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Investor Presentaiton

Deposits at €16.3 bn, broadly flat qoq € bn Cyprus deposits by passport origin² Group Financial Results for the six months ended 30 June 2020 3% 16.84 3.70 16.38 16.47 3.46 3.49 16.69 3.54 16.25 3.31 16.30 3.32 4% 6% 20% Cyprus Other EU Russia Other countries 67% Other European countries, excl. Russia 13.14 12.92 12.98 13.15 12.94 12.98 Dec 18 Jun 19 Sep 19 Dec 19 Mar 20 Jun 20 1 Cyprus IBU Cyprus non-IBU Significant surplus liquidity of €3.9 bn Minimum Liquidity ratio 30 Jun 2020 Surplus required Significant surplus liquidity of €3.9 bn, up 32% qoq, reflecting €1 bn utilisation of TLTRO III • Strong deposit market share of 35.0% LCR (Group) 100% 257% €3,949 mn • Flexibility to operate below 100% LCR limit at least until end 2021 NSFR 3 100% 134% €4,248 mn (1) Servicing exclusively international activity companies registered in Cyprus and abroad and not residents (2) Origin is defined as the country of the passport of the Ultimate Beneficial Owner Bank of Cyprus Holdings (3) The NSFR has not yet been introduced. The NSFR is calculated as the amount of "available stable funding" (ASF) relative to the amount of "required stable funding" (RSF), on the basis of Basel III standards. Its calculation is a SREP requirement. The EBA NSFR will be enforced as a regulatory ratio under CRR II in 2021 23
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