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Investor Presentaiton

Coverage and collateral maintained post Helix 2 NPE total coverage at 125% when collateral included pro forma for Helix 22 122% 115% 109% 122% 124% 128% 125% 69% 70% 68% 68% 67% 67% 68% Group Financial Results for the six months ended 30 June 2020 58% 3. Re-performing NPEs 23% 48% 52% 54% 56% 59% 58% Core NPES 63% 41% Dec 16 Dec 17 Dec 18 Dec 19 Mar 20 Jun 20 Allowance for expected loan credit losses Tangible collateral NPE coverage remains above EU average4 Jun 20 pro forma for Helix 22 58% 54% 51% 51% 46% 45% 43% BOC 30 Jun 2020 IT PT CY EU Average GR ES pro forma for Helix 22 (1) Restricted to Gross IFRS balance (2) Calculations on a pro forma basis assume completion of the transaction Bank of Cyprus Holdings • Jun 20 pro forma for Helix 22 Cash coverage increased to 58% pro forma for Helix 22 • Cash coverage of Core NPEs at 63%, pro forma for Helix 22 Collateral coverage at 67% (3) In pipeline to exit NPES subject to meet all exit criteria; the analysis is performed on a customer basis (formerly called Non-core NPEs) (4) Based on EBA Risk Dashboard as at 31 March 2020 36
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