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Investor Presentaiton

Regarding Russia and Ukraine, a,,going concern" approach is applied. Under an unexpected extremely negative scenario of deconsolidating both entities and writing down the outstanding gross intragroup funding as well, the effect for the consolidated CET1 ratio would be 0 bp in the case of Ukraine and -60 bps for Russia Adjusted profit after tax (1Q 2022, in HUF billion) 89 Total assets Net loans Shareholders' equity (1Q 2022, in HUF billion) (1Q 2022, in HUF billion) (1Q 2022, in HUF billion) in % of the Group 28,790 16,054 2,923 3.3% 2.7% 3.6% 3.2% 3.9% 6.6% -27 959 783 583 517 115 192 Cons. -34 UKR RUS Cons. UKR RUS Cons. UKR RUS Cons. UKR RUS Risk weighted assets (1Q 2022, in HUF billion) Intragroup funding (1Q 2022, in HUF billion) Consolidated capital effect³ (on CET1, based on 1Q 2022 data) Russian bond exposures (1Q 2022, w/o the Russian bank, HUF bn) Gross1 Net2 17,325 16.2% 0 bp -60 bps 15.6% 102 8.0% 5.2% 40 40 76 1,385 893 55 54 9 Cons. UKR RUS UKR RUS 1Q 22 UKR RUS CET1 Pro forma Face value Net book value 1 HUF equivalent of the intragroup funding provided by the Group to the given country. 2 Gross funding less deposit placements by the entities in the given country to other Group members. 3 Estimated CET1 impact of the Russian and Ukrainian operations, based on 1Q 2022 data. Calculation under an extremely negative scenario of deconsolidating both entities and writing down the outstanding gross intragroup funding, as well. Cotpbank 11
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