Investor Presentaiton
Group Financial Results for the six months ended 30 June 2020
Risk Weighted Assets - Regulatory Capital
Risk weighted assets by Geography (€ mn)
Reconciliation of Group Equity to CET1
31.12.18
31.12.19
31.03.20 30.06.20
Helix 2
30.06.20
pro forma²
€ mn
30.06.20
Cyprus
15,070
12,678
12,395
11,765
(112)
11,653
Group Equity per financial statements
Less: Intangibles
2,120
(48)
Russia
24
8
2
5
5
Less: Deconsolidation of insurance and other entities
(201)
United Kingdom
84
48
48
48
48
Add: Regulatory adjustments (IFRS 9 and other items)
85
Romania
38
29
28
21
21
Less: Revaluation reserves and other unrealised items
CET 11
(249)
1,707
Greece
144
121
120
115
115
Risk Weighted Assets
11,960
Other
13
6
6
6
6
CET1 ratio 1
14.3%
Total RWA
15,373
12,890
12,599
11,960
(112)
11,848
CET1 ratio pro forma for Helix 22
14.4%
RWA intensity
70%
61%
62%
56%
55%
Equity and Regulatory Capital (€ mn)
Risk weighted assets by type of risk (€ mn)
31.12.2019
31.03.2020
30.06.20
30.06.20
31.12.18 31.12.19 31.03.20
30.06.20
Helix 2
pro forma²
Total equity excl. non-controlling interests
2.260
2,207
2,095
Credit risk
13,833
11,547
11,256
10,617
(112)
10,505
CET1 capital
1,909
1,807
1,707
Market risk
2
Tier I capital
2,129
2,027
1,927
Operational risk
1,538
Total
15,373
1,343
12,890
1,343
12,599
1,343
11,960
1,343
Tier II capital
190
201
199
(112)
11,848
Total regulatory capital (Tier | + Tier II)
2,319
2,228
2,126
(1) Allowing for IFRS 9 transitional arrangements
(2) Calculations on a pro forma basis assume completion of the transaction
Bank of Cyprus Holdings
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