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Investor Presentaiton

Cost of risk' reduced to 76 bps for 2Q2020 4.30% 4.00% 2.80% 1.70% ıl.I... FY2014 1.39% 1.00% 1.12% 0.59% 0.80% FY2015 FY2016 FY2017 FY2018 FY2019 1H2020 Group Financial Results for the six months ended 30 June 2020 Mainly impact of deterioration of macro-economic outlook in 1H2020 Update of IFRS 9 macroeconomic assumptions for the Bank driving increase in COR by 59 bps in 1H2020 Base Scenario GDP Unemployment rate 2020 1Q2020 -6.9% 2Q2020 -6.3% 1Q2020 9.1% 2Q2020 9.2% 2021 5.4% 5.6% 7.6% 8.0% bps 123 90 89 200 76 200 173 152 88 123 55 30 111 2. 58 58 56 53 • 7: 7: 116 6 29 40 48 58 29 14 • 2Q2019 3Q2019 4Q2019 1Q2020 2Q2020 -21 -76 -84 COVID-19 Interest on net NPEs not received in cash New lending Stage 3 Stage 1 & 2 Cost of risk of 139 bps for 1H2020, of which 59 bps (€38 mn) reflect the initial impact of IFRS 9 Forward Looking Information (FLI) driven by deterioration of macroeconomic outlook recognised in 1H2020 COVID-19 related charge of 30 bps (€10 mn) in 2Q2020 Cost of risk of 105 bps for 2Q2020, when excluding one-off reversal of 59 bps and COVID-19 related charge of 30 bps In addition, • Helix 2 loss of €68 mn and loan credit losses of €21 mn for potential future NPE sales recorded in 2Q2020 • Other impairments of €25 mn on specific, large, illiquid REMU properties recorded in 2Q2020 • Interest on Net NPEs not received in cash, fully provided (€18 mn in 2Q2020) (1) Loan credit losses on customer loans including off-balance sheet exposures, net of gains/(losses) on derecognition of loans and advances to customers and change in expected cash flows over average gross loans Bank of Cyprus Holdings 33
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