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Investor Presentaiton

Group Financial Results for the six months ended 30 June 2020 Gross loans and coverage by IFRS 9 staging Gross loans by IFRS 9 stage (€ mn) Allowance for expected loan credit losses (€ mn) Coverage ratio 12,822 12,709 12,491 11,593 Stage 1 7,209 6,673 7,025 7,022 61% 2,096 2,109 2,043 90 -101 44 63 -104 54 Jun2020 Dec Mar Jun 2019 2020 2020 pro forma for Helix 21 Stage 2 1,733 2,298 1,998 Stage 1 1.2% 1.5% 1.5% 1.5% 1,989 17% 1,962 1,945 1,497 1,885 Stage 3 3,880 104 3,738 3,468 2,582 22% 49 1,344' Stage 2 2.5% 2.8% 2.7% 2.5% Dec 19 Mar 20 Jun 20 % of gross loans Jun 2020 pro forma Dec 19 Mar 20 Jun 20 Jun 20 Stage 3 50.6% 52.0% 54.4% 52.1% pro forma for Helix 21 for Helix 21 Migration of c.€360 mn gross loans from Stage 2 to Stage 1 during 2Q2020, due to enriched data availability Coverage for Stage 3 loans maintained post Helix 2 (52.1%) Individual assessment of businesses under moratorium was initiated in May 2020, with an initial focus on high risk customers Largest 30 businesses under moratorium amount to €1.7 bn or nearly half of all business loans under moratorium; over 70% has been reviewed without triggering a change in UTP Individual assessments of private individuals under moratorium has also commenced with priority to individuals with low credit scoring and employed in high risk industries, such as tourism (1) Calculations on a pro forma basis assume completion of the transaction Bank of Cyprus Holdings 32
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