Investor Presentaiton
Asset quality- NPE analysis
Group Financial Results for the six months ended 30 June 2020
(€ mn)
Jun-20
Mar-20
Dec-19
Sep-19
Jun-19
Mar-19
Dec-18
A. Gross Loans after Residual Fair value adjustment on
initial recognition
12,243
12,457
12,551
12,757
12,782
15,437
15,438
Residual Fair value adjustment on initial recognition
248
252
271
278
290
445
462
B. Gross Loans
12,491
12,709
12,822
13,035
13,072
15,882
15,900
B1. Loans with no arrears
8,954
8,706
8,820
8,794
8,565
8,402
8,260
B2. Loans with arrears but not NPES
69
265
122
156
195
207
221
1-30 DPD
54
209
88
119
150
138
166
31-90 DPD
15
56
34
37
45
69
55
B3. NPES
With no arrears
Up to 30 DPD
31-90 DPD
91-180 DPD
3,468
3,738
3,880
4,085
4,312
7,273
7,419
603
601
722
802
949
1,356
1,482
28
52
54
69
89
108
136
39
72
76
86
125
183
231
48
79
121
159
149
240
178
181-365 DPD
178
255
263
251
225
316
393
Over 1 year DPD
2,572
2,679
2,644
2,718
2,775
5,070
4,999
NPE ratio (NPEs / Gross Loans)
28%
29%
30%
31%
33%
46%
47%
Allowance for expected loan credit losses (including
residual fair value adjustment on initial recognition ¹)
Gross loans coverage
2,043
2,109
2,096
2,086
2,145
3,846
3,852
NPES coverage
16%
59%
17%
16%
16%
16%
24%
24%
56%
54%
51%
50%
53%
52%
(1) Comprise (i) loan credit losses for impairment of customer loans and advances, (ii) the residual fair value adjustment on initial recognition of loans acquired from Laiki Bank and on loans classified at FVPL, and (iii) loan credit losses on off-balance sheet exposures disclosed on the
balance sheet within other liabilities
Bank of Cyprus Holdings
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