Investor Presentaiton slide image

Investor Presentaiton

EU-wide stress tests results overview Historical stress test CET1 FL (1) Adverse Scenario, % 2021 stress test CET1 FL (1) Adverse scenario, % 8.1% -0.8% 2014 2.1% Alpha Bank Greek Peers Average 9.7% 8.3% 6.5% 6.8% -0.4% 2015 2018 2021 8.3% 7.6% 6.5% 6.4% Alpha Bank Peer 1 Peer 2 Peer 3 Alpha Bank has successfully concluded the 2021 EU-wide stress test ■ No hurdle rate or capital thresholds were applied for this exercise but was designed to be used as an important input in the Supervisory Evaluation Process (SREP) ■ The starting point of the exercise was 31-Dec-20, and does not include capital strengthening (i.e. Tier II issuance, Share Capital Increase) and balance sheet de-risking (i.e. Galaxy transaction) actions post Dec-20 which would further increase Alpha Bank's buffer vs its peers Alpha Bank's CET1 FL pro forma for share capital increase in July 2021 in adverse scenario is at 10.2% (2) During the past four stress tests, Alpha Bank's profitability, asset quality and capital position have helped Alpha Bank outperform its peers ■ While the adverse scenario results have differed over the years, Alpha Bank's strong capital position has been consistently proven Source: EBA and company financial disclosure. 1 | Last year of ST period. 2 | Bank's calculation which has not been quality assured by the ECB as part of the stress test. 49 ALPHA SERVICES AND HOLDINGS
View entire presentation