Performance and Capital Position Overview slide image

Performance and Capital Position Overview

Reconciliation of 90+ DPD to NPES Cyprus Operations (€ bn) (Mar-16) 8,7 ==== 0,1 0,8 0,4 12,6 1,8 0,7 0,1 9,6 €3 bn with arrears Impaired -no >90+DPD arrears other IFRS and Total 90+ DPD with forbearance re-forborne within forborne >30+ reclassification measure 90+ 2 years DPD adj Contagion effect NPES DPD Non-Performing Exposures (NPEs) as per the EBA definition: In 2014 the European Banking Authority (EBA) published its reporting standards on forbearance and non-performing exposures (NPEs). According to the EBA standards, a loan is considered a non-performing exposure if: - (i) the debtor is assessed as unlikely to pay its credit obligations in full without the realisation of the collateral, regardless of the existence of any past due amount or of the number of days past due, for example in case of a write off, a legal action against the borrower, or bankruptcy - (ii) the exposures are impaired i.e. in cases where there is a specific provision, or - (iii) there are material exposures which are more than 90 days past due, or - (iv) there are performing forborne exposures under probation for which additional forbearance measures are extended, or - (v) there are performing forborne exposures under probation that present more than 30 days past due within the probation period. -90+DPD: Loans in arrears for more than 90 days (90+ DPD) are defined as loans past-due for more than 90 days and those that are impaired (impaired loans are those which are not considered fully collectable and for which a provision for impairment has been recognised on an individual basis or for which incurred losses exist at their initial recognition or customers in Debt Recovery). Bank of Cyprus ADING 59
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