Bank of Ireland 2019 Credit Presentation

29 29 Customer lending average credit risk weights - Dec 20191,2 (Based on regulatory exposure class) EAD³ RWA (€bn) (€bn) Avg. Risk Weight Risk Weighted Assets (RWAs) / Leverage Ratio Bank of Ireland 2019 Credit Presentation EBA Transparency Exercise 2019 Country by Country Average IRB risk weights Residential Mortgages - Jun 2019 Sweden 4.2% Belgium 10.1% United Kingdom 10.2% ROI Mortgages 23.7 7.1 30% Austria 10.7% France 10.9% UK Mortgages 23.3 4.4 19% Netherlands 11.0% SME 17.0 13.2 78% Germany 14.3% Spain 14.4% Corporate 11.7 11.0 94% Denmark 14.6% Other Retail 6.3 4.4 70% Finland 15.8% Portugal 18.0% Italy 18.9% Customer lending credit risk 82.0 40.1 49% Norway 20.9% Ireland 35.0% • IRB approach accounts for: 69% of credit EAD (Dec 18: 70%) EBA Risk Dashboard Q2 2019 Country by Country Average Leverage ratio Regulatory Leverage Ratio - Jun 2019 73% of credit RWA (Dec 18: 74%) Regulatory RWA has increased from €47.8bn at Dec 2018 to €50.1bn at Dec 2019. The increase is primarily due to net loan book growth and changes in asset quality and book mix, FX movements and the implementation of IFRS 16 offset by the impact of the disposal of NPES and the sale of UK credit cards Leverage Ratio • Fully Loaded Leverage Ratio: 6.5% • Regulatory Leverage Ratio: 7.1% United Kingdom Sweden Germany Netherlands 4.4% 4.5% 4.6% Denmark 4.6% 5.1% France 5.1% Spain 5.6% Finland 5.6% Italy 5.8% Belgium 6.2% Norway 7.0% Austria 7.0% Portugal Ireland 1 EAD and RWA include both IRB and Standardised approaches and comprise both non-defaulted and defaulted loans 2 Securitised exposures are excluded from the table (i.e. excludes exposures included in CRT executed in Nov 2017 and Dec 2019) 3 Exposure at default (EAD) is a regulatory estimate of credit risk exposure consisting of both on balance sheet exposures and off balance sheet commitments 7.6% 10.1% Bank of Ireland

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