Financial Strategy and Ecosystem Platform Expansion slide image

Financial Strategy and Ecosystem Platform Expansion

Cost of risk of 57 bps for FY2021; 35 bps for 4Q2021 1.18% 1.12% 1.00% 0.43% 0.57% 0.75% 0.61% (0.04%) FY2018 FY2019 FY2020 FY2021 bps 66 52 78 35 140 92 Charge (bps) 22 77 75 81 29 12 -7- 22 17 12 71 56 32 36 1Q2021 2Q2021 3Q2021 4Q2021 Reversal (bps) -26 -25 -46 -62 COVID-19 Interest on net NPEs not received in cash New lending Stage 3 Stage 1 & 2 Bank's IFRS 9 Macroeconomic assumptions Base line GDP rate 2022 4.3% Unemployment rate 6.5% 2023 3.3% 6.4% Cost of risk of 35 bps for 4Q2021 (€9 mn), includes a reversal of 46 bps (€12 mn) from stage 1 and stage 2 mainly due to improved cash collections and updated financial information Close monitoring of sectors vulnerable to COVID-19 continues Additionally, impairments of €23 mn mainly relate to specific, large illiquid REMU assets 26
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