Bank of Ireland 2020 Debt Investor Presentation

24 24 Risk Weighted Assets (RWAs) / Leverage Ratio Customer lending average credit risk weights - Dec 20201/2 (Based on regulatory exposure class) Bank of Ireland 2020 Debt Investor Presentation EBA Transparency Exercise 2020 Country by Country Average IRB risk weights Residential Mortgages - Jun 2020 Sweden 4.2% Netherlands EAD³ RWA (€bn) (€bn) Avg. Risk Weight 10.2% Austria 10.4% Ireland Mortgages 23.6 6.3 27% United Kingdom 10.7% UK Mortgages 22.6 4.5 20% Belgium 12.0% France 12.3% SME 17.3 12.1 70% Denmark 14.4% Spain 14.5% Corporate 10.3 10.3 99% Germany 14.7% Other Retail 5.9 4.2 71% Portugal 16.9% Finland 20.1% Italy 20.3% Customer lending credit risk 79.8 37.4 47% Norway 21.1% Ireland 29.7% . IRB approach accounts for: . 66% of credit EAD (Dec 19: 69%) 73% of credit RWA (Dec 19: 73%) Regulatory RWA has decreased from €50.1bn at Dec 2019 to €48.4bn at Dec 2020. The decrease is primarily due to the impact of regulatory change being offset by reductions in RWA from the application of revised SME Supporting Factor, impact of changes in asset quality and foreign exchange movements Leverage Ratio • Fully Loaded Leverage Ratio: 6.4% Regulatory Leverage Ratio: 7.1% EBA Risk Dashboard - Jun 2020 Country by Country Average Regulatory Leverage ratios Sweden 4.2% Netherlands 4.6% Denmark 4.7% Germany 4.8% France 5.0% United Kingdom 5.1% Spain 5.3% Finland 5.4% Italy 6.0% Belgium 6.0% Norway 6.6% Austria 6.6% Portugal Ireland 7.2% 9.4% 1 EAD and RWA include both IRB and Standardised approaches and comprise both non-defaulted and defaulted loans 2 Securitised exposures are excluded from the table (i.e. excludes exposures included in CRT executed in Nov 2017 and Dec 2019) 3 Exposure at default (EAD) is a regulatory estimate of credit risk exposure consisting of both on balance exposures and off balance sheet commitments Bank of Ireland

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