Bank of Cyprus Credit Ratings and Financial Position slide image

Bank of Cyprus Credit Ratings and Financial Position

Highly liquid balance sheet As at 31 March 2023 (€ bn) 25.39 25.39 Other assets 1.76 1.20 Other REMU properties 1.05 2.14 Equity 0.61 Wholesale 1.99 0.48 Funding from Central Bank Net loans 10.01 Due to banks Securities 2.90 Due from banks 0.42 18.97 Cash, balances 9.25 with Central Banks Customer deposits Total assets Total liabilities & equity • • Cash, balances with Central Banks of €9.2 bn, of which €2.0 bn TLTRO III Immediate benefit from ECB depo rate increases¹ Securities of €2.9 bn (of which €2.7 bn fixed income portfolio) Fixed income portfolio up 10% qoq and 48% yoy • • Careful expansion to continue subject to market conditions Net loans of €10.0 bn (of which €9.7 bn performing book) >95% of loan book variable based including: 52% linked with Euribor; full benefit with a time lag 22% linked with Bank's base rate 17% linked with ECB MRO rate Customer deposits of €19.0 bn Cyprus banking system has ample liquidity; gradual deposit repricing expected Sticky deposit base of which 60% Retail-based Wholesale funding of €0.6 bn Expected to gradually increase to comply with MREL requirements • On-going tangible book value build-up 31 March 2023 31 December 2022 (IFRS 17) qoq • Tangible Book Value (€ bn) 1.85 1.75 5% Tangible Book Value per share (€) 4.15 3.93 6% 1) Excluding TLTRO III of €2 bn 10 10
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