						793,387
Income tax expense						103,821												91,979						203,460						192,864
Net income						$	363,700											$	310,253					$	721,496					$	600,523
Per share:
Basic earnings						$	2.65											$	2.25					$	5.24					$	4.35
Diluted earnings						$	2.63											$	2.24					$	5.21					$	4.32
Dividends declared						$	0.80											$	0.60					$	1.60					$	1.20
Weighted-average number of shares outstanding:
Basic						137,450												137,818						137,757						138,009
Diluted						138,301												138,789						138,568						139,058
Performance metrics:
Return on average assets (“ROA”)						1.75		%										1.62		%				1.77		%				1.59		%
Return on average common equity (“ROAE”)						16.01		%										15.42		%				16.02		%				15.19		%
Return on average tangible common equity (“ROATCE”) (1)						16.88		%										16.39		%				16.90		%				16.16		%
Common dividend payout ratio						30.54		%										26.99		%				30.85		%				27.95		%
Net interest margin						3.43		%										3.35		%				3.46		%				3.35		%
Efficiency ratio (2)						36.73		%										36.41		%				36.48		%				36.41		%

At period end:						June 30, 2026						December 31, 2025
Total assets						$	84,763,472					$	80,434,997
Total loans						$	58,981,365					$	56,899,148
Total deposits						$	70,092,693					$	67,082,701
Common shares outstanding at period-end						137,011						137,579
Book value per share						$	67.48					$	64.68
Tangible book value per share (1)						$	64.06					$	61.27
Tangible common equity (“TCE”) ratio (1)						10.41		%				10.54		%

(1)For additional information regarding the reconciliation of these non-U.S. 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.

64

The Company’s net income for the second quarter and first half of 2026 was $364 million and $721 million, respectively, which increased $53 million or 17%, and $121 million or 20%, respectively, from the same prior year periods. The year-over-year increases were primarily driven by higher net interest income before provision for credit losses, increased noninterest income, and lower provision for credit losses, partially offset by higher noninterest expense. Noteworthy aspects of the Company’s performance for the second quarter and first half of 2026 included:

•Net interest income and net interest margin. Second quarter 2026 net interest income before provision for credit losses was $685 million, an increase of $68 million or 11% from the second quarter of 2025. Second quarter 2026 net interest margin was 3.43% up 8 bps from the prior-year quarter. For the first half of 2026, net interest income before the provision for credit losses totaled $1.4 billion, an increase of $139 million or 11% compared with the first half of 2025. Net interest margin was 3.46% for the first half of 2026, an increase of 11 bps year over year.

•Earnings per share growth. Second quarter 2026 basic and diluted earnings per share (“EPS”) each increased 18% to $2.65 and $2.63, respectively, compared with the second quarter of 2025. For the first half of 2026, basic EPS increased 20% to $5.24, while diluted EPS increased 21% to $5.21, compared with the first half of 2025.

•Profitability ratios. Second quarter 2026 ROA, ROAE and ROATCE were 1.75%, 16.01% and 16.88%, respectively, representing year-over-year increases of 13 bps, 59 bps and 49 bps, respectively. For the first half of 2026, ROA, ROAE and ROATCE were 1.77%, 16.02% and 16.90%, respectively, up 18 bps, 83 bps and 74 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.

•Efficiency ratios. Second quarter 2026 efficiency ratio was 36.73%, compared with 36.41% in the second quarter of 2025. For the first half of 2026, the efficiency ratio was 36.48%, compared with 36.41% in the prior-year period.

•Asset growth. Total assets reached $84.8 billion as of June 30, 2026, an increase of $4.3 billion from December 31, 2025, primarily driven by a $2.1 billion or 4% increase in net loans held-for-investment and a $1.4 billion or 10% increase in available-for-sale (“AFS”) debt securities.

•Deposit growth. Total deposits were $70.1 billion as of June 30, 2026, an increase of $3.0 billion or 4%, from December 31, 2025, primarily driven by growth in noninterest-bearing demand and money market deposits.

•Capital levels. Stockholders’ equity was $9.2 billion as of June 30, 2026, up $347 million or 4%, from December 31, 2025. Book value per share of $67.48 as of June 30, 2026, increased $2.80 or 4% compared with December 31, 2025. Tangible book value per share of $64.06 as of June 30, 2026, increased $2.79 or 5% compared with December 31, 2025. Tangible book value per share is a non-GAAP financial measure. For additional details, see the reconciliation of non-GAAP financial measures presented under Item 2. MD&A — Reconciliation of GAAP to Non-GAAP Financial Measures in this Form 10-Q.

65

Results of Operations

Net Interest Income

The Company’s primary source of revenue is net interest income, which is the interest income earned on interest-earning assets less interest expense paid on interest-bearing liabilities. Net interest margin is the ratio of net interest income to average interest-earning assets. Net interest income and net interest margin are impacted by several factors, including changes in average balances and the composition of interest-earning assets and funding sources, market interest rate fluctuations and the slope of the yield curve, repricing characteristics and maturity of interest-earning assets and interest-bearing liabilities, the volume of noninterest-bearing sources of funds and asset quality.

Net interest income and net interest margin for the second quarter and first half of 2026 increased year-over-year. These year-over-year increases primarily reflected lower interest-bearing deposit funding costs and increases in loans and AFS debt securities’ average balances, partially offset by lower yields on loans, interest-bearing cash and deposits with banks, and AFS debt securities.

Average interest-earning assets were $80.1 billion for the second quarter of 2026, an increase of $6.2 billion or 8% from the second quarter of 2025. For the first half of 2026, average interest-earning assets were $79.0 billion, an increase of $5.7 billion or 8% from the first half of 2025. The year-over-year increases in average interest-earning assets primarily reflected loan growth and increases in AFS debt securities.

The yield on average interest-earning assets for the second quarter of 2026 was 5.41%, a decrease of 34 bps from the second quarter of 2025. The yield on average interest-earning assets for the first half of 2026 was 5.45%, a decrease of 30 bps from the first half of 2025. These year-over-year decreases for both periods primarily reflected the impact of lower benchmark interest rates on the loan portfolio.

66

Average loan yields of 6.02% and 6.06% for the second quarter and first half of 2026, respectively, decreased 38 bps and 33 bps, respectively, compared with the prior year periods. The year-over-year decreases in the average loan yield for both periods primarily reflected the loan portfolio’s sensitivity to lower benchmark interest rates. Approximately 59% and 58% of loans held-for-investment were variable-rate as of June 30, 2026 and 2025, respectively.

Deposits are an important source of funding for the Company. Average deposits were $68.7 billion and $68.1 billion for the second quarter and first half of 2026, respectively, which both increased $5.0 billion or 8% from the prior year comparative periods. The year-over-year increases for both periods were primarily driven by growth in demand, time and money market deposits.

67

Average noninterest-bearing deposits were $17.4 billion for the second quarter of 2026, a $2.2 billion or 15% increase from the second quarter of 2025. For the first half of 2026, average noninterest-bearing deposits were $17.1 billion, a $2.0 billion or 13% increase from the first half of 2025. The proportion of average noninterest-bearing deposits remained relatively stable year over year at 25% for both the second quarter and first half of 2026, compared with 24% in the same prior year periods.

The average cost of deposits of 2.10% for the second quarter and 2.12% for the first half of 2026 decreased 42 bps and 41 bps, respectively, compared with the prior year periods. The average cost of interest-bearing deposits decreased 50 bps from the prior year periods to 2.81% for the second quarter of 2026 and 2.83% for the first half of 2026. These year-over-year decreases primarily reflected the impacts of lower benchmark interest rates and the Company’s efforts to reduce deposit costs.

The average cost of funds calculation includes deposits, Federal Home Loan Bank (“FHLB”) advances, securities sold under repurchase agreements (“repurchase agreements”), long-term debt, and short-term borrowings. The average cost of funds of 2.19% for the second quarter and 2.20% for the first half of 2026, both decreased 44 bps from the prior year periods. The year-over-year decreases were mainly driven by the decrease in the cost of deposits as discussed above.

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.

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 second quarters of 2026 and 2025:

						Three Months Ended June 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						$	3,985,838					$	31,216					3.14		%				$	3,699,036					$	34,935					3.79		%
Securities purchased under resale agreements (“resale agreements”)						425,000						1,624						1.53		%				425,000						1,624						1.53		%
Debt securities:
AFS (2)(3)						14,441,915						158,285						4.40		%				12,435,531						141,496						4.56		%
Held-to-maturity (“HTM”) (2)						2,849,553						12,044						1.70		%				2,896,410						12,292						1.70		%
Total debt securities (2)						17,291,468						170,329						3.95		%				15,331,941						153,788						4.02		%
Loans:
Commercial and industrial (“C&I”) (2)						19,452,052						304,621						6.28		%				17,363,095						303,791						7.02		%
Commercial real estate (“CRE”) (2)						21,550,542						320,535						5.97		%				20,535,145						319,666						6.24		%
Residential mortgage						17,173,833						248,541						5.80		%				16,336,054						241,666						5.93		%
Other consumer						53,075						792						5.98		%				47,138						572						4.86		%
Total loans (2)(4)(5)						58,229,502						874,489						6.02		%				54,281,432						865,695						6.40		%
Restricted equity securities						157,737						3,165						8.05		%				165,716						2,957						7.16		%
Total interest-earning assets						$	80,089,545					$	1,080,823					5.41		%				$	73,903,125					$	1,058,999					5.75		%
Noninterest-earning assets:
Cash and due from banks						311,337																		350,343
Allowance for loan and lease losses (“ALLL”)						(854,564)																		(745,121)
Other assets						3,604,651																		3,353,681
Total assets						$	83,150,969																	$	76,862,028
LIABILITIES AND STOCKHOLDERS’ EQUITY
Interest-bearing liabilities:
Checking deposits						$	7,530,547					$	37,692					2.01		%				$	7,597,103					$	47,013					2.48		%
Money market deposits						16,545,079						108,628						2.63		%				15,325,928						124,282						3.25		%
Savings deposits						1,905,782						4,511						0.95		%				1,745,220						3,700						0.85		%
Time deposits						25,353,592						208,591						3.30		%				23,894,775						225,593						3.79		%
Total interest-bearing deposits						51,335,000						359,422						2.81		%				48,563,026						400,588						3.31		%
Short-term borrowings and federal funds purchased						364						5						5.08		%				659						1						0.66		%
FHLB advances						3,041,759						29,455						3.88		%				3,500,003						39,313						4.51		%
Repurchase agreements						707,880						6,680						3.79		%				119,061						1,352						4.55		%
Long-term debt and finance lease liabilities						35,480						610						6.89		%				35,811						671						7.52		%
Total interest-bearing liabilities						$	55,120,483					$	396,172					2.88		%				$	52,218,560					$	441,925					3.39		%
Noninterest-bearing liabilities and stockholders’ equity:
Demand deposits						17,362,645																		15,114,806
Accrued expenses and other liabilities						1,553,445																		1,458,680
Stockholders’ equity						9,114,396																		8,069,982
Total liabilities and stockholders’ equity						$	83,150,969																	$	76,862,028
Total deposits						$	68,697,645					$	359,422					2.10		%				$	63,677,832					$	400,588					2.52		%
Interest rate spread																		2.53		%																2.36		%
Net interest income and net interest margin												$	684,651					3.43		%										$	617,074					3.35		%

(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 $61 thousand and $10 million for the second quarters of 2026 and 2025, respectively.

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

(5)Loans include the accretion of net deferred loan fees and amortization of net premiums, which totaled $8 million and $13 million for the second quarters of 2026 and 2025, respectively.

69

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 halves of 2026 and 2025:

						Six Months Ended June 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						$	3,926,059					$	61,067					3.14		%				$	3,906,499					$	74,072					3.82		%
Resale agreements						425,000						3,249						1.54		%				425,000						3,234						1.53		%
Debt securities:
AFS (2)(3)						14,027,873						306,449						4.41		%				12,102,837						277,015						4.62		%
HTM (2)						2,855,444						24,058						1.70		%				2,902,373						24,557						1.71		%
Total debt securities (2)						16,883,317						330,507						3.95		%				15,005,210						301,572						4.05		%
Loans:
C&I (2)						19,104,391						601,936						6.35		%				17,115,622						597,205						7.04		%
CRE (2)						21,436,986						636,458						5.99		%				20,454,528						631,052						6.22		%
Residential mortgage						17,051,635						493,425						5.84		%				16,193,678						476,557						5.93		%
Other consumer						52,309						1,548						5.97		%				48,351						1,293						5.39		%
Total loans (2)(4)(5)						57,645,321						1,733,367						6.06		%				53,812,179						1,706,107						6.39		%
Restricted equity securities						154,478						8,143						10.63		%				165,540						5,816						7.08		%
Total interest-earning assets						$	79,034,175					$	2,136,333					5.45		%				$	73,314,428					$	2,090,801					5.75		%
Noninterest-earning assets:
Cash and due from banks						380,395																		347,797
Allowance for loan, lease, and securities’ losses						(845,745)																		(730,768)
Other assets						3,552,509																		3,315,450
Total assets						$	82,121,334																	$	76,246,907
LIABILITIES AND STOCKHOLDERS’ EQUITY
Interest-bearing liabilities:
Checking deposits						$	7,591,242					$	77,137					2.05		%				$	7,672,963					$	94,924					2.49		%
Money market deposits						16,375,246						213,506						2.63		%				15,081,131						240,300						3.21		%
Savings deposits						1,804,410						7,521						0.84		%				1,749,062						7,147						0.82		%
Time deposits						25,233,524						416,670						3.33		%				23,547,978						450,198						3.86		%
Total interest-bearing deposits						51,004,422						714,834						2.83		%				48,051,134						792,569						3.33		%
Short-term borrowings and federal funds purchased						465						9						3.73		%				544						7						2.56		%
FHLB advances						2,810,775						54,459						3.91		%				3,500,002						78,179						4.50		%
Repurchase agreements						529,966						9,970						3.79		%				63,183						1,429						4.56		%
Long-term debt and finance lease liabilities						35,523						1,217						6.91		%				35,864						1,342						7.55		%
Total interest-bearing liabilities						$	54,381,151					$	780,489					2.89		%				$	51,650,727					$	873,526					3.41		%
Noninterest-bearing liabilities and stockholders’ equity:
Demand deposits						17,121,393																		15,109,447
Accrued expenses and other liabilities						1,537,720																		1,516,650
Stockholders’ equity						9,081,070																		7,970,083
Total liabilities and stockholders’ equity						$	82,121,334																	$	76,246,907
Total deposits						$	68,125,815					$	714,834					2.12		%				$	63,160,581					$	792,569					2.53		%
Interest rate spread																		2.56		%																2.34		%
Net interest income and net interest margin												$	1,355,844					3.46		%										$	1,217,275					3.35		%

(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 of AFS debt securities of $1 million and $17 million for the first halves of 2026 and 2025, respectively.

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

(5)Loans include the accretion of net deferred loan fees and amortization of net premiums, which totaled $19 million and $26 million for the first halves of 2026 and 2025, respectively.

70

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 June 30,																								Six Months Ended June 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						$	(3,719)					$	2,564					$	(6,283)																							$	(13,005)					$	369					$	(13,374)
Resale agreements						—						—						—																								15						—						15
Debt securities:
AFS						16,789						22,146						(5,357)																								29,434						42,501						(13,067)
HTM						(248)						(198)						(50)																								(499)						(396)						(103)
Total debt securities						16,541						21,948						(5,407)																								28,935						42,105						(13,170)
Loans:
C&I						830						34,500						(33,670)																								4,731						65,724						(60,993)
CRE						869						15,436						(14,567)																								5,406						29,670						(24,264)
Residential mortgage						6,875						12,204						(5,329)																								16,868						24,928						(8,060)
Other consumer						220						78						142																								255						111						144
Total loans						8,794						62,218						(53,424)																								27,260						120,433						(93,173)
Restricted equity securities						208						(147)						355																								2,327						(412)						2,739
Total interest and dividend income						$	21,824					$	86,583					$	(64,759)																							$	45,532					$	162,495					$	(116,963)
Interest-bearing liabilities:
Checking deposits						$	(9,321)					$	(408)					$	(8,913)																							$	(17,787)					$	(1,001)					$	(16,786)
Money market deposits						(15,654)						9,332						(24,986)																								(26,794)						19,418						(46,212)
Savings deposits						811						358						453																								374						229						145
Time deposits						(17,002)						13,203						(30,205)																								(33,528)						30,712						(64,240)
Total interest-bearing deposits						(41,166)						22,485						(63,651)																								(77,735)						49,358						(127,093)
Short-term borrowings and federal funds purchased						4						(1)						5																								2						(1)						3
FHLB advances						(9,858)						(4,091)						(5,767)																								(23,720)						(14,175)						(9,545)
Repurchase agreements						5,328						5,594						(266)																								8,541						8,821						(280)
Long-term debt and finance lease liabilities						(61)						(6)						(55)																								(125)						(13)						(112)
Total interest expense						$	(45,753)					$	23,981					$	(69,734)																							$	(93,037)					$	43,990					$	(137,027)
Change in net interest income						$	67,577					$	62,602					$	4,975																							$	138,569					$	118,505					$	20,064

71

Noninterest Income

The following table presents the components of noninterest income for the second quarters and first halves of 2026 and 2025:

						Three Months Ended June 30,																		Six Months Ended June 30,
($ in thousands)						2026						2025												% Change						2026						2025						% Change
Commercial and consumer deposit-related fees						$	31,621					$	26,865											18		%				$	62,240					$	53,940					15		%
Lending and loan servicing fees						27,961						25,586												9		%				54,031						51,816						4		%
Foreign exchange income						14,926						13,715												9		%				30,373						29,552						3		%
Wealth management fees						19,461						10,725												81		%				41,721						24,404						71		%
Customer derivative income and derivative mark-to-market adjustments:
Customer derivative income						1,895						3,645												(48)		%				6,490						9,184						(29)		%
Derivative mark-to-market and credit valuation adjustments						(732)						(1,444)												(49)		%				202						(2,914)						NM
Total customer derivative income and derivative mark-to-market adjustments						1,163						2,201												(47)		%				6,692						6,270						7		%
Net gains on AFS debt securities						2,931						746												293		%				3,547						877						304		%
Other investment (loss) income						(49)						678												NM						2,907						2,940						(1)		%
Other income						8,478						5,662												50		%				7,537						8,481						(11)		%
Total noninterest income						$	106,492					$	86,178											24		%				$	209,048					$	178,280					17		%
Noninterest income as a percent of total revenue						13%						12%																		13%						13%

NM - Not meaningful.

Noninterest income for the second quarter of 2026 was $106 million, an increase of $20 million or 24% compared with the second quarter of 2025. The year-over-year increase was primarily due to increases in wealth management fees, commercial and consumer deposit-related fees, other income, lending and loan servicing fees, and net gains on AFS debt securities. Noninterest income for the first half of 2026 was $209 million, an increase of $31 million or 17% compared with the first half of 2025. The year-over-year increase was primarily due to increases in wealth management fees, commercial and consumer deposit-related fees, and net gains on AFS debt securities.

Commercial and consumer deposit-related fees were $32 million for the second quarter of 2026, an increase of $5 million or 18% compared with the second quarter of 2025. For the first half of 2026, commercial and consumer deposit-related fees were $62 million, an increase of $8 million or 15% compared with the first half of 2025. The year-over-year increases were primarily due to higher commercial customer activity.

Lending and loan servicing fees were $28 million for the second quarter of 2026, an increase of $2 million or 9% compared with the second quarter of 2025. For the first half of 2026, lending and loan servicing fees were $54 million, an increase of $2 million or 4% compared with the first half of 2025. The year-over-year increases were primarily due to higher syndication fees.

Wealth management fees were $19 million for the second quarter of 2026, an increase of $9 million or 81% compared with the second quarter of 2025. For the first half of 2026, wealth management fees were $42 million, an increase of $17 million or 71% compared with the first half of 2025. The year-over-year increases primarily reflected higher customer activity, including increased demand for wealth management products such as fixed-rate corporate bonds, as well as new customer acquisitions.

Net gains on AFS debt securities of $3 million and $4 million, for the second quarter and first half of 2026, respectively, increased $2 million and $3 million, respectively, compared with the prior year periods. The year-over-year increases primarily reflected the sales of U.S. government agency residential mortgage-backed securities.

72

Other income was $8 million for the second quarter of 2026, an increase of $3 million or 50% compared with the second quarter of 2025. The year-over-year increase primarily reflected $3 million of increase in income from bank-owned life insurance policies, which offset the cost of the Company’s deferred compensation plan included in compensation and employee benefits expense. For the first half of 2026, other income was $8 million, a decrease of $1 million or 11% compared with the first half of 2025. The year-over-year decrease primarily reflected $5 million of lower of cost or market adjustments on loans held-for-sale recorded during the first half of 2026, partially offset by $4 million of increased income from bank-owned life insurance policies, as discussed above.

Noninterest Expense

The following table presents the components of noninterest expense for the second quarters and first halves of 2026 and 2025:

						Three Months Ended June 30,																		Six Months Ended June 30,
($ in thousands)						2026						2025												% Change						2026						2025						% Change
Compensation and employee benefits						$	172,543					$	144,841											19		%				$	345,208					$	291,276					19		%
Occupancy and equipment expense						19,553						16,289												20		%				37,801						31,978						18		%
Computer and software related expenses						15,433						13,446												15		%				30,180						26,760						13		%
Deposit insurance premiums and regulatory assessments						10,268						9,133												12		%				19,127						19,518						(2)		%
Deposit account expense						8,906						9,348												(5)		%				16,439						18,390						(11)		%
Other real estate owned (“OREO”) expense (income)						2,254						(493)												NM						1,990						3,673						(46)		%
Other operating expense						38,869						37,220												4		%				75,411						74,595						1		%
Amortization of tax credit and Community Reinvestment Act (“CRA”) investments						22,796						26,236												(13)		%				44,780						41,978						7		%
Total noninterest expense						$	290,622					$	256,020											14		%				$	570,936					$	508,168					12		%

NM - Not meaningful.

Noninterest expense was $291 million for the second quarter of 2026, an increase of $35 million or 14% compared with the second quarter of 2025. For the first half of 2026, noninterest expense was $571 million, an increase of $63 million or 12% compared with the first half of 2025. These year-over-year increases were primarily driven by higher compensation and employee benefits, occupancy and equipment expense, and computer and software related expenses. The increase for the second quarter also reflected higher OREO expense, partially offset by a decrease in amortization of tax credit and CRA investments.

Compensation and employee benefits were $173 million for the second quarter of 2026, an increase of $28 million or 19% compared with the second quarter of 2025. For the first half of 2026, compensation and employee benefits were $345 million, an increase of $54 million or 19% compared with the first half of 2025. The year-over-year increases were primarily driven by higher incentive compensation, staffing growth, additional employer matching contributions under the Company’s 401(k) plan, and higher costs associated with the deferred compensation plan.

Occupancy and equipment expense was $20 million for the second quarter of 2026, an increase of $3 million or 20% compared with the second quarter of 2025. For the first half of 2026, occupancy and equipment expense was $38 million, an increase of $6 million or 18% compared with the first half of 2025. The year-over-year increases were primarily driven by higher depreciation expense associated with new leasehold improvements and a building purchase made in the first quarter of 2026, and increased rental expense, partially offset by higher rental income.

Computer and software related expenses were $15 million for the second quarter of 2026, an increase of $2 million or 15% compared with the second quarter of 2025. For the first half of 2026, computer and software related expense was $30 million, an increase of $3 million or 13% compared with the first half of 2025. The year-over-year increases were mainly attributable to higher software expenses resulting from continued investments in technology infrastructure to support the Company’s growth.

73

OREO expense was $2 million for the second quarter of 2026, a $3 million increase compared with the OREO income in the second quarter of 2025. The year-over-year increase was primarily due to a $2 million OREO write-down in the second quarter of 2026. For the first half of 2026, OREO expense was $2 million, a $2 million or 46% decrease compared with the first half of 2025. The year-over-year decrease primarily reflected higher gains on the sale of OREO properties.

Amortization of tax credit and CRA investments was $23 million for the second quarter of 2026, a $3 million or 13% decrease compared with the second quarter of 2025. For the first half of 2026, amortization of tax credit and CRA investments was $45 million, a $3 million or 7% increase compared with the first half of 2025. The year-over-year changes were primarily due to the timing of tax credit investments that closed in a given period.

Income Taxes

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

						Three Months Ended June 30,																		Six Months Ended June 30,
($ in thousands)						2026						2025						% Change						2026						2025						% Change
Income before income taxes						$	467,521					$	402,232					16		%				$	924,956					$	793,387					17		%
Income tax expense						$	103,821					$	91,979					13		%				$	203,460					$	192,864					5		%
Effective tax rate						22.2		%				22.9		%										22.0		%				24.3		%

Second quarter 2026 income tax expense was $104 million, and the effective tax rate was 22.2%, compared with second quarter 2025 income tax expense of $92 million and an effective tax rate of 22.9%. For the first half of 2026, income tax expense was $203 million, and the effective tax rate was 22.0%, compared with income tax expense of $193 million and an effective tax rate of 24.3% for the same period in 2025. The increase in income tax expense is primarily due to higher pre-tax income, partially offset by the release of a valuation allowance related to foreign tax credits in 2026 and the one-time revaluation of deferred tax assets recorded in 2025 due to the adoption of the California state tax apportionment in 2025.

Operating Segment Results

The Company organizes its operations into three reportable operating segments: (1) Consumer and Business Banking; (2) Commercial Banking; and (3) Treasury and Other. These segments are defined based on customer type, the channels through which customers are served, and the products and services provided. For a description of the Company’s internal management reporting process, including the methodology used to allocate costs among segments, see Note 13 — Business Segments to the Consolidated Financial Statements in this Form 10-Q.

Segment net interest income represents the difference between interest earned on segment assets and interest incurred on segment liabilities, adjusted for funding charges or credits through the Company’s internal funds transfer pricing (“FTP”) process.

Consumer and Business Banking

The Consumer and Business Banking segment primarily provides financial products and services to consumer and commercial customers through the Company’s domestic branch network and digital banking platforms. This segment offers consumer and commercial deposits, mortgage and home equity loans, and other banking products and services. It also originates commercial loans for small- and medium-sized enterprises through the Company’s branch network. Additional banking products and services provided by this segment include wealth management, private banking, treasury management, interest rate risk hedging and foreign exchange services.

74

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

						Three Months Ended June 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before provision for credit losses						$	274,251					$	273,073					$	1,178					0		%
Noninterest income						38,205						27,729						10,476						38		%
Total revenue before provision for credit losses						312,456						300,802						11,654						4		%
Provision for credit losses						12,451						6,775						5,676						84		%
Compensation and employee benefits						66,704						58,151						8,553						15		%
Other noninterest expense						61,483						57,252						4,231						7		%
Total noninterest expense						128,187						115,403						12,784						11		%
Segment income before income taxes						171,818						178,624						(6,806)						(4)		%
Income tax expense						48,150						50,329						(2,179)						(4)		%
Segment net income						$	123,668					$	128,295					$	(4,627)					(4)		%
Average loans						$	21,451,804					$	20,183,539					$	1,268,265					6		%
Average deposits						$	36,143,674					$	32,750,578					$	3,393,096					10		%

						Six Months Ended June 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before provision for credit losses						$	543,498					$	542,806					$	692					0		%
Noninterest income						78,167						60,014						18,153						30		%
Total revenue before provision for credit losses						621,665						602,820						18,845						3		%
Provision for credit losses						21,636						14,460						7,176						50		%
Compensation and employee benefits						136,800						120,115						16,685						14		%
Other noninterest expense						123,488						114,444						9,044						8		%
Total noninterest expense						260,288						234,559						25,729						11		%
Segment income before income taxes						339,741						353,801						(14,060)						(4)		%
Income tax expense						95,209						102,418						(7,209)						(7)		%
Segment net income						$	244,532					$	251,383					$	(6,851)					(3)		%
Average loans						$	21,244,542					$	19,974,077					$	1,270,465					6		%
Average deposits						$	35,599,069					$	32,539,912					$	3,059,157					9		%

Consumer and Business Banking segment net income decreased $5 million or 4%, to $124 million for the second quarter of 2026, compared with the same period in 2025. This decrease was primarily attributable to a $9 million increase in compensation and employee benefits and a $6 million increase in provision for credit losses, partially offset by a $10 million increase in noninterest income. For the first half of 2026, Consumer and Business Banking segment net income decreased $7 million or 3%, to $245 million, compared with the same period in 2025. The decrease was primarily attributable to a $17 million increase in compensation and employee benefits, a $9 million increase in other noninterest expense, and a $7 million increase in provision for credit losses, partially offset by an $18 million increase in noninterest income.

The increase in noninterest income for both the quarter and year-to-date periods was primarily due to increases in wealth management fees. The increase in the provision for credit losses in both periods was primarily driven by loan growth. The increase in compensation and employee benefits expense in both periods was primarily due to staffing growth and higher wealth management commissions, while the increase in other noninterest expense for the first half of 2026 was mainly driven by higher occupancy and equipment expense and increased allocations of corporate overhead.

75

Commercial Banking

The Commercial Banking segment primarily generates commercial loan and deposit products. Commercial loan products include CRE lending, construction finance, commercial business lending, working capital lines of credit, trade finance, letters of credit, affordable housing lending, asset-based lending, asset-backed finance, project finance, equipment financing, and loan syndication. Commercial deposit products and other financial services include treasury management, foreign exchange services, and interest rate and commodity risk hedging. This segment also includes the Company’s international branch activities.

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

						Three Months Ended June 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before provision for credit losses						$	258,824					$	254,144					$	4,680					2		%
Noninterest income						55,560						49,751						5,809						12		%
Total revenue before provision for credit losses						314,384						303,895						10,489						3		%
Provision for credit losses						20,549						38,724						(18,175)						(47)		%
Compensation and employee benefits						69,778						57,592						12,186						21		%
Other noninterest expense						39,151						36,053						3,098						9		%
Total noninterest expense						108,929						93,645						15,284						16		%
Segment income before income taxes						184,906						171,526						13,380						8		%
Income tax expense						51,724						48,319						3,405						7		%
Segment net income						$	133,182					$	123,207					$	9,975					8		%
Average loans						$	36,777,698					$	33,767,859					$	3,009,839					9		%
Average deposits (1)						$	28,658,783					$	26,315,823					$	2,342,960					9		%

						Six Months Ended June 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before provision for credit losses						$	520,110					$	507,145					$	12,965					3		%
Noninterest income						109,891						103,330						6,561						6		%
Total revenue before provision for credit losses						630,001						610,475						19,526						3		%
Provision for credit losses						47,556						79,503						(31,947)						(40)		%
Compensation and employee benefits						144,622						118,779						25,843						22		%
Other noninterest expense						75,621						78,371						(2,750)						(4)		%
Total noninterest expense						220,243						197,150						23,093						12		%
Segment income before income taxes						362,202						333,822						28,380						9		%
Income tax expense						101,381						96,590						4,791						5		%
Segment net income						$	260,821					$	237,232					$	23,589					10		%
Average loans						$	36,400,779					$	33,490,986					$	2,909,793					9		%
Average deposits (1)						$	28,374,828					$	26,222,998					$	2,151,830					8		%

(1)Prior period balances have been reclassified for comparability due to a change in allocation methodology.

76

Commercial Banking segment net income increased $10 million or 8%, to $133 million for the second quarter of 2026, compared with the same period in 2025. The increase was primarily attributable to an $18 million decrease in the provision for credit losses, a $6 million increase in noninterest income and a $5 million increase in net interest income, partially offset by a $12 million increase in compensation and employee benefits, and a $3 million increase in other noninterest expense. For the first six months of 2026, Commercial Banking segment net income increased $24 million or 10%, to $261 million, compared with the same period in 2025. The increase was primarily attributable to a $32 million decrease in provision for credit losses, a $13 million increase in net interest income and a $7 million increase in noninterest income, partially offset by a $26 million increase in compensation and employee benefits expense.

The increase in net interest income for both the quarter and year -to-date periods was primarily due to lower deposit interest expense resulting from the year-over-year decline in interest rates. The decrease in the provision for credit losses in both periods was primarily driven by a more stable macroeconomic outlook for C&I loans, compared with the prior year period. The $6 million increase in noninterest income for the second quarter 2026, compared with the same period in 2025, was primarily due to higher commercial deposit-related fees, lending and loan servicing fees and wealth management fees. The $7 million noninterest income increase for the first half of 2026, compared with the same period in 2025, was primarily due to higher commercial deposit-related fees and wealth management fees. The increase in compensation and employee benefits in both the quarter and year-to-date periods was primarily driven by higher incentive compensation and staffing growth.

Treasury and Other

Centralized functions, including the Company’s corporate treasury activities, tax credit investment activities, net FTP, eliminations of inter-segment amounts, and centrally managed departments, are aggregated within the Treasury and Other segment.

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

						Three Months Ended June 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before reversal of credit losses (1)						$	151,576					$	89,857					$	61,719					69		%
Noninterest income						12,727						8,698						4,029						46		%
Total revenue before reversal of credit losses						164,303						98,555						65,748						67		%
Reversal of credit losses						—						(499)						499						NM
Compensation and employee benefits						36,061						29,098						6,963						24		%
Other noninterest expense						17,445						17,874						(429)						(2)		%
Total noninterest expense						53,506						46,972						6,534						14		%
Segment income before income taxes						110,797						52,082						58,715						113		%
Income tax expense (benefit)						3,947						(6,669)						10,616						NM
Segment net income						$	106,850					$	58,751					$	48,099					82		%
Average loans (2)						$	—					$	330,034					$	(330,034)					(100)		%
Average deposits (3)						$	3,895,188					$	4,611,431					$	(716,243)					(16)		%

77

						Six Months Ended June 30,
																		Change from 2025
($ in thousands)						2026						2025						$						%
Net interest income before (reversal of) provision for credit losses (1)						$	292,236					$	167,324					$	124,912					75		%
Noninterest income						20,990						14,936						6,054						41		%
Total revenue before (reversal of) provision for credit losses						313,226						182,260						130,966						72		%
(Reversal of) provision for credit losses						(192)						37						(229)						NM
Compensation and employee benefits						63,786						52,382						11,404						22		%
Other noninterest expense						26,619						24,077						2,542						11		%
Total noninterest expense						90,405						76,459						13,946						18		%
Segment income before income taxes						223,013						105,764						117,249						111		%
Income tax expense (benefit)						6,870						(6,144)						13,014						NM
Segment net income						$	216,143					$	111,908					$	104,235					93		%
Average loans (2)						$	—					$	347,116					$	(347,116)					(100)		%
Average deposits (3)						$	4,151,918					$	4,397,671					$	(245,753)					(6)		%

NM — Not meaningful.

(1)Primarily generated from the Company’s debt securities portfolio. Refer to Note 4 — Securities to the Consolidated Financial Statements and Item 2. MD&A — Balance Sheet Analysis — Debt Securities in this Form 10-Q for further information on the Company’s debt securities portfolio.

(2)Reallocated to the Commercial Banking and Consumer and Business Banking segments effective first quarter of 2026.

(3)Prior period balances have been reclassified for comparability due to a change in allocation methodology.

Treasury and Other segment income before income taxes increased $59 million for the second quarter of 2026, compared with the same period in 2025. The increase was attributable to a $62 million increase in net interest income and a $4 million increase in noninterest income, partially offset by a $7 million increase in compensation and employee benefits expense. Treasury and Other segment income before income taxes increased $117 million for the first half of 2026, compared with the same period in 2025. The increase was primarily attributable to a $125 million increase in net interest income and a $6 million increase in noninterest income, partially offset by an $11 million increase in compensation and employee benefits expense.

The increase in net interest income for both the quarterly and year-to-date periods was primarily driven by lower net internal FTP credits for deposits transferred to other business segments, higher interest income on debt securities and lower interest expense on FHLB advances. The increase in noninterest income for both periods was primarily attributable to higher other income, primarily related to bank-owned life insurance policies, and gain on sales of debt securities. The increase in compensation and employee benefits expense for both periods was primarily driven by additional employer matching contributions under the Company’s 401(k) plan, higher deferred compensation plan costs, and increased incentive compensation.

Income tax expense is allocated to the Consumer and Business Banking and the Commercial Banking segments by applying statutory income tax rates to each segment’s income before income taxes. The income tax expense or benefit in the Treasury and Other segment represents the remaining unallocated income tax expense or benefit after allocating income tax expense to the two core segments and reflects the impact of tax credit investment activities.

Balance Sheet Analysis

Debt Securities

The Company maintains a portfolio of high quality and liquid debt securities with a moderate duration profile. It closely manages the overall portfolio credit, interest rate and liquidity risks. The Company’s debt securities provide:

•interest income for earnings and yield enhancement;

•funding availability for needs arising during the normal course of business;

•the ability to execute interest rate risk management strategies in response to changes in economic or market conditions; and

78

•collateral to support pledging agreements as required and/or to enhance the Company’s borrowing capacity.

While the Company does not intend to sell or trade its debt securities, it may sell AFS debt securities in response to changes in the balance sheet and related interest rate risk to meet liquidity, regulatory and strategic requirements.

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

						June 30, 2026																		December 31, 2025																														Ratings as of June 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						$	1,452,946					$	1,431,341								10		%				$	1,010,053					$	993,913								7		%																100		%				—		%				—		%				—		%
U.S. government agency and U.S. government-sponsored enterprise debt securities						286,666						254,400									2		%				287,687						257,654									2		%																100		%				—		%				—		%				—		%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (2)						11,669,952						11,455,225									78		%				10,544,278						10,397,991									79		%																100		%				—		%				—		%				—		%
Municipal securities						271,422						240,688									1		%				277,275						243,102									2		%																100		%				—		%				—		%				—		%
Non-agency mortgage-backed securities						617,187						536,241									4		%				667,195						584,735									4		%																97		%				—		%				3		%				—		%
Corporate debt securities						506,125						421,302									3		%				554,158						464,981									4		%																—		%				42		%				55		%				3		%
Foreign government bonds						251,260						242,349									2		%				247,249						238,455									2		%																45		%				55		%				—		%				—		%
Asset-backed securities						—						—									—		%				31,886						31,389									0		%																—		%				—		%				—		%				—		%
Total AFS debt securities						$	15,055,558					$	14,581,546								100		%				$	13,619,781					$	13,212,220								100		%																96		%				2		%				2		%				0		%
HTM debt securities:
U.S. Treasury securities						$	543,466					$	528,435								22		%				$	540,666					$	524,887								21		%																100		%				—		%				—		%				—		%
U.S. government agency and U.S. government-sponsored enterprise debt securities						1,008,313						853,706									35		%				1,007,055						860,134									35		%																100		%				—		%				—		%				—		%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (3)						1,109,344						912,771									37		%				1,136,874						943,227									38		%																100		%				—		%				—		%				—		%
Municipal securities						184,241						148,582									6		%				185,463						151,498									6		%																100		%				—		%				—		%				—		%
Total HTM debt securities						$	2,845,364					$	2,443,494								100		%				$	2,870,058					$	2,479,746								100		%																100		%				—		%				—		%				—		%
Total debt securities						$	17,900,922					$	17,025,040														$	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 $10.0 billion of amortized cost and $9.9 billion of fair value as of June 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 $76 million of amortized cost and $61 million of fair value as of June 30, 2026, and $79 million of amortized cost and $65 million of fair value as of December 31, 2025.

The Company’s AFS and HTM debt securities portfolios had an effective duration (defined as the sensitivity of the value of the portfolio to interest rate changes) of 3.7 and 5.5, respectively, as of June 30, 2026, compared with 3.0 and 5.9, respectively, as of December 31, 2025. The AFS debt securities’ effective duration increased primarily due to the purchase of new fixed‑rate AFS securities, coupled with the sale of floating‑rate AFS securities, while the decline in the HTM debt securities’ effective duration is mainly due to the portfolio run-off.

79

Available-for-Sale Debt Securities

AFS debt securities increased $1.4 billion or 10%, from December 31, 2025, to $14.6 billion as of June 30, 2026. The increase was primarily attributable to 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. The Company’s 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 $474 million as of June 30, 2026, compared with $406 million as of December 31, 2025.

Of the AFS debt securities with gross unrealized losses, substantially all were rated investment grade as of both June 30, 2026 and December 31, 2025. For additional information on 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 the U.S. government or government-sponsored enterprises. Accordingly, the Company applied a zero credit loss assumption for these securities and no allowance for credit loss was recorded as of both June 30, 2026 and December 31, 2025.

For additional information on AFS and HTM securities, 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 financial products designed to meet the credit needs of its borrowers. The Company’s loan portfolio segments include commercial loans, which consist of C&I, CRE, multifamily residential, and construction and land loans, as well as consumer loans, which consist of single-family residential (“SFR”), home equity loans and other consumer loans.

The composition of the loan portfolio as of June 30, 2026 was similar to the composition as of December 31, 2025, as presented in the charts below.

Total loans held-for-investment of $59.0 billion as of June 30, 2026 increased $2.1 billion or 4% from December 31, 2025, primarily reflecting growth in the C&I and SFR loan portfolios. For additional information on the Company’s loans held-for-investment outstanding balances, see Note 6 — Loans Receivable and Allowance for Credit Losses to the Consolidated Financial Statements in this Form 10-Q.

80

Commercial

The commercial loan portfolio, which includes C&I and total CRE loans, comprised 70% of total loans held-for-investment as of both June 30, 2026 and December 31, 2025. The Company actively monitors the commercial lending portfolio for credit risk and reviews credit exposures for sensitivity to changing economic conditions.

Commercial — Commercial and Industrial Loans. Total C&I loan commitments were $28.3 billion and $27.7 billion as of June 30, 2026 and December 31, 2025, respectively, with a utilization rate of 70% as of June 30, 2026, compared with 67% as of December 31, 2025. Total C&I loans of $19.9 billion as of June 30, 2026 increased $1.2 billion or 6% from December 31, 2025. The C&I loan portfolio includes loans and financing for businesses across a wide spectrum of industries. The Company offers a variety of C&I products, including but not limited to commercial business lending, working capital lines of credit, trade finance, letters of credit, asset-based lending, asset-backed finance, project finance and equipment financing. Additionally, the Company has a portfolio of broadly syndicated C&I loans, which represent revolving or term loan facilities that are marketed and sold primarily to institutional investors. This portfolio totaled $1.0 billion as of both June 30, 2026 and December 31, 2025. The Company also has a portfolio of loans to non-depository financial institutions (“NDFI”), which totaled $8.3 billion and $7.6 billion as of June 30, 2026 and December 31, 2025, respectively. The NDFI portfolio is primarily included in the capital call, general & other, and financial services industries, and is diversified across business credit, private equity, and mortgage credit facilities. The majority of the C&I loans had variable interest rates as of both June 30, 2026 and December 31, 2025.

The C&I portfolio is well-diversified by industry. The Company monitors concentrations within the C&I loan portfolio by industry and customer exposure, and maintains exposure limits by industry and loan product. The following table presents the industry mix within the Company’s C&I loan portfolio as of June 30, 2026 and December 31, 2025:

						June 30, 2026																		December 31, 2025
($ in thousands)						Amount						%												Amount						%
Industry:
Capital call lending						$	2,500,675					13		%										$	1,997,835		(1)			11		%
Real estate investment & management						2,310,227						12		%										2,319,896						13		%
Media & entertainment						2,214,417						11		%										2,227,571						12		%
Financial services						1,469,242						7		%										1,160,853						6		%
Food production & distribution						1,335,353						7		%										1,109,996						6		%
Manufacturing & wholesale						1,266,044						6		%										1,162,245						6		%
Infrastructure & clean energy						1,118,788						6		%										1,113,387						6		%
Technology & telecommunications						711,780						3		%										679,036						4		%
Healthcare						647,886						3		%										703,769						4		%
Hospitality & leisure						644,767						3		%										646,926						3		%
Equipment finance						577,935						3		%										447,117						2		%
Oil & gas						565,313						3		%										595,102						3		%
Art finance						442,139						2		%										503,326						3		%
Consumer finance						324,288						2		%										262,728						1		%
General & other						3,733,847						19		%										3,720,968			(1)			20		%
Total C&I						$	19,862,701					100		%										$	18,650,755					100		%

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

Commercial — Total Commercial Real Estate Loans. The total CRE portfolio consists of CRE, multifamily residential, and construction and land loans. The Company’s underwriting parameters for CRE loans are established in compliance with supervisory guidance, and include property type, geography and loan-to-value (“LTV”).

81

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

						June 30, 2026																		December 31, 2025
($ in thousands)						Amount						%						Weighted-average LTV (%) (1)						Amount						%						Weighted-average LTV (%) (1)
Property types:
Multifamily						$	5,251,556					24		%				50		%				$	5,112,328					24		%				50		%
Retail						4,615,201						21		%				47		%				4,509,328						21		%				47		%
Industrial						4,109,249						19		%				46		%				4,213,307						20		%				46		%
Hotel						2,537,652						12		%				51		%				2,482,765						12		%				51		%
Office						2,295,524						11		%				53		%				2,233,910						11		%				52		%
Healthcare						934,586						4		%				51		%				858,653						4		%				51		%
Construction and land						831,822						4		%				50		%				742,357						3		%				51		%
Other						1,093,398						5		%				48		%				1,109,125						5		%				49		%
Total CRE loans						$	21,668,988					100		%				49		%				$	21,261,773					100		%				49		%

(1)Weighted-average LTV is based on most recent LTV, using the most recent available appraisal and current loan commitment.

The following tables provide a summary of the Company’s CRE, multifamily residential, and construction and land loans by geography as of June 30, 2026 and December 31, 2025. The distribution of the total CRE loan portfolio largely reflects the Company’s geographical branch footprint, which is primarily concentrated in California.

						June 30, 2026
($ in thousands)						CRE						%						Multifamily Residential						%						Construction and Land						%						Total CRE						%
Geographic markets:
Southern California						$	8,173,183					52		%				$	2,433,549					46		%				$	332,112					40		%				$	10,938,844					50		%
Northern California						2,750,901						18		%				917,196						18		%				158,010						19		%				3,826,107						18		%
California						10,924,084						70		%				3,350,745						64		%				490,122						59		%				14,764,951						68		%
Texas						1,137,039						7		%				556,975						11		%				125,632						15		%				1,819,646						8		%
New York						826,576						5		%				333,590						6		%				54,547						7		%				1,214,713						6		%
Washington						519,092						4		%				157,294						3		%				30,220						4		%				706,606						3		%
Arizona						292,323						2		%				236,778						4		%				36,857						4		%				565,958						3		%
Nevada						322,503						2		%				157,790						3		%				9,181						1		%				489,474						2		%
Other markets						1,563,993						10		%				458,384						9		%				85,263						10		%				2,107,640						10		%
Total loans						$	15,585,610					100		%				$	5,251,556					100		%				$	831,822					100		%				$	21,668,988					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		%

82

The percentage of total CRE loans located in California was 68% as of both June 30, 2026 and December 31, 2025. Changes in California’s economy and real estate values could have a significant impact on the collectability of these loans and the required level of allowance for loan losses. For additional information related to the higher degree of risk from a downturn in California’s economic and real estate markets, 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 focuses on providing financing to experienced real estate investors and developers with moderate levels of leverage, many of whom are long-time customers of the Bank. The Company seeks to underwrite loans with conservative standards for cash flows, debt service coverage and LTV. Owner-occupied properties comprised 20% of the CRE loans as of both June 30, 2026 and December 31, 2025. The remainder were non-owner-occupied properties, where 50% or more of the debt service for the loan is typically provided by rental income from an unaffiliated third party.

Interest rates on CRE loans may be fixed, variable or hybrid. The Company offers derivative hedging products to our customers to manage their interest rate risks. As of June 30, 2026, of the 59% of our CRE portfolio that had variable rates, 48% had customer-level interest rate derivative contracts in place. In comparison, as of December 31, 2025, of the 58% of our CRE portfolio that had variable rates, 52% had customer-level interest rate derivative contracts in place.

Commercial — Multifamily Residential Loans. The multifamily residential loan portfolio is largely comprised of loans secured by residential properties with five or more 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 adjust annually after an initial fixed rate period of three to ten years. The Company also offers hedging products to our customers to manage their interest rate risks. As of June 30, 2026, of the 55% of our multifamily residential loan portfolio that had variable rates, 48% had customer-level interest rate derivative contracts in place. In comparison, as of December 31, 2025, of the 51% of our multifamily residential portfolio that had variable rates, 50% had customer-level interest rate derivative contracts in place.

Commercial — Construction and Land Loans. Construction and land loans provide financing for a portfolio of projects diversified by real estate property type. Construction loan exposure was comprised of $550 million in loans outstanding, and $397 million in unfunded commitments as of June 30, 2026, compared with $544 million in loans outstanding, and $419 million in unfunded commitments as of December 31, 2025. Land loans totaled $282 million and $198 million as of June 30, 2026 and December 31, 2025, respectively.

83

Consumer

Residential mortgage loans are primarily originated through the Bank’s branch network. The average residential mortgage loan size was $442 thousand and $439 thousand as of June 30, 2026 and December 31, 2025, respectively. The following tables summarize the Company’s SFR and home equity loan portfolios by geography and lien priority as of June 30, 2026 and December 31, 2025:

						June 30, 2026
($ in thousands)						SFR						%						Home equity loans						%						Total Residential Mortgage						%
Geographic markets:
Southern California						$	6,243,581					41		%				$	994,949					49		%				$	7,238,530					42		%
Northern California						2,104,859						14		%				414,359						20		%				2,519,218						14		%
California						8,348,440						55		%				1,409,308						69		%				9,757,748						56		%
New York						3,973,957						26		%				304,081						15		%				4,278,038						25		%
Washington						809,071						5		%				185,534						9		%				994,605						6		%
Massachusetts						580,895						4		%				70,406						3		%				651,301						4		%
Georgia						554,612						4		%				27,975						2		%				582,587						3		%
Nevada						527,872						3		%				40,413						2		%				568,285						3		%
Texas						523,030						3		%				—						—		%				523,030						3		%
Other markets						18,432						0		%				1,568						0		%				20,000						0		%
Total						$	15,336,309					100		%				$	2,039,285					100		%				$	17,375,594					100		%
Lien priority:
First mortgage						$	15,336,309					100		%				$	1,423,969					70		%				$	16,760,278					96		%
Junior lien mortgage						—						—		%				615,316						30		%				615,316						4		%
Total						$	15,336,309					100		%				$	2,039,285					100		%				$	17,375,594					100		%
SFR portfolio type:
Traditional portfolio						$	13,818,417					90		%				$	—					—		%				$	13,818,417					90		%
Bridge to Home Ownership (“BTHO”) portfolio						1,517,892						10		%				—						—		%				1,517,892						10		%
Total						$	15,336,309					100		%				$	—					—		%				$	15,336,309					100		%

84

						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 portfolio type:
Traditional portfolio						$	13,692,025					91		%				$	—					—		%				13,692,025						91		%
BTHO portfolio						1,310,524						9		%				—						—		%				1,310,524						9		%
Total						$	15,002,549					100		%				$	—					—		%				$	15,002,549					100		%

Consumer — SFR Loans — Traditional Portfolio. The Company offers a variety of SFR mortgage loan programs, including fixed- and variable-rate loans, as well as hybrid loans with interest rates that adjust on a regular basis, typically annually, after an initial fixed rate period. The Company was in a first lien position in all of its SFR loans as of both June 30, 2026 and December 31, 2025. Many of these loans are reduced documentation loans, for which a substantial down payment is required, resulting in a low LTV ratio at origination, typically 65% or less. The weighted-average LTV ratio was 48% and 49% as of June 30, 2026 and December 31, 2025, respectively. These loans have historically experienced very low delinquency and loss rates.

Consumer — SFR Loans — BTHO Portfolio. The Company also underwrites a BTHO program aimed at expanding home ownership access across creditworthy low-to-moderate income borrowers. The Company is in a first lien positions in all of its BTHO loans and the weighted average LTV was 88% as of both June 30, 2026 and December 31, 2025.

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 $5.7 billion and $5.5 billion as of June 30, 2026 and December 31, 2025, respectively, with a utilization rate of 36% as of June 30, 2026, compared with 35% as of December 31, 2025. Substantially all of the Company’s unfunded home equity commitments are unconditionally cancellable. The Company was in a first lien position for 70% of total outstanding home equity loans as of both June 30, 2026 and December 31, 2025. Many of these loans are reduced documentation loans, which have a low LTV ratio at origination, typically 65% or less. The weighted-average LTV ratio was 46% as of both June 30, 2026 and December 31, 2025. As a result, these loans have historically experienced low delinquency and loss rates. Substantially all of the Company’s home equity loans were variable-rate as of both June 30, 2026 and December 31, 2025.

All originated commercial and consumer loans are subject to the Company’s conservative underwriting guidelines and loan origination standards. Management believes that the Company’s underwriting criteria and procedures adequately consider the unique risks associated with these products. The Company conducts quality control procedures and periodic audits, including reviews of lending and legal requirements, to ensure compliance with these requirements.

85

Foreign Outstandings

The Company’s international branches, which include the branch in Hong Kong and the subsidiary bank’s branches in China, are subject to the general risks inherent in conducting business in foreign countries, such as regulatory, economic and political uncertainties, and foreign currency exchange rate risks. The following table presents the major financial assets held in the Company’s international branches as of June 30, 2026 and December 31, 2025:

						June 30, 2026												December 31, 2025
($ in thousands)						Amount						% of Total Consolidated Assets						Amount						% of Total Consolidated Assets
Hong Kong branch:
Cash and cash equivalents						$	910,244					1		%				$	860,332					1		%
AFS debt securities (1)						$	658,224					1		%				$	684,513					1		%
Loans held-for-investment (2)						$	1,386,965					2		%				$	1,133,442					1		%
Total assets						$	2,962,515					3		%				$	2,692,309					3		%
China subsidiary bank branches:
Cash and cash equivalents						$	745,112					1		%				$	640,986					1		%
AFS debt securities (3)						$	132,612					0		%				$	128,600					0		%
Loans held-for-investment (2)						$	1,293,285					2		%				$	1,223,236					2		%
Total assets						$	2,168,657					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 June 30, 2026 and December 31, 2025.

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

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

The following table presents the total revenue generated by the Company’s international branches for the second quarters and first halves of 2026 and 2025:

						Three Months Ended June 30,																								Six Months Ended June 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						$	22,384					3		%				$	17,791					3		%				$	43,572					3		%				$	35,604					3		%
China subsidiary bank branches:
Total revenue						$	7,370					1		%				$	6,740					1		%				$	13,518					1		%				$	14,492					1		%

86

Deposits

Deposits are the Company’s primary source of funding, the cost of which has a significant impact on the Company’s net interest income and net interest margin. Additional funding is provided by short- and long-term borrowings, and long-term debt. See Item 2. MD&A — Risk Management — Liquidity Risk Management in this Form 10-Q for a discussion of the Company’s liquidity management. The following table summarizes the Company’s deposits by product type as of June 30, 2026 and December 31, 2025:

						June 30, 2026												December 31, 2025												Change
($ in thousands)						Amount						%						Amount						%						$						%
Deposits by product:
Noninterest-bearing demand						$	18,355,698					26		%				$	16,697,099					25		%				$	1,658,599					10		%
Interest-bearing checking						8,047,826						12		%				7,989,255						12		%				58,571						1		%
Money market						16,259,299						23		%				15,439,729						23		%				819,570						5		%
Savings						1,891,021						3		%				1,671,804						2		%				219,217						13		%
Time deposits						25,538,849						36		%				25,284,814						38		%				254,035						1		%
Total deposits						$	70,092,693					100		%				$	67,082,701					100		%				$	3,009,992					4		%

The Company’s strategy is to grow and retain relationship-based deposits to provide a stable and low-cost source of funding and liquidity. The Company offers a wide variety of deposit products to meet the needs of its consumer and commercial customers. As a result, we believe our deposit base is seasoned, stable and well-diversified. Total deposits of $70.1 billion as of June 30, 2026 increased $3.0 billion or 4% from December 31, 2025, primarily due to 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 June 30, 2026 and December 31, 2025:

																		Change
($ in thousands)						June 30, 2026						December 31, 2025						$						%
Deposits by segment/region:
Consumer and Business Banking - U.S.						$	36,951,120					$	34,494,368					$	2,456,752					7		%
Commercial Banking - U.S.						24,910,459						24,115,647			(1)			794,812						3		%
International Branches (2)						4,133,100						3,875,631						257,469						7		%
Treasury and Other - U.S. (3)						4,098,014						4,597,055			(1)			(499,041)						(11)		%
Total deposits						$	70,092,693					$	67,082,701					$	3,009,992					4		%

(1)Prior period balances have been reclassified for comparability 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 reflect wholesale, public funds, and brokered deposits, primarily managed by the Company’s Treasury department.

87

Customer deposit accounts in the U.S. offices are insured by the FDIC for up to $250,000 per depositor, per ownership category. Management believes that presenting uninsured domestic deposits with an adjustment to exclude collateralized and affiliate deposits provides a more accurate view of the deposits at risk, given that collateralized deposits are secured, and affiliate deposits are not customer-facing and are eliminated in consolidation. The following table summarizes the Company’s uninsured domestic deposit balances reported on Schedule RC-O Memo, Item 2 of the Bank’s Call Report as of June 30, 2026 and December 31, 2025, after certain adjustments:

($ in thousands)									June 30, 2026						December 31, 2025
Uninsured deposits, per regulatory requirements (1)									$	36,244,557					$	33,431,037
Less: Collateralized deposits									(4,100,346)						(4,464,567)
Affiliate deposits									(146,708)						(131,106)
Uninsured deposits, excluding collateralized and affiliate deposits			(a)						$	31,997,503					$	28,835,364
Total domestic deposits per Call Report			(b)						$	66,323,019					$	63,460,378
Uninsured deposits, excluding collateralized and affiliate deposits, ratio			(a)/(b)						48		%				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 Memo, Item 2 of the Bank’s Call Report.

Additional information regarding the impact of deposits on net interest income, with a comparison of average deposit balances and rates, is provided in Item 2. MD&A — Results of Operations — Net Interest Income in this Form 10-Q. See also the discussion of the impact of deposits on liquidity in Item 2. MD&A — Liquidity Risk Management in this Form 10-Q.

Capital

The Company maintains a strong capital base to support its anticipated asset growth, operating needs, and credit risk exposures, and to ensure that the Company and the Bank are in compliance with all regulatory capital guidelines. The Company engages in regular capital planning processes on at least an annual basis to optimize the use of available capital and to appropriately plan for future capital needs, allocating capital to existing and future business activities. Furthermore, the Company conducts capital stress tests as part of its capital planning process. The stress tests enable the Company to assess the impact of adverse changes in the economy and interest rates on its capital base.

The Company’s stockholders’ equity increased $347 million or 4% from $8.9 billion as of December 31, 2025 to $9.2 billion as of June 30, 2026. The increase was primarily due to $721 million of net income, partially offset by $223 million of cash dividends declared, $124 million from open-market common stock repurchases and tax withheld in the form of stock repurchases on vested restricted stock units, and $68 million of other comprehensive loss. For other factors that contributed to the changes in stockholders’ equity, refer to 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, which will remain valid through December 31, 2026. For the three months ended June 30, 2026, there were no stock repurchases. For the six months ended June 30, 2026, the Company repurchased $99 million of its common stock. In comparison, the Company repurchased $3 million and $88 million of common stock for the three and six months ended June 30, 2025, respectively. As of June 30, 2026, $117 million of the share repurchase authorization remained available.

The Company paid a cash dividend of $0.80 and $0.60 per share during the second quarters of 2026 and 2025, respectively. In July 2026, the Company’s Board of Directors declared a third quarter 2026 cash dividend of $0.80 per share. The dividend is payable on August 17, 2026, to stockholders of record as of August 3, 2026.

88

Regulatory Capital and Ratios

The federal banking agencies have risk-based capital adequacy requirements intended to ensure that banking organizations maintain capital that is commensurate with the degree of risk associated with their operations. The Company and the Bank are each subject to these regulatory capital adequacy requirements. See Item 1. Business — Supervision and Regulation — Regulatory Capital Requirements in the Company’s 2025 Form 10-K for additional details.

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

						Basel III Capital Rules
						June 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”) capital (1)						15.4		%				13.9		%				15.1		%				13.9		%				4.5		%				7.0		%				6.5		%
Tier 1 capital (2)						15.4		%				13.9		%				15.1		%				13.9		%				6.0		%				8.5		%				8.0		%
Total capital						16.8		%				15.2		%				16.4		%				15.1		%				8.0		%				10.5		%				10.0		%
Tier 1 leverage (1)						11.0		%				9.9		%				10.9		%				10.0		%				4.0		%				4.0		%				5.0		%

(1)CET1 capital and Tier 1 leverage well-capitalized requirements apply to the Bank only. There are no well-capitalized requirements on CET1 capital ratio or Tier 1 leverage ratio for bank holding companies.

(2)Well-capitalized Tier 1 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 June 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 $1.4 billion from December 31, 2025 to $59.2 billion as of June 30, 2026, primarily due to loan growth.

Risk Management

Overview

In the normal course of business, the Company is exposed to a variety of risks, including risks inherent to the financial services industry and risks specific to the Company’s business. The Company operates under a Board-approved enterprise risk management (“ERM”) program. The Company’s ERM program outlines the company-wide approach to risk management and oversight, and describes the structures and practices employed to manage current and emerging risks inherent to the Company. The Company’s ERM program incorporates risk management throughout the organization in identifying, managing, monitoring, and reporting risks. It identifies the Company’s major risk categories as: credit, liquidity, market, operational, reputational, legal, compliance, Bank Secrecy Act/Anti-Money Laundering & Office of Foreign Assets Control, strategic, and technology risk.

The Risk Oversight Committee (“ROC”) of the Board of Directors monitors the ERM program through such identified enterprise risk categories and provides oversight of the Company’s risk appetite and control environment. The ROC provides focused oversight of the Company’s identified enterprise risk categories on behalf of the full Board of Directors. Under the authority of the ROC, management committees apply targeted strategies to manage the risks to which the Company’s operations are exposed.

89

The Company’s ERM program is executed along the three lines of defense model, which provides for a consistent and standardized risk management control environment across the enterprise. The first line of defense is comprised of revenue generating, operational and support units. 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. Further discussion and analysis of selected primary risk areas are discussed in the following subsections of Risk Management.

Credit Risk Management

Credit risk is the risk that a borrower or counterparty will fail to perform in accordance with the terms and conditions of a loan, investment or derivative and expose the Company to loss. Credit risk exists with many of the Company’s assets and exposures such as loans, debt securities and certain derivatives. The majority of the Company’s credit risk is associated with lending activities.

The ROC has primary oversight responsibility for the identified enterprise risk categories including credit risk. The ROC monitors management’s assessment of asset quality, credit risk trends, credit quality administration, underwriting standards, and portfolio credit risk management strategies and processes, such as diversification and liquidity, all of which enable management to control credit risk. At the management level, the Credit Risk Management Committee has primary oversight responsibility for credit risk. The Senior Credit Supervision function manages credit policy for the line of business transactional credit risk, assuring that all exposure is risk-rated according to the requirements of the credit risk rating policy. The Senior Credit Supervision function, in connection with the ERM function, also evaluates and reports the overall credit risk exposure to senior management and the ROC, including concentration limits and key risk indicators. Reporting directly to the Board’s Audit Committee, the IAR function provides additional validation support to the Company’s robust credit risk management culture by performing an independent and objective assessment of underwriting and documentation quality, and serves as an assurance function for the risk rating of the Company’s loan portfolios. A key focus of our credit risk management is adherence to a well-controlled underwriting and loan monitoring process.

The Company assesses the overall performance and credit quality of the loans held-for-investment portfolio through an integrated analysis of specific performance ratios. This approach forms the basis of the discussion in the sections immediately following: Credit Quality, Nonperforming Assets and Allowance for Credit Losses.

Credit Quality

The Company utilizes a credit risk rating system to assist in monitoring credit quality. Loans are evaluated using the Company’s internal credit risk rating of 1 through 10. For more information on the Company’s credit quality indicators and internal credit risk ratings, refer to Note 6 — Loans Receivable and Allowance for Credit Losses to the Consolidated Financial Statements in this Form 10-Q.

90

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

																		Change
($ in thousands)						June 30, 2026						December 31, 2025						$						%
Criticized loans:
Special mention loans						$	433,342					$	344,876					$	88,466					26		%
Classified loans (1)						854,382						796,273						58,109						7		%
Total criticized loans (2)						$	1,287,724					$	1,141,149					$	146,575					13		%
Special mention loans to loans held-for-investment						0.73		%				0.61		%
Classified loans to loans held-for-investment						1.45		%				1.40		%
Criticized loans to loans held-for-investment						2.18		%				2.01		%

(1)Consists of substandard, doubtful and loss categories.

(2)Excludes loans held-for-sale.

Criticized loans increased $147 million or 13%, to $1.3 billion during the first half of 2026, primarily driven by increases in special mention C&I and classified CRE loans, partially offset by a decrease in special mention CRE loans.

Nonperforming Assets

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

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

																		Change
($ in thousands)						June 30, 2026						December 31, 2025						$						%
Commercial:
C&I						$	48,692					$	52,244					$	(3,552)					(7)		%
CRE:
CRE						69,217						38,546						30,671						80		%
Multifamily residential						255						292						(37)						(13)		%
Construction and land						19,650						27,810						(8,160)						(29)		%
Total CRE						89,122						66,648						22,474						34		%
Consumer:
Residential mortgage:
SFR — Traditional						34,383						26,742						7,641						29		%
SFR — BTHO						3,978						2,899						1,079						37		%
Home equity loans						28,721						17,167						11,554						67		%
Total residential mortgage						67,082						46,808						20,274						43		%
Other consumer						62						142						(80)						(56)		%
Total nonaccrual loans						204,958						165,842						39,116						24		%
OREO, net						24,576						21,183						3,393						16		%
Nonperforming loans held-for-sale						17,425						20,976						(3,551)						(17)		%
Total nonperforming assets						$	246,959					$	208,001					$	38,958					19		%
Nonperforming assets to total assets						0.29		%				0.26		%
Nonaccrual loans to loans held-for-investment						0.35		%				0.29		%
ALLL to nonaccrual loans						411		%				488		%

91

Loans are generally placed on nonaccrual status at the earlier of when they become 90 days past due or when the full collection of principal or interest becomes uncertain, regardless of the length of time past due. Collectability is generally assessed based on economic and business conditions, the borrower’s financial condition, and the adequacy of collateral, if any. For additional details regarding the Company’s nonaccrual loan policy, 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.

Nonaccrual loans of $205 million as of June 30, 2026 increased $39 million or 24% from December 31, 2025, primarily due to higher CRE, C&I and residential mortgage loans placed on nonaccrual status, partially offset by C&I charge-offs, the return of certain CRE and residential mortgage loans to accrual status, and the transfer of certain CRE loans to OREO. As of June 30, 2026, $46 million or 22% of nonaccrual loans were less than 90 days delinquent. In comparison, $27 million or 16% of nonaccrual loans were less than 90 days delinquent as of December 31, 2025.

The following table presents the accruing loans past due by portfolio segment as of June 30, 2026 and December 31, 2025:

												Total Accruing Past Due Loans (1)												Change												Percentage of Loan Class
($ in thousands)												June 30, 2026						December 31, 2025						$						%						June 30, 2026						December 31, 2025
Commercial:
C&I												$	40,153					$	26,044					$	14,109					54		%				0.20		%				0.14		%
CRE:
CRE												14,736						13,994						742						5		%				0.09		%				0.09		%
Multifamily residential												5,728						1,253						4,475						357		%				0.11		%				0.02		%
Total CRE												20,464						15,247						5,217						34		%				0.09		%				0.07		%
Total commercial												60,617						41,291						19,326						47		%				0.15		%				0.10		%
Consumer:
Residential mortgage:
SFR — Traditional												59,820						58,550						1,270						2		%				0.43		%				0.43		%
SFR — BTHO												19,232						15,134						4,098						27		%				1.27		%				1.15		%
Home equity loans												28,285						34,650						(6,365)						(18)		%				1.39		%				1.81		%
Total residential mortgage												107,337						108,334						(997)						(1)		%				0.62		%				0.64		%
Other consumer												806						77						729						NM						1.42		%				0.15		%
Total consumer												108,143						108,411						(268)						0		%				0.62		%				0.64		%
Total												$	168,760					$	149,702					$	19,058					13		%				0.29		%				0.26		%

NM — Not meaningful.

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

Allowance for Credit Losses

The Company maintains its allowance for credit losses at a level it believes is sufficient to provide appropriate reserves to absorb estimated future credit losses in accordance with GAAP. For additional information on the policies, methodologies and judgments used to determine the allowance for credit losses, see 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.

92

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

						June 30, 2026												December 31, 2025
($ in thousands)						Allowance Allocation						% of Total Loan Class						Allowance Allocation						% of Total Loan Class
ALLL
Commercial:
C&I						$	481,087					2.42		%				$	475,613					2.55		%
CRE:
CRE						231,351						1.48		%				221,494						1.44		%
Multifamily residential						40,340						0.77		%				36,555						0.72		%
Construction and land						19,968						2.40		%				15,468						2.08		%
Total CRE						291,659						1.35		%				273,517						1.29		%
Total commercial						772,746						1.86		%				749,130						1.88		%
Consumer:
Residential mortgage:
SFR — Traditional						18,826						0.14		%				19,040						0.14		%
SFR — BTHO						42,422						2.79		%				34,423						2.63		%
Home equity loans						6,560						0.32		%				5,804						0.30		%
Total residential mortgage						67,808						0.39		%				59,267						0.35		%
Other consumer						1,502						2.65		%				1,376						2.69		%
Total consumer						69,310						0.40		%				60,643						0.36		%
Total ALLL						$	842,056					1.43		%				$	809,773					1.42		%
Allowance for debt securities						$	—											$	1,900
Allowance for unfunded credit commitments						$	47,077											$	48,690
Total allowance for credit losses						$	889,133											$	860,363
						Three Months Ended June 30,												Six Months Ended June 30,
						2026						2025						2026						2025
Average loans held-for-investment						$	58,207,342					$	54,281,289					$	57,623,480					$	53,812,106
Net charge-offs						$	27,083					$	14,651					$	39,202					$	29,932
Annualized net charge-offs to average loans held-for-investment						0.19		%				0.11		%				0.14		%				0.11		%

Liquidity Risk Management

Liquidity. Liquidity risk arises from the Company’s inability to meet its customer deposit withdrawals and obligations to other counterparties as they come due, or to obtain adequate funding at a reasonable cost to meet those obligations. Liquidity risk also considers the stability of deposits. The objective of liquidity management is to manage the potential mismatch of asset and liability cash flows. Maintaining an adequate level of liquidity depends on the institution’s ability to efficiently meet both expected and unexpected cash flow and collateral needs without adversely affecting daily operations or the financial condition of the institution. To achieve this objective, the Company analyzes its liquidity risk, maintains readily available liquid assets, and utilizes diverse funding sources including its stable core deposit base.

93

The ROC has primary oversight responsibility over liquidity risk management. 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 ensure that East West can 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 utilizes early-warning indicators that are monitored to provide timely detection of adverse liquidity situations and enable management to promptly respond. The contingency funding plan describes the procedures, roles and responsibilities, and communication protocols for managing any identified emerging liquidity problem. The contingency funding plan is tested at least annually through a simulated liquidity stress event designed to assess the effectiveness of the Company's liquidity stress response and coordination across the organization. Management monitors the early-warning indicators defined in the contingency funding plan, which include metrics for measuring the Company’s internal liquidity status as well as company-specific and market-wide external factors. When early warning indicators are triggered, management will evaluate the severity of the emerging liquidity problem and exercise appropriate management actions to address any liquidity and funding shortfalls.

Liquidity Sources — Deposits. The Company’s primary source of funding is from deposits, generated by its banking business, which we believe is a relatively stable and low-cost source of funding. Our loans are funded by deposits, which amounted to $70.1 billion as of June 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 June 30, 2026 and December 31, 2025, respectively. See Item 2. — MD&A — Balance Sheet Analysis — Deposits in this Form 10-Q for further details related to the Company’s deposits.

Other Liquidity Sources. In addition to deposits, the Company has access to various sources of wholesale financing, including borrowing capacity with the FHLB and Federal Reserve Bank (“FRB”) discount window, FRB Standing Repurchase Agreement Facility (“SRF”), and several master repurchase agreements with major brokerage companies to sustain an adequate liquid asset portfolio, meet daily cash demands and allow management flexibility to execute its business strategy. However, general financial market and economic conditions could impact our access to and cost of external funding. Additionally, the Company’s access to capital markets is affected by the Company’s own ratings received from various credit rating agencies.

Sources of funding included $3.0 billion of FHLB advances as of both June 30, 2026 and December 31, 2025. As of June 30, 2026, the FHLB advances were comprised of $3.0 billion of term advances that had fixed and floating interest rates ranging from 3.77% to 3.95% with remaining maturities between 20 days and 1.3 years. As of June 30, 2026, the Company had $957 million in gross repurchase agreements, which all matured during July 2026. The Company did not have any repurchase agreements as of December 31, 2025. The Company also held long-term debt of $32 million in the form of junior subordinated debt as of both June 30, 2026 and December 31, 2025, which qualifies as Tier 2 capital for regulatory capital purposes.

The Company has pledged loans and/or debt securities to the FHLB and the FRB discount window as collateral, as well as prepositioned unpledged debt securities as collateral for overnight repurchase agreements at the FRB SRF. The Company has established operational procedures to enable borrowing against these assets, including regular monitoring of the total pool of loans and debt securities eligible as collateral. Eligibility of collateral is defined in guidelines from the FHLB and FRB and is subject to change at their discretion. The Company operated within its established risk limits for liquidity measures as of June 30, 2026. Accordingly, the Company believes the cash and cash equivalents, and available collateralized borrowing capacity described below provide sufficient liquidity above its expected cash needs.

94

The Company maintains its sources of liquidity in the form of cash and cash equivalents, prepositioned and unpledged debt securities, and secured borrowing capacity with eligible loans and debt securities pledged as collateral. The following table presents the Company’s total available liquidity as of June 30, 2026 and December 31, 2025:

																		Change
($ in thousands)						June 30, 2026						December 31, 2025						$						%
Cash and cash equivalents						$	5,088,923					$	4,188,139					$	900,784					22		%
Interest-bearing deposits with banks						12,426						16,189						(3,763)						(23)		%
Unused secured borrowing capacity from:
FRB						14,769,709						13,235,104						1,534,605						12		%
FHLB						11,869,827						11,849,692						20,135						0		%
Fair value of prepositioned and unpledged securities:
Securities prepositioned for FRB SRF						8,157,518						4,822,741						3,334,777						69		%
Other unpledged securities						4,534,541						6,659,487						(2,124,946)						(32)		%
Total available liquidity						$	44,432,944					$	40,771,352					$	3,661,592					9		%

The Company’s total available liquidity increased to $44.4 billion as of June 30, 2026, compared with $40.8 billion as of December 31, 2025. The increase in available liquidity was primarily due to an increase in loans pledged and growth of the securities portfolio.

Cash Requirements. In the ordinary course of business, the Company enters into contractual obligations that require future cash payments, including funding for customer deposit withdrawals, repayments for short- and long-term borrowings, and other cash commitments. For additional information on these obligations, see 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 has off-balance sheet arrangements which represent transactions that are not recorded on the Consolidated Balance Sheet. The Company’s off-balance sheet arrangements include (1) commitments to extend credit, such as loan commitments, commercial letters of credit for foreign and domestic trade, standby letters of credit (“SBLCs”), and financial guarantees, to meet the financing needs of its customers, (2) future interest obligations related to customer deposits and the Company’s borrowings, and (3) transactions with unconsolidated entities that provide financing, liquidity, market risk or credit risk support to the Company, or engage in leasing, hedging or research and development services with the Company. A portion of these commitments are expected to expire unused or only partially used, therefore the total commitment amounts do not necessarily represent future cash requirements. The Company does not expect the total commitment amounts as of June 30, 2026 to have a material current or future impact on the Company’s financial conditions 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 in this Form 10-Q summarizes the Company’s sources and uses of cash by type of activity for the first halves of 2026 and 2025. Excess cash generated by operating and investing activities may be used to repay outstanding debt or invest in liquid assets.

Liquidity for East West. In addition to bank level liquidity management, the Company manages liquidity at the parent company level for various operating needs including payment of dividends, repurchases of common stock, principal and interest payments on its borrowings, acquisitions and additional investments in its subsidiaries. East West’s primary source of liquidity is from cash dividends distributed by its subsidiary, East West Bank. The Bank is subject to various statutory and regulatory restrictions on its ability to pay dividends as discussed in Item 1. Business — Supervision and Regulation — Dividends and Other Transfers of Funds in the Company’s 2025 Form 10-K. East West held $791 million in cash and cash equivalents and balances due from the Bank as of June 30, 2026, and $664 million in cash and cash equivalents as of December 31, 2025. Management believes that East West has sufficient sources of liquidity to meet the projected cash obligations for the coming year.

95

Liquidity Stress Testing. The Company utilizes liquidity stress analysis to determine the appropriate amounts of liquidity to maintain at the Company, foreign subsidiary and foreign branch to meet contractual and contingent cash outflows under a range of scenarios. Scenario analyses include assumptions about significant changes in key funding sources, market triggers, potential uses of funding and economic conditions in certain countries. In addition, Company specific events are incorporated into the stress testing. Liquidity stress tests are conducted to identify potential mismatches between liquidity sources and uses over various time horizons and under a variety of stressed conditions. Given the range of potential stresses, the Company maintains contingency funding plans on a consolidated basis and for individual entities.

As of June 30, 2026, the Company believes it has adequate liquidity resources to conduct operations and meet other needs in the ordinary course of business, and is not aware of any events that are reasonably likely to have a material adverse effect on its liquidity, capital resources or operations. For more details on how economic conditions may impact our liquidity, see Item 1A. Risk Factors in the Company’s 2025 Form 10-K.

Market Risk Management

Market risk refers to the risk of potential loss due to adverse movements in market risk factors, including interest rates, foreign exchange rates, commodity prices, and credit spreads. The Company is primarily exposed to interest rate risk through its core business activities of extending loans and acquiring deposits. There have been no significant changes in our risk management practices as described in Item 7. MD&A — Market Risk Management in the Company’s 2025 Form 10-K.

Interest Rate Risk Management

Interest rate risk is the risk that market fluctuations in interest rates can have a negative impact on the Company’s earnings and capital stemming from mismatches in the Company’s asset and liability cash flows, which primarily arise from customer-related activities such as lending and deposit-taking. 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.

The Company measures and monitors interest rate risk exposure through various risk management tools, which include a simulation model that performs monthly interest rate sensitivity analyses under multiple interest rate scenarios against a baseline. The simulation model incorporates the market’s forward rate expectations and the Company’s earning assets and liabilities. The Company uses a dynamic balance sheet, incorporating expected forward growth and/or deposit product mix shift to perform the interest rate sensitivity analyses. The simulated interest rate scenarios include an instantaneous parallel shift in the yield curve and a gradual parallel shift in the yield curve (“linear rate ramp”). In addition, the Company also performs simulations using other alternative interest rate scenarios, including various permutations of the yield curve flattening, steepening or inverting. The Company uses the results of these simulations to formulate and gauge strategies to achieve a desired risk profile within its capital and liquidity guidelines.

96

The Company’s net interest income volatility simulations are based on a dynamic balance sheet approach and market forward rates to better reflect the interest rate risk on the Company’s financial statements. The Company’s simulation scenarios use parallel shocks for both instantaneous and gradual net interest income simulations, as well as economic value of equity (“EVE”) 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 also incorporates various assumptions, which management believes to be reasonable but may have a significant impact on the results. These key assumptions include the timing and magnitude of changes in interest rates, the yield curve evolution and shape, the correlation between various interest rate indices, financial instruments’ future repricing characteristics and spread 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 periodically back-tested to assess the 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. The deposit beta, which defines the sensitivity of deposit rates to changes in the effective federal funds rate, is a key parameter of the deposit rate forecast. As of June 30, 2026, the Company assumed a weighted-average beta of approximately 53%.

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.

Twelve-Month Net Interest Income Simulation

Net interest income simulation modeling measures interest rate risk through earnings volatility. The simulation projects the cash flow changes in interest rate sensitive assets and liabilities, expressed in terms of net interest income, over a specified time horizon for defined interest rate scenarios. Net interest income simulations provide insight into the impact of market rate changes on earnings, which help guide risk management decisions. The Company assesses interest rate risk by comparing the changes of net interest income in different interest rate scenarios.

97

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)						June 30, 2026						December 31, 2025
+200 Gradual rate ramp						2.4		%				3.4		%
+100 Gradual rate ramp						1.3		%				1.7		%
-100 Gradual rate ramp						(1.6)		%				(1.5)		%
-200 Gradual rate ramp						(2.8)		%				(3.0)		%

As of June 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.

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 1.27% 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.

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.

98

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 June 30, 2026 and December 31, 2025.

						EVE Volatility (1)
Change in Interest Rates (in bps)						June 30, 2026						December 31, 2025
+200						(15.9)		%				(14.1)		%
+100						(7.6)		%				(6.6)		%
-100						5.6		%				5.2		%
-200						9.8		%				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 June 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 versus 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

It is the Company’s policy not to speculate on the future direction of interest rates, foreign currency exchange rates and commodity prices. However, the Company periodically enters into derivative transactions in order to manage its exposure to market risk, primarily interest rate risk and foreign currency risk. The Company believes these derivative transactions, when properly structured and managed, provide a hedge against inherent risk in certain assets and liabilities or against risk in specific transactions. Hedging transactions may be implemented using a variety of derivative instruments such as swaps, forwards, options, and collars. The Company uses interest rate contracts to hedge the variability in interest received on certain floating-rate commercial loans. Prior to entering any hedge accounting activity, the Company analyzes the costs and benefits of the hedge in comparison to alternative strategies. The Company also repositions its hedging derivatives portfolio based on the current assessment of economic and financial conditions, including the interest rate and foreign currency environments, balance sheet composition and trends, and the relative mix of its cash and derivative positions.

In addition, the Company enters into derivative transactions in order to accommodate its customers with their business needs or to assist customers with their risk management objectives, such as managing exposure to fluctuations in interest rates, foreign currencies and commodity prices. To economically hedge against the derivative contracts entered into with the Company’s customers, the Company enters into offsetting derivative contracts with third-party financial institutions, some of which are cleared through central clearing organizations. The exposures from derivative transactions are collateralized by cash and/or eligible securities based on limits as set forth in the respective agreements between the Company and counterparty financial institutions. The fair value changes of the derivative contracts traded with third-party financial institutions are expected to be largely offset by the fair value changes of the derivative transactions executed with customers throughout the terms of these contracts, except for the credit valuation adjustment component of the contracts and the spread variances between the customer derivatives and the offsetting financial counterparty positions. The Company also utilizes foreign exchange contracts that are not designated as hedging instruments to mitigate the economic effect of fluctuations in certain foreign currency on-balance sheet assets and liabilities and to meet funding needs in certain foreign currencies.

99

The Company is subject to credit risk associated with the counterparties to the derivative contracts. 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 has guidelines in place to manage counterparty concentration, tenor limits, and collateral. The Company manages the credit risk of its derivative positions by diversifying its positions among various counterparties, by entering into legally enforceable master netting agreements, and by requiring collateral arrangements, where possible. The Company may also transfer counterparty credit risk related to interest rate swaps to third-party financial institutions through the use of credit risk participation agreements. Certain derivative contracts are required to be cleared through central clearing organizations to further mitigate counterparty credit risk, where variation margin is applied daily as settlement to the fair value of the derivative contracts. In addition, the Company incorporates credit valuation adjustments and other market standard methodologies to appropriately reflect the counterparty’s and the Company’s own nonperformance risk in the fair value measurement of its derivatives. As of June 30, 2026, the Company anticipates performance by all of its counterparties and has not incurred any related credit losses.

The following tables summarize certain information on derivative instruments designated as accounting hedges and utilized by the Company in its management of interest rate risk as of June 30, 2026 and December 31, 2025:

						June 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					$	7,646					$	14,705					5.50		%				5.41		%				26.3
Interest rate collars - Buy floor sell cap						500,000						755						—						Cap: 4.60% Floor: 3.27%						3.66		%				48.1
Total cash flow hedges						$	4,000,000					$	8,401					$	14,705

						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 on the Company’s derivatives is presented 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, 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.

100

Critical Accounting Policies and Estimates

The Company’s significant accounting policies are described in Note 1 — Summary of Significant Accounting Policies to the Consolidated Financial Statements in the Company’s 2025 Form 10-K. Certain of these policies include critical accounting estimates, which are subject to valuation assumptions, subjective or complex judgments about matters that are inherently uncertain, and it is likely that materially different amounts could be reported under different assumptions and conditions. The Company has procedures and processes in place to facilitate making these judgments. The following accounting policies are critical to the Company’s Consolidated Financial Statements:

•allowance for credit losses;

•fair value estimates;

•goodwill impairment; and

•income taxes.

For additional information on the Company’s critical accounting estimates involving significant judgments, see Item 7. MD&A — Critical Accounting Estimates 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 presented in accordance with U.S. GAAP, the Company uses certain non-GAAP measures of financial performance. Non-GAAP financial measures are not prepared in accordance with, or as an alternative to U.S. GAAP. Generally, a non-GAAP financial measure is a numerical measure of a company’s performance that either excludes or includes amounts, or is subject to adjustments that have such an effect, that are not normally excluded or included in the most directly comparable financial measure that is calculated and presented in accordance with U.S. GAAP. The non-GAAP financial measures that may be discussed in this Form 10-Q include but are not limited to ROATCE, tangible book value per share and TCE ratio. Certain additional non-GAAP financial measures that are components of the foregoing non-GAAP financial measures are also set forth and reconciled in the table below. The Company believes these non-GAAP financial measures, when taken together with the corresponding U.S. GAAP financial measures, provide meaningful supplemental information regarding its performance and allow comparability to prior periods. These non-GAAP financial measures may be different from non-GAAP financial measures used by other companies, limiting their usefulness for comparison purposes.

The following tables present the reconciliations of U.S. GAAP to non-GAAP financial measures for the periods presented:

									Three Months Ended June 30,												Six Months Ended June 30,
($ in thousands)									2026						2025						2026						2025
Net income			(a)						$	363,700					$	310,253					$	721,496					$	600,523
Add: Amortization of mortgage servicing assets									264						316						413						609
Tax effect of amortization adjustment (1)									(74)						(89)						(116)						(172)
Tangible net income (non-GAAP)			(b)						$	363,890					$	310,480					$	721,793					$	600,960
Average stockholders’ equity			(c)						$	9,114,396					$	8,069,982					$	9,081,070					$	7,970,083
Less: Average goodwill									(465,697)						(465,697)						(465,697)						(465,697)
Average mortgage servicing assets									(3,884)						(4,825)						(3,954)						(4,971)
Average tangible book value (non-GAAP)			(d)						$	8,644,815					$	7,599,460					$	8,611,419					$	7,499,415
ROAE (2)			(a)/(c)						16.01		%				15.42		%				16.02		%				15.19		%
ROATCE (2) (non-GAAP)			(b)/(d)						16.88		%				16.39		%				16.90		%				16.16		%

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

(2)Annualized.

101

($ and shares in thousands, except per share data)									June 30, 2026						December 31, 2025
Stockholders’ equity			(a)						$	9,245,929					$	8,899,202
Less: Goodwill									(465,697)						(465,697)
Mortgage servicing assets									(3,736)						(4,119)
Tangible book value (non-GAAP)			(b)						$	8,776,496					$	8,429,386
Total assets			(c)						$	84,763,472					$	80,434,997
Less: Goodwill									(465,697)						(465,697)
Mortgage servicing assets									(3,736)						(4,119)
Tangible assets			(d)						$	84,294,039					$	79,965,181
Number of common shares at period-end			(e)						137,011						137,579
Book value per share			(a)/(e)						$	67.48					$	64.68
Tangible book value per share (non-GAAP)			(b)/(e)						$	64.06					$	61.27
Total stockholders’ equity to assets ratio			(a)/(c)						10.91		%				11.06		%
TCE ratio (non-GAAP)			(b)/(d)						10.41		%				10.54		%

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 June 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 June 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 June 30, 2026, that have materially affected or are reasonably likely to materially affect the Company’s internal control over financial reporting.

102

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 second quarter of 2026.

ITEM 5. OTHER INFORMATION

During the three months ended June 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).

103

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).]
10.1						East West Bancorp, Inc. 2021 Stock Incentive Plan (As amended and restated through May 18, 2026). [Incorporated by reference to Appendix A from Registrant’s Definitive Proxy Statement on Schedule 14A filed with the Commission on April 8, 2026 (File No. 000-24939).]*
10.2						East West Bancorp, Inc. 2026 Employee Stock Purchase Plan [Incorporated by reference to Appendix B from Registrant’s Definitive Proxy Statement on Schedule 14A filed with the Commission on April 8, 2026 (File No. 000-24939).]*
10.3						East West Bancorp, Inc. Amended and Restated Deferred Compensation Plan [Incorporated by reference to Exhibit 99.1 from Registrant's Registration Statement on Form S-8 filed with the Commission on May 20, 2026 (File No. 333-296079).]*
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.
* Denotes management contract or compensatory plan or arrangement.

104

GLOSSARY OF ACRONYMS

AFS			Available-for-sale			LCH			London Clearing House
ALCO			Asset/Liability Committee			LGD			Loss given default
ALLL			Allowance for loan and leases 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			Non-PCD			Non-purchased credit deteriorated
C&I			Commercial and industrial			NRSRO			Nationally recognized statistical rating organizations
CET1			Common equity tier 1			OREO			Other real estate owned
CME			Chicago Mercantile Exchange			PAM			Proportional amortization method
CODM			Chief operating decision maker			PD			Probability of default
CRA			Community Reinvestment Act			ROA			Return on average assets
CRE			Commercial real estate			ROAE			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			Standing repurchase agreement facility
GNMA			Government National Mortgage Association			TCE			Tangible common equity
HTM			Held-to-maturity			U.S.			United States
IAR			Independent Asset Review

105

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:

August 7, 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

106