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Investor Presentaiton

-5 -10 0 Group Financial Results for the six months ended 30 June 2020 Cypriot economy dropped by 11.9% in 2Q2020 reflecting COVID-19 lockdown CY GDP declined 11.9% y-o-y vs 15% decline in Euro Area 5 Unemployment rate increased steeply in 2Q2020 14.0 0.8 12.0 10.0 -3.1 8.0 6.0 4.0 2.0 -11.9 0.0 -15.0 -15 2Q2017 3Q2017 4Q2017 1Q2018 2Q2018 3Q218 4Q2018 1Q2019 2Q2019 3Q2019 4Q2019 1Q2020 2Q2020 Cyprus Euro area - COVID-19 pandemic poses serious challenges to sovereign ratings ■ AA- A 2019Q1 2019Q2 2019Q3 2016Q1 2016Q2 2016Q3 2016Q4 2017Q1 2017Q2 UTO 2017Q3 2017Q4 Euro Area Tightening of spreads post COVID-19 lockdown 2018Q1 2018Q2 2018Q4 Cypr 2018Q3 0.6 0.5 9.6 7.3 7.7 6.5 2019Q4 2020Q1 2020Q2 S&P credit ratings Dec 12 Mar 13 May 13 Aug 13 Oct 13 Jan 14 Cyprus Mar 14 Jun 14 Aug 14 Nov 14 Jan 15 Apr 15 Jun 15 Sep 15 Nov 15 Portugal SOURCE: Statistical Service of Republic of Cyprus; Jan 16 Apr 16 Jun 16 Italy Bloomberg Sep 16 Nov 16 Feb 17 Apr 17 Jul 17 Sep 17 Dec 17 Feb 18 May 18 Jul 18 Oct 18 Dec 18 Feb 19 May 19 Jul 19 Oct 19 Spain (1) Normalised against Germany Government bond with maturity 15/8/2025 except Greece Greece Dec 19 Mar 20 Ireland May 20 Aug 20 BBB- BB- (2) Due to the Debt swap of the Hellenic Republic, from November 2017 onwards data for the new Hellenic Republic Bond with maturity Bank of Cyprus Holdings BBB Spreads (%) 0.4 0.3 0.2 0.1 0 Jan 2018 Feb 2018 Apr 2018 May 2018 Jul 2018- Aug 2018 Sep 2018 Nov 2018 Dec 2018 Feb 2019 Mar 2019 May 2019 Jun 2019 Aug 2019 Sep 2019 Nov 2019 Dec 2019 Feb 2020 Mar 2020 May 2020 Jun 2020 Aug 2020- Cyprus - maturity 4/11/20251 Italy maturity 01/12/20251 Portugal maturity 15/10/20251 Greece maturity 30/01/20282 Spain - maturity 31/10/20251 30/01/2028 was used and normalised against the closest maturity of German Government bond (DBR) 15/08/2027 42
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