IAS19 Defined Benefit Pension + Mortgage Portfolio Analysis slide image

IAS19 Defined Benefit Pension + Mortgage Portfolio Analysis

Income statement Net interest income analysis Bank of Ireland H2 2021 H1 2022 H2 2022 H1 2023 Average Gross (€bn) Volumes Interest (€m) Gross Rate (%) Average Gross Volumes Interest (€bn) (€m) Gross Rate (%) Average Gross Volumes Interest (€bn) (€m) Gross Rate (%) Average Volumes (€bn) Gross Interest (€m) Gross Rate (%) Ireland Loans¹ 23.2 315 2.69% 23.2 306 2.66% 23.6 375 3.16% 30.7 561 3.69% UK Loans 26.8 365 2.70% 25.0 368 2.97% 22.6 362 3.17% 20.6 422 4.13% C&M Loans 27.2 504 3.68% 27.8 518 3.75% 28.8 643 4.42% 27.6 612 4.47% Total Loans and Advances to Customers² 77.2 1,184 3.04% 76.0 1,192 3.16% 75.0 1,380 3.65% 78.9 1,595 4.08% Liquid Assets³ 46.2 (32) (0.14%) 49.3 (28) (0.11%) 52.2 210 0.80% 43.8 648 2.99% Total Interest Earning Assets 123.4 1,152 1.85% 125.3 1,164 1.87% 127.3 1,590 2.48% 122.7 2,243 3.69% Ireland Deposits¹ 22.5 9 0.08% 22.9 11 0.09% 24.6 1 0.01% 27.2 (8) (0.06%) Credit Balances4 50.2 26 0.10% 53.2 32 0.12% 58.1 5 0.02% 60.1 (0) (0.00%) UK Deposits C&M Deposits 14.3 (28) (0.38%) 12.4 (17) (0.28%) 10.0 (22) (0.44%) 8.8 (60) (1.38%) 3.9 4 0.20% 4.1 3 0.15% 4.8 (11) (0.44%) 4.3 (27) (1.25%) Total Deposits 90.9 11 0.02% 92.7 29 0.06% 97.6 (27) (0.05%) 100.5 (95) (0.19%) Wholesale Funding 3,5 20.4 (41) (0.40%) 21.3 (61) (0.58%) 19.5 (150) (1.53%) 11.9 (281) (4.78%) Subordinated Liabilities 1.9 (32) (3.29%) 2.0 (35) (3.65%) 1.8 (46) (4.98%) 1.7 (58) (6.67%) Total Interest Bearing Liabilities 113.3 (61) (0.11%) 116.0 (68) (0.12%) 118.9 (223) (0.37%) 114.1 (434) (0.77%) Other 3,6 48 (24) 43 (7) Net Interest Margin as reported 123.4 1,139 1.83% 125.3 1,072 1.73% 127.3 1,410 2.20% 122.7 1,802 2.96% Average ECB rate 0.00% Average 3 month Euribor (0.56%) 0.00% (0.44%) 1.23% 3.31% 1.12% 3.00% Average BOE rate 0.11% 0.71% 2.22% 4.15% Average SONIA 0.06% 0.64% 2.15% 4.08% 1 Ireland Loans reflect the transfer of BBROI loans into Corporate & Markets; BBROI deposits remain in Ireland Deposits 2 Income and expense from derivatives in hedging relationships is allocated within 'Loans and Advances', this approach has been updated (including prior year periods) to better allocate the hedging on each portfolio 3 Volume impact of TLTRO included in liquid assets and wholesale funding; Income impact (€16m) of TLTRO in H122 and €51m in H222 included in Other 4 Credit balances in H123: ROI €49.4bn, UK €4.9bn, C&M €5.8bn; 5 Includes impact of credit risk transfer transactions executed in Dec 2019, Oct 2021 and Dec 2021 6 Includes IFRS 16 lease expense, interest on certain FVPTL items 39
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