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Investor Presentaiton

3Q2020 - Highlights Covid-19 Developments Group Financial Results for the nine months ended 30 September 2020 ~€1 bn New Lending YTD • • • • Cypriot economy more resilient in 3Q2020 than anticipated earlier in the year We continue to support the recovery of the Cypriot economy New lending of €288 mn recovering post lockdown, driven by retail housing Careful on-going monitoring of credit quality of loans under moratorium Total income of €137 mn; operating profit of €44 mn Cost of risk of 97 bps Positive Performance in 3Q2020 €44 mn Operating Profit Operating Efficiency 62% Cost/Income¹ . Profit after tax of €4 mn • • Total operating expenses¹ at €84 mn for 3Q2020, up by 4% qoq as more normal business operations have resumed post lockdown; €249 mn for 9M2020 down by 13% yoy Cost to income ratio¹ at 62% for 3Q2020 and 59% for 9M2020 Good Capital Strong Liquidity Balance Sheet Repair Continues Strategy and Outlook 14.7% CET1 ratio 2,3 10% • CET1 ratio of 14.7% 2,3 and Total Capital ratio of 18.2% 2,3 Deposits at €16.4 bn, broadly flat qoq Significant surplus liquidity of €4.1 bn (LCR at 256%) Organic NPE reduction of €230 mn with pace returning to pre-lockdown levels €0.9 bn NPE sale (Helix 2) agreed in August 2020 Net NPE ratio 2 . NPEs reduced to €2.4 bn (€1.0 bn net)² • • ~7% ROTE4 target • in the medium-term • Gross NPE ratio reduced to 21%² (10% net²) and coverage maintained at 59%2 Clear path to reduce NPE ratio to single digit by end of 2022 and to ~5% in the medium term Enhance revenues in a more capital efficient way, capitalising on strong market position Improve operating efficiency through leaner operations, digitisation and automation Initiate MREL issuance and refinance Tier 2, subject to market conditions Position the Bank on the path for sustainable profitability delivering on shareholders returns 3) Allowing for IFRS 9 and temporary treatment for certain FVOCI instruments transitional arrangements 1) Excluding Special Levy and contributions to SRF and DGF 2) Pro forma for Helix 2. Calculations on a pro forma basis assume completion of the transaction 4) ROTE is calculated as Profit after Tax divided by (Shareholders' equity minus Intangible assets) Bank of Cyprus Holdings 5
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