2022 Interim Results - Debt Investor Presentation slide image

2022 Interim Results - Debt Investor Presentation

Significant buffer to potential MDA' restrictions Regulatory CET1 ratio vs. MDA Threshold Bank of Ireland 2022 Interim Results - Debt Investor Presentation 16.0% Jun-22 Regulatory CET1 ratio 32.4% MDA 6.2% MDA Buffer 4.7% Buffer 1.5% 1.5% 1.5% Pillar 1 Pillar 2 CCB 2.5% 2.5% ■O-SII 11.27% 9.77%- 1.27% 1.27% CCYB 4.5% 4.5% Jun-22 Future Regulatory Regulatory CET1 CET1 requirement² ratio requirement MREL ratio vs. MREL-MDA Threshold 7.4%- MDA Buffer MDA Buffer 2.9% c.5.5% 4.0% c.24.0% 20.95% SRB Target CBR • • Regulatory CET1 ratio of 16.0% at Jun 2022 Continued phase-in of existing transitional adjustments expected to consume c.25bps per annum in 2023/2024 Completion of KBCI transaction and transition to IFRS17 expected to consume capital in Q1 2023 Jun 2022 Regulatory CET1 ratio of 16.0% provides a buffer of c.6.2% to current MDA threshold Future regulatory CET1 requirement reflects phase-in of recently announced UK CCYB (1% from Dec 2023; 2% from Jul 2023) and ROI CCуB (0.5% from Jun 2023; expected to increase to 1.5% from mid-2024) Jun 22 MREL ratio of 32.4% (11.4% on a leverage basis) provides a buffer of c.7.4% to current MREL-MDA threshold Future MREL requirement expected to increase to c.29.5%, reflecting phase-in of O-SII and CCYB requirements. MREL requirement of 7.6% on a leverage basis MREL eligible senior debt issuance of c.€1bn-€2bn p.a. anticipated Jun-22 MREL ratio Jan-22 MREL requirement Future MREL requirement² 1 The Maximum Distributable Amount is determined as a percentage of attributable profits earned in the period to which the buffer breach and MDA calculation pertains, and will vary depending on the extent of the breach of the CBR which is measured in quartiles (bottom quartile - 0%, second quartile - 20%, third quartile - 40% and top quartile - 60% of profits) 2 Future capital and MREL requirements reflect expected increase in ROI CCYB to 1.5% and UK CCуB at 2%. The ROI CCYB increase to 1.5% is expected by mid-2024 subject to approval by the Central Bank of Ireland. Bank of Ireland 26
View entire presentation