IAS19 Defined Benefit Pension + Mortgage Portfolio Analysis slide image

IAS19 Defined Benefit Pension + Mortgage Portfolio Analysis

25% སྠཽ ༔ སྠཽ ཎྱོ ཚོ ཙོ BOI - ROI Mortgages Bank 7 BOI - UK Mortgages Bank 3 Bank 6 Bank 10 Bank 4 IRB RWA: Domestic Mortgage Lending4 EBA Transparency Exercise 20221 Bank of Ireland's IRB RWA density across major loan portfolios exceeds a wide distribution of European peers IRB RWA: SME Lending² IRB RWA: Corporate Lending³ 80% 90% 70% 80% 60% 70% 50% 60% 40% 50% 30% 40% 30% 20% 20% 10% 10% 0% 0% Bank Bank 1 2 BOI Bank 3 Bank Bank Bank 4 5 6 Bank Bank 7 Bank 8 9 Bank Bank 10 11 BOI Bank 1 Bank 6 Bank Bank Bank Bank Bank 8 4 2 5 9 Bank 3 Bank 7 Bank 10 Bank 11 Bank 1 Bank 2 Bank 9 Bank 8 Bank 5 Bank 11 1 Charts represent 30 June 2022 figures published by the EBA for ABN AMRO, Banco Comercial Português, Groupe BPCE, CaixaBank, Commerzbank, Danske Bank, DNB Bank ASA, Erste Group, Intesa Sanpaolo, KBC Group, Svenska Handelsbanken 2 Credit Risk IRB Approach Risk Exposure Amount divided by Exposure Value for "Corporates - Of Which SME" at 30 June 2022 3 Credit Risk IRB Approach Risk Exposure Amount divided by Exposure Value for "Corporates - Excluding SME & Specialised Lending" at 30 June 2022 4 Credit Risk IRB Approach Risk Exposure Amount divided by Exposure Value for "Retail - Secured on Real Estate Property - SME" and "Retail - Secured on Real Estate Property - Non SME" at 30 June 2022 5 "Leverage Ratio - Using a transitional definition of Tier 1 Capital" at 30 June 2022 Leverage Ratio (Regulatory Basis)5 7% 6% 5% 4% 3% 2% 1% 0% Bank BOI 4 7 1 3 2 Bank Bank Bank Bank Bank Bank Bank Bank 9 Bank Bank 8 11 10 6 5 24 Bank of Ireland
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