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Investor Presentaiton

Stable and well capitalised banking system · The total assets of the banking system in Bulgaria by 31 December 2022 amounted to EUR 79.5 billion, a 14.8% increase year-on-year. At 30 June 2023, the total assets of the banking system amounted to EUR 82.4 billion. " As of 30 June 2023 the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR) were well above the required minimum of 100%, standing at 226.1% and 152.5%, respectively. The capital position of the banking sector remained strong. The level of capital exceeding the regulatory requirements and all the applicable buffers was EUR 1.72 billion at 30 June 2023, above the 31 December 2022 level. Banks are required to maintain a set of buffers - a capital conservation buffer (CCOB) at 2.5% of total risk exposures, a systemic risk buffer (SyRB) at 3% of domestic risk exposures and a counter cyclical capital buffer (CCYB) at 2% as of 1 October 2023 (up from 1.5% as of 1 January 2023 ), as well as a capital buffer for 7 systemically important institutions (OSII) in the range of 0.5% to 1%, cumulative to all other buffers. As of Q2 2023, the capital adequacy ratio and the common equity tier 1 ratio (CET 1) of the Bulgarian banking sector were 21.4% and 19.8%, respectively. Capital Adequacy Ratios (%) Banking Sector Liquid Assets Ratios (%) Source: BNB 40 400 22.0 22.0 20.6 20.2 19.3 19.7 35 350 30.6 344.7 29.2 29.6 29.2 28.1 30 27.0 26.4 300 22.7 22.6 20.4 20.4 21.0 21.4 25 293.9 278.9 269.9 274.0 250 2018 2019 Capital Adequacy 2020 2021 2022 Tier 1 Capital Ratio 20 15 Q2 2023 10 2017 Source: BNB 2018 2019 235.0 226.1 200 150 2020 2021 2022 Q2 2023 Liquidity coverage ratio (rhs) Liquid assets to total assets ratio (lhs) 21
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