Investor Presentaiton

Glossary & Definitions Group Financial Results for the nine months ended 30 September 2020 Loan credit losses for impairment of customer loans Profit/(loss) after tax and before non- recurring items (attributable to the owners of the Company) Profit/(loss) after tax - organic (attributable to the owners of the Company) Project Helix 2 qoq Restructured loans Risk adjusted yield RRD RWA RWA Intensity Special levy Stage 2 & Stage 3 Loans Tangible Collateral Total Capital ratio Total expenses Credit losses for impairment of customer loans and gains/(losses) on derecognition of loans and changes in expected cash flows on acquired loans This refers to the profit or loss after tax (attributable to the owners of the Company), excluding any 'non-recurring items' (as defined). This refers to the profit or loss after tax (attributable to the owners of the Company), excluding any 'non-recurring items' (as defined, except for the 'advisory and other restructuring costs - organic'). Project Helix 2 refers to the portfolio of loans with a gross book value of €898 mn as at 30 June 2020 for which an agreement for sale was reached on 3 August 2020. For further information please refer to section A.1.4 Loan portfolio quality of the press release. Quarter on quarter change Restructuring activity within quarter as recorded at each quarter end and includes restructurings of NPEs, performing loans and re-restructurings Interest Income on Loans net of allowance for expected loan credit losses/Net Loans Restructuring and Recoveries Division Risk Weighted Assets Risk Weighted Assets over Total Assets Relates to the special levy on deposits of credit institutions in Cyprus. Include purchased or originated credit-impaired Restricted to Gross IFRS balance Total capital ratio is defined in accordance with the Capital Requirements Regulation (EU) No 575/2013, as amended by CRR II applicable as at the reporting date. Total expenses comprise staff costs, other operating expenses and the special levy and contributions to the Single Resolution Fund (SRF) and Deposit Guarantee Fund (DGF). It does not include 'advisory and other restructuring costs-organic', or any restructuring costs relating to the Voluntary Staff Exit Plan, or any restructuring costs relating to NPE sales. 'Advisory and other restructuring costs-organic' amounted to €3 mn for 3Q2020 (compared to €3 mn for 2Q2020, €3 mn for 1Q2020 and €8 mn for 4Q2019). Restructuring costs relating to NPE sales amounted to Nil for 3Q2020 (compared to €1 mn for 2Q2020, €3 mn for 1Q2020 and €10 mn for 4Q2019). Restructuring costs relating to the Voluntary Staff Exit Plan amounted to €81 mn for 4Q2019.. Bank of Cyprus Holdings 89

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