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Investor Presentaiton

Covered Bonds repayment in case of issuer bankruptcy issuer bankruptcy event Coverage and liquidity tests performs initially 3 months after insolvency and subsequently every 3 months - liquidity test and 6 months coverage test - Coverage test* passed Liquidity test* passed Coverage test passed Liquidity test failed Coverage test failed or Maturity of outstanding covered bonds Covered bonds repaid according to terms and conditions of the covered bonds, with 12 M maturity extension 2/3 majority covered bondholders may adopt a resolution to sell the separate bankruptcy asset pool to another bank. Extended to longest dated cover asset maturity plus 3Y, distinct rules for pro-rata repayment before extended maturity date (fixed to floating) 2/3 majority covered bondholders may adopt a resolution to disapply maturity extension or • . sell cover assets to another bank or non-bank *details on the next slides m Soft bullet Pass through mGroup Covered bonds Cover Pool Polish Economy Real Estate Legislation 51 Market
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