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Lion Finance Group PLC

Regulatory Filings Feb 19, 2024

4897_rns_2024-02-19_a187d9d5-4544-47f0-98ad-ba5a5674c2a3.pdf

Regulatory Filings

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THIS DOCUMENT AND THE ACCOMPANYING FORM OF PROXY ARE IMPORTANT AND REQUIRE YOUR IMMEDIATE ATTENTION. THIS DOCUMENT IS A CIRCULAR FOR THE PURPOSES OF LISTING RULE 13. IF YOU ARE IN ANY DOUBT AS TO WHAT ACTION YOU SHOULD TAKE, YOU ARE RECOMMENDED TO SEEK YOUR OWN PERSONAL FINANCIAL ADVICE IMMEDIATELY FROM YOUR STOCKBROKER, BANK MANAGER, SOLICITOR, ACCOUNTANT OR OTHER INDEPENDENT FINANCIAL ADVISER AUTHORISED UNDER THE FINANCIAL SERVICES AND MARKETS ACT 2000 ("FSMA"), IF YOU ARE RESIDENT IN THE UNITED KINGDOM, OR, IF NOT, FROM ANOTHER APPROPRIATELY AUTHORISED INDEPENDENT FINANCIAL ADVISER.

If you have sold or otherwise transferred all of your Bank of Georgia Group PLC Shares, please send this document together with the accompanying Form of Proxy and the accompanying documents (other than documents or forms personalised to you) at once to the purchaser or transferee, or to the bank, stockbroker or other agent through whom the sale or transfer was effected, for delivery to the purchaser or transferee. However, these documents must not be forwarded, distributed or transmitted in, into or from any jurisdiction where to do so would violate the laws of that jurisdiction. If you have sold or otherwise transferred only part of your holding of Bank of Georgia Group PLC Shares, please retain this document and the accompanying Form of Proxy and contact immediately the bank, stockbroker or other agent through whom the sale or transfer was effected.

This document is not a prospectus and it does not constitute or form part of any offer or invitation to purchase, acquire, subscribe for, sell, dispose of or issue, or any solicitation of any offer to sell, dispose of, purchase, acquire or subscribe for, any security.

This document (including any documents incorporated into it by reference) should be read as a whole and in conjunction with the accompanying Form of Proxy.

The distribution of this document and/or the accompanying documents (in whole or in part) in jurisdictions other than the United Kingdom may be restricted by the laws of those jurisdictions and therefore persons into whose possession this document comes should inform themselves about and observe any such restrictions. Failure to comply with any such restrictions may constitute a violation of the securities laws of any such jurisdiction.

Bank of Georgia Group PLC

(registered in England and Wales under the Companies Act 2006 with registered number 10917019)

Proposed acquisition of Ameriabank CJSC

Circular to Shareholders

and

Notice of General Meeting

Your attention is drawn to the letter from the Chairman of Bank of Georgia Group PLC ("BOGG" or the "Company" and together with its portfolio companies and portfolio undertakings from time to time, the "Group"). in Part I (Letter from the Chairman of Bank of Georgia Group PLC) of this document, which contains the unanimous recommendation of the BOGG Board that you vote in favour of the Resolution to be proposed at the BOGG General Meeting. You should read the whole of this document and, in particular, the risk factors in Part II (Risk Factors).

Notice of the BOGG General Meeting, which will be held at the offices of Baker & McKenzie LLP, 280 Bishopsgate, London, EC2M 4RB at 11:00 a.m. on 14 March 2024, is set out in Part VIII (Notice of General Meeting) of this document.

The action to be taken by BOGG Shareholders in relation to the BOGG General Meeting is set out on page 5 of this document. BOGG Shareholders will find enclosed with this document a Form of Proxy for use in connection with the BOGG General Meeting. Whether or not you intend to be present at the meeting in person, please complete and sign the enclosed Form of Proxy (or appoint a proxy electronically, as referred to below) in accordance with the instructions printed on it and return it to BOGG's registrars, Computershare Investor Services PLC ("Computershare"), The Pavilions, Bridgwater Road, Bristol BS99 6ZY, as soon as possible and, in any event, so as to be received by 11:00 a.m. on 12 March 2024. Unless the Form of Proxy is returned by the time mentioned in the instructions printed on it, it will be invalid. The completion and return of a Form of Proxy will not prevent any BOGG Shareholder from attending and voting in person at the BOGG General Meeting, or any adjournment thereof, if you so wish and are so entitled.

As an alternative to completing and returning the Forms of Proxy, BOGG Shareholders may submit their Forms of Proxy electronically at www.investorcentre.co.uk/eproxy. For security purposes, BOGG Shareholders will need the Control Number, PIN and shareholder reference number which are given on their respective Forms of Proxy. Electronic proxies must be received no later than 11:00 a.m. on 12 March 2024.

If you have any questions about this document, the BOGG General Meeting or on the completion and return of the Form of Proxy, please contact the Computershare Investor Centre Shareholder Helpline between 8.30 a.m. and 5.30 p.m. (London time) Monday to Friday (excluding English and Welsh public holidays) on 0370 873 5866 from within the UK or on +44 (0) 370 873 5866 (from outside the UK, international rates apply). Please note that calls may be monitored or recorded and the Investor Centre Shareholder Helpline cannot provide financial, legal or tax advice or advice on the merits of the Acquisition.

Certain terms used in this document are defined in Part VII (Definitions).

Cavendish Capital Markets Ltd ("Cavendish") which is authorised and regulated by the FCA in the United Kingdom is acting exclusively as sponsor for the Company and no one else in connection with the Acquisition and will not be responsible to anyone other than the Company for providing the protections afforded to its clients or for providing any advice in connection with the Acquisition and will not regard any other person (whether or not a recipient of this Circular) as its client in relation to the Acquisition, the contents of this Circular or any other matter or arrangement referred to in this Circular.

J.P. Morgan Securities plc ("J.P. Morgan") which is authorised in the United Kingdom by the Prudential Regulation Authority (the "PRA") and regulated by the PRA and the Financial Conduct Authority, is acting as financial adviser exclusively for the Company and no one else in connection with the Acquisition and will not regard any other person as its client in relation to the Acquisition and will not be responsible to anyone other than the Company for providing the protections afforded to clients of J.P. Morgan or its affiliates, nor for providing advice in relation to the Acquisition or any other matter or arrangement referred to herein.

Apart from the responsibilities and liabilities, if any, which may be imposed on Cavendish and J.P. Morgan by the FSMA or the regulatory regime established thereunder, neither Cavendish or J.P. Morgan nor any of their respective affiliates accept any responsibility or liability whatsoever and make no representations or warranties, express or implied, in relation to the contents of this Circular, including its accuracy, completeness or verification or for any other statement made or purported to be made by the Company, or on the Company's behalf in connection with the Group, the Enlarged Group or the Acquisition and nothing contained in this Circular is, or shall be, replied upon as a promise or representation in this respect, whether or not as to the past or the future in connection with the Company or the Acquisition. Cavendish and J.P. Morgan and their respective affiliates accordingly disclaim to the fullest extent permitted by applicable law all and any duty, liability or responsibility whatsoever (whether direct or indirect and whether arsing in tort, contract, under statute or otherwise (save as referred to above)) which they might otherwise be found to have in respect of this Circular or any such statement or otherwise.

YOU SHOULD READ THE WHOLE OF THIS CIRCULAR AND ALL DOCUMENTS INCORPORATED INTO IT BY REFERENCE IN THEIR ENTIRETY. IN PARTICULAR, YOU SHOULD TAKE ACCOUNT OF PART II (RISK FACTORS) OF THIS CIRCULAR FOR A DISCUSSION OF THE RISKS THAT MIGHT AFFECT THE VALUE OF YOUR SHAREHOLDING IN THE COMPANY.

THE CONTENTS OF THIS CIRCULAR OR ANY SUBSEQUENT COMMUNICATION FROM THE COMPANY, CAVENDISH, J.P. MORGAN OR ANY OF THEIR RESPECTIVE AFFILIATES, OFFICERS, DIRECTORS, EMPLOYEES OR AGENTS ARE NOT TO BE CONSTRUED AS LEGAL, FINANCIAL OR TAX ADVICE. EACH PROSPECTIVE INVESTOR SHOULD CONSULT HIS, HER OR ITS OWN SOLICITOR, INDEPENDENT FINANCIAL ADVISER OR TAX ADVISER FOR LEGAL, FINANCIAL OR TAX ADVICE.

The date of publication of this document is 19 February 2024.

TABLE OF CONTENTS

To Vote on the Acquisition 4
Action to be Taken 5
Expected Timetable of Principal Events 8
Company Directors, Company Secretary, Registered Office and Advisers 9
Important Information 10
Part I Letter from the Chairman of Bank of Georgia Group PLC 15
Part II Risk Factors 27
Part III Principal Terms and Conditions of the Acquisition Agreement 36
Part IV Historical Financial information of Ameriabank CJSC 42
Part V Unaudited Pro Forma Financial Information relating to the Enlarged Group 127
Part VI Additional Information 132
Part VII Definitions 140
Part VIII Notice of General Meeting 143

TO VOTE ON THE ACQUISITION

This page should be read in conjunction with the section entitled ACTION TO BE TAKEN, set out on page 5 of this document, and the rest of the document, in particular, the notice of the BOGG General Meeting on pages 143-146.

Whether or not you plan to attend the meeting, you should appoint a proxy to exercise your rights to attend, speak and vote at the BOGG General Meeting by sending a Form of Proxy by post, appointing a proxy online, or appointing a proxy through CREST.

If you require assistance, please telephone Computershare on 0370 873 5866 from within the UK or on +44 (0) 370 873 5866 from outside the UK between 8.30 a.m. and 5.30 p.m. (London time), Monday to Friday (excluding English and Welsh public holidays). Calls to the helpline from outside the UK will be charged at applicable international rates. Calls will be recorded and monitored for security and training purposes.

Please note that, for legal reasons, Computershare cannot provide advice on the merits of the Acquisition or give any legal, tax or financial advice.

Copies of any information incorporated into this document by reference to another source sent to persons in electronic form or by means of being published on BOGG's website and all future documents, announcements and information required to be sent to persons in relation to the Acquisition may be requested to be received by such persons in hard copy form by writing to Computershare Investor Services PLC, The Pavilions, Bridgwater Road, Bristol BS99 6ZZ, or by calling Computershare at the numbers provided above. A hard copy of any such documents will not be sent unless so requested.

The completion and return of the Form of Proxy will not prevent you from attending and voting at the BOGG General Meeting, or any adjournments thereof, in person should you wish to do so and should you be so entitled.

ACTION TO BE TAKEN

For the reasons set out in this document, the BOGG Board unanimously recommends that BOGG Shareholders vote in favour of the Resolution relating to the Acquisition to be proposed at the BOGG General Meeting, as the BOGG Directors intend to do in respect of their own holdings of BOGG Shares, and that you take the action described below.

The BOGG General Meeting will be held at the offices of Baker & McKenzie LLP, 280 Bishopsgate, London, EC2M 4RB at 11:00 a.m. on 14 March 2024. The Acquisition requires approval of BOGG Shareholders at the BOGG General Meeting.

1. The Documents

Please check that you have received the following with this document:

  • a Form of Proxy for use in respect of the BOGG General Meeting; and
  • a reply-paid envelope for use in the UK only for the return of the Form of Proxy.

If you have not received all of these documents, please contact the Investor Centre Shareholder Helpline on the number indicated below.

2. Voting at the BOGG General Meeting

The Acquisition will require approval at a meeting of BOGG Shareholders to be held at the offices of Baker & McKenzie LLP, 280 Bishopsgate, London, EC2M 4RB at 11:00 a.m. on 14 March 2024. The Acquisition constitutes a "Class 1 Transaction" for BOGG under the Listing Rules and will require the passing by BOGG Shareholders of the Resolution to be proposed at the BOGG General Meeting.

BOGG Shareholders entitled to attend and vote at the BOGG General Meeting are entitled to appoint a proxy to exercise all or any of their rights to attend, speak and vote at the BOGG General Meeting. A proxy need not be a BOGG Shareholder.

(a) Sending Forms of Proxy by Post

Please complete and sign the enclosed Form of Proxy in accordance with the instructions printed on it and return it by post to BOGG's registrar, Computershare Investor Services PLC, The Pavilions, Bridgwater Road, Bristol BS99 6ZY, so as to be received as soon as possible and in any event not later than 11:00 a.m. (London time) on 12 March 2024, or, if the BOGG General Meeting is adjourned, the Form of Proxy should be received not later than 48 hours (excluding non-working days) before the time fixed for the adjourned BOGG General Meeting.

The Form of Proxy must be returned by the time mentioned above, or it will be invalid.

BOGG Shareholders are entitled to appoint a proxy in respect of some or all of their BOGG Shares and may also appoint more than one proxy, provided that each proxy is appointed to exercise the rights attached to a different share or shares held by such holder. BOGG Shareholders who wish to appoint more than one proxy in respect of their holding of BOGG Shares may obtain additional Forms of Proxy by contacting BOGG's Registrars, Computershare on +44 (0)370 873 5866 or may photocopy the Form of Proxy provided with this document indicating on each copy the name of the proxy appointed and the number of BOGG Shares in respect of which that proxy is appointed. All Forms of Proxy should be returned together in the same envelope.

Completion and return of a Form of Proxy, or the appointment of a proxy electronically using CREST (or any other procedure described below), will not prevent you from attending, speaking and voting in person at the BOGG General Meeting, or any adjournment thereof, if you wish and are entitled to do so.

The Form of Proxy, and any power of attorney or other authority under which it is executed (or a duly certified copy of any such power or authority), must be received by post or (during normal business hours only) by hand at the offices of BOGG's Registrars, Computershare Investor Services PLC, at The Pavilions, Bridgwater Road, Bristol BS99 6ZY, United Kingdom no later than 11:00 a.m. (London time) on 12 March 2024, being 48 hours before the time appointed for the holding of the General Meeting excluding non-working days.

(b) Online Appointment of Proxies

BOGG Shareholders entitled to attend and vote at the BOGG General Meeting may appoint a proxy electronically by logging on to the following website: www.investorcentre.co.uk/eproxy and using the Control Number, unique PIN and Shareholder Reference Number (SRN) printed on the Form of Proxy. For an electronic proxy appointment to be valid, the appointment must be received by BOGG's registrar, Computershare no later than 11:00 a.m. (London time) on 12 March 2024 (or, in the case of adjournment(s), not later than 48 hours (excluding non-working days) before the time fixed for the adjourned meeting).

(c) Electronic Appointment of Proxies through CREST

If you hold BOGG Shares in uncertificated form through CREST and wish to appoint a proxy or proxies for the meeting (or any adjourned meeting) by using the CREST electronic proxy appointment service, you may do so by using the procedures described in the CREST Manual, available at www.euroclear.com/CREST. CREST personal members or other CREST sponsored members, and those CREST members who have appointed any voting service provider(s), should refer to their CREST sponsor or voting service provider(s), who will be able to take the appropriate action on their behalf.

In order for a proxy appointment or instruction made using the CREST service to be valid, the appropriate CREST message (a CREST Proxy Instruction) must be properly authenticated in accordance with the specifications of Euroclear and must contain the information required for such instructions as described in the CREST Manual. The message (regardless of whether it constitutes the appointment of a proxy or an amendment to the instructions given to a previously appointed proxy), must, in order to be valid, be transmitted so as to be received by BOGG's registrar, Computershare not later than 11:00 a.m. London time on 12 March 2024 (or, in the case of adjournment(s), not later than 48 hours (excluding non-working days) before the time fixed for the adjourned meeting). For this purpose, the time of receipt will be taken to be the time (as determined by the timestamp applied to the message by the CREST Application Host) from which Computershare is able to retrieve the message by enquiry to CREST in the manner prescribed by CREST. After this time any change of instructions to proxies appointed through CREST should be communicated to the appointee through other means.

CREST members and, where applicable, their CREST sponsors or voting service providers, should note that Euroclear does not make available special procedures in CREST for any particular messages. Normal system timings and limitations will therefore apply in relation to the input of CREST Proxy Instructions. It is the responsibility of the CREST member concerned to take (or, if the CREST member is a CREST personal member or sponsored member or has appointed any voting service provider(s), to procure that his/her CREST sponsor or voting service provider(s) take(s)) such action as shall be necessary to ensure that a message is transmitted by means of the CREST system by any particular time. In this connection, CREST members and, where applicable, their CREST sponsors or voting service providers are referred, in particular, to those sections of the CREST Manual concerning practical limitations of the CREST system and timings.

BOGG may treat as invalid a CREST Proxy Instruction in the circumstances set out in the CREST Regulations.

(d) Proxymity Voting

If you are an institutional investor you may also be able to appoint a proxy electronically via the Proxymity platform, a process which has been agreed by BOGG and approved by BOGG's registrar. For further information regarding Proxymity, please go to https://www.proxymity.io/. Your proxy must, in order to be considered valid, be lodged not later than 11.00 a.m. London time on 12 March 2024 (or, in the event of any adjournment of the General Meeting, not less than 48 hours (excluding nonworking days) before the time fixed for the adjourned meeting). Before you can appoint a proxy via this process you will need to have agreed to Proxymity's associated terms and conditions. It is important that you read these carefully if you intend to use Proxymity as you will be bound by them and they will govern the electronic appointment of your proxy.

3. Investor Centre Shareholder Helpline

If you have any questions about this document or the BOGG General Meeting, or are in any doubt as to how to complete the Form of Proxy, please contact BOGG's registrars, Computershare, on 0370 873 5866 from within the UK or on +44 (0) 370 873 5866 (from outside the UK, international rates apply) between 8.30 a.m. and 5.30 p.m. (London time), Monday to Friday (excluding English and Welsh public holidays). Calls to the helpline from outside the UK will be charged at applicable international rates. Calls may be recorded and monitored for security and training purposes. Please note that, for legal reasons, the helpline cannot provide advice on the merits of the Acquisition or give any legal, tax or financial advice.

EXPECTED TIMETABLE OF PRINCIPAL EVENTS

All times shown are London times unless otherwise stated. All dates and times are based on the current expectations of BOGG and are subject to change, which will depend, among other things, on the date on which the Conditions to the Acquisition are satisfied or, where applicable, waived. If any of the dates and/ or times in this expected timetable change materially, the revised dates and/or times will be notified to BOGG Shareholders by announcement through the Regulatory Information Service of the London Stock Exchange.

Time and Date
19 February 2024
11:00 a.m. on 12 March 2024
6:00 p.m. on 12 March 2024(1)
11:00 a.m. on 14 March 2024
On the third Business Day after
the BOGG General Meeting(2)

Notes:

(1) If the General Meeting is adjourned, the Record Time for the adjourned General Meeting will be 6:00 p.m. (UK time) on the date which is not later than 48 hours, excluding non-working days, before the date set for the adjourned General Meeting

(2) Subject to the satisfaction or (if capable of waiver) waiver of the Conditions

COMPANY DIRECTORS, COMPANY SECRETARY, REGISTERED OFFICE AND ADVISERS

Directors: Mel Carvill Non-Executive Chairman
Archil Gachechiladze Executive Director and CEO
Hanna Loikkanen Senior Independent Non-Executive
Director
Alasdair Breach Independent Non-Executive
Director
Tamaz Georgadze Independent Non-Executive
Director
Jonathan Muir Independent Non-Executive
Director
Cecil Quillen Independent Non-Executive
Director
Véronique McCarroll Independent Non-Executive
Director
Mariam Megvinetukhutsesi Independent Non-Executive
Director
Group Company Secretary: Computershare Company
Secretarial Services Limited
Registered Office: 42 Brook Street, London,
United Kingdom, W1K 5DB
Sponsor to the Company: Cavendish Capital Markets Ltd
1 Bartholomew Close, London,
England, EC1A 7BL
Financial Adviser to the
Company:
J.P. Morgan Securities plc
25 Bank Street, Canary Wharf,
London E14 5JP
Legal Adviser to the Company
as to English law:
Baker & McKenzie LLP
280 Bishopsgate,
London, EC2M 4RB
Legal Adviser to the Sponsor: Travers Smith LLP
10 Snow Hill,
London, EC1A 2AL
Reporting Accountant to the
Company:
Ernst & Young LLP
1 More London Place,
London, SE1 2AF
Auditor to the Company: Ernst & Young LLP
1 More London Place,
London, SE1 2AF
Company Registrar: Computershare Investor
Services PLC,
The Pavilions,
Bridgwater Road,
Bristol, BS13 8AE

IMPORTANT INFORMATION

1. Forward-looking Statements

This document (including information incorporated by reference in this document), oral statements made regarding the Acquisition, and other information published in connection with the Acquisition contain statements which are, or may be deemed to be, "forward-looking statements". Forward-looking statements are prospective in nature and are not based on historical facts, but rather on current expectations and projections about future events, and are therefore subject to risks and uncertainties which could cause actual results to differ materially from the future results expressed or implied by the forward-looking statements. The forward-looking statements contained in this document may include statements regarding the financial condition, results of operations, cash flows, dividends, financing plans, business strategies, operating efficiencies or synergies, budgets, capital and other expenditures, competitive positions, growth opportunities, plans and objectives of management and other matters relating to BOGG, Ameriabank and, following Completion of the Acquisition, the Enlarged Group. Often, but not always, forward-looking statements can be identified by the use of forward-looking words such as "plans", "expects" or "does not expect", "is expected", "is subject to", "budget", "scheduled", "estimates", "forecasts", "intends", "anticipates" or "does not anticipate", or "believes", or variations of such words and phrases or statements that certain actions, events or results "may", "could", "should", "would", "might" or "will" be taken, occur or be achieved.

Although BOGG believes that the expectations reflected in such forward-looking statements are reasonable, BOGG can give no assurance that such expectations will prove to be correct. By their nature, forwardlooking statements involve risk and uncertainty because they relate to events and depend on circumstances that will occur in the future. There are a number of factors that could cause actual results and developments to differ materially from those expressed or implied by such forward-looking statements. These factors include the satisfaction of the Conditions, as well as additional factors, such as fluctuations in the capital markets; fluctuations in interest and exchange rates; increased regulation or regulatory scrutiny; the occurrence of unforeseen disasters or catastrophes; political or economic instability in principal markets; adverse outcomes in litigation; and general, local and global economic, political, business and market conditions. Other unknown or unpredictable factors could cause actual results to differ materially from those in the forward-looking statements. Such forward-looking statements should therefore be construed in the light of such factors.

Neither BOGG nor any of its associates or directors, officers or advisers, provides any representation, assurance or guarantee that the occurrence of the events expressed or implied in any forward-looking statement in this document will actually occur. You are cautioned not to place undue reliance on these forward-looking statements. Other than in accordance with their legal or regulatory obligations (including under the Listing Rules, the UK Disclosure Guidance and Transparency Rules and the UK Prospectus Regulation Rules of the FCA), BOGG is not under any obligation, and BOGG expressly disclaims any intention or obligation, to update or revise publicly any forward-looking statements, whether as a result of new information, future events or otherwise.

2. Currencies

Unless otherwise indicated, all references in this document to "sterling", "GBP", "£", "pence" or "p" are to the lawful currency of the United Kingdom; references to "EUR", "Euro" or "€" are to the official currency of the Eurozone; references to "Georgian Lari" or "GEL" are to the official currency of Georgia and references to "US Dollars", "USD" or "US\$" are to the lawful currency of the US; references to "Armenian Dram" or "AMD" or "֏" are to the lawful currency of the Republic of Armenia.

3. Market and Industry Information

Unless the source is otherwise stated, the market, economic and industry data in this document constitute the BOGG Directors' estimates, using underlying data from independent third parties. BOGG obtained market data and certain industry forecasts used in this document from internal surveys, reports and studies, where appropriate, as well as market research, publicly available information and industry publications.

BOGG confirms that all third-party data contained in this document has been accurately reproduced and, so far as BOGG is aware and able to ascertain from information published by that third party, no facts have been omitted that would render the reproduced information inaccurate or misleading. While the BOGG Directors believe the third-party information included herein to be reliable, neither BOGG nor BOGG's advisers have independently verified such third-party information. Where thirdparty information has been used in this document, the source of such information has been identified.

4. Rounding

Certain figures included in this document have been subjected to rounding adjustments. Accordingly, figures shown in the same category presented in different tables may vary slightly and figures shown as totals in certain tables may not be an arithmetic aggregation of the figures that precede them.

5. Presentation of Financial Information

5.1 Sources and Presentation of BOGG Financial Information

Unless otherwise indicated, the financial information relating to the Group:

  • as at and for the years ended 31 December 2022, 2021 and 2020 included in this document has been extracted without material adjustment from the audited consolidated financial statements of the Group for the years ended 31 December 2022, 2021 and 2020 which have been prepared in accordance with UK adopted International Accounting Standards and in conformity with the requirements of the Companies Act 2006;
  • as at 30 June 2023 and for the six months ended 30 June 2023 included in this document has been extracted without material adjustment from the unaudited interim condensed consolidated financial statements of the Group for the six months ended 30 June 2023, which have been prepared in accordance with UK adopted International Accounting Standard 34 and consistently with the accounting policies adopted by the Group in preparing its consolidated financial statements as at and for the year ended 31 December 2022;
  • as at 30 September 2023 included in this document has been extracted without material adjustment from the management accounts of the Group for the nine months ended 30 September 2023, which have been prepared consistently with the accounting policies adopted by the Group in preparing its consolidated financial statements as at and for the year ended 31 December 2022.

5.2 Sources and Presentation of Ameriabank Financial Information

Unless otherwise indicated, financial information relating to Ameriabank:

  • as at and for the years ended 31 December 2022, 2021 and 2020 included in this document has been extracted without material adjustment from the historical financial information of Ameriabank CJSC set out in Section A of Part IV (Historical Financial information of Ameriabank CJSC) of this document. The historical financial information of Ameriabank as at and for the years ended 31 December 2022, 2021 and 2020 has been prepared in accordance with UK adopted International Accounting Standards and in a manner consistent with the accounting policies adopted by BOGG in preparing the financial information relating to the Group as at and for the year ended 31 December 2022;
  • as at 30 September 2023 included in this document has been extracted without material adjustment from the management accounts of Ameriabank for the nine months ended 30 September 2023 (and for the avoidance of doubt without any reclassifications having been made to align with the accounting policies adopted by BOGG in preparing the financial information relating to the Group as at and for the year ended 31 December 2022);
  • as at and for the year ended 31 December 2023 included in this document has been extracted without material adjustment from the management accounts of Ameriabank for the year ended 31 December 2023 (and for the avoidance of doubt without any reclassifications having been made to align with the accounting policies adopted by BOGG in preparing the financial information relating to the Group as at and for the year ended 31 December 2022).

5.3 Unaudited Pro Forma Financial Information

In this document, any reference to "pro forma" financial information is to information which has been extracted without material adjustment from the unaudited pro forma financial information contained in Part V (Unaudited Pro Forma Financial Information relating to the Enlarged Group) of this document.

The unaudited pro forma statement of net assets contained in this document has been prepared for illustrative purposes only and because of its nature, addresses a hypothetical situation and, therefore, does not represent the financial position of the Enlarged Group. Further, results of operations may differ materially from those presented in the unaudited pro forma information due to various factors. The unaudited pro forma financial information has been prepared in a manner consistent with the accounting policies adopted by BOGG in preparing the financial information relating to the Group as at and for the year ended 31 December 2022 and, on the basis set out in this Circular and in accordance with the requirements of Annex 20, sections one and two of the UK version of the Commission Delegated Regulation (EU) 2019/980.

6. Alternative Performance Measures and Key Performance Indicators (KPIs)

This document contains certain alternative performance measures and key performance indicators that are not defined or recognised under IFRS for the Company and Ameriabank separately, including the following:

For the Group:

  • Return on average total equity (RoAE), defined as profit for the period attributable to shareholders of the Group divided by average total equity attributable to shareholders of the Group (calculated as the sum of total equity attributable to shareholders of the Group for each month, beginning from the previous year-end and extending throughout the respective period, divided by the respective number of months);
  • Cost to income ratio, which is calculated by dividing operating expenses by operating income;
  • Non-performing loans, defined as the principal and/or interest payments on loans overdue for more than 90 days; plus, determined as such on individual basis based on other available information regarding financial difficulties of the borrower;

For Ameriabank:

  • Return on average total equity (RoAE), defined as profit for the year derived from Section A of Part IV (Historical Financial information of Ameriabank CJSC) of this document, divided by average total equity (calculated as the sum of total equity derived from Section A of Part IV (Historical Financial information of Ameriabank CJSC) at the start and at the end of the relevant year, divided by two);
  • Stage 3 ratio, which is defined as the ratio of loans to customers and finance lease receivables classified as Stage 3 for IFRS 9 purposes derived from Section A of Part IV (Historical Financial information of Ameriabank CJSC) of this document, divided by total gross loans to customers and finance lease receivables derived from Section A of Part IV (Historical Financial information of Ameriabank CJSC);
  • Cost to income ratio, which is calculated by dividing operating expenses by operating income derived from Section A of Part IV (Historical Financial information of Ameriabank CJSC) of this document.

These alternative performance measures and key performance indicators are included because the BOGG Directors believe that they are used widely by certain investors, securities analysts and other interested parties as supplemental measures of operating performance and liquidity. The Group uses such measures to measure operating performance and liquidity, in presentations to the Board and as a basis for strategic planning and forecasting as well as monitoring certain aspects of its operating cash flows. These are not measures of operating performance derived in accordance with IFRS and should not be considered in isolation or as a substitute for analysis of the Group historical financial results based on IFRS.

7. Other Defined Ratios

The following regulatory terms are used in this document:

For the Group:

  • Tier 1 capital adequacy ratio (CAR), Tier 2 capital adequacy ratio (CAR), and Total Capital ratio, which are calculated in accordance with the National Bank of Georgia's (NBG's) Basel III Framework as applicable to JSC BOG;
  • Liquidity coverage ratio (LCR), defined by the NBG in accordance with NBG's Basel III Framework, as high-quality liquid assets divided by net cash outflows over the following 30 days as applicable to JSC BOG;
  • Net stable funding ratio (NSFR), defined by the NBG in accordance with NBG's Basel III Framework, as applicable to JSC BOG;

For Ameriabank:

  • Tier 1 capital adequacy ratio (CAR) and Tier 2 capital adequacy ratio (CAR), which are calculated in accordance with the Central Bank of Armenia (CBA's) Basel III Framework;
  • Liquidity coverage ratio (LCR), defined by the CBA as high-quality liquid assets divided by net cash outflows over the following 30 days;
  • Net stable funding ratio (NSFR), defined by the CBA in accordance with CBA's Basel III Framework, as Total Available Stable Funding (ASF) divided by Total Required Stable Funding (RSF).

The following term is also used in this document, for the Group:

• Cost of credit risk ratio, which is calculated by dividing expected credit loss on loans to customers and finance lease receivables for the period by average gross loans to customers and finance lease receivables (calculated as the sum of gross loans to customers and finance lease receivables of the Group for each month, beginning from the previous year-end and extending throughout the respective period, divided by the respective number of months).

8. No Profit Forecasts or Estimates

No statement in this document, or incorporated by reference into this document, is intended to be or is to be construed as a profit forecast or estimate for any period and no other statement in this document should be interpreted to mean that earnings or earnings per share for BOGG for the current or future financial years, or those of the Enlarged Group, would necessarily match or exceed the historical published earnings or earnings per share for BOGG.

9. Publication on Website and Availability of Hard Copies

A copy of this document and all information incorporated into this document by reference to another source will be available for inspection on BOGG's website at: https://bankofgeorgiagroup.com/. For the avoidance of doubt, the contents of the websites referred to in this document, other than those parts incorporated by reference at Paragraph 14 (Information incorporated by reference) of Part VI (Additional Information) of this document, are not incorporated into and do not form part of this document.

If you have received this document in electronic form, you may request a hard copy of this document and/ or any information incorporated into this document by reference to another source by contacting BOGG's registrars, Computershare, at Computershare Investor Services PLC, The Pavilions, Bridgwater Road, Bristol BS99 6ZZ, or, between 8.30 a.m. and 5.30 p.m. (London time), Monday to Friday (excluding English and Welsh public holidays), on 0370 873 5866 from within the UK or on +44 (0) 370 873 5866 if calling from outside the UK (calls from outside the UK will be charged at the applicable international rate), with your full name and the full address to which the hard copy may be sent (calls may be recorded and monitored for training and security purposes). You may also request that all future documents, announcements and information to be sent to you in relation to the Acquisition should be in hard copy form.

10. Defined Terms

Defined terms, including all capitalised terms, are defined and explained in Part VII (Definitions) of this document.

11. Time of Day

Unless otherwise indicated, all references in this document to time of day are references to London time.

12. Enforceability of Judgments

BOGG is a public limited company incorporated under the laws of England and Wales. Since BOGG is located in a country other than the United States, and some or all of its officers and directors may be residents of countries other than the United States, it may not be possible for investors to effect service of process within the United States upon BOGG or such persons or to enforce outside the United States judgments obtained against BOGG or such persons in the United States courts, including, without limitation, judgments based upon the civil liability provisions of the United States federal securities laws or the laws of any state or territory within the United States. In addition, awards of punitive damages in actions brought in the United States or elsewhere may be unenforceable in the United Kingdom. Investors may also have difficulties enforcing, in original actions brought in courts in jurisdictions outside the United States, liabilities under U.S. securities laws.

Part I

Letter from the Chairman of Bank of Georgia Group PLC

Directors: Mel Carvill Archil Gachechiladze Hanna Loikkanen Alasdair Breach Tamaz Georgadze Jonathan Muir Cecil Quillen Véronique McCarroll Mariam Megvinetukhutsesi Registered Office: 42 Brook Street, London, W1K 5DB

19 February 2024

To all BOGG Shareholders, and, for information only, to participants in the BOGG Share Plans and persons with information rights

Dear Shareholder,

Proposed Acquisition of Ameriabank CJSC

On 19 February 2024 , Bank of Georgia Group PLC ("BOGG", or the "Company") announced that it and its subsidiary JSC Bank of Georgia ("JSC BOG") had conditionally agreed to acquire 100% of the total issued share capital of Ameriabank CJSC ("Ameriabank"), a leading bank in Armenia offering corporate, investment and retail banking services, from each of (i) IMAST Group (CY) Limited; (ii) European Bank for Reconstruction and Development; (iii) Asian Development Bank; (iv) Afeyan Foundation for Armenia Inc.; and (v) ESPS Holding Limited, (together, the "Sellers"), for a cash purchase price of USD 303,588,374, plus interest. The Acquisition has been structured such that the sale and purchase of the first 90% of the shares of Ameriabank to the Company and JSC BOG will complete following satisfaction of the Conditions (as described further below), with the sale and purchase of the remaining 10% of the shares of Ameriabank to the Company only, being the subject of the Shareholders' (Put and Call Option) Agreement (as described further below).

I am writing on behalf of the BOGG Directors to give you further details of the Acquisition, including the background to and reasons for it, to explain why the BOGG Directors consider it to be in the best interests of BOGG and the BOGG Shareholders as a whole and to seek your approval of the Acquisition. Specific details regarding the principal terms of the Acquisition, are set out in Part III (Principal Terms and Conditions of the Acquisition).

Owing to its size, the Acquisition constitutes a class 1 transaction for the purposes of the Listing Rules and therefore requires the approval of BOGG Shareholders. Accordingly, a General Meeting is to be held at the offices of Baker & McKenzie LLP, 280 Bishopsgate, London, EC2M 4RB at 11:00 a.m. on 14 March 2024. The notice convening the General Meeting is set out in Part VIII (Notice of General Meeting) of this document.

BOGG Shareholders should read the whole of this document and not just rely on the summarised information set out in this letter. BOGG Shareholders will find definitions for capitalised terms used in this letter and the rest of the document in Part VII (Definitions) of this document.

1. Background to and Reasons for the Acquisition

The Board believes there is a compelling rationale for the Acquisition. The Board believes that Ameriabank is a good strategic fit to the Group and that the Acquisition is attractive as it is expected to provide significant commercial and financial benefits to the Group as outlined below:

The Armenian economy and banking sector have certain attractive characteristics similar to those in the Group's current principal operating country, Georgia, and the Board considers this as an attractive market for expansion that fits very well with BOGG's current footprint

• High-growth economy with similar size and growth to Georgia: Armenia is a neighbouring country to Georgia of a similar size having a population of 3.0 million and nominal GDP of USD 20 billion as of 2022 according to the IMF compared to the 3.7 million population and USD 25 billion nominal GDP of Georgia in the same time period. According to the World Bank, the Armenian economic environment enjoys sound macroeconomic policies, including active inflation targeting, adherence to a fiscal rule, and sound financial sector oversight. The IMF also notes that the flexible exchange rate has served Armenia well in absorbing external shocks, while building reserve buffers. The foregoing has contributed to the Armenian economy demonstrating attractive growth rates, with real GDP having grown at c.5% on average per annum since 2018, which is in line with the real GDP growth rates reported by Georgia during the same period as per IMF. Similar to Georgia, Armenia is expected to continue delivering strong economic growth with expected real GDP growth rates of c.5% per annum over the next few years, according to the IMF World Economic Outlook October 2023.

  • Supportive environment for further growth due to low banking sector penetration: The overall Armenian economy is generally less leveraged when compared with the Georgian economy, with loans to households at 23.7% of GDP and loans to legal entities at 23.4% of GDP as at 31 December 2022, according to the estimates based on the Armenian Central Bank and Statistical Committee data (compared with 33.3% and 28.2%, respectively, in Georgia, according to the National Bank of Georgia and the National Statistics Office of Georgia), creating a supportive environment for further banking sector growth in coming years as the economic and banking sector growth would potentially converge to the levels of Georgia.
  • Financially prudent banking sector with low market share concentration levels offering scope for further consolidation: The Armenian banking sector demonstrates broadly strong indicators of financial soundness, including capital adequacy and non-performing loan ratios, according to IMF 2022 data. This resembles the Georgian banking sector from a financial soundness perspective, but at the same time the banking sector in Armenia is significantly more fragmented with 18 commercial banks operating in the country. The top three Armenian banks (including Ameriabank) held a market share of 43.1% of total assets as at 31 December 2022. This presents further consolidation opportunities for the Group in addition to the organic growth of the market.

Ameriabank is one of the leading universal banks in Armenia and has an attractive franchise with significant upside potential from leveraging BOGG's customer focus and digital capabilities

  • Market leading position in corporate segment and increasing market share in retail segment boosted by improving digital offerings: Ameriabank is a highly attractive franchise displaying many complementary characteristics to the Group. It has a leading a1 market position in Armenia based on the loan portfolio size (19.6% market share) and a2 market position based on the deposit portfolio1 size (17.3% market share) as at 31 December 2023. The strength of its deposit franchise is demonstrated by the continuous growth of its customer deposits, with a CAGR of 19.6% during 2020- 2022 (calculated based on the financial information on Ameriabank provided in Part IV (Historical Financial information of Ameriabank CJSC) of this document). Ameriabank also has a particularly strong foothold in the corporate segment, being a market leader with a a1 market position (22.5% market share) in loans to legal entities as at 31 December 2023. Further, Ameriabank has been very successful in growing its retail franchise in recent years supported by continued developments in its digitalisation, which allowed it to grow its market share in loans to individuals from 9.8% in 2018 to 15.6% as at 31 December 2023.
  • Well-managed bank with prudent risk policies and strong profitability track record: Ameriabank has a strong financial profile, with capital and liquidity ratios above their minimum regulatory requirements. Its LCR and NSFR ratios are also significantly above their minimum regulatory requirements. Ameriabank has also adopted adequate credit risk management policies with suitable coverage ratios.
  • Significant additional growth potential of Ameriabank within BOGG by using the Group's experience and know-how in retail products, digitalisation and payment business: The Board believes that Ameriabank has significant growth potential and further scope to improve commercial performance, particularly in retail. This is expected to be achieved by combining Ameriabank's existing franchise strengths with the Group's expertise, stemming from BOGG's proven track record and leading digital products and payments capabilities. Although Ameriabank is a leading player in its own market, it had fewer than 420,000 individual customers as at 31 December 2023 (out of a population of approximately 3.0 million). The Board believes that there is a significant scope for growth in this area, and that the Group's existing assets and infrastructure will enable it to realise these potential growth benefits, as the Group has already proven in Georgia. Ameriabank is also one

1 Includes debt securities issued

of the leading payments acquirers in Armenia, with further potential upside on the back of the Group's strong expertise in this area, as well as supported by favourable market fundamentals, as the Armenian economy is predicted to become increasingly cashless over the next few years.

The side-by-side comparison of the number of customers and the levels of digitalisation of BOGG and Ameriabank based on management data as at and for the nine months ended 30 September 2023 is presented below:

BOGG1 Ameriabank CJSC
Number of customers, individuals, thousands (Sep-23) 1,7392 392
Number of customers as % of population3
, (Sep-23)
47% 15%
Digital MAU as % of total customers, individuals (Sep-23) 73%2 34%
Share of digital banking4 transactions
in total transactions, (for the
9 months ended September 2023).
—————
63% 48%

Notes:

(1) Includes the Georgian banking subsidiary only

(2) Monthly active clients are stated

(3) Based on population data provided by the IMF as of December 2022: 2.96 million in Armenia and 3.67 million in Georgia

(4) Including transactions via mobile / internet banking

• Well-regarded and experienced management team to stay on after the Acquisition: Ameriabank has been run by a professional and experienced management team. It has also operated with wellestablished corporate governance practices and a well-defined focus on ESG principles. The management team, including the Chairman of the Ameriabank Board, has agreed to remain in the business and run Ameriabank for at least 18 months following the closing of the Acquisition.

The Acquisition offers multiple strategic benefits to BOGG allowing it to diversify its revenue streams, unlock further growth potential and increase scale. The Acquisition also has strong financial rationale that fulfils strict internal financial criteria set by BOGG and is expected to result in significant value creation for Shareholders

  • Following years of dynamic growth, the Group has achieved leading market shares in Georgia and an expansion geographically unlocks further growth potential beyond the local Georgian market: By focusing on its strategic priorities, BOGG has already achieved significant customer franchise growth and strong results and currently operates with c.40% market share in Georgia. While Georgia continues to offer an attractive growth profile with further benefits and potential revenue streams to be unlocked with increasing digitalisation and economic development, BOGG operates in a market where its market leadership is already well-established, and the Board believes that the Acquisition will offer the opportunity for the Enlarged Group to grow further with Ameriabank's market share opportunities still not fully realised and where BOGG's experience could help it boost its market position going forward.
  • Acquisition would significantly increase the scale of the Group and diversify its business: The Acquisition would facilitate a significant increase in the scale of the Group and, as a result, Ameriabank would represent a meaningful part of the Enlarged Group after the transaction completes. The following table sets forth certain financial information for BOGG and Ameriabank side by side as at and for the nine months ended 30 September 2023:
As at and for the nine months
ended 30 September 2023
BOGG Ameriabank CJSC
GEL million
Net loans 19,011 6,085
Assets 30,850 8,973
Deposits 21,744 6,012
Net Income
—————
1,067 230

Notes:

Financial information for BOGG is taken from the 9 months ended September 2023 IFRS results as reported by BOGG and the financial information for Ameriabank is taken from the 9 months ended September 2023 IFRS results as reported by Ameriabank

The NBG's official exchange rate of AMD 1000:GEL 6.7049/6.7446 (avg/eop) for the nine months ended 30 September 2023 was used for conversion

  • Acquisition expected to have an immediate accretive impact on BOGG's EPS and to boost RoAE: In addition to the standalone financial strengths of Ameriabank, the Board and Management expect the Acquisition to have an immediately positive impact on BOGG's financial profile and outlook.
  • Ameriabank has been a profitable franchise throughout the cycle: Ameriabank represents a profitable franchise that has reported positive net income throughout the cycle (including during COVID-19 and in the aftermath of the Russian invasion of Ukraine), has delivered double-digit RoAE in four out of five prior years and reported RoAE of 29.6% in 2022.
  • Cash transaction using surplus capital of the Group at an attractive valuation; maximising shareholder return while preserving the strong capital ratios of JSC BOG: At an Acquisition price of 0.65x net asset value with reference to net asset value as at 31 October 2023, implying a 2.6x P/E2 based on Ameriabank's reported preliminary results for the full year 2023, the Board believes that the Acquisition has been agreed at an attractive price given the immediate earnings enhancement and potential opportunities afforded by the Acquisition. The transaction is being financed by existing cash, deploying surplus capital, while allowing JSC BOG to maintain capital ratios comfortably above the minimum requirements. No equity issuance is required and thus there is no dilution for existing Shareholders.3

In summary, the Board believes that the Acquisition has a strong strategic and financial rationale that meets its strict internal financial criteria.

Armenia is a neighbouring country to Georgia of a similar size and with similar culture, making it an attractive market for the Group to expand into. The Board believes that by acquiring one of the leading banks in the Armenian market, the Group will add another strong revenue-generating platform with the expectation of increased earnings potential for the Group in the short, medium and long term.

The Acquisition allows BOGG to diversify its profile by obtaining a franchise with a critical mass and strong brand awareness (Ameriabank is the top-of-mind bank in Armenia4 ), operating in a market that is attractive given its relevant size, macroeconomic situation and lower banking penetration levels compared to other developing countries. Ameriabank would also further complement BOGG's existing profile as BOGG's market leading position in Georgia would be supported by a leading financial institution in Armenia with a1 market position, based on loan portfolio size. BOGG's strong profitability profile would further benefit from Ameriabank's attractive financial track-record and outlook with expected EPS accretion and a boost in RoAE of BOGG in 2024 following the Acquisition. Additionally, BOGG sees significant opportunity for growth and enhanced profitability of Ameriabank with potential to develop its retail and SME franchises, further digitalisation and improved operational efficiency which could be achieved by leveraging the extensive experience and know-how of BOGG.

On this basis, and having invested significant time and resources to undertake a lengthy and thorough diligence process (including financial, operational and IT due diligence) the management of the Group together with the BOGG Board unanimously believes that the Acquisition is in the best interests of BOGG and therefore the BOGG Board recommends that BOGG Shareholders vote in favour of the Resolution.

2. Financial Effects of the Acquisition

The Company expects that the Acquisition will generate significant value for Shareholders, through enhanced growth prospects, as detailed above.

On a pro forma basis, if the Acquisition had taken place on 30 June 2023, the Enlarged Group would have had net assets of GEL 4,884.2 million (USD 1,865.8 million5 ). Part V (Unaudited Pro Forma Financial Information relating to the Enlarged Group) of this document contains unaudited pro forma statement of net assets for the Enlarged Group, which has been prepared on a basis consistent with the accounting policies of the Company.

The impact of the Acquisition on the capital ratios of the Group's current largest banking operation, JSC BOG, has been estimated as 1.0-1.1%. JSC BOG's capital ratios are expected to remain comfortably above the minimum regulatory requirements of the National Bank of Georgia following the Acquisition.

2 Price-to-earnings ratio, calculated on the basis of Ameriabank's net income 2023 of \$117mm based on unaudited financial statements of

Ameriabank for FY'2023 and using the CBA's official average exchange rate of USD 1:AMD 392.54 for the year ended 31 December 2023 3 The sole instance of possible dilution is pursuant to the terms and conditions of the Shareholders' (Put and Call Option) Agreement as further described in Part III (Principal Terms and Conditions of the Acquisition Agreement) of this document, as the Company has the discretion to pay the Put Price or Call Price, as applicable, either in cash or via the issuance of new BOGG ordinary shares 4 Based on 4Q23 research conducted by "Invia" CJSC

5 Calculated using the NBG's official exchange rate of USD 1:GEL 2.6177 for 30 June 2023

Following the Acquisition, and subject to the Enlarged Group's trading and prospects being satisfactory, it is intended that the BOGG Dividends and Capital Distribution Policy will remain unchanged with a target pay-out ratio in the range of 30-50% of annual profits.

As mentioned above, the Acquisition is expected to have an immediate accretive impact on BOGG's EPS, and to boost RoAE.

Shareholders should read the whole of this document and not rely solely on the financial information summarised in this section.

3. Structure and Key Features of the Acquisition

The Acquisition shall be implemented pursuant to the terms of the Acquisition Agreement and the Shareholders' (Put and Call Option) Agreement.

Under the terms of the Acquisition Agreement dated 18 February 2024 and entered into between the Company, JSC BOG, and the Sellers and the Shareholders' (Put and Call Option) Agreement entered into between the Company, JSC BOG and EBRD on the same date (and becoming effective on and from Completion), the Sellers have conditionally agreed to sell 100% of the shares of Ameriabank, to JSC BOG (a subsidiary of the Company), and to the Company.

It is intended that the Company will acquire a 70% shareholding in Ameriabank, and that JSC BOG will acquire a 30% shareholding. To achieve the parties' aims:

  • 3.1 the Sellers have agreed to sell and the Company and JSC BOG have agreed to purchase 105,419 shares in Ameriabank equal to 90% of Ameriabank's total issued share capital, with the Company acquiring 60% of Ameriabank's total issued share capital (70,279 shares) and JSC BOG acquiring 30% of Ameriabank's total issued share capital (35,140 shares), on the terms set out in the Acquisition Agreement (the "Initial Acquisition"); and
  • 3.2 following Completion of the Initial Acquisition, EBRD will retain 11,713 shares in Ameriabank, equal to 10% of Ameriabank's total issued share capital (the "Option Shares"), which Option Shares will be subject to the terms of the Shareholders' (Put and Call Option) Agreement, which will provide (i) EBRD with the right to put the Option Shares to the Company; and (ii) the Company with the right to call the Option Shares from EBRD, with the call option exercisable by the Company at any time until the third anniversary of Completion, and the put option exercisable on and from the third anniversary of Completion, for a period of 180 days from the third anniversary of Completion. Upon exercise of the put or call option, the Company will acquire the Option Shares.

The base consideration for the Acquisition will be USD 303,588,374 which is 0.65 times the net asset value of Ameriabank as at 31 October 2023, with interest to apply from 1 February 2024 as further described below. The net asset value of Ameriabank as recorded in the Ameriabank Management Accounts for 31 October 2023 has been reviewed and confirmed by, Ameriabank's auditors, KPMG Armenia LLC. The consideration in respect of the Initial Acquisition will be satisfied in cash, with 92.4% (USD 252,471,424, plus interest) of the price for the shares the subject of the Initial Acquisition payable at Completion and 7.6% (USD 20,758,631, plus interest) payable on the date falling 6 months from the date of Completion, with the deferred portion of the consideration being subject to deductions for any warranty claim brought by the Company and JSC BOG in connection with a breach of certain warranties contained in the Acquisition Agreement. The consideration in respect of the acquisition of the Option Shares (which will also attract interest as further described below) will be payable on the exercise of the put or call option, as applicable, under the Shareholders' (Put and Call Option) Agreement.

Completion of the Acquisition is subject to customary Conditions, including the approval of each of the CBA and NBG, and the passing by Shareholders of the Resolution.

The cash requirements for the Acquisition will be funded from utilising existing cash on balance sheet.

For further details regarding the structure of the Acquisition as a whole, including regarding the Shareholders' (Put and Call Option) Agreement, see Part III (Principal Terms and Conditions of the Acquisition).

It is a matter of public record that Ruben Vardanyan, the ultimate beneficial owner of IMAST Group (CY) Limited, which is the Seller of the largest minority stake in Ameriabank, is the subject of Ukrainian sanctions. The Company took external legal advice from multiple law firms to ensure that such Ukrainian sanctions would not prohibit the Acquisition from proceeding. This was unanimously confirmed on the basis that there is no Ukrainian nexus to the proposed Acquisition. It is also noted that a thorough analysis was undertaken to ensure that the proposed Acquisition would not be in breach of any other sanctions regimes which are relevant and/or applicable to the Acquisition and that neither Mr. Vardanyan, nor any of the Sellers, are currently in any way subject to UK, US, EU, UN, Georgian, Armenian or any other sanctions regimes that would prevent the Acquisition from proceeding. Relevant contractual protections included in the Acquisition Agreement which relate to any relevant change in the sanctions position of a Seller, including a condition precedent to Completion, are described in detail in Part III (Principal Terms and Conditions of the Acquisition).

4. Information on Ameriabank

History of Ameriabank

Ameriabank was established on 24 July 1992 under the laws of the Republic of Armenia under the name of Armenian Import-Export Bank CJSC, or Armimpexbank CJSC, and was registered with the CBA on 8 September 1992. In May 2008, Armimpexbank CJSC was renamed to "Ameriabank CJSC".

In April 1995, a foreign investor, Computeron Industrials Establishments, purchased the majority of shares of Ameriabank. In August 2007, the main shareholding of Ameriabank (96%) was obtained by TDA Holdings Limited (which was renamed to Ameria Group (CY) Limited in November 2011 (currently IMAST Group (CY) Limited). Between 2007 and 2013, the major shareholder IMAST Group (CY) Limited increased its equity ownership to 100%.

Initially primarily operating as a corporate and investment bank, Ameriabank experienced significant growth during 2007-2009, when the Armenian economy was in recession due to the financial crisis. In June 2010, the CBA approved and registered a merger between Ameriabank and Cascade Bank CJSC, whereby Ameriabank was the successor entity and Cascade Bank CJSC ceased to exist. Thereafter, Ameriabank evolved to become a universal bank, expanding the scope of services offered to its clients, and developing its retail banking business.

Ameriabank's longstanding relationships with international financial institutions matured into a new phase in December 2015 with the European Bank for Reconstruction and Development (EBRD) investing USD 30 million for an equity stake in Ameriabank. In 2018, the Asian Development Bank (ADB) also made an equity investment equivalent of up to USD 30 million – the first equity investment by ADB in Armenia. As of the date of this document, the statutory fund of Ameriabank is AMD 54,466,380,000 (USD 138,390,5796 ) consisting of 117,132 ordinary nominal shares with a par value of AMD 465,000 (USD 1,1817 ) each.

Current Operations

Ameriabank is a leading financial institution in the Armenian market and a major contributor to the Armenian economy. Being a dynamically developing universal bank, Ameriabank provides a variety of products and services through its omni-channel distribution platform. Ameriabank has adopted a customerfocused approach to ensure service quality and modern banking experience in an evolving digital environment.

The principal activities of Ameriabank are deposit taking and customer account maintenance, lending, issuing guarantees, cash and settlement operations, payments, operations with securities, and foreign exchange.

The activities of Ameriabank are regulated by the CBA. The majority of Ameriabank's assets and liabilities are located in Armenia. As at 31 December 2023, Ameriabank had 1,812 employees and 26 branches, from which it conducts business throughout Armenia.

Ameriabank has two wholly-owned subsidiaries, "Invia" CJSC and "Dinno" CJSC, which were incorporated on 21 April 2023 and 28 April 2023, respectively. "Dinno" CJSC is a fintech company, whose main activity is the development and marketing of digital products and technology solutions․ "Invia" CJSC is a research and development company, whose main activity is conducting research and analysis (including macro, sectoral, and market studies), strategic and business planning, other consulting services mainly in the spheres of human resources management, digitisation and technology implementation, and also providing legal, financial, accounting and tax consultancy.

The registered address of the head office of Ameriabank is 2 Vazgen Sargsyan Street, Yerevan 0010, Republic of Armenia.

6 Calculated using the CBA's official exchange rate of USD 1:AMD 393.57 for 31 December 2022

7 See footnote 6

As at 31 December 2022 Ameriabank's total assets stood at GEL 8,577 million (USD 3,174 million8 ).

Management

The Board of Directors is represented by experienced professionals with diverse local and international backgrounds:

Name, last name Position The year of first being
elected to the Board
Andrew Mkrtchyan Chairman of the Board of Directors 2007
Robert von Rekowsky Independent Non-executive Director 2012
Lindsay Forbes Non-executive Director 2018
Philip Lynch Independent Non-executive Director 2018
Richard Ogdon Independent Non-executive Director 2020
Tigran Davtyan Independent Non-executive Director 2020
Kakhaber Kiknavelidze Independent Non-executive Director 2020

Ameriabank also has a strong Executive Management Board led by the following key individuals:

  • Artak Hanesyan (Chief Executive Officer) has been the CEO of Ameriabank since October 2007 and has extensive experience as a C-suite executive in the banking sector of Armenia, with around 30 years of experience in banking;
  • Hovhannes Toroyan (Chief Financial Officer) has been with Ameriabank since 2010, and has been a member of the management board since 2022, with more than 15 years of experience in the banking sector of Armenia;
  • Gagik Sahakyan (Corporate and Investment Banking Director) has been with Ameriabank since 2008, and has been a member of the management board since 2012, with more than 25 years of experience in commercial banking and business advisory;
  • Arman Barseghyan (Retail Banking Director) joined Ameriabank as Retail Banking Director in 2012, and has more than 20 years of experience in retail banking, of which around 15 years at HSBC Bank Armenia;
  • Gohar Khachatryan (Chief Accountant) has more than 30 years of experience in the banking sector of Armenia, of which 10 years at the Central Bank of Armenia and more than 20 years as the Chief Accountant of Ameriabank;
  • Andranik Barseghyan (Risk Management Director) joined Ameriabank and became a member of the management board in 2009, has around 25 years of experience in financial institutions' risk management and automation technologies; and
  • Armine Ghazaryan (Chief People and Services Officer) has around 20 years of experience in the banking sector of Armenia, of which around 15 years in human resources management (HRM), served as Ameriabank's HRM unit since 2008, prior to becoming Chief People and Services Officer in 2019.

These individuals, including the Chairman of the Ameriabank Board, Andrew Mkrtchyan, will continue to lead Ameriabank for at least 18 months following the Acquisition, which will operate as a standalone subsidiary within the Group and will maintain its own corporate identity. BOGG intends to enter into certain retention arrangements with these individuals and Andrew Mkrtchyan.

8 Calculated using the NBG's official exchange rate of USD 1:GEL 2.7020 for 31 December 2022

Summary of financial information on Ameriabank

information of Ameriabank CJSC) of this document.

The table below shows Ameriabank's financial performance in GEL for each of the past three years and, unless otherwise indicated, has been prepared in accordance with UK adopted International Accounting Standards and consistently with the accounting policies adopted by BOGG in preparing its consolidated financial statements for the year ended 31 December 2022:

Year ended 31 December
2022 2021 2020
(Thousands of Georgian Lari)
Net interest income 331,171 253,409 217,231
Operating income before cost of risk 386,284 186,469 193,717
Cost of risk (17,905) (33,831) (122,582)
Profit before income tax expense 368,379 152,638 71,135
Income tax expense (71,164) (28,490) (13,880)
Profit for the year 297,215 124,148 57,255
financial
Further
detailed
information
on
Ameriabank
is
provided
in
Part
IV
(Historical
Financial

Recent Performance

Ameriabank has demonstrated strong asset growth and improved efficiency and profitability ratios, driven by the ongoing implementation of its digital strategy and a focus on diversifying its business.

Ameriabank has delivered robust growth of its loan book in recent years despite the pandemic and geopolitical uncertainties, while at the same time maintaining a strong capital position and healthy asset quality. Since 2021, Ameriabank has experienced strong profitability growth on the back of the postpandemic recovery and strong economic growth in Armenia.

Ameriabank's performance in the financial year ended 31 December 2022 benefited from a positive macroeconomic environment in Armenia as well as increased demand for banking sevices. In 2022, Ameriabank delivered growth, exceeding market-average growth, when compared against major performance indicators. Ameriabank's profit for the year increased by 139.4% year-on-year, totalling GEL 297.2 million (USD 101.9 million9 ). As a result, Ameriabank's return on average equity (RoAE) reached 29.6%, up 13.3 ppts year-on-year. While the profit was boosted by significant net non-interest income generation due to high income from FX transactions and commissions, the net interest income also registered strong growth, increasing by 30.7% year-on-year. Ameriabank's asset quality remained healthy, with Stage 3 loans ratio improving by 0.8 ppts and standing at 2.4% as at 31 December 2022. Ameriabank's profitability, coupled with proper capital management, resulted in strong capital positions, with regulatory Tier 1 and Total capital adequacy ratios (CAR) standing at 15.2% and 17.4% as at 31 December 2022, comfortably above the required minimum thresholds (including all relevant regulatory buffers) of 11.5% and 14.5%, respectively.

2022 was a year of significant progress in Ameriabank's core banking business, with loans to customers and finance lease receivables reaching GEL 5,039.4 million (USD 1,865.1 million10) as at 31 December 2022, up 16.2% year-on-year, reinforcing its leading market position. Ameriabank's total client deposits and notes amounted to GEL 5,375.8 million (USD 1,989.6 million11) as at 31 December 2022, up 38.9% yearon-year.

Shareholders should read the whole of this document and not rely solely on the financial information in this section. Further financial information on Ameriabank is contained in Part IV (Historical Financial information of Ameriabank CJSC) of this document.

5. Information on BOGG

Bank of Georgia Group PLC (the "Company" or the "Group"/ "BOGG" when referring to group companies as a whole) is listed on the Premium Segment of the Main Market of the London Stock Exchange (LSE ticker – BGEO) and is currently a constituent of the FTSE-250 index. Currently, the main operating subsidiary of the Group is JSC Bank of Georgia ("Bank of Georgia" or "JSC BOG", or the "Bank"), a digital banking leader in Georgia, operating with a universal banking model and serving more than

9 Calculated using the NBG's official average exchange rate of USD 1:GEL 2.9162 for the year ended 31 December 2022 10 Calculated using the NBG's official exchange rate of USD 1:GEL 2.7020 for 31 December 2022

11 See footnote 10

1.7 million monthly active retail customers and more than 91 thousand monthly active business clients across the whole country. JSC BOG has one of the largest services distribution networks in Georgia, with 191 operating branches, 1,022 ATMs and 3,164 JSC BOG self-service terminals as at 30 September 2023. BOGG's business mainly consists of the following business segments: 1) Retail Banking (RB) operations in Georgia, comprising sub-segments that serve mass retail (Mass Retail), and mass affluent and high-net-worth clients (Premium Banking); 2) SME Banking (SME) operations in Georgia, serving small and medium-sized businesses; 3) Corporate and Investment Banking (CIB) operations in Georgia, serving corporate and institutional customers and providing capital markets and brokerage services through JSC Galt & Taggart.

JSC BOG has c.40% market shares in loans and deposits and has the leading retail deposit franchise in Georgia. JSC BOG has been repeatedly named the most trusted and top of mind bank among the local communities. In line with the Group's strategic priorities, Bank of Georgia has been developing digital products and services and building a retail financial superapp to ensure relevance in customers' daily lives, deepen engagement and deliver an excellent customer experience. JSC BOG's focus on customer-centricity and digital-first approach has resulted in significant growth of digital monthly active users (digital MAU), with retail digital MAU reaching 1.3 million in September 2023, up 25.6% y-o-y. The share of digital MAU in total monthly active retail clients also increased to above 72%.

Another strategic priority of BOGG is the growth of its payments business. JSC BOG has been the leader in the payments acquiring business in Georgia – 55.2% of all payments in Georgia went through Bank of Georgia's acquiring network in September 2023, up 6.3 ppts y-o-y and up from c.40% during 2019-2020.

BOGG focuses on customer relationships – supporting its clients at every step of their journeys, creating products and services that fulfil their needs and delivering positive experiences across different touchpoints. Bank of Georgia's Net Promoter Score (NPS), measured by a third-party, has been at a high level of around 60 over the past few quarters, a major improvement from the mid-thirties four to five years ago.

BOGG has been committed to creating shared opportunities for its stakeholders and building long-term value – underpinned by the highest standards of corporate governance and a strong risk management and internal controls framework and guided by its purpose of helping people achieve more of their potential.

BOGG has consistently delivered strong customer franchise growth and superior performance and profitability, with return on equity above 25% over the past five years, excluding the COVID-19 effect in 2020. BOGG aims to continue to deliver 20%+ RoAE and c.10% growth of the loan book in the mediumterm.

6. Dividends and Capital Distribution Policy

BOGG may by ordinary resolution declare full year dividends provided that no such dividend shall exceed the amount recommended by the BOGG Board and the BOGG Board may declare interim dividends. As BOGG is a holding company, the Group relies primarily on dividends and other statutorily (if any) and contractually permissible payments from its subsidiaries to generate the funds necessary to meet its obligations and pay dividends to its shareholders.

BOGG's capital distribution policy incorporates a progressive ordinary cash dividend, supplemented by additional share repurchases as and when appropriate. It is the BOGG Board's overall capital distribution policy to target a pay-out ratio in the range of 30-50% of annual profits. The BOGG Board expect to ensure healthy capital ratios, above minimum regulatory requirements, and take into consideration expected future capital requirements, including the full loading of Basel III requirements on minimum capital ratios, ongoing regulatory capital developments and the growth opportunities available to BOGG.

Dividends will be paid on a semi-annual basis, with the interim dividend expected to be paid in cash and represent, under normal circumstances, around 40% of the total dividend for the year.

In May 2023 the BOGG shareholders approved a final dividend of GEL 5.80 per BOGG Share in respect of the financial year ended 31 December 2022. The final dividend was paid on 14 July 2023. Further, due to BOGG's strong capital generation and profitability during the first half of 2023, the BOGG Board declared an interim dividend of GEL 3.06 per BOGG Share in respect of the period ended 30 June 2023. The interim dividend was paid to BOGG Shareholders on 27 October 2023. In addition to an interim cash dividend, in August 2023 the BOGG Board approved a further GEL 62 million share buyback and cancellation programme, which is, as at the date of this document, partially completed, and which the Board believes will be fully completed in the first half of 2024. This share buyback and cancellation programme was announced after the Company had completed its previous GEL 260.7 million buyback and cancellation programme in June 2023, having repurchased and cancelled 3,254,705 ordinary shares, representing 6.6% of the Company's issued share capital.

Following the Acquisition, and subject to the Enlarged Group's trading and prospects being satisfactory, it is intended that the BOGG Dividends and Capital Distribution Policy will remain unchanged.

7. Current Trading, Trends and Future Prospects of the Enlarged Group

The beginning of 2022 was marked by the Russia-Ukraine war and geopolitical tensions, which followed Covid-19 pandemic-related economic dislocation in 2021. These, amongst other causes, resulted in a sharp increase in food and energy prices and an acceleration of inflation. As a result, Central banks around the world proactively increased interest rates to fight inflation, bringing an end to the long-lasting low interest rate environment. Whilst geopolitical tensions continued in 2023 (with significant conflicts in Ukraine and Nagorno-Karabakh, in particular), prices of food and consumer goods rose less quickly, meaning that inflation began to fall towards the end of 2023, and as a result, interest rates began to plateau.

BOGG

Year ended 31 December 2022

BOGG's performance in the financial year ended 31 December 2022 was supported by the strong growth, 11.0%, of the Georgian economy in 2022. The Georgian economy demonstrated resilience thanks to a safe and business-friendly environment and its convenient geographical location. Consequently, a considerable number of highly skilled regional migrants and international companies relocated or set up operations in Georgia. Georgia also attracted international cargo forwarders, providing a convenient transport and logistics corridor for international trade flows. Given the growing interest towards the country, external inflows surged, international trade expanded and investment activity started to gain momentum. Increased consumption and investment spending coupled with strong external inflows underpinned Georgia's doubledigit real GDP growth during the last two years. On the back of increased export proceeds, surging remittances and a steady recovery in tourism revenues, external balance improved further, supporting a stronger Georgian Lari. The appreciation of the Lari, accompanied by rapid growth in revenues, resulted in a reduced debt burden of the private sector – below 2019 levels. In 2022, unemployment decreased by 3.3 ppts to 17.3% and fiscal parameters improved thanks to strong economic activity. The strong track record of the Georgian economy and solid support of international institutions contributed to rising interest among international investors, with FDI inflows reaching a record high of USD 2.1 billion in 2022. From a banking sector perspective, the systemic banking risk remained relatively low. This was supported by prudent regulation and oversight from the regulator, the NBG, which ensured the resilience of the sector to potential external shocks. As a result of financial stability policy measures implemented by the NBG, the sector continued to lend and support the Georgian economy in 2022 without difficulty.

Supported by a favourable macro backdrop, BOGG produced strong results in 2022, whilst continuing to support its customers and employees. BOGG ended the financial year ended 31 December 2022 with operating income (adjusted for one-off items) of GEL 2.0 billion, up 46.6% year-on-year. This was driven by a strong performance across core revenue lines, with a higher-than-expected increase in net foreign currency gains on the back of customer inflows and increased transactional activity. Operating expenses were well-managed, with cost to income ratio (adjusted for one-off items) improved to 32.0% in 2022 vs 37.2% in 2021. Cost of credit risk ratio was 0.8% in 2022, in line with the Group's normalised level, as loan portfolio quality remained healthy. Strong customer franchise, increased transactional activity and prudently managed loan book led to a GEL 1.4 billion in profit recorded for 2022, up 98.6% year-on-year. Profit adjusted for significant one-off items in 2022 was GEL 1.1 billion, still up by a significant 55.7% y-o-y.

Nine months ended 30 September 2023

In the first nine months of 2023, the Georgian economy has maintained its growth momentum, underpinned by domestic consumption and investment spending. Following consecutive double-digit periods of growth in 2021 and 2022, GDP growth in the first nine months of 2023 remained solid at 7.7%. Inflation decreased sharply to below the NBG's target inflation, and as a result, the NBG started to reduce monetary policy rate, with these reductions anticipated to continue into 2024. Georgian Lari remained broadly unchanged against USD in the first nine months of 2023, after a 12.5% appreciation in 2022.

In the first nine months of 2023, BOGG had strong operating and financial results. BOGG added more than 41,000 active retail customers during the third quarter of 2023, and more than 193,000 over the prior twelve months. The number of active retail clients reached 1.7 million as of September 2023, out of which 1.3 million are digitally active. Customer satisfaction remained at a high level. BOGG further increased acquiring market share to 55.2% in September 2023 vs 48.9% in September 2022.

The Group's core revenue lines remained strong. The strong growth was recorded in the net interest income, and the net fee and commission income, while, as expected, the net foreign currency gains normalised after abnormal FX gains in 2022. Overall, operating income in the first nine months of 2023 amounted to GEL 1.9 billion (adjusted for one-off other income), up 32.2% year-on-year.

In the first nine months of 2023, the cost of credit risk was 0.8% – unchanged compared with the first nine months of 2022. Non-performing loans: gross loans also remained unchanged at 2.4%. Both ratios reflect the Group's high quality loan portfolio.

The Group's profit amounted to GEL 1.0 billion (adjusted for one-off other income), up 29.8% year-on-year, with adjusted RoAE at 31.1%. The Group's reported profit for the first nine months of 2023 amounted to GEL 1.1 billion.

Ameriabank

The effect of the Russia-Ukraine conflict and the overall geopolitical situation on Armenia's economy has been mixed. On the one hand, the disruption of traditional international trade routes and relations due to sanctions imposed on Russia caused a further increase in international prices, which pushed prices higher in Armenia as well: 12-month cumulative inflation reached 8.6% in 2022, which was still the lowest inflation level in the region. On the other hand, the influx of remittances and high-skilled labour into the Armenian market had a significant positive effect on the economy: GDP growth was 12.6% – the highest in the last 15 years, mainly supported by the trade, service, construction and manufacturing sectors. FDI increased by 41.4% year-on-year, while net remittances registered a three-fold growth year-on-year, driven by the inflows of migrants and capital as a result of the Russia-Ukraine war. Though high demand for local currency resulted in AMD appreciation, it was still relatively stable compared with other regional currencies.

The Armenian economy maintained strong growth momentum in 2023, with 2023 year-on-year GDP growth for the first nine months of the 2023 at 9.2%. The main drivers of growth were service and trade-related sectors, with construction and agriculture sectors contributing positively as well. Inflation reduced to 2.8% year-on-year for the first nine months of 2023. Amid deflationary trends, the CBA started to ease the monetary policy, resulting in a more positive sentiment and upward revision of the economic growth prospects.

Against the backdrop of the positive economic situation, both S&P Global Ratings and Fitch upgraded Armenia's sovereign credit ratings from 'B+' to 'BB-', outlook stable, in 2023, citing improved prospects for Armenia's economy, stronger fiscal and external metrics and reduced vulnerability to external shocks.

The financial year ended 31 December 2022 was a year of strong growth and improved efficiency for Ameriabank. Ameriabank exceeded its pre-pandemic profitability levels and posted record high levels of profitability and efficiency, with profit for the year reaching GEL 297.2 million (USD 101.9 million12) (up 139.4% year-on-year), RoAE of 29.6% and Cost to income ratio of 39.6%.

Ameriabank has continued its growth trajectory throughout 2023, developing its franchise and delivering strong profitability. As reported in Ameriabank's preliminary full year results for the year ended 31 December 2023, net interest income was GEL 502.9 million (USD 191.4 million)13, net fee and commission income amounted to GEL 92.3 million (USD 35.1 million)14, and profit for the year reached GEL 308.7 million (USD 117.5 million)15. Total gross loans16 amounted to GEL 6,653.6 million (USD 2,474.0 million).17 Total assets stood at GEL 9,377.7 million (USD 3,486.9 million)18. Total deposits stood at GEL 6,039.1 million (USD 2,245.5 million)19. Shareholders' equity increased to

12 Calculated using the NBG's official average exchange rate of USD 1:GEL 2.9162 for the year ended 31 December 2022 13 Calculated using the NBG's official average exchange rate of AMD 1000:GEL 6.7034 for the year ended 31 December 2023; GEL figure was converted to USD using the NBG's official average exchange rate of USD 1:GEL 2.6280 for the year ended 31 December 2023

14 See footnote 13 15 See footnote 13 16 Includes receivables from finance lease, factoring and letters of credit. 17 Calculated using the NBG's official exchange rate of AMD 1000:GEL 6.6528 for 31 December 2023; GEL figure was converted to USD using the NBG's official exchange rate of USD 1:GEL 2.6894 for 31 December 2023 18 See footnote 17

19 See footnote 17

GEL 1,302.5 million (USD 484.3 million)20 as at 31 December 2023. Return on average equity for the full year 2023 stood at 24.9%.21

In 2023 the CBA introduced a number of changes to capital buffer requirements, effectively increasing Tier 1 and Total Capital requirements to 13.3% and 16.0%, respectively. As at 31 December 2023, Ameriabank's Tier 1 and Total capital ratios stood at 14.1% and 16.8%, respectively, fully compliant with the regulatory requirements. Tier 1 and total capital requirements were further increased by 0.5% in January 2024 due to an increase in conservation buffer requirement.

The Enlarged Group

Looking ahead, BOGG will focus on emerging opportunities in Georgia and Armenia – capturing business growth opportunities across the Enlarged Group, realising potential synergies from leveraging BOGG's know-how and experience proven in the domestic market that is adjacent and culturally close to Armenia for future growth of the Enlarged Group. At the same time, BOGG will continue to progress with its strategic priorities.

Following completion of the Acquisition, the Group also intends to change its name, marking a new chapter in its development, with two leading universal banks in attractive high-growth markets.

8. Risk Factors

For a discussion of the risks and uncertainties which you should take into account when considering whether to vote in favour of the Resolution, please refer to Part II (Risk Factors) of this document.

9. General Meeting

You will find set out at the end of this document a Notice of General Meeting convening a General Meeting to be held at the offices of Baker & McKenzie LLP, 280 Bishopsgate, London, EC2M 4RB at 11:00 a.m. on 14 March 2024. At the BOGG General Meeting, the Resolution will be proposed which, if passed, will approve the Acquisition on the terms and subject to the conditions summarised in Part III (Principal Terms and Conditions of the Acquisition) of this document and will authorise the BOGG Directors to give effect to the Acquisition. The full text of the Resolution is included in the Notice of General Meeting, which is set out in Part VIII (Notice of General Meeting) of this document.

10. Additional Information

Your attention is drawn to the additional information set out in Part VI (Additional Information) of this document. You are advised to read the whole of this document and not just rely on the key summarised information in this letter.

11. Recommendation to BOGG Shareholders

The BOGG Board considers that the Acquisition and the passing of the Resolution are in the best interests of the Company and Shareholders as a whole.

Accordingly, the BOGG Board unanimously recommends that Shareholders vote in favour of the Resolution to be proposed at the BOGG General Meeting, and all BOGG Directors have committed to do so in respect of their own legal and beneficial holdings, which amount in aggregate to 441,507 BOGG Shares (representing approximately 1.0% of the Company's existing issued ordinary share capital as at the Latest Practicable Date).

Yours faithfully,

Mel Carvill Chairman

20 See footnote 17 21 Calculated as net income for the period divided by average shareholders' equity for the period as reported by Ameriabank (based on GEL figures)

Part II

Risk Factors

The attention of BOGG Shareholders is drawn to certain risks that could materially affect BOGG, the Acquisition and the Enlarged Group. BOGG Shareholders should carefully consider all of the information in this document and, in particular, the risks described below before deciding to vote in favour of the Resolution. Additionally, some risks may be unknown to BOGG and other risks, currently believed to be immaterial, could turn out to be material. All of these could materially and adversely affect BOGG's and the Enlarged Group's business, financial condition, results of operations and prospects. The market price of the BOGG Shares could decline due to any of these risks and BOGG Shareholders may lose all or part of their investment. This document also contains forward-looking statements that involve risks and uncertainties, including those described under "Forward-Looking Statements" elsewhere in this document. BOGG's actual results could differ materially from those anticipated in these forward-looking statements as a result of certain factors, including the risks faced by BOGG described below and elsewhere in this document.

The risks described below are not an exhaustive list or explanation of all risks that investors may face when deciding to vote in favour of the Resolution. To the extent the description in this section relates to government or macroeconomic data, such information has been extracted from official government publications or other third-party sources and has not been independently verified by BOGG.

1. Risks relating to the Acquisition

1.1 Completion of the Acquisition is conditional and the Conditions may fail to be satisfied

Under the terms of the agreement entered into between BOGG, JSC BOG and the Sellers on 18 February 2024 in connection with the Acquisition (the "Acquisition Agreement"), the Acquisition is conditional, among other things, upon: (i) BOGG Shareholders passing the Resolution; (ii) no (a) outbreak of war (with war having been declared by a nation state or hostilities having reached a grave and serious level beyond that of localised armed conflict or border disputes) within Armenia and/or Georgia; or (b) material disruption in commercial banking or securities settlement or clearance services in Armenia or Georgia having occurred since the date of the Acquisition Agreement, provided that such event is having a material and adverse impact, and is reasonably likely to continue having a material and adverse impact on the business, operations, and/or assets of Ameriabank from the date of the Acquisition Agreement; (iii) Ameriabank having a capital ratio of at least 16.5% as per the binding capital requirements applicable to Ameriabank under CBA regulations, as evidenced in its most recent submission to the CBA prior to Completion; and (iv) obtaining regulatory approvals necessary under applicable laws to enable BOGG to own and operate Ameriabank's business, comprising the approval of the Central Bank of Armenia, the Armenian Competition Protection Commission and the National Bank of Georgia.

There can be no assurance that these conditions will be satisfied or waived, if applicable, or that Completion of the Acquisition will be achieved. If any of the conditions to Completion of the Acquisition are not met, the Acquisition may be delayed (which would prolong the period of uncertainty for the Group and Ameriabank and may result in additional costs to their businesses) or may not become effective.

The aggregate consequences of any material delay to Completion or failure to complete the Acquisition may have a material adverse effect on the business, financial condition, results of operations and/or prospects of the Group, or in the case of a delay only, the Enlarged Group.

1.2 The Group may not be able to fully realise the benefits of the Acquisition

Through the Acquisition, the Group seeks to expand its operations via Ameriabank's network and take advantage of new opportunities, particularly in the Armenian market. However, there can be no assurance that the Acquisition will deliver the planned for benefits or that the Enlarged Group will realise the anticipated return on investment within the expected timeframe. For example, the quality of the Enlarged Group's loan portfolio and the Enlarged Group's business prospects may deteriorate as a result of adverse macroeconomic conditions in either Armenia and/or Georgia. Achieving the advantages of the Acquisition will also depend partly on the efficient management of the activities of BOGG and Ameriabank, two businesses that currently function independently with geographically dispersed operations, and with different customers, business cultures and compensation structures. The planned benefits of the Acquisition may fail to be achieved within the stated time period or at all, because of a number of factors, including failure by the Enlarged Group to effectively implement group-wide policies locally in the new market (including policies related to, governance; risk management; customer satisfaction; personal data and information security; environmental; and social and governance), failure to gain a meaningful share of new market segments, failure to leverage Ameriabank's existing capabilities in line with the expectations of the Group, adverse conditions in the markets in which BOGG and Ameriabank operate, failure to retain existing customers and existing customer relationships and failure of the Enlarged Group to reach new customers. In addition, the costs associated with successfully completing the integration process necessary to achieve these benefits may exceed expectations. Any of the foregoing may have a material adverse effect on the Enlarged Group's business, financial condition and results of operations.

1.3 Management distraction as a result of the Acquisition or any challenges in management of Ameriabank could have an adverse effect on the business of the Enlarged Group

The Enlarged Group will be required to devote significant management attention and resources to integrating Ameriabank's business practices and operations. Furthermore, the Enlarged Group will continue to operate businesses across multiple jurisdictions and, although regulatory and operational decision-making will often be undertaken by each of the businesses locally, coordinating its decisionmaking across all the businesses in the Enlarged Group will present challenges to the Enlarged Group's management team. There is a risk that the challenges associated with managing Ameriabank's business will distract management's attention from managing other parts of the Enlarged Group or that management will have insufficient capacity to meet the demands of the Enlarged Group. As a result, the underlying business may not perform in line with management or shareholder expectations.

1.4 The Group may suffer reputational or financial losses arising from historical issues with respect to Ameriabank, including those that have not been disclosed to the Company and/or relating to sanctions regimes and their applicability to certain beneficial owners of the Sellers

Certain of the Sellers have provided certain customary warranties under the Acquisition Agreement. The Group has relied on these warranties about Ameriabank's business in connection with the Acquisition. If these warranties are not true and correct in all material respects, the Enlarged Group may suffer losses or be unable to perform to meet expectations. If this were to occur, there can be no assurance that the Group would be able to recover damages under the warranties in relation to such breaches or losses in an amount sufficient to fully compensate the Group for its losses or underperformance. Furthermore, Ameriabank may have historical issues of which BOGG is currently unaware which, whether or not covered by the specific warranties given by the Sellers pursuant to the terms of the Acquisition Agreement, may adversely affect the reputation of the Enlarged Group.

In addition, the Company is aware that Mr Ruben Vardanyan, the ultimate beneficial owner of IMAST Group (CY) Limited ("IMAST"), one of the Sellers, and his wife Veronika Zonabend are subject to sanctions in Ukraine which have been in place since October 2022. The nature of the relevant sanctions is that they are personal sanctions and the impact of these sanctions is that parties on Ukrainian territory (and foreign parties engaged in cross-border activity with Ukraine) are prohibited by these sanctions from dealings with Ruben Vardanyan and/or Veronika Zonabend. Although the Group has obtained advice that the Acquisition does not breach any relevant sanctions regimes (including the UK, US, EU, Georgian or Armenian sanction regimes) and that the Ukrainian sanctions regime is not applicable to the Acquisition (as there is no Ukrainian nexus), the presence of individuals connected with IMAST who are subject to sanctions in Ukraine may bear certain reputational risks for the Enlarged Group, such as negative attention from the media and/or proxy advisory services, which could in turn lead to the Resolution failing to be passed at the BOGG General Meeting. The Resolution not being passed, could mean that the Company is obliged to pay to the Sellers an amount in cash equal to USD 6,200,000 as a break fee and also that significant advisory and other expenses incurred by the Company in preparation for the proposed Acquisition would have been incurred without the benefits of the Acquisition being realised.

2. Risks relating to the Enlarged Group as a result of the Acquisition and existing material risks relating to the Group which will be impacted by the Acquisition

Competition

2.1 The markets in which the Group and Ameriabank operate, including the retail, SME, corporate and investment banking sectors in particular, as well as the digital banking platform market, are highly competitive and competition could intensify in the future

The Group and Ameriabank have, and the Enlarged Group will have, numerous current and prospective competitors in each of their key markets. Some of their competitors and potential competitors may have, in certain markets, larger customer bases, more established name recognition and greater financial, marketing, technology and personnel resources, or may be able to offer services that are significantly cheaper than the services offered by the Enlarged Group or that are otherwise disruptive to the Enlarged Group's market assumptions. Some of these competitors may be able to respond more quickly to new or evolving opportunities, technologies, product lines, customer requirements and industry standards than the Group, Ameriabank or the Enlarged Group, and may be able to undertake more extensive marketing activities. The Enlarged Group may also face competition in the future from new entrants, or from the introduction of new and more advanced technologies, in its markets, particularly those markets where it enjoys a scale advantage.

Competitors may have a greater ability to offer new services, expand, innovate, hire or provide existing services to more diverse customers, and this may result in competitors gaining market share. Even if new or existing competitors do not significantly erode the Enlarged Group's market share, they may offer their services at lower prices, and the Enlarged Group may be required to reduce its commissions to remain competitive, which could have a material adverse effect on its revenue and profitability.

There can be no assurance that the Enlarged Group will have sufficient resources to continue to make discretionary investment in the development of its services to customers or that it will otherwise be successful in maintaining its current market position. Any of the foregoing factors could materially and adversely affect the Enlarged Group's business, financial condition and results of operations.

Market conditions and global macroeconomic impact on markets

2.2 The Group and Ameriabank operate in market conditions that remain challenging across a number of product areas. The markets in which the Group and Ameriabank operate may be subject to reduced economic activity driven by market uncertainty

Adverse market conditions and economic conditions have in the past adversely affected the revenues of the Group and Ameriabank and may in the future adversely affect the Enlarged Group's business and profitability.

The Group's businesses are affected by national and international economic and geopolitical conditions, currency volatility and investor sentiment generally, among other factors. The Group generates revenue primarily from offering a broad suite of loan and deposit products to Retail, SME and Corporate and Investment Banking customers. The Group's revenue is therefore substantially dependent on domestic spending and domestic consumer confidence as well as the inflow of foreign capital. Similarly, Ameriabank has a leading market position in Armenia based on loan portfolio size (including for mortgage loans).22

Market volatility is driven by a number of financial, economic and other factors which are, by their nature, directly affected by national and international economic and political conditions and investor sentiment that are beyond the Group's control. In addition to the factors noted above, changes in interest rates, foreign exchange rates and inflation, economic, political and market developments, adverse market conditions, changes in trading patterns in the relevant financial markets, price levels and price volatility in the securities, currency, commodities and other markets, legislative and regulatory changes, changes in market dynamics or structures as a result of new regulations, a rapid change in the method of broking in one or more products, changes in government and central bank monetary policies, credit availability and other liquidity concerns, natural disasters, and concerns about terrorism, war or other armed hostilities may materially adversely affect the Enlarged Group's revenue and profitability.

22 21% market share as at 31 December 2023

Following Completion, the Group will begin operating in a jurisdiction and market which it has not previously had exposure to and may not be aware of certain intricate conditions which will apply to the Enlarged Group. In particular, the following factors could mean that the Enlarged Group may not be able to fully realise the potential business growth represented by the acquisition of Ameriabank:

  • (i) currency fluctuations have historically affected the Group, and may continue to affect, the Enlarged Group, particularly given the high level of loans denominated in US Dollars and Euros across the Enlarged Group's loan portfolio;
  • (ii) the Group has historically operated in an evolving regulatory environment and was subject to regulatory oversight of the NBG, however the regulatory environment risk will change for the Enlarged Group due to the introduction of a second major regulator, being the CBA;
  • (iii) collateral values supporting the Group's loan portfolio may decline and downturns in the residential and commercial real estate markets or a general deterioration in economic conditions in the industries in which the Enlarged Group's customers operate may result in illiquidity and a decline in the value of the collateral securing loans, including a decline to levels below the outstanding principal balance of those loans. In addition, declining or unstable prices of collateral in Georgia and/or Armenia may make it difficult for the Enlarged Group to accurately value the collateral that it holds. If the fair value of the collateral that the Enlarged Group holds declines significantly in the future, it could be required to record additional provisions and could experience lower than expected recovery levels on collateralised loans more than 90 days past due;
  • (iv) significant changes or volatility in the Enlarged Group's net interest margin ("NIM") could have an adverse effect on the Enlarged Group's performance, since the Group derives the majority of its profit from net interest income. Thus, the Group is affected by fluctuations in its NIM, which, in turn, is affected by key factors such as interest rates, competition for loans and deposits, customer demand and cost of funding. These key factors are and will continue to be influenced by other factors beyond the Group's control, such as Georgian, Armenian and global macroeconomic conditions, the resources of competitors and consumer confidence. In particular, interest rates and cost of funding are highly sensitive to many factors beyond the Enlarged Group's control, including monetary policies, domestic and international economic and political conditions and the reserve policies of the NBG and CBA;
  • (v) losses relating to credit risk may arise if the risk management policies, procedures and assessment methods implemented by the Group and Ameriabank separately (and thus, the Enlarged Group going forward) to mitigate credit risk and to protect against loan losses prove less effective than expected. Both Ameriabank and the Group have historically employed and will continue to employ qualitative tools and metrics for managing risk that are based on observed historical market behaviour. These tools and metrics may fail to predict future risk exposures, especially in periods of increased volatility or falling valuations, or in periods in which there is a rapid expansion of the loan portfolio. In addition, even though both the Group and Ameriabank require regular financial disclosure from their corporate customers or counterparties, customer and counterparty financial statements may not always present a complete and accurate picture of each customer's or counterparty's financial condition. Some of the Group's and Ameriabank's corporate customers or counterparties may not have extensive or externally-verified credit histories, and their accounts may not be audited by a reputable external auditor. Therefore, notwithstanding the Group's and Ameriabank's credit risk evaluation procedures, the Enlarged Group may be unable to evaluate effectively the current financial condition of each prospective corporate borrower or counterparty and to evaluate effectively the ability of such corporate borrower or counterparty to repay its loans when due. Similarly, the creditworthiness of some retail customers or counterparties is difficult to assess and predict, as some retail borrowers or counterparties have limited credit history. Accordingly, the risk management systems employed by the Enlarged Group may prove insufficient in measuring and managing risks, which could, in turn, have a material adverse effect on the Enlarged Group's business, financial condition and results of operations;
  • (vi) losses related to credit risk from the project financing loans (including but not limited to financings issued under certain government subsidy programmes) may arise if key success factors with respect to the Enlarged Group's project financing portfolio fail to materialise. Both Armenia and Georgia are developing economies where states have introduced different types of sector-

specific or general subsidy/guarantee programmes to support the development of particular sectors of the economy designated as strategic for each state respectively. Such subsidy programmes mainly target the sectors which are underdeveloped, i.e. the historical data on the success of comparable financed projects may not always be available and/or reliable. Success factors for such projects may depend on external uncertainties and thus be vulnerable towards climate change, epidemics and/or pandemics, global and local market conditions, third party expertise, the available markets and transport routes, supporting infrastructure, availability of technical expertise, etc. For example, the Group has SME/micro business financings under the Georgian Government-led subsidy programmes for the development/construction and hotel sectors, which are heavily reliant on fluctuations in demand for real estate and tourism, and which were impacted by the Covid-19 pandemic. Additionally, Ameriabank has sizeable exposures in its corporate portfolio to the real estate development/construction sector and further in the agricultural sector, mainly under the Armenian Government subsidy programme of intensive orchards, which is aimed at developing the high-tech intensive agricultural sector throughout Armenia. The Armenian state provides the financing of the full interest on such agroloans for up to the period when the intensive orchards become profit-generating, in exchange for the borrowers developing climate risk resilient (through irrigation and anti-hail systems), hightechnology intensive orchards. Financial institutions participating in such programmes bear the burden of monitoring due utilisation of the proceeds of the loans (since the government retains the right to reclaim the financed interest in case of misuse of funds). The success of the intensive orchards projects depends on variable and uncertain external factors including, but not limited to, maintenance and management of the orchards; the climate and the fertility of the land; adequate water supply; the availability of the markets for ultimate offtake of the produce; and the ultimate yields of the orchards being within the expected ranges. As this sector in the Armenian economy is still new, Ameriabank does not have extensive experience of working with intensive orchards. As the subsidy programme has materially expanded, the scale of intensive orchards, the yields, prices, supply chains and relevant infrastructure may need to be adapted, and following Completion, the Enlarged Group may realise additional credit risk-related losses in the event that any of the above mentioned or other related risk factors related to the dependencies of such project financings materialise; and

(vii) both the Group and Ameriabank separately are (and thus the Enlarged Group going forward will be) exposed to liquidity risk, which arises when there is a mismatch between the maturities of assets and liabilities, as well as funding risk. Liquidity risk is inherent in banking operations and may be heightened by a number of factors, including an over-reliance on, or an inability to access, a particular source of funding, changes in credit ratings or market-wide phenomena, such as financial market instability. Credit markets worldwide have in recent years experienced, and may continue to experience, a reduction in liquidity and long-term funding availability. The availability of credit in emerging markets, in particular, is significantly influenced by the level of investor confidence and, as such, any factors that affect investor confidence (for example, a downgrade in credit ratings or state interventions or debt restructurings in a relevant industry), could affect the price or availability of funding for Group companies and for Ameriabank (and thus for the Enlarged Group) operating in any of these markets. The Group's liquidity may be affected by unfavourable financial market conditions. If assets held by the Group in order to provide liquidity become illiquid or their value drops substantially, the Group may be required, or may choose, to rely on other sources of funding to finance its operations and future growth. Only a limited amount of funding, however, is available on the Georgian inter-bank market, and recourse to other funding sources may pose additional risks, including the possibility that such funding sources may be more expensive and less flexible. In addition, the Group's ability to access such external funding sources depends on the level of credit lines available to it, and this, in turn, is dependent on the Group's financial and credit condition, as well as general market liquidity. Client deposits are one of the most important sources of funding for the Group. In terms of current and short-term liquidity, the Enlarged Group may be exposed to the risk of unexpected, rapid withdrawals of deposits by its customers in large volumes. Circumstances in which customers are more likely to withdraw deposits in large volumes rapidly include, among others, a severe economic downturn, a loss in consumer confidence, an erosion of trust in financial institutions or a period of social, economic or political instability. If a substantial portion of customers rapidly or unexpectedly withdraw their demand or term deposits or do not roll over their term deposits upon maturity, this could have a material adverse effect on the Group's business, financial condition and results of operations.

2.3 Following Completion, the Enlarged Group, and in particular Ameriabank, will have greater exposure to global economic, financial, political, social and governmental policies, developments and conditions given its close proximity to ongoing geopolitical conflict

The Group's and, following Completion, the Enlarged Group's business and financial performance could be materially adversely affected by a deterioration in macroeconomic and geopolitical conditions, in the UK, Georgia, Armenia or in other jurisdictions, which could result in an adverse impact on global economic, financial, political, social or governmental conditions to which the Group and, following Completion, the Enlarged Group is subject. For example, in September 2023, Azerbaijan launched a large-scale military offensive against the self-declared breakaway state of Artsakh in the disputed region of Nagorno-Karabakh, which resulted in many Nagorno-Karabakh Armenians fleeing the region to neighbouring countries, primarily Armenia. Further, the conflict between Russia and Ukraine has resulted in a significant expansion in sanctions imposed by the United States, the UK and the EU, in particular, against Russia, the Russian financial sector and certain Russian individuals. In 2022, Russia emerged as Georgia's second-largest trading partner by imports and its third-largest trading partner by exports, and as Armenia's largest trading partner in terms of imports and exports. Further, Armenia and Georgia in particular, lie within close geographical proximity of Russia.

Further sanctions (the scope and extent of which are currently unclear) may be imposed in the event of a further escalations of hostilities in Ukraine. Such conditions may include higher inflation, high fluctuation in the interest rate environment, declining access to credit, lower or stagnating wages, increasing unemployment, weakness in housing and real estate markets, changes in government regulatory, fiscal or tax policies, including changes in applicable tax rates and the modification of existing, or adoption of new, tax legislation, with or without retrospective effect, sanctions regimes, removal of subsidies, reduced public spending, initiatives to address climate change or credit crises affecting disposable incomes, increases in fuel prices, weakness in energy markets or a loss of consumer confidence. Such conditions may have an adverse impact on the financial performance of the Group and, following Completion, the Enlarged Group.

Staff retention and recruitment

2.4 The Enlarged Group's future success depends to a significant degree upon the continued contributions of key personnel, and the Group's ability to recruit, train, retain and motivate personnel

The Enlarged Group's future success depends upon the expertise and continued services of key personnel, including personnel involved in the management and development of its business, personnel directly generating revenue, and personnel involved in the management of control functions, and upon the continued ability of the Enlarged Group to recruit, train, retain and motivate qualified and highly skilled personnel in all areas of its business. Competition for senior executives and management personnel in the Enlarged Group's industry is intense, and the Enlarged Group may not be able to attract and retain qualified personnel or replace members of senior management or other key personnel.

The Group and Ameriabank compete, and the Enlarged Group will compete, with other financial institutions for experienced customer-facing personnel, and the level of such competition is intense. Such competition may significantly increase front office personnel costs or the Enlarged Group may lose such front office personnel to competitors, potentially resulting in the loss of capability, customer relationships and expertise.

The Enlarged Group's continuing ability to recruit, train, retain and motivate personnel and to ensure that employment contract terms are appropriate and enforceable is essential to the Enlarged Group's performance and ability to effectively execute on its business model and growth strategy. Any factors that degrade the Enlarged Group's ability to recruit, train, retain and motivate its key personnel, including potentially the Acquisition or the management of the Enlarged Group, may adversely affect the Enlarged Group's operational and financial performance. In addition, if the Enlarged Group fails to adequately assess the training needs of its employees and key personnel, including those relating to internal and regulatory compliance, and technology, or fails to deliver appropriate training, the Enlarged Group's reputation and its ability to compete in its industry may be harmed, which could have an adverse effect on the Enlarged Group's business, financial condition and results of operations.

Reliance on information technology

2.5 The failure, loss of or disruption to the Enlarged Group's key software, infrastructure or information systems could limit the Enlarged Group's ability to conduct its operations

Both the Group and Ameriabank have experienced a significant increase in the number of active mobile banking users and transactions, and the number and volume of transactions carried out by individual customers through internet and mobile banking has also continued to grow. Both the Group and Ameriabank's strategy has been highly focused on digitalisation and they have been increasing their investments in IT related resources as part of their respective agile transformation processes.

The Group and Ameriabank are dependent on the capacity, reliability and performance of the computer and communications systems supporting their respective operations, whether owned and operated internally or by third parties, and on the integrity of the data held within and used by such systems. Both the Group and Ameriabank also rely on middle office and back office systems and terminals to record, monitor, manage and settle payments and transactions. As the Group and Ameriabank carry out a high volume of banking transactions on a daily basis, they are exposed to the risk of incurring losses due to failures of internal processes or human error. Although the Board believes that the Group's and Ameriabank's risk management policies and procedures (which are designed to identify and analyse relevant risks to the banking business, prescribe appropriate limits for various risk areas and monitor the level and incidence of such risks on an ongoing basis) are adequate and that each are currently in compliance in all material respects with all applicable laws, standards and recommendations, any failure of the Enlarged Group's risk management system to address the risk of failure of internal processes or human error or failure in the performance by third parties of key outsourced activities (such as card processing and cash transportation), could have a material adverse effect on the Group's business, financial condition and results of operations.

Further, many of these systems are concentrated at the Group's and Ameriabank's data sites and, in the event of loss or failure, would be difficult to replicate. While these systems are mirrored by duplicated recovery systems that are regularly tested, these back-up systems and any switch to them may not be as resilient as expected or may not perform at the same capacity as the primary operating system. Any failures, glitches or outages could impact the Enlarged Group's availability and ability to perform its core services.

The Group and Ameriabank have in the past experienced, and may experience in the future, incidents with its information technology (IT) systems and infrastructure. Although to date cyber security risks have not materially affected the Group's operations, it is expected that such risks will continue to increase in line with the growth in the volume of internet and mobile banking transactions which the Group has been experiencing. This will require the Group to closely monitor such risks. The Group may experience denial-of-service attacks, and other events or conditions from time to time that interrupt the availability, or reduce or adversely affect the speed or functionality, of its mobile and digital platforms. Actual or perceived breaches of the Enlarged Group's security could interrupt its operations, resulting in, among other things, its systems or services being unavailable, improper disclosure of data and other legal and financial consequences. If any of the Enlarged Group's critical processes or systems do not operate properly, are disabled or are subject to unauthorized access, misuse, hacking and the release of confidential information or computer viruses, the Enlarged Group's ability to perform effective banking and related services could be materially impaired and the Enlarged Group may suffer reputational harm or be subject to litigation and regulatory inquiries, proceedings or penalties, which may be material. The performance of the Enlarged Group's IT and communications systems could deteriorate or fail for any number of reasons, including power disruptions, human error, natural disasters fire, sabotage, fraud, military or political conflicts, terrorist attacks, hardware or software malfunctions or defects, computer viruses, intentional acts of vandalism, customer error or misuse, critical dependencies on third party IT platforms, critical dependencies on third party service providers, lack of proper maintenance or monitoring, loss of data, data disruption and similar events. Any such deterioration or failure could result in unanticipated system disruptions, slower response times, impaired user experience and delays in reporting accurate operating and financial information, which could in turn have an adverse effect on the Enlarged Group's business, financial condition and results of operations.

Further, any failure by the Enlarged Group to maintain the confidentiality of information or other data security failures could impact the Enlarged Group's reputation, and result in significant regulatory penalties, litigation and financial losses, which could have an adverse effect on the Enlarged Group's business, financial condition and results of operations.

Legal, regulatory and ESG risks

2.6 Financial services regulation and legislation has undergone and is anticipated to continue to undergo significant changes and developments.

Regulators worldwide continue to adopt an increased level of scrutiny in supervising the financial markets and have been developing a number of new regulations and other reforms designed to strengthen the integrity and stability of the financial system and to improve the operation of the world's retail, SME, corporate and investment banking markets. It is difficult to accurately predict the timing, scope or form of future regulatory initiatives or reforms, although it is widely expected that there will continue to be a substantial amount of regulatory change and a high degree of supervisory oversight of regulated financial institutions. Regulators may from time to time have varying approaches to ensuring market participants meet regulatory outcomes, and the interpretations of regulators may therefore differ from generally accepted market practice. For example, as a result of legislative amendments coming in to force on 1 January 2022, the Group's core entity, JSC BOG, was categorised as one of Georgia's critical information system subjects, meaning that its uninterrupted operation of information systems is essential to the defence and/or economic security of the country, as well as to the maintenance of state authority and/or public life. This categorisation as a result of legislative changes has imposed a considerable number of obligations on JSC BOG, and required minor amendments to its existing procedural documents and established practices.

Future changes in regulations and other reforms may affect the Enlarged Group's business directly, by the introduction of rules and requirements which the Enlarged Group is unable to respond to satisfactorily. As a result, the Group and Ameriabank face, and the Enlarged Group will face, a significant compliance challenge in light of an operating environment with continually evolving rules and regulations. Any inability of the Enlarged Group to adapt or deliver services that are compliant with new regulations could materially adversely affect its competitive position and therefore reduce its business prospects, financial condition, and results of operations. To date, the Group and Ameriabank have been required to incur certain additional costs to comply with the new regulations, and even if successful in adapting its services to new regulations, the costs of making those adaptations or otherwise complying with such regulations have in the past increased, and may in the future increase, significantly the cost base of the Enlarged Group, thereby reducing profitability.

2.7 The Group, Ameriabank and, following Completion, the Enlarged Group may be adversely affected if they fail to comply with climate and environmental statutory regulation or environmental, social or governance ("ESG") standards to which they have publicly committed

The business environment in which the Group, Ameriabank and, following Completion, the Enlarged Group operates is continually changing. ESG-related issues may directly or indirectly impact key stakeholders, including customers, investors, employees, rating agencies and regulators, all of whom have expectations in this area. A failure to manage those risks which have ESG implications may adversely impact on the reputation of the Group, the results of its operations, its customers, and its ability to deliver on its long-term strategy and therefore its long-term success.

Climate change is an ESG theme that poses potentially significant long-term risks to the Group and its customers, not only from the physical impacts of climate change, driven by both specific short-term climate-related events such as acute or chronic weather events and longer-term impacts, but also from transition risks associated with the shift to a low carbon economy. Climate change, sustainability and the reduction of emissions is an important issue for the Group and Ameriabank. Among other things, transitional and physical risks could impact the performance and financial position of the Group's and/ or Ameriabank's customers and their ability to repay their loans. Further, the Group, Ameriabank and, following Completion, the Enlarged Group will have adopted certain ESG policies and sustainability objectives. In particular, the Group has committed to ensuring that its actions support the achievement of Georgia's climate-related goals, including those specified in its updated Nationally Determined Contribution (NDC).

Failure to keep pace with customer and societal expectations for action to manage and mitigate climate-related risk or failure to keep with the increasing level of interest and reporting requirements from governments, investors, customers and civil society may result in a decline in demand for the Group's, Ameriabank's and, following Completion, the Enlarged Group's services, or could result in penalties or negative attention, which could have an adverse impact on the financial condition and prospects of the Enlarged Group.

2.8 Damage to the Enlarged Group's reputation and other consequences of perceived or actual failures in governance or regulatory compliance, or in operational or financial controls, may materially and adversely impact the Enlarged Group

The Enlarged Group's ability to operate, to attract and retain customers and employees, or to obtain appropriate financing or capital may be adversely affected as a result of its reputation being harmed. As counterparties in wholesale financial markets, the Group's and Ameriabank's customers rely on their integrity and probity. If the Group fails, or appears to fail, to operate with integrity or to deal promptly and effectively with reputational issues, its reputation and in turn its business, financial condition and results of operations may be materially harmed. Such reputational issues include, but are not limited to appropriately dealing with actual or potential conflicts of interest, compliance with law and regulation, effectively managing customer and stakeholder relationships, ensuring effective data security, inadequate risk management, and failure to comply with corporate governance and reporting requirements.

Any failure by the Enlarged Group to address these or any other issues could adversely affect its reputation, which could result in losses of front office personnel and customers, reduce its ability to compete effectively and result in potential litigation and regulatory actions and penalties against the Enlarged Group, all of which could have a material adverse effect on the Enlarged Group's business, financial condition and results of operations.

2.9 The Enlarged Group may face material liabilities as a result of ongoing or future legal and regulatory cases or may incur significant costs associated with legal action taken to defend its business, employees, rights and assets, including its intellectual property

Many aspects of the Group's and Ameriabank's businesses involve substantial risks of liability. The Enlarged Group may become subject to claims from dissatisfied customers as the result of failures or malfunctions of its IT systems or other banking services provided by the Enlarged Group, and customers may seek recourse for any losses. The Enlarged Group may also be subject to legal and regulatory claims. Accordingly, the Enlarged Group could incur significant legal expenses defending claims, even those without merit. Being involved in any such claim, and in particular any adverse resolution of any lawsuit or claim against the Enlarged Group could result in reputational damage and/ or an obligation to pay substantial damages.

For example, the Group is involved in litigation from time to time where the outcome and any potential liability are subject to varying degrees of uncertainty. Any adverse outcomes from current or future cases against the Group may lead to negative press and to adverse public perceptions, which may in turn discourage customers from using the Group's services.

2.10 The due diligence conducted in connection with the Acquisition may not have revealed all relevant considerations, liabilities or regulatory and conduct issues

The due diligence conducted by the Group on Ameriabank in connection with the Acquisition may not have revealed all relevant considerations, liabilities or regulatory and conduct issues in relation to the Acquisition, including the existence of facts that may otherwise have impacted the decision to proceed with the Acquisition, the determination of the consideration payable for the Acquisition and the formulation of a business strategy for the Enlarged Group following Completion. In addition, information provided during the due diligence process may have been incomplete, inadequate or inaccurate. The Group and, following Completion, the Enlarged Group may also be subject to legacy conduct and other exposures with respect to Ameriabank which were not identified through due diligence. If any of the aforementioned occur, the Group could suffer reputational damage and may be liable for losses suffered by an affected party, each of which could have a material adverse effect on the business, reputation and brand, results of operations, financial condition and/or prospects of the Group and, following Completion, the Enlarged Group.

2.11 The risks of executing the Acquisition could cause the market price of the Ordinary Shares to decline

The market price of the Ordinary Shares may decline as a result of the Acquisition if, amongst other reasons, Completion does not occur, the proposed benefits of the Acquisition are not realised as soon as envisaged (or at all), the effect of the Acquisition is not in line with market expectations, or Shareholders sell their Ordinary Shares following Completion.

Part III

Principal Terms and Conditions of the Acquisition Agreement and the Shareholders' (Put and Call Option) Agreement

1. Overview

Under the terms of the Acquisition Agreement dated 18 February 2024 and entered into between the Company, JSC BOG, and the Sellers and the Shareholders' (Put and Call Option) Agreement entered into between the Company, JSC BOG and EBRD on the same date (and becoming effective on and from Completion), the Sellers have conditionally agreed to sell 100% of the shares of Ameriabank (117,132 ordinary shares), to JSC BOG (a subsidiary of the Company), and to the Company.

It is intended that the Company will acquire a 70% shareholding in Ameriabank, and that JSC BOG will acquire a 30% shareholding. To achieve the parties' aims:

  • 1.1 the Sellers have agreed to sell and the Company and JSC BOG have agreed to purchase 105,419 shares in Ameriabank equal to 90% of Ameriabank's total issued share capital, with the Company acquiring 60% of Ameriabank's total issued share capital (70,279 shares) and JSC BOG acquiring 30% of Ameriabank's total issued share capital (35,140 shares), on the terms set out in the Acquisition Agreement (the "Initial Acquisition"); and
  • 1.2 following Completion of the Initial Acquisition, EBRD will retain 11,713 shares in Ameriabank, equal to 10% of Ameriabank's total issued share capital (the "Option Shares"), which Option Shares will be subject to the terms of the Shareholders' (Put and Call Option) Agreement, which will provide (i) EBRD with the right to put the Option Shares to the Company; and (ii) the Company with the right to call the Option Shares from EBRD, with the call option exercisable by the Company at any time until the third anniversary of Completion, and the put option exercisable on and from the third anniversary of Completion, for a period of 180 days from the third anniversary of Completion. Upon exercise of the put or call option, the Company will acquire the Option Shares.

2. Acquisition Agreement

2.1 Conditions to Completion

Under the terms of the Acquisition Agreement, Completion is conditional upon:

  • (a) Approval of the Resolution The passing of the Resolution at the BOGG General Meeting;
  • (b) Regulatory Approvals The NBG, the CPC and the CBA having granted their approval for the Acquisition to proceed;
  • (c) Ameriabank Financial Condition

Ameriabank having a capital ratio of at least 16.5% as per the binding capital requirements applicable to Ameriabank under CBA regulations, as evidenced in its most recent submission to the CBA prior to Completion;

(d) Material Adverse Change

No (i) outbreak of war (with war having been declared by a nation state or hostilities having reached a grave and serious level beyond that of localised armed conflict or border disputes) within Armenia and/or Georgia; or (ii) material disruption in commercial banking or securities settlement or clearance services in Armenia or Georgia (and/or a general moratorium on commercial banking activities) having occurred since the date of the Acquisition Agreement, provided that such event is having a material and adverse impact, and is reasonably likely to continue having a material and adverse impact on the business, operations, and/or assets of Ameriabank from the date of the Acquisition Agreement; and

(e) Sanctions

No Sanctions having been imposed on any of the Sellers, JSC BOG, the Company or on Ameriabank as a result of which the consummation of the Acquisition by JSC BOG and the Company would be prohibited.

Completion shall occur on the third Business Day after the satisfaction (or, if capable of waiver, waiver) of such conditions, or on such other Business Day as the parties to the Acquisition Agreement may agree in writing.

2.2 Consideration

The total base consideration for the Acquisition will be USD 303,588,374, which is 0.65 times the net asset value of Ameriabank as at 31 October 2023, with interest to apply from 1 February 2024 as further described below. The net asset value of Ameriabank as recorded in the Ameriabank management accounts dated 31 October 2023 (the "Management Accounts") has been reviewed by Ameriabank's auditors, KPMG Armenia LLC. Interest will accrue on the consideration amount due with respect to the Initial Acquisition at a rate of 8.0% per annum (calculated on a daily basis) from and including 1 February 2024 to and including the Completion Date.

The consideration in respect of the Initial Acquisition will be satisfied in full by cash, with USD 252,471,424, plus interest, payable at Completion and USD 20,758,631, plus interest, payable on the date falling 6 months from the date of Completion, with the deferred portion of the consideration being subject to deductions for any claim brought by the Company and JSC BOG in connection with a breach of certain warranties contained in the Acquisition Agreement. If the sanctions position changes with respect to any relevant Seller between the date of Completion and the date of the payment of the deferred portion of the consideration, such that the payment of the deferred portion of the consideration would be a breach by the Company and JSC BOG of relevant sanctions binding on them, then the relevant deferred portion of the consideration applicable to such Seller shall not be payable by the Company and/or JSC BOG to that Seller on the date falling 6 months from the date of Completion. In such circumstances, no other Seller shall be entitled to receive the applicable deferred portion of the consideration that would have otherwise been due to the Seller that has become subject to relevant sanctions. The deferred portion of the consideration would then only become payable if the relevant sanctions cease to apply.

The Company will pay c.66.67% of the consideration with respect to the Initial Acquisition (approximately USD 182,153,543, plus interest) and JSC BOG will pay c.33.33% of the consideration with respect to the Initial Acquisition (approximately USD 91,076,512, plus interest), in each case directly to the Sellers.

The consideration payable in respect of the acquisition of the Option Shares will be a price per Option Share in USD equal to the price per share to be paid under the terms of the Acquisition Agreement (therefore a total base amount of USD 30,358,319), plus interest, as further described at paragraph 3.2 below. Upon the exercise of the put or call option, the Company will pay 100% of the consideration with respect to the acquisition of the Option Shares either in cash or in the form of shares issued in the Company, directly to EBRD.

2.3 Pre-Completion Undertakings

  • (a) The Acquisition Agreement includes customary pre-completion conduct of business undertakings given by the Sellers to procure that Ameriabank is operated in the ordinary course of business, materially consistent with past practice, between the signing of the Acquisition Agreement and Completion.
  • (b) The Sellers have undertaken that, between the signing of the Acquisition Agreement and Completion, they will not exercise their shareholder rights to support certain restricted actions without BOGG's prior written approval (which shall not be unreasonably withheld or delayed).
  • (c) The Acquisition Agreement contains customary non-compete and non-solicitation undertakings given by each of IMAST, ESPS and the Foundation. Under these undertakings (subject to certain exclusions and qualifications), for a period of one year from Completion, IMAST, ESPS and the Foundation will not carry on any business which comprises the provision of retail and corporate banking services to retail and corporate clients generally who are located or incorporated within Armenia in the same manner as that conducted by Ameriabank in Armenia as at the date of the Acquisition Agreement. For a one-year period from Completion, IMAST, ESPS and the Foundation will not solicit any person who at Completion is a key employee of Ameriabank (being any of the shareholders of ESPS who is also an employee of Ameriabank and who, as at Completion, is employed in a managerial, supervisory, technical or sales capacity by, or engaged as a consultant to, Ameriabank).

2.4 No Leakage

The Acquisition Agreement contains:

  • (a) a warranty from the Sellers that in the period from (and excluding) 31 October 2023 (as the NAV Reference Date) up to (and including) the date of the Acquisition Agreement, there has not been any leakage of value from Ameriabank to the Sellers and their connected persons; and
  • (b) an undertaking from the Sellers that there will be no leakage of value from Ameriabank to the Sellers and their connected persons from the date of the Acquisition Agreement, up to and including Completion,

in each case save for certain limited and customary exceptions, which the parties have categorised as "permitted leakage" in the Acquisition Agreement.

The Company and/or JSC BOG may bring a claim against the Sellers at any time within the 6 month period following Completion if they become aware of any leakage (other than permitted leakage), and if such claim is successful, the Sellers who have actually received (or whose connected persons have received) such leakage are obliged to repay a sum equal to it (on a dollar-for-dollar basis), to either Ameriabank, the Company, JSC BOG or another member of the Group, as the Company and JSC BOG may so direct.

2.5 Break Fee

In the event that (i) the requisite approvals for the Resolution are not obtained at the General Meeting; and/or (ii) the NBG Approval is not obtained by 5.00 p.m. (UK time) on 1 April 2024; and/or (iii) the material adverse change termination right is exercised, or if the conditions to Completion are satisfied but Completion fails to occur due to the default of the Company and/or JSC BOG, then the Company is obliged to pay to the Sellers an amount in cash equal to USD 6,200,000.

2.6 Warranties

The Acquisition Agreement contains warranties (subject to customary limitations) granted by the Sellers that are customary for a transaction of this nature. The fundamental warranties given by each of the Sellers (each Seller in relation to itself only) relate to, inter alia:

  • (a) the capacity, power and authority to enter into and perform its obligations under the Acquisition Agreement and all agreements and documents entered into by or on behalf of the Sellers pursuant to the Acquisition Agreement;
  • (b) its title and ownership of its share capital of Ameriabank and the right to transfer the full title in its share capital of Ameriabank to the Company and JSC BOG on the terms set out in the Acquisition Agreement; and
  • (c) that Seller not being subject to any economic or financial sanctions or trade embargoes imposed, administered or enforced from time to time by the United Nations Security Council, the Commission of the European Union, or any other relevant regulatory body or government in Georgia, Armenia, the United States or the United Kingdom.

The Acquisition Agreement contains commercial warranties, given by each of IMAST, the Foundation and ESPS in relation to, inter alia:

  • (a) material contracts;
  • (b) the deposits and loans of Ameriabank;
  • (c) employee and pension matters;
  • (d) compliance with applicable legislation and laws;
  • (e) litigation;
  • (f) tax;
  • (g) properties; and
  • (h) intellectual property and IT systems.

In addition, the Acquisition Agreement contains warranties given by the Company and JSC BOG that are customary for this type of transaction and which are the same as those fundamental warranties given by the Sellers.

2.7 Indemnities

In addition to the indemnity in respect of any leakage described at paragraph 2.4 (No Leakage), which has been provided by all Sellers, each of IMAST, the Foundation and ESPS has agreed to pay to the Company and JSC BOG an amount equal to any fines or penalties against Ameriabank imposed by (i) any competent authority of the United Kingdom, United States, European Union or Armenia in relation to Sanctions; and/or (ii) any competent authority of Armenia in relation to a breach of antimoney laundering laws, in each case with respect to the three year period prior to Completion).

In addition, to the extent one specific borrower fails to repay a loan given by Ameriabank which is due for repayment in the first quarter of 2024, each of IMAST, the Foundation and ESPS has agreed to pay to the Company and JSC BOG an amount equal to that unpaid loan.

2.8 Limitations on Liability

The Sellers' liability under the Acquisition Agreement is subject to customary limitations agreed between them, the Company and JSC BOG.

2.9 Governing Law and Arbitration

The Acquisition Agreement is governed by the laws of England. The parties have agreed to resolve all disputes arising out of the Acquisition Agreement by arbitration administered by the London Court of International Arbitration in accordance with the UNCITRAL Arbitration Rules The seat of arbitration shall be London, England.

3. Shareholders' (Put and Call Option) Agreement

3.1 Parties and Term

(a) A Shareholders' (Put and Call Option) Agreement will govern the relationship between BOGG, JSC BOG, EBRD and Ameriabank in respect of the operation of Ameriabank during the period from Completion until such time as either the put option or call option is exercised, such that EBRD is no longer a shareholder in Ameriabank.

On and from:

  • (i) the third anniversary of Completion and for a period of 180 days thereafter (the "Put Period"), EBRD shall have the right to put the Option Shares on BOGG by delivering a written notice ("Put Notice") to BOGG; and
  • (ii) Completion, BOGG shall have the right to call the Option Shares from EBRD at any time up to and including the day prior to the start of the Put Period ("Call Period") by delivering a call notice ("Call Notice") to EBRD.
  • (b) If neither of the call or put option has been exercised by any of the parties by the end of the Put Period, the parties have agreed that EBRD will be deemed to have delivered a Put Notice on the last day of the Put Period and BOGG will be required to acquire the Option Shares (in accordance with and subject to paragraph 3.3 below).
  • 3.2 Option Price
  • (a) If BOGG exercises the call option, BOGG shall pay a price per Option Share in USD equal to the price per share to be paid under the terms of the Acquisition Agreement, plus:
  • (i) the sum of interest at 3.5 per cent. per annum (plus an additional 2 per cent. per annum if the call option is exercised at any time prior to the last day of the Call Period) and the Compounded SOFR Rate (as such term is defined in the Shareholders' (Put and Call Option) Agreement; and
  • (ii) certain agreed costs (for example, any overdue amounts due from BOGG to EBRD, if applicable, the "Unwinding Costs"); minus
  • (iii) the USD equivalent of any cash dividends paid on or with respect to the Option Shares from Completion plus interest on such amount compounded and calculated in accordance with (i) above ("Compounded Dividends"),

subject to and in accordance with the terms of the Shareholders' (Put and Call Option) Agreement (the "Call Price").

  • (b) If EBRD exercises the put option, BOGG shall pay a price per Option Share in USD equal to the price per share to be paid under the terms of the Acquisition Agreement, plus:
  • (i) the sum of interest at 3.5 per cent. per annum and the Compounded SOFR Rate; and
  • (ii) any Unwinding Costs (if applicable); minus
  • (iii) any Compounded Dividends (if applicable),

subject to and in accordance with the terms of the Shareholders' (Put and Call Option) Agreement (the "Put Price").

  • (c) If EBRD exercises the Accelerated Put Option (see paragraph 3.4 below), BOGG shall pay a price per Option Share in USD equal to the price per share to be paid under the terms of the Acquisition Agreement, plus:
  • (i) the sum of interest at 3.5 per cent. per annum (plus an additional 2 per cent. per annum) and the Compounded SOFR Rate; and
  • (ii) any Unwinding Costs (if applicable); minus
  • (iii) any Compounded Dividends (if applicable),

subject to and in accordance with the terms of the Shareholders' (Put and Call Option) Agreement (the "Accelerated Put Price").

  • (d) On this basis, the parties expect that the maximum consideration for the acquisition of the Option Shares, payable under either the Call Price, the Put Price or the Accelerated Put Price will be approximately USD 30,358,31923, payable on the latest possible Settlement Date (as described at 3.3 below.
  • 3.3 Settlement (Timing and Form of Consideration)
  • (a) The Put Notice or Call Notice, as applicable, shall specify a Business Day on which the Option Shares shall be paid for by, and transferred to, BOGG, which shall be no less than 30 days, and no more than 60 days after the date on which the relevant Put or Call Notice is delivered by one of the parties (the "Settlement Date"). Should EBRD elect to receive BOGG Share Consideration (as defined below) as opposed to cash consideration, the relevant Settlement Date shall be no less than 15 days, and no more than 30 days, after all securities exchange approvals, governmental consents and/or waivers in connection with the issuance of BOGG shares to satisfy the BOGG Share Consideration have been obtained (if applicable).
  • (b) BOGG shall have the right to elect to settle the Call Price or the Put Price due to EBRD by issuing new ordinary shares in BOGG to EBRD (the "BOGG Share Consideration"). For the avoidance of doubt, the parties have agreed that the Accelerated Put Price is payable in cash only and may not be settled in shares.
  • (c) If BOGG wishes to settle the Call Price or the Put Price in BOGG Share Consideration, it must either (i) specify the same in the Call Notice it delivers to EBRD, or (ii) within five Business Days of receiving a Put Notice from EBRD, respond in writing and make such election. BOGG shall have no right to settle the Exit Call Price or the Exit Put Price using BOGG Share Consideration if the three (3) month median daily trading value of BOGG Shares in USD (calculated using the number of BOGG Shares traded each day on the London Stock Exchange, multiplied by the closing price of that day, and converted from GBP to USD using the daily spot exchange rate published by the Bank of England on the Settlement Date, the "ADTV") on the third Business Day prior to the relevant Settlement Date (the "BOGG Share Consideration Reference Date") is below one million nine hundred and seventeen thousand six hundred and thirty USD (\$1,917,630) (the "Target ADTV"), and in such case BOGG shall be required to settle the Call Price or the Put Price in cash.

BOGG and EBRD shall in work in good faith to determine the ADTV, and failing any agreement, shall appoint an independent expert, at Ameriabank's cost, to make such determination (which, if required, may result in a corresponding delay to the Settlement Date).

(d) The number of new ordinary shares to be issued by BOGG to settle the BOGG Share Consideration shall be determined in accordance with the following formula:

23 Final amount subject to the applicable Compounded SOFR Rate (as such term is defined in the Shareholders' (Put and Call Option) Agreement), to be determined at the relevant time

  • (i) the Call Price or Put Price (as applicable); divided by
  • (ii) the USD amount which is equal to 80% of the average market price per BOGG Share for the five (5) Business Days preceding the BOGG Share Consideration Reference Date, with that average market price being converted from GBP to USD using the daily spot exchange rate published by the Bank of England on the BOGG Share Consideration Reference Date,

and with any resulting fractions to be rounded up to the nearest whole number.

  • (e) The shares issued pursuant to the BOGG Share Consideration will, if applicable, be issued either under the Company's existing authority to allot shares which was granted at the annual general meeting held on 19 May 2023, or pursuant to an authority to allot shares sought at a future annual general meeting of the Company, credited as fully paid and will rank pari passu in all respects with the BOGG Shares, including the right to receive all dividends, distributions, or any return of capital declared, made or paid after completion of the Settlement Date.
  • (f) Applications will be made at the appropriate time to the FCA and the London Stock Exchange for the shares issued pursuant to the BOGG Share Consideration to be admitted to the same segment of the Official List as the BOGG Shares are then admitted to (given the impending regulatory changes to the segments) and to trading on the London Stock Exchange's main market for listed securities. The shares issued pursuant to the BOGG Share Consideration will be issued in registered form and will be capable of being held in certificated or uncertificated form.

3.4 Accelerated Put Events

(a) Upon the occurrence of certain events as agreed between the parties, including but not limited to, (i) a court-ordered winding up or liquidation of Ameriabank and/or BOGG; (ii) Ameriabank's capital adequacy ratio falling below 16.5% at any given time or the occurrence of a breach of tier 1 capital requirements or other prudential requirements applicable to JSC BOG; and (iii) any warranty or representation made by BOGG, JSC BOG or Ameriabank in the Acquisition Agreement or certain financing agreements having been or becoming false or misleading (the "Accelerated Put Event(s)"), EBRD shall have the right (the "Accelerated Put Option"), in its sole discretion, at any time upon the occurrence of an Accelerated Put Event (or from such time as EBRD became aware that the relevant Accelerated Put Event had occurred) and for a period of 90 days thereafter, to deliver to BOGG a Put Notice with respect the Option Shares.

In the event that EBRD exercises the Accelerated Put Option, BOGG shall pay to EBRD the Accelerated Put Price, on the relevant Settlement Date.

3.5 Board Representation

For so long as EBRD holds Option Shares, EBRD shall, subject to the consent of the CBA, have the right to appoint one person to act as an observer on the Ameriabank board of directors, subject to and in accordance with local law requirements ("EBRD Observer"). The EBRD Observer shall be free to share with EBRD all of the information received while observing meetings of the Ameriabank Board of Directors, subject to EBRD complying with its disclosure requirements under the Shareholders' (Put and Call Option) Agreement.

3.6 Operations and Governance

Until such time as BOGG acquires the Option Shares, the Shareholders' (Put and Call Option) Agreement provides that each of BOGG, JSC BOG and EBRD will procure that the business of Ameriabank is operated in the ordinary course, in relation to, among other things, trading activity, maintenance of insurance policies, performance of certain key contracts, maintenance of corporate governance, accounting and internal controls systems, compliance with applicable laws and maintenance of licences.

3.7 Governing Law and Arbitration

The Shareholders' (Put and Call Option) Agreement is governed by the laws of England. The parties have agreed to resolve all disputes arising out of the Shareholders' (Put and Call Option) Agreement under the UNCITRAL Arbitration Rules of the International Centre for Settlement of Investment Disputes (ICSID). There shall be one arbitrator and the appointing authority shall be LCIA (London Court of International Arbitration). The seat of arbitration shall be London, England.

Part IV

Historical Financial information of Ameriabank CJSC

Section A: Historical Financial Information of Ameriabank CJSC as at and for the Years Ended 31 December 2022, 2021 and 2020

This Part IV contains:

  • Section A, historical financial information of Ameriabank for the three years ended 31 December 2022;
  • Section B, the accountant's report prepared by Ernst & Young LLP on the historical financial information of Ameriabank for the three financial years ended 31 December 2022.

Unless otherwise indicated, the Historical Financial Information relating to Ameriabank in this Part IV has been prepared in accordance with UK adopted International Accounting Standards and using accounting policies consistent with those used to prepare the latest audited consolidated financial statements of the Group.

STATEMENT OF FINANCIAL POSITION

For the year ended 31 December

(Thousands of Georgian Lari)

Notes 2022 2021 2020
Assets
Cash and cash equivalents 5 904,501 1,754,800 1,470,185
Amounts due from credit institutions 6 847,817 279,077 334,921
Investment securities 7 1,505,846 348,185 321,422
Investment securities pledged under sale and
repurchase agreements
7 30,107 127,840 131,422
Loans to customers and finance lease receivables 8 5,039,427 4,338,646 4,368,210
Prepayments 39,043 42,307 37,821
Inventories 4,431 991 1,217
Right-of-use assets 9 72,343 71,956 66,755
Property and equipment 10 53,598 51,403 53,950
Intangible assets 11 28,776 17,241 13,412
Income tax assets 12 16,924 - 6,450
Other assets 13 33,851 34,754 35,171
Total assets 8,576,664 7,067,200 6,840,936
Liabilities
Client deposits and notes 15 5,375,764 3,871,500 3,756,620
Amounts owed to credit institutions 16 1,047,576 1,481,058 1,587,723
Debt securities issued 17 631,180 715,978 670,547
Lease liability 9 81,202 78,036 70,443
Accruals and deferred income 14 133,736 40,196 15,566
Income tax liabilities 12 77,434 7,212 16,372
Other liabilities 13 50,993 42,143 35,625
Total liabilities 7,397,885 6,236,123 6,152,896
Equity 19
Share capital 332,036 331,842 223,148
Share premium (5,933) (6,130) 101,871
Other reserves 98,208 48,112 29,916
Retained earnings 754,468 457,253 333,105
Total equity 1,178,779 831,077 688,040
Total liabilities and equity 8,576,664 7,067,200 6,840,936

STATEMENT OF COMPREHENSIVE INCOME

For the year ended 31 December

(Thousands of Georgian Lari)

Notes 2022 2021 2020
Interest income calculated using EIR method 550,734 450,033 412,383
Other interest income 25,459 16,603 9,653
Interest income 576,193 466,636 422,036
Interest expense (239,423) (208,845) (200,794)
Deposit insurance fees (5,599) (4,382) (4,011)
Net interest income 20 331,171 253,409 217,231
Fee and commission income 81,201 47,376 34,565
Fee and commission expense (36,568) (23,869) (17,311)
Net fee and commission income 21 44,633 23,507 17,254
Net foreign currency gain 253,617 44,158 39,020
Net other gains/(losses) 10,620 1,739 26,045
Operating income 640,041 322,813 299,550
Salaries and other employee benefits 23 (190,185) (85,066) (58,778)
Administrative expenses 23 (34,815) (25,158) (22,222)
Depreciation, amortisation and impairment 9, 10, 11 (25,535) (21,955) (19,697)
Other operating expenses (3,222) (4,165) (5,136)
Operating expenses (253,757) (136,344) (105,833)
Operating income before cost of risk 386,284 186,469 193,717
Expected credit loss on loans to customers 24 (12,836) (34,994) (119,090)
Expected credit loss on finance lease receivables 24 (1,090) (1,968) (1,933)
Other expected credit loss 24 (2,591) 3,667 (2,084)
Impairment charge on other assets and provisions 24 (1,388) (536) 525
Cost of risk (17,905) (33,831) (122,582)
Profit before income tax expense 368,379 152,638 71,135
Income tax expense 12 (71,164) (28,490) (13,880)
Profit for the year 297,215 124,148 57,255
Basic and diluted earnings per share 19 2.54 1.06 0.49

The accompanying Notes from note 1 to note 30 are an integral part of these financial statements.

STATEMENT OF COMPREHENSIVE INCOME

For the year ended 31 December

(Thousands of Georgian Lari)

2022 2021 2020
Profit for the year 297,215 124,148 57,255
Other comprehensive (loss)/income
Other comprehensive (loss)/income to be reclassified to profit or loss in
subsequent years, net of tax:
– Net change in fair value on investments in debt instruments
measured at fair value through other comprehensive income (FVOCI)
(10,414) (2,747) (2,805)
– Realised gain on financial assets measured at FVOCI
–Change in allowance for expected credit losses on investments in
(20) 558 (1,906)
debt instruments measured at FVOCI reclassified to the consolidated
income statement
385 (141) (77)
– Gain from currency translation differences 58,366 20,105 29,963
Income tax impact 1,779 421 861
Net other comprehensive (loss)/income to be reclassified to profit
or loss in subsequent years, net of tax
50,096 18,196 26,036
Total comprehensive income for the year 347,311 142,344 83,291

STATEMENT OF CHANGES IN EQUITY

For the year ended 31 December

(Thousands of Georgian Lari)

Sha re
ca pita l
Sha re
premium
Other
reserves
Reta ined
ea rnings
Tota l
equity
1 January 2020 222,896 101,516 3,880 275,850 604,142
Profit for the year - - - 57,255 57,255
Other comprehensive income for the year - - 26,036 - 26,036
Total comprehensive income for the year - - 26,036 57,255 83,291
Issue of share capital 252 355 - - 607
31 December 2020 223,148 101,871 29,916 333,105 688,040
Profit for the year - - - 124,148 124,148
Other comprehensive income for the year - - 18,196 - 18,196
Total comprehensive income for the year - - 18,196 124,148 142,344
Transfer of share capital 108,438 (108,438) - - -
Issue of share capital 256 437 - - 693
31 December 2021 331,842 (6,130) 48,112 457,253 831,077
Profit for the year - - - 297,215 297,215
Other comprehensive income for the year - - 50,096 - 50,096
Total comprehensive income for the year - - 50,096 297,215 347,311
Issue of share capital 194 197 - - 391
31 December 2022 332,036 (5,933) 98,208 754,468 1,178,779

The accompanying Notes from note 1 to note 30 are an integral part of these financial statements.

STATEMENT OF CASH FLOW

For the year ended 31 December

(Thousands of Georgian Lari)

Notes 2022 2021 2020
Cash flows from operating activities
Interest received 566,271 461,889 416,599
Interest paid (229,484) (205,121) (191,883)
Fees and commissions received 81,201 47,381 34,565
Fees and commissions paid (36,568) (23,869) (17,311)
Net cash inflow from real estate 1,975 381 1,794
Net realised gain from foreign currencies 280,683 48,900 38,932
Recoveries of loans to customers previously written off 8 29,180 19,139 8,936
Cash received from/(paid for) derivatives 8,566 3,381 2,370
Other income received 509 730 21,812
Salaries and other employee benefits paid (100,803) (61,075) (65,017)
General and administrative and operating expenses paid (38,672) (29,441) (30,416)
Cash flows from operating activities before changes
in operating assets and liabilities 562,858 262,295 220,381
Net (increase)/decrease in operating assets
Amounts due from credit institutions (545,776) 64,926 (3,829)
Loans to customers and finance lease receivables (1,034,329) (232,676) (493,637)
Prepayments and other assets (8,190) (5,318) (20,549)
Net increase/(decrease) in operating liabilities
Amounts due to credit institutions (301,031) (275) 219,348
Client deposits and notes 1,798,309 243,182 (173,401)
Other liabilities 35,759 20,330 (26,920)
Net cash flows from/(used in) operating activities before 507,600 352,464 (278,607)
income tax
Income tax paid (17,601) (31,032) (10,607)
Net cash flows from/(used in) operating activities 489,999 321,432 (289,214)
Cash flows from/(used in) investing activities
Net (purchases) sales of investment securities (1,078,209) (6,321) (118,250)
Purchase of property and equipment and intangible assets (27,901) (16,499) (12,568)
Net cash flows (used in) from investing activities (1,106,110) (22,820) (130,818)
Cash flows (used in) from financing activities
Proceeds from issue of share capital 391 693 607
Repayment of the debt securities issued (243,959) (638,664) (96,004)
Proceeds from debt securities issued 214,685 723,655 394,117
Cash payments for the principal portion of the lease liability (13,730) (13,370) (11,794)
Net cash (used in) from financing activities (42,613) 72,314 286,926
Effect of exchange rates changes on cash and cash equivalents (191,320) (86,157) 127,069
Effect of expected credit losses on cash and cash equivalents (255) (154) (34)
Net increase/(decrease) in cash and cash equivalents (850,299) 284,615 (6,071)
Cash and cash equivalents, beginning of the year 5 1,754,800 1,470,185 1,476,256
Cash and cash equivalents, end of the year 5 904,501 1,754,800 1,470,185

6

1. Basis of preparation

General

This historical financial information has been prepared for inclusion in the Circular for the purposes of assisting shareholders in their assessment of the financial position and performance of the Bank. The financial positions are included as at 31 December 2022, 31 December 2021, 31 December 2020 and the financial performance is presented for each of the three years ended 31 December 2022. The historical financial information has been prepared in accordance with UK-adopted International Accounting Standards ("UK-adopted IAS", "IAS" or "IFRS").

The historical financial information is prepared on the historical cost basis except for financial instruments at fair value through profit or loss (FVTPL), investment securities at fair value through other comprehensive income (FVOCI) stated at fair value, foreclosed assets and inventories stated at lower of cost and net realisable value.

This historical financial information does not constitute statutory accounts within the meaning of section 434 (3) of the Companies Act 2006. The basis of preparation describes how the historical financial information has been prepared in accordance with the Listing Rules. The historical financial information has been prepared in accordance with UKadopted IAS and using the accounting policies consistent with those used to prepare the latest audited consolidated financial statements of the Bank of Georgia Group plc.

The functional currency of the Bank is the Armenian Dram (AMD) as, being the official currency of the Republic of Armenia. The historical financial information has been presented in Georgian Lari (GEL), rounded to the nearest thousand.

GEL (Georgian Lari) is the presentation currency for the purposes of this historical financial information. Balance sheet items other than equity are translated to the presentation currency using exchange rates as at the relevant reporting date, while income statement and other comprehensive income items are translated at average exchange rates for the respective reporting year. As for equity items, due to the impracticability to use exchange rates from the origination of the respective balances, 1 January 2020 exchange rate was used as an opening exchange rate. The translation effect is recognized in other reserves. The official National Bank of Georgia (NBG) exchange rates as at 31 December 2022, 31 December 2021 and 31 December 2020 were:

GEL to AMD
31 December 2022 0.0069
31 December 2021 0.0064
31 December 2020 0.0063

Going concern

The Directors have, at the time of approving the historical financial information, a reasonable expectation that the Bank has adequate resources to continue in operational existence for the 12-month from the date the historical financial information is authorised for issue. In forming this view, the Directors have considered the Bank's business activities, objectives and strategy, principal risks, and uncertainties in achieving its objectives, and performance for a period of at least 12 months from the date of the approval of the historical financial information. The Directors considered the Bank's profit and capital forecasts and carried out stress test, incorporating extreme downside scenarios, which involved examining the level of disruption that may cause the Bank to fail. These were reviewed against the Bank's current and projected capital adequacy solvency, and liquidity positions.

The Directors consider the preparation of the historical financial information on a going concern basis to be appropriate due to the following key factors:

  • The regulatory capital is forecasted to remain above its minimum regulatory requirements with respect to CET1, Tier 1 and total capital ratios (including buffers) both, in basic and in stress test scenarios. In the stress scenario forecast capital on all three ratios is projected to marginally exceed the minimum requirements.
  • Liquidity Coverage Ratio (LCR) in the base case forecasts and stress test scenarios indicate that the LCR consistently exceeds the required minimum threshold of 100% throughout the forecast period.

As a result, the Directors have adopted the going concern basis of accounting in preparing the historical financial information. Furthermore, management is not aware of any material uncertainties that may cast significant doubt upon the Bank's ability to continue as a going concern for the foreseeable future.

2. Principal activities

Ameriabank CJSC (the Bank) was established on 8 December 1992 under the laws of the Republic of Armenia

The principal activities of the Bank are deposit taking and customer account maintenance, lending, issuing guarantees, cash and settlement operations and operations with securities and foreign exchange. The activities of the Bank are regulated by the Central Bank of Armenia (CBA). The Bank has a general banking license and is a member of the state deposit insurance system in the Republic of Armenia. The majority of the Bank's assets and liabilities are located in Armenia.

The Bank has 24 branches from which it conducts business throughout the Republic of Armenia. The registered address of the head office is 2 Vazgen Sargsyan Street, Yerevan 0010, Republic of Armenia.

The Bank's operations are primarily located in Armenia. Consequently, the Bank is exposed to the economic and financial markets of Armenia which display characteristics of an emerging market.

In February 2022, because of the military conflict between the Russian Federation and Ukraine, a number of countries imposed sanctions against the Russian Federation. The conflict affects not only the economic activity of the two-countries but the global economy as well. As a result of sanctions, commodity and food prices have risen in many countries around the world, the established links between supply of resources have been disrupted, inflation impacted prices for raw materials and services, and analysts also forecast economic implications for the global economy.

The Armenian economy has successfully resisted existing global turbulences and managed to register impressive macroeconomic indicators in 2022, mainly due to tourism, reallocation of number of companies into Armenia and significant increase of remittances. All the mentioned factors have resulted in 12.6% increase in GDP in 2022, which is significantly higher than it was anticipated at the beginning of the year. Per International Monetary Fund's (IMF) performance review, an economic rebound will continue. Government projects 7% growth for 2023. The government's 2021-2026 economic program seeks to advance an export-oriented and investment-driven growth model through a broadbased reform effort.

Standard & Poor's credit rating for Armenia stands at B+ with stable outlook dated 24 November 2022. Fitch credit rating for Armenia stands at B+, and was updated to positive outlook on 10 February 2023.

The financial statements reflect management's assessment of the impact of the Armenian business environment on the operations and financial position of the Bank. The future business environment may differ from management's assessment.

As at 31 December 2022, 2021 and 2020 the Bank's shareholding structure was as follows:

31 December 31 December 31 December
Shareholder 2022 2021 2020
Imast Group (CY) 48.87% 48.90% 48.95%
European Bank of Reconstruction and Development (EBRD) 17.73% 17.74% 17.76%
Asian Development Bank (ADB) 13.92% 13.93% 13.94%
ESPS Holding Limited 11.98% 11.92% 11.83%
Afeyan Foundation for Armenia Inc. 7.50% 7.51% 7.52%
Total 100.00% 100.00% 100.00%

3. Summary of significant accounting policies

The accounting policies set out below are applied consistently to all periods presented in this historical financial information.

Fair value measurement

The Bank measures financial instruments, such as trading and investment securities and derivatives at fair value at each balance sheet date. Also, fair values of financial instruments measured at amortised cost are disclosed in Note 26.

Fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The fair value measurement is based on the presumption that the transaction to sell the asset or transfer the liability takes place either:

  • in the principal market for the asset or liability; or
  • in the absence of a principal market, in the most advantageous market for the asset or liability.

The principal or the most advantageous market must be accessible by the Bank. The fair value of an asset or a liability is measured using the assumptions that market participants would use when pricing the asset or liability, assuming that market participants act in their economic best interest. A fair value measurement of a non-financial asset takes into account a market participant's ability to generate economic benefits by using the asset in its highest and best use or by selling it to another market participant that would use the asset in its highest and best use.

The Bank uses valuation techniques that are appropriate in the circumstances and for which sufficient data is available to measure fair value, maximising the use of relevant observable inputs and minimising the use of unobservable inputs.

All assets and liabilities for which fair value is measured or disclosed in the historical financial information are categorised within the fair value hierarchy, described as follows, based on the lowest level input that is significant to the fair value measurement as a whole:

Level 1 − Quoted (unadjusted) market prices in active markets for identical assets or liabilities.

Level 2 − Valuation techniques for which the lowest level input that is significant to the fair value measurement is directly or indirectly observable.

Level 3 − Valuation techniques for which the lowest level input that is significant to the fair value measurement is unobservable.

For assets and liabilities that are recognised in the historical financial information on a recurring basis, the Bank determines whether transfers have occurred between levels in the hierarchy by reassessing categorisation (based on the lowest level input that is significant to the fair value measurement as a whole) at the end of each reporting period.

Financial assets and liabilities

Classification and measurement for financial assets and liabilities

The Bank classifies all of its financial assets based on the business model for managing the assets and the asset's contractual terms, measured at either:

  • fair value through profit or loss (FVTPL);
  • fair value through other comprehensive income (FVOCI) with recycling to profit or loss upon disposal for debt instruments;
  • FVOCI without recycling to profit or loss for equity instruments; or
  • amortised cost.

Financial liabilities, other than loan commitments and financial guarantees, are measured at amortised cost or at FVTPL if they are held for trading.

Embedded derivatives are not separated from a host financial asset. Instead, financial assets are classified based on the business model and their contractual terms.

All derivative instruments are measured at FVTPL.

3. Summary of significant accounting policies (continued)

Measurement of financial instruments at initial recognition

When financial instruments are recognised initially, they are measured at fair value, adjusted, in the case of instruments not at FVTPL, for directly attributable fees and costs.

The best evidence of the fair value of a financial instrument at initial recognition is normally the transaction price. If the Bank determines that the fair value at initial recognition differs from the transaction price, then:

  • if the fair value is evidenced by a quoted price in an active market for an identical asset or liability (i.e., a Level 1 input) or based on a valuation technique that uses only data from observable markets, the Bank recognises the difference between the fair value at initial recognition and the transaction price as a gain or loss;
  • in all other cases, the initial measurement of the financial instrument is adjusted to defer the difference between the fair value at initial recognition and the transaction price. After initial recognition, the Bank recognises that deferred difference as a gain or loss only to the extent that it arises from a change in a factor (including time) that market participants would take into account when pricing the asset or liability.

Financial instruments measured at amortised cost

The Bank measures amounts due from credit institutions, loans to customers and other financial assets at amortised cost if both of the following conditions are met:

  • The financial asset is held within a business model with the objective to hold financial assets in order to collect contractual cash flows.
  • The contractual terms of the financial asset give rise on specified dates to cash flows that are solely payments of principal and interest (SPPI) on the principal amount outstanding.

The details of these conditions are outlined below.

Business model

The Bank determines its business model at the level that best reflects how it manages groups of financial assets to achieve its business objective. The business model is not assessed on an instrument by instrument basis, but at a higher level of aggregated portfolios per instrument type and is based on the following observable factors:

  • The risks that affect the performance of the business model (and the financial assets held within that business model) and, in particular, the way those risks are managed.
  • How managers of the business are compensated (for example, whether the compensation is based on the fair value of the assets managed or on the contractual cash flows collected).
  • How financial assets held within particular business model are evaluated and reported to key management personnel.

The expected frequency, value and timing of sales are also important aspects of the assessment. The business model assessment is based on reasonably expected scenarios without taking 'worst case' or 'stress case' scenarios into account. If cash flows after initial recognition are realised in a way that is different from the bank's original expectations, the Bank does not change the classification of the remaining financial assets held in that business model, but incorporates such information when assessing newly originated or newly purchased financial assets going forward.

There are three business models available under IFRS 9:

  • Hold to collect: It is intended to hold the asset to maturity to earn interest, collecting repayments of principal and interest form the counterparty.
  • Hold to collect and sell: This model is similar to the hold to collect model, except that the entity may elect to sell some or all of the assets before maturity as circumstances change or to hold the assets for liquidity purposes.
  • Other: All those models that do not meet the 'hold to collect' or 'hold to collect and sell' qualifying criteria.

Solely Payments of Principal and Interest (SPPI)

If a financial asset is held in either to a 'hold to collect', or a 'hold to collect and sell' business model, then the Bank assesses whether contractual cash flows are SPPI on the principal amount outstanding at initial recognition to determine the classification. The SPPI test is performed on an individual instrument basis.

Contractual cash flows that represent SPPI on the principal amount outstanding are consistent with basic lending arrangements. Interest is consideration for the time value of money and the credit risk associated with the principal amount outstanding during a particular period of time. It can also include consideration for other basic lending risks (e.g. liquidity risk) and costs (e.g. administrative costs) associated with holding the financial asset for a particular period of time, and a profit margin that is consistent with a basic lending arrangement.

In assessing whether the contractual cash flows are SPPI, the Bank considers whether the contractual terms of the financial asset contain a term that could change the timing or amount of contractual cash flows arising over the life of the instrument which could affect whether the instrument is considered to meet the SPPI test.

If the SPPI test is failed, such financial assets are measured at FVTPL with interest earned recognised in other interest income.

The Bank holds a portfolio of long-term fixed rate loans for which the Bank has the option to revise the interest rate following the change of key rate set by the CBA. The borrowers have an option to either accept the revised rate or redeem the loan at par without penalty. The Bank has determined that the contractual cash flows of these loans are solely payments of principal and interest because the option varies the interest rate in a way that is consideration for the time value of money, credit risk, other basic lending risks and costs associated with the principal amount outstanding. Instead, the Bank considers these loans as in essence floating rate loans (Note 3).

Debt instruments at FVOCI

The Bank measures debt investment securities at FVOCI when both of the following categories are met:

  • The instrument is held within a business model, the objective of which is achieved by both collecting contractual
  • cash flows, selling financial assets and holding such financial instruments for liquidity management purposes.
  • The contractual terms of the financial asset meet the SPPI test.

FVOCI debt investment securities are subsequently measured at fair value with gains and losses arising due to changes in fair value recognised in OCI. Interest income and foreign exchange gains and losses are recognised in profit or loss in the same manner as for financial assets measured at amortised cost. On derecognition, cumulative gains or losses previously recognised in OCI are reclassified from OCI to profit or loss.

Equity instruments at FVOCI – option

Upon initial recognition, the Bank may elect to classify irrevocably its equity instruments as equity instruments at FVOCI when they meet the definition of equity under IAS 32 Financial Instruments: Presentation and are not held for trading. Such classification is determined on an instrument by instrument basis.

Gains and losses on these equity instruments are never recycled to profit or loss. Dividends received are recognised in profit or loss. Equity instruments at FVOCI are not subject to impairment assessment.

Financial assets at FVTPL

Groups of financial assets for which the business model is other than 'hold to collect' and 'hold to collect and sell' are measured at FVTPL.

3. Summary of significant accounting policies (continued)

Derivatives recorded at FVTPL

The Bank enters into derivative transactions with various counterparties. These include interest rate swaps, forwards and other similar instruments. Derivatives are recorded at fair value and carried as assets when their fair value is positive and as liabilities when their fair value is negative. Net changes in the fair value of derivatives are included in net other gain / (losses) from financial instruments measured at FVTPL, excluding gain/loss on foreign exchange derivatives which are presented in net foreign currency gain.

Financial guarantees, letter of credits and other financial commitments

The Bank enters into the financial guarantee contacts whereby it's required to make specified payments to reimburse the holder for a loss it incurs because a specified debtor fails to make payment when due. Financial guarantees, letter of credits and other financial commitments are initially recognised in the financial statements at fair value, being the premium received. Subsequent to initial recognition, the Bank's liability under each guarantee is measured at the higher of the amount initially recognised, less cumulative amortisation recognised in the income statement and an expected credit loss (ECL) provision.

Non-financial guarantees

The Bank enters into non-financial guarantee contracts whereby it's required to compensate to the holder in case another party fails to meet its contractual obligations. Non-financial guarantees are initially recognised in the financial statements at fair value, being the premium received, amortised on a straight-line basis over the life of the contract. Subsequent to initial recognition the Bank's liability under non-financial guarantee is measured at the amount that represents the best estimate of the expenditure required to settle the present obligation. The estimate takes into account the probability of another party defaulting on its obligations as well as available collateral under the guarantee contracts and is recognised in the income statement as part of other expected credit loss and provision for performance guarantees.

Cash and cash equivalents

Cash and cash equivalents include notes and coins on hand, balances held with the CBA, including obligatory reserves denominated in AMD and amounts due from credit institutions that mature within 90 days of the date of origination, and are free from contractual encumbrances and readily convertible to known amounts of cash. Cash and cash equivalents are carried at amortised cost in the statement of financial position.

Borrowings

Issued financial instruments or their components are classified as liabilities, where the substance of the contractual arrangement results in the Bank having an obligation either to deliver cash or another financial asset to the holder, or to satisfy the obligation other than by the exchange of a fixed amount of cash or another financial asset for a fixed number of own equity instruments. Such instruments include amounts due to credit institutions and amounts due to customers (including promissory notes issued). These are initially recognised at the fair value of the consideration received less directly attributable transaction costs. After initial recognition, borrowings are subsequently measured at amortised cost, using the effective interest rate (EIR) method. Gains and losses are recognised in the income statement when the borrowings are derecognised as well as through the amortisation process.

If the Bank purchases its own debt, it is removed from the statement of financial position and the difference between the carrying amount of the liability and the consideration paid is recognised in the income statement.

Subordinated debt

Subordinated debt represents long-term funds attracted by the Bank on the international financial markets or domestic market. The holders of subordinated debt would be subordinate to all other creditors to receive repayment of debt in case of the Bank's liquidation. Subordinated debt is carried at amortised cost.

Leases

The Bank as a lessee

At inception of a contract, the Bank assesses whether a contract is, or contains, a lease. A contract is, or contains, a lease if the contract conveys the right to control the use of an identified asset for a period of time in exchange for consideration. The Bank considers the commencement date of the lease the date on which the lessor makes an underlying asset available for use to the Bank.

The Banks main leasing activities include the leases of the leases of service centres. A non-cancellable lease period is up to ten years. Lease payments are fixed in most cases. The contacts do not generally carry extension or termination options for the lease term and do not impose any covenants.

Recognition of right-of-use asset and lease liability

The Bank recognises a right-of-use asset and a lease liability at the lease commencement date. The right-of-use asset is initially measured at cost, which comprises the initial amount of the lease liability adjusted for any lease payments made at or before the commencement date, plus any initial direct costs incurred and an estimated dismantling costs, if any. The right-of-use asset is subsequently depreciated using the straight-line method over the lease term.

The lease liability is initially measured at the present value of the future lease payments excluding payments for VAT, discounted using the interest rate implicit in the lease or, if that rate cannot be readily determined, the Bank's incremental borrowing rate. Generally, the Bank uses its incremental borrowing rate as the discount rate.

The Bank determines its incremental borrowing rate by obtaining interest rates from various external financing sources and makes certain adjustments to reflect the terms of the lease and type of the asset leased.

Recognition exemptions

The Bank applies the recognition exemptions on lease contracts for which the lease term ends within 12 months as of the date of initial application, and lease contracts for which the underlying asset is of low value. The Bank recognises the lease payments associated with these leases as an expense on a straight-line basis over the lease term.

Modifications of lease contracts

If the lease contract is modified by either changing the scope of the lease, or the consideration for a lease that was not part of the original terms and conditions of the lease, the Bank determines whether the modification results in:

  • a separate lease; or
  • a change in the accounting for the existing lease.

For the lease modifications that are not accounted as separate leases, the Bank re-measures the lease liability either by recognising gain or loss relating to the partial or full termination of the lease or through adjusting respective right-of-use asset.

The Bank as a lessor

At the inception of the lease, the Bank classifies each of its leases as either an operating lease or a finance lease.

Finance lease

Leases that transfer substantially all the risks and benefits incidental to ownership of the lease item to the lessee are classified as finance leases. All other leases are classified as operating leases. The Bank recognises finance lease receivables in the statement of financial position at a value equal to the net investment in the lease, starting from the date of commencement of the lease term. In calculating the present value of the minimum lease payments, the discount factor used is the interest rate implicit in the lease. Initial direct costs are included in the initial measurement of the finance lease receivables. Lease payments received are apportioned between the finance income and the reduction of the outstanding lease receivable. Finance income is based on a pattern reflecting a constant periodic rate of return on the net investment outstanding.

Operating lease

The Bank presents assets subject to operating leases in the statement of financial position according to the nature of the asset. Lease income from operating leases is recognised in the income statement on a straight-line basis over the lease term as net other income. Initial direct costs incurred specifically to earn revenues from an operating lease are added to the carrying amount of the leased asset.

Impairment of financial assets

The Bank recognises loss allowances for expected credit losses (ECL) on the following financial instruments that are not measured at FVTPL:

  • financial assets that are debt instruments;
  • net investments in finance leases;
  • financial guarantee contracts issued; and
  • loan commitments issued.

Equity instruments are not subject to impairment under IFRS 9.

The Bank measures loss allowances at an amount equal to lifetime ECL, except for financial instruments (other than net investments in finance leases) on which credit risk has not increased significantly since their initial recognition, for which they are measured as 12-month ECL.

12-month ECL are the portion of ECL that result from default events on a financial instrument that are possible within the 12 months after the reporting date. Financial instruments for which a 12-month ECL is recognised are referred to as 'Stage 1' financial instruments. Significant increase in credit risk accounting policy is presented in note 4

Lifetime ECLs are the ECLs that result from all possible default events over the expected life of the financial instrument. Financial instruments for which a lifetime ECL is recognised are referred to as 'Stage 2' financial instruments (if the credit risk has increased significantly since initial recognition, but the financial instruments are not credit-impaired) and 'Stage 3' financial instruments (if the financial instruments are credit-impaired).

Measurement of ECL

ECL are a probability-weighted estimate of credit losses. They are measured as follows:

  • financial assets that are not credit-impaired at the reporting date: as the present value of all cash shortfalls (i.e. the difference between the cash flows due to the entity in accordance with the contract and the cash flows that the Bank expects to receive);
  • financial assets that are credit-impaired at the reporting date: as the difference between the gross carrying amount and the present value of estimated future cash flows;
  • undrawn loan commitments: as the present value of the difference between the contractual cash flows that are due to the Bank if the commitment is drawn down and the cash flows that the Bank expects to receive; and
  • financial guarantee contracts: the present value of expected payments to reimburse the holder less any amounts that the Bank expects to recover.

3. Summary of significant accounting policies (continued)

Restructured financial assets

If the terms of a financial asset are renegotiated or modified or an existing financial asset is replaced with a new one due to financial difficulties of the borrower, then an assessment is made of whether the financial asset should be derecognised (see Note 3) and ECL are measured as follows.

  • If the expected restructuring will not result in derecognition of the existing asset, then the expected cash flows arising from the modified financial asset are included in calculating the cash shortfalls from the existing asset (see Note 4).
  • If the expected restructuring will result in derecognition of the existing asset, then the expected fair value of the new asset is treated as the final cash flow from the existing financial asset at the time of its derecognition. This amount is included in calculating the cash shortfalls from the existing financial asset that are discounted from the expected date of derecognition to the reporting date using the original effective interest rate of the existing financial asset.

Credit-impaired financial assets

At each reporting date, the Bank assesses whether financial assets carried at amortised cost and debt financial assets carried at FVOCI, and net investments in finance leases are credit-impaired. A financial asset is 'credit-impaired' when one or more events that have a detrimental impact on the estimated future cash flows of the financial asset have occurred.

Evidence that a financial asset is credit-impaired includes the following observable data:

  • significant financial difficulty of the borrower or issuer;
  • a breach of contract such as a default or past due event;
  • the restructuring of a loan or advance by the Bank on terms that the Bank would not consider otherwise;
  • it is becoming probable that the borrower will enter bankruptcy or other financial reorganisation; or
  • the disappearance of an active market for a security because of financial difficulties.

A loan that has been renegotiated due to a deterioration in the borrower's condition is usually considered to be creditimpaired unless there is evidence that the risk of not receiving contractual cash flows has reduced significantly and there are no other indicators of impairment. In addition, a retail loan that is overdue for 90 days or more is considered creditimpaired.

In making an assessment of whether an investment in sovereign debt is credit-impaired, the Bank considers the following factors:

  • The market's assessment of creditworthiness as reflected in the bond yields.
  • The rating agencies' assessments of creditworthiness.
  • The country's ability to access the capital markets for new debt issuance.
  • The probability of debt being restructured, resulting in holders suffering losses through voluntary or mandatory debt forgiveness.
  • The international support mechanisms in place to provide the necessary support as 'lender of last resort' to that country, as well as the intention, reflected in public statements, of governments and agencies to use those mechanisms. This includes an assessment of the depth of those mechanisms and, irrespective of the political intent, whether there is the capacity to fulfil the required criteria.

3. Summary of significant accounting policies (continued)

Derecognition of financial assets and liabilities

Derecognition of financial assets

A financial asset (or, where applicable, a part of a financial asset or part of a group of similar financial assets) is derecognised where:

• the rights to receive cash flows from the asset have expired; or

• the Bank has transferred its rights to receive cash flows from the asset, or retained the right to receive cash flows from the asset, but has assumed an obligation to pay them in full without material delay to a third party under a 'passthrough' arrangement; and

• the Bank either (a) has transferred substantially all the risks and rewards of the asset, or (b) has neither transferred nor retained substantially all the risks and rewards of the asset, but has transferred control of the asset.

Where the Bank has transferred its rights to receive cash flows from an asset and has neither transferred nor retained substantially all the risks and rewards of the asset nor transferred control of the asset, the asset is recognised to the extent of the Bank's continuing involvement in the asset. Continuing involvement that takes the form of a guarantee over the transferred asset is measured at the lower of the original carrying amount of the asset and the maximum amount of consideration that the Bank could be required to repay.

Derecognition and modification of financial assets

The Bank sometimes renegotiates or otherwise modifies the contractual cash flows of financial assets. When this happens, the Bank assesses whether or not the new terms are substantially different to the original terms, based on qualitative and quantitative criteria. The Bank derecognises a financial asset, such as a loan to a customer, when the terms and conditions have been renegotiated to the extent that, substantially, it becomes a new loan, except in cases when renegotiation of contractual terms happens due to financial difficulties of the borrower. Once the financial asset is derecognised, the difference between the asset's new and derecognized balance is recognised as a derecognition gain or loss, to the extent that an impairment loss has not already been recorded. The newly recognised loans are classified as Stage 1 for ECL measurement purposes, unless the new loan is deemed to be purchased or originated credit-impaired (POCI).

The Bank applies derecognition of the financial asset if any of the following criteria are met:

  • Change in currency of the loan.
  • Change in interest rate type.
  • Introduction of an equity feature.
  • Change in counterparty.
  • If the modification is such that the instrument would no longer meet the SPPI criterion.

If the terms are not substantially different, or the renegotiation is due to the financial difficulties of the borrower, such renegotiation or modification does not result in derecognition, and the Bank recalculates the gross carrying amount based on the revised cash flows of the financial asset and recognises a modification gain or loss in interest income. The new gross carrying amount is calculated by discounting the modified cash flows at the original EIR.

Derecognition of financial liabilities

A financial liability is derecognised when the obligation under the liability is discharged, cancelled or expires.

Where an existing financial liability is replaced by another from the same lender on substantially different terms, or the terms of an existing liability are substantially modified, such an exchange or modification is treated as a derecognition of the original liability and the recognition of a new liability, and the difference in the respective carrying amounts is recognised in the income statement.

Foreclosed assets

Foreclosed assets is valued at the lower of cost and net realisable value. Net realisable value is the estimated selling price in the ordinary course of business, less estimated costs of completion and the estimated costs necessary to make the sale.

Majority of the Bank's foreclosed assets consists of the real estate assets repossessed during recovery of defaulted loans. Such assets are specific and not ordinarily interchangeable, respectively the Bank applies specific identification of their individual costs.

Taxation

The current income tax expense is calculated in accordance with the regulations in force in the Republic of Armenia.

Deferred tax assets and liabilities are calculated in respect of temporary differences using the liability method. Deferred income taxes are provided for all temporary differences arising between the tax bases of assets and liabilities and their carrying values for financial reporting purposes, except where the deferred income tax arises from the initial recognition of goodwill or of an asset or liability in a transaction that is not a business combination and, at the time of the transaction, affects neither the accounting profit nor taxable profit or loss.

A deferred tax asset is recorded only to the extent that it is probable that taxable profit will be available against which the deductible temporary differences can be utilised. Deferred tax assets and liabilities are measured at tax rates that are expected to apply to the period when the asset is realised or the liability is settled, based on tax rates that have been enacted or substantively enacted at the reporting date.

Deferred tax liabilities are provided on temporary differences arising on investments in subsidiaries, associates and joint ventures, except where the timing of the reversal of the temporary difference can be controlled and it is probable that the temporary difference will not reverse in the foreseeable future.

Uncertain tax positions

The Bank reassesses uncertain tax positions at the end of each reporting period. The assessment is based on the interpretation of the tax laws that have been enacted or substantively enacted by the end of reporting period and any known court or other rulings on such issues. Liabilities are recorded for income tax positions that are determined as more likely than not to result in additional tax levied if the positions were to be challenged by the tax authorities. Liabilities for penalties, interest and taxes other than on income are recognised based on the best estimate of the expenditure required to settle the obligations at the end of the reporting period.

The Group do not currently consider that assumptions or judgements made in assessing tax liabilities have a significant risk of resulting in a material adjustment within the next financial year

Property and equipment

Property and equipment is carried at cost less accumulated depreciation and any accumulated impairment in value. Such cost includes the cost of replacing part of the equipment when that cost is incurred if the recognition criteria are met.

The carrying values of property and equipment are reviewed for impairment when events or changes in circumstances indicate that the carrying value may not be recoverable.

Depreciation of an asset commences from the date the asset is ready and available for use. Depreciation is calculated on a straight-line basis over the following estimated useful lives:

Furniture and fixtures 5 to 10 years
Computers and equipment 5 to 10 years
Motor vehicles 7 years
Leasehold improvements 5 to 20 years

The assets' residual values, useful lives and methods are reviewed, and adjusted as appropriate, at each financial year-end. Assets under construction are stated at cost and are not depreciat4ed until the time they are available for use and reclassified to their respective group of property, plant, and equipment.

Costs related to repairs and renewals are charged when incurred and included in other operating expenses, unless they qualify for capitalisation.

Intangible assets

The Bank's intangible assets include software and licences.

Intangible assets acquired separately are measured on initial recognition at cost. The cost of intangible assets acquired in a business combination is measured at fair value as at the date of acquisition. Following initial recognition, intangible assets are carried at cost less any accumulated amortisation and any accumulated impairment losses.

Acquired computer software licenses are capitalised on the basis of the costs incurred to acquire and bring to use the specific software. Amortisation is charged to profit or loss on a straight-line basis over the estimated useful lives of intangible assets. The estimated useful lives range from 1 to 10 years.

Costs associated with maintaining computer software programmes are recorded as an expense as incurred. Software development costs (relating to the design and testing of new or substantially improved software) are recognised as intangible assets only when the Bank can demonstrate the technical feasibility of completing the software so that it will be available for use or sale, its intention to complete the asset, and its ability to use or sell the asset, how the asset will generate future economic benefits, the availability of resources to complete the asset and the ability to measure reliably the expenditure during the development. Other research and software development costs are recognised as an expense as incurred.

Provisions

Provisions are recognised when the Bank has a present legal or constructive obligation as a result of past events, and it is probable that an outflow of resources embodying economic benefits will be required to settle the obligation and a reliable estimate of the amount of obligation can be made. If the effect is material, provisions are determined by discounting the expected future cash flows at a pre-tax rate that reflects current market assessments of the time value of money and, where appropriate, the risks specific to the liability.

Repurchase and reverse repurchase agreements

Securities sold under sale and repurchase (repo) agreements are accounted for as secured financing transactions, with the securities retained in the statement of financial position and the counterparty liability included in amounts payable under repo transactions. The difference between the sale and repurchase prices represents interest expense and is recognised in profit or loss over the term of the repo agreement using the effective interest method. If the counterparty has the right to sell or pledge securities subject to the agreement, the Bank reclassifies them on its statement of financial position as Investment Securities pledged under sale and repurchase agreements.

Securities purchased under agreements to resell (reverse repo) are recorded as amounts receivable under reverse repo transactions. The difference between the purchase and resale prices represents interest income and is recognised in profit or loss over the term of the repo agreement using the effective interest method.

If assets purchased under an agreement to resell are sold to third parties, the obligation to return securities is recorded as a trading liability and measured at fair value.

Equity

Share capital

Ordinary shares are classified as equity. Incremental costs directly attributable to the issue of ordinary shares and share options are recognised as a deduction from equity, net of any tax effects.

Share premium

Any amount paid in excess of par value of shares issued is recognised as a share premium.

Dividends

Dividends are recognised as liabilities and deducted from equity at the reporting date only if they are declared before or on the reporting date and do not require further approval. Dividends are disclosed when they are proposed before the reporting date or proposed or declared after the reporting date but before the financial statements are authorised for issue. All expenses associated with dividend distribution are added to dividend amount and recorded directly through equity.

Contingencies

A contingent liability is a possible obligation that arises from past events and whose existence will be confirmed only by the occurrence or non-occurrence of one or more uncertain future events not wholly within the control of the entity or a present obligation where an outflow of the economic resources is either not expected to occur or cannot be measured reliably.

Contingent liabilities are not recognised in the consolidated statement of financial position but are disclosed, unless the possibility of any outflow in settlement is remote. A contingent asset is not recognised in the consolidated statement of financial position but disclosed when an inflow of economic benefits is probable.

Income and expense recognition

Revenue is recognised to the extent that it is probable that the economic benefits will flow to the Group and the revenue can be reliably measured. The following specific recognition criteria must also be met before revenue and expense are recognised:

Interest and similar income and expense

For all financial instruments measured at amortised cost and interest-bearing securities, interest income or expense is recorded at the EIR, which is the rate that exactly discounts estimated future cash payments or receipts through the expected life of the financial instrument or a shorter period, where appropriate, to the net carrying amount of the financial asset or financial liability.

The calculation takes into account all contractual terms of the financial instrument (for example, prepayment options) and includes any fees or incremental costs that are directly attributable to the instrument and are an integral part of the EIR, but not future credit losses. The carrying amount of the financial asset or financial liability is adjusted if the bank revises its estimates of payments or receipts.

The adjusted carrying amount is calculated based on the original EIR and the change in carrying amount is recorded as interest income or expense.

For financial instruments in Stage 1 and Stage 2, the bank calculates interest income by applying the EIR to the gross carrying amount. Interest income for financial assets in Stage 3 is calculated by applying the EIR to the amortised cost (i.e. the gross carrying amount less credit loss allowance). The bank presents interest revenue calculated using the EIR method separately in the income statement.

Fees and commission income

The Bank earns fee and commission income from a diverse range of services it provides to its customers. Fee and commission income are recognised when the Bank satisfies a performance obligation. Fee income can be divided into the following categories:

Fee income earned from services that are provided over a certain period of time

Fees earned for the provision of services over a period of time are accrued over that period. These fees include commission incomes and asset management, custody, package services and other management and advisory fees. Loan commitment fees for loans that are likely to be drawn-down and other credit-related fees are deferred (together with any incremental costs), and recognised as an adjustment to the EIR on the loan.

Performance obligations satisfied at a point in time

Fees and commissions earned from providing transaction-type services such as settlement, brokerage, cash and currency conversion operations are recognised when the service has been completed, provided such fees and commissions are not subject to refund or another contingency beyond the control of the Bank.

3. Summary of significant accounting policies (continued)

Functional, reporting currencies and foreign currency translation

The functional currency of the Bank is the Armenian Dram (AMD) as, being the national currency of the Republic of Armenia, it reflects the economic substance of most of underlying events and circumstances relevant to the Bank.

Transactions in foreign currencies are initially recorded in the functional currency, converted at the rate of exchange ruling at the date of the transaction. Monetary assets and liabilities denominated in foreign currencies are retranslated into functional currency at the functional currency rate of exchange ruling at the reporting date.

Gains and losses resulting from the translation of foreign currency transactions are recognised in the income statement as gains less losses from foreign currencies – translation differences. Non-monetary items that are measured in terms of historical cost in a foreign currency are translated using the exchange rates as at the dates of the initial transactions. Nonmonetary items measured at fair value in a foreign currency are translated using the exchange rates at the date when the fair value was determined. When a gain or loss on a non-monetary item is recognised in other comprehensive income, any exchange component of that gain or loss is recognised in other comprehensive income. Conversely, when a gain or loss on a non-monetary item is recognised in profit or loss, any exchange component of that gain or loss is recognised in the income statement.

Adoption of new or revised standards and interpretations

The Bank has not early adopted any new standards, interpretations or amendments that have been issued but are not yet effective for these financial statements.

Certain amendments and interpretations apply for the first time in 2022, but do not have significant impact on the Bank's historical financial information and accounting policies.

Interest rate benchmark reform

Overview

A fundamental reform of major interest rate benchmarks is being undertaken globally, including the replacement of some interbank offered rates (IBORs) with alternative nearly risk-free rates (referred to as 'IBOR reform'). The Bank has exposures to IBORs on its financial instruments that are being reformed as part of these market-wide initiatives.

The main risks to which the Bank has been exposed as a result of IBOR reform are operational. For example, the renegotiation of loan contracts through bilateral negotiation with customers, updating of contractual terms, updating of systems that use IBOR curves and revision of operational controls related to the reform and regulatory risks. Financial risk is predominantly limited to interest rate risk.

The Financial and Operational department monitors and manages the Bank's transition to alternative rates. The Financial and Operational department together with profit centres evaluates the extent to which loans advanced, loan commitments, liabilities and derivatives reference IBOR cash flows, whether such contracts need to be amended as a result of IBOR reform and how to manage communication about IBOR reform with counterparties. The Financial and Operational department reports to the Management Board and collaborates with other business functions as needed. It provides periodic reports to ALCO to support the management of interest rate risk.

For contracts indexed to an IBOR that mature after the expected cessation of the IBOR rate, the Bank has established policies to amend the contractual terms. These amendments include the addition of fallback clauses or replacement of the IBOR rate with an alternative benchmark rate if such amendment is allowed by local legislation.

The Bank approved a policy requiring that, with effect from 1 February 2022, all newly originated floating-rate loans are linked to term SOFR rates published by CME for USD loans and EURIBOR for EUR loans.

The Bank monitors the progress of transition from IBORs to new benchmark rates by reviewing the total amounts of contracts that have yet to transition to an alternative benchmark rate and the amounts of such contracts that include an appropriate fallback clause. The Bank considers that a contract is not yet transitioned to an alternative benchmark rate (and referred to as an 'unreformed contract') when interest under the contract is indexed to a benchmark rate that is still subject to IBOR reform, even if it includes a fallback clause that deals with the cessation of the existing IBOR.

As at 31 December 2021, the IBOR reform in respect of currencies to which the Bank has exposure has been largely completed. The table below sets out the IBOR rates that the Bank had exposure to, the new benchmark rates to which these exposures have or are being transitioned, and the status of the transition.

Currency Benchmark before reform Benchmark after reform Status as at 31 December
2021
USD USD LIBOR SOFR Completed
EUR EUR LIBOR EURIBOR reformed Completed

Amendments effective from 1 January 2022

IAS 37 Provisions, Contingent Liabilities and Contingent Assets

In May 2020, the IASB issued amendments to IAS 37 Provisions, Contingent Liabilities and Contingent Assets to clarify what costs an entity considers in assessing whether a contract is onerous. The amendments specify that the 'cost of fulfilling' a contract comprises the 'costs that relate directly to the contract'. Costs that relate directly to a contract can either be incremental costs of fulfilling that contract or an allocation of other costs that relate directly to fulfilling contracts. General and administrative costs do not relate directly to a contract and are excluded unless they are explicitly chargeable to the counterparty under the contract.

The amendment had no material impact on the Bank's historical financial information.

IFRS 9 Financial Instruments – Fees in the '10 per cent' test for derecognition of financial liabilities

As part of its 2018-2020 Annual Improvements to IFRS standards process, the IASB issued an amendment to IFRS 9. The amendment clarifies the fees that an entity includes when assessing whether the terms of a new or modified financial liability are substantially different from the terms of the original financial liability. These fees include only those paid or received between the borrower and the lender, including fees paid or received by either the borrower or lender on the other's behalf. An entity applies the amendment to financial liabilities that are modified or exchanged on or after the beginning of the annual reporting period in which the entity first applies the amendment.

The amendment had no material impact on the Bank's historical financial information.

Amendments to IFRS 3, Business combinations updates a reference in IFRS 3 to the Conceptual Framework for Financial Reporting without changing the accounting requirements for business combinations. The amendment had no material impact on the Bank's financial statements.

Amendments to IAS 16, 'Property, plant and equipment' prohibits a company from deducting from the cost of property, plant and equipment amounts received from selling items produced while the company is preparing the asset for its intended use. Instead, a company will recognise such sales proceeds and related cost in profit or loss. The amendment had no material impact on the Bank's historical financial infomration.

Amendments to IFRS 1, 'First-time Adoption of International Financial Reporting Standards' - Subsidiary as a first-time adopter

The amendment permits a subsidiary that elects to apply paragraph D16(a) of IFRS 1 to measure cumulative translation differences using the amounts reported in the parent's financial statements, based on the parent's date of transition to IFRS, if no adjustments were made for consolidation procedures and for the effects of the business combination in which the parent acquired the subsidiary. This amendment is also applied to an associate or joint venture that elects to apply paragraph D16 (a) of IFRS 1. The amendment had no material impact on the Bank's historical financial information.

The amendment did not have any material effect of the Bank's historical financial information.

3. Summary of significant accounting policies (continued)

New and amended standards and interpretations effective from 1 January 2023

The following standards are effective for annual periods beginning after 1 January 2023 and earlier application is permitted; however, Ameriabank has not early-adopted the amended standards, as listed below, in preparing the Historical Financial Information. Ameriabank intends to adopt these IFRS standards at the date when the IFRS becomes effective.

IFRS 17 Insurance Contracts

IFRS 17 Insurance Contracts is a comprehensive new accounting standard for insurance contracts covering recognition and measurement, presentation and disclosure. IFRS 17 replaces IFRS 4 Insurance Contracts. IFRS 17 applies to all types of insurance contracts (i.e., life, non-life, direct insurance and re-insurance), regardless of the type of entities that issue them as well as to certain guarantees and financial instruments with discretionary participation features; a few scope exceptions will apply. The overall objective of IFRS 17 is to provide a comprehensive accounting model for insurance contracts that is more useful and consistent for insurers, covering all relevant accounting aspects. IFRS 17 is based on a general model, supplemented by:

  • A specific adaptation for contracts with direct participation features (the variable fee approach)
  • A simplified approach (the premium allocation approach) mainly for short-duration contracts

The new standard is not expected to have any material impact on the Bank's financial statements.

Definition of Accounting Estimates - Amendments to IAS 8

The amendments to IAS 8 clarify the distinction between changes in accounting estimates, changes in accounting policies and the correction of errors. They also clarify how entities use measurement techniques and inputs to develop accounting estimates. The new standard is not expected to have any material impact on the Bank's financial statements.

Disclosure of Accounting Policies - Amendments to IAS 1 and IFRS Practice Statement 2

The amendments to IAS 1 and IFRS Practice Statement 2 Making Materiality Judgements provide guidance and examples to help entities apply materiality judgements to accounting policy disclosures. The amendments aim to help entities provide accounting policy disclosures that are more useful by replacing the requirement for entities to disclose their 'significant' accounting policies with a requirement to disclose their 'material' accounting policies and adding guidance on how entities apply the concept of materiality in making decisions about accounting policy disclosures. The Bank is in the process of assessing the impact of the amendments on the disclosures of its accounting policies. No impact on the measurement, recognition or presentation of any items in the Bank's financial statements is expected.

Deferred Tax related to Assets and Liabilities arising from a Single Transaction – Amendments to IAS 12

The amendments to IAS 12 Income Tax narrow the scope of the initial recognition exception, so that it no longer applies to transactions that give rise to equal taxable and deductible temporary differences such as leases and decommissioning liabilities. The new standard is not expected to have any material impact on the Bank's financial statements.

International Tax Reform—Pillar Two Model Rules – Amendments to IAS 12

The amendments to IAS 12 have been introduced in response to the OECD's BEPS Pillar Two rules and include:

  • A mandatory temporary exception to the recognition and disclosure of deferred taxes arising from the jurisdictional implementation of the Pillar Two model rules; and
  • Disclosure requirements for affected entities to help users of the financial statements better understand an entity's exposure to Pillar Two income taxes arising from that legislation, particularly before its effective date.

The mandatory temporary exception – the use of which is required to be disclosed – applies immediately. The remaining disclosure requirements apply for annual reporting periods beginning on or after 1 January 2023, but not for any interim periods ending on or before 31 December 2023. The amendments are not expected to have any impact on the Bank's financial statements as the Bank is not in scope of the Pillar Two model rules as its revenue is less that EUR 750 million/year.

3. Summary of significant accounting policies (continued)

IFRS S1 General Requirements for Disclosure of Sustainability-related Financial Information

IFRS S1 sets out overall requirements for sustainability-related financial disclosures with the objective to require an entity to disclose information about its sustainability-related risks and opportunities that is useful to primary users of generalpurpose financial reports in making decisions relating to providing resources to the entity. An entity is required to apply IFRS S1 for annual reporting periods beginning on or after 1 January 2024. In the first annual reporting period in which an entity applies IFRS S1, the entity is permitted to disclose information on only climate-related risks and opportunities (in accordance with IFRS S2) and consequently apply the requirements in IFRS S1 only insofar as they relate to the disclosure of climate-related financial information.

The standard is not yet endorsed by the United Kingdom. The Bank is assessing the impact of the new standard on its financial statements.

IFRS S2 — Climate-related Disclosures

IFRS S2 sets out the requirements for identifying, measuring and disclosing information about climate-related risks and opportunities that is useful to primary users of general purpose financial reports in making decisions relating to providing resources to the entity. An entity is required to apply IFRS S2 for annual reporting periods beginning on or after 1 January 2024.

The standard is not yet endorsed by the United Kingdom. The Bank is assessing the impact of the new standard on its financial statements.

4. Significant accounting judgements and estimates

Allowance for financial assets

From 1 January 2018, the Bank calculates ECL based on several probability-weighted scenarios to measure the expected cash shortfalls, discounted at the EIR. A cash shortfall is the difference between the cash flows that are due to an entity in accordance with the contract and the cash flows that the entity expects to receive. The mechanics of the ECL calculations are outlined below and the key elements are as follows:

  • PD The Probability of Default is an estimate of the likelihood of default over a given time horizon. A default may only happen at a certain time over the assessed period, if the facility has not been previously derecognised and is still in the portfolio.
  • EAD The Exposure at Default is an estimate of the exposure at a future default date, taking into account expected changes in the exposure after the reporting date, including repayments of principal and interest, whether scheduled by contract or otherwise, expected drawdowns on committed facilities, and accrued interest from missed payments.
  • LGD The Loss Given Default is an estimate of the loss arising in the case where a default occurs at a given time. It is based on the difference between the contractual cash flows due and those that the lender would expect to receive, including from the realisation of any collateral. It is usually expressed as a percentage of the EAD.

The ECL allowance is based on the credit losses expected to arise over the life of the asset (the lifetime expected credit loss or LTECL), unless there has been no significant increase in credit risk since origination, in which case, the allowance is based on the 12 months' expected credit loss (12mECL). The 12mECL is the portion of LTECL that represent the ECLs that result from default events on a financial instrument that are possible within the 12 months after the reporting date. Both LTECL and 12mECL are calculated on either an individual basis or a collective basis, depending on the nature of the underlying portfolio of financial instruments.

The Bank has established a policy to perform an assessment, at the end of each reporting period, of whether a financial instrument's credit risk has increased significantly since initial recognition, by considering the change in the risk of default occurring over the remaining life of the financial instrument.

4. Significant accounting judgements and estimates (continued)

Based on the above process, the Bank groups its loans into Stage 1, Stage 2, Stage 3 and POCI, as described below:

  • Stage 1: When loans are first recognised, the Bank recognises an allowance based on 12m ECL. Stage 1 loans also include facilities where the credit risk has improved and the loan has been reclassified from Stage 2.
  • Stage 2: When a loan has shown a significant increase in credit risk since origination, the Bank records an allowance for the LTECL. Stage 2 loans also include facilities, where the credit risk has improved and the loan has been reclassified from Stage 3.
  • Stage 3: Loans considered credit-impaired. The Bank records an allowance for the LTECL.
  • POCI: Purchased or originated credit impaired (POCI) assets are financial assets that are credit impaired on initial recognition. POCI assets are recorded at fair value at original recognition and interest revenue is subsequently recognised based on a credit-adjusted EIR. ECL are only recognised or released to the extent that there is a subsequent change in the lifetime expected credit losses.

Definition of default

The Bank considers a financial instrument defaulted and therefore Stage 3 (credit-impaired) for ECL calculations in all cases when the borrower becomes 90 days past due on its contractual payments.

As a part of a qualitative assessment of whether a customer is in default, the Bank also considers a variety of instances that may indicate unlikeliness to pay, based on management's judgment. When such events occur, the Bank carefully considers whether the event should result in treating the customer as defaulted and therefore assessed as Stage 3 for ECL calculations or whether Stage 2 is appropriate.

PD estimation process

Treasury and interbank relationships

The Bank's treasury and interbank relationships and counterparties comprise financial services institutions, banks, brokerdealers, exchanges and clearing-houses. For these relationships, the Bank analyses publicly available information such as financial information and other external data, e.g., the external ratings.

Loans and advances to customers

Bucketing

In 2022, for PD estimation the Bank developed and implemented its own internal credit rating (ICR) model for individually significant large-scale stage 1 loans, which comprised 55% of total corporate loan portfolio.

The model of choice is logistic regression where it models the probabilities of a binary response variable, the so-called target (indicator for an occurrence of a default event within a 12 months-long period) against several independent variables.

Within the scope of Corporate PD model development three scorecards have been constructed:

  • Behavioural that includes scoring parameters constructed based on the behavioural/transactional data from the Bank's sources;
  • Financial that includes scoring parameters constructed based on the information from Financial statements provided to the Bank;
  • Qualitative that includes scoring parameters based on the qualitative and other quantitative information accumulated or produced within the Bank that reflect the credit risk of the Bank's creditors.

The above mentioned three models are linked together to obtain a final score for every creditor included in the development sample as well as all the new creditors that will be included into the corporate portfolio of the Bank in the upcoming periods.

4. Significant accounting judgements and estimates (continued)

Based on this corporate clients are segregated in following PD based ratings:

Internal Rating Grades External rating
Moody's
1 Aaa1
2 Aa1-Aa3
3 A1-A3
4A Baa1
4B Baa2
4C Baa3
5A Ba1
5B Ba2
5C Ba3
6 B1-B3
7 CCC+-CCC

Besides this, the Bank also segregates the following portfolios.

  • corporate loans, which PDs are not calculated based on ICR model;
  • mortgages loans;
  • consumer loans.

PDs for loans and advances to customers are based on historic information and are calculated through probability transition matrices, based on historical information on ageing of the loan portfolios. The probabilities are calculated as the share of loans transferring between overdue categories from the total number at the beginning of the period. Calculated PDs are further adjusted based on forward looking information.

Exposure at default

The exposure at default (EAD) represents the gross carrying amount of the financial instruments subject to the impairment calculation, addressing both the client's ability to increase its exposure while approaching default and potential early repayments too. To calculate the EAD for a Stage 1 loan, the Bank assesses the possible default events within 12 months for the calculation of the 12m ECL. For Stage 2 financial assets, the exposure at default is considered for events over the lifetime of the instruments.

For Stage 3 and POCI financial assets exposure at default is equal to the gross amount of the loans.

EAD is derived from the historical behaviour of amortised costs of defaulted loans before the date when the default has occurred.

Loss given default

For individually not significant Stage 1, Stage 2 and Stage 3 exposures, the Bank calculated LGD on portfolio level. The Bank uses historical information on recoveries after the default date for all defaulted loans for LGD calculation purposes. All cash flow information is collected after the default date and discounted to the date of default using effective interest rate of each loan. Cash flow information includes all kind of cash received from defaulted loans (cash received from repayment of loans, cash received from guarantor, cash received from sale of collateral, etc.). For individually significant Stage 1, Stage 2 and Stage 3 exposures the Bank calculates LDG individually considering expected cash, including cash flows from realisation of collateral.

Significant increase in credit risk

The Bank has established a policy to perform an assessment, at the end of each reporting period, of whether a financial instrument's credit risk has increased significantly since initial recognition. The main criterion used by the Bank is the information on overdue days of the loans. The Bank concludes that there is a significant risk in credit risk of the assets, when payments related to that assets are past due for more than 30 days.

The Bank's management also considers the following factors to determine whether there is an increase in credit risk:

  • overdue days of the borrower in other financial institutions in Armenia;
  • difficulties in the financial conditions of the borrower;
  • renegotiation of the loan terms resulting from deterioration of the borrower's financial position;
  • deterioration of macroeconomic indicators and their possible effect on the borrower's financial performance.

4. Significant accounting judgements and estimates (continued)

Forward-looking information and multiple economic scenarios

In its ECL models, the Bank relies on a broad range of macroeconomic indicators as forward-looking information, such as:

  • consumer price index;
  • RUR/AMD exchange rate;
  • volumes of export;
  • volumes of import,
  • real GDP growth;
  • industrial production growth;
  • nominal GDP;
  • international reserves;
  • net export

The Bank obtains the forecasts of macroeconomic data from third party source (Economic Intelligence Unit). Experts of the Bank's Credit Risk Department determine the weights attributable to the multiple scenarios.

The table below shows the values of the key macroeconomic indicators/assumptions used in each of the scenarios for the
ECL calculations.
Key drivers ECL Assigned As at 31 December 2022 As at 31 December 2021 As at 31 December 2020
scenario weight 2023 2024 2022 2023 2021 2022
CPI index
Upside 20% 101.287 100.087 102.098 100.998 101.221 99.221
Base case 50% 104.300 103.100 105.100 104.000 104.100 102.100
Downside 30% 107.313 106.113 108.102 107.002 106.979 104.979
RUR/AMD exchange rate
Upside 20% 7.609 7.719 9.489 9.529 9.391 9.571
Base case 50% 5.000 5.110 6.880 6.920 6.800 6.980
Downside 30% 2.391 2.507 4.271 4.311 4.209 4.389
Export, AMD million
Upside 20% 6677.130 7111.130 4157.810 4454.810 3452.560 3880.560
Base case 50% 6049.000 6483.000 3531.000 3828.000 2911.000 3339.000
Downside 30% 5420.860 5854.860 2904.190 3201.190 2369.440 2797.440
Import, AMD million
Upside 20% 9814.910 9911.910 6595.910 7001.910 5828.090 6530.090
Base case 50% 9100.000 9197.000 5890.000 6296.000 5165.000 5867.000
Downside 30% 8385.080 8482.080 5184.090 5590.090 4501.900 5203.900
Real GDP growth
Upside 20% 107.787 107.605 108.315 108.115
Base case 50% 103.807 103.615 104.200 104.000
Downside 30% 99.828 99.632 100.084 99.885
Industrial production growth
Upside 20% 8.223 8.216 10.349 8.249
Base case 50% 3.428 3.427 5.500 3.400
Downside 30% -1.366 -1.366 0.651 -1.449
Nominal GDP AMD billion
Upside 20% 10091.000 10987.000
Base case 50% 9231.000 10127.000
Downside 30% 8371.000 9267.000
International reserves USDm
Upside 20% 4730.000 4447.000
Base case 50% 4143.000 3860.000
Downside 30% 3556.000 3273.000
Net Export USDm
Upside 20% -2114.000 -1985.000
Base case 50% -2506.000 -2377.000
Downside 30% -2898.000 -2769.000

The bank has implemented a policy to conduct testing at the conclusion of each reporting period, aiming to evaluate whether certain parameters continue to impact Probability of Defaults (PDs). Through these assessments, certain indicators may be excluded, while new ones may be added to the list. In 2020, following the assessment testing, it was determined that the parameter "real GDP" and "industrial production growth" were not included.

4. Significant accounting judgements and estimates (continued)

Along with baseline forecasts (with 50% probability of occurrence) listed in the table above, additionally, the Bank uses shocked macroeconomic variables to calculate the ECL under the optimistic (with 20% probability of occurrence) and pessimistic (30% probability of occurrence) scenarios. These rates are weighted to form final ECL rates. The Bank had applied the following weights for the scenarios: 50% probability of occurrence of baseline scenario, 20% probability of occurrence of optimistic and 30% of pessimistic scenarios respectively.

Forward-looking variable assumptions

The table below shows the sensitivity of the recognised ECL amounts to the forward-looking assumptions used in the model. For these purposes, 100% weight is assigned to each macroeconomic scenario separately and respective ECL is recalculated.

Sensitivity of ECL to forward looking assumptions:

As a t 31 December 2022
Reported ECL ECL covera ge by scena rios
Key drivers Reported ECL covera ge Upside Ba se ca se Dow nside
Commercial loans 50,885 2.63% 2.27% 2.46% 3.06%
Residential mortgage loans 11,491 0.90% 0.79% 0.89% 0.99%
Micro and SME loans 22,324 1.94% 1.55% 1.90% 2.25%
Consumer loans 19,047 3.05% 2.62% 3.01% 3.41%
Key drivers As a t 31 December 2021
Reported ECL ECL covera ge by scena rios
Reported ECL covera ge Upside Ba se ca se Dow nside
Commercial loans 48,716 2.52% 2.20% 2.49% 2.79%
Residential mortgage loans 6,515 0.72% 0.59% 0.71% 0.81%
Micro and SME loans 25,648 2.65% 2.04% 2.61% 3.13%
Consumer loans 25,229 4.94% 4.60% 4.91% 5.21%
Key drivers As a t 31 December 2020
Reported ECL ECL covera ge by scena rios
Reported ECL
covera ge
Upside Ba se ca se Dow nside
Commercial loans 60,298 2.54% 2.33% 2.52% 2.72%
Residential mortgage loans 6,892 0.94% 0.66% 0.93% 1.14%
Micro and SME loans 30,165 3.63% 3.15% 3.60% 4.00%
Consumer loans 47,162 9.44% 8.95% 9.40% 9.84%

Write-offs

Loans and debt securities are written off (either partially or in full) when there is no reasonable expectation of recovering a financial asset in its entirety or a portion thereof. This is generally the case when the Bank determines that the borrower does not have assets or sources of income that could generate sufficient cash flows to repay the amounts subject to the write-off. This assessment is carried out at the individual asset level.

Recoveries of amounts previously written off are included in expected credit losses for respective financial assets in the statement of profit or loss and other comprehensive income.

Financial assets that are written off could still be subject to enforcement activities in order to comply with the Bank's procedures for recovery of amounts due.

5. Cash and cash equivalents

2022 2021 2020
Cash on hand 146,251 147,275 130,341
Current accounts with central banks 366,304 1,464,020 1,241,670
Current accounts with credit institutions 266,063 91,275 98,269
Time deposits with credit institutions with maturities of up to 90 days 125,912 52,502 18
Cash and cash equivalents, gross 904,530 1,755,072 1,470,298
Less – Allowance for expected credit loss (29) (272) (113)
Cash and cash equivalents, net 904,501 1,754,800 1,470,185

As 31 December 2022, GEL 280,983 (2021: 76,627, 2020: GEL 71,456) was placed on current and time deposit accounts with internationally recognised OECD banks and central banks that are the counterparties of the Bank in performing international settlements. The Bank earned up to 4.41% interest per annum on these deposits (2021: 0.75%, 2020: 0.75%). Management does not expect any losses from non-performance by the counterparties holding cash and cash equivalents, and there are no material differences between their book and fair values.

The Nostro accounts held with the Central Bank of Armenia are connected to settlement operations and can be easily accessed for withdrawals. The fluctuations in their balance primarily stem from settlement transactions facilitated by the Bank.

6. Amounts due from credit institutions

2022 2021 2020
Obligatory reserves 472,120 202,510 193,991
Deposits placed at central bank 46,362 21,687 14,504
Time deposits with maturities of more than 90 days 1,369 3,145 14,835
Restricted cash 6,251 3,696 3,905
Receivables from REPO operations 322,809 48,561 108,238
Amounts due from credit and other financial institutions, gross 848,911 279,599 335,473
Less – Allowance for expected credit loss (1,094) (522) (552)
Amounts due from credit and other financial institutions, net 847,817 279,077 334,921

Obligatory reserves with central banks represent amounts deposited with the Central Bank of Armenia (CBA). Credit institutions are required to maintain cash deposits (obligatory reserve) with the CBA, the amount of which depends on the level of funds attracted by the credit institution. The Bank's ability to withdraw these deposits is restricted by regulation. The Bank does not earn interest on obligatory reserves with CBA.

Banks are required to maintain cash deposit (obligatory reserve) with the Central Bank of Armenia for attracted funds. For funds attracted in AMD the obligatory reserve is 4% (2021: 4%, 2020: 2%) and is maintained fully in AMD. For funds attracted in foreign currencies, the reserve is 18% of the attracted funds, of which 6% is maintained in AMD and 12% in the respective currency of funds attracted (2021: 10%, 2020: 10% in AMD and 2021: 8%, 2020: 8% in respective currency of funds attracted). The Bank's ability to withdraw deposit maintained in AMD is not restricted by the statutory legislation; however, if the Bank fails to comply with minimum average monthly amount of reserve sanctions may apply.

As at 31 December 2022 receivables from REPO operations were collateralised by government securities with fair value of GEL 337,903 (2021: GEL 54,653, 2020: GEL 118,892)

7. Investment securities

Investment securities

2022 2021 2020
Investment securities measured at FVOCI - debt instruments 392,479 50,548 49,823
Investment securities designated as at FVOCI - equity investments 537 505 520
Investment securities at FVOCI 393,016 51,053 50,343
2022 2021 2020
Investment securities measured at amortised cost 1,045,760 245,243 212,109
Less: allowance for expected credit losses (2,257) (621) (354)
Investment securities measured at amortized cost, net 1,043,503 244,622 211,755
2022 2021 2020
Investment securities measured at FVTPL - debt instruments 68,642 52,510 59,324
Investment securities designated as at FVTPL - equity investments 685 - -
Investment securities measured at FVTPL 69,327 52,510 59,324
2022 2021 2020
Government securities of the Republic of Armenia 153,962 40,329 31,158
Government securities and Eurobonds of the Republic of Armenia 73,066 3,972 -
Government securities of foreign countries* 93,644 - -
Government Eurobonds of foreign countries 7,371 - -
Corporate bonds 64,436 6,247 18,665
Investment securities measured at FVOCI - debt instruments 392,479 50,548 49,823

* As at 31 December 2022 Government securities of foreign countries of debt securities measured at FVOCI are US Treasury Notes.

2022 2021 2020
Government securities of the Republic of Armenia 342,485 234,893 211,152
Government securities and Eurobonds of the Republic of Armenia 254,261 4,125 -
Government securities of foreign countries** 412,753 - -
Corporate bonds 36,261 6,225 957
Investment securities measured at amortised cost - debt
instruments, gross 1,045,760 245,243 212,109
Less: allowance for expected credit losses (2,257) (621) (354)
Investment securities measured at amortised cost - debt
instruments, net 1,043,503 244,622 211,755

**As at 31 December 2022 Government securities of foreign countries of debs securities measures at amortised cost comprise of US Treasury Notes in the amount of GEL 389,763 and Ministry of Finance of the France bonds in the amount of GEL 22,990.

The growth in investment securities in 2022 was a result of increased attracted funds, leading to heightened liquidity, which was then invested in interest-bearing assets.

2022 2021 2020
Government securities of the Republic of Armenia 27,612 27,624 34,492
Government Eurobonds of the Republic of Armenia 25,214 4,108 -
Corporate bonds 15,816 20,778 24,832
Investment securities measured at FVTPL - debt instruments 68,642 52,510 59,324

7. Investment securities (continued)

Investment securities pledged under sale and repurchase agreements

2022 2021 2020
Investment securities measured at FVOCI - debt instruments - 26,406 19,950
Investment securities at FVOCI - 26,406 19,950
2022 2021 2020
Investment securities measured at amortised cost 30,128 101,655 111,731
Less: allowance for expected credit losses (21) (221) (259)
Investment securities measured at amortized cost, net 30,107 101,434 111,472
2022 2021 2020
Government securities of the Republic of Armenia - 26,406 19,950
Investment securities measured at FVOCI - debt instruments - 26,406 19,950
2022 2021 2020
Government securities of the Republic of Armenia 30,128 53,661 111,731
Government securities and Eurobonds of the Republic of Armenia - 47,994 -
Investment securities measured at amortised cost - debt
instruments, gross 30,128 101,655 111,731
Less: allowance for expected credit losses (21) (221) (259)
Investment securities measured at amortised cost - debt
instruments, net 30,107 101,434 111,472

For the period ended 31 December 2022 net gains/(losses) on derecognition of investment securities comprised GEL 25 (2021: GEL (681) loss, 2020: GEL 2,325 gain) which is included in net other income.

8. Loans to customers and finance lease receivables

2022 2021 2020
Commercial loans 1,936,695 1,931,516 2,370,688
Residential mortgage loans 1,274,646 910,117 733,708
Micro and SME loans 1,147,961 966,779 830,582
Consumer loans 624,059 510,799 499,450
Loans to customers at amortised cost, gross 4,983,361 4,319,211 4,434,428
Less – Allowance for expected credit loss (103,747) (106,108) (144,517)
Loans to customers at amortised cost, net 4,879,614 4,213,103 4,289,911
Finance lease receivables, gross 161,225 128,278 81,742
Less – Allowance for expected credit loss (1,412) (2,735) (3,443)
Finance lease receivables, net 159,813 125,543 78,299
Total loans to customers and finance lease receivables 5,039,427 4,338,646 4,368,210

The increase in loans to customers was primarily driven by economic growth, as highlighted in the Principal Activities section, with GDP growth reaching 12.6%.

Expected credit loss

Movements of the gross loans and respective allowance for expected credit loss / impairment of loans to customers by class are provided in the table below, within which the new financial asset originated or purchased and the assets repaid during the year include the effects from revolving loans and increase of exposure to clients, where existing loans have been repaid with new contracts issued during the year. Currency translation differences relate to functional currency difference from the presentation currency, while foreign exchange movement relates to foreign currency denominated loans issued by the Bank. Net other change in gross loan balances includes the effects of changes in accrued interest. Changes in PDs and other inputs, as well as the effect from ECL attributable to changes in accrued interest.

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Commercial loans at amortised cost, gross:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2022 1,800,082 50,455 80,979 1,931,516
New financial asset originated or purchased 2,179,297 - - 2,179,297
Transfer to Stage 1 36,352 (36,352) - -
Transfer to Stage 2 (10,571) 10,571 - -
Assets repaid (1,912,889) (7,747) (7,249) (1,927,885)
Write-offs - - (27,448) (27,448)
Recoveries of amounts previously written off - - 6,864 6,864
Unwind of discount - - 2,173 2,173
Currency translation differences 112,228 2,332 4,586 119,146
Foreign exchange movement (340,297) (7,575) 904 (346,968)
Balance at 31 December 2022 1,864,202 11,684 60,809 1,936,695
Individually assessed - - 60,809 60,809
Collectively assessed 1,864,202 11,684 - 1,875,886
Balance at 31 December 2022 1,864,202 11,684 60,809 1,936,695

Commercial loans at amortised cost, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2022 12,289 5,763 30,664 48,716
New financial asset originated or purchased 15,988 - - 15,988
Transfer to Stage 1 41 (41) - -
Transfer to Stage 2 (3,388) 3,388 - -
Impact on ECL of exposures transferred between stages (17) (2,846) - (2,863)
during the year
Assets derecognised due to pass-through arrangement - - - -
Assets repaid (13,707) (2,596) (3,382) (19,685)
Write-offs - - (27,448) (27,448)
Recoveries of amounts previously written off - - 6,864 6,864
Unwind of discount - - 2,173 2,173
Currency translation differences 712 319 2,016 3,047
Foreign exchange movement (399) - (10,214) (10,613)
Net other measurement of ECL (1,529) (34) 36,269 34,706
Balance at 31 December 2022 9,990 3,953 36,942 50,885
Individually assessed - - 36,942 36,942
Collectively assessed 9,990 3,953 - 13,943
Balance at 31 December 2022 9,990 3,953 36,942 50,885

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Residential mortgage loans at amortised cost,

gross: Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2022 875,013 20,632 14,472 910,117
New financial asset originated or purchased 497,073 - - 497,073
Transfer to Stage 1 2,099 (860) (1,239) -
Transfer to Stage 2 (1,016) 1,068 (52) -
Transfer to Stage 3 (1,567) (11,473) 13,040 -
Assets repaid (129,912) (5,972) (1,661) (137,545)
Write-offs - - (15,001) (15,001)
Recoveries of amounts previously written off - - 12,901 12,901
Unwind of discount - - 1,030 1,030
Currency translation differences 61,505 896 1,004 63,405
Foreign exchange movement (50,522) (2,392) (4,420) (57,334)
Balance at 31 December 2022 1,252,673 1,899 20,074 1,274,646
Individually assessed - - 19,500 19,500
Collectively assessed 1,252,673 1,899 574 1,255,146
Balance at 31 December 2022 1,252,673 1,899 20,074 1,274,646
Residential mortgage loans at amortised cost,
ECL: Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2022 1,978 1,608 2,929 6,515
New financial asset originated or purchased 3,346 - - 3,346
Transfer to Stage 1 3 (1) (2) -
Transfer to Stage 2 (42) 45 (3) -
Transfer to Stage 3 (112) (8,493) 8,605 -
Impact on ECL of exposures transferred between stages (1) 46 (303) (258)
during the year
Assets repaid (935) (1,826) (437) (3,198)
Write-offs - - (15,001) (15,001)
Recoveries of amounts previously written off - - 12,901 12,901
Unwind of discount - - 1,030 1,030
Currency translation differences 121 69 311 501
Foreign exchange movement (63) (9) (614) (686)
Net other measurement of ECL (2,345) 8,688 (2) 6,341
Balance at 31 December 2022 1,950 127 9,414 11,491
Individually assessed - - 9,125 9,125
Collectively assessed 1,950 127 289 2,366
Balance at 31 December 2022 1,950 127 9,414 11,491

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Micro and SME loans at amortised cost, gross:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2022 922,389 14,392 29,998 966,779
New financial asset originated or purchased 809,442 - - 809,442
Transfer to Stage 1 3,304 (2,606) (698) -
Transfer to Stage 2 (1,911) 1,930 (19) -
Transfer to Stage 3 (14,953) (2,145) 17,098 -
Assets repaid (547,147) (5,364) (5,967) (558,478)
Write-offs - - (2,160) (2,160)
Recoveries of amounts previously written off - - 540 540
Unwind of discount - - 248 248
Currency translation differences 60,698 674 1,847 63,219
Foreign exchange movement (117,537) (3,101) (10,991) (131,629)
Balance at 31 December 2022 1,114,285 3,780 29,896 1,147,961
Individually assessed - - 24,844 24,844
Collectively assessed 1,114,285 3,780 5,052 1,123,117
Balance at 31 December 2022 1,114,285 3,780 29,896 1,147,961

Micro and SME loans at amortised cost, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2022 10,883 3,405 11,360 25,648
New financial asset originated or purchased 6,518 - - 6,518
Transfer to Stage 1 33 (21) (12) -
Transfer to Stage 2 (900) 911 (11) -
Transfer to Stage 3 (4,198) (214) 4,412 -
Impact on ECL of exposures transferred between stages 33 (195) (1,188) (1,350)
during the year
Assets repaid (4,406) (1,797) (2,919) (9,122)
Write-offs - - (2,160) (2,160)
Recoveries of amounts previously written off - - 540 540
Unwind of discount - - 248 248
Currency translation differences 722 166 626 1,514
Foreign exchange movement (462) (77) (2,989) (3,528)
Net other measurement of ECL 5,221 (951) (254) 4,016
Balance at 31 December 2022 13,444 1,227 7,653 22,324
Individually assessed - - 3,513 3,513
Collectively assessed 13,444 1,227 4,140 18,811
Balance at 31 December 2022 13,444 1,227 7,653 22,324

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Consumer loans at amortised cost, gross:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2022 473,065 23,693 14,041 510,799
New financial asset originated or purchased 427,685 - - 427,685
Transfer to Stage 1 2,971 (912) (2,059) -
Transfer to Stage 2 (2,389) 2,503 (114) -
Transfer to Stage 3 (4,847) (4,836) 9,683 -
Assets repaid (293,880) (15,056) (3,844) (312,780)
Write-offs - - (10,237) (10,237)
Recoveries of amounts previously written off - - 8,804 8,804
Unwind of discount - - 596 596
Currency translation differences 31,847 1,048 859 33,754
Foreign exchange movement (27,226) (3,305) (4,031) (34,562)
Balance at 31 December 2022 607,226 3,135 13,698 624,059
Individually assessed - - 3,879 3,879
Collectively assessed 607,226 3,135 9,819 620,180
Balance at 31 December 2022 607,226 3,135 13,698 624,059

Consumer loans at amortised cost, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2022 8,499 10,426 6,304 25,229
New financial asset originated or purchased 4,100 - - 4,100
Transfer to Stage 1 50 (10) (40) -
Transfer to Stage 2 (831) 874 (43) -
Transfer to Stage 3 (3,190) (3,818) 7,008 -
Impact on ECL of exposures transferred between stages 18 (150) (2,132) (2,264)
during the year
Assets repaid (2,477) (5,219) (1,696) (9,392)
Write-offs - - (10,237) (10,237)
Recoveries of amounts previously written off - - 8,804 8,804
Unwind of discount - - 596 596
Currency translation differences 543 460 428 1,431
Foreign exchange movement (87) (4) (432) (523)
Net other measurement of ECL 2,796 (1,212) (281) 1,303
Balance at 31 December 2022 9,421 1,347 8,279 19,047
Individually assessed - - 628 628
Collectively assessed 9,421 1,347 7,651 18,419
Balance at 31 December 2022 9,421 1,347 8,279 19,047

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Commercial loans at amortised cost, gross:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2021 2,188,470 66,757 115,461 2,370,688
New financial asset originated or purchased 897,913 - - 897,913
Transfer to Stage 1 9,384 (9,384) - -
Transfer to Stage 2 (10,878) 10,878 - -
Transfer to Stage 3 (15,520) (9,537) 25,057 -
Assets repaid (1,024,511) (10,289) (3,494) (1,038,294)
Write-offs - - (43,498) (43,498)
Recoveries of amounts previously written off - - 3,948 3,948
Unwind of discount - - 3,338 3,338
Currency translation differences 57,175 1,708 2,904 61,787
Foreign exchange movement (301,951) 322 (22,737) (324,366)
Balance at 31 December 2021 1,800,082 50,455 80,979 1,931,516
Individually assessed - - 80,979 80,979
Collectively assessed 1,800,082 50,455 - 1,850,537
Balance at 31 December 2021 1,800,082 50,455 80,979 1,931,516

Commercial loans at amortised cost, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2021 14,919 12,294 33,085 60,298
New financial asset originated or purchased 6,412 - - 6,412
Transfer to Stage 1 3,652 (3,728) 76 -
Transfer to Stage 2 (88) 88 - -
Transfer to Stage 3 (125) (3,195) 3,320 -
Impact on ECL of exposures transferred between stages (757) 1 10,140 9,384
during the year
Assets repaid (5,996) (657) (318) (6,971)
Write-offs - - (43,498) (43,498)
Recoveries of amounts previously written off - - 3,948 3,948
Unwind of discount - - 3,338 3,338
Currency translation differences 392 285 892 1,569
Foreign exchange movement (688) (97) (2,235) (3,020)
Net other measurement of ECL (5,432) 772 21,916 17,256
Balance at 31 December 2021 12,289 5,763 30,664 48,716
Individually assessed - - 30,664 30,664
Collectively assessed 12,289 5,763 - 18,052
Balance at 31 December 2021 12,289 5,763 30,664 48,716

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Residential mortgage loans at amortised cost,

gross: Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2021 697,080 24,567 12,061 733,708
New financial asset originated or purchased 344,244 - - 344,244
Transfer to Stage 1 617 (617) - -
Transfer to Stage 2 (22,376) 22,376 - -
Transfer to Stage 3 (15,278) (7,416) 22,694 -
Assets repaid (174,461) (65) 62 (174,464)
Write-offs - - (4,681) (4,681)
Recoveries of amounts previously written off - - 1,615 1,615
Unwind of discount - - 913 913
Currency translation differences 20,634 645 351 21,630
Foreign exchange movement 24,553 (18,858) (18,543) (12,848)
Balance at 31 December 2021 875,013 20,632 14,472 910,117
Individually assessed - - 13,609 13,609
Collectively assessed 875,013 20,632 863 896,508
Balance at 31 December 2021 875,013 20,632 14,472 910,117

Residential mortgage loans at amortised cost,

ECL: Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2021 1,433 1,966 3,493 6,892
New financial asset originated or purchased 7,631 - - 7,631
Transfer to Stage 1 36 (36) - -
Transfer to Stage 2 (744) 744 - -
Transfer to Stage 3 (1,888) (681) 2,569 -
Impact on ECL of exposures transferred between stages (26) 294 2,505 2,773
during the year
Assets repaid (4,024) (58) (674) (4,756)
Write-offs - - (4,681) (4,681)
Recoveries of amounts previously written off - - 1,615 1,615
Unwind of discount - - 913 913
Currency translation differences 44 51 92 187
Foreign exchange movement 198 (1,408) (816) (2,026)
Net other measurement of ECL (682) 736 (2,087) (2,033)
Balance at 31 December 2021 1,978 1,608 2,929 6,515
Individually assessed - - 2,532 2,532
Collectively assessed 1,978 1,608 397 3,983
Balance at 31 December 2021 1,978 1,608 2,929 6,515

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Micro and SME loans at amortised cost, gross:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2021 766,524 31,600 32,458 830,582
New financial asset originated or purchased 397,097 - - 397,097
Transfer to Stage 1 5,210 (4,916) (294) -
Transfer to Stage 2 (6,039) 6,039 - -
Transfer to Stage 3 (8,617) (2,721) 11,338 -
Assets repaid (457,836) (696) (3,126) (461,658)
Write-offs - - (14,679) (14,679)
Recoveries of amounts previously written off - - 6,339 6,339
Unwind of discount - - 2,255 2,255
Currency translation differences 22,374 732 875 23,981
Foreign exchange movement 203,676 (15,646) (5,168) 182,862
Balance at 31 December 2021 922,389 14,392 29,998 966,779
Individually assessed - - 26,656 26,656
Collectively assessed 922,389 14,392 3,342 940,123
Balance at 31 December 2021 922,389 14,392 29,998 966,779

Micro and SME loans at amortised cost, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2021 8,900 7,882 13,383 30,165
New financial asset originated or purchased 2,890 - - 2,890
Transfer to Stage 1 1,216 (838) (378) -
Transfer to Stage 2 (283) 283 - -
Transfer to Stage 3 (519) (3,014) 3,533 -
Impact on ECL of exposures transferred between stages (134) 2 5,724 5,592
during the year
Assets repaid (4,757) (389) 438 (4,708)
Write-offs - - (14,679) (14,679)
Recoveries of amounts previously written off - - 6,339 6,339
Unwind of discount - - 2,255 2,255
Currency translation differences 261 181 352 794
Foreign exchange movement (697) (58) (828) (1,583)
Net other measurement of ECL 4,006 (644) (4,779) (1,417)
Balance at 31 December 2021 10,883 3,405 11,360 25,648
Individually assessed - - 8,585 8,585
Collectively assessed 10,883 3,405 2,775 17,063
Balance at 31 December 2021 10,883 3,405 11,360 25,648

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Consumer loans at amortised cost, gross:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2021 451,863 20,686 26,901 499,450
New financial asset originated or purchased 189,554 - - 189,554
Transfer to Stage 1 340 (340) - -
Transfer to Stage 2 (12,321) 12,321 - -
Transfer to Stage 3 (8,336) (16,984) 25,320 -
Assets repaid (96,065) (394) (1,899) (98,358)
Write-offs - - (39,677) (39,677)
Recoveries of amounts previously written off - - 6,352 6,352
Unwind of discount - - 698 698
Currency translation differences 12,621 594 638 13,853
Foreign exchange movement (64,591) 7,810 (4,292) (61,073)
Balance at 31 December 2021 473,065 23,693 14,041 510,799
Individually assessed - - 7,535 7,535
Collectively assessed 473,065 23,693 6,506 503,264
Balance at 31 December 2021 473,065 23,693 14,041 510,799

Consumer loans at amortised cost, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2021 20,976 7,500 18,686 47,162
New financial asset originated or purchased 7,799 - - 7,799
Transfer to Stage 1 20 (20) - -
Transfer to Stage 2 (410) 410 - -
Transfer to Stage 3 (1,040) (4,099) 5,139 -
Impact on ECL of exposures transferred between stages
during the year
(34) 380 11,770 12,116
Assets repaid (6,864) (347) 709 (6,502)
Write-offs - - (39,677) (39,677)
Recoveries of amounts previously written off - - 6,352 6,352
Unwind of discount - - 698 698
Currency translation differences 479 230 415 1,124
Foreign exchange movement (1,131) 1,302 (1,619) (1,448)
Net other measurement of ECL (11,296) 5,070 3,831 (2,395)
Balance at 31 December 2021 8,499 10,426 6,304 25,229
Individually assessed - - 851 851
Collectively assessed 8,499 10,426 5,453 24,378
Balance at 31 December 2021 8,499 10,426 6,304 25,229

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Commercial loans at amortised cost, gross:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2020 1,852,077 106,189 58,386 2,016,652
New financial asset originated or purchased 1,122,244 - - 1,122,244
Transfer to Stage 1 17,651 (17,651) - -
Transfer to Stage 2 (49,305) 49,305 - -
Transfer to Stage 3 (3,463) (70,752) 74,215 -
Assets repaid (931,806) (8,997) 286 (940,517)
Write-offs - - (34,608) (34,608)
Recoveries of amounts previously written off - - 1,418 1,418
Unwind of discount - - (448) (448)
Currency translation differences 90,721 6,041 2,196 98,958
Foreign exchange movement 90,351 2,622 14,016 106,989
Balance at 31 December 2020 2,188,470 66,757 115,461 2,370,688
Individually assessed - - 115,461 115,461
Collectively assessed 2,188,470 66,757 - 2,255,227
Balance at 31 December 2020 2,188,470 66,757 115,461 2,370,688

Commercial loans at amortised cost, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2020 5,080 23,738 21,938 50,756
New financial asset originated or purchased 10,967 - - 10,967
Transfer to Stage 1 65 (65) - -
Transfer to Stage 2 (1,124) 1,124 - -
Transfer to Stage 3 (29) (15,093) 15,122 -
Impact on ECL of exposures transferred between stages 4 57 23,374 23,435
during the year
Assets repaid (2,177) (1,065) 286 (2,956)
Write-offs - - (34,608) (34,608)
Recoveries of amounts previously written off - - 1,418 1,418
Unwind of discount - - (448) (448)
Currency translation differences 121 1,388 1,001 2,510
Foreign exchange movement 831 1,444 3,165 5,440
Net other measurement of ECL 1,181 766 1,837 3,784
Balance at 31 December 2020 14,919 12,294 33,085 60,298
Individually assessed - - 33,085 33,085
Collectively assessed 14,919 12,294 - 27,213
Balance at 31 December 2020 14,919 12,294 33,085 60,298

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Residential mortgage loans at amortised cost,

gross: Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2020 464,143 702 3,080 467,925
New financial asset originated or purchased 255,184 - - 255,184
Transfer to Stage 1 118 (61) (57) -
Transfer to Stage 2 (25,730) 25,730 - -
Transfer to Stage 3 (8,999) (691) 9,690 -
Assets repaid (49,760) (34) (399) (50,193)
Write-offs - - (7,765) (7,765)
Recoveries of amounts previously written off - - 2,148 2,148
Unwind of discount - - 848 848
Currency translation differences 20,612 (305) 31 20,338
Foreign exchange movement 41,512 (774) 4,485 45,223
Balance at 31 December 2020 697,080 24,567 12,061 733,708
Individually assessed - - 10,976 10,976
Collectively assessed 697,080 24,567 1,085 722,732
Balance at 31 December 2020 697,080 24,567 12,061 733,708

Residential mortgage loans at amortised cost,

ECL: Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2020 170 29 1,171 1,370
New financial asset originated or purchased 7,551 - - 7,551
Transfer to Stage 1 123 (45) (78) -
Transfer to Stage 2 (339) 339 - -
Transfer to Stage 3 (383) (68) 451 -
Impact on ECL of exposures transferred between stages (500) 660 3,561 3,721
during the year
Assets repaid (1,895) (32) (160) (2,087)
Write-offs - - (7,765) (7,765)
Recoveries of amounts previously written off - - 2,148 2,148
Unwind of discount - - 848 848
Currency translation differences (9) (26) 27 (8)
Foreign exchange movement (60) (8) (350) (418)
Net other measurement of ECL (3,225) 1,117 3,640 1,532
Balance at 31 December 2020 1,433 1,966 3,493 6,892
Individually assessed - - 2,934 2,934
Collectively assessed 1,433 1,966 559 3,958
Balance at 31 December 2020 1,433 1,966 3,493 6,892

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Micro and SME loans at amortised cost, gross:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2020 589,960 8,167 25,686 623,813
New financial asset originated or purchased 385,730 - - 385,730
Transfer to Stage 1 8,878 (8,878) - -
Transfer to Stage 2 (30,151) 30,151 - -
Transfer to Stage 3 (10,079) (257) 10,336 -
Assets repaid (215,386) (4,517) (632) (220,535)
Write-offs - - (9,729) (9,729)
Recoveries of amounts previously written off - - 399 399
Unwind of discount - - (181) (181)
Currency translation differences 27,906 86 1,228 29,220
Foreign exchange movement 9,666 6,848 5,351 21,865
Balance at 31 December 2020 766,524 31,600 32,458 830,582
Individually assessed - - 26,282 26,282
Collectively assessed 766,524 31,600 6,176 804,300
Balance at 31 December 2020 766,524 31,600 32,458 830,582

Micro and SME loans at amortised cost, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2020 2,027 133 9,136 11,296
New financial asset originated or purchased 3,327 - - 3,327
Transfer to Stage 1 41 (28) (13) -
Transfer to Stage 2 (1,278) 1,278 - -
Transfer to Stage 3 (887) (102) 989 -
Impact on ECL of exposures transferred between stages 87 3,446 4,901 8,434
during the year
Assets repaid (265) (232) 3 (494)
Write-offs - - (9,729) (9,729)
Recoveries of amounts previously written off - - 399 399
Unwind of discount - - (181) (181)
Currency translation differences 6 (104) 411 313
Foreign exchange movement 973 714 935 2,622
Net other measurement of ECL 4,869 2,777 6,532 14,178
Balance at 31 December 2020 8,900 7,882 13,383 30,165
Individually assessed - - 10,227 10,227
Collectively assessed 8,900 7,882 3,156 19,938
Balance at 31 December 2020 8,900 7,882 13,383 30,165

8. Loans to customers and finance lease receivables (continued)

Expected credit loss (continued)

Consumer loans at amortised cost, gross:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2020 416,762 4,172 13,745 434,679
New financial asset originated or purchased 236,022 - - 236,022
Transfer to Stage 1 191 (135) (56) -
Transfer to Stage 2 (20,851) 20,851 - -
Transfer to Stage 3 (20,926) (794) 21,720 -
Assets repaid (160,316) (402) (440) (161,158)
Write-offs - - (16,510) (16,510)
Recoveries of amounts previously written off - - 4,971 4,971
Unwind of discount - - 564 564
Currency translation differences 20,996 (21) 521 21,496
Foreign exchange movement (20,015) (2,985) 2,386 (20,614)
Balance at 31 December 2020 451,863 20,686 26,901 499,450
Individually assessed - - 6,935 6,935
Collectively assessed 451,863 20,686 19,966 492,515
Balance at 31 December 2020 451,863 20,686 26,901 499,450

Consumer loans at amortised cost, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2020 8,231 1,266 8,101 17,598
New financial asset originated or purchased 7,070 - - 7,070
Transfer to Stage 1 16 (10) (6) -
Transfer to Stage 2 (1,437) 1,437 - -
Transfer to Stage 3 (3,316) (252) 3,568 -
Impact on ECL of exposures transferred between stages
during the year
51 1,662 12,994 14,707
Assets repaid (5,978) (374) (144) (6,496)
Write-offs - - (16,510) (16,510)
Recoveries of amounts previously written off - - 4,971 4,971
Unwind of discount - - 564 564
Currency translation differences 242 (24) 267 485
Foreign exchange movement 92 (352) (409) (669)
Net other measurement of ECL 16,005 4,147 5,290 25,442
Balance at 31 December 2020 20,976 7,500 18,686 47,162
Individually assessed - - 1,253 1,253
Collectively assessed 20,976 7,500 17,433 45,909
Balance at 31 December 2020 20,976 7,500 18,686 47,162

The contractual amounts outstanding on all loans to customers that have been written off during the reporting period but are still subject to enforcement activity was GEL 51,323 (2021: GEL 101,967, 2020: GEL 67,836).

8. Loans to customers and finance lease receivables (continued)

Collateral and other credit enhancements

Loans to legal entities (commercial, micro and SME loans)

Loans to legal entities are subject to individual credit appraisal and impairment testing. The general creditworthiness of a legal entity tends to be the most relevant indicator of credit quality of the loan. However, collateral provides additional security and the Bank generally requires corporate borrowers to provide it.

The main types of collateral obtained are real estate properties, equipment, inventory and cash collateral. The Bank also obtains guarantees from parent companies for loans to their subsidiaries.

The Bank monitors the market value of collateral, requests additional collateral in accordance with the underlying agreement, and monitors the market value of collateral obtained during its review of the adequacy of the allowance for loan impairment.

Loans to individuals (mortgage and consumer loans)

Mortgage loans are secured by the underlying housing real estate. Consumer loans to retail customers mainly include credit cards and overdrafts to retail customers, online consumer loans and loans to retail customers for credit purchases. Secured credit card overdrafts are mainly secured by real estate and cars. Other credit card overdrafts are granted on the basis of salary considerations. Auto loans are secured by the underlying cars. Consumer loans are secured by real estate, movable property, salary, cash and individual guarantees.

Without considering the discounted value of collateral, the ECL for credit-impaired (stage 3) loans would be as follows:

2022 ECL for credit
impaired loans
ECL without taking into
account the discounted
value of collateral
Commercial loans 36,942 49,812
Residential mortgage loans 9,414 10,091
Micro and SME loans 7,653 24,491
Consumer loans 8,279 10,681
Total 62,288 95,075
2021 ECL for credit
impaired loans
ECL without taking into
account the discounted
value of collateral
Commercial loans 30,664 67,219
Residential mortgage loans 2,929 6,673
Micro and SME loans 11,360 24,901
Consumer loans 6,304 11,776
Total 51,257 110,569
2020 ECL for credit
impaired loans
ECL without taking into
account the discounted
value of collateral
Commercial loans 33,085 59,007
Residential mortgage loans 3,493 6,204
Micro and SME loans 13,383 16,588
Consumer loans 18,686 23,490
Total 68,647 105,289

8. Loans to customers and finance lease receivables (continued)

Concentration of loans to customers

As at 31 December 2022, the concentration of loans granted by the Bank to the ten largest third-party borrowers comprised GEL 686,607 accounting for 14% of the gross loan portfolio of the Bank (2021: 636,887 and 8% respectively, 2020: 758,189 and 10% respectively). An allowance of expected credit loss of GEL 5,275 (2021: GEL 4,459, 2020: GEL11,519) was established against these loans.

As at 31 December 2022, the concentration of loans granted by the Bank to the ten largest third-party group of borrowers (borrower and its related parties) comprised GEL 963,934 accounting for 19% of the gross loan portfolio of the Bank (2021: GEL 737,217 and 13% respectively, 2020: GEL 744,834 and 14% respectively). An allowance of expected credit loss of GEL 8,322 (2021: GEL 5,663,2020: GEL 6,024) was established against these loans.

As at 31 December 2022, 31 December 2021 and 31 December 2020, loans distribution by industry sector was as follows:

2022 2021 2020
Individuals 1,898,706 1,420,917 1,233,158
Trade 629,309 606,220 870,073
Construction 548,722 315,239 187,780
Agriculture 329,859 273,747 185,204
Food and beverage 314,198 244,777 240,393
Mining and quarrying 262,153 187,851 215,697
Transport and communication 237,302 375,378 443,750
Energy 180,534 188,287 320,188
Hospitality 139,168 201,725 228,530
Real estate 116,802 146,235 163,851
Manufacturing 56,990 63,490 57,288
Other 269,618 295,345 288,516
Loans to customers, gross 4,983,361 4,319,211 4,434,428
Less – Allowance for expected credit loss (103,747) (106,108) (144,517)
Loans to customers, net 4,879,614 4,213,103 4,289,911

Loans have been extended to the following types of customers:

2022 2021 2020
1,898,706 1,420,917 1,233,158
3,079,396 2,894,547 3,197,565
5,259 3,747 3,705
4,983,361 4,319,211 4,434,428
(103,747) (106,108) (144,517)
4,879,614 4,213,103 4,289,911

Finance lease receivables

2022 2021 2020
Minimum lease payments receivable 206,971 160,144 98,791
Less – Unearned finance lease income (45,746) (31,866) (17,049)
161,225 128,278 81,742
Less – Allowance for expected credit loss / impairment loss (1,412) (2,735) (3,443)
Finance lease receivables, net 159,813 125,543 78,299

The difference between the minimum lease payments to be received in the future and the finance lease receivables represents unearned finance income.

8. Loans to customers and finance lease receivables (continued)

Finance lease receivables (continued)

As at 31 December 2022, the concentration of investment in the five largest lease receivables comprised 27,083 or 17% of total finance lease receivables (2021: 23,333 or 18% 2020: GEL 19,931 or 15%). An allowance of GEL 189 (2021: GEL164, 2020: GEL138) was established against these lease receivables.

Future minimum lease payments to be received after 31 December 2022, 31 December 2021 and 31 December 2020 are as follows:

2022 2021 2020
Within 1 year 53,321 42,221 24,339
From 1 to 2 years 48,065 37,612 24,155
From 2 to 3 years 40,480 30,878 19,885
From 3 to 4 years 27,359 23,389 14,659
From 4 to 5 years 16,312 13,416 8,701
More than 5 years 21,434 12,628 7,052
Minimum lease payment receivables 206,971 160,144 98,791

Movements of the gross finance lease receivables and respective allowance for expected credit loss/impairment of finance lease receivables are as follows:

Finance lease receivables, gross Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2022 124,850 105 3,323 128,278
New financial asset originated or purchased 123,924 - - 123,924
Transfer to Stage 1 57 (57) - -
Transfer to Stage 2 (67) 67 - -
Transfer to Stage 3 (667) - 667 -
Assets repaid (85,469) (70) (876) (86,415)
Write-offs - - (2,708) (2,708)
Recoveries of amounts previously written off - - 71 71
Unwind of discount - - 82 82
Currency translation differences 8,404 8 154 8,566
Foreign exchange movement (10,795) 143 79 (10,573)
Balance at 31 December 2022 160,237 196 792 161,225
Individually assessed - - 643 643
Collectively assessed 160,237 196 149 160,582
Balance at 31 December 2022 160,237 196 792 161,225

Finance lease receivables, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2022 958 24 1,753 2,735
New financial asset originated or purchased 1,091 - - 1,091
Transfer to Stage 1 - - - -
Transfer to Stage 2 (24) 24 - -
Transfer to Stage 3 (282) - 282 -
Impact on ECL of exposures transferred between stages
during the year (40) 28 1,973 1,961
Assets repaid (752) (17) (746) (1,515)
Write-offs - - (2,708) (2,708)
Recoveries of amounts previously written off - - 71 71
Unwind of discount - - 82 82
Currency translation differences 59 2 81 142
Foreign exchange movement (43) (5) (399) (447)
Balance at 31 December 2022 967 56 389 1,412
Individually assessed - - 254 254
Collectively assessed 967 56 135 1,158
Balance at 31 December 2022 967 56 389 1,412

8. Loans to customers and finance lease receivables (continued)

Finance lease receivables (continued)

Finance lease receivables, gross
Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2021 77,537 576 3,629 81,742
New financial asset originated or purchased 71,601 - - 71,601
Transfer to Stage 1 286 (166) (120) -
Transfer to Stage 2 (1,551) 1,551 - -
Transfer to Stage 3 (2,481) - 2,481 -
Assets repaid (23,059) (1,868) - (24,927)
Write-offs - - (3,753) (3,753)
Recoveries of amounts previously written off - - 885 885
Unwind of discount - - 103 103
Currency translation differences 2,517 12 98 2,627
Balance at 31 December 2021 124,850 105 3,323 128,278
Individually assessed - - 3,223 3,223
Collectively assessed 124,850 105 100 125,055
Balance at 31 December 2021 124,850 105 3,323 128,278

Finance lease receivables, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2021 1,015 118 2,310 3,443
New financial asset originated or purchased 358 - - 358
Transfer to Stage 1 - - - -
Transfer to Stage 2 (201) 201 - -
Transfer to Stage 3 (1,081) - 1,081 -
Impact on ECL of exposures transferred between stages
during the year 1,104 (299) 1,068 1,873
Assets repaid (264) - - (264)
Write-offs - - (3,753) (3,753)
Recoveries of amounts previously written off - - 885 885
Unwind of discount - - 103 103
Currency translation differences 27 3 59 89
Foreign exchange movement - 1 - 1
Balance at 31 December 2021 958 24 1,753 2,735
Individually assessed - - 1,670 1,670
Collectively assessed 958 24 83 1,065
Balance at 31 December 2021 958 24 1,753 2,735

8. Loans to customers and finance lease receivables (continued)

Finance lease receivables (continued)

Finance lease receivables, gross
Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2020 33,289 - 1,964 35,253
New financial asset originated or purchased 54,057 - - 54,057
Transfer to Stage 1 - - - -
Transfer to Stage 2 (584) 584 - -
Transfer to Stage 3 (1,787) - 1,787 -
Assets repaid (8,523) - (186) (8,709)
Unwind of discount - - (13) (13)
Currency translation differences 1,085 (8) 77 1,154
Balance at 31 December 2020 77,537 576 3,629 81,742
Individually assessed - - 3,430 3,430
Collectively assessed 77,537 576 199 78,312
Balance at 31 December 2020 77,537 576 3,629 81,742

Finance lease receivables, ECL:

Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 2020 94 - 1,381 1,475
New financial asset originated or purchased 485 - - 485
Transfer to Stage 1 - - - -
Transfer to Stage 2 (2) 2 - -
Transfer to Stage 3 (4) - 4 -
Impact on ECL of exposures transferred between stages 450 118 1,019 1,587
during the year
Assets repaid - - (139) (139)
Unwind of discount - - (13) (13)
Currency translation differences (8) (2) 58 48
Balance at 31 December 2020 1,015 118 2,310 3,443
Individually assessed - - 2,159 2,159
Collectively assessed 1,015 118 151 1,284
Balance at 31 December 2020 1,015 118 2,310 3,443

9. Right-of-use assets and lease liabilities

The Bank leases assets such as head office, branch offices and other spaces. The lease of head office, branch office and other spaces typically run for a period of 10 to 20 years.

Information about leases for which the Bank is a lessee is presented below:

2022 2021 2020
Right-of-use assets 72,343 71,956 66,755
Lease liability 81,202 78,036 70,443

9. Right-of-use assets and lease liabilities (continued)

Administrative expenses include occupancy and rent expenses on lease contracts where the recognition exemptions have been applied:

2022 2021 2020
Short-term and low value leases (1,270) (1,180) (858)
(1,270) (1,180) (858)

Movement in liabilities arising from financing activities

Movement in liabilities
arising from financing
activities
Carrying amount at 1 January 2020 67,878
Cash payments for the principal portion of the lease liability (11,794)
Change in accrued interest 8,648
Additions 1,226
Other movements* 4,485
Carrying amount at 31 December 2020 70,443
Cash payments for the principal portion of the lease liability (13,370)
Change in accrued interest 8,588
Additions 4,879
Other movements* 7,496
Carrying amount at 31 December 2021 78,036
Cash payments for the principal portion of the lease liability (13,730)
Change in accrued interest 9,017
Additions 2,740
Other movements* 5,139
Carrying amount at 31 December 2022 81,202

*Other movement mainly includes translation effect of foreign currency contracts and cancelled lease contracts.

The movements in right-of-use assets were as follows:

Office buildings
and service Computers and
centres equipment Total
Cost
31 December 2021 82,934 3,213 86,147
Additions 1,610 1,130 2,740
Modifications 413 - 413
Currency translation differences 5,258 225 5,483
31 December 2022 90,215 4,568 94,783
Accumulated depreciation
31 December 2021 13,827 364 14,191
Depreciation charge 6,570 640 7,210
Currency translation differences 1,003 36 1,039
31 December 2022 21,400 1,040 22,440
Net book value
31 December 2021 69,107 2,849 71,956
31 December 2022 68,815 3,528 72,343

9. Right-of-use assets and lease liabilities (continued)

Office buildings
and service Computers and
centres equipment Total
Cost
31 December 2020 73,217 965 74,182
Additions 2,683 2,196 4,879
Modifications 4,939 7 4,946
Transfers - - -
Currency translation differences 2,095 45 2,140
31 December 2021 82,934 3,213 86,147
Accumulated depreciation
31 December 2020 7,384 43 7,427
Depreciation charge 6,187 317 6,504
Currency translation differences 256 4 260
31 December 2021 13,827 364 14,191
Net book value
31 December 2020 65,833 922 66,755
31 December 2021 69,107 2,849 71,956
Office buildings
and service
centres equipment Total
68,490 - 68,490
336 890 1,226
926 89 1,015
3,465 (14) 3,451
73,217 965 74,182
1,437 - 1,437
5,958 44 6,002
(11) (1) (12)
7,384 43 7,427
67,053 - 67,053
65,833 922 66,755
Computers and

10. Property and equipment

The movements in property and equipment were as follows:

Furniture Computers Leasehold
and and Motor improve
fixtures equipment vehicles ments Total
Cost
1 January 2022 18,427 51,677 2,070 32,526 104,700
Additions 1,305 6,478 36 2,154 9,973
Disposals (16) (121) - - (137)
Write-offs (89) (745) - (4,359) (5,193)
Currency translation differences 1,183 3,365 131 2,001 6,680
31 December 2022 20,810 60,654 2,237 32,322 116,023
Accumulated depreciation
1 January 2022 6,444 32,493 1,088 13,272 53,297
Depreciation charge 1,674 6,697 282 2,125 10,778
Disposals (15) (120) - - (135)
Write-offs (6) (635) - (4,340) (4,981)
Currency translation differences 439 2,165 74 788 3,466
31 December 2022 8,536 40,600 1,444 11,845 62,425
Net book value
1 January 2022 11,983 19,184 982 19,254 51,403
31 December 2022 12,274 20,054 793 20,477 53,598
Furniture Computers Leasehold
and and Motor improve
fixtures equipment vehicles ments Total
Cost
1 January 2021 16,588 49,522 1,905 29,955 97,970
Additions 1,492 2,417 319 3,262 7,490
Disposals (9) - (208) - (217)
Write-offs (115) (1,644) - (1,537) (3,296)
Currency translation differences 471 1,382 54 846 2,753
31 December 2021 18,427 51,677 2,070 32,526 104,700
Accumulated depreciation
1 January 2021 4,827 26,842 967 11,384 44,020
Depreciation charge 1,486 6,386 254 1,760 9,886
Disposals (3) - (161) - (164)
Write-offs (12) (1,520) - (201) (1,733)
Currency translation differences 146 785 28 329 1,288
31 December 2021 6,444 32,493 1,088 13,272 53,297
Net book value
1 January 2021 11,761 22,680 938 18,571 53,950
31 December 2021 11,983 19,184 982 19,254 51,403

10. Property and equipment (continued)

Furniture
and
Computers
and
Motor Leasehold
improve
fixtures equipment vehicles ments Total
Cost
1 January 2020 14,956 45,618 1,813 28,405 90,792
Additions 345 4,883 - 738 5,966
Transfers 1,186 (1,186) - - -
Disposals (225) (1,494) - - (1,719)
Write-offs (423) (596) - (631) (1,650)
Currency translation differences 749 2,297 92 1,443 4,581
31 December 2020 16,588 49,522 1,905 29,955 97,970
Accumulated depreciation
1 January 2020 3,614 21,585 683 9,223 35,105
Depreciation charge 1,376 5,691 253 1,780 9,100
Transfers 104 (104) - - -
Disposals (41) (774) - - (815)
Write-offs (395) (594) - (64) (1,053)
Currency translation differences 169 1,038 31 445 1,683
31 December 2020 4,827 26,842 967 11,384 44,020
Net book value
1 January 2020 11,342 24,033 1,130 19,182 55,687
31 December 2020 11,761 22,680 938 18,571 53,950

In 2022 write-offs mainly arose from impairments of prior head office leasehold improvements. The write-offs in 2021 and 2020 were mainly attributable to the impairment of unused ATM terminals.

11. Intangible assets

The movements in intangible assets were as follows:

Software and
licence Other Total
Cost
1 January 2022 29,785 333 30,118
Additions 17,928 - 17,928
Disposals - - -
Write-offs (7,088) - (7,088)
Currency translation differences 2,116 - 2,116
31 December 2022 42,741 333 43,074
Accumulated amortisation
1 January 2022 12,544 333 12,877
Amortisation charge 7,547 - 7,547
Write-offs (6,947) - (6,947)
Currency translation differences 821 - 821
31 December 2022 13,965 333 14,298
Net book value
1 January 2022 17,241 - 17,241
31 December 2022 28,776 - 28,776

11. Intangible assets (continued)

Software and
licence Other Total
Cost
1 January 2021 23,595 333 23,928
Additions 9,009 - 9,009
Disposals - - -
Write-offs (3,529) - (3,529)
Currency translation differences 710 - 710
31 December 2021 29,785 333 30,118
Accumulated amortisation
1 January 2021 10,184 332 10,516
Amortisation charge 5,565 - 5,565
Write-offs (3,512) - (3,512)
Currency translation differences 307 1 308
31 December 2021 12,544 333 12,877
Net book value
1 January 2021 13,411 1 13,412
31 December 2021 17,241 - 17,241
Software and
licence Other Total
Cost
1 January 2020 18,493 317 18,810
Additions 6,602 - 6,602
Disposals - - -
Write-offs (2,381) - (2,381)
Currency translation differences 881 16 897
31 December 2020 23,595 333 23,928
Accumulated amortisation
1 January 2020 7,562 316 7,878
Amortisation charge 4,595 - 4,595
Write-offs (2,325) - (2,325)
Currency translation differences 352 16 368
31 December 2020 10,184 332 10,516
Net book value
1 January 2020 10,931 1 10,932
31 December 2020 13,411 1 13,412

Over the past two years, the bank has actively participated in the digital transformation stage, making substantial investments in the development of various types of software and IT platforms. These investments include the creation of a proprietary mobile banking application, a CRM dynamic system, and other software and ecosystems.

Write-offs were primarily associated with unused software and licenses, subject to annual impairment assessments.

12. Taxation

The corporate income tax expense in the income statement comprises:

2022 2021 2020
(90,428) (17,249) (25,403)
11,523
(71,164) (28,490) (13,880)
1,779 421 861
19,264 (11,241)

The income tax rate applicable to the Bank's income is 18%.

The effective income tax rate differs from the statutory income tax rates. A reconciliation of the income tax expense based on statutory rates with the actual expense is as follows:

2022 2021 2020
Profit before income tax expense from continuing operations 368,379 152,638 71,135
Profit before income tax expense 368,379 152,638 71,135
Statutory tax rate 18% 18% 18%
Theoretical income tax expense at average tax rate (66,308) (27,475) (12,804)
Non-deductible expenses (4,856) (1,015) (1,076)
Income tax expense (71,164) (28,490) (13,880)

As at 31 December 2022, 31 December 2021 and 31 December 2020, income tax assets and liabilities consist of the following:

2022 2021 2020
Deferred income tax assets 16,924 - 6,450
Income tax assets 16,924 - 6,450
Current income tax liabilities 77,434 2,932 16,372
Deferred income tax liabilities - 4,280 -
Income tax liabilities 77,434 7,212 16,372

Deferred tax assets and liabilities as 31 December 2022, 31 December 2021 and 31 December 2020, and their movements for the respective years, are as follows:

Origina tion a nd reversa l of tempora ry Origina tion a nd reversa l of tempora ry Origina tion a nd reversa l of tempora ry
2019 In the income
statement
In OCI Currency
translation
2020 In the income
statement
In OCI Currency
translation
2021 In the income
statement
In OCI Currency
translation
2022
Tax effect of deductible
temporary differences:
Amounts due to credit institutions - 125 - (55) 70 (70) - - - - - - -
Investment securities - (161) 861 (77) 623 (622) 421 16 438 (994) 1,779 44 1,267
Loans to customers and finance lease
receivables
- 2,367 - (521) 1,846 (1,846) - - - - - - -
Right-of-use assets - - - - - - - - - - - - -
Tax losses carried forward - - - - - - - - - - - - -
Property and equipment - 94 - (8) 86 133 - 3 222 253 - 19 494
Lease liability 12,218 (162) - 624 12,680 1,006 - 360 14,046 (307) - 877 14,616
Accruals and deferred income - - - - - - - - - - - - -
Other assets and liabilities 4,083 (525) - 215 3,773 3,306 - 131 7,210 16,266 - 786 24,262
Deferred tax assets 16,301 1,738 861 178 19,078 1,907 421 510 21,916 15,218 1,779 1,726 40,639
Tax effect of taxable
temporary differences:
Amounts due to credit institutions 627 (48) - 33 612 (52) - 17 577 (5) - 36 608
Investment securities 1,039 (1,039) - - - - - - - - - - -
Loans to customers and finance lease 7,506 (7,506) - - - 11,521 - 57 11,578 (1,883) - 690 10,385
Property and equipment 101 (101) - - - - - - - - - - -
Right-of-use assets 11,683 (265) - 598 12,016 598 - 339 12,953 (731) - 800 13,022
Other assets and liabilities 826 (826) - - - 1,081 - 7 1,088 (1,427) - 39 (300)
Deferred tax liabilities 21,782 (9,785) - 631 12,628 13,148 - 420 26,196 (4,046) - 1,565 23,715
Net deferred tax liabilities (5,481) 11,523 861 (453) 6,450 (11,241) 421 90 (4,280) 19,264 1,779 161 16,924

The deductible temporary differences do not expire under current tax legislation.

13. Other assets and other liabilities

Other assets comprise:

2022 2021 2020
Foreclosed assets 6,235 8,549 11,439
Receivables from money transfers 22,213 11,304 11,539
Derivative financial assets 4,127 501 110
Standard bullions of precious metals - 6,647 7,621
Other 1,414 7,914 4,904
Other assets, gross 33,989 34,915 35,613
Less – Allowance for impairment of other assets (138) (161) (442)
Other assets, net 33,851 34,754 35,171

Other liabilities comprise:

2022 2021 2020
Derivative financial liabilities 477 598 3,164
Creditors 7,855 6,258 5,075
Payables for money transfers 21,088 16,400 11,260
Other taxes payable 13,278 9,824 7,075
Provisions 2,078 1,579 2,253
Other 6,217 7,484 6,798
Other liabilities 50,993 42,143 35,625

The outstanding receivables from money transfers primarily stem from yet-to-be-cashed-out funds from payment service providers. The growth observed in 2022 can be mainly attributed to an increase in overall macroeconomic activity. primarily attributed to factors such as tourism, the relocation of several companies to Armenia, and as a result a substantial rise in remittances, which led to increased balances from money transfers.

For other assets line "Other" mainly includes balances on brokerage accounts, while for other liabilities these are mainly financial liabilities related to factoring contracts and other various payables.

The table below shows the fair values of derivative financial instruments, recorded as assets or liabilities, together with their notional amounts. The notional amount, recorded gross, is the amount of a derivative's underlying asset or liability, reference rate or index and is the basis upon which changes in the value of derivatives are measured. The notional amounts indicate the volume of transactions outstanding at the year-end and are not indicative of the credit risk.

2022
Notional Fair value
amount Asset Liability
Foreign exchange contracts
Forwards and swaps – domestic 26,587 53 63
Forwards and swaps – foreign 131,875 107 414
Interest rate contracts
Forwards and swaps - foreign (IR) 53,929 3,967 -
Total derivative assets / liabilities 212,391 4,127 477
2021 2020
Notional Fair value Notional Fair value
amount Asset Liability amount Asset Liability
Foreign exchange contracts
Forwards and swaps – domestic 52,614 - 177 52,428 - 13
Forwards and swaps – foreign 265,852 492 235 131,122 110 488
Interest rate contracts
Forwards and swaps – foreign (IR) 67,526 9 186 77,469 - 2,663
Total derivative assets / liabilities 385,992 501 598 261,019 110 3,164

14. Accruals and deferred income

Accruals and deferred income comprise:

2022 2021 2020
133,720 39,994 15,382
16 202 184
133,736 40,196 15,566

The accruals for employee compensation experienced growth in 2022 due to improved performance by the Bank.

15. Client deposits and notes

The amounts due to customers include the following:

2022 2021 2020
Current accounts 3,338,989 1,994,011 2,210,990
Time deposits 2,036,775 1,877,489 1,545,630
Client deposits and notes 5,375,764 3,871,500 3,756,620

At 31 December 2022, amounts due to customers of GEL 1,338,625 (25%) were due to the ten largest customers (2021: GEL 860,721 (22%), 2020: GEL 1,225,382 (33%)).

Amounts due to customers include accounts with the following types of customers:

2022 2021 2020
Individuals 2,692,662 1,951,599 1,553,608
Private enterprises 2,577,607 1,868,049 2,161,534
State and state-owned entities 105,495 51,852 41,478
Client deposits and notes 5,375,764 3,871,500 3,756,620

The breakdown of customer accounts by industry sector is as follows:

2022 2021 2020
Individuals 2,692,662 1,951,599 1,553,608
Financial intermediation 331,557 254,354 189,840
Trade 304,254 186,882 190,735
Chemical 273,005 271,499 947,465
Service 138,080 72,411 49,712
Construction 524,343 273,641 258,477
Transport & Communication 251,376 106,717 37,308
Manufacturing 58,340 37,816 34,992
Electricity, gas and water supply 87,346 25,565 23,807
Beverage industry 80,531 48,089 37,859
Mining 112,665 201,798 59,357
Hospitality 22,046 13,320 10,265
Agriculture 28,177 11,369 18,101
Other 471,382 416,440 345,094
Client deposits and notes 5,375,764 3,871,500 3,756,620

16. Amounts owed to credit institutions

Amounts due to credit institutions comprise:

2022 2021 2020
Loans from the Central Bank of Armenia 193,184 136,761 97,191
Borrowings from international credit institutions 229,979 368,607 549,313
Time deposits and inter-bank loans 366,889 680,929 678,766
Correspondent accounts 37,651 2,083 1,646
Payables under REPO Operations 26,972 116,101 125,471
854,675 1,304,481 1,452,387
Non-convertible subordinated debt 192,901 176,577 135,336
Amounts due to credit institutions 1,047,576 1,481,058 1,587,723

During the year ended 31 December 2022, the Bank paid up to 9.19% on USD borrowings from international credit institutions (2021: up to 4.03%, 2020: up to 4.02%). During the year ended 31 December 2022, the Bank paid up to 11.10% on USD subordinated debt (2021: up to 6.50%, 2020: up to 6.95%). During the year ended 31 December 2022, the Bank paid up to 6.70% on EUR subordinated debt (2021: up to 6.50%, 2020: up to 6.70%).

The Bank is required to meet certain covenants in connection with borrowing agreements. The Bank was in compliance with all covenants as at 31 December 2022, 2021and 2020.

17. Debt securities issued

Debt securities issued comprise:

2022 2021 2020
Green bonds issued to international financial institutions 120,935 146,909 181,567
Local bonds 510,245 569,069 488,980
Debt securities issued 631,180 715,978 670,547

Bonds issued by the Bank are listed on Armenia Securities Exchange stock exchange. In 2020 the Bank issued green bonds, Based on the core components of ICMA's Green Bond Principles, in the amount of EUR 42 million with an interest rate of 3.05% maturing on 26 November 2025. The green bonds are issued in close cooperation with the FMO, the Dutch Entrepreneurial Development, that is also an anchor investor in this transaction. The purpose of the issued green bonds is financing green projects that contribute to environmental sustainability.

18. Commitments and contingencies

Legal

In the ordinary course of business, the Bank is subject to legal actions and complaints. Management believes that the ultimate liability, if any, arising from such actions or complaints will not have a material adverse effect on the financial condition or the results of future operations.

Taxation contingencies

The taxation system in Armenia is relatively new and is characterised by frequent changes in legislation, official pronouncements and court decisions, which are sometimes unclear, contradictory and subject to varying interpretation. Taxes are subject to review and investigation by tax authorities, which have the authority to impose fines and penalties. In the event of a breach of tax legislation, no liabilities for additional taxes, fines or penalties may be imposed by tax authorities once three years have elapsed from the date of the breach.

These circumstances may create tax risks in Armenia that are more significant than in other countries. Management believes that it has provided adequately for tax liabilities based on its interpretations of applicable Armenian tax legislation, official pronouncements and court decisions. However, the interpretations of the relevant authorities could differ and the effect on this historical financial information, if the authorities were successful in enforcing their interpretations, could be significant. The stated statute of limitation is fixed and valid under the Republic of Armenian Tax code.

Financial commitments and contingencies

The Bank has outstanding credit related commitments to extend loans. These credit related commitments take the form of approved loans and credit card limits and overdraft facilities. The Bank provides financial guarantees and letters of credit to guarantee the performance of customers to third parties. These agreements have fixed limits and generally extend for a period of up to five years. The Bank applies the same credit risk management policies and procedures when granting credit commitments, financial guarantees and letters of credit as it does for granting loans to legal entities and individuals. The contractual amounts of credit related commitments are set out in the following table by category. The amounts reflected in the table for credit related commitments assume that amounts are fully advanced. The amounts reflected in the table for guarantees and letters of credit represent the maximum accounting loss that would be recognised at the reporting date if counterparties failed completely to perform as contracted.

18. Commitments and contingencies (continued)

31 December 2022, 2021 and 2021, the Bank's financial commitments and contingencies comprised the following:

2022 2021 2020
Credit-related commitments
Financial and performance guarantees issued 205,971 154,210 150,767
Letters of credit 947 4,721 27,622
Undrawn loan facilities 278,413 274,379 218,096
485,331 433,310 396,485
Less – Provisions (2,078) (1,579) (2,253)
Guarantees issued
Performance guarantees 146,864 115,637 102,591
Financial guarantees 59,107 38,573 48,176
205,971 154,210 150,767

The Bank discloses its undrawn loan facility balances based on the contractual terms and existing practice in regard to disbursement of these amounts. The balances are disclosed as commitments if the Bank has an established practice of disbursing undrawn amounts without any subsequent approval.

19. Equity

Share capital

As at 31 December 2022 issued share was fully paid. Each share has a nominal value of one GEL 2.84 (2021: GEL 2.84, 2020: GEL 1.91). Shares issued and outstanding as at 31 December 2022 are described below:

Number of
ordinary shares Share Capital
31 December 2019 116,710 222,896
Increase of share capital 124 252
31 December 2020 116,834 223,148
Transfer of share capital - 108,438
Increase of share capital 125 256
31 December 2021 116,959 331,842
Increase of share capital 62 194
31 December 2022 117,021 332,036

Dividends

Dividends payable are restricted to the maximum retained earnings of the Bank, which are determined according to legislation of the Republic of Armenia. The Bank did not declare and pay dividends in 2022, 2021 and 2020.

Nature and purpose of other reserves

Unrealised gains and losses on investment securities

This reserve records fair value changes on investment securities.

Foreign currency translation reserve

The foreign currency translation reserve is used to record exchange differences arising from the translation of the historical financial information.

Earnings per share

2022 2021 2020
Basic and diluted earnings per share
Profit for the year attributable to ordinary shareholders of the Bank 297,215 124,148 57,255
Weighted average number of ordinary shares outstanding during the year 117,002 116,936 116,817
Basic earnings per share 2.54 1.06 0.49

20. Net interest income

2022 2021 2020
Interest income calculated using EIR method 550,734 450,033 412,383
From loans to customers 479,649 411,268 373,946
From investment securities 48,251 28,946 30,038
From amounts due from credit institutions 22,834 9,819 8,399
Other interest income 25,459 16,603 9,653
From finance lease receivable 15,043 12,075 5,884
From investment securities measured at FVTPL 10,416 4,528 3,769
Interest income 576,193 466,636 422,036
On client deposits and notes (123,265) (93,386) (97,191)
On amounts owed to credit institutions (66,509) (65,494) (70,272)
On debt securities issued (40,632) (41,377) (24,683)
On lease liability (9,017) (8,588) (8,648)
Interest expense (239,423) (208,845) (200,794)
Deposit insurance fees (5,599) (4,382) (4,011)
Net interest income 331,171 253,409 217,231

21. Net fee and commission income

2022 2021 2020
Settlements operations 58,730 32,533 21,730
Guarantees and letters of credit 4,735 3,902 3,573
Cash operations 13,652 5,651 4,979
Brokerage service fees 1,503 2,724 2,650
Other 2,581 2,566 1,633
Fee and commission income 81,201 47,376 34,565
Settlements operations (31,262) (20,940) (14,044)
Cash operations (2,985) (880) (1,216)
Brokerage service fees (526) (842) (993)
Guarantees and letters of credit (265) (455) (459)
Other (1,530) (752) (599)
Fee and commission expense (36,568) (23,869) (17,311)
Net fee and commission income 44,633 23,507 17,254

In 2022, the Armenian economy demonstrated 12.6% GDP growth, primarily attributed to factors such as tourism, the relocation of several companies to Armenia, and a substantial rise in remittances. The increased activity led to the growth of non-interest income for banks, encompassing fees and commissions derived from settlement and cash operations.

Revenue from customers

In 2022, the Bank recognised GEL 63,465 revenue from contracts with customers in the income statement, including fee and commission as well as net other income (2021: GEL 36,435, 2020: GEL 25,303).

Contract assets and liabilities

As at 31 December 2022, the Bank has recognised GEL 16 revenue-related contract liabilities (2021: GEL 202, 2020: GEL 184) which is expected to be recognised within 1 year. Accounts receivable are recognised when the right to consideration becomes unconditional. Deferred revenue is recognised as revenue as the Bank performs under the contract.

In 2022, the Bank recognised GEL 211 revenue (2021: GEL 188, 2020: GEL 200) that relates to carried-forward contract liabilities and was previously included in the deferred income.

22. Net foreign currency gain

2022 2021 2020
Net gain on spot transactions 312,351 62,682 17,771
Net loss from revaluation of financial assets and liabilities (58,734) (18,524) 21,249
Net foreign currency gain 253,617 44,158 39,020

The growth in net foreign currency gain in 2022 is mainly attributable to client-driven flows and increased volume and increased margins as a result of exchange rate volatility.

23. Salaries and other employee benefits, and general and administrative expenses

Salaries and other employee benefits

2022 2021 2020
Salaries and bonuses (190,185) (85,066) (58,778)
Salaries and other employee benefits (190,185) (85,066) (58,778)

Growth in salaries and other employee benefits in 2022 is attributed to an increased number of staff employed and notable improvement in performance, leading to an increase in bonus accruals for the year.

The average number of staff employed by the Bank for the years ended 31 December 2022, 31 December 2021 and 31 December 2020, comprised:

2022 2021 2020
Average total number of staff employed 1,427 1,157 1,109
General and administrative expenses
2022 2021 2020
Repairs and maintenance (6,834) (6,183) (5,565)
Marketing and advertising (7,332) (6,069) (6,010)
Legal and other professional services (5,188) (1,843) (1,368)
Operating taxes (2,804) (2,507) (2,389)
Office supplies (495) (433) (225)
Communication (2,145) (1,406) (910)
Occupancy and rent (1,270) (1,180) (858)
Travel expenses (1,034) (185) (127)
Insurance (681) (560) (431)
Security (1,774) (1,526) (1,395)
Corporate hospitality and entertainment (54) (37) (5)
Personnel training and recruitment (3,140) (2,170) (2,087)
Other (2,064) (1,059) (852)
General and administrative expenses (34,815) (25,158) (22,222)

The growth in legal and professional services resulted primarily from the costs associated with consulting services. The bank incurred expenses related to obtaining consultancy for addressing digital transformation issues from an international consulting company.

24. Cost of risk

The table below shows ECL charges and provision for guarantees for the year recorded in the income statement:

Stage 1 Stage 2 Stage 3
Collective Collective Individual Collective Total
Cash and cash equivalents 255 - - - 255
Amounts due from credit institutions (527) - - - (527)
Investment securities measured at amortised cost -
debt instruments
(1,355) - - - (1,355)
Investment securities measured at FVOCI -
debt instruments
(385) - - - (385)
Loans to customers at amortised cost 942 15,562 (27,462) (1,878) (12,836)
Finance lease receivables 50 (30) (724) (386) (1,090)
Other financial assets (37) 2 - (152) (187)
Other financial commitments (421) (1) - 30 (392)
For the year ended 31 December 2022 (1,478) 15,533 (28,186) (2,386) (16,517)
Stage 1 Stage 2 Stage 3
Collective Collective Individual Collective Total
Cash and cash equivalents (154) - - - (154)
Amounts due from credit institutions 46 - - - 46
Investment securities measured at amortised cost -
debt instruments (211) - - - (211)
Investment securities measured at FVOCI -
debt instruments 141 - - - 141
Loans to customers at amortised cost 13,755 9,187 (48,272) (9,664) (34,994)
Finance lease receivables 84 97 (2,048) (101) (1,968)
Other financial assets (29) (2) - 3,145 3,114
Other financial commitments 556 80 - 95 731
For the year ended 31 December 2021 14,188 9,362 (50,320) (6,525) (33,295)
Stage 1 Stage 2 Stage 3
Collective Collective Individual Collective Total
Cash and cash equivalents 34 - - - 34
Amounts due from credit institutions (134) - - - (134)
Investment securities measured at amortised cost -
debt instruments
(207) - - - (207)
Investment securities measured at FVOCI -
debt instruments
77 - - - 77
Loans to customers at amortised cost (30,360) (3,242) (60,592) (24,896) (119,090)
Finance lease receivables (929) (120) (826) (58) (1,933)
Other financial assets (38) 1 - (271) (308)
Other financial commitments (1,365) (67) - (114) (1,546)
For the year ended 31 December 2020 (32,922) (3,428) (61,418) (25,339) (123,107)

The ECL charges on loans to customers have improved compared to previous periods, attributed to post-COVID-19 recoveries, enhancements in the newly issued portfolio, and an improved macroeconomic situation.

25. Risk management

Management of risk is fundamental to the business of banking and is an essential element of the Bank's operations. The major risks faced by the Bank are those related to market risk, credit risk and liquidity risk.

(a) Risk management policies and procedures

The risk management policies aim to identify, analyse and manage the risks faced by the Bank, to set appropriate risk limits and controls, and to continuously monitor risk levels and adherence to limits. Risk management policies and procedures are reviewed regularly to reflect changes in market conditions, products and services offered and emerging best practice.

The risk management policies aim to identify, analyse and manage the risks faced by the Bank, to set appropriate risk limits and controls, and to continuously monitor risk levels and adherence to limits. Risk management policies and procedures are reviewed regularly to reflect changes in market conditions, products and services offered and emerging best practice.

The Management Board has overall responsibility for the oversight of the risk management framework, overseeing the management of key risks and reviewing its risk management policies and procedures as well as approving significantly large exposures.

The Risk Management Center is responsible for monitoring and implementation of risk mitigation measures and making sure that the Bank operates within the established risk parameters. The Head of the Risk Management Center is responsible for the overall risk management, ensuring the implementation of common principles and methods for identifying, measuring, managing and reporting both financial and non-financial risks. This position reports directly to the Management Board and indirectly to the Board of Directors.

Credit, market and liquidity risks both at the portfolio and transactional levels are managed and controlled through a system of Credit Committees and an Asset and Liability Management Committee (ALCO). In order to facilitate efficient and effective decision-making, the Bank has established a hierarchy of credit committees depending on the type and amount of the exposure.

Both external and internal risk factors are identified and managed throughout the organisation. Particular attention is given to identifying the full range of risk factors and determination of the level of assurance over the current risk mitigation procedures. Apart from the standard credit and market risk analysis, the Risk Management Center monitors financial and non-financial risks by holding regular meetings with operational units in order to obtain expert judgments in their areas of expertise.

Risk Management Department prepares monthly, quarterly and annual risk reports which are submitted to executive bodies (ALCO, Large Credit Committee, Management Board) and then submitted to Board committees and further for Board of Director's approval.

Credit decisions/approvals - In lending process there are three collegial bodies which involved in credit decision making: two executive committees (Small Credit Committee and Large Credit Committee) and Management Board. Also, there is a sophisticated system of credit approval depending on the amount, creditworthiness parameters, loan conditions and macroeconomic state where individual decision makers are involved also, such as: Retail Director, Retail Lending Service Head, Risk Director, Credit Risk Service head and other.

Asset Liability Management and risk appetite setting - ALCO committee and Management Board are collegial bodies which are making decisions regarding A&L management, market risks, risk parameters, liquidity, IRRBB. The escalation principles from the committee level to MB level are based on exposure/risk size relative to Bank's equity. Risk appetite framework is maintained by Risk Management Department, all thresholds, limits and allocations across business lines are aligned with strategic business planning. The high-level approval of new risk appetite is conducted on annual basis and includes three steps: approval by Management Board, presentation and discussion in Board Audit and Risk committee, approval by the Board.

Operational risk refers to the potential for loss due to internal and external fraud events, inadequate processes or products, business disruptions and systems failures, human error or damages to assets. Operational risk also implies losses driven by legal, reputational, compliance and cyber risks. Ameriabank proactively mitigates this risk through established policies and procedures, supported by dedicated structures like the Risk Management Committee and a robust risk monitoring framework. The Bank's Operational risk framework, approved by the Management Board, outlines: Operational Risk framework: This framework establishes clear roles, responsibilities, and operational risk limits for all functions within the Bank, analyses internal risk events and conducts root-cause analyses for further risk mitigation purposes.

Risk assessments: Assessments cover all operational areas, products and services provided for by the Bank, identifying potential vulnerabilities and their likelihood and impact. This analysis forms the basis for the consequent mitigation plans.

Business continuity planning: Comprehensive plans are in place to maintain critical operations during disruptions, minimizing potential losses and ensuring customer service continuity.

IT risk management: The Bank performs identification, assessment, evaluation, treatment, monitoring and reporting of IT infrastructure and its risks, and oversees regular system testing to protect against cyber threats and technological failures.

Third-party risk management: The Bank recognizes the potential for operational risks introduced by third-party vendors and service providers. Therefore, it implements thorough due diligence processes, risk assessments, and robust contractual agreements to mitigate these risks.

The Bank actively monitors and evaluates operational risks, via regular reporting to the Management Board and Board of Directors, incident management processes, and continuous risk assessments. Any material changes to processes, products and services provided by the Bank, are independently reviewed by the Risk Management Center before submission to the Management Board and Investment and Development Committee. Dedicated teams within the Risk Management Center analyze internal data, industry trends, and regulatory updates to proactively identify and address potential risks. This proactive approach ensures a robust operational environment and safeguards the Bank against financial losses from operational failures.

The Operational Risk Management framework and its complementing procedures are regularly updated to ensure effective execution of the operational risk management program.

(b) Market risk

Market risk is the risk that the fair value or future cash flows of a financial instrument will fluctuate because of changes in market prices. Market risk comprises currency risk, interest rate risk and other price risks. Market risk arises from open positions in interest rate and equity financial instruments, which are exposed to general and specific market movements and changes in the level of volatility of market prices and foreign currency rates. The objective of market risk management is to manage and control market risk exposures within acceptable parameters, whilst optimising the return on risk.

Overall authority for market risk is vested in the ALCO, which is chaired by the General Director. Market risk limits are approved by the Management Board based on recommendations of the Risk Management Center.

The Bank manages its market risk by setting open position limits in relation to financial instruments, interest rate maturity and currency positions. These are monitored on a regular basis and reviewed and approved by the Management Board.

In addition, the Bank uses a wide range of stress tests to model the financial impact of a variety of exceptional market scenarios on individual trading portfolios and the Bank's overall position. Stress tests provide an indication of the potential size of losses that could arise in extreme conditions.

(i) Interest rate risk

The sensitivity of the income statement is the effect of the assumed changes in interest rates on the net interest income for the year, based on the floating rate non-trading financial assets and financial liabilities held at 31 December 2022, 2021 and 2020. Changes in basis points are calculated as standard deviations of daily changes in floating rates over the last month multiplied by respective floating rates.

Currency Increase in
basis points
2022
Sensitivity of net
interest income
2022
Sensitivity of other
comprehensive income
2022
AMD 96 4,742 -
EUR 411 2,952 -
USD 271 (4,360) 6,323
Decrease in
basis points
Sensitivity of net
interest income
Sensitivity of other
comprehensive income
Currency 2022 2022 2022
AMD (96) (4,742) -
EUR (411) (2,952) -
USD (271) 4,360 (6,323)
Increase in Sensitivity of net Sensitivity of other
basis points interest income comprehensive income
Currency 2021 2021 2021
AMD 87 1,953 -
EUR 1 (1) -
USD 9 (235) 32
Decrease in Sensitivity of net Sensitivity of other
basis points interest income comprehensive income
Currency 2021 2021 2021
AMD (87) (1,953) -
EUR (1) 1 -
USD (9) 235 (32)
Increase in Sensitivity of net Sensitivity of other
basis points interest income comprehensive income
Currency 2020 2020 2020
AMD 24 137 -
EUR 18 (161) -
USD 20 (687) 37
Decrease in Sensitivity of net Sensitivity of other
basis points interest income comprehensive income
Currency 2020 2020 2020
AMD (24) (137) -
EUR (18) 161 -
USD (20) 687 (37)

Currency risk

The Bank has assets and liabilities denominated in several foreign currencies. Currency risk is the risk that the fair value or future cash flows of a financial instrument will fluctuate because of changes in foreign currency exchange rates. Although the Bank hedges its exposure to currency risk, such activities do not qualify as hedging relationships in accordance with IFRS.

The tables below indicate the currencies to which the Bank had significant exposure at 31 December 2022 on its monetary assets and liabilities. The analysis calculates the effect of a reasonably possible movement of the currency rate against the Armenian Dram, with all other variables held constant on the income statement. The reasonably possible movement of the currency rate against the Armenian Dram is calculated as a standard deviation of daily changes in exchange rates over the 12 months. A negative amount in the table reflects a potential net reduction in income statement, while a positive amount reflects a net potential increase.

Currency Change
in
currency
rate in %
Effect on
profit before
tax
Change in
currency
rate in %
Effect on
profit before
tax
Change in
currency
rate in %
Effect on
profit before
tax
2022 2021 2020
EUR
USD
12.9%
7.5%
(7)
(20)
6.9%
4.5%
16,193
(7,862)
7.9%
3.5%
5,071
(3,206)

Prepayment risk

Prepayment risk is the risk that the Bank will incur a financial loss because its customers and counterparties repay or request repayment earlier than expected, such as fixed rate mortgages when interest rates fall, or other credit facilities, for similar reasons.

The Bank calculates the effect of early repayments by calculating the weighted average rates of early repayments across each loan product individually, applying these historical rates to the outstanding carrying amount of respective products as at the reporting date and multiplying by the weighted average effective annual interest rates for each product. The model does not make a distinction between different reasons for repayment (e.g. relocation, refinancing or renegotiation) and takes into account the effect of any prepayment penalties on the Bank's income.

The estimated effect of prepayment risk on net interest income of the Bank for the years ended 31 December 2022, 31 December 2021 and 31 December 2020, is as follows:

Effect on net
interest income
2022 7,583
2021 6,685
2020 4,335

Credit risk

Credit risk is the risk of financial loss to the Bank if a customer or counterparty to a financial instrument fails to meet its contractual obligations. The Bank has policies and procedures for the management of credit exposures (both for recognised financial assets and unrecognised contractual commitments), including guidelines to limit portfolio concentration and the establishment of a Credit Committee and Risk Management Center, which actively monitor credit risk. The credit policy is reviewed and approved by the Management Board.

The credit policy establishes:

  • procedures for review and approval of loan credit applications;
  • methodology for the credit assessment of borrowers (legal entities and individuals);
  • methodology for the credit assessment of counterparties, issuers and insurance companies;
  • methodology for the evaluation of collateral;
  • credit documentation requirements;
  • procedures for the ongoing control and monitoring of loans and other credit exposures.

Legal entity loan credit applications are originated by the relevant client managers and are then passed on to the Loan Department, which is responsible for the loan portfolio of legal entities. Analysis reports are based on a structured analysis focusing on the customer's business and financial performance. The loan credit application and the report are then independently reviewed by the Risk Management Center and a second opinion is given accompanied by an opinion whether credit policy requirements are met. The Credit Committee reviews the loan credit application on the basis of submissions by the Loan Department. Individual transactions are also reviewed by the Legal department depending on the specific risks and pending final approval of the Credit Committee.

The Bank continuously monitors the performance of individual credit exposures and regularly reassesses the creditworthiness of its customers. The review is based on the customer's most recent financial statements and other information submitted by the borrower, or otherwise obtained by the Bank. Loans to individuals credit applications are reviewed by the Retail Lending Subdivisions. Starting from 2020 the Bank has implemented new machine learning scoring system for portfolio of credit purchase and online consumer loans.

Apart from individual customer analysis, the credit portfolio is assessed by the Risk Management Center with regard to credit concentration and market risks.

The maximum expfvosure to credit risk is generally reflected in the carrying amounts of financial assets on the statement of financial position and unrecognised contractual commitment amounts. The impact of possible netting of assets and liabilities to reduce potential credit exposure is not significant.

Collateral generally is not held against claims under derivative financial instruments, investments in securities, and loans and advances to banks, except when securities are held as part of reverse repurchase and securities borrowing activities.

For the analysis of collateral held against loans and advances to customers and concentration of credit risk in respect of loans and advances to customers refer to Note 8.

The maximum exposure to credit risk from unrecognised contractual commitments at the reporting date is presented in Note 18.

25. Risk management (continued)

The table below shows the credit quality by class of asset in the statement of financial position, presented in gross amounts, based on the Bank's credit rating system.

Cash and cash equivalents,
excluding cash on hand Stage 1 Total
- rated Aa1 to Aa3 133,242 133,242
- rated A1 to A3 112,324 112,324
- rated from Baa1 to Baa3 35,482 35,482
- rated from BA1 to BA3 401,759 401,759
- not rated 75,472 75,472
Balance at 31 December 2022 758,279 758,279
Amounts due from credit institutions Stage 1 Total
- rated A1 to A3 5,792 5,792
- rated from BA1 to BA3 519,852 519,852
- not rated 323,267 323,267
Balance at 31 December 2022 848,911 848,911
Investment securities measured at FVOCI -
debt instruments Stage 1 Total
- rated from Aaa1 to Aaa3 157,770 157,770
- rated from BA1 to BA3 234,399 234,399
- not rated 310 310
Balance at 31 December 2022 392,479 392,479
Investment securities measured at amortized
cost - debt instruments Stage 1 Total
- rated from Aaa1 to Aaa3 389,763 389,763
- rated Aa1 to Aa3 22,990 22,990
- rated from BA1 to BA3 626,874 626,874
- not rated 36,261 36,261
Balance at 31 December 2022 1,075,888 1,075,888

25. Risk management (continued)

Credit risk (continued)

Commercial loans at amortised cost Stage 1 Stage 2 Stage 3 Total
- rated Aa1 to Aa3 40,055 - - 40,055
- rated A1 to A3 91,939 - - 91,939
- rated from Baa1 to Baa3 308,017 - - 308,017
- rated from BA1 to BA3 731,959 - - 731,959
- rated from B1 to B3 345,736 - - 345,736
- not rated 346,496 11,684 - 358,180
Defaulted - - 60,809 60,809
Balance at 31 December 2022 1,864,202 11,684 60,809 1,936,695
Residential mortgage loans at amortised cost Stage 1 Stage 2 Stage 3 Total
- not rated 1,252,673 1,899 - 1,254,572
Defaulted - - 20,074 20,074
Balance at 31 December 2022 1,252,673 1,899 20,074 1,274,646
Micro and SME loans at amortised cost Stage 1 Stage 2 Stage 3 Total
- rated from Baa1 to Baa3 29,358 - - 29,358
- rated from BA1 to BA3 94,161 - - 94,161
- rated from B1 to B3 29,690 - - 29,690
- not rated 961,076 3,780 - 964,856
Defaulted - - 29,896 29,896
Balance at 31 December 2022 1,114,285 3,780 29,896 1,147,961
Consumer loans at amortised cost Stage 1 Stage 2 Stage 3 Total
- not rated 607,226 3,135 - 610,361
Defaulted - - 13,698 13,698
Balance at 31 December 2022 607,226 3,135 13,698 624,059
Finance lease receivables Stage 1 Stage 2 Stage 3 Total
- rated Aa1 to Aa3 2,256 - - 2,256
- rated from Baa1 to Baa3 8,635 - - 8,635
- rated from BA1 to BA3 20,469 - - 20,469
- not rated 128,877 196 - 129,073
Defaulted - - 792 792
Balance at 31 December 2022 160,237 196 792 161,225
Other financial assets Stage 1 Stage 2 Stage 3 Total
- not rated 15,495 313 - 15,808
Defaulted - - 6,405 6,405

Balance at 31 December 2022 15,495 313 6,405 22,213

25. Risk management (continued)

Credit risk (continued)

Financial guarantees issued Stage 1 Total
- not rated 59,107 59,107
Defaulted - -
Balance at 31 December 2022 59,107 59,107
Letters of credit Stage 1 Total
- not rated 947 947
Defaulted - -
Balance at 31 December 2022 947 947
Undrawn loan facilities Stage 1 Total
- rated from B1 to B3 35,054 35,054
- not rated 243,359 243,359
Defaulted - -
Balance at 31 December 2022 278,413 278,413 ჰ
Cash and cash equivalents,
excluding cash on hand Stage 1 Total
- rated Aa1 to Aa3 38,716 38,716
- rated A1 to A3 28,858 28,858
- rated from Baa1 to Baa3 17,747 17,747
- rated from BA1 to BA3 1,522,023 1,522,023
- not rated 453 453
Balance at 31 December 2021 1,607,797 1,607,797
Amounts due from credit institutions Stage 1 Total
- rated A1 to A3 3,189 3,189
- rated from BA1 to BA3 227,342 227,342
- not rated 49,068 49,068
Balance at 31 December 2021 279,599 279,599

Investment securities measured at FVOCI -

debt instruments Stage 1 Total
- rated from BA1 to BA3 70,751 70,751
- not rated 6,203 6,203
Balance at 31 December 2021 76,954 76,954
Investment securities measured at amortized
cost - debt instruments
Stage 1 Total
- rated from BA1 to BA3 340,672 340,672
- not rated 6,226 6,226
Balance at 31 December 2021 346,898 346,898

25. Risk management (continued)

Credit risk (continued)
Commercial loans at amortised cost Stage 1 Stage 2 Stage 3 Total
- rated from BA1 to BA3 96,136 - - 96,136
- rated from B1 to B3 83,028 - - 83,028
- not rated 1,620,918 50,455 - 1,671,373
Defaulted - - 80,979 80,979
Balance at 31 December 2021 1,800,082 50,455 80,979 1,931,516
Residential mortgage loans at amortised cost Stage 1 Stage 2 Stage 3 Total
- not rated 875,013 20,632 - 895,645
Defaulted - - 14,472 14,472
Balance at 31 December 2021 875,013 20,632 14,472 910,117
Total
Micro and SME loans at amortised cost Stage 1 Stage 2 Stage 3
- not rated
Defaulted
922,389
-
14,392
-
-
29,998
936,781
29,998
Balance at 31 December 2021 922,389 14,392 29,998 966,779
Consumer loans at amortised cost Stage 1 Stage 2 Stage 3 Total
- not rated 473,065 23,693 - 496,758
Defaulted - - 14,041 14,041
Balance at 31 December 2021 473,065 23,693 14,041 510,799
Finance lease receivables Stage 1 Stage 2 Stage 3 Total
- not rated 124,850 105 - 124,955
Defaulted - - 3,323 3,323
Balance at 31 December 2021 124,850 105 3,323 128,278
Other financial assets Stage 1 Stage 2 Stage 3 Total
- not rated 2,165 594 - 2,759
Defaulted - - 8,545 8,545
Balance at 31 December 2021 2,165 594 8,545 11,304
Financial guarantees issued Stage 1 Total
- not rated
Defaulted
38,573
-
38,573
-
Balance at 31 December 2021 38,573 38,573
Total
Letters of credit
- not rated
Stage 1
4,721
4,721
Defaulted - -
Balance at 31 December 2021 4,721 4,721
Undrawn loan facilities Stage 1 Total
- rated from B1 to B3 40,234 40,234
- not rated 234,111 234,111
Defaulted 34 34
Balance at 31 December 2021 274,379 274,379

Credit risk (continued)

Cash and cash equivalents,
excluding cash on hand Stage 1 Total
- rated Aa1 to Aa3 33,859 33,859
- rated A1 to A3 37,930 37,930
- rated from Baa1 to Baa3 23,667 23,667
- rated from BA1 to BA3 1,243,806 1,243,806
- not rated 695 695
Balance at 31 December 2020 1,339,957 1,339,957
Amounts due from credit institutions Stage 1 Total
- rated A1 to A3 3,376 3,376
- rated from BA1 to BA3 211,810 211,810
- rated from B1 to B3 29,176 29,176
- not rated 91,111 91,111
Balance at 31 December 2020 335,473 335,473
Investment securities measured at FVOCI -
debt instruments Stage 1 Total
- rated from BA1 to BA3 51,108 51,108
- rated from B1 to B3 6,712 6,712
- not rated 11,953 11,953
Balance at 31 December 2020 69,773 69,773

Investment securities measured at amortized

cost - debt instruments Stage 1 Total
- rated from BA1 to BA3 322,882 322,882
- rated from B1 to B3 958 958
Balance at 31 December 2020 323,840 323,840

25. Risk management (continued)

Credit risk (continued)

Commercial loans at amortised cost Stage 1 Stage 2 Stage 3 Total
- rated Aa1 to Aa3 - - - -
- rated A1 to A3 - - - -
- rated from Baa1 to Baa3 - - - -
- rated from BA1 to BA3 - - - -
- rated from B1 to B3 - - - -
- not rated 2,188,470 66,757 - 2,255,227
Defaulted - - 115,461 115,461
Balance at 31 December 2020 2,188,470 66,757 115,461 2,370,688
Total
Residential mortgage loans at amortised cost Stage 1 Stage 2 Stage 3
- not rated
Defaulted
697,080
-
24,567
-
-
12,061
721,647
12,061
Balance at 31 December 2020 697,080 24,567 12,061 733,708
Micro and SME loans at amortised cost Stage 1 Stage 2 Stage 3 Total
- rated from Baa1 to Baa3 - - - -
- rated from BA1 to BA3 - - - -
- rated from B1 to B3 - - - -
- not rated 766,524 31,600 - 798,124
Defaulted - - 32,458 32,458
Balance at 31 December 2020 766,524 31,600 32,458 830,582
Consumer loans at amortised cost Stage 1 Stage 2 Stage 3 Total
- not rated 451,863 20,686 - 472,549
Defaulted - - 26,901 26,901
Balance at 31 December 2020 451,863 20,686 26,901 499,450
Finance lease receivables Stage 1 Stage 2 Stage 3 Total
- rated Aa1 to Aa3 - - - -
- rated from Baa1 to Baa3 - - - -
- rated from BA1 to BA3 - - - -
- not rated 77,537 576 - 78,113
Defaulted - - 3,629 3,629
Balance at 31 December 2020 77,537 576 3,629 81,742
Other financial assets Stage 1 Stage 2 Stage 3 Total
- not rated - 99 - 99
Defaulted - - 11,440 11,440
Balance at 31 December 2020 - 99 11,440 11,539

25. Risk management (continued)

Credit risk (continued)

Financial guarantees issued Stage 1 Total
- not rated 48,176 48,176
Defaulted - -
Balance at 31 December 2020 48,176 48,176
Letters of credit Stage 1 Total
- not rated 27,622 27,622
Defaulted - -
Balance at 31 December 2020 27,622 27,622
Undrawn loan facilities Stage 1 Total
- rated from B1 to B3 27,668 27,668
- not rated 190,425 190,425
Defaulted 3 3
Balance at 31 December 2020 218,096 218,096

Types of collateral the Bank accepts include real estate properties, equipment, inventory and cash collateral. The Bank also obtains guarantees from parent companies for loans to their subsidiaries. Management monitors the market value of collateral, requests additional collateral in accordance with the underlying agreement, and monitors the market value of collateral obtained during its review of the adequacy of the allowance for loan impairment. In respect to collateral valuation the common approach within the region is to update valuations when there is an indication that real estate market prices have changed significantly since last valuation.

The following table shows the ratio of the loan portfolio to the market value of collateral held by the Bank in respect of the portfolio.

As at 31 December 2022
Loan-to-value %
Total gross
carrying amount U nsecured
Less than
50%
50-80% 80-90% 90-100% 100-200% 200-300% 300-400% More than
400%
Commercial loans 1,936,695 392,939 610,969 449,972 88,534 44,480 91,765 23,766 33,231 201,039
ECL coverage 2.63% 0.56% 1.16% 4.55% 0.49% 3.86% 15.94% 0.80% 1.44% 1.83%
Residential mortgage loans 1,274,646 - 150,719 419,966 450,644 175,907 66,538 4,891 1,686 4,295
ECL coverage 0.90% n/a 3.12% 0.82% 0.24% 0.40% 2.05% 0.14% 1.90% 2.89%
Micro and SME loans 1,147,961 147,182 293,884 357,080 66,563 30,578 125,497 37,779 30,717 58,681
ECL coverage 1.94% 5.90% 1.06% 1.40% 0.82% 1.05% 1.56% 2.27% 0.63% 2.81%
Consumer loans 624,059 430,388 80,038 79,563 13,910 4,339 11,455 1,683 107 2,576
ECL coverage 3.05% 3.76% 1.64% 1.25% 0.55% 2.81% 2.79% 1.60% 0.93% 0.50%
Loans to customers
at amortised cost, gross
4,983,361 970,509 1,135,610 1,306,581 619,651 255,304 295,255 68,119 65,741 266,591
As at 31 December 2021
Loan-to-value %
Total gross
carrying amount U nsecured
Less than
50%
50-80% 80-90% 90-100% 100-200% 200-300% 300-400% More than
400%
Commercial loans 1,931,516 463,042 613,247 527,553 101,338 21,160 100,314 10,221 7,112 87,529
ECL coverage 2.52% 0.59% 1.58% 4.54% 2.22% 0.71% 8.89% 0.69% 0.70% 1.02%
Residential mortgage loans 910,117 - 100,058 289,591 324,871 129,014 55,913 4,822 1,834 4,014
ECL coverage 0.72% n/a 0.90% 0.48% 0.55% 0.64% 1.37% 3.36% 36.70% 0.55%
Micro and SME loans 966,779 112,443 203,274 306,963 70,060 66,006 118,225 17,088 30,807 41,913
ECL coverage 2.65% 5.08% 1.75% 1.79% 1.37% 1.34% 3.93% 0.69% 12.90% 0.69%
Consumer loans 510,799 328,726 66,254 75,410 18,728 6,556 10,791 1,765 1,105 1,464
ECL coverage 4.94% 6.80% 1.50% 1.41% 1.19% 1.63% 3.21% 5.21% 5.16% 0.48%
Loans to customers
at amortised cost, gross
4,319,211 904,211 982,833 1,199,517 514,997 222,736 285,243 33,896 40,858 134,920

25. Risk management (continued)

Credit risk (continued)

As at 31 December 2020
Loan-to-value %
Total gross
carrying amount U nsecured
Less than
50%
50-80% 80-90% 90-100% 100-200% 200-300% 300-400% More than
400%
Commercial loans 2,370,688 774,876 390,055 621,614 124,110 101,303 168,153 38,642 17,581 134,354
ECL coverage 2.54% 2.63% 0.69% 4.52% 3.39% 1.55% 0.83% 0.69% 1.43% 1.11%
Residential mortgage loans 733,708 - 66,599 180,854 329,233 94,552 53,289 3,799 2,258 3,124
ECL coverage 0.94% n/a 0.84% 0.89% 0.39% 0.89% 3.45% 5.71% 22.63% 0.70%
Micro and SME loans 830,582 69,757 151,915 250,159 82,338 77,459 117,874 28,212 37,223 15,645
ECL coverage 3.63% 9.58% 2.28% 3.44% 2.13% 1.87% 2.15% 2.40% 13.12% 0.68%
Consumer loans 499,450 330,579 65,073 61,523 23,110 11,912 4,874 2,019 145 215
ECL coverage 9.44% 12.68% 2.39% 2.68% 3.54% 2.06% 6.34% 31.75% 24.14% 0.47%
Loans to customers
at amortised cost, gross
4,434,428 1,175,212 673,642 1,114,150 558,791 285,226 344,190 72,672 57,207 153,338

The geographical concentration of the Bank's assets and liabilities is set out below:

2022
CIS and
other
Georgia OECD foreign Total
Assets:
Cash and cash equivalents 35,455 280,983 588,063 904,501
Amounts due from credit institutions - - 847,817 847,817
Investment securities 7,371 64,126 1,464,456 1,535,953
Loans to customers and finance lease
receivables
455 23,090 5,015,882 5,039,427
All other assets - 4,074 244,892 248,966
43,281 372,273 8,161,110 8,576,664
Liabilities:
Client deposits and notes 2,179 141,446 5,232,139 5,375,764
Amounts owed to credit institutions 665 770,241 276,670 1,047,576
Debt securities issued - 120,935 510,245 631,180
Lease Liability - - 81,202 81,202
All other liabilities - 413 261,750 262,163
2,844 1,033,035 6,362,006 7,397,885
Net balance sheet position 40,437 (660,762) 1,799,104 1,178,779
2021 2020
CIS and CIS and
other other
Georgia OECD foreign Total Georgia OECD foreign Total
Assets:
Cash and cash equivalents 1,456 76,627 1,676,717 1,754,800 2,135 71,456 1,396,594 1,470,185
Amounts due from credit institutions 52,502 - 226,575 279,077 - - 334,921 334,921
Investment securities - - 476,025 476,025 - - 452,844 452,844
Loans to customers and finance lease
receivables
428 9,793 4,328,425 4,338,646 476 96,089 4,271,645 4,368,210
All other assets - 398 218,254 218,652 - - 214,776 214,776
54,386 86,818 6,925,996 7,067,200 2,611 167,545 6,670,780 6,840,936
Liabilities:
Client deposits and notes 1,600 151,638 3,718,262 3,871,500 1,580 146,641 3,608,399 3,756,620
Amounts owed to credit institutions - 1,182,211 298,847 1,481,058 - 1,263,799 323,924 1,587,723
Debt securities issued - 146,909 569,069 715,978 - 181,567 488,980 670,547
Lease Liability - - 78,036 78,036 - - 70,443 70,443
All other liabilities - 278 89,273 89,551 - 3,164 64,399 67,563
1,600 1,481,036 4,753,487 6,236,123 1,580 1,595,171 4,556,145 6,152,896
Net balance sheet position 52,786 (1,394,218) 2,172,509 831,077 1,031 (1,427,626) 2,114,635 688,040

Liquidity risk and funding management

Liquidity risk is the risk that the Bank may encounter difficulty in meeting obligations associated with its financial liabilities that are settled by delivering cash or another financial asset. Liquidity risk exists when the maturities of assets and liabilities do not match. The matching and or controlled mismatching of the maturities and interest rates of assets and liabilities is fundamental to liquidity management. It is unusual for financial institutions ever to be completely matched since business transacted is often of an uncertain term and of different types. An unmatched position potentially enhances profitability, but can also increase the risk of losses.

The Bank maintains liquidity management with the objective of ensuring that funds will be available at all times to honor all cash flow obligations as they become due. The liquidity policy is reviewed and approved by the Board of Directors.

The Bank seeks to actively support a diversified and stable funding base comprising long-term and short-term loans from other banks and international financial organisations, core corporate and retail customer deposits, accompanied by diversified portfolios of highly liquid assets, in order to be able to respond quickly and smoothly to unforeseen liquidity requirements.

The liquidity management policy requires:

  • projecting cash flows by major currencies and considering the level of liquid assets necessary in relation thereto;
  • maintaining a diverse range of funding sources;
  • managing the concentration and profile of debts;
  • maintaining debt financing plans;
  • maintaining a portfolio of highly marketable assets that can easily be liquidated as protection against any interruption to cash flow;
  • maintaining liquidity and funding contingency plans;
  • monitoring liquidity ratios against regulatory requirements.

The Assets and Liabilities Department receives information from structural subdivisions regarding the liquidity profile of their financial assets and liabilities and details of other projected cash flows arising from projected future business. The Assets and Liabilities Department then provides for an adequate portfolio of short-term liquid assets to be maintained, largely made up of short-term liquid trading securities, loans and advances to banks and other inter-bank facilities, to ensure that sufficient liquidity is maintained. The daily liquidity position is monitored and regular liquidity stress testing under a variety of scenarios covering both normal and more severe market conditions is performed by the Assets and Liabilities Department. Under the normal market conditions, liquidity reports covering the liquidity position are presented to senior management on a weekly basis. Decisions on liquidity management are made by ALCO and implemented by the Assets and Liabilities Department.

Liquidity risk and funding management (continued)

The following tables show the undiscounted cash flows on financial liabilities and credit-related commitments on the basis of their earliest possible contractual maturity. The total gross outflow disclosed in the tables is the contractual, undiscounted cash flow on the financial liability or credit related commitment. For issued financial guarantee contracts, the maximum amount of the guarantee is allocated to the earliest period in which the guarantee can be called. Repayments which are subject to notice are treated as if notice were to be given immediately, except current accounts and on demand deposits from customers which are stated at their stated maturities. However, the Bank expects that many customers will not request repayment on the earliest date the Bank could be required to pay and the table does not reflect the expected cash flows indicated by the Bank's deposit retention history.

Financial liabilities Less than 3 to 12 1 to 5 Over
As at 31 December 2022 3 months months years 5 years Total
Client deposits and notes 3,834,928 1,359,731 239,328 21,341 5,455,328
Amounts owed to credit institutions 211,166 170,630 661,985 210,593 1,254,374
Debt securities issued 82,701 186,205 405,609 - 674,515
Lease liability 3,548 10,250 47,400 94,941 156,139
Derivative financial liabilities 477 - - - 477
Total undiscounted financial liabilities 4,132,820 1,726,816 1,354,322 326,875 7,540,833
Financial liabilities Less than 3 to 12 1 to 5 Over
As at 31 December 2021 3 months months years 5 years Total
Client deposits and notes 2,463,357 1,096,580 368,889 21,801 3,950,627
Amounts owed to credit institutions 351,238 413,021 649,078 248,833 1,662,170
Debt securities issued 78,671 208,970 488,098 - 775,739
Lease liability 3,197 9,588 45,056 97,886 155,727
Derivative financial liabilities 334 22 242 - 598
Other liabilities - - - - -
Total undiscounted financial liabilities 2,896,797 1,728,181 1,551,363 368,520 6,544,861
Financial liabilities Less than 3 to 12 1 to 5 Over
As at 31 December 2020 3 months months years 5 years Total
Client deposits and notes 2,582,075 1,037,001 185,017 199 3,804,292
Amounts owed to credit institutions 208,914 402,499 881,844 225,312 1,718,569
Debt securities issued 13,166 145,677 579,313 - 738,156
Lease liability 2,886 8,659 40,932 101,250 153,727
Derivative financial liabilities 551 50 2,563 - 3,164
Other liabilities - - - - -
Total undiscounted financial liabilities 2,807,592 1,593,886 1,689,669 326,761 6,417,908

Included in due to customers in the table above are term deposits of individuals. In accordance with the legislation of the Republic of Armenia, the Bank is obliged to repay term deposits of individuals upon demand of a depositor, forfeiting the accrued interest. These deposits are classified in the table above in accordance with their stated maturity dates.

The table below shows the contractual expiry by maturity of the Bank's financial commitments and contingencies.

Less than
3 months
3 to 12
months
1 to
5 years
Over
5 years
Total
31 December 2022 485,331 - - - 485,331
31 December 2021 433,310 - - - 433,310
31 December 2020 396,485 - - - 396,485

Emerging risks

Information compiled from all the businesses is examined and processed in order to analyse, control and identify emerging risks.

The Bank has identified climate risk as an emerging risk. Climate-related risk is the risk of financial loss and/or damage to the Bank's reputation as a result of accelerating transition to a lower-carbon economy as well as the materialisation of actual physical damage as a result of acute or chronic weather events. Among other things, transitional and physical risks may impact the performance and financial position of our customers and their ability to repay their loans.

Given the nature of banking operations, climate risk is perceived to be low over the coming years. However, reputational risks can occur if our climate action lacks ambition and credibility. Considering this, the Bank does not currently consider the impacts of climate change for credit risk assessment. The Bank plans to collect data from clients (mostly for corporate) to refine the assessment of climate-related risks as part of standard due diligence. Transition and physical risks for retail clients still have to be assessed.

Overall, many of the effects of climate change will be longer term in nature, with an inherent level of uncertainty, and have no effect on accounting judgements and estimates for the current period. As a result, there are no additional notes provided in the financial statements. Potential impacts of climate-related risks will be subject to further analysis in the future.

26. Fair value measurements

Fair value hierarchy

For the purpose of fair value disclosures, the Bank has determined classes of assets and liabilities on the basis of the nature, characteristics and risks of the asset or liability.

As at 31 December 2022, 2021 and 2020 the estimated fair values of all financial instruments except for loans and advances to customers and investment securities at amortised cost approximate their carrying values. The fair value of loans and advances to customers is categorised in Level 3 fair value hierarchy and fair value of investment securities measured at amortised cost is categorised in Level 2 in fair value hierarchy.

The following tables show analysis of assets and liabilities measured at fair value or for which fair values are disclosed by level of the fair value hierarchy:

At 31 December 2022 Level 1 Level 2 Level 3 Total
Assets measured at fair value
Investment securities 310 462,033 - 462,343
Other assets – derivative financial assets - 4,127 - 4,127
Assets for which fair values are disclosed
Cash and cash equivalents 904,501 - - 904,501
Amounts due from credit institutions - 847,817 - 847,817
Investment securities - 1,065,877 - 1,065,877
Loans to customers and finance lease receivables - - 5,034,716 5,034,716
Liabilities measured at fair value
Other liabilities – derivative financial liabilities - 477 - 477
Liabilities for which fair values are disclosed
Client deposits and notes - - 5,382,711 5,382,711
Amounts owed to credit institutions - - 1,061,018 1,061,018
Debt securities issued - - 626,292 626,292
Lease liability - - 81,202 81,202

26. Fair value measurements (continued)

At 31 December 2021 Level 1 Level 2 Level 3 Total
Assets measured at fair value
Investment securities 3,059 126,910 - 129,969
Other assets – derivative financial assets - 501 - 501
Assets for which fair values are disclosed
Cash and cash equivalents 1,754,800 - - 1,754,800
Amounts due from credit institutions - 279,077 - 279,077
Investment securities - 331,146 - 331,146
Loans to customers and finance lease receivables - - 4,341,292 4,341,292
Liabilities measured at fair value
Other liabilities – derivative financial liabilities - 598 - 598
Liabilities for which fair values are disclosed
Client deposits and notes - - 3,881,263 3,881,263
Amounts owed to credit institutions - - 1,445,236 1,445,236
Debt securities issued - - 712,194 712,194
Lease liability - - 78,036 78,036
At 31 December 2020 Level 1 Level 2 Level 3 Total
Assets measured at fair value
Investment securities 6,139 123,478 - 129,617
Other assets – derivative financial assets - 110 - 110
Assets for which fair values are disclosed
Cash and cash equivalents 1,470,185 - - 1,470,185
Amounts due from credit institutions - 334,921 - 334,921
Investment securities - 321,590 - 321,590
Loans to customers and finance lease receivables - - 4,360,927 4,360,927
Liabilities measured at fair value
Other liabilities – derivative financial liabilities - 3,164 - 3,164
Liabilities for which fair values are disclosed
Client deposits and notes - - 3,764,140 3,764,140
Amounts owed to credit institutions - - 1,544,696 1,544,696
Debt securities issued - - 665,496 665,496
Lease liability - - 70,443 70,443

The estimates of fair value are intended to approximate the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date.

Valuation techniques include net present value and discounted cash flow models, comparison to similar instruments for which market observable prices exist and other valuation models. Assumptions and inputs used in valuation techniques include riskfree and benchmark interest rates, credit spreads and other premia used in estimating discount rates, bond and equity prices, foreign currency exchange rates, equity and equity index prices. The objective of valuation techniques is to arrive at a fair value determination that reflects the price of the financial instrument at the reporting date that would have been determined by market participants acting at arm's length.

The Bank uses widely recognised valuation models for determining the fair value of common and more simple financial instruments like interest rate and currency swaps that use only observable market data and require little management judgment and estimation. Observable prices and model inputs are usually available in the market for listed debt and equity securities, exchange traded derivatives and simple over the counter derivatives like interest rate swaps. For financial instruments allocated to Level 2 the Bank uses quoted prices for similar instruments in markets that are considered less than active.

26. Fair value measurements (continued)

The following assumptions are used by management to estimate the fair values of loans and advances to customers: discount rates of 5.9%-12.1% for loans denominated in foreign currency and 9.4%-16.1% for loans denominated in Armenian drams, are used for discounting future cash flows from loans and advances to customers.

The following assumptions are used by management to estimate the fair values of investment securities measured at amortised cost – 10.9%-12.0% for securities denominated in AMD and rates of 1.2%-12.4% for securities denominated in foreign currency.

Fair value of financial instruments that are carried in the historical financial information not at fair value

Set out below is a comparison by class of the carrying amounts and fair values of the Bank's financial instruments that are carried in the historical financial information. The table does not include the fair values of non-financial assets and non-financial liabilities, fair values of other smaller financial assets and financial liabilities, fair values of which are materially close to their carrying values.

31 December 2022
Carrying
value
Fair value U nrecognised
gain/(loss)
Financial assets
Cash and cash equivalents 904,501 904,501 -
Amounts due from credit institutions 847,817 847,817 -
Investment securities 1,073,610 1,065,877 (7,733)
Loans to customers and finance lease
receivables
5,039,427 5,034,716 (4,711)
Financial liabilities
Client deposits and notes 5,375,764 5,382,711 (6,947)
Amounts owed to credit institutions 1,047,576 1,061,018 (13,442)
Debt securities issued 631,180 626,292 4,888
Lease liability 81,202 81,202 -
Total unrecognised change in unrealised fair value (27,945)
31 December 2021 31 December 2020
Carrying
value
Fair value U nrecognised
gain/(loss)
Carrying
value
Fair value U nrecognised
gain/(loss)
Financial assets
Cash and cash equivalents 1,754,800 1,754,800 - 1,470,185 1,470,185 -
Amounts due from credit institutions 279,077 279,077 - 334,921 334,921 -
Investment securities 346,056 331,146 (14,910) 323,227 321,590 (1,637)
Loans to customers and finance lease
receivables
4,338,646 4,341,292 2,646 4,368,210 4,360,927 (7,283)
Financial liabilities
Client deposits and notes 3,871,500 3,881,263 (9,763) 3,756,620 3,764,140 (7,520)
Amounts owed to credit institutions 1,481,058 1,445,236 35,822 1,587,723 1,544,696 43,027
Debt securities issued 715,978 712,194 3,784 670,547 665,496 5,051
Lease liability 78,036 78,036 - 70,443 70,443 -
Total unrecognised change in
unrealised fair value
17,579 31,638

27. Maturity analysis of financial assets and liabilities

The table below shows an analysis, by expected maturities, of the amounts recognised in the statement of financial position. See Note 25 "Risk management" for the Bank's contractual undiscounted repayment obligations.

At 31 December 2022
On Up to Up to Up to Up to Up to Over Total
demand 3 months 6 months 1 year 3 years 5 years 5 years
Financial assets
Cash and cash equivalents 778,590 125,911 - - - - - 904,501
Amounts due from credit institutions 517,403 329,057 676 681 - - - 847,817
Investment securities 1,222 539,561 132,703 141,527 151,076 231,060 338,804 1,535,953
Loans to customers and finance lease 41,503 386,567 592,697 606,040 1,081,305 1,389,213 942,102 5,039,427
Total 1,338,718 1,381,096 726,076 748,248 1,232,381 1,620,273 1,280,906 8,327,698
Financial liabilities
Client deposits and notes - 2,848,284 829,307 1,006,951 379,614 293,700 17,908 5,375,764
Amounts owed to credit institutions 37,651 172,884 45,740 118,971 355,477 197,554 119,299 1,047,576
Debt securities issued - 81,688 78,999 100,763 323,771 45,959 - 631,180
Lease liability - 3,528 3,283 6,444 26,515 8,071 33,361 81,202
Total 37,651 3,106,384 957,329 1,233,129 1,085,377 545,284 170,568 7,135,722
Net 1,301,067 (1,725,288) (231,253) (484,881) 147,004 1,074,989 1,110,338 1,191,976
Accumulated gap 1,301,067 (424,221) (655,474) (1,140,355) (993,351) 81,638 1,191,976
At 31 December 2021
On Over
demand Up to
3 months
Up to
6 months
Up to Up to Up to Total
Financial assets 1 year 3 years 5 years 5 years
Cash and cash equivalents 1,702,298 52,502 - - - - - 1,754,800
Amounts due from credit institutions 227,406 48,548 - 1,576 - 1,547 - 279,077
Investment securities 237 6,639 45,455 33,318 49,849 188,456 152,071 476,025
Loans to customers and finance lease 76,776 325,925 358,340 477,749 818,012 1,056,855 1,224,989 4,338,646
Total 2,006,717 433,614 403,795 512,643 867,861 1,246,858 1,377,060 6,848,548
Financial liabilities
Client deposits and notes 1 1,986,101 559,018 678,764 355,577 275,104 16,935 3,871,500
Amounts owed to credit institutions 2,080 348,119 127,469 276,438 394,479 172,155 160,318 1,481,058
Debt securities issued - 77,947 - 200,335 383,288 54,408 - 715,978
Lease liability - 1,798 - 4,189 10,963 3,337 57,749 78,036
Total 2,081 2,413,965 686,487 1,159,726 1,144,307 505,004 235,002 6,146,572
Net
Accumulated gap
2,004,636 2,004,636 (1,980,351)
24,285
(282,692)
(258,407)
(647,083) (276,446)
(905,490) (1,181,936)
741,854
(440,082)
1,142,058
701,976
701,976
At 31 December 2020
On Up to Up to Up to Up to Up to Over Total
demand 3 months 6 months 1 year 3 years 5 years 5 years
Financial assets
Cash and cash equivalents 1,470,167 18 - - - - - 1,470,185
Amounts due from credit institutions 211,865 119,739 - - - 3,317 - 334,921
Investment securities 520 31,620 21,480 77,073 52,066 175,811 94,274 452,844
Loans to customers and finance lease 137,266 470,197 277,692 458,718 867,600 1,143,297 1,013,440 4,368,210
Total 1,819,818 621,574 299,172 535,791 919,666 1,322,425 1,107,714 6,626,160
Financial liabilities
Client deposits and notes - 2,104,728 550,630 668,579 243,856 188,667 160 3,756,620
Amounts owed to credit institutions 1,646 203,736 109,675 261,540 512,168 294,373 204,585 1,587,723
Debt securities issued - 9,844 - 120,932 472,675 67,096 - 670,547
Lease liability - 867 - 2,472 8,909 2,712 55,483 70,443
Total 1,646 2,319,175 660,305 1,053,523 1,237,608 552,848 260,228 6,085,333
Net 1,818,172 (1,697,601) (361,133) (517,732) (317,942) 769,577 847,486 540,827
Accumulated gap 1,818,172 120,571 (240,562) (758,294) (1,076,236) (306,659) 540,827

The maturity analysis in the table above reflects the historical behaviour and actual repayment pattern of current accounts from customers.

27. Maturity analysis of financial assets and liabilities (continued)

The table below shows an analysis of assets and liabilities analysed according to when they are expected to be recovered or settled, except for current accounts which are included in 'Up to 1 year' category in the table above, noting that respective contractual maturity may expand over significantly longer periods:

At 31 December 2022
Less than More than Total
1 year 1 year
Cash and cash equivalents 904,501 - 904,501
Amounts due from credit institutions 847,817 - 847,817
Investment securities 815,013 720,940 1,535,953
Loans to customers and finance lease 1,626,807 3,412,620 5,039,427
Prepayments 39,043 - 39,043
Inventories 4,431 - 4,431
Right-of-use assets - 72,343 72,343
Property and equipment - 53,598 53,598
Intangible assets - 28,776 28,776
Income tax assets 16,924 - 16,924
Other assets 33,811 40 33,851
Total assets 4,288,347 4,288,317 8,576,664
Client deposits and notes 4,684,542 691,222 5,375,764
Amounts owed to credit institutions 375,246 672,330 1,047,576
Debt securities issued 261,450 369,730 631,180
Lease liability 13,255 67,947 81,202
Accruals and deferred income 133,736 - 133,736
Income tax liabilities 77,434 - 77,434
Other liabilities 50,993 - 50,993
Total liabilities 5,596,656 1,801,229 7,397,885
Net (1,308,309) 2,487,088 1,178,779
At 31 December 2021 At 31 December 2020
Less than More than Total Less than More than Total
1 year 1 year 1 year 1 year
Cash and cash equivalents 1,754,800 - 1,754,800 1,470,185 - 1,470,185
Amounts due from credit institutions 277,530 1,547 279,077 331,604 3,317 334,921
Investment securities 85,649 390,376 476,025 130,693 322,151 452,844
Loans to customers and finance lease 1,238,790 3,099,856 4,338,646 1,343,873 3,024,337 4,368,210
Prepayments 42,307 - 42,307 37,821 - 37,821
Inventories 991 - 991 1,217 - 1,217
Right-of-use assets - 71,956 71,956 - 66,755 66,755
Property and equipment - 51,403 51,403 - 53,950 53,950
Intangible assets - 17,241 17,241 - 13,412 13,412
Income tax assets - - - 6,450 - 6,450
Other assets 34,754 - 34,754 35,171 - 35,171
Total assets 3,434,821 3,632,379 7,067,200 3,357,014 3,483,922 6,840,936
Client deposits and notes 3,223,884 647,616 3,871,500 3,323,937 432,683 3,756,620
Amounts owed to credit institutions 754,106 726,952 1,481,058 576,597 1,011,126 1,587,723
Debt securities issued 278,282 437,696 715,978 130,776 539,771 670,547
Lease liability 5,987 72,049 78,036 3,339 67,104 70,443
Accruals and deferred income 40,196 - 40,196 15,566 - 15,566
Income tax liabilities 7,212 - 7,212 16,372 - 16,372
Other liabilities 41,901 242 42,143 33,063 2,562 35,625
Total liabilities 4,351,568 1,884,555 6,236,123 4,099,650 2,053,246 6,152,896
Net (916,747) 1,747,824 831,077 (742,636) 1,430,676 688,040

28. Related party disclosures

In accordance with IAS 24 "Related Party Disclosures", parties are considered to be related if one party has the ability to control the other party or exercise significant influence over the other party in making financial or operational decisions. In considering each possible related party relationship, attention is directed to the substance of the relationship, not merely the legal form.

Related parties may enter into transactions which unrelated parties might not, and transactions between related parties may not be affected on the same terms, conditions and amounts as transactions between unrelated parties. All transactions with related parties disclosed below have been conducted on an arm's length basis.

The volumes of related party transactions, outstanding balances at the year-end, and related expenses and income for the year are as follows:

At 31 December 2022 At 31 December 2021
Shareholder
with
Subsidiaries and
other entities related
Key Shareholder
with
Subsidiaries and
other entities related
Key
significant
influence
of the major
shareholder
management
personnel
significant
influence
of the major
shareholder
management
personnel
Loans outstanding at 1 January, gross - 14,290 5,564 - 9,632 5,091
Loans issued during the year 12,323 1 1,608 14,355 13,827 1,638
Loan repayments during the year (12,320) (1,202) (2,391) (14,355) (8,716) (927)
Other movements - (1,717) 4 - (453) (238)
Loans outstanding at 31 December, gross 3 11,372 4,785 - 14,290 5,564
Less: allowance for impairment at 31 December - 93 13 - 98 16
Loans outstanding at 31 December, net 3 11,465 4,798 - 14,388 5,580
Interest income on loans 18 1,143 369 27 966 379
Expected credit loss - (9) (4) - 32 5
Deposits at 1 January 1,278 15,046 4,608 3,717 11,761 4,914
Deposits received during the year - 2,177 1,128 - 3,444 391
Deposits repaid during the year - (3,177) (1,024) - (5,014) (909)
Other movements 47 10,221 3,329 (2,439) 4,855 212
Deposits at 31 December 1,325 24,267 8,041 1,278 15,046 4,608
Interest expense on deposits 355 265 98 179 124 72
Borrowings at 1 January 25,861 - - 155,614 - -
Borrowings received during the year 114,728 - - 113,912 - -
Borrowings repaid during the year (44,881) - - (238,623) - -
Other movements (13,411) - - (5,042) - -
Borrowings at 31 December 82,297 - - 25,861 - -
Interest expense on borrowings (3,534) - - (3,649) - -
debt securities issued at 1 January - 9,535 12,120 - - -
debt securities issued received during the year 967 2,126 1,878 - 9,333 11,926
debt securities issued repaid during the year - (9,960) (2,471) - - (64)
Other movements 35 (785) (9,683) - 202 258
debt securities issued at 31 December 1,002 916 1,844 - 9,535 12,120
Interest expense on debt securities issued (146) (131) (111) - (70) (91)
Guarantees received at 31 December 47,469 - - 59,339 - -

28. Related party disclosures (continued)

At 31 December 2020
Shareholder
with
significant
influence
Subsidiaries and
other entities related
of the major
shareholder
Key
management
personnel
Loans outstanding at 1 January, gross - 8,186 6,007
Loans issued during the year 13,359 331 760
Loan repayments during the year (13,359) (69) (625)
Other movements - 1,184 (1,051)
Loans outstanding at 31 December, gross - 9,632 5,091
Less: allowance for impairment at 31 December - 66 10
Loans outstanding at 31 December, net - 9,698 5,101
Interest income on loans 6 817 507
Expected credit loss - 41 5
Deposits at 1 January 3,435 14,915 5,892
Deposits received during the year - 5,907 1,081
Deposits repaid during the year - (10,119) (1,362)
Other movements 282 1,058 (697)
Deposits at 31 December 3,717 11,761 4,914
Interest expense on deposits 315 321 109
Borrowings at 1 January 81,084 - -
Borrowings received during the year 137,028 - -
Borrowings repaid during the year (74,780) - -
Other movements 12,282 - -
Borrowings at 31 December 155,614 - -
Interest expense on borrowings (5,108) - -
Guarantees received at 31 December 31,928 - -

Compensation of key management personnel comprised the following:

2022 2021 2020
Salaries and other benefits 54,354 20,072 11,449
Total key management compensation 54,354 20,072 11,449

The number of key management personnel at 31 December 2022 was 14 (31 December 2021: 14, 31 December 2020: 14).

29. Capital adequacy

The primary objectives of the Bank's capital management are to ensure that the Bank complies with externally imposed capital requirements and that the Bank maintains strong credit ratings and healthy capital ratios in order to support its business and to maximise shareholders' value.

The Bank manages its capital structure and makes adjustments to it in the light of changes in economic conditions and the risk characteristics of its activities. In order to maintain or adjust the capital structure, the Bank may adjust the amount of dividend payment to shareholders, return capital to shareholders or issue capital securities. No changes were made in the objectives, policies and processes from the previous years.

The Central Bank of Armenia sets and monitors capital requirements for the Bank. Under the current capital requirements set by the Central Bank of Armenia, banks have to maintain a minimum total capital of GEL 206 (2021: GEL 193 , 2020: GEL 188 ). The Bank is in compliance with minimum total capital requirements as at 31 December 2022, 31 December 2021 and 31 December 2020.

The Bank defines as capital those items defined by statutory regulation as capital for credit institutions. Under the current capital requirements set by the Central Bank of Armenia, which are based on Basel Accord principles, banks have to maintain a ratio of capital to risk weighted assets (statutory capital ratio) above the prescribed minimum level.

As at 31 December 2022, 31 December 2021 and 31 December 2020, the Bank's capital adequacy ratio was as follows:

2022 2021 2020
(unaudited) (unaudited) (unaudited)
Tier 1 capital 1,097,194 758,656 688,258
Tier 2 capital 159,907 168,472 121,569
Total capital 1,257,101 927,128 809,827
Risk-weighted assets 7,224,036 6,064,781 5,817,511
Tier 1 capital ratio 15.2% 12.5% 11.8%
Total capital ratio 17.4% 15.3% 13.9%
Min. requirement for Tier 1 capital ratio 11.5% 10.5% 10.0%
Min. requirement for Total capital ratio 14.5% 13.5% 13.0%

30. Events after reporting period

In 2023 the Bank declared and paid dividends in amount of GEL 153,468, calculated using AMD-GEL exchange rates on the respective dividend payment dates.

During 2023 the following changes were introduced in capital buffer requirements:

  • Minimum regulatory capital requirement decreased by 1%
  • Capital conservation buffer increased by 0.5%
  • Systemic buffer requirement increased by 0.5%
  • Countercyclical buffer of 1.5% was introduced

Conservation buffer requirement increased by an additional 0.5%, effective January 1st 2024 effectively increasing Tier 1 and Total Capital requirements to 13.8% and 16.5%, respectively

On 21 April 2023 and 28 April 2023 the Bank established two subsidiaries in accordance with the legislation of Republic of Armenia - Invia CJSC and Dinno CJSC respectively, with a total investment of GEL 2,398, using 31 December 2022 AMD-GEL ex-rate.

The Bank is the 100% shareholder of both subsidiaries. The subsidiaries are in their start-up stage and main pain planned activities of these companies is provision of legal consulting and digital services.

Section B: Accountant's Report on the Historical Financial Information relating to Ameriabank CJSC

19 February 2024

The Board of Directors Bank of Georgia Group PLC 42 Brook Street London United Kingdom, W1K 5DB Dear Sirs/Madams

Ameriabank CJSC

We report on the financial information set out in Section A of Part IV of the circular dated 19 February 2024 of Bank of Georgia Group plc (the "Company") (the "Circular") for the years ended 31 December 2020, 31 December 2021 and 31 December 2022 (the "Financial Information").

This report is required by Listing Rule 13.5.21 and is given for the purpose of complying with that rule and for no other purpose.

Save for any responsibility which we may have to those persons to whom this report is expressly addressed and which we may have to ordinary shareholders as a result of the inclusion of this report in the Circular, to the fullest extent permitted by law we do not assume any responsibility and will not accept any liability to any other person for any loss suffered by any such other person as a result of, arising out of, or in connection with this report or our statement, required by and given solely for the purposes of complying with Listing Rule 13.4.1R (6), consenting to its inclusion in the Circular.

Opinion

In our opinion, the Financial Information gives, for the purposes of the Circular dated 19 February 2024, a true and fair view of the state of affairs of Ameriabank CJSC as at 31 December 2020, 2021 and 2022 and of its profits, comprehensive income, cash flows and changes in equity for the periods then ended in accordance with UK adopted International Accounting Standards.

Responsibilities

The Directors of the Company are responsible for preparing the Financial Information in accordance with UK adopted International Accounting Standards.

It is our responsibility to form an opinion on the Financial Information and to report our opinion to you.

Basis of Preparation

The Financial Information has been prepared for inclusion in the Circular on the basis of the accounting policies set out in note 3 to the Financial Information.

Basis of Opinion

We conducted our work in accordance with Standards for Investment Reporting issued by the Financial Reporting Council in the United Kingdom. We are independent in accordance with the FRC's Ethical Standard as applied to Investment Circular Reporting Engagements, and we have fulfilled our other ethical responsibilities in accordance with these requirements.

Our work included an assessment of evidence relevant to the amounts and disclosures in the Financial Information. It also included an assessment of significant estimates and judgments made by those responsible for the preparation of the Financial Information and whether the accounting policies are appropriate to the entity's circumstances, consistently applied and adequately disclosed.

We planned and performed our work so as to obtain all the information and explanations which we considered necessary in order to provide us with sufficient evidence to give reasonable assurance that the Financial Information is free from material misstatement whether caused by fraud or other irregularity or error.

Our work has not been carried out in accordance with auditing or other standards and practices generally accepted in other jurisdictions and accordingly should not be relied upon as if it had been carried out in accordance with those standards and practices.

Conclusions Relating to Going Concern

In performing our work on the Financial Information, prepared on the basis that the acquisition of Ameriabank CJSC by the Company completes, we have concluded that the Directors' use of the going concern basis of accounting in the preparation of the Financial Information is appropriate.

Based on the work we have performed, we have not identified any material uncertainties related to events or conditions that, individually or collectively, may cast significant doubt on Ameriabank CJSC's ability to continue as a going concern for a period of at least twelve months from the date of the Circular.

Yours faithfully

Ernst & Young LLP

Part V

Unaudited Pro Forma Financial Information relating to the Enlarged Group

Section A: Unaudited Pro Forma Financial Information relating to the Enlarged Group

The following unaudited pro forma statement of net assets (the "Pro forma financial information") has been prepared to illustrate the effect of the Acquisition on the consolidated net assets of the Group as if it had taken place on 30 June 2023.

The unaudited pro forma financial information for the Enlarged Group has been prepared in a manner consistent with the accounting policies adopted by BOGG in preparing its consolidated financial statements for the year ending 31 December 2022, on the basis of the notes set out below and in accordance with Listing Rule 13.3.3R and the requirements of Annex 20, sections one and two of the UK version of the Commission Delegated Regulation (EU) 2019/980.

The unaudited pro forma financial information has been prepared for illustrative purposes only and, by its nature, addresses a hypothetical situation and, therefore, does not represent the Group's actual financial position or what the Enlarged Group's actual financial position would have been if the Acquisition had been completed on the date indicated, nor does it purport to represent the financial position at any future date.

The unaudited pro forma financial information should be read together with the historical financial information of the Group, as incorporated by reference in Part VI (Additional Information) of this document, and Ameriabank, as laid out in Part IV (Historical Financial information of Ameriabank CJSC) of this document.

The unaudited Pro forma financial information set out in this Part V does not constitute statutory accounts within the meaning given in section 434 of the Companies Act 2006. BOGG Shareholders should read the whole of this document and not rely solely on the unaudited pro forma financial information contained in this Part V. EY's report on the unaudited pro forma financial information is set out in Part B (Accountant's report on the unaudited pro forma financial information) of this Part V.

Unaudited Pro Forma Statement of Net Assets relating to the Enlarged Group

Adjustments
The Group
as at 30 June
2023
(note 1)
Ameriabank
as at
31 December
2022
(note 2)
Acquisition
adjustments
(note 3)
Intercompany
Elimination
(note 4)
Unaudited
pro forma
net assets of
the Enlarged
Group
(Thousands of Georgian Lari)
Assets
Cash and cash equivalents
Amounts due from credit institutions
2,155,256
1,931,461
904,501
847,817
(692,258)
(35,455)
2,332,044
2,779,278
Investment securities 4,980,403 1,505,846 6,486,249
Investment securities pledged under sale and repurchase
agreements 30,107 30,107
Loans to customers and finance lease receivables 18,282,017 5,039,427 23,321,444
Accounts receivable and other loans 47,754 47,754
Prepayments 50,854 39,043 89,897
Inventories 24,153 24,153
Right-of-use assets 133,889 72,343 206,232
Investment properties 143,815 143,815
Property and equipment 411,018 53,598 464,616
Goodwill 39,116 39,116
Intangible assets 162,049 28,776 190,825
Income tax assets 16,924 16,924
Other assets 324,448 38,282 362,730
Assets held for sale 30,985 30,985
Total assets 28,717,218 8,576,664 (692,258) (35,455) 36,566,169
Liabilities
Client deposits and notes 19,647,354 5,375,764 25,023,118
Amounts owed to credit institutions 3,120,305 1,047,576 (35,455) 4,132,426
Debt securities issued 621,229 631,180 1,252,409
Lease liability 129,044 81,202 210,246
Accruals and deferred income 94,460 133,736 228,196
Income tax liabilities 155,856 77,434 (210) 233,080
Other liabilities 415,958 50,993 135,547 602,498
Total liabilities 24,184,206 7,397,885 135,337 (35,455) 31,681,973
Net assets 4,533,012 1,178,779 (827,595) 4,884,196

Notes

    1. The financial information of the Group as at 30 June 2023 has been extracted without material adjustment, from its unaudited interim condensed consolidated financial statements for the six-month period ended 30 June 2023, which are prepared in accordance with UK adopted International Accounting Standard 34 and consistently with the accounting policies adopted by the Group in preparing its consolidated financial statements as at and for the year ended 31 December 2022, and which are incorporated by reference as described in Part VI (Additional Information) of this document.
    1. The financial information of Ameriabank as at 31 December 2022 has been extracted without material adjustment, from the Historical Financial Information of Ameriabank as at 31 December 2022 as set out in Part IV (Historical Financial information of Ameriabank CJSC) of this document.
    1. The estimated total consideration is KGEL805,025 for the acquisition of 100% of Ameriabank. The consideration will be satisfied in cash, with KGEL669,478 payable at Completion and KGEL55,046 payable on the date falling 6 months from the date of Completion, with the deferred portion of the consideration being subject to deductions for any warranty claim brought by the Company and JSC BOG in connection with a breach of certain warranties contained in the Acquisition Agreement. The parties have determined that the consideration for the Acquisition is KGEL805,025 calculated by reference to the net asset value of Ameriabank as recorded in the Ameriabank management accounts dated 31 October 2023 as reviewed by Ameriabank's auditors, KPMG Armenia LLC (the "Management Accounts").

Following Completion of the Initial Acquisition, EBRD will retain 10% of Ameriabank's total issued share capital (the "Option Shares"). The consideration in respect of the acquisition of the Option Shares will be payable on the exercise of the put or call option, as applicable, under the Shareholders' (Put and Call Option) Agreement.

This adjustment reflects the following:

  • cash settlement of KGEL692,258 being the settlement of the cash element of the consideration of KGEL669,478 including estimated transaction costs of KGEL22,780 (inclusive of an estimate for irrecoverable VAT);
  • other liabilities amounting to KGEL135,547 consists of: (i) the deferred consideration of KGEL55,046 at fair value which is 7.6% of the Consideration payable on the date falling 6 months from the date of Completion. No adjustment has been made for any warranty claim as this amount (if relevant) is not yet known; and (ii) the put and call option liability of KGEL80,501 representing the present value of the exercise price. Upon the exercise of the put or call option, the Company will pay 100% of the consideration with respect to the acquisition of the Option Shares either in cash or in the form of shares issued in the Company, directly to EBRD. The put and call option will be accounted for as a finance liability in accordance with IFRS 9 Financial Instruments; and
  • a related current tax credit of KGEL210 representing the tax credit on those transaction costs that are tax-deductible is shown within "Current tax liabilities".

The unaudited pro forma financial information has been prepared on the basis that the Acquisition will be accounted under IFRS 3 "Business Combinations" but does not reflect the fair value adjustments to the acquired assets and liabilities that may be reflected as part of the purchase price allocation, as the fair value measurement of these assets and liabilities will be performed after Completion.

The calculation below reflects gain on bargain purchase arising on the Acquisition and has been accounted for using the acquisition method of accounting.

Note KGEL
Cash consideration paid on completion 669,478
Deferred consideration 55,046
Put and call option liability 80,501
Total consideration i 805,025
Less net assets acquired of Ameriabank as at 31 December 2022 ii (1,178,779)
Gain on bargain purchase24 (373,754)
  • i. The estimated total consideration is KGEL805,025, of which KGEL55,046 is deferred consideration, and KGEL80,501 is a put/call option liability.
  • ii. The net assets acquired of KGEL1,178,779 comprise the net assets of Ameriabank as at 31 December 2022.

The consideration and estimated transaction costs are converted in GEL using the NBG's official exchange rate of USD1:GEL2.6517 and GBP1:GEL3.3589 as of 14 February 2024.

    1. The adjustments of GEL 35,455 reflects the intercompany elimination of interbank accounts between BOGG and Ameriabank as at 31 December 2022.
    1. No adjustment has been made to reflect the trading results of BOGG since 30 June 2023 or of Ameriabank since 31 December 2022.

24 Gain on bargain purchase is recognised in the income statement

Section B: Accountant's Report on the Unaudited Pro Forma Financial Information relating to the Enlarged Group

19 February 2024

The Board of Directors Bank of Georgia Group PLC 42 Brook Street London United Kingdom, W1K 5DB Dear Sirs/Madams

Bank of Georgia Group PLC (the "Company")

We report on the pro forma financial information set out in Section A of Part V of the Circular (the "Circular") dated 19 February 2024 of the Company (the "Pro Forma Financial Information").

This report is required by Listing Rule 13.3.3R and is given for the purpose of complying with that rule and for no other purpose.

Save for any responsibility which we may have to those persons to whom this report is expressly addressed and which we may have to ordinary shareholders as a result of the inclusion of this report in the Circular, to the fullest extent permitted by law we do not assume any responsibility and will not accept any liability to any other person for any loss suffered by any such other person as a result of, arising out of, or in connection with this report or our statement, required by and given solely for the purposes of complying with Listing Rule 13.4.1R (6), consenting to its inclusion in the Circular.

Opinion

In our opinion:

  • the Pro Forma Financial Information has been properly compiled on the basis stated; and
  • such basis is consistent with the accounting policies of the Company.

Responsibilities

It is the responsibility of the directors of the Company to prepare the Pro Forma Financial Information in accordance with Listing Rule 13.3.3R.

It is our responsibility to form an opinion, as required by Listing Rule 13.3.3R as to the proper compilation of the Pro Forma Financial Information and to report that opinion to you.

In providing this opinion we are not updating or refreshing any reports or opinions previously made by us on any financial information used in the compilation of the Pro Forma Financial Information, nor do we accept responsibility for such reports or opinions beyond that owed to those to whom those reports or opinions were addressed by us at the dates of their issue.

Basis of Preparation

The Pro Forma Financial Information has been prepared on the basis described in the footnotes to the Pro Forma Financial Information, for illustrative purposes only, to provide information about how the transaction might have affected the financial information presented on the basis of the accounting policies adopted by the Company in preparing the financial statements for the period ended 31 December 2022.

Basis of Opinion

We conducted our work in accordance with the Standards for Investment Reporting issued by the Financial Reporting Council in the United Kingdom. We are independent in accordance with the FRC's Ethical Standard as applied to Investment Circular Reporting Engagements, and we have fulfilled our other ethical responsibilities in accordance with these requirements.

The work that we performed for the purpose of making this report, which involved no independent examination of any of the underlying financial information, consisted primarily of comparing the unadjusted financial information with the source documents, considering the evidence supporting the adjustments and discussing the Pro Forma Financial Information with the directors of the Company.

We planned and performed our work so as to obtain the information and explanations we considered necessary in order to provide us with reasonable assurance that the Pro Forma Financial Information has been properly compiled on the basis stated and that such basis is consistent with the accounting policies of the Company.

Our work has not been carried out in accordance with auditing or other standards and practices generally accepted in other jurisdictions and accordingly should not be relied upon as if it had been carried out in accordance with those standards and practices.

Yours faithfully

Ernst & Young LLP

Part VI

Additional Information

1. Responsibility

1.1 BOGG and the BOGG Directors, whose names are set out in paragraph 4 of this Part VI (Additional Information), accept responsibility for the information contained in this document. To the best of the knowledge and belief of BOGG and the BOGG Directors (who have taken all reasonable care to ensure that such is the case), the information contained in this document is in accordance with the facts and does not omit anything likely to affect the import of such information.

2. BOGG Information

  • 2.1 BOGG was incorporated on 15 August 2017 as "Bank of Georgia Group Limited". On 7 February 2018 BOGG was re-registered as a public company limited by shares and renamed to "Bank of Georgia Group PLC". It was incorporated with limited liability in England and Wales, and operates as a public limited company under the Companies Act 2006, with registered number 10917019. BOGG is a resident of the UK for UK tax purposes.
  • 2.2 BOGG's registered office and principal place of business is at 42 Brook Street, London, W1K 5DB, its telephone number is +44(0) 203 178 4052, its LEI number is 213800XKDG12NQG8VC53 and its website is https://bankofgeorgiagroup.com/. The contents of BOGG's website do not form part of this document.
  • 2.3 The principal legislation under which the Company operates is the Companies Act 2006.

3. Resolution

3.1 As described in Part I (Letter from the Chairman of Bank of Georgia Group PLC) of this document, the Resolution will be proposed at the BOGG General Meeting as set out in the Notice of General Meeting in Part VIII (Notice of General Meeting) of this document. The Acquisition will not proceed unless the Resolution is passed.

4. Directors

4.1 The BOGG Directors and their respective functions are as follows:

Director Function
Mel Carvill Non-Executive Chairman
Archil Gachechiladze Executive Director and CEO
Hanna Loikkanen Senior Independent Non-Executive Director
Alasdair Breach Independent Non-Executive Director
Tamaz Georgadze Independent Non-Executive Director
Jonathan Muir Independent Non-Executive Director
Cecil Quillen Independent Non-Executive Director
Véronique McCarroll Independent Non-Executive Director
Mariam Megvinetukhutsesi Independent Non-Executive Director
5.
Directors Interests in the Company

As at the Latest Practicable Date prior to the publication of this document, the interests of the BOGG Directors and any persons connected with them, within the meaning of Part 22 of the Companies Act 2006, in BOGG Shares were as follows:

Director Number of
Shares
Percentage
of existing
issued
share
capital
$\frac{6}{2}$
Share
options
$non-$
voting)
Mel Carvill.
Archil Gachechiladze. 399,505 0.9 318,702
Alasdair Breach 30,000 0.1
Tamaz Georgadze. 5,000
Hanna Loikkanen.
Jonathan Muir
Cecil Quillen 2.900
Véronique McCarroll
Mariam Megvinetukhutsesi 4.102
$\sim$ $\sim$ $\sim$ $\sim$ $\sim$ $\sim$ $\sim$ $\sim$

6. No Significant Change

  • 6.1 There has been no significant change in the financial performance or financial position of the Group since 30 June 2023, being the date to which the last unaudited interim financial information for BOGG was published.
  • 6.2 There has been no significant change in the financial performance or financial position of the Ameriabank Group since 31 December 2022, being the end of the last financial period for which financial information in relation to Ameriabank, as set out in Part IV (Historical Financial information of Ameriabank CJSC) of this document, has been published.

7. Working Capital Statement

7.1 BOGG is of the opinion that, taking into account the existing cash resources available to the Enlarged Group, the Enlarged Group has sufficient working capital for its present requirements, that is, for at least the next 12 months following the date of publication of this document.

8. Consents

  • 8.1 Cavendish Capital Markets Ltd has given and has not withdrawn its written consent to the issue of this document with the inclusion herein of the references to its name in the form and context in which they appear.
  • 8.2 J.P. Morgan Securities plc has given and has not withdrawn its written consent to the issue of this document with the inclusion herein of the references to its name in the form and context in which they appear.
  • 8.3 Ernst & Young LLP has given and has not withdrawn its written consent to the inclusion in this Circular of its accountant's report set out in Section B of Part IV (Historical Financial information of Ameriabank CJSC) and its report set out in Section B of Part V (Unaudited Pro Forma Financial Information relating to the Enlarged Group) of this Circular, in the form and context in which these reports are included.

9. Material Contracts

The Group

No contracts have been entered into by the Group (other than contracts entered into in the ordinary course of business): (i) within two years immediately preceding the date of this document that are, or may be, material to the Group, or (ii) that contain provisions under which any member of the Group has an obligation or entitlement that is, or may be, material to the Group as at the latest practicable date, save as disclosed below.

9.1 The Acquisition Agreement

A summary of the principal terms and conditions of the Acquisition Agreement is set out in Part III (Principal Terms and Conditions of the Acquisition Agreement) of this document.

9.2 The Shareholders' (Put and Call Option) Agreement

A summary of the principal terms and conditions of the Shareholders' (Put and Call Option) Agreement is set out in Part III (Principal Terms and Conditions of the Acquisition Agreement) of this document.

9.3 Sponsor's Agreement with Cavendish

On 19 February 2024, BOGG and Cavendish entered into a sponsor's agreement (the "Sponsor's Agreement"). Pursuant to the Sponsor's Agreement, BOGG has appointed Cavendish as sole sponsor, as required under the Listing Rules, in connection with the Acquisition, and Cavendish has accepted such appointment, subject to and in accordance with the terms and conditions of the Sponsor's Agreement.

Pursuant to the Sponsor's Agreement, BOGG has also given certain undertakings, representations and warranties to Cavendish in its capacity as sponsor, including, among other things, certain representations and warranties in relation to the Group and customary undertakings.

Cavendish has the right to terminate the Sponsor's Agreement in certain circumstances, including if there is a material adverse change in the business of the Group, the occurrence of certain force majeure events or where certain customary conditions are not met. Under the Sponsor's Agreement, BOGG has agreed to indemnify Cavendish on customary terms in connection with any losses it may sustain in connection with, the Acquisition or its role as sponsor, and agreed to pay certain fees to Cavendish and to reimburse Cavendish in connection with costs, charges and expenses that Cavendish may incur in connection with the Acquisition.

Financing Arrangements of JSC BOG (unrelated to the Acquisition)

9.4 USD100 million 11.125% Additional Tier 1 Capital Perpetual Subordinated Notes

  • In March 2019, JSC BOG issued US\$100 million 11.125% Additional Tier 1 capital perpetual subordinated notes callable after 5.25 years and on every subsequent interest payment date, subject to prior consent of the National Bank of Georgia. The notes were issued at a price of 100.00% and listed on Irish Stock Exchange plc trading as Euronext Dublin. The regulatory approval on the classification of the notes as Additional Tier 1 instruments under the Basel III Framework was received in April 2019. The notes are included in additional tier 1 capital of JSC BOG and rank pari passu and without any preference among themselves. The terms and conditions of the notes contain certain capital trigger provisions upon the occurrence of which any accrued and unpaid interest payable in respect of the notes shall not be paid and obligations to repay the outstanding principal amount shall be terminated, each in full or in part. The notes are fully paid-in and included in JSC BOG's Tier 1 Capital;
  • 9.5 EFSE USD 10 million Subordinated Facility Agreement (Tier 2)

In June 2019, JSC BOG and the European Fund for Southeast Europe ("EFSE") entered into a US\$10 million subordinated loan agreement with a maturity of 10 years. It qualifies for Tier 2 capital under the Basel III Framework and improves the overall capitalisation of JSC BOG. The loan is fully drawn down.

9.6 EBRD – GEL 27.9 million Loan Agreement

In June 2019, JSC BOG and EBRD signed a loan agreement on a Georgian Lari equivalent of 8.85 million EUR with a maturity of 5 years. Eventual disbursement had been 27.9 million Lari. The facility aims to continue to provide the micro, small and medium sized enterprises the access to increasingly demanded local currency funding and to further support their alignment with the European Union's Deep and Comprehensive Free Trade Agreement requirements. EBRD obtained the local currency funds through a private placement of GEL-denominated bonds arranged by Galt & Taggart – a wholly owned brokerage subsidiary of the Group. The loan is fully drawn down.

9.7 IFC – GEL 200 million Loan Agreement

In August 2019, JSC BOG and the International Finance Corporation ("IFC"), a member of the World Bank Group, signed a GEL 100 million loan agreement with a maturity of 5 years. It is intended for the local currency needs of Georgian micro, small and medium sized enterprises (MSMEs). The investment was supported by the Women Entrepreneurs Opportunity Facility, a pioneering global initiative by IFC and Goldman Sachs Foundation to expand access for women entrepreneurs. 25% of the loan was dedicated to serve female entrepreneurs. IFC raised the local currency funds through a private placement of GEL-denominated bonds arranged by Galt & Taggart – a wholly owned brokerage subsidiary of the Group. The loan had been fully disbursed in December 2019. In January 2020 JSC BOG and IFC signed another loan agreement with the similar terms on the second tranche of GEL 100 million, which is also fully drawn down.

9.8 responsAbility – USD 10 million Tier 2 Promissory Notes

In September 2019, USD 10 million from senior funding, with the following lenders, had been converted into Tier 2 Promissory Notes: (a) responsAbility SICAV (Lux), acting for its sub-fund responsAbility SICAV (Lux) Micro and SME Finance Leaders (USD 3.25 million); (b) responsAbility SICAV (Lux) acting for its sub-fund responsAbility SICAV (Lux) Micro and SME Finance Debt Fund (USD 3.175 million); (c) MultiConcept Fund Management S.A. acting in its own name on behalf of the investment fund responsAbility Global Micro and SME Finance Fund (USD 3,575 million). The facility has a maturity of 10 years, it is fully disbursed and qualifies for Tier 2 capital under the Basel III Framework and improves the overall capitalisation of JSC BOG.

9.9 EIB – EUR 75 million Finance Contract

In December 2019, JSC BOG signed a EUR 50 million loan agreement with European Investment Bank ("EIB") with the maturity of up to 7 years. The limit had been further increased in December 2020 by EUR 25 million. In March 2020, EUR 15 million equivalent, with 5 years' maturity had been disbursed in Georgian Lari and the remaining amount, with 7 years maturity had been drawn down by JSC BOG in January 2021 in Euros. The purpose of the credit is to finance investment projects promoted by micro, small and medium sized (MSMEs) and mid-capitalisation enterprises (MidCaps) in Georgia and support the local private sector development. The facility's fully drawn down.

9.10 FMO – USD 127 million Subordinated Term Facilities Agreement (Tier 2)

In December 2019, JSC BOG signed a ten-year USD107 million subordinated syndicated loan agreement arranged by FMO – Dutch entrepreneurial development bank in collaboration with other participating lenders including DEG – Deutsche Investitions und Entwicklungsgesellschaft MBH, the Finnish Fund for Industrial Cooperation Ltd., Obviam, on behalf of the Swiss Investment Fund for Emerging Markets, the Swedish Development Finance Institution – Swedfund International AB, BlueOrchard Microfinance Fund and Symbiotics Group. In December 2020 the agreement had been amended for additional US\$ 20 million from Oesterreichische Entwicklungsbank AG. The Facility is fully disbursed and classified as Tier 2 capital instrument under the Basel III Framework.

9.11 EBRD – USD 100 million Loan Agreement

In July 2020, JSC BOG and EBRD signed a USD 100 million multi-currency loan agreement with a maturity of five years, allowing the Bank to draw-down the funds both in local and foreign (US Dollar and Euro) currencies. The facility aims to support micro, small and medium size enterprises through providing uninterrupted access to long-term funding. This was the first long-term facility from EBRD as part of COVID-19 crisis support to Georgia, designed to facilitate on-lending to JSC BOG's clients to withstand the negative consequences brought by the economic impact of the pandemic. JSC BOG made a drawdown in Georgian Lari, into two tranches in 2021, with total amount of c.USD 221 million.

9.12 EBRD – GEL 92 million Loan Agreement

In August 2021, JSC BOG and EBRD signed a GEL 92 million (EUR 25 million equivalent) loan agreement with a maturity of five years. The facility had been disbursed in September 2021 and aims to continue to provide micro, small and medium-sized enterprises access to increasingly demanded long-term local currency funding and to further support their alignment with the European Union's Deep and Comprehensive Free Trade Agreement requirements. This financing is part of a wider EU4Business and EBRD credit line – a financing instrument to boost competitiveness of local firms in the Eastern Partnership region. EBRD obtained the local currency funds through a private placement of GEL-denominated bonds arranged by Galt & Taggart, a wholly owned brokerage subsidiary of the Group. The facility is fully drawn down.

9.13 DFC – USD 100 million Finance Agreement

In November 2021, JSC BOG and the U.S. International Development Finance Corporation signed a USD 100 million loan agreement with a maturity of over 11 years. The facility enables JSC BOG to on-lend to micro, small, and medium-sized business customers to minimise the impact of the COVID-19 pandemic-related economic implications in Georgia, including expanding access to finance and increasing our support to female-led enterprises. It had been fully disbursed into 3 Tranches in 2022 and 2023.

9.14 GGF – USD 20 million Synthetic Facility Agreement

In November 2021, JSC BOG and Green for Growth Fund, Southeast Europe S.A., SICAV-SIF signed a US\$20 million Synthetic Facility Agreement with a maturity of 5 years. The funding is provided by the European Union and the German Federal Ministry for Economic Cooperation and Development and stimulates green financing of both retail and business sectors in Georgia. Aggregated sub-loan portfolio is required to achieve a minimum of 20 percent primary energy and/or CO₂ savings on average. Total local currency equivalent of the facility had been fixed at GEL 60.4 million after full disbursement into two tranches in December 2021 and June 2022.

9.15 ADB and JICA – USD 200 million Common Terms Agreement

In December 2021, JSC BOG signed a USD 200 million loan agreement with a maturity of five years with ADB and the Japan International Cooperation Agency ("JICA"). The facility aims to support micro, small and medium-sized enterprises in Georgia, including female-led businesses, through providing continued access to long-term finance. Half of the facility from ADB (US\$ 100 million) had been fully disbursed in local currency in September 2023 and another half from JICA – in August 2023 in USD.

9.16 EBRD and Swedfund – USD 50 million Perpetual Subordinated Unsecured Callable Additional Tier 1

In May 2022, JSC BOG entered into a USD 50 million Additional Tier 1 Capital Perpetual Subordinated Syndicated Facility, with EBRD and Swedfund International AB, as Lenders. The Facility is callable by the borrower after 5 years from the disbursement date and on every subsequent interest payment date, subject to prior consent of the National Bank of Georgia. It includes a green component, whereby JSC BOG is expected to identify and apply amounts equal to the AT1 Capital Loan into Green Economy Transition (GET)-eligible investments. EBRD will also provide a grant for a technical cooperation programme to support JSC BOG in its green financing initiatives. The instrument is fully disbursed and duly included into BOG's Tier 1 capital.

9.17 EBRD – GEL 52.6 million Loan Agreement

In September 2022, JSC BOG and EBRD signed a loan agreement in the amount of the GEL equivalent of USD 20 million with a maturity of five years. Disbursement had been made in September 2023. Total amount is c.GEL 52.6 million. This funding comes under the EU4Business-EBRD Credit Line programme, one of the most successful and popular financing instruments across the region and among micro, small and medium sized enterprises (MSMEs) in Georgia. Its objective is to enable local MSMEs to enhance their competitiveness and alignment with European standards, with a particular focus on investments in green technologies. In addition to financing, MSMEs benefit from incentive grant funding and free-of-charge technical assistance by international advisors, funded by the EU under its EU4Business initiative. The loan is fully drawn down.

9.18 GCPF – USD 10 million Unsecured Facilities Agreement

In September 2022, JSC BOG and Global Climate Partnership Fund S.A., SICAV-SIF signed a USD 10 million Unsecured Facility Agreement with a maturity of 10 years payable into two tranches. The funding is intended for Renewable Energy and Energy Efficiency projects with the goal to reduce energy consumption and/or CO2 emissions. The facility is fully drawn down.

9.19 responsAbility – USD 10 million Tier 2 Promissory Notes

In November 2023, JSC BOG signed a USD 10 million Subordinated Loan Agreement with responsAbility SICAV (Lux) acting for its sub-fund responsAbility SICAV (Lux) Financial Inclusion Fund (USD 3.3 million); MultiConcept Fund Management S.A. acting in its own name for responsAbility Global Micro and SME Finance Fund as Lender (USD 2.7 million); responsAbility SICAV (Lux) acting for its sub-fund responsAbility SICAV (Lux) Micro and SME Finance Debt Fund as Lender (USD 2.5 million); responsAbility SICAV (Lux) acting for its sub-fund responsAbility SICAV (Lux) Micro and SME Finance Leaders as Lender (USD 1.5 million). The facility has a maturity of 10 years. It is fully drawn down and qualifies for Tier 2capital under the Basel III Framework and improves the overall capitalisation of JSC BOG.

9.20 EFSE – EUR 20 million Subordinated Facility Agreement (Tier 2)

In December 2023, JSC BOG and the European Fund for Southeast Europe, S.A., SICAV-SIF entered into a EUR 20 million subordinated loan agreement with a maturity of 10 years. It has a component for sustainable economic activities or women majority-owned or led MSMEs, whereby JSC BOG will aim, on a best efforts basis, to identify and apply pre-defined amounts to eligible investments. the facility is fully drawn down and it qualifies as Tier 2capital under the Basel III Framework.

9.21 GGF – EUR 25 million Subordinated Facility Agreement (Tier 2)

In December 2023, JSC BOG and Green for Growth Fund, Southeast Europe S.A., SICAV-SIF signed a EUR 25 million Subordinated Facility Agreement with a maturity of 10 years. It has a green component, whereby BOG will aim, on a best efforts basis, to identify and apply pre-defined amounts to eligible investments from both retail and business sectors in Georgia. The facility is fully drawn down and it qualifies as Tier 2capital under the Basel III Framework.

9.22 EiB – EUR 50 million Finance Contract

In December 2023, JSC BOG signed a multicurrency loan agreement with European Investment Bank, with a EUR 50 million limit and maturity of up to 7 years. The funds will be used to finance investment projects promoted by small and medium-sized (SMEs) and mid-capitalisation enterprises (MidCaps) in Georgia. JSC BOG will direct at least 30% of the loan to green lending. The Facility is complemented by support under the Greening the Financial Systems technical assistance programme, funded by the German government's International Climate Initiative. The facility is fully drawn down.

9.23 Proportional Voting Mechanism with Georgia Capital PLC

Under the terms of the 2018 demerger agreement with Georgia Capital PLC, for so long as Georgia Capital PLC, together with anyone acting in concert with Georgia Capital PLC for the purposes of the Takeover Code (the Concert Parties), holds greater than 9.99% of the share capital of BOGG (any such shares greater than 9.99% being Proportional Voting Shares):

  • (a) each of BOGG and Georgia Capital PLC has agreed that for so long as there are Proportional Voting Shares they will use all reasonable endeavours to procure (so far as they are reasonably able) that the Proportional Voting Shares are voted in general meetings of BOGG in accordance with the Proportional Voting Mechanism;
  • (b) BOGG has agreed it will conduct all shareholder votes on a poll in general meetings and the poll will be taken in accordance with the Proportional Voting Mechanism set out in the BOGG Articles of association; and
  • (c) Georgia Capital PLC has agreed that it, and its Concert Parties, will: (a) vote the Proportional Voting Shares in general meetings of BOGG in accordance with the Proportional Voting Mechanism; and (b) notify the Company of any acquisition or disposal of BOGG Shares by them irrespective of whether any such acquisition or disposal would trigger a public disclosure obligation for them.

Ameriabank

No contracts have been entered into by Ameriabank (other than contracts entered into in the ordinary course of business): (i) within two years immediately preceding the date of this document that are, or may be, material to Ameriabank, or (ii) that contain provisions under which any member of Ameriabank has an obligation or entitlement that is, or may be, material to Ameriabank as at the latest practicable date, save as disclosed below.

9.24 The Acquisition Agreement

A summary of the principal terms and conditions of the Acquisition Agreement is set out in Part III (Principal Terms and Conditions of the Acquisition Agreement) of this document.

10. Major Shareholdings

As at the Latest Practicable Date, the Company is aware of the following persons (other than any Director or member of senior management) who are or will be interested, directly or indirectly, in Ordinary Shares representing three per cent. or more of the Company's voting rights:

Number of voting rights % of voting rights
JSC Georgia Capital(1) 9,009,849 19.71%
M&G Investment Management Ltd 2,174,564 4.76%
JP Morgan Asset Management (UK) Ltd 1,924,515 4.21%
Dimensional Fund Advisors (DFA) LP 1,862,782 4.08%
BlackRock Investment Management (UK) 1,636,460 3.58%
Vanguard Group Inc 1,519,025 3.32%
Other shareholders 27,581,907 60.34%
Total 45,709,102 100.0%

————— Notes:

(1) JSC Georgia Capital will exercise its voting rights at the Group's general meetings in accordance with the votes cast by all other Group Shareholders, as long as JSC Georgia Capital's percentage holding in Bank of Georgia Group PLC is greater than 9.9%

11. Litigation

The Group

There are no governmental, legal or arbitration proceedings (including any such proceedings which are pending or threatened of which BOGG is aware), during the 12 months preceding the date of this document which may have, or have had in the recent past, significant effects on either BOGG's and/or the Enlarged Group's financial position or profitability.

Ameriabank

There are no governmental, legal or arbitration proceedings (including any such proceedings which are pending or threatened of which BOGG is aware), during the 12 months preceding the date of this document which may have, or have had in the recent past, significant effects on the financial position or profitability of the Ameriabank Group.

12. Related Party Transactions

Save as disclosed in the information incorporated by reference into this Circular referred to below, BOGG entered into no transactions with related parties during the years ended 31 December 2022, 2021 and 2020.

  • 12.1 Note 32 of the notes to the audited consolidated financial statements for BOGG for the year ended 31 December 2022 which can be found on page 341 of the BOGG 2022 Annual Report;
  • 12.2 Note 31 of the notes to the audited consolidated financial statements for BOGG for the year ended 31 December 2021 which can be found on page 336 of the BOGG 2021 Annual Report; and
  • 12.3 Note 29 of the notes to the audited consolidated financial statements for BOGG for the year ended 31 December 2020 which can be found on page 341 of the BOGG 2020 Annual Report.

For the period from and including 1 January 2023 to the Latest Practicable Date, there were no related party transactions entered into by BOGG.

13. Documents Available for Inspection

Until and including Completion (or the date on which the Acquisition terminates, if earlier) copies of the following documents will be available for inspection during usual business hours on any weekday (Saturdays, Sundays and public holidays excepted) at BOGG's registered offices, via the link on BOGG's website at: https://bankofgeorgiagroup.com/, and will also be available for inspection at the BOGG General Meeting for at least 15 minutes prior to and during the BOGG General Meeting until it ends:

13.1 the BOGG Articles;

  • 13.2 this document and the Form of Proxy;
  • 13.3 BOGG's 2022 Annual Report, 2021 Annual Report and 2020 Annual Report;
  • 13.4 BOGG's 2Q23 and 1H23 Results;

  • 13.5 the accountant's report on the historical financial information of Ameriabank from Ernst & Young LLP as set out in Section B of Part IV (Historical Financial information of Ameriabank CJSC) of this Circular; and

  • 13.6 the accountant's report on the unaudited pro forma financial information of the Enlarged Group from Ernst & Young LLP as set out in Section B of Part V (Unaudited Pro Forma Financial Information relating to the Enlarged Group) of this Circular.

A copy of the Acquisition Agreement will be available for inspection, by prior arrangement during normal business hours on any Business Day during the period beginning with (and including) the date of this document and ending on (and including) the date of the BOGG General Meeting at the BOGG registered office.

14. Information Incorporated by Reference

The following documents, which have been filed with or notified to the FCA and are available for inspection in accordance with paragraph 13 of this Part VI of this Circular, contain information about the Company which is relevant to this Circular:

  • BOGG's interim financial information for the six months ended 30 June 2023;
  • BOGG's audited consolidated financial statements for the year ended 31 December 2022;
  • BOGG's audited consolidated financial statements for the year ended 31 December 2021; and
  • BOGG's audited consolidated financial statements for the year ended 31 December 2020.

The table below sets out the sections of these documents which are incorporated by reference in, and form part of, this Circular, and only the parts of the documents identified in the table below are incorporated by reference, and form part of, this Circular. The parts of the documents which are not incorporated by reference are either not relevant for the purposes of making a properly informed decision as to how to vote on the Resolution or are covered elsewhere in this Circular. Where the information described below itself incorporates further information by reference to another document, that further information is not intended to form part of this Circular for any purpose.

Reference Sections incorporated
by reference
Page
number(s)
Where the information can
be accessed
BOGG's 2Q23 and
1H23 Results
Selected financial information
as at 30 June 2023
17 https://bankofgeorgiagroup.com/
results/earnings
BOGG's 2022 Annual
Report
Audited consolidated financial
statements for the year ended
31 December 2022
228-342 https://bankofgeorgiagroup.com/
reports/annual
BOGG's 2021 Annual
Report
Audited consolidated financial
statements for the year ended
31 December 2021
244-368 https://bankofgeorgiagroup.com/
reports/annual
BOGG's 2020 Annual
Report
Audited consolidated financial
statements for the year ended
31 December 2020
214-343 https://bankofgeorgiagroup.com/
reports/annual

Part VII

Definitions

The following definitions apply throughout this document, unless the context requires otherwise.

Acquisition the recommended acquisition by the Company and JSC BOG of 100%
of the share capital of Ameriabank from the Sellers
Acquisition Agreement the English law governed share sale and purchase agreement dated
18 February 2024 between the Company, JSC BOG and the Sellers in
respect of the Acquisition, further details of which are set out in Part III
(Principal Terms and Conditions of the Acquisition)
ADB Asian Development Bank
Ameriabank or the Bank Ameriabank CJSC
Ameriabank Group means Ameriabank, together with its subsidiaries "Invia" CJSC and
"Dinno" CJSC
Basel III an internationally agreed set of measures developed by the Basel
Committee
on
Banking
Supervision
which
aim
to
strengthen
the
regulation, supervision and risk management of banks
Basel III Framework a
framework
developed
by
the
Basel
Committee
on
Banking
Supervision
which
sets
international
standards
for
bank
capital
adequacy, stress testing, and liquidity requirements
BOGG Articles the BOGG Articles of Association
BOGG Board the board of directors of BOGG as at the date of this document
BOGG Directors the directors of BOGG as at the date of this document or, where the
context so requires, the directors of BOGG from time to time
BOGG General Meeting the
general
meeting
(or
any
adjournment
thereof)
of
the
BOGG
Shareholders
to
be
convened
in
connection
with
the
Acquisition, to consider and, if thought fit, pass the Resolution
BOGG Shareholders the registered holders of BOGG Shares from time to time
BOGG Shares or Ordinary Shares the ordinary shares of 1 penny each in the capital of BOGG
Business Day a day (other than a Saturday, Sunday, public or bank holiday) on which
banks are generally open for normal business in London
CAGR means compound annual growth rate, being the annualised average rate
of growth between two given years
Cavendish Cavendish Capital Markets Limited
CBA the Central Bank of Armenia
Company or BOGG Bank of Georgia Group PLC
Completion Completion of the sale of the first 90% of the shares of Ameriabank to
the Company and JSC BOG in accordance with the terms of the
Acquisition Agreement
Computershare Computershare Investor Services PLC
Conditions the conditions to Completion as set out in the Acquisition Agreement,
and "Condition" shall mean any one of them
COVID-19 a novel strain of coronavirus causing COVID-19 disease
CPC the Armenian Competition Protection Commission
CREST defined
Uncertificated
the
relevant
system
(as
in
the
Securities
Regulations 2001 (SI 2001 / 3755)) in respect of which Euroclear
UK & Ireland Limited is the Operator (as defined in such Regulations)
in accordance with which securities may be held and transferred in
uncertificated form
CREST Manual the CREST Manual published by Euroclear, as amended from time to
time
CREST Proxy Instruction a proxy appointment or instruction made using the CREST service
document or Circular this circular
EBRD European Bank for Reconstruction and Development
Enlarged Group the Group as enlarged by the Acquisition following Completion
ESPS ESPS Holding Limited
EUWA the European Union (Withdrawal) Act 2018, as amended from time to
time
FCA the UK Financial Conduct Authority
FRC the UK Financial Reporting Council
FSMA the Financial Services and Markets Act 2000, as amended
Form(s) of Proxy the Form of Proxy for use at the BOGG General Meeting, which are
being sent to BOGG Shareholders with this document
Foundation Afeyan Foundation for Armenia Inc.
General Meeting the general meeting of the Company proposed to be held at the offices of
Baker & McKenzie LLP, 280 Bishopsgate, London, EC2M 4RB at
11:00 a.m. on 14 March 2024, to approve the Resolution, the notice of
which is set out at the end of this document
Group the Company and its subsidiaries from time to time
IFRS UK adopted international accounting standards
IMAST IMAST Group (CY) Limited
J.P. Morgan J.P. Morgan Securities plc
JSC BOG JSC Bank of Georgia, a joint stock company incorporated in Georgia,
with national ID 204378869
KGEL means thousands of Georgian Lari
Latest Practicable Date 14
February
2024,
being
the
latest
practicable
date
prior
to
the
publication of this document
Listing Rules the rules and regulations made by the FCA under the Financial Services
and Markets Act 2000, and contained in the FCA's publication of the
same name
London Stock Exchange or LSE London Stock Exchange Group plc
Main Market the London Stock Exchange's main market for listed securities
Management Accounts means the unaudited statement of financial position of Ameriabank as at
31 October 2023
NBG the National Bank of Georgia
Notice of General Meeting the notice of the BOGG General Meeting included at Part VII (Notice of
General Meeting) of this document
Official List the Official List of the FCA
Record Time the record time for entitlement to vote at the BOGG General Meeting,
being 6:00 p.m. on 12 March 2024
Regulatory Information Service any of the services authorised by the FCA from time to time for the
purpose of disseminating regulatory announcements
Reporting Accountant(s) Ernst & Young LLP
Resolution the ordinary resolution to approve the Acquisition to be proposed at the
General Meeting, the full text of which is set out in the Notice of
General Meeting
Sanctions means economic or financial sanctions or trade embargoes imposed,
administered or enforced from time to time by: (i) the government of
Georgia; (ii) the government of The Republic of Armenia; (iii) the US
government, including those administered by the United States Treasury
Department's Office of Foreign Assets Control or the US Department of
State, or the US Department of Commerce; (iv) the United Nations
Security Council; (v) the Commission of the European Union; or
(vi) HM Treasury in the United Kingdom
Sellers means
each
of
IMAST
Group
(CY)
Limited;
European
Bank
for
Reconstruction and Development; Asian Development Bank; Afeyan
Foundation for Armenia Inc.; and ESPS Holding Limited
Shareholders' (Put and Call
Option) Agreement
the English law governed shareholders' agreement dated 18 February
2024 which will become effective on and from Completion, and which
includes a put and call option, between BOGG, JSC BOG and EBRD
SOFR means the Secured Overnight Financing Rate calculated by the New
York Federal Reserve
UK or United Kingdom the United Kingdom of Great Britain and Northern Ireland
UK Disclosure Guidance and
Transparency Rules
the disclosure guidance and transparency rules made by the FCA under
Section 73A of the FSMA, as amended from time to time
UK Prospectus Regulation Rules the retained EU law version of the Prospectus Regulation (EU) 2017/
1129, as it forms part of the law of England and Wales by virtue of the
EUWA, as amended by UK legislation from time to time
uncertificated or in uncertificated
form
recorded
on
the
relevant
register
of
members
as
being
held
in
uncertificated form and title to which may, by virtue of the CREST
Regulations, be transferred by means of CREST
United States or US the United States of America, its territories and possessions, any state of
the United States of America and the District of Columbia

All times referred to are London time unless otherwise stated.

All references to "GBP", "pence", "sterling", "£" or "p" are to the lawful currency of the United Kingdom.

All references to "EUR", "Euro" or "€" are to the single currency established for members of the European Economic and Monetary Union from 1 January 1999.

All references to "GEL" or "Georgian Lari" are to the lawful currency of Georgia.

All references to "AMD", "Armenian Dram" or "֏" are to the lawful currency of Armenia.

All references to "US dollar", "USD", "US\$" or "cents", are to the lawful currency of the United States.

All references to statutory provision or law or to any order or regulation shall be construed as a reference to that provision, law, order or regulation as extended, modified, replaced or re-enacted from time to time and all statutory instruments, regulations and orders from time to time made thereunder or deriving validity therefrom.

Part VIII

Notice of General Meeting

NOTICE OF GENERAL MEETING OF BANK OF GEORGIA GROUP PLC

Notice is hereby given that a general meeting of Bank of Georgia Group PLC ("BOGG" or the "Company") will be held at the offices of Baker & McKenzie LLP, 280 Bishopsgate, London EC2M 4RB, at 11:00 a.m. on 14 March 2024 (London time) for the purpose of considering and, if thought fit, passing the following resolution.

Capitalised terms used in this Notice of General Meeting (the "Notice") which are not defined herein shall have the meanings ascribed to them in the document of which this Notice forms part.

The following resolution (the "Resolution") is being proposed as an ordinary resolution.

ORDINARY RESOLUTION

THAT the proposed acquisition of the entire issued share capital of Ameriabank by the Company and JSC Bank of Georgia from each of (i) IMAST Group (CY) Limited; (ii) European Bank for Reconstruction and Development; (iii) Asian Development Bank; (iv) Afeyan Foundation for Armenia Inc.; and (v) ESPS Holding Limited (the entities listed at (i) – (v), together, the "Sellers"), on the terms and subject to the conditions contained in the Acquisition Agreement dated 18 February 2024 between the Company, JSC Bank of Georgia and the Sellers, and the Shareholders' (Put and Call Option) Agreement entered into between the Company, JSC BOG and EBRD on the same date (and becoming effective on and from Completion), in each case as defined and described in the circular sent to the Company's Shareholders dated 19 February 2024 (the "Circular"), together with all other agreements and ancillary agreements contemplated by the Acquisition Agreement and the Shareholders' (Put and Call Option) Agreement, be and is hereby approved and that the BOGG Board (or any duly authorised committee thereof) be and are hereby authorised to:

  • (a) take all such steps as the BOGG Board considers to be necessary or desirable in connection with, and to implement, the Acquisition (as defined in the Circular); and
  • (b) to agree such modifications, variations, revisions, waivers, extensions or amendments to any of the terms and conditions of the Acquisition and the associated and ancillary agreements and documents contemplated by the Acquisition and/or described in the Circular, including the Acquisition Agreement and the Shareholders' (Put and Call Option) Agreement (provided such modifications, variations, revisions, waivers, extensions or amendments are not of a material nature), as they may in their absolute discretion deem necessary, appropriate or desirable, including, without limitation, the waiver of any Conditions to the Acquisition Agreement.

By order of the board of directors of the Company

Computershare Company Secretarial Services Limited Company Secretary 19 February 2024

Registered office: Bank of Georgia Group PLC 42 Brook Street, London, W1K 5DB

Registered in England & Wales No. 10917019

Notes to the Notice of General Meeting

1. Entitlement to Attend and Vote

BOGG Shareholders registered in the Register of Members of the Company as at 6:00 pm (London time) on 12 March 2024 (or, in the event of any adjournment, on the date which is two days before the time of the adjourned meeting excluding non-working days) shall be entitled to attend or vote at the BOGG General Meeting in respect of the BOGG Shares registered in their name at that time. Changes to entries on the Register of Members after 6:00 pm (London time) on 12 March 2024 will be disregarded in determining the rights of any person to attend or vote at the BOGG General Meeting.

2. Proxies

Members are entitled to appoint a proxy (who need not be a member of the Company) to exercise all or any of their rights to attend, speak and vote on their behalf at the BOGG General Meeting. The BOGG Board encourages shareholders to vote at the BOGG General Meeting by proxy. A member may appoint more than one proxy in relation to the BOGG General Meeting provided that each proxy is appointed to exercise the rights attached to different BOGG Shares held by that member. Members who wish to appoint more than one proxy in respect of their holding may obtain additional Forms of Proxy by contacting the Company's Registrars, Computershare on +44 (0)370 873 5866 or may photocopy the Form of Proxy provided with this document indicating on each copy the name of the proxy appointed and the number of BOGG Shares in respect of which that proxy is appointed. All Forms of Proxy should be returned together in the same envelope.

Completion of the Form of Proxy will not prevent a member from subsequently attending and voting at the BOGG General Meeting in person if they so wish. The Form of Proxy, and any power of attorney or other authority under which it is executed (or a duly certified copy of any such power or authority), must be received by post or (during normal business hours only) by hand at the offices of the Company's Registrars, Computershare Investor Services PLC ("Computershare") at The Pavilions, Bridgwater Road, Bristol BS99 6ZY, United Kingdom no later than 11.00 am (London time) on 12 March 2024, being 48 hours before the time appointed for the holding of the BOGG General Meeting excluding non-working days.

Members may submit their proxies electronically at www.investorcentre.co.uk/eproxy using the Control Number, their unique PIN and Shareholder Reference Number (SRN) printed on your Form of Proxy.

3. Information Rights and Nominated Persons

Persons who have been nominated under section 146 of the Companies Act 2006 (a Nominated Person) to enjoy information rights do not have a right to vote or appoint a proxy at the BOGG General Meeting and the statements of the rights of members in relation to the appointment of proxies in note 2 above does not apply to Nominated Persons. The rights described in that note can only be exercised by members of the Company.

However, a Nominated Person may have the right (under an agreement with the member by whom they were nominated) to be appointed, or to have someone else appointed, as a proxy for the BOGG General Meeting. If a Nominated Person has no such proxy appointment right or does not wish to exercise that right, they may have a right to give voting instructions to the registered shareholder under any such agreement.

4. Corporate Representatives

A corporate shareholder may appoint a person or persons to act as its representative(s) at the BOGG General Meeting. Each such representative may exercise (on behalf of the corporate shareholder) the same powers as the corporate shareholder could exercise if they were an individual shareholder in the Company, provided that they do not do so in relation to the same BOGG Shares.

5. CREST Proxy Instructions

CREST members who wish to appoint a proxy or proxies through the CREST electronic proxy appointment service may do so for the BOGG General Meeting to be held on 14 March 2024 and any adjournment thereof by following the procedures described in the CREST Manual. CREST Personal Members or other CREST Sponsored Members, and those CREST members who have appointed a voting service provider, should refer to their CREST sponsor or voting service provider who will be able to take the appropriate action on their behalf.

In order for a proxy appointment or instruction made using the CREST service to be valid, the appropriate CREST message (a CREST Proxy Instruction) must be properly authenticated in accordance with Euroclear's specifications and must contain the information required for such instruction, as described in the CREST Manual (available at www.euroclear.com). The message, regardless of whether it relates to the appointment of a proxy or to an amendment to the instruction given to a previously appointed proxy, must, in order to be valid, be transmitted so as to be received by the Company's agent (ID Number 3RA50) no later than 11:00 a.m. (London time) on 12 March 2024. For this purpose, the time of receipt will be taken to be the time (as determined by the timestamp applied to the message by the CREST Applications Host) from which the Company's agent is able to retrieve the message by enquiry to CREST in the manner prescribed by CREST.

CREST members and, where applicable, their CREST sponsors or voting service provider should note that Euroclear does not make available special procedures in CREST for any particular messages. Normal system timings and limitations will therefore apply in relation to the input of CREST Proxy Instructions. It is the responsibility of the CREST member concerned to take (or, if the CREST member is a CREST Personal Member or Sponsored Member, or has appointed a voting service provider, to procure that his CREST sponsor or voting service provider takes) such action as shall be necessary to ensure that a message is transmitted by means of the CREST system by any particular time. In this connection, CREST members and, where applicable, their CREST sponsors or voting service provider are referred, in particular, to those sections of the CREST Manual concerning practical limitations of the CREST system and timings.

The Company will treat as invalid a CREST Proxy Instruction in the circumstances set out in Regulation 35(5)(a) of the Uncertificated Securities Regulations 2001.

6. Proxymity Voting

If you are an institutional investor you may also be able to appoint a proxy electronically via the Proxymity platform, a process which has been agreed by the Company and approved by the Company's registrar. For further information regarding Proxymity, please go to https://www.proxymity.io/. Your proxy must, in order to be considered valid, be lodged not later than 11.00 am London time on 12 March 2024 (or, in the event of any adjournment of the BOGG General Meeting, not less than 48 hours (excluding non-working days) before the time fixed for the adjourned meeting). Before you can appoint a proxy via this process you will need to have agreed to Proxymity's associated terms and conditions. It is important that you read these carefully if you intend to use Proxymity as you will be bound by them and they will govern the electronic appointment of your proxy.

7. Issued Share Capital and Total Voting Rights

Holders of BOGG Shares are entitled to attend and vote at general meetings of the Company. Each BOGG Share entitles the holder to one vote on a poll. As at 14 February 2024, being the last practicable date prior to the publication of this Notice, the Company's issued share capital consisted of 45,709,102 BOGG Shares. The Company does not hold any BOGG Shares in treasury within the meaning of the Companies Act 2006. Therefore, the total voting rights in the Company as at 14 February 2024 are 45,709,102.

8. Voting at the BOGG General Meeting

The Resolution to be put to the BOGG General Meeting will be voted on by way of a poll and not by a show of hands. In this way, the voting preferences of all BOGG Shareholders are taken into account not only those who are able to physically attend the BOGG General Meeting. The results of the poll will be notified to the market in the usual way and published on the Company's website after the meeting.

The poll at the BOGG General Meeting will be taken in accordance with articles 55.3 and 56 of the Company's Articles of Association. Article 56.1 provides that for so long as the Company has Proportional Voting Shares (defined as Ordinary Shares of the Company held by Georgia Capital PLC (directly or indirectly) and any person with whom it is Acting in Concert, for such time(s) as in aggregate they hold shares carrying 9.99% or more of the voting rights exercisable at general meetings of the Company), the following poll provisions will apply:

  • (a) on each resolution proposed at the BOGG General Meeting all shareholders other than holder(s) of the Proportional Voting Shares will be entitled to vote (the "First Poll");
  • (b) following the closing of each First Poll, that poll will as soon as possible thereafter reopen for the sole purpose of enabling the Proportional Voting Shares to be voted. The holder(s) of the Proportional

Voting Shares shall vote all of the Proportional Voting Shares held by them proportionally to the votes cast on each First Poll (calculated to two decimal places) (the "Second Poll"); and

(c) the result of the poll for each of the resolutions, reflecting the combined result of the First Poll and the Second Poll, shall be deemed to be a resolution of the meeting and the secretary may fix a time, place and manner (including electronically) for declaring the result of the poll voting.

The above procedure does not apply to any "Excluded Resolution" as such term is defined in the Company's Articles of Association. There are no Excluded Resolutions proposed in this BOGG General Meeting.

The Board encourages shareholders to vote at the BOGG General Meeting by proxy.

9. Questions

Any member attending the BOGG General Meeting has the right to ask questions. The Company must cause to be answered any such question relating to the business being dealt with at the BOGG General Meeting but no such answer need be given if (a) to do so would interfere unduly with the preparation for the meeting or would involve the disclosure of confidential information, (b) the answer has already been given on a website in the form of an answer to a question, or (c) it is undesirable in the interests of the Company or the good order of the BOGG General Meeting that the question be answered.

10. Display Documents

Copies of the documents listed at paragraph 14 of Part VI (Additional Information) of this document are available for inspection at the registered office of the Company during normal business hours on any weekday (Saturdays, Sundays and public holidays excepted) and also at the place of the BOGG General Meeting from 10:45 a.m. (London time) on the day of the BOGG General Meeting until the conclusion thereof.

11. Information Available on the Website

A copy of this Notice and other information required by section 311A of the Companies Act 2006 can be found at https://bankofgeorgiagroup.com/

12. Electronic Address

Please note that BOGG Shareholders may not use any electronic address provided in this Notice or any related documents (including the Form of Proxy) to communicate with the Company for any purpose other than those expressly stated.

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