ESG Strategy and Digital Transformation slide image

ESG Strategy and Digital Transformation

Risk Weighted Assets- Regulatory Capital Risk Weighted Assets by Geography (€ mn) Reconciliation of Group Equity to CET1 31.12.19 31.12.20 30.09.21 31.12.21 31.12.21 Pro forma € mn 31.12.21 for HFS Group Equity per financial statements 2,081 Cyprus 12,678 11,477 10,860 10,595 10,245 Less: Intangibles² (30) United Kingdom 48 23 23 0 0 Less: Deconsolidation of insurance and other entities (200) Romania 29 26 20 13 13 Less: Regulatory adjustments 20 Greece 121 105 87 84 84 Less: Revaluation reserves and equity instruments transferred to AT1 (251) Other 14 5 2 2 CET11 1,620 RWAs 12,890 11,636 10,991 10,694 10,344 Risk Weighted Assets 10,694 RWA intensity 61% 54% 45% 43% 41% CET1 ratio 1,3 15.1% Equity and Regulatory Capital (€ mn) Risk Weighted Assets by type of risk (€ mn) 31.12.20 30.09.213 31.12.213 31.12.19 31.12.20 30.09.21 31.12.21 31.12.21 Pro forma Total equity excl. non-controlling interests 2,051 2,066 2,059 for HFS CET1 capital 1,723 1,612 1,620 Credit risk 11,547 10,505 9,860 9,678 9,328 Tier I capital 1,943 1,832 1,840 Market risk Operational risk 1,343 1,131 1,131 1,016 1,016 Tier II capital 192 329 300 Total 12,890 11,636 10,991 10,694 10,344 Total regulatory capital (Tier I + Tier II) 2,135 2,161 2,140 723 2) 3) Capital amounts and ratios include unaudited/un-reviewed profits for the nine months ended 30 September 2021 and for the year ended 31 December 2021 respectively Allowing for IFRS 9 and temporary treatment for certain FVOCI instruments transitional arrangements As per amendments introduced with Regulation 2020/873 71
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