Financial Analysis and Currency Deposits
Risk Weighted Assets- Regulatory Capital
Risk Weighted Assets by Geography (€ mn)
Reconciliation of Group Equity to CET1
30.06.22
€ mn
30.06.22
31.12.19
31.12.20 31.12.21 31.03.22 30.06.22
Pro
forma
for HFS
Cyprus
12,678
11,477 10,595 10,473
10,526
10,186
United Kingdom
48
23
0
0
Total equity
Less: Intangibles
Less: Deconsolidation of insurance entities
2,093
(30)
(193)4
Greece
121
105
84
79
72
72
Less: Deconsolidation of other entities
(13)
Other
43
31
15
7
2
2
Less: Regulatory adjustments
(60)
RWAS
12,890 11,636 10,694
10,559 10,600
10,260
Less: Revaluation reserves and equity instruments transferred to AT1
(251)
RWA intensity
61%
54%
43%
42%
41%
40%
CET11
1,546
Risk Weighted Assets
10,600
CET1 ratio 1,4
14.6%
Risk Weighted Assets by type of risk (€ mn)
30.06.22
31.12.20
31.12.21
31.03.222 30.06.223
Pro
31.12.19 31.12.20 31.12.21 31.03.22
30.06.22
form a for
Total equity excl. non-controlling
interests
2,051
2,059
2,069
2,070
Credit risk
11,547 10,505
9,678
9,543
9,585
HFS
9,245
CET1 capital
1,723
1,620
1,546
1,546
Market risk
Tier I capital
1,943
1,840
1,766
1,766
Operational risk
1,343
1,131
1,016
1,016
1,015
1,015
Tier II capital
192
300
300
300
Total
12,890
11,636
10,694
10,559
10,600
10,260
Total regulatory capital (Tier I + Tier II)
2,135
2,140
2,066
2,066
7237
1)
Allowing for IFRS 9 and temporary treatment for certain FVOCI instruments transitional arrangements
Capital amounts and ratios include unaudited/unreviewed profits for the quarter ended 31 Mar 2022
Capital amounts and ratios include reviewed profits for the six months ended 30 Jun 2022
€105 mn of €193 mn relates to the Life insurance in-force business reserve
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