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KBC Groupe NV

Quarterly Report Aug 6, 2020

3968_ir_2020-08-06_005de7c6-2a50-446b-b647-eebef051c1bb.pdf

Quarterly Report

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KBC GROUP QUARTERLY REPORT 2Q2020

Report for 2Q2020

Summary 3 Financial highlights 4 Overview of results and balance sheet 5 Analysis of the quarter 6 Analysis of the year-to-date period 9 Risk statement, economic views and guidance 10

Consolidated financial statements

Consolidated income statement 13 Consolidated statement of comprehensive income 15 Consolidated balance sheet 16 Consolidated statement of changes in equity 17 Consolidated cashflow statement 20 Notes on statement of compliance and changes in accounting policies 22 Notes on segment reporting 29 Other notes 30

Additional information

Credit risk 42 Solvency 48 Income statement, volumes and ratios per business unit 53 Details of ratios and terms 61

the current year.' Forward-looking statements

The expectations, forecasts and statements regarding future developments that are contained in this report are, of course, based on assumptions and are contingent on a number of factors that will come into play in the future. Consequently, the actual situation may turn out to be (substantially) different.

Investor Relations contact details

[email protected] KBC Group NV, Investor Relations Office, Havenlaan 2, 1080 Brussels, Belgium

This report contains information that is subject to transparency regulations for listed companies. Date of release: 6 August 2020

KBC GROUP Report for 2Q2020

Management certification

'I, Rik Scheerlinck, Chief Financial Officer of the KBC Group, certify on behalf of the Executive Committee of KBC Group NV that, to the best of my knowledge, the abbreviated financial statements included in the quarterly report are based on the relevant accounting standards and fairly present in all material respects the financial condition and results of KBC Group NV including its consolidated subsidiaries, and that the quarterly report provides a fair view of the main events, the main transactions with related parties in the period under review and their impact on the abbreviated financial statements, and an overview of the main risks and uncertainties for the remainder of

Second-quarter result of 210 million euros

KBC Group – overview (consolidated, IFRS) 2Q2020 1Q2020 2Q2019 1H2020 1H2019
Net result (in millions of EUR) 210 -5 745 205 1 175
Basic earnings per share (in EUR) 0.47 -0.04 1.76 0.43 2.75
Breakdown of the net result by business unit (in millions of EUR)
Belgium 204 -86 388 119 564
Czech Republic 77 88 248 165 425
International Markets -45 35 104 -11 175
Group Centre -26 -43 4 -68 11
Parent shareholders' equity per share (in EUR, end of period) 44.9 43.8 42.8 44.9 42.8

The quarter under review started with the society in lockdown due to the coronavirus crisis. Over and above the human suffering caused by the pandemic itself, this also triggered unprecedented economic consequences. Even though society is now gradually reopening, it is clear that the coronavirus crisis will have a significant impact, especially in particular sectors. However, the various relief measures implemented in our home countries may help contain the overall impact going forward. Obviously, the long-term impact on the economy also depends on the occurrence and intensity of new outbreaks of the virus now and in the coming months.

Since the start of the coronavirus crisis, we have been working hard with government agencies to support all customers impacted by coronavirus, by efficiently instituting relief measures – including loan deferrals – and adapting or extending these measures where necessary. In these difficult times, we have also managed to continue providing our customers in all our home markets with a high level of service, thanks in the main to the efforts and investments we have made over the past few years on the digital transformation front, in combination with the expertise and commitment of our employees in all our home countries. Meanwhile we will continue to work on solutions to proactively make life easier for our customers. The interaction between human and machine, between branch and digital app, supported by artificial intelligence and data analysis, plays a prominent role here. We will be communicating on this and other topics in more depth during a strategy update session on 12 November.

We believe that the world emerging from the coronavirus crisis will have to be a more sustainable one and we are working tirelessly to contribute to such a scenario. With that in mind, we successfully launched our second green bond in June for the amount of 500 million euros. By issuing green bonds, we aim to create a closer link with socially responsible investors, to provide finance to customers directly involved in sustainable projects and to contribute to the development of a liquid and efficient green bond market, which would help to finance the transition to a low-carbon economy.

As regards our financial results, we generated a net profit of 210 million euros in the second quarter of 2020. The result was significantly impacted by the recording of 845 million euros in loan loss impairment charges, the bulk of which related to the potential economic consequences of the coronavirus crisis. In this regard, we wish to reiterate our guidance for full-year 2020, i.e. an estimated 1.1 billion euros in loan loss impairment charges. As expected, net interest income and net fee and commission income fell in the second quarter, while our non-life insurance result, on the other hand, was very solid and our life insurance business witnessed strong sales in the second quarter. What's more, our trading and fair value result, which had been hit hard during the first quarter of the year, recovered to a large extent in the quarter under review. Last but not least, our strict cost control measures, together with the additional cost savings announced when the first-quarter results were published, helped reduce our operating expenses (excluding bank taxes) by 6% quarter-on-quarter and by 8% year-on-year.

Our solvency position remained very strong, with a common equity ratio of 16.6% on a fully loaded basis, well above the current minimum capital requirement of 7.95%. Our liquidity position remained solid too, with an LCR of 136% and an NSFR of 142% at the end of June 2020. As a result, our current capital and liquidity buffers allow us to face today's challenges with

confidence. It should also be noted that, in line with the recent ECB recommendation, we cannot execute our usual dividend policy. As a consequence, no interim dividend will be paid out in November 2020.

In closing, I would like to take this opportunity to explicitly thank all those stakeholders who have continued to put their trust in us. I can assure you that, in these challenging times, we remain fully committed to maintaining our position as the reference in bank-insurance in all our home markets. Johan Thijs, Chief Executive Officer

The cornerstones of our strategy

Our strategy rests on four principles:

  • We place our customers at the centre of everything we do
  • We look to offer our customers a unique bank-insurance experience
  • We focus on our group's long-term development and aim to achieve sustainable and profitable growth
  • We meet our responsibility to society and local economies

Financial highlights in the second quarter of 2020

The result of the quarter under review was significantly impacted by the recording of loan loss impairment charges related to the pandemic.

That aside, costs were reduced significantly, the non-life insurance result was excellent and trading & fair value income recovered following the initial drop in the first quarter. Net interest income and fee and commission went down compared to the previous quarter.

  • Net interest income decreased by 9% quarter-on-quarter and by 4% yearon-year, mainly on account of the effect of interest rates being cut by the CNB in the Czech Republic, the depreciation of the Czech koruna and Hungarian forint against the euro, low reinvestment yields in general, lower portfolio lending margins in most core countries (except Belgium) and the lower netted positive impact of ALM FX swaps. Year-on-year, these negative effects were partially offset by good loan volume growth, the beneficial effect of ECB tiering, lower funding costs, a larger bond portfolio (also quarter-on-quarter) and the full consolidation of ČMSS since June 2019. Loan volumes remained more or less stable quarteron-quarter and were up 4% year-on-year, with year-on-year growth recorded in all business units. Deposits excluding debt certificates grew by 5% quarter-on-quarter and 11% year-on-year, again with year-on-year growth in all business units.
  • Technical income from our non-life insurance activities (premiums less charges, plus the ceded reinsurance result) was up 40% on its level in the year-earlier quarter, due mainly to lower technical charges (largely related to the effect of the lockdown on economic activity). Consequently, the combined ratio for the first half of 2020 amounted to an excellent 83%. Sales of our life insurance products were up 32% and 22% on their respective levels in the previous and year-earlier quarters, thanks to increased sales of unit-linked products.
  • Net fee and commission income was 10% and 11% lower than the figure recorded in the previous and year-earlier quarters, respectively, due to a combination of lower fees from our asset management activities (both entry and management fees) and lower fees in relation to banking services (lower payment fees due mainly to the lockdown).
  • Trading and fair value result rebounded quite strongly to 253 million euros after the significantly negative figure (-385 million euros) of the previous quarter, which had been severely impacted by the initial effects of the outbreak of the coronavirus pandemic. The recovery in the second quarter was due to, among other things, rising stock markets and decreasing counterparty credit spreads and KBC funding spread.
  • Net other income was more or less in line with the figure recorded in the previous quarter, but down year-on-year as the year-earlier quarter had benefited from a 82-million-euro one-off gain on the revaluation of the 55% participation in ČMSS (related to the acquisition of the remaining stake in that company).
  • Costs excluding bank taxes the bulk of which is recorded in the first quarter – were down 6% and 8% on the figures recorded in the previous and year-earlier quarters, respectively, thanks to the announced cost savings and the foreign exchange effect. When certain non-operating items are excluded and the bank taxes spread evenly throughout the year, the cost/income ratio amounted to 59% for the first half of 2020, compared to 58% for full-year 2019.
  • Loan loss impairment charges amounted to 845 million euros in the quarter under review, with almost 90% of this figure relating to collective impairment charges for the coronavirus crisis. As a consequence, the credit cost ratio for the first six months of the year amounted to 0.64%, up from 0.12% for full-year 2019.
  • Our liquidity position remained strong with an LCR of 136% and NSFR of 142%. Our capital base remained robust as well, with a fully loaded common equity ratio of 16.6%.

210 388 247 253 Net fee and commission income 1 083 Net interest income Net result Technical insurance income Other income Trading & FV income 72 -904 -857 Operating expenses Impairment -3 Other -69 Income taxes Breakdown of 2Q2020 result (in millions of EUR)

Contribution of the business units to 2Q2020 group result

Overview of results and balance sheet

Consolidated income statement, IFRS 2Q2020 1Q2020 4Q2019 3Q2019 2Q2019 1H2020 1H2019
KBC Group (in millions of EUR)
Net interest income 1 083 1 195 1 182 1 174 1 132 2 278 2 261
Non-life insurance (before reinsurance)
Earned premiums
255
435
185
443
229
441
192
440
174
425
440
879
335
840
Technical charges -180 -258 -212 -248 -251 -439 -505
Life insurance (before reinsurance) 6 0 2 -5 1 6 -2
Earned premiums 276 297 364 291 317 574 668
Technical charges -271 -297 -363 -297 -316 -568 -669
Ceded reinsurance result -13 -7 -11 -9 1 -21 -5
Dividend income 17 12 17 14 39 30 51
Net result from financial instruments at fair value through P&L1
Net realised result from debt instruments at fair value through
253 -385 130 -46 -2 -132 97
other comprehensive income 2 0 0 5 0 3 2
Net fee and commission income 388 429 445 444 435 816 845
Net other income 53 50 47 43 133 102 192
Total income 2 043 1 479 2 041 1 813 1 913 3 522 3 775
Operating expenses -904 -1 338 -1 045 -975 -988 -2 242 -2 283
Impairment -857 -141 -82 -26 -40 -997 -109
Of which: on financial assets at amortised cost and at fair value through
other comprehensive income2
-845 -121 -75 -25 -36 -966 -103
Share in results of associated companies & joint ventures -3 -3 -1 0 4 -7 8
Result before tax 279 -3 912 812 889 276 1 392
Income tax expense -69 -2 -210 -200 -144 -71 -217
210 -5 702 612 745 205 1 175
Result after tax
attributable to minority interests 0 0 0 0 0 0 0
attributable to equity holders of the parent
Basic earnings per share (EUR)
210
0.47
-5
-0.04
702
1.66
612
1.44
745
1.76
205
0.43
1 175
2.75
Diluted earnings per share (EUR) 0.47 -0.04 1.66 1.44 1.76 0.43 2.74
Key consolidated balance sheet figures 30-06-2020 31-03-2020 31-12-2019 30-09-2019 30-06-2019
KBC Group (in millions of EUR)
Total assets
317 388 301 451 290 735 294 830 289 548
Loans and advances to customers, excl. reverse repos 157 563 158 364 155 816 154 863 154 169
Securities (equity and debt instruments) 72 131 67 176 65 633 65 122 63 746
Deposits from customers & debt certificates, excl. repos 210 811 208 293 203 369 205 270 199 138
Technical provisions, before reinsurance 18 775 18 816 18 560 18 549 18 652
Liabilities under investment contracts, insurance 12 505 11 979 13 610 13 456 13 381
Parent shareholders' equity 18 710 18 220 18 865 18 086 17 799
Selected ratios
KBC group (consolidated) 1H2020 FY2019
Return on equity 2%3 14%
Cost/income ratio, banking
(when excluding certain non-operating items and spreading bank taxes
evenly throughout the year)
66%
(59%)
58%
(58%)
Combined ratio, non-life insurance 83% 90%
Common equity ratio, Basel III Danish Compromise, fully loaded [transitional] 16.6% [16.6%] 17.1%
Common equity ratio, FICOD fully loaded [transitional] 15.4% [15.5%] 15.8%
Leverage ratio, Basel III fully loaded [transitional] 6.0% [6.0%] 6.8%
Credit cost ratio 0.64% 0.12%
Impaired loans ratio 3.4% 3.5%
for loans more than 90 days past due 1.9% 1.9%
Net stable funding ratio (NSFR) 142% 136%
136% 138%

1 Also referred to as 'Trading and fair value income'.

2 Also referred to as 'Loan loss impairment'. 3 4% when bank taxes are spread evenly throughout the year.

We provide a full overview of our IFRS consolidated income statement and balance sheet in the 'Consolidated financial statements' section of the quarterly report. Condensed statements of comprehensive income, changes in shareholders' equity, as well as several notes to the accounts, are also available in the same section. As regards the (changes in) definition of ratios, see 'Details of ratios and terms' in the quarterly report.

Analysis of the quarter (2Q2020)

2 043 million euros

Total income Total income increased by 38% quarter-on-quarter, due almost entirely to the recovery of our trading and fair value income, following the huge drop in the previous quarter that had been caused by the initial financial market turmoil after the outbreak of the pandemic. All other income items combined fell slightly quarter-on-quarter, with the decrease in net interest income and in net fee and commission income being partly offset by higher technical insurance income and seasonally higher dividend income.

Net interest income amounted to 1 083 million euros in the quarter under review, down 9% on the figure recorded in the previous quarter and 4% year-on-year. In both cases, the decrease was mainly related to the effect of interest rates being cut by the CNB in the Czech Republic, the depreciation of the Czech koruna and Hungarian forint against the euro, low reinvestment yields in general, lower portfolio lending margins in most core countries (except Belgium), the lower netted positive impact of ALM FX swaps, and the fact that the previous quarter had included a positive one-off item. In the year-on-year comparison, these negative effects were partially offset by good loan volume growth (see next paragraph), the beneficial effect of ECB tiering, lower funding costs, a larger bond portfolio (also quarter-on-quarter) and the full consolidation of ČMSS since June 2019 (ČMSS was consolidated for the full three months in the second quarter of 2020, but for just one month in the second quarter of 2019 – this impact is referred to as the 'ČMSS impact' elsewhere in this publication).

The total volume of customer lending (158 billion euros) was more or less stable quarter-on-quarter but went up by 4% year-onyear, with year-on-year growth recorded in all business units. Customer deposits including debt certificates (211 billion euros) were up 1% quarter-on-quarter and 7% year-on-year, again with year-on-year growth in all business units. Excluding debt certificates, deposits were even up 5% quarter-on-quarter and 11% year-on-year. The net interest margin for the quarter under review amounted to 1.82%, 15 and 12 basis points down on the figures recorded in the previous quarter and year-earlier quarter, respectively.

Technical income from our non-life insurance activities (earned premiums less technical charges, plus the ceded reinsurance result) contributed 247 million euros to total income, up 43% quarter-on-quarter and 40% on the corresponding year-earlier quarter. The quarter-on-quarter increase came about primarily because of lower technical charges (the quarter under review included the positive effect of the lockdown on claims, whereas the previous quarter had included the significant impact of storms in Belgium), which more than offset the slight decrease in earned premiums. The year-on-year increase was due mainly to a combination of lower charges (a lower level due to lockdown in the quarter under review, whereas the reference quarter had been negatively impacted by storm-related claims and a re-assessment of claims provisions) and a slight increase in premium income, despite a lower ceded reinsurance result. Overall, the combined ratio for the first half of 2020 came to an excellent 83%, compared to 90% for full-year 2019.

Technical income from our life insurance activities (earned premiums less technical charges, plus the ceded reinsurance result) amounted to 1 million euros, compared to 4 million euros in the previous quarter and 0 million euros in the year-earlier quarter. Sales of life insurance products in the quarter under review (561 million euros) were up 32% and 22% on the level recorded in the previous and year-earlier quarters, respectively (thanks to increased sales of unit-linked products in Belgium due to the launch of new products), which more than offset lower sales of guaranteed-interest products. Overall, the share of unit-linked products in our total life insurance sales increased to 58% in the quarter under review, with guaranteed-interest products accounting for the remaining 42%.

In the quarter under review, net fee and commission income amounted to 388 million euros. Compared to the previous and year-earlier quarters, this represented a significant drop of 10% and 11%, respectively. In both cases, the decrease was caused primarily by the effects of the coronavirus pandemic on asset management-related fees (a decline in entry fees due to decreased sales and margins, and a decline in management fees due to the lower average level of assets under management in combination with lower margins). Moreover, fees related to banking services also fell (payment services fees, for instance, decreased due in part to the generally lower level of activity following lockdown). These negative items were only partially offset by the lower level of distribution fees paid (quarter-on-quarter) and the ČMSS impact (year-on-year). At the end of June 2020, our total assets under management amounted to 202 billion euros, up 4% quarter-on-quarter but down 4% year-on-year. The quarter-on-quarter increase was due to a recovery in asset prices (+5%) in the second quarter, combined with a limited net outflow of assets (-1%). The year-on-year decrease resulted from a combination of lower asset prices (-1%) and net outflows (-3%).

The net result from financial instruments at fair value (trading and fair value income) amounted to a positive 253 million euros, as opposed to -385 million euros in the previous quarter (which had been impacted by the initial market turmoil following the outbreak of the coronavirus crisis) and -2 million euros in the year-earlier quarter. The trading and fair value results for the quarter under review recovered largely from their level of the previous quarter, as they were positively impacted by rising stock markets and decreasing counterparty credit spreads and KBC funding spread, partly offset by lower long-term interest rates.

The other remaining income items included dividend income of 17 million euros, up on the figure recorded in the previous quarter (as the second quarter of the year traditionally includes the bulk of received dividends), but down on the year-earlier figure as a consequence of generally lower dividend payments due to the coronavirus crisis. The remaining income lines also include 53 million euros in net other income. This is in line with the normal run rate for this item, but down on the figure recorded in the year-earlier quarter, which had benefited from an 82-million-euro revaluation gain on the stake in ČMSS that had been triggered by the acquisition of the remaining participation in that company in that quarter.

904 million euros

Operating expenses Excluding bank taxes, operating expenses in the second quarter were down 6% on the previous quarter, thanks to strict cost containment. The cost/income ratio for the first half of 2020 amounted to 66%, or 59% when certain non-operating items are excluded and bank taxes are spread evenly through the year.

Operating expenses in the second quarter of 2020 amounted to 904 million euros. The quarter-on-quarter comparison is distorted by the upfront recognition in the first quarter of most of the bank taxes for the full year (27 million euros in the second quarter of 2020; 407 million euros in the first quarter of 2020; 30 million euros in the second quarter of 2019). Excluding bank taxes, expenses decreased by 6% quarter-on-quarter and by 8% year-on-year, thanks in essence to the announced cost savings, which led to, inter alia, a decrease in accruals for variable remuneration, a reduction in FTEs, lower marketing, travel, facilities and event costs (these four cost items were directly related to the effects of lockdown), as well as to the depreciation of the Czech koruna and Hungarian forint against the euro. These items largely offset the negative impact of items such as wage drift and the ČMSS impact (year-on-year).

The cost/income ratio of our banking activities came to 66% for the first half of 2020, but was distorted by most of the bank taxes being recorded in the first quarter. Excluding certain non-operating items and spreading bank taxes evenly throughout the year, the ratio amounted to 59%, compared to 58% for full-year 2019.

845-million-euro charge

Loan loss impairment We recorded a net loan loss impairment charge of 845 million euros, up on the 121 million euros recorded in the previous quarter. Almost 90% of the loan loss impairment in the second quarter related to collective impairment charges for the effects of the coronavirus crisis. The credit cost ratio for the first half of the year went up to 0.64%.

In the second quarter of 2020, we recorded an 845-million-euro net loan loss impairment charge, compared with a net charge of 121 million euros in the previous quarter and 36 million euros in the second quarter of 2019. 746 million euros of that 845 million euros related to collective impairment charges for the coronavirus crisis. Of this amount, 596 million euros related to an expertbased calculation ('management overlay' based on certain stress assumptions depending on country, segment, sector and probability-weighted macroeconomic scenarios) and 150 million euros was captured by the ECL models through updated macroeconomic variables. A detailed calculation and background information regarding this calculation can be found in Note 1.4 of the 'Consolidated financial statements' section of the quarterly report. It should be noted that the full collective expected credit losses for the coronavirus crisis – based on the assumptions at the end of the second quarter - have already been recorded in the first half of 2020.

Broken down by country, loan loss impairment charges in the second quarter of 2020 came to 458 million euros in Belgium, 170 million euros in the Czech Republic, 41 million euros in Slovakia, 55 million euros in Hungary, 23 million euros in Bulgaria and 97 million euros in Ireland. For the entire group, the credit cost ratio increased to 0.64% for the first half of 2020 (0.20% excluding the amount recorded for the coronavirus pandemic), up from 0.12% for full-year 2019.

The impaired loans ratio was down slightly on its level at the start of the year. At the end of June 2020, some 3.4% of our total loan book was classified as impaired (stage 3), compared to 3.5% at year-end 2019. Impaired loans that are more than 90 days past due amounted to 1.9% of the loan book, comparable to the figure recorded at year-end 2019.

For an indication of the expected impact of loan loss impairment for full-year 2020, see 'Guidance' on page 11 of this publication.

Impairment on assets other than loans amounted to 12 million euros, compared to 20 million euros in the previous quarter and 4 million euros in the second quarter of 2019. The figures for the quarter under review and the previous quarter relate principally to the accounting treatment of various payment moratoria in our home countries.

Net result Belgium Czech Republic International Markets Group Centre
by business unit 204 77 -45 -26
million euros million euros million euros million euros

Belgium: the net result (204 million euros) increased by 290 million euros quarter-on-quarter. Excluding bank taxes (the bulk of which are recorded in the first quarter and hence distort the quarter-on-quarter comparison), the net result still went up by 75 million euros (58%), as the strong rebound in trading and fair value income (following the huge drop in the first quarter of the year), higher technical non-life insurance result (lower claims) and lower costs more than offset the negative impact of the significant increase in loan loss impairment charges (most of which related to the impact of the coronavirus crisis) and lower net fee and commission income and net interest income.

Czech Republic: the net result (77 million euros) was down 12% on its level for the previous quarter. Excluding bank taxes (the bulk of which are recorded in the first quarter) and the effect of the depreciation of the Czech koruna against the euro, the net result was down 32% quarter-on-quarter, as significantly higher loan loss impairment charges (primarily related to the impact of the coronavirus crisis) and lower net interest income (following the CNB's rate cuts, among other things) more than offset the rebound in the trading and fair value result (following the decline in the first quarter) and the reduction in costs.

International Markets: the -45-million-euro net result breaks down as follows: -6 million euros in Slovakia, 16 million euros in Hungary, 14 million euros in Bulgaria and -70 million euros in Ireland. For the business unit as a whole, the net result was down 80 million euros quarter-on-quarter, or 127 million euros excluding bank taxes. The latter decrease came about mainly on account of higher loan loss impairment charges (in all countries; largely related to the impact of the coronavirus crisis), which were only partially offset by increased trading and fair value income and lower costs.

Group Centre: the net result (-26 million euros) was up 17 million euros quarter-on-quarter, thanks essentially to higher trading and fair value income and increased net interest income, which more than offset the absence of loan loss impairment reversals in the quarter under review and the lower ceded reinsurance result.

Belgium Czech Republic International Markets
Selected ratios by business unit 1H2020 FY2019 1H2020 FY2019 1H2020 FY2019
Cost/income ratio, banking (excluding certain non-operating items
and spreading bank taxes evenly throughout the year)
58% 60% 48% 47% 68% 68%
Combined ratio, non-life insurance 85% 89% 86% 94% 78% 88%
Credit cost ratio* 0.63% 0.22% 0.62% 0.04% 0.82% -0.07%
Impaired loans ratio 2.4% 2.4% 2.2% 2.3% 7.8% 8.5%

* A negative figure indicates a net impairment release (positively affecting results). See 'Details of ratios and terms' in the quarterly report.

A full results table is provided in the 'Additional information' section of the quarterly report. A short analysis of the results per business unit is provided in the analyst presentation (available at www.kbc.com).

Equity, solvency
and
liquidity
Total
equity
Common equity
ratio
(fully loaded)
Liquidity coverage
ratio
Net stable funding
ratio
20.2 billion euros 16.6% 136% 142%

At the end of June 2020, total equity amounted to 20.2 billion euros, comprising 18.7 billion euros in parent shareholders' equity and 1.5 billion euros in additional tier-1 instruments. Total equity was down 0.2 billion euros on its level at the end of 2019, owing to the combined effect of a number of items, including the profit for the half-year period (+0.2 billion euros), a decrease in the revaluation reserves for equity instruments of the insurance company (the so-called 'insurance overlay approach'; -0.1 billion euros), translation differences (-0.3 billion euros, due largely to the depreciation of the Czech koruna and Hungarian forint in the period under review) and a number of other minor items. We have provided details of these changes in the 'Consolidated financial statements' section of the quarterly report (under 'Consolidated statement of changes in equity').

At 30 June 2020, our fully loaded common equity ratio (Basel III, under the Danish compromise) amounted to a solid 16.6%, compared to 16.3% at 31 March 2020 and 17.1% at the end of 2019. Our fully loaded leverage ratio (Basel III, fully loaded) came to 6.0%, compared to 6.8% at the end of 2019. The solvency ratio for KBC Insurance under the Solvency II framework was 198% at the end of June 2020, compared to 202% at the end of 2019.

Our liquidity position remained excellent too, as reflected in an LCR ratio of 136% and an NSFR ratio of 142% at the end of the quarter under review (compared to 138% and 136%, respectively, at the end of 2019).

Analysis of the year-to-date period (1H2020)

Net result The net result for the first half of 2020 amounted to 205 million euros, compared to 1 175
million euros in the corresponding period of 2019. The decline was largely accounted for
205
million euros
by the impact of the coronavirus lockdown and related economic turmoil, which pushed
up loan loss impairments from 103 million euros in the first half of 2019 to 966 million
euros in the period under review. Moreover, net fee and commission income, trading and
fair value income, dividend income and net other income were all down on their reference
period levels. On the positive side, net interest income increased slightly and the
technical insurance result rose, while costs fell compared to the first half of 2019.

Highlights (compared to the first half of 2019):

  • Slightly higher net interest income (up 1% to 2 278 million euros), as inter alia higher commercial lending volumes (see below), somewhat lower funding costs, the effect of ECB tiering, a larger bond portfolio and the ČMSS impact (consolidated for six months in 2020 compared to just one month in the first half of 2019) more than offset the negative impact of rate cuts in the Czech Republic, the negative effects of lower reinvestment yields, continued pressure on portfolio margins in most core countries (except Belgium), the lower netted positive impact of ALM FX swaps and the depreciation of the Czech koruna and Hungarian forint against the euro. The volume of deposits and debt certificates increased by 7% (or 11% excluding debt certificates) and lending volumes increased by 4%, with growth in all business units. The net interest margin in the first half of 2020 came to 1.89%, down 7 basis points year-on-year.
  • An increase in the contribution to profit made by the technical insurance result (up 30% to 425 million euros). The non-life insurance technical result was up 27% on the figure for the year-earlier period, thanks largely to the lower level of technical charges (partly related to the lower level of claims due to the lockdown). The year-to-date non-life combined ratio amounted to 83%, compared to 90% for full-year 2019. Life insurance sales (988 million euros) were up by 1%, with the increase in sales of unit-linked products being partly offset by a decrease in sales of guaranteed-interest products.
  • Lower net fee and commission income (down 3% to 816 million euros), attributable primarily to a decline in fees for asset management services (lower sales and a lower level of assets under management). At the end of June 2020, total assets under management amounted to 202 billion euros, down 4% on the level recorded a year earlier (-1% price decrease, -3% net outflow).
  • Lower trading and fair value income (down from 97 million euros to -132 million euros). The figure for the first six months of the year is the result of a huge drop in the first quarter (the outbreak of the coronavirus crisis initially caused stock markets to tumble, credit spreads to widen and long-term interest rates to fall) followed by a significant, but still partial, recovery in the second quarter.
  • A lower level of all other income items combined (down 45% to 135 million euros) attributable to the fact that the reference period had included the ČMSS-related positive one-off gain of 82 million euros and also – to a lesser extent – to lower dividend income.
  • Lower operating expenses (down 2% to 2 242 million euros). Excluding bank taxes, operating expenses were down 3%, thanks to items such as a reduction in FTEs, lower accruals for variable remuneration, lower travel, marketing, facilities and event costs and the depreciation of the Czech koruna and Hungarian forint against the euro. These items more than offset the higher depreciation charges and the ČMSS impact (consolidated for six months in 2020 compared to just one month in the first half of 2019), among other things. The year-to-date cost/income ratio came to 66%, or an adjusted 59% when bank taxes are evenly spread throughout the year and certain non-operating items are excluded (compared to 58% for full-year 2019).
  • A significant increase in loan loss impairment charges (net addition of 966 million euros, compared to 103 million euros in the first half of 2019). Over 80% (789 million euros) of these impairment charges in the period under review was related to collective impairment charges for the coronavirus crisis, with 639 million euros based on a 'management overlay' and 150 million euros captured by the ECL models through updated macroeconomic variables. As a result, the credit cost ratio for the whole group went up to 0.64%, compared to 0.12% for full-year 2019.
  • The 205-million-euro net result for the first half of 2020 breaks down as follows: 119 million euros for the Belgium Business Unit (down 445 million euros on the year-earlier level), 165 million euros for the Czech Republic Business Unit (down 260 million euros), -11 million euros for the International Markets Business Unit (down 185 million euros) and -68 million euros for the Group Centre (down 79 million euros). The result for the International Markets Business Unit for the first half of 2020 included -3 million euros for Slovakia, 25 million euros for Hungary, 24 million euros for Bulgaria and -58 million euros for Ireland.

Risk statement, economic views and guidance

Risk statement

As we are mainly active in banking, insurance and asset management, we are exposed to a number of typical risks for these financial sectors such as – but not limited to – credit default risk, counterparty credit risk, concentration risk, movements in interest rates, currency risk, market risk, liquidity and funding risk, insurance underwriting risk, changes in regulations, operational risk, customer litigation, competition from other and new players, as well as the economy in general. KBC closely monitors and manages each of these risks within a strict risk framework, but they may all have a negative impact on asset values or could generate additional charges beyond anticipated levels.

At present, a number of items are considered to constitute the main challenges for the financial sector. These stem primarily from the impact of the coronavirus crisis on the global economy and, in particular, the financial sector (including credit, market and liquidity risks and the impact of persisting low interest rates on our results). These risks come on top of risks relating to macroeconomic and political developments, such as Brexit and trade conflicts, all of which affect global and European economies, including KBC's home markets. Regulatory and compliance risks (including anti-money laundering regulations and GDPR) remain a dominant theme for the sector, as does enhanced consumer protection. Digitalisation (with technology as a catalyst) presents both opportunities and threats to the business model of traditional financial institutions, while climate-related risks are becoming increasingly prevalent. Finally, cyber risk has become one of the main threats during the past few years, not just for the financial sector, but for the economy as a whole.

We provide risk management data in our annual reports, quarterly reports and dedicated risk reports, all of which are available at www.kbc.com.

Our view on economic growth

Global economic growth suffered in the second quarter from the coronavirus (Covid-19) pandemic shock, leading to an unprecedented fall in quarterly GDP growth in the euro area and the US. Belgium followed the general euro area trend, whereas Ireland outperformed it, relatively speaking. Central and Eastern European countries were severely hit, too. During the second quarter, however, most advanced economies reopened their economies after intensive lockdown periods, initiating a strong recovery. This rebound became visible in all major economies, with China leading the way and returning to positive growth levels in the second quarter. Sentiment indicators and other data point to a similarly strong recovery in the euro area and the US. Nevertheless, caution is warranted, as the path to recovery could turn out to be a long and bumpy one, and will be heavily reliant on how the Covid-19 situation pans out. New virus outbreaks will undoubtedly slow down the recovery. The other main risk factors include the resurgence of the US-China trade and economic conflict and ongoing Brexit negotiations. Our base-case scenario assumes a steady but gradual path to recovery in both Europe and the US. We forecast for the European and US economy a strong recovery in the third and fourth quarter of 2020 and a continued recovery in 2021. However, risks are tilted to the downside. New outbreaks of Covid-19 followed by partial or full lockdowns may temporarily disrupt the course of recovery. We expect real GDP levels in the euro area to recover to their pre-coronavirus levels by the end of 2023 at the earliest.

Despite the expected recovery, the economic damage caused by the pandemic will be substantial. However, some negative effects have been postponed thanks to the temporary unemployment schemes and temporary moratoria on loans that mitigated the initial impact of the Covid-19 crisis. We expect European unemployment rates to go up in the second half of 2020 and in 2021. Moreover, we expect bankruptcies among European firms to increase, but the effect will be spread over a number of years. Hence non-performing loan ratios will gradually climb.

Our view on interest rates and foreign exchange rates

The recovery is strongly supported by monetary and fiscal stimuli. We expect the ECB – and the Czech and Hungarian National Banks – to keep their policy rates unchanged in the years to come. Additional monetary stimulus measures by the ECB are likely, in the form of additional quantitative easing, in particular by extending the Pandemic Emergency Purchasing Programme. These market interventions will also guarantee low longer-term interest rates and compressed intra-EMU spreads in the coming years, despite country-specific risks (particularly in Southern Europe) and a structural upswing in public deficits and public debt ratios across Europe. Moreover, the ECB will continue to support European financial institutions through the TLTROs and the tiered deposit rate instrument. In recent months, fiscal stimuli have been extended substantially, both at EU level and by the EU member states. The 'Next Generation EU' instrument, launched by the European Commission and approved by the European Council, creates a tool for financial solidarity within the EU and has clearly succeeded in calming the financial markets. Moreover, the number and span of fiscal stimulus initiatives launched by national EU governments continue to increase. Combined monetary and fiscal stimulus will underpin the recovery in Europe, similar to the policy initiatives launched in the US.

The recent recovery of the euro against the US dollar should be seen as market optimism towards the economic recovery in Europe and the policy initiatives to support this trend. We expect the euro to continue its gradual appreciation against the dollar, although the rate at which it appreciates may slow down. Central European currencies have also recovered from their Covid-19 crisis dips. In particular, we expect the Czech koruna and Hungarian forint to remain relatively stable around their current levels in the near future. Bulgaria's accession to the ERM-II is a welcome and expected step towards euro area membership, though that is not expected anytime in the next three years.

Guidance • Full-year 2020 guidance:

Net interest income: approximately 4.4 billion euros (up from 4.3 billion euros mentioned in the
previous report);

Operating expenses excluding bank taxes: decrease of approximately 3.5% year-on-year;

Loan loss impairment: approximately 1.1 billion euros. Depending on a number of events such
as the length and depth of the economic downturn, the significant number of government
measures in each of our core countries, and the unknown number of customers who will call
upon these mitigating actions, we estimate loan loss impairment for full-year 2020 to range
between
approx.
0.8 billion euros (optimistic scenario) and approx.1.6 billion euros
(pessimistic scenario);
• The impact of the coronavirus lockdown on digital sales, services and digital signing has so far been
very positive. KBC is clearly benefiting from the digital transformation efforts it has made to date;
• Basel IV has been postponed by one year (as of 1 January 2023 instead of 2022);
• In line with the recent ECB recommendation, we cannot execute our usual dividend policy. As a
consequence, no interim dividend will be paid out in November 2020;
• We will provide a strategy update together with the results for the third quarter of 2020, while new
long-term guidance and our capital deployment plan will be updated when the results for full-year
2020 are published.

__

Upcoming events 3Q2020 results and strategy update: 12 November 2020
4Q2020 results and update of new long-term guidance & capital deployment plan: 11 February 2021
More information on Quarterly report: www.kbc.com / Investor Relations / Reports
2Q2020 Company presentation: www.kbc.com / Investor Relations / Presentation
Detailed impact of Quarterly report, Note 1.4 in 'Consolidated financial statements according to IFRS'
coronavirus crisis Company presentation, section 2 on 'Covid-19'
Definitions of ratios 'Details of ratios and terms at KBC Group level'
in the last section of the quarterly report.

KBC Group

Consolidated financial statements according to IFRS

2Q 2020 and 1H 2020

Section reviewed by the Auditor

Glossary

AC: Amortised Cost AFS: Available For Sale (IAS 39) ALM: Asset Liability Management ECL: Expected Credit Loss FA: Financial Assets FV: Fair Value FVA: Funding Value Adjustment FVO: Fair Value Option (designated upon initial recognition at Fair Value through Profit or Loss) FVOCI: Fair Value through Other Comprehensive Income FVPL: Fair Value through Profit or Loss FVPL – overlay: Fair Value through Profit or Loss - overlay GCA: Gross Carrying Amount HFT: Held For Trading MFVPL: Mandatorily Measured at Fair Value through Profit or Loss (including HFT) OCI: Other Comprehensive Income POCI: Purchased or Originated Credit Impaired Assets SPPI: Solely payments of principal and interest SRB: Single Resolution Board R/E: Retained Earnings

Consolidated income statement

(in millions of EUR) Note 1H 2020 1H 2019 2Q 2020 1Q 2020 2Q 2019
Net interest income 3.1 2 2 7 8 2 2 6 1 1 0 8 3 1 1 9 5 1 1 3 2
Interest income 3.1 3 3 3 2 3629 1497 1835 1807
Interest expense 3.1 $-1054$ $-1367$ - 415 $-640$ - 675
Non-life insurance (before reinsurance) 3.7 440 335 255 185 174
Earned premiums 3.7 879 840 435 443 425
Technical charges 3.7 - 439 505
$\overline{a}$
$-180$ 258
$\overline{\phantom{a}}$
251
Life insurance (before reinsurance) 3.7 6 $-2$ 6 $\mathbf 0$ 1
Earned premiums 3.7 574 668 276 297 317
Technical charges 3.7 - 568 669 $-271$ $-297$ 316
$\frac{1}{2}$
Ceded reinsurance result 3.7 21
$\blacksquare$
- 5 - 13 $-7$ 1
Dividend income 30 51 17 12 39
Net result from financial instruments at fair value through profit or loss 3.3 132 97 253 385
$\blacksquare$
$-2$
of which result on equity instruments (overlay approach) 51
$\qquad \qquad \blacksquare$
48 31 - 82 19
Net realised result from debt instruments at fair value through OCI 3 2 2 0 $\mathbf 0$
Net fee and commission income 3.5 816 845 388 429 435
Fee and commission income 3.5 1 1 8 8 1 203 559 628 616
Fee and commission expense 3.5 $-371$ 358
$\blacksquare$
- 172 199
$\blacksquare$
180
$\frac{1}{2}$
Net other income 3.6 102 192 53 50 133
TOTAL INCOME 3522 3775 2 0 4 3 1479 1913
Operating expenses 3.8 $-2242$ $-2283$ $-904$ $-1338$ 988
÷
Staff expenses 3.8 $-1139$ $-1170$ - 545 594
$\sim$
603
$\blacksquare$
General administrative expenses 3.8 - 925 - 944 $-270$ 654
$\sim$
298
Depreciation and amortisation of fixed assets 3.8 178
$\overline{\phantom{0}}$
- 169 -89
$\overline{\phantom{a}}$
- 89
$\overline{\phantom{a}}$
- 87
Impairment 3.10 - 997 $-109$ $-857$ 141
$\sim$
$-40$
on financial assets at AC and at FVOCI 3.10 - 966 - 103 $-845$ 121
$\overline{\phantom{a}}$
- 36
on goodwill 3.10 0 0 0 0 0
other 3.10 32
$\overline{\phantom{0}}$
- 6
$\overline{\phantom{a}}$
12 $-20$ - 4
Share in results of associated companies and joint ventures $-7$ 8 - 3 $-3$ 4
RESULT BEFORE TAX 276 1 3 9 2 279 $-3$ 889
Income tax expense 3.12 - 71 $-217$ - 69 $-2$ 144
ä,
Net post-tax result from discontinued operations 0 0 0 0 0
RESULT AFTER TAX 205 1 1 7 5 210 $-5$ 745
attributable to minority interests $\pmb{0}$ 0 0 $\pmb{0}$ 0
of which relating to discontinued operations 0 0 0 0 0
attributable to equity holders of the parent 205 1 1 7 5 210 $-5$ 745
of which relating to discontinued operations 0 0 0 0 0
Earnings per share (in EUR)
Ordinary 0.43 2.75 0.47 $-0.04$ 1.76
Diluted 0.43 2.74 0.47 $-0.04$ 1.76

Overview impact of the overlay approach on the consolidated income statement

The equity instruments of the insurance companies within the group are designated under the overlay approach. These equity instruments, mainly classified as AFS under IAS 39, would have been measured at fair value through P&L under IFRS 9. The overlay approach reclassifies from the income statement to OCI the extra volatility related to the adoption of IFRS 9 as long as IFRS 17 is not in place, until 31 December 2022 (subject to EU endorsement).

The extra volatility due to IFRS 9, reclassified out of the net result from financial instruments at fair value through profit or loss to the revaluation reserves of equity instruments (overlay approach) refers to the unrealised fair value fluctuations amounting to -87 million euros in 1H 2020. It can be summarized as the difference between :

  • IFRS 9 result (without applying the overlay): -137 million euros of which -141 million euros realized and unrealized fair value adjustments included in 'net result from financial instruments at fair value through profit or loss' and +3 million euros income taxes;
  • IAS 39 result: -51 million euros including net realized result amounting to +70 million euros and impairment loss of -121 million euros.

Consolidated statement of comprehensive income (condensed)

(in millions of EUR) 1H 2020 1H 2019 2Q 2020 1Q2020 2Q 2019
RESULT AFTER TAX 205 1 1 7 5 210 $-5$ 745
attributable to minority interests 0 $\Omega$ $\Omega$ 0 0
attributable to equity holders of the parent 205 1 1 7 5 210 - 5 745
OCI THAT MAY BE RECYCLED TO PROFIT OR LOSS $-339$ 467 406 $-745$ 222
Net change in revaluation reserve (FVOCI debt instruments) 10 419 192 $-182$ 226
Net change in revaluation reserve (FVPL equity instruments) - overlay $-87$ 139 138 $-225$ 17
Net change in hedging reserve (cashflow hedges) $-19$ $-100$ 5 $-24$ $-35$
Net change in translation differences $-309$ - 6 86 $-395$ 2
Hedge of net investments in foreign operations 65 11 $-15$ 80 8
Net change in respect of associated companies and joint ventures 2 $\Omega$ 0 4
Other movements $\Omega$ 2 0
OCI THAT WILL NOT BE RECYCLED TO PROFIT OR LOSS 3 - 4 $-110$ 113 $-37$
Net change in revaluation reserve (FVOCI equity instruments) ۰. 11 3 $-4$ 4
Net change in defined benefit plans $-13$ $-98$ 100 $-43$
Net change in own credit risk $-2$ $-13$ 17 0
Net change in respect of associated companies and joint ventures $-2$ 0 $-2$ 0 1
TOTAL COMPREHENSIVE INCOME $-131$ 1637 506 $-637$ 930
attributable to minority interests $\Omega$ 0 $\Omega$ $\Omega$
attributable to equity holders of the parent $-131$ 1637 506 $-637$ 930

The largest movements in other comprehensive income (1H 2020 vs. 1H 2019):

  • Net change in revaluation reserve (FVOCI debt instruments): the +10 million euros in 1H 2020 includes compensating effects in 1Q and 2Q 2020. The -182 million euros in 1Q 2020 was negatively impacted by higher credit spreads, while the +192 million euros was characterised by lower interest rates and credit spreads. In 1H 2019, the revaluation reserve (FV OCI debt instruments) increased by 419 million euros, positively impacted by lower interest rates. This also largely explains the negative net change in the hedging reserve (cashflow hedge) of -100 million euros in 1H 2019.
  • Net change in revaluation reserve (FVPL equity instruments overlay approach): the -87 million euros in 1H 2020 can be explained by negative fair value movements, partly offset by transfers to net result (impairments partly offset by gains on disposal). In 1H 2019, the +139 million euros can be explained by positive fair value movements, partly offset by transfers to net result (gains on disposal partly offset by impairments).
  • The net change in translation differences (-309 million euros) in 1H 2020 was mainly caused by the substantial weakening of the CZK and HUF versus the EUR. This is only partially compensated by the hedge of the net investment in foreign operations (+65 million euros) as the hedging policy of FX participations since mid-2019 aims to stabilize the group capital ratio (and not parent shareholders' equity).
  • Net change in defined benefit plans: the +2 million euros in 1H 2020 includes compensating effects in 1Q and 2Q 2020. The +100 million euros in 1Q 2020 is explained by the mortality risk of the KBC pension fund being fully reinsured as of 2020, while the higher discount rate is offset by a negative return on plan assets. In 2Q 2020, the net change in defined benefit plans (-98 million euros) is mainly related to the lower interest rates, which is only partly offset by the positive return on the plan assets.

Consolidated balance sheet

(in millions of EUR) Note 30-06-2020 31-12-2019
ASSETS
Cash, cash balances with central banks and other demand deposits with credit institutions 23 578 8 3 5 6
Financial assets
4.0
283 188 273 399
Amortised cost
4.0
238 198 230 639
Fair value through OCI
4.0
19 288 19 037
4.0
Fair value through profit or loss
25 4 93 23 563
4.0
of which held for trading
10 321 7 2 6 6
4.0
Hedging derivatives
210 158
Reinsurers' share in technical provisions, insurance 133 121
Fair value adjustments of the hedged items in portfolio hedge of interest rate risk 1 6 2 3 478
Tax assets 1656 1 3 9 6
Current tax assets 136 96
Deferred tax assets 1 5 2 0 1 300
Non-current assets held for sale and disposal groups 17 29
Investments in associated companies and joint ventures 22 25
Property, equipment and investment property 3653 3818
Goodwill and other intangible assets 1666 1640
Other assets 1852 1474
TOTAL ASSETS 317 388 290 735
LIABILITIES AND EQUITY
Financial liabilities
4.0
274 512 248 400
4.0
Amortised cost
252 119 224 093
4.0
Fair value through profit or loss
20 968 23 137
4.0
of which held for trading
6429 6988
Hedging derivatives
4.0
1424 1 1 7 1
Technical provisions, before reinsurance 18775 18 560
Fair value adjustments of the hedged items in portfolio hedge of interest rate risk 293 $-122$
Tax liabilities 443 478
Current tax liabilities 57 98
Deferred tax liabilies 386 380
Provisions for risks and charges 209 227
Other liabilities 2946 2827
TOTAL LIABILITIES 297 178 270 371
5.10
Total equity
20 210 20 365
5.10
Parent shareholders' equity
18710 18865
5.10
Additional tier-1 instruments included in equity
1 500 1 500
Minority interests 0 0
TOTAL LIABILITIES AND EQUITY 317 388 290 735

Consolidated statement of changes in equity

Additional tier-1
Issued and Total Parent instruments
(in millions of EUR) paid up
share capital
Share
premium
Treasury
shares
Retained
earnings
revaluation shareholders' included in Minority
interests
Total
equity
30-06-2020 reserves equity equity
Balance at the end of the previous period 1458 5498 $-2$ 11 875 37 18 8 65 1 500 $\Omega$ 20 365
Net result for the period O $\Omega$ $\bf{0}$ 205 $\mathbf 0$ 205 $\Omega$ $\Omega$ 205
Other comprehensive income for the period $\Omega$ $\bf{0}$ $\bf{0}$ -1 $-337$ $-336$ $\Omega$ $\mathbf{0}$ $-336$
Subtotal $\Omega$ $\mathbf{0}$ $\Omega$ 206 $-337$ $-131$ $\Omega$ $\overline{0}$ $-131$
Dividends $\Omega$ $\mathbf{0}$ $\bf{0}$ 0 $\bf{0}$ $\Omega$ $\overline{0}$ $\mathbf{0}$
Coupon on AT1 $\Omega$ $-25$ $\Omega$ 25 $\Omega$ $-25$
Transfer from revaluation reserves to retained earnings on realisation n $\Omega$
Purchase/sale of treasury shares
Change in minorities interests $\Omega$ $\Omega$
Total change $\Omega$ $\Omega$ -1 183 $-338$ $-154$ $\Omega$ $\mathbf{0}$ $-154$
Balance at the end of the period 1458 5 4 9 8 $-1$ 12 058 $-302$ 18710 1 500 $\overline{0}$ 20 210
of which relating to the equity method $\blacksquare$ $\overline{\phantom{a}}$ $\boldsymbol{0}$ $\boldsymbol{0}$ $\mathcal{O}$ $\mathcal{O}$ $\boldsymbol{0}$
2019
Balance at the end of the previous period 1457 5482 $-3$ 10 901 $-605$ 17 233 2 4 0 0 $\mathbf{0}$ 19 633
Net result for the period 0 0 0 2 4 8 9 0 2 4 8 9 $\Omega$ 2 4 8 9
Other comprehensive income for the period $\mathbf{0}$ $\mathbf{0}$ 0 $-3$ 640 637 $\Omega$ $\overline{0}$ 637
Subtotal $\mathbf{0}$ $\mathbf 0$ 0 2486 640 3 1 2 6 $\mathbf 0$ $\mathbf 0$ 3 1 2 6
Dividends $\Omega$ $\Omega$ $\mathbf{0}$ $-1457$ $\mathbf{0}$ $-1457$ $\Omega$ $\Omega$ $-1457$
Coupon on AT1 O $\Omega$ $-52$ 0 -52
$\sim$
$\Omega$ $\Omega$ $-52$
Issue/repurchase of AT1 included in equity O O -2 0 $\overline{2}$ 900
$\blacksquare$
$\Omega$ $-902$
Capital increase 15 0 16 $\Omega$ $\Omega$ 16
Transfer from revaluation reserves to retained earnings on realisation $\Omega$ - 1 O
Purchase/sale of treasury shares
Change in minorities interests O O $\Omega$ $\Omega$
Total change 15 0 974 641 1632 $-900$ $\mathbf 0$ 732
Balance at the end of the period 1458 5498 $-2$ 11 875 37 18 8 65 1 500 $\overline{0}$ 20 365
of which relating to the equity method $\blacksquare$ $\blacksquare$ $\,$ $\overline{2}$ $\mathbf{2}$ 0 0 $\overline{2}$
(in millions of EUR) Issued and
paid up
share capital
Share
premium
Treasury
shares
Retained
earnings
Total
revaluation
reserves
Parent
shareholders'
equity
Additional tier-1
instruments
included in
equity
Minority
interests
Tota
equity
30-06-2019
Balance at the end of the previous period 1457 5482 $-3$ 10 901 $-605$ 17 233 2 4 0 0 $\Omega$ 19 633
Net result for the period 1 1 7 5 0 1 1 7 5 $\Omega$ 1 1 7 5
OCI for the period 461 463 463
Subtotal 0 1 1 7 6 461 1 637 0 $\Omega$ 1637
Dividends $-1040$ 0 $-1040$ $\Omega$ $-1040$
Coupon on AT1 $-29$ 0 $-29$ $-29$
Issue/repurchase of AT1 included in equity $-2$ 0 $-2$ 900
$\sim$
$-902$
Transfer from revaluation reserves to retained earnings on realisation 0
Purchase/sale of treasury shares
Change in minorities interests
Total change 104 461 566 900
$\sim$
$\Omega$ $-334$
Balance at the end of the period 1457 5482 $-2$ 11 005 $-144$ 17 799 1 500 0 19 299
of which relating to application of the equity method $\overline{\phantom{a}}$ 0

30-06-2020

Please note that, fully in line with the European Central Bank recommendation, the KBC Board of Directors has decided:

  • to withdraw the proposal to the Annual Shareholders' meeting of 7 May 2020 to declare a final total (gross) dividend over 2019 profit of 2.5 EUR per share (after an interim dividend of 1 EUR per share that was paid in November 2019 already)
  • to cancel the proposed share buy-back program of 5.5 million shares, in deviation from what was announced in the press release of 13 February 2020 at the occasion of the 4th quarter 2019 results publication.
  • not to pay out any interim dividend in November 2020, contrary to our general policy on the matter. See also the note on post-balance sheet events further in this report.

30-06-2019

The line 'Dividends' in 1H 2019 includes:

• for 2018 a closing dividend of 2,50 euros per share (a total of 1 040 million euros is deducted from retained earnings in 2Q 2019). The closing dividend was paid on 9 May 2019.

The line 'Issue/repurchase of additional Tier-1 instruments included in equity' in 1H 2019 includes:

  • on February 26, 2019 KBC Group NV placed 500 million euros Additional Tier-1 securities.
  • on 19 March 2019, KBC called the Additional Tier-1 (AT1) instrument it issued in 2014, which had a nominal value of 1.4 billion euros.
(in millions of EUR) 30-06-2020 31-12-2019 30-06-2019
Revaluation reserve (FVOCI debt instruments) 1 0 0 1 992 1 0 0 8
Revaluation reserve (FVPL equity instruments) - overlay 263 350 298
Revaluation reserve (FVOCI equity instruments) 29 32 34
Hedging reserve (cashflow hedges) $-1350$ $-1331$ $-1363$
Translation differences $-401$ 92
$\sim$
- 79
Hedge of net investments in foreign operations 154 89 97
Remeasurement of defined benefit plans $\Omega$ 132
÷.
Own credit risk through OCI -4
$\sim$ 100 $\pm$
$-6$
Total revaluation reserves $-302$ 37 144

Consolidated cash flow statement

(in millions of EUR) Note $(1)$ 1H 2020 1H 2019
OPERATING ACTIVITIES
Consolidated income
Result before tax statement 276
Adjustments for non-cash items in profit & loss 1 2 1 3
Changes in operating assets (excluding cash and cash equivalents) $-10236$
Changes in operating liabilities (excluding cash and cash equivalents) 27 161
Income taxes paid $-303$
Net cash from or used in operating activities 18 112 $-4877$
INVESTING ACTIVITIES
Purchase and proceeds of debt securities at amortised cost 4.1 $-4958$
Acquisition of a subsidiary or a business unit, net of cash acquired (including
increases in percentage interest held) 0
Proceeds from the disposal of a subsidiary or business unit, net of cash disposed of
(including decreases in percentage interest held) 28
Purchase and proceeds from the sale of intangible fixed assets $-152$
(excluding goodwill)
Purchase and proceeds from the sale of property, plant and equipment (excluding
goodwill) 25
Other 43
Net cash from or used in investing activities $-5014$ 848
FINANCING ACTIVITIES
Consolidated
statement of changes
Purchase or sale of treasury shares in equity $\mathbf{1}$
Issue or repayment of promissory notes and other debt securities 4.1 576
Proceeds from or repayment of subordinated liabilities 4.1 $-65$
Principal payments under finance lease obligations $\Omega$
Consolidated
statement of changes
Proceeds from the issuance of share capital in equity $\Omega$
Consolidated
Issue of additional tier-1 instruments statement of changes
in equity
$\Omega$
Consolidated
statement of changes
Proceeds from the issuance of preference shares in equity 0
Consolidated
statement of changes
Dividends paid in equity
Consolidated
$\mathbf{0}$
statement of changes
Coupon additional Tier-1 instruments in equity $-25$
Net cash from or used in financing activities 486 $-685$
(in millions of EUR) Note $(1)$ 1H 2020 1H 2019
CHANGE IN CASH AND CASH EQUIVALENTS
Net increase or decrease in cash and cash equivalents 13 5 84 $-4715$
Cash and cash equivalents at the beginning of the period 29 118 34 354
Effects of exchange rate changes on opening cash and cash equivalents $-1330$ 222
Cash and cash equivalents at the end of the period 41 372 29 860
COMPONENTS OF CASH AND CASH EQUIVALENTS
Cash and cash balances with central banks and other demand deposits with credit
institutions
Consolidated
balance sheet
23 578 8 0 4 6
Term loans to banks at not more than three months (excl. reverse repos)
Reverse repos with credit institutions and investment firms at not more than three
4.1 1667 696
months 4.1 22 307 26 781
Deposits from banks repayable on demand 4.1 $-6180$ - 5 662
Cash and cash equivalents belonging to disposal groups $\Omega$
Total 41 372 29 860
of which not available 0

As of 2020, we provide additional details on the cash flow statement in the interim reporting (not retroactively).

The net cash from operating activities in 1H 2020 (+18 112 million euros) is mainly explained by +19.5 billion euros TLTRO III funding. In 1H 2019, the negative net cash from operating activities (-4 877 million euros) mainly includes higher term loans and mortgage loans, partly compensated by the realised result.

Net cash from investing activities in 1H 2020 (-5 014 million euros) is mainly explained by additional investments in debt securities at amortised cost. The net cash from investing activities in 1H 2019 (+848 million euros) can be explained by +439 million euros related to the acquisition of the remaining 45% stake in ČMSS (the acquisition price of 240 million euros is more than compensated by available cash and cash equivalents on the balance sheet of ČMSS) and +409 million euros maturing investments in debt securities at amortised cost.

The net cash flow from financing activities in 1H 2020 (+486 million euros) mainly includes the issue of Senior Holdco instruments for 1 billion euros (including the issue of a green bond for 500 million euros), partly offset by repayments. Matured covered bond position of 1 billion euros in May is fully renewed in June.

In 1H 2019 the net cash flow from financing activities (-685 million euros) includes:

  • the call by KBC Group NV of Additional Tier-1 instruments that had been issued in 2014, with a nominal value of 1.4 billion euros,
  • the issue of Additional Tier-1 instruments included in equity for 500 million euros,
  • payment of the closing dividend for 2018 of 2.5 euros per share (a total of 1 040 million euros) and
  • the issue of Senior Holdco instruments for 1 500 million euros.

Notes on statement of compliance and changes in accounting policies

Statement of compliance (note 1.1 in the annual accounts 2019)

The condensed interim financial statements of the KBC Group for the period ended 30 June 2020 have been prepared in accordance with IAS 34, 'Interim financial reporting'. The condensed interim financial statements should be read in conjunction with the annual financial statements for the year ended 31 December 2019, which have been prepared in accordance with the International Financial Reporting Standards as adopted for use in the European Union ('endorsed IFRS').

The following IFRS standards became effective on 1 January 2020 and have been applied in this report:

  • Amendments to IAS 39/IFRS 9 (early adopted in 2019)
  • o As part of the IBOR reform, the IASB has published a number of amendments to IAS 39 and IFRS 9 as part of a first phase of its project. The amendments provide temporary relief from adopting specific hedge accounting requirements for hedging relationships directly affected by this reform. For more information regarding the IBOR reform, we refer to the 2019 Annual Report, to the section 'How do we manage our risks?'.

The following IFRS standards were issued but not yet effective in 2020. KBC will apply these standards when they become mandatory.

  • IFRS 17:
  • o In May 2017, the IASB issued IFRS 17 (Insurance Contracts), a comprehensive new accounting standard for insurance contracts covering recognition and measurement, presentation and disclosure. Once effective, IFRS 17 will replace IFRS 4 (Insurance Contracts) that was issued in 2005. 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 an accounting model for insurance contracts that is more useful and consistent for insurers. In contrast to the requirements in IFRS 4, which are largely based on grandfathering previous local accounting policies, IFRS 17 provides a comprehensive model for insurance contracts, covering all relevant accounting aspects. The core of IFRS 17 is the general model, supplemented by a specific adaptation for contracts with direct participation features (the variable fee approach) and a simplified approach (the premium allocation approach) mainly for short-duration contracts. IFRS 17 will become effective for reporting periods beginning on or after 1 January 2023 (subject to EU endorsement), with comparative figures being required. An impact study is an inherent part of the IFRS 17 project that is currently underway at KBC.
  • Other:
  • o The IASB published several limited amendments to existing IFRSs and IFRICs. They will be applied when they become mandatory, but their impact is currently estimated to be negligible.

Summary of significant accounting policies (note 1.2 in the annual accounts 2019)

A summary of the main accounting policies is provided in the group's annual accounts as at 31 December 2019.

Exchange rates used: during 1H 2020, the exchange rates of the CZK and HUF dropped significantly, with negative impact on the balance sheet total and on the result:

  • CZK (1 EUR = …currency):
  • exchange rate used for balance sheet depreciated versus EUR from 25,408 at year-end 2019 to 26,740 at 30 June 2020;
  • the average rate used for the income statement evolved from 25,704 in 1H 2019 to 26,334 in 1H 2020
  • HUF (1 EUR = …currency):
  • exchange rate used for balance sheet depreciated versus EUR from 330,53 at year-end 2019 to 356,58 at 30 June 2020;
  • the average rate used for the income statement evolved from 320,40 in 1H 2019 to 346,61 in 1H 2020

COVID-19 (note 1.4)

Introduction:

The growing public health crisis around the world has distressed financial markets amid concerns that the global economy, and the EU's economies in particular, are heading towards a sharp contraction in full year 2020. The coronavirus pandemic has triggered a chain of events in the markets that has led to a sharp increase in volatility.

The significant deterioration in the economic outlook has brought about an unprecedented monetary policy response from central banks and governments around the world.

Latest status overview of the different government and sector measures in each of our core countries:

Deferral of
payments
Belgium

Opt-in: 3 months for consumer
finance, 6-9 months for
mortgages and non-retail
loans, (maximum until 31 Oct
2020 and can be extended to
31 Dec 2020)

For private persons: deferral of
principal
and
interest
payments, while only deferral
of principal payments for non
retail clients

Interest is accrued over
deferral period, with the
exception of families with net
income less than 1 700 euros.
For the latter group, this
results in a modification loss
for the bank. (-11 million euros
Czech Republic

Opt-in: 3 or 6 months

Applicable for retail and non-retail
clients

For
private
persons
and
entrepreneurs:
deferral
of
principal and interest payments,
while only deferral of principal
payments for non-retail clients

Interest is accrued over the
deferral period, but the interest
has to be paid in the last
instalment,
resulting
in
a
modification loss for the bank (-5
million euros in 2Q. Refer to note
3.10)

For consumer loans, the interest
during the deferral period cannot
exceed 2-week repo rate + 8%
Slovakia

Opt-in: 9 months or 6 months
(for leases)

Applicable for retail customers,
SMEs and entrepreneurs

Deferral of principal and
interest payments

Interest is accrued over the
deferral period, but the client
has the option to pay all
interests at once after the
moratorium or pay on a linear
basis. The latter option would
result in an immaterial
modification loss for the bank
Hungary

Opt-out:
a
blanket
moratorium until 31 Dec 2020.

Applicable for retail and non
retail

Deferral of principal and
interest payments

Interest is accrued over
deferral period, but unpaid
interest cannot be capitalised
and must be collected on a
linear
way
during
the
remaining (extended) lifetime.
This results in a modification
loss for the bank (-18 million
euros in 1Q; revised to -11
million euros in 2Q based on
the actual opt-out ratio. Refer
to note 3.10)
Bulgaria

Opt-in: 6 months
(maximum until 31
Mar 2021)

Applicable for retail
and non- retail

Deferral of principal
and
interest
payments

In case of principal
deferral, the tenor is
extended with 6
months

Interest is accrued
over deferral period
and is payable in 12
months (consumer
and non-retail) or 60
months (mortgages)
Ireland

Opt-in: 3 to 6 months

Applicable for mortgage
loans, consumer finance
loans and business
banking loans with
repayment schedule

Deferral of principal and
interest payments for up
to 6 months (with
revision after 3 months)
for
Mortgages
&
Consumer finance and 3
months for business
banking

Option for customers to
extend their loan term
by up to 6 months to
match payment break
Guarantee
scheme &
Liquidity
assistance
in 2Q. Refer to note 3.10)

A state guarantee scheme up
to 40 billion euros to cover
losses incurred on future non
retail loans granted before 30
Sep
2020
to
viable
companies, with a tenor of
maximum
12
months.
Guarantee covers 50% of
losses above 3% of total credit
losses and 80% above 5% of
losses. Maximum interest is
1,25%
As of 3Q, a revised state

guarantee scheme up to 10
billion euros has been offered
to cover losses on future SME
loans granted before 31
December 2020, with a tenor
between 1 and 3 years.
Guarantee covers 80% on all
losses. Maximum interest is
2%

The Czech-Moravian Guarantee
and Development Bank (CZMRB)
launched
several
guarantee
programs (COVID II, COVID II
Praha, COVID III) for working
capital
loans
provided
by
commercial banks to non-retail
clients. The loan amount
is
guaranteed up to 80% or 90% of
the loan amount (depending on
the program and the size of the
company). Interest on these loans
is subsidised up to 25% (COVID II)

The Export Guarantee and
Insurance Corporation (EGAP)
under its COVID Plus program
offers
guarantees on loans
provided by commercial banks.
EGAP guarantees 70% to 80% of
the loan amount, depending on
the rating of the debtor. The
program is aimed at companies for
which exports accounted for more
than 20% of turnover in 2019

Anti-Corona
Guarantee
program offered by the
Slovak Investment Holding
(SIH), aiming at SMEs,
consists of two components:
(i) a 80% state guarantee with
50% portfolio cap and
(ii) the interest rate subsidy
reaching up to 4% p.a.

In addition, financial aid in the
form of the state guarantee
schemes with guarantee fee
subsidy can be provided by
(i) Export-Import Bank of SR
guaranteed up to 80% and for
loans < 2 million euros and
(ii) Slovak Investment Holding
for loans between 2 and 20
million euros, guaranteed up
to 90%. No portfolio cap

A guarantee scheme is
provided by Garantiqa and the
Hungarian
Development
Bank. These state guarantees
can cover up to 90% of the
loans with a maximum tenor of
6 years

Furthermore, the MNB has
launched the Funding for
growth scheme: A framework
amount of 4,2 billion euros for
SMEs that can receive loans
with a 20 year tenor at
maximum interest rate of 2,5%

Annual interest rate on
personal loans granted by
commercial banks may not
exceed the central bank base
rate by more than 5pp
in equal instalments

0.4 billion euros of
state
guarantees
provided by the
Bulgarian
Development Bank
to
commercial
banks. From this
amount, 0.1 billion
euros is used to
guarantee 100% on
consumer
loans
while 0.3 billion
euros is planned to
be used to guarantee
80% on non-retail
loans
term

Interest is accrued over
the deferral period

The Irish authorities put
substantial
relief
measures
in
place,
amongst others via the
SBCI. KBC Bank Ireland is
mainly
focused
on
individual
customers,
therefore the relief
programs for business
customers
are
less
relevant.

Main Corona related items affecting the 1H 2020 results and revaluation reserves:

1. Expected credit losses (ECL)

As in the first quarter, our ECL models were not able to adequately reflect all the specificities of the Covid-19 crisis nor the various government measures implemented in the different countries to support households, SME's and Corporates through this crisis. Therefore, an expert-based calculation at portfolio level has been performed to take into account the macroeconomic circumstances and the different government measures via a management overlay. In the first quarter, this exercise was performed for a certain number of (sub)sectors. The main reason for limiting the scope of the exercise was the significant uncertainty about how the virus would spread, the extent of the consequential lockdown measures and the government response to the economic instability. Over the last few months, the lockdowns have been gradually eased to a certain extent. Governments, most notably the EU, and central banks have announced measures to support the recovery. The significant uncertainty still exists, especially around the possibility and timing of resurgence of the virus or even a return in several waves, but the widespread extent of the economic crunch has become clearer. Therefore, in the approach applied for this quarter, the scope of the management overlay has been expanded to include all sectors of our corporate and SME portfolio as well as our retail portfolio.

(in billions of EUR) 30-06-2020 31-03-2020 31-12-2019
Portfolio outstanding 179 180 17:
Retail 41% 40% 42%
of which mortgages 38% 37% 389
of which consumer finance 3% 3% 39
SME 21% 21% 22%
Corporate 38% 39% 37%

For the 30 June performing portfolio, a 3-step approach was applied to estimate the additional Covid-19 impact for the performing portfolio:

  • 1) Similar to the first quarter, the methodology used for this purpose starts from the updated forecast of the KBC Group Chief Economist for end June 2020 (see paragraph Economic scenarios below for more details on these forecasts). The base scenario was translated to expert-based stress migration matrices, per country and per segment. The portfolio is transformed using this migration matrix, whereby a certain portion moved to inferior PD rating classes or default, a certain portion remained unchanged and a minor portion improved. After this transformation, the ECL is calculated again based on the new portfolio structure, including staging. The estimate of Covid-19 base-case ECL impact is the difference between the ECL calculated on the portfolio before and after applying the stressed migration matrix.
  • 2) A sectoral effect is incorporated in the calculation to refine the Covid-19 ECL. The purpose of this step is to reflect the fact that some sectors will be more heavily affected than others, something which had not been included in the migration matrices. All exposures in the SME and Corporate portfolio were classified as high, medium or low risk based on the expected impact of the Covid-19 crisis on the sector affected (for Mortgages and Consumer finance, no sectoral stress was applied). Based on this classification, the following expert-based weights have been applied to the ECL impact: 150% for high risk sectors, 100% for medium risk sectors and 50% for low risk sectors. This resulted in a sector driven Covid-19 base-case ECL following the base-case scenario.
  • 3) A probability weighted management overlay was calculated based on the base-case, optimistic and pessimistic scenarios and attributed weights of the KBC Group Chief Economist. To determine the collective Covid-19 impact under an optimistic and pessimistic scenario an expert-based scaling factor was applied on the estimated sector driven Covid-19 base-case ECL. The final overlay was determined by weighting the Covid-19 ECL under the three scenarios with the following weights: 45% for the base-case, 15% for the optimistic and 40% for the pessimistic scenario.

* This graph does not include the stage transfers embedded underlying in the forecasted collective Covid-19 ECL, which amount to a net staging of 5%-points of the total portfolio from stage 1 to stage 2 and of 1%-point from stage 1 & 2 to stage 3.

For the non-performing portfolio, an additional impact assessment was performed on a portfolio basis for the stage 3 collective exposures based on expert judgement of the credit risk management department. Additional impairments due to Covid-19 on individually assessed stage 3 loans are already reflected on the specific allowance of the exposure (hence already included in P&L impairments) and thus not included in the management overlay.

Sector-driven Covid-19 ECL (base-case): Collective Covid-19 ECL per country:
KBC Group Performing portfolio Performing portfolio Non- Total
High risk Medium Low risk Mortgages Optimistic Base Pessimistic Probability Performing 1H20 2020 1020
sectors risk sectors sectors & TOTAL EUR m 15% 45% 40% weigthed portfolio
$EUR$ m 150% 100% 50% other retail KBC Group 484 611 870 696 93 789 746 43
Base-case scenario 175 244 68 124 611 By country:
Optimistic scenario 146 200 52 86 484 Belgium 285 355 478 393 20 413 378 35
Pessimistic scenario 248 337 96 189 870 Czech Republic 103 129 186 148 10 158 152 6
Slovakia 30 34 50 40 ٥ 40 39
Hungary 37 48 69 55 ٥ 55 54
Bulgaria 14 19 13 28 28 n/al
Irolond 2 A 22 69 En: ΔE. OF. n/a

The 3-step stress approach to the performing portfolio and the additional impact assessment of the non-performing portfolio resulted in a total collective Covid-19 ECL of 789 million euros (P&L charge in 1H20). In 2Q20, the ECL models captured 150 million euros of this impact through the updated macroeconomic variables used in the calculation (36% in stage 1, 35% in stage 2 and 29% in stage 3). Hence, the total Covid-19 management overlay in the books per 30-06-2020 amounts to 639 million euros, of which 43 million euros was accounted for in 1Q 2020 and 596 million euros in 2Q 2020. As in 1Q 2020, the management overlay is fully presented as stage 2, with the exception of the management overlay on the existing non-performing portfolio.

Including the collective Covid-19 ECL, the Credit Cost Ratio amounted to 0.64%.

Credit Cost % FY19 3M20
(annualized)
1H 20
(annualized*)
Without collective COVID-19 ECL 0.12% 0.17% 0.20%
With collective COVID-19 ECL 0.27% 0.64%

Economic scenarios

The KBC Group Chief Economist has formulated three different forecasts that differ on the virus evolution and its impact on the lockdown measures in the different home countries. In short the three scenarios can be summarized as follows:

OPTIMISTIC
SCENARIO
BASE
SCENARIO
PESSIMISTIC
SCENARIO
Virus spread quickly and definitely brought
under control permanently, with no further
risk of future lockdowns, fast decline in
number of cases
Virus spread and impact under
control without additional extensive
lockdown measures
Spread continues until vaccination
becomes available, with partial or full
lockdowns
Steep and steady recovery from 3Q20
onwards with a fast return to pre-Covid-19
activity levels
More moderate, but still steady
recovery from 3Q20 onwards with a
recovery to pre-Covid-19 activity
levels by end 2023
Longer term stagnation and negative
growth, with unsteady recovery path
Sharp, short V pattern Pronounced V/U-pattern More L-like pattern, with right leg only
slowly increasing

Despite a gradual lifting of lockdown measures in many countries, there remains substantial uncertainty about the economic impact of the precautionary lockdown measures as well as about the policy reactions to mitigate the impact of the crisis. Because of this uncertainty, the KBC Group Chief Economist continues to work with three alternative scenarios: a base-case scenario, a more optimistic scenario and a more pessimistic scenario. The definition of each scenario remains approximately the same as in the previous quarter, but we are assigning the following probabilities: 45% for the base-case scenario, 40% for the pessimistic and 15% for the optimistic scenario.

The following table (in line with the KBC Group Chief Economist's forecasts of June 2020) gives these scenarios for three key indicators (GDP growth, unemployment rate and house price index) for each of our core countries for the next three years. After that, we take into account a gradual linear transition towards a steady state.

Macroeconomic base
scenario - key indicators
(June 2020)
2020 2021 2022
Scenario Optimistic Base Pessimistic Optimistic Base Pessimistic Optimistic Base Pessimistic
Real GDP growth
Euro area $-6.0%$ $-9.6%$ $-14.0%$ 6.5% 6.2% $-3.2%$ 1.3% 1.2% 5.0%
Belgium $-5.0%$ $-9.5%$ $-13.2%$ 6.0% 5.7% $-3.2%$ 1.3% 1.3% 5.0%
Czech Republic $-5.0%$ $-10.0%$ $-15.0%$ 4.0% 6.0% 3.0% 2.5% 3.5% 2.7%
Hungary $-3.0%$ $-6.2%$ $-10.0%$ 4.0% 5.0% 4.0% 3.5% 3.5% 3.5%
Slovakia $-5.0%$ $-10.0%$ $-14.0%$ 4.5% 7.0% 1.5% 2.6% 4.5% 2.5%
Bulgaria $-4.0%$ $-8.0%$ $-12.0%$ 3.0% 5.0% 4.0% 3.0% 3.0% 3.0%
Ireland $-2.0%$ $-5.0%$ $-10.0%$ 2.0% 4.0% 1.0% 2.6% 3.5% 2.5%
Unemployment rate
Belgium 5.9% 7.2% 10.0% 5.8% 7.6% 12.0% 5.6% 6.9% 9.5%
Czech Republic 3.1% 5.2% 7.0% 3.5% 5.7% 7.1% 3.0% 4.6% 7.6%
Hungary 4.8% 6.4% 9.0% 4.2% 5.6% 7.5% 4.0% 4.8% 5.9%
Slovakia 8.0% 9.0% 12.0% 9.2% 10.5% 13.0% 7.7% 8.0% 14.0%
Bulgaria 6.0% 8.0% 11.0% 4.1% 10.0% 13.0% 4.2% 7.0% 12.0%
Ireland 8.2% 11.0% 20.0% 6.1% 7.0% 16.0% 5.1% 6.0% 10.0%
House price index
Belgium $-1.0%$ $-3.0%$ $-6.0%$ 0.0% $-2.0%$ $-4.0%$ 1.5% 1.0% $-1.0%$
Czech Republic 0.0% $-2.0%$ $-4.0%$ $-0.8%$ $-3.5%$ $-6.0%$ 2.0% 2.0% 0.0%
Hungary $-1.0%$ $-5.0%$ $-7.5%$ 0.0% $-3.0%$ $-5.0%$ 2.5% 2.0% 1.0%
Slovakia $-1.0%$ $-5.0%$ $-7.0%$ 0.5% $-2.0%$ $-3.0%$ 2.0% 2.0% 1.0%
Bulgaria 0.5% $-2.0%$ $-4.0%$ 1.0% $-1.0%$ $-3.0%$ 3.0% 3.0% 0.0%
Ireland $-6.0%$ $-12.0%$ $-20.0%$ 5.0% 8.0% $-5.0%$ 4.0% 5.0% 3.0%

2. Net interest income:

Net interest income was negatively impacted in 1H 2020 following multiple repo rate cuts of the Czech National Bank.

3. Net fee and commission income

Net fee and commission income was negatively impacted by the coronavirus pandemic for asset management related fees (lower entry fees due to decreased sales and margins; lower management fees due to a lower average level of assets under management in combination with lower margins). Moreover, fees related to banking services also went down (payment services fees, for instance lower activity level due to the lockdown).

4. Financial instruments at fair value through P&L:

Financial instruments at fair value through P&L have been negatively affected by the increased volatility in financial markets in 1H 2020, leading to a net result on financial instruments at fair value through profit or loss of -0.1 billion euros in 1H 2020 (-0.4 billion euros in 1Q 2020 due to lower stock markets, widened credit spreads and lower long-term interest rates, partly recovered in 2Q 2020 for +0,3 billion euros). For more information: see note 3.3 further in this report.

5. Insurance contracts:

Elevated technical results in Non-life 1H 2020 supported by a low claims level as a result of the lockdown. The context of Covid-19 is even more challenging for life sales in interest guaranteed products.

6. Operating expenses

Operating expenses were favorably impacted by the Covid-19 crisis as cost saving measures were introduced, leading to, among other things, lower staff expenses (of which a decrease in accruals for variable remuneration, lower FTEs), lower marketing, travel and facility costs.

7. Goodwill:

We have performed an ad-hoc assessment of goodwill impairment indication. The outcome shows no indication of impairment.

  • For UBB and CMSS, the sensitivity analysis shows that structural decreases over the entire forecasting horizon in annual profit of respectively 17% and 12% or increases in annual impairment of respectively 89% and 180% would trigger a goodwill impairment. However, these sensitivities are considered to be too harsh to trigger an impairment in light of the recent situation.
  • For K&H, DZI and CSOB Bank CZ, the impairment buffer is sufficiently large and we do not expect the short-term deviations to trigger an impairment.

8. Deferred tax:

We have investigated whether it is probable that taxable profit will be available against which the deductible temporary differences can be utilised based on projections for a period of eight to ten years. The conclusion of this analysis is that there are sufficient estimated taxable profits available.

9. Revaluation reserves:

The impact of Covid-19 on the financial markets is also reflected in a downward movement of the revaluation reserves in OCI in 1H 2020, more specifically on the revaluation reserve (FVPL equity instruments) – overlay approach and the translation differences. For more information, see text below the table Other Comprehensive income.

10. Liquidity and funding

KBC has maintained its strong liquidity position throughout the COVID-19 crisis. The Liquidity Coverage Ratio (LCR) of KBC Bank, which gives an idea of the bank's liquidity position in the short term, remained roughly stable in 1H 2020 and amounted to 136% at the end of June 2020. The Net Stable Funding Ratio (NSFR) of KBC Bank, which gives an idea of the bank's structural liquidity position in the long term, amounted to a high 142% at the end of June 2020 (compared to 136% at the end of December 2019).

11. Impact on the acquisition of OTP Banka Slovensko

The approval process is still ongoing.

Notes on segment reporting

Segment reporting according to the management structure of the group (note 2.2 in the annual accounts 2019)

For a description on the management structure and linked reporting presentation, reference is made to note 2.1 in the annual accounts 2019.

Czech International
(in millions of EUR) Belgium
Business
Republic
Business
Markets
Business
Of which: Group
unit unit unit Hungary Slovakia Bulgaria Ireland Centre Total
1H 2020
Net interest income 1 2 7 5 587 438 127 100 72 140 $-22$ 2 2 7 8
Non-life insurance (before reinsurance) 278 69 85 32 15 38 $\cal O$ $\overline{7}$ 440
Earned premiums 564 148 161 73 25 62 $\mathcal O$ $\overline{7}$ 879
Technical charges 285 $-79$ $-76$ $-42$ $-10$ 24 $\mathcal O$ $\mathbf{1}$ $-439$
Life insurance (before reinsurance) $-37$ 26 17 3 6 8 $\mathcal{O}$ $\mathbf 0$ 6
Earned premiums 424 97 53 17 17 19 $\mathcal O$ $-1$ 574
Technical charges $-461$ $-70$ $-36$ $-13$ $-12$ 11 $\mathcal{O}$ $\bf 0$ $-568$
Ceded reinsurance result $-19$ $\mathbf 0$ $-6$ $\overline{c}$
÷.
$-1$ $-3$ $\cal O$ $\overline{4}$ $-21$
Dividend income 27 $\mathbf{1}$ $\mathbf 0$ $\mathcal O$ $\mathcal O$ 0 $\mathcal O$ $\overline{2}$ 30
Net result from financial instruments at fair value through profit or loss 68 - 35 9 12 $-1$ $\boldsymbol{0}$ $-2$ 39 $-132$
Net realised result from debt instruments at fair value through OCI $\overline{1}$ $\mathbf 0$ $\mathbf{1}$ 0 $\mathcal I$ $\mathcal O$ $\mathcal O$ $\mathbf 0$ 3
Net fee and commission income 579 106 135 95 29 12 $-1$ $-3$ 816
Net other income 79 12 11 $\overline{2}$ 5 $\overline{2}$ $\mathcal O$ $\mathbf 0$ 102
TOTAL INCOME 2 1 1 4 766 692 270 154 129 137 $-51$ 3 5 2 2
Operating expenses $-1349$ $-385$ $-463$ $-170$ $-110$ $-76$ $-107$ $-45$ 2 2 4 2
Impairment $-586$ $-184$ 236
ä,
$-66$ $-48$ $-28$ $-95$ 9 - 997
on financial assets at amortised cost and at fair value through OCI $-574$ $-178$ 222 $-54$ 48 $-26$ $-95$ 9 $-966$
on goodwill $\pmb{0}$ $\pmb{0}$ $\mathbf 0$ 0 0 $\it{O}$ $\mathcal O$ $\mathbf 0$ $\Omega$
other $-11$ $-6$ $-14$ $-12$ $\mathcal{O}$ $-2$ $\mathcal{O}$ $\mathbf{0}$ $-32$
Share in results of associated companies and joint ventures $-6$ $-1$ $\Omega$ $\Omega$ $\theta$ $\Omega$ $\Omega$ $\mathbf 0$ $-7$
RESULT BEFORE TAX 174 196 $-8$ 34 $-4$ 26 $-66$ $-86$ 276
Income tax expense $-55$ $-30$ $-3$ - 9 $\overline{1}$ $-3$ $\boldsymbol{8}$ 18 $-71$
Net post-tax result from discontinued operations 0 0 $\mathbf 0$ 0 0 0 $\cal O$ $\mathbf 0$ 0
RESULT AFTER TAX 119 165 $-11$ 25 $-3$ 24 $-58$ $-68$ 205
attributable to minority interests $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\mathcal O$ $\mathcal{O}$ $\mathcal{O}$ $\mathcal{O}$ $\mathbf 0$ $\mathbf{0}$
attributable to equity holders of the parent 119 165 $-11$ 25 $-3$ 24 - 58 $-68$ 205
1H 2019
Net interest income 1 2 4 5 610 427 126 102 70 130 $-21$ 2 2 6 1
Non-life insurance (before reinsurance) 205 56 69 23 14 32 0 $\sqrt{5}$ 335
Earned premiums 545 136 155 73 23 60 0 5 840
Technical charges 340 - 80 86 $-49$ - 9 28 0 $\mathbf 0$ $-505$
Life insurance (before reinsurance) $-49$ 29 18 $\overline{4}$ 6 8 $\mathcal{O}$ $\mathbf 0$ $-2$
Earned premiums 501 117 50 8 21 20 $\mathcal O$ $\mathbf 0$ 668
Technical charges 550 $-88$ 32 $-4$ $-15$ 12 $\Omega$ $\mathbf 0$ $-669$
Ceded reinsurance result 12 $-4$ $-5$ - 1 $-1$ 3
÷
$\mathcal O$ $-8$ $-5$
Dividend income 49 $\mathbf 0$ $\pmb{0}$ 0 0 $\boldsymbol{0}$ $\mathcal O$ $\overline{2}$ 51
Net result from financial instruments at fair value through profit or loss 97 $-37$ 20 18 - 2 8 $\overline{4}$ 17 97
Net realised result from debt instruments at fair value through OCI $\mathbf 0$ 0 $\mathbf{1}$ 0 $\mathbf{1}$ $\Omega$ 0 0 $\overline{2}$
Net fee and commission income 578 125 146 104 32 12 $-2$ $-3$ 845
Net other income 95 97 $\mathbf 0$ $\mathcal I$ 3 $\boldsymbol{0}$ $-4$ $-1$ 192
TOTAL INCOME 2 2 3 4 875 676 275 155 126 121 $-10$ 3775
Operating expenses $-1383$ $-383$ $-472$ 183 107 $-76$ 107 $-45$ $-2283$
Impairment $-114$ - 5 1 3 - 11 $-3$ 12 10 $-109$
on financial assets at amortised cost and at fair value through OCI 113
$\sim$
$-2$ $\overline{\mathbf{c}}$ 3 11
$\overline{\phantom{0}}$
- 3 12 10 $-103$
on goodwill $\mathbf 0$ $\mathbf 0$ 0 0 0 0 0 $\mathbf 0$ 0
other $-2$ - 3 $\mathbf{1}$ 0 0 0 0 $\mathbf 0$ - 6
Share in results of associated companies and joint ventures $-2$ 9 $\overline{2}$ 0 0 0 0 $\mathbf 0$ 8
RESULT BEFORE TAX 734 495 207 94 38 47 26 $-45$ 1 3 9 2
Income tax expense $-170$ $-70$ $-32$ $-15$ $-9$ $-5$ $-3$ 56 $-217$
Net post-tax result from discontinued operations $\mathbf 0$ $\Omega$ $\mathbf 0$ 0 0 0 0 $\mathbf 0$ 0
RESULT AFTER TAX 564 425 175 79 29 42 22 11 1 1 7 5
attributable to minority interests $\mathbf 0$ $\pmb{0}$ 0 $\boldsymbol{0}$ 0 0 0 $\bf 0$ 0
attributable to equity holders of the parent 564 425 175 79 29 42 22 11 1 1 7 5

Other notes

Net interest income (note 3.1 in the annual accounts 2019)

(in millions of EUR) 1H 2020 1H 2019 2Q 2020 1Q 2020 2Q 2019
Total 2 2 7 8 2 2 6 1 1 0 8 3 1 1 9 5 1 1 3 2
Interest income 3 3 3 2 3629 1497 1835 1807
Interest income on financial instruments calculated using the effective interest rate method
Financial assets at AC 2 5 6 8 2743 1 1 8 1 1 3 8 6 1 3 8 3
Financial assets at FVOCI 163 166 80 83 78
Hedging derivatives 235 247 101 134 128
Financial liabilities (negative interest) 55 24 34 20 11
Other 11 3 3 $\overline{4}$
Interest income on other financial instruments
Financial assets MFVPL other than held for trading 5 3 3 3 1
Financial assets held for trading (*) 300 434 95 206 201
Of which economic hedges (*) 279 421 82 197 195
Other financial assets at FVPL $\Omega$ $\Omega$ $\Omega$ 0 $\mathbf 0$
Interest expense $-1054$ $-1.367$ $-415$ $-640$ $-675$
Interest expense on financial instruments calculated using the effective interest rate method
Financial liabilities at AC $-455$ $-671$ $-171$ $-284$ $-332$
Financial assets (negative interest) $-18$ $-48$ $-8$ $-10$ $-24$
Hedging derivatives $-335$ $-330$ $-158$ $-177$ $-167$
Other - 3 - 3 $-1$ $-2$ $-2$
Interest expense on other financial instruments
Financial liabilities held for trading (*) $-222$ $-291$ $-67$ $-155$ $-139$
Of which economic hedges (*) $-205$ $-274$ $-60$ $-145$ $-130$
Other financial liabilities at FVPL $-19$ $-20$ $-9$ $-10$ $-11$
Net interest expense relating to defined benefit plans $-2$ $-4$ $-1$ $-1$ $-2$

(*) 1Q 2020: corrected figure without impact on net interest income.

The vast majority of negative interest on financial liabilities and financial assets relates to transactions with central banks, interbank and professional counterparties as well as the TLTRO.

Net result from financial instruments at fair value through profit or loss (note 3.3 in the annual accounts 2019)

The result from financial instruments at fair value through profit or loss in 2Q 2020 is 638 million euros higher compared to 1Q 2020. The quarter-on-quarter increase is due to:

  • Positive market value adjustments in 2Q 2020 compared to very negative market value adjustments in 1Q 2020, mainly as a result of changes in the underlying market value of the derivatives portfolio thanks to decreasing counterparty credit spreads and KBC funding spread, while further decrease of long-term interest rates is levelled out by increasing equity markets.
  • Excellent dealing room income in 2Q 2020 compared to negative dealing room income in 1Q 2020
  • Positive net result on equity instruments (insurance) in 2Q 2020 compared to negative net result in 1Q 2020, driven by much lower impairments on equity instruments
  • Slightly negative MTM ALM derivatives in 2Q 2020 compared to very negative MTM ALM derivatives in 1Q 2020

Compared to 2Q 2019, the result from financial instruments at fair value through profit or loss is 256 million euros higher in 2Q 2020, for a large part explained by:

  • Highly positive dealing room income in 2Q 2020 compared to only slightly positive dealing room income in 2Q 2019
  • Highly positive market value adjustments in 2Q 2020 compared to slightly negative market value adjustments in 2Q 2019
  • Higher positive net result on equity instruments (insurance) in 2Q 2020 compared to 2Q 2019, driven by higher realized gains in 2Q 2020
  • Slightly negative MTM ALM derivatives in 2Q 2020 compared to more negative MTM ALM derivatives in 2Q 2019

The result from financial instruments at fair value through profit or loss in 1H 2020 is 229 million euros lower compared to 1H 2019, for a large part explained by:

  • Negative net result on equity instruments (insurance) in 1H 2020 compared to positive net result on equity instruments (insurance) in 1H 2019, driven by higher impairments on equity instruments due to the decreasing equity markets in 1Q 2020, only partly compensated by higher realized gains thanks to higher though not fully recovered equity markets in 2Q 2020
  • Very negative market value adjustments in 1H 2020 compared to only slightly negative market value adjustments in 1H 2019, mainly as a result of changes in the underlying market value of the derivatives portfolio due to lower long-term interest rates, decreasing equity markets and increasing counterparty credit spreads and KBC funding spread in 1Q 2020. This was only partly recovered in 2Q 2020, with decreasing counterparty credit spreads and KBC funding spread, while further decrease of long-term interest rates is levelled out by increasing equity markets
  • Very negative MTM ALM derivatives in 1H 2020 compared to slightly negative MTM ALM derivatives in 1H 2019

only partly compensated by:

• Higher dealing room income in the Czech Republic, partly offset by a lower dealing room income in Belgium.

Net fee and commission income (note 3.5 in the annual accounts 2019)

(in millions of EUR) 1H 2020 1H 2019 2Q 2020 1Q 2020 2Q 2019
Total 816 845 388 429 435
Fee and commission income 1 1 8 8 1 2 0 3 559 628 616
Fee and commission expense $-371$ $-358$ $-172$ $-199$ $-180$
Breakdown by type
Asset Management Services 507 534 237 270 270
Fee and commission income 535 562 250 285 285
Fee and commission expense $-28$ $-28$ $-13$ $-15$ $-14$
Banking Services 448 449 219 229 230
Fee and commission income 610 609 291 319 315
Fee and commission expense $-162$ $-160$ $-72$ $-90$ $-85$
Distribution $-138$ $-138$ $-68$ $-71$ $-65$
Fee and commission income 42 32 19 24 16
Fee and commission expense $-181$ $-170$ $-86$ $-95$ $-82$

Net other income (note 3.6 in the annual accounts 2019)

(in millions of EUR) 1H 2020 1H 2019 2Q 2020 1Q 2020 2Q 2019
Total 102 192 53 50 133
of which gains or losses on
Sale of financial assets measured at amortised cost 10 ° 8 $\Omega$
Repurchase of financial liabilities measured at amortised cost $\Omega$
of which other, including: 93 188 51 42 133
Income from (mainly operational) leasing activities, KBC Lease Group 39 39 20 19 20
Income from VAB Group 25 22 13 12 11
One-off effect revaluation of 55% share in CMSS 82 82
Settlement of legacy legal cases 6 $\Omega$
Provisioning for tracker mortgage review - 4 - 4

Note : in 1H 2019

  • 82 million euros one-off gain in Czech Republic as a result of the revaluation of KBC's 55% stake in ČMSS related to the acquisition in 2Q 2019 of the remaining 45% stake
  • settlement of legacy legal cases concerns Czech Republic (6 million euros)

Breakdown of the insurance results (note 3.7.1 in the annual accounts 2019)

(in millions of EUR) Life Non-life Non-
technical
account
Total
1H 2020
Earned premiums, insurance (before reinsurance) 574 888 1461
of which change in provision unearned premiums $-1$ $-188$ $-189$
Technical charges, insurance (before reinsurance) $-568$ $-440$ $-1008$
Claims paid $-570$ - 416 $-986$
Changes in technical provisions 16 $\overline{7}$ 24
Other technical result $-14$ $-31$ $-45$
Net fee and commission income - 1 $-171$ - 172
Ceded reinsurance result - 1 $-20$ $-21$
General administrative expenses $-81$ $-127$ - 1 $-209$
Internal claims settlement expenses $-4$ $-31$ $-35$
Indirect acquisition costs - 17 $-37$ $-54$
Administrative expenses $-61$ $-59$ $-119$
Investment management fees 0 $\mathbf 0$ - 1 $-1$
Technical result $-77$ 130 - 1 52
Investment Income (*) 142 25 22 190
Technical-financial result 65 155 21 241
Share in results of associated companies
and joint ventures
$\mathbf 0$ $\mathbf 0$
RESULT BEFORE TAX 65 155 21 241
Income tax expense $-65$
RESULT AFTER TAX 176
attributable to minority interest $\mathbf 0$
attributable to equity holders 176
of the parent
1H 2019
Earned premiums, insurance (before reinsurance) 668 851 $\blacksquare$ 1519
of which change in provision unearned premiums - 1 $-201$ $-202$
Technical charges, insurance (before reinsurance) - 669 $-506$ $-1176$
Claims paid $-571$ $-434$ $-1005$
Changes in technical provisions $-136$ $-40$ $-176$
Other technical result 38 $-32$ 6
Net fee and commission income - 13 $-163$ $-176$
Ceded reinsurance result - 1 - 4 - 5
- 82 $-127$ -1 - 211
General administrative expenses
Internal claims settlement expenses
- 4 $-30$ - 35
Indirect acquisition costs - 15 $-35$ $-51$
Administrative expenses $-61$ $\blacksquare$ - 124
Investment management fees - 63
÷
$-1$ $-1$
Technical result $-98$ 50 $-1$ $-49$
Investment Income (*) 249 43 23 315
Technical-financial result 151 94 21 266
Share in results of associated companies $\overline{\phantom{0}}$ $\overline{\phantom{0}}$ 2 $\overline{2}$
and joint ventures
RESULT BEFORE TAX 151 94 23 268
Income tax expense $\equiv$ $\equiv$ $\overline{\phantom{a}}$ $-47$
RESULT AFTER TAX - $\qquad \qquad \blacksquare$ $\qquad \qquad$ 221
attributable to minority interest Ē,
attributable to equity holders
of the parent
221

(*)1H 2020 consists of (in millions of EUR): Net interest income (218), Net Dividend income (17), Net result from financial instruments at fair value through profit and loss (-47), Net other income (7) and Impairment (-6).

1H 2019 consists of (in millions of EUR): Net interest income (232), Net Dividend income (31), Net result from financial instruments at fair value through profit and loss (53), Net realised result from debt instruments at fair value through OCI (1), Net other income (0) and Impairment (-2). The non-technical account includes also results of non-insurance companies such as VAB group and ADD.

Note: Figures for premiums exclude the investment contracts without DPF (Discretionary Participation Features), which roughly coincide with the unit-linked products. Figures are before elimination of transactions between the bank and insurance entities of the group (more information in the 2019 annual accounts).

In 1H 2020 the technical result non-life was negatively impacted by storms in Belgium, Czech Republic and Hungary in 1Q 2020 for an amount of -51 million euros (pre-tax, before reinsurance). This was offset by a low claims level largely as a result of the lockdown in 2Q 2020.

In 1H 2019 the technical result non-life was negatively impacted by:

  • Storms in Belgium and Czech Republic (before tax and before reinsurance) for an amount of about -60 million euros. The net impact in 1H 2019 after reinsurance amounts to -50 million euros.
  • Large fire claims in 1H 2019 in Belgium of -23 million euros (before tax, before reinsurance).
  • Reassessment of claims provisions in 2Q 2019 of -16 million euros (before tax).

Operating expenses – income statement (note 3.8 in the annual accounts 2019)

The operating expenses for 2Q 2020 include 27 million euros related to bank (and insurance) levies (407 million euros in 1Q 2020; 30 million euros in 2Q 2019), 434 million euros in 1H 2020 and 413 million euros in 1H 2019). Application of IFRIC 21 (Levies) has as a consequence that certain levies are taken upfront in expense of the first quarter of the year.

Impairment – income statement (note 3.10 in the annual accounts 2019)

(in millions of EUR) 1H 2020 1H 2019 2Q 2020 1Q 2020 2Q 2019
Total $-997$ $-109$ $-857$ $-141$ $-40$
Impairment on financial assets at AC and at FVOCI $-966$ $-103$ $-845$ $-121$ $-36$
Of which impairment on financial assets at AC $-962$ $-103$ $-842$ $-120$ $-35$
By product
Loans and advances $-948$ $-95$ - 837 $-111$ $-33$
Debt securities - 1 0 0 $\Omega$
Off-balance-sheet commitments and financial guarantees $-14$ - 7 $-5$ - 9 $-3$
By type
Stage 1 (12-month ECL) $-60$ $-17$ $-52$ - 8 $-15$
Stage 2 (lifetime ECL) $-663$ - 4 $-618$ - 46 $-11$
Stage 3 (non-performing; lifetime ECL) $-236$ $-88$ $-171$ $-65$ $-18$
Purchased or originated credit impaired assets $-3$ 6 $-2$ $-1$ 9
Of which impairment on financial assets at FVOCI $-4$ 0 $-3$ $-1$ $\Omega$
Debt securities $-4$ $\Omega$ $-3$ - 1 $\Omega$
Stage 1 (12-month ECL) $\sim$ ٠ $-1$ 0 $\Omega$
Stage 2 (lifetime ECL) - 3 $-2$ ÷ 0
Stage 3 (non-performing; lifetime ECL) 0 0 0 0 0
Impairment on goodwill 0 $\Omega$ $\mathbf{0}$ 0 0
Impairment on other $-32$ $-6$ $-12$ $-20$ $-4$
Intangible fixed assets (other than goodwill) $-2$ $-3$ $-2$ $\Omega$ $-3$
Property, plant and equipment (including investment property) $\sim$ $\sim$ $\Omega$ 0 - 1
Associated companies and joint ventures 0 $\Omega$ 0 0
Other $-29$ - 1 - 9 $-19$ 0

The impairments on financial assets at AC in 1H 2020 include -789 million euros collective Covid-19 ECL (of which -43 million euros in 1Q 2020 and -746 million euros in 2Q 2020). For more information, see note 1.4 of this report.

The stage 3 impairments in 1H 2020 and 1H 2019 are attributable mainly to loan loss impairments in Belgium due to a number of corporate files.

The impairment on other (Other) include -27 million euros in 1H 2020 (respectively -18 and -9 million euros in 1Q and 2Q 2020) related to modification losses in Belgium, Czech Republic and Hungary. For more information, see note 1.4 of this report.

Financial assets and liabilities: breakdown by portfolio and product (note 4.1 in the annual accounts 2019)

MFVPL
excl.
HFT
Hedging
and deriva-
(in millions of EUR) AC. FVOCI overlay Overlay HFT FVO tives Total
FINANCIAL ASSETS, 30-06-2020
Loans and advances to credit institutions and investment firms (excl.
reverse repos)
6753 $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\mathbf{1}$ $\mathbf 0$ $\mathbf 0$ 6754
of which repayable on demand and term loans at not more than three months 1667
Loans and advances to customers (excl. reverse repos) 157 277 $\mathbf 0$ 286 $\mathbf 0$ 0 $\mathbf 0$ 0 157 563
Trade receivables 1689 $\mathbf 0$ 0 $\mathbf 0$ $\mathbf 0$ 0 $\mathbf 0$ 1689
Consumer credit 5 3 0 0 $\mathbf 0$ 181 $\mathbf 0$ $\mathbf 0$ 0 $\mathbf 0$ 5481
Mortgage loans 67 835 $\mathbf 0$ 96 $\mathbf 0$ $\mathbf 0$ 0 $\mathbf 0$ 67931
Term loans 70 482 $\mathbf 0$ 9 $\mathbf 0$ $\mathbf 0$ 0 $\mathbf 0$ 70 491
Finance lease 5753 $\mathbf 0$ $\overline{0}$ $\mathbf 0$ $\mathbf 0$ 0 0 5753
Current account advances 5 1 5 8 0 0 $\mathbf 0$ $\mathbf 0$ 0 0 5 1 5 8
Other 1 0 5 9 $\mathbf{0}$ $\mathbf{0}$ $\mathbf 0$ $\mathbf 0$ $\mathbf{0}$ $\mathbf 0$ 1 0 5 9
Reverse repos 25 3 65 $\mathbf 0$ 0 $\mathbf 0$ 379 0 0 25744
with credit institutions and investment firms 24 125 $\mathbf 0$ 0 $\mathbf 0$ 379 0 $\mathbf 0$ 24 504
with customers 1 2 4 0 $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\mathbf{0}$ $\mathbf 0$ 1 2 4 0
Equity instruments $\mathbf 0$ 257 $\overline{7}$ 1 1 7 1 430 0 0 1864
Investment contracts (insurance) $\mathbf{0}$ $\mathbf{0}$ 13 655 $\mathbf 0$ $\mathbf 0$ 0 $\mathbf 0$ 13 655
Debt securities issued by 47 510 19 031 53 $\mathbf 0$ 3673 $\mathbf 0$ $\mathbf 0$ 70 267
Public bodies 41 136 12 9 29 $\overline{0}$ $\mathbf 0$ 3616 0 $\mathbf 0$ 57 680
Credit institutions and investment firms 3754 2665 $\mathbf 0$ $\mathbf 0$ 18 0 $\mathbf 0$ 6437
Corporates 2621 3 4 3 7 53 $\mathbf{0}$ 39 0 0 6 150
Derivatives $\mathbf 0$ $\mathbf 0$ 0 $\mathbf 0$ 5836 0 210 6 0 4 6
Other 1 2 9 3 $\mathbf 0$ 0 $\mathbf 0$ 3 0 $\mathbf 0$ 1 2 9 6
Total 238 198 19 288 14 001 1 1 7 1 10 321 0 210 283 188
FINANCIAL ASSETS, 31-12-2019
Loans and advances to credit institutions and investment firms (excl.
reverse repos)
5 3 9 8 0 $\mathbf 0$ $\mathbf 0$ $\mathbf{1}$ 0 $\mathbf 0$ 5 3 9 9
of which repayable on demand and term loans at not more than three months 468
Loans and advances to customers (excl. reverse repos) 155 598 $\mathbf 0$ 218 0 0 0 $\mathbf 0$ 155 816
Trade receivables 1885 0 0 0 0 0 0 1885
Consumer credit 5 3 8 3 0 122 0 0 0 0 5505
Mortgage loans 67 711 0 85 0 0 0 0 67796
Term loans 68 867 0 10 $\Omega$ $\Omega$ $\Omega$ $\mathbf 0$ 68 877
Finance lease 5926 $\mathbf 0$ 0 0 0 0 0 5926
Current account advances 4979 0 0 0 0 0 0 4979
Other 847 0 0 0 0 0 0 847
Reverse repos 25 5 96 0 0 0 0 0 0 25 596
with credit institutions and investment firms 25 4 4 5 0 0 0 0 0 0 25 4 45
with customers 151 0 0 0 0 0 0 151
Equity instruments $\mathbf 0$ 249 $\overline{7}$ 1431 833 0 0 2519
Investment contracts (insurance) $\mathbf 0$ 0 14 584 0 0 0 0 14 584
Debt securities issued by 42 998 18788 58 0 1 2 6 9 0 0 63 114
Public bodies 37 0 24 12 370 0 0 1 1 4 9 0 0 50 542
Credit institutions and investment firms 3632 2753 0 0 20 0 0 6405
Corporates 2 3 4 3 3666 58 0 99 0 0 6 167
Derivatives 0 0 0 0 5 1 6 3 0 158 5 3 2 2
Other 1 0 4 9 0 0 0 0 0 0 1 0 4 9
Total 230 639 19 037 14 867 1431 7 2 6 6 0 158 273 399
(in millions of EUR) AC HFT FVO Hedging
derivatives
Total
FINANCIAL LIABILITIES, 30-06-2020
Deposits from credit institutions and investment firms (excl.
repos)
37 401 $\mathbf 0$ $\overline{0}$ $\mathbf 0$ 37 401
of which repayable on demand 6 180
Deposits from customers and debt securities (excl. repos) 208 594 183 2035 0 210 811
Demand deposits 95 792 $\mathbf 0$ 0 0 95792
Time deposits 14 341 29 173 0 14 543
Savings accounts 71964 $\mathbf 0$ $\mathbf 0$ $\Omega$ 71964
Special deposits 2478 $\mathbf 0$ 0 0 2478
Other deposits 250 $\mathbf 0$ 0 0 250
Certificates of deposit 6 0 8 5 $\mathbf 0$ 6 0 6092
Savings certificates 690 $\mathbf 0$ $\Omega$ 0 690
Non-convertible bonds 14 737 154 1 7 0 1 0 16 593
$\Omega$
Non-convertible subordinated liabilities 2 2 5 5 153 0 2408
Repos 3 2 2 8 $\overline{2}$ $\mathbf 0$ $\mathbf 0$ 3 2 2 9
with credit institutions and investment firms 2 3 4 8 $\mathbf 0$ $\overline{0}$ 0 2 3 4 8
with customers 880 $\mathbf{1}$ $\Omega$ 0 881
Liabilities under investment contracts 0 $\Omega$ 12 505 $\Omega$ 12 505
Derivatives $\mathbf 0$ 5 2 3 8 $\mathbf 0$ 1424 6662
Short positions $\mathbf 0$ 1 0 0 7 $\mathbf 0$ $\mathbf 0$ 1 0 0 7
In equity instruments 0 12 0 0 12
In debt securities 0 995 $\overline{0}$ $\mathbf 0$ 995
Other 2897 $\mathbf 0$ $\overline{0}$ $\mathbf{0}$ 2897
Total 252 119 6429 14 539 1 4 2 4 274 512
FINANCIAL LIABILITIES, 31-12-2019
Deposits from credit institutions and investment firms (excl. 18731 0 $\mathbf 0$ 0 18731
repos)
of which repayable on demand
4 669
Deposits from customers and debt securities (excl. repos) 200 607 223 2 5 3 9 0 203 369
Demand deposits 85 626 0 $\mathbf 0$ 0 85 626
Time deposits 15 271 39 184 0 15 4 94
Savings accounts 69 057 0 0 0 69 057
Special deposits 2465 0 0 0 2 465
Other deposits 542 0 0 0 542
Certificates of deposit 10 538 0 8 0 10 546
Savings certificates 1 0 2 5 0 0 0 1025
Non-convertible bonds 13756 183 2 2 0 0 0 16 139
Non-convertible subordinated liabilities 2 3 2 7 0 147 0 2 474
2 5 6 5 0 0 0 2 5 6 5
Repos
with credit institutions and investment firms 2 2 6 2 O U U 2 2 6 2
with customers 302 0 0 0 303
Liabilities under investment contracts 0 0 13 6 10 0 13 610
Derivatives 0 5 0 5 7 0 1 1 7 1 6 227
Short positions 0 1708 0 0 1708
In equity instruments 0 14 0 0 14
In debt securities 0 1693 0 0 1693
Other 2 190 0 0 0 2 190
Total 224 093 6988 16 149 1 1 7 1 248 400

Deposits from credit institutions and investment firms' include funding obtained from the ECB's TLTRO programme. In 2Q 2020, KBC participated in TLTRO III for an amount of 19.5 billion euros.

Impaired financial assets (note 4.2.1 in the annual accounts 2019)

30-06-2020 31-12-2019
(in millions of EUR) Carrying
value before
impairment
Impairment Carrying
value after
impairment
Carrying
value before
impairment
Impairment Carrying
value after
impairment
FINANCIAL ASSETS AT AMORTISED COST
Loans and advances (*) 193 064 $-3669$ 189 395 189 446 $-2855$ 186 592
Stage 1 (12-month ECL) 168 977 $-177$ 168 800 165 326 $-131$ 165 195
Stage 2 (lifetime ECL) 18 7 34 $-910$ 17824 18 558 $-254$ 18 304
Stage 3 (lifetime ECL) 5 1 9 0 $-2556$ 2 6 3 4 5 3 8 1 $-2444$ 2937
Purchased or originated credit impaired assets
(POCI)
163 $-26$ 137 182 $-26$ 155
Debt Securities 47 522 $-12$ 47 510 43 010 $-12$ 42 998
Stage 1 (12-month ECL) 47 484 $-5$ 47479 42 934 $-5$ 42 930
Stage 2 (lifetime ECL) 31 $-1$ 30 69 $-2$ 67
Stage 3 (lifetime ECL) $-6$ 7 - 6
Purchased or originated credit impaired assets
(POCI)
$\mathbf 0$ 0 $\Omega$ 0 0 0
FINANCIAL ASSETS AT FAIR VALUE THROUGH OCI
Debt Securities 19 040 $-9$ 19 0 31 18793 $-5$ 18788
Stage 1 (12-month ECL) 18 903 $-5$ 18 897 18771 $-4$ 18767
Stage 2 (lifetime ECL) 137 $-3$ 134 22 - 1 22
Stage 3 (lifetime ECL) 0 0 0 $\mathbf 0$ 0
Purchased or originated credit impaired assets (POCI) $\Omega$ 0 0 0 0

The strong increase in impairments is mainly driven by collective Covid-19 ECL.

The table does not include the stage transfers embedded underlying in the forecasted collective Covid-19 ECL. For more information see note 1.4 in this report.

Financial assets and liabilities measured at fair value – fair value hierarchy (note 4.5 in the annual accounts 2019)

For more details on how KBC defines and determines (i) fair value and the fair value hierarchy and (ii) level 3 valuations reference is made to notes 4.4 up to and including 4.7 of the annual accounts 2019.

(in millions of EUR) 30-06-2020 31-12-2019
Fair value hierarchy Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total
FINANCIAL ASSETS AT FAIR VALUE
Mandatorily measured at fair value through profit or loss
(other than held for trading)
14 375 409 387 15 172 15 536 441 320 16 298
Held for trading 2 7 1 5 6 5 0 5 1 1 0 1 10 3 21 1685 4 3 8 1 1 200 7 2 6 6
Fair value option $\mathbf 0$ $\mathbf 0$ $\mathbf{0}$ $\Omega$ 0 $\mathbf 0$ $\mathbf 0$ $\Omega$
At fair value through OCI 14 853 3859 576 19 288 14 945 3630 463 19 0 37
Hedging derivatives $\mathbf 0$ 210 $\mathbf{0}$ 210 0 158 $\Omega$ 158
Total 31 943 10 983 2 0 6 4 44 990 32 166 8611 1982 42759
FINANCIAL LIABILITIES AT FAIR VALUE
Held for trading 1 0 0 9 4 1 4 6 1 2 7 5 6429 1708 3 2 5 9 2021 6988
Designated at fair value 12 504 598 1437 14 539 13 610 657 1883 16 149
Hedging derivatives $\Omega$ 1424 $\mathbf{0}$ 1424 0 1 1 7 1 $\Omega$ 1 1 7 1
Total 13 513 6 1 6 7 2 7 1 2 22 3 9 3 15 317 5 0 8 7 3903 24 308

Financial assets and liabilities measured at fair value – transfers between level 1 and 2 (note 4.6 in the annual accounts 2019)

During 1H 2020, KBC transferred about 122 million euros' worth of financial assets and liabilities out of level 1 and into level 2. It also reclassified approximately 323 million euros' worth of financial assets and liabilities from level 2 to level 1. Most of these reclassifications were carried out due to a change in the liquidity of government and corporate bonds.

Financial assets and liabilities measured at fair value – focus on level 3 (note 4.7 in the annual accounts 2019)

In 1H 2020 significant movements in financial assets and liabilities classified in level 3 of the fair value hierarchy included the following:

  • Financial assets held for trading: the fair value of derivatives decreased by 100 million euros, due primarily to instruments that had reached maturity and changes in fair value, partly offset by new transactions.
  • Financial assets measured at fair value through OCI: the fair value of debt securities increased by 115 million euros, mainly due to new positions and transfers into level 3.
  • Financial assets measured at fair value through profit and loss: the fair value of loans and advances increased by 68 million euros, mostly due to new transactions, partially compensated by translation effects.
  • Financial liabilities held for trading: the fair value of derivatives decreased by 717 million euros, mainly due to a combination of sales of existing positions, instruments that had reached maturity and changes in fair value, partially offset by new transactions.
  • Financial liabilities designated at fair value: the fair value of debt securities issued decreased by 445 million euros, due to a combination of repurchases of existing positions, settlements and translation effects, partially offset by new issues.

Provisions for risks and charges (note 5.7 in the annual accounts 2019)

On 6 October 2011, Irving H. Picard, trustee for the liquidation of Bernard L. Madoff Investments Securities LLC (& Bernard L. Madoff), sued KBC Investments Ltd (a wholly-owned subsidiary of KBC Bank) before the bankruptcy court in New York to recover (claw-back) approximately USD 110,000,000 which had been transferred from Madoff (via a feeder fund KBC had lent to called Harley) to KBC entities. This claim is one of a whole set made by the trustee against several banks, hedge funds, feeder funds and investors ("joint defense group").

A lengthy litigation process was conducted on the basis of preliminary objections in respect of the applicability of the Bankruptcy Code's 'safe harbor' and 'good defenses' rules to subsequent transferees (as is the case for KBC Investments Ltd), as detailed in previous disclosures. In June 2015 the trustee amended the original claim which led to an increase of the amount claimed to USD 196,000,000.

A final court ruling dismissing the claim of the Trustee was issued on 3 March 2017. The Trustee appealed and the Court of Appeal reversed the dismissal on 28 February 2019. A petition (i.e. writ of Certioriari) filed on 30 August 2019 was denied by the U.S. Supreme Court on 2 June 2020. As a consequence the merits of the case will be handled by the Bankruptcy Court.

KBC still believes there is a strong basis to get the action against KBC dismissed as there are a number of other defenses that can be raised together with the joint defense group. The procedure may still take several years.

Parent shareholders' equity and AT1 instruments (note 5.10 in the annual accounts 2019)

Quantities 30-06-2020 31-12-2019
Ordinary shares 416 394 642 416 394 642
of which ordinary shares that entitle the holder to a dividend payment 416 394 642 416 394 642
of which treasury shares 24 817 38 607
Additional information
Par value per share (in EUR) 3.51 3.51
Number of shares issued but not fully paid up $\Omega$

The ordinary shares of KBC Group NV have no nominal value and are quoted on NYSE Euronext (Brussels). The treasury shares almost fully relate to positions in shares of KBC Group to hedge outstanding equity derivatives.

Main changes in the scope of consolidation (note 6.6 in the annual accounts 2019)

In 1H 2020 :

On 29 May 2020, KBC Insurance and Nova Ljubljanska banka ('NLB') closed the transaction announced on 27 December 2019 to sell, in a joint process, their respective stakes in the Slovenian 50/50 life insurance joint venture NLB Vita. The transaction had a negligible impact on KBC Group's P&L and capital ratio.

In 2019 :

On 31 May 2019, ČSOB has acquired the remaining 45% stake in ČMSS from Bausparkasse Schwäbisch Hall (BSH) for a total consideration of 240 million euros. As a result, ČMSS is as of 1 June 2019 fully consolidated (previously equity method).

Post-balance sheet events (note 6.8 in the annual accounts 2019)

Significant non-adjusting events between the balance sheet date (30 June 2020) and the publication of this report (6 August 2020):

• At the end of July, the ECB has extended its recommendation not to pay dividends until January 2021.

KBC Group

Additional Information 2Q 2020 and 1H 2020

Credit risk

Snapshot of the loan portfolio (banking activities)

The main source of credit risk is the loan portfolio of the bank. A snapshot of the banking portfolio is shown in the table below. It includes all payment credit, guarantee credit and standby credit granted by KBC to private persons, companies, governments and banks. Bonds held in the investment portfolio are included if they are corporate- or bank-issued, hence government bonds and trading book exposure are not included. Further on in this chapter, extensive information is provided on the credit portfolio of each business unit. Information specifically on sovereign bonds can be found under 'How do we manage our risks (in the annual accounts 2019)'.

Credit risk: loan portfolio overview 30-06-2020 31-12-2019
Total loan portfolio (in billions of EUR) 1
Amount outstanding and undrawn 221 218
Amount outstanding 179 175
Loan portfolio breakdown by business unit (as a % of the outstanding portfolio)
Belgium 65.2% 64.1%
Czech Republic 17.3% 18.4%
International Markets 15.5% 15.6%
Group Centre 1.9% 2.0%
Loan portfolio breakdown by counterparty sector (as a % of the outstanding portfolio)
Private individuals
Finance and insurance
Governments
Corporates
Services
Distribution
Real estate
Building & construction
Agriculture, farming, fishing
Automotive
Food producers
Electricity
Metals
Chemicals
Machinery & heavy equipment
Shipping
Hotels, bars & restaurants
40.9%
8.7%
3.5%
46.9%
10.8%
6.8%
6.3%
4.1%
2.7%
2.6%
1.7%
1.5%
1.5%
1.4%
1.0%
0.8%
0.7%
41.7%
7.6%
2.9%
47.7%
10.9%
7.3%
6.4%
3.9%
2.7%
2.6%
1.7%
1.6%
1.4%
1.3%
1.0%
0.8%
0.7%
Oil, gas & other fuels
Electrotechnics
Textile & apparel
Traders
Other 2
0.6%
0.5%
0.5%
0.5%
3.0%
0.6%
0.5%
0.6%
0.6%
3.1%
Loan portfolio breakdown by region (as a % of the outstanding portfolio)
Home countries
Belgium
Czech Republic
Ireland
Slovakia
Hungary
Bulgaria
85.9%
53.7%
16.5%
5.7%
4.9%
3.1%
2.1%
86.4%
52.9%
17.6%
5.9%
4.9%
3.1%
2.0%
Rest of Western Europe 8.9% 8.6%
Rest of Central and Eastern Europe 0.3% 0.4%
North America 1.6% 1.5%
Asia 1.7% 1.5%
Other 1.6% 1.6%
Loan portfolio breakdown by counterparty (as % of the outstanding portfolio)
Retail
of which: mortgages
of which: consumer finance
SME
40.8%
37.8%
3.1%
21.4%
41.7%
38.5%
3.2%
21.8%
Corporate 37.8% 36.5%
30-06-2020 31-12-2019
Loan portfolio breakdown by IFRS 9 ECL stage (as % of the outstanding portfolio)
Stage 1 (credit risk has not increased significantly since initial recognition) 85.4% 85.2%
of which: PD 1 - 4 63.4% 62.7%
of which: PD 5 - 9 including unrated 22.0% 22.6%
Stage 2 (credit risk has increased significantly since initial recognition – not credit impaired) incl. POCI 3 11.3% 11.3%
of which: PD 1 - 4 3.4% 3.4%
of which: PD 5 - 9 including unrated 7.8% 7.9%
Stage 3 (credit risk has increased significantly since initial recognition – credit impaired) incl. POCI 3 3.4% 3.5%
of which: PD 10 impaired loans 1.4% 1.6%
of which: more than 90 days past due (PD 11+12) 1.9% 1.9%
Impaired loan portfolio (in millions of EUR)
Impaired loans (PD10 + 11 + 12) 6 024 6 160
of which: more than 90 days past due 3 463 3 401
Impaired loans ratio (%)
Belgium 2.4% 2.4%
Czech Republic 2.2% 2.3%
International Markets 7.8% 8.5%
Group Centre 11.8% 12.4%
Total 3.4% 3.5%
of which: more than 90 days past due 1.9% 1.9%
Loan loss impairment (in millions of EUR)
Loan loss Impairment for Stage 1 portfolio 200 144
Loan loss Impairment for Stage 2 portfolio 921 265
Loan loss Impairment for Stage 3 portfolio 2 696 2 584
of which: more than 90 days past due 2 163 2 050
Cover ratio of impaired loans (%)
Loan loss impairments for stage 3 portfolio / impaired loans 44.8% 42.0%
of which: more than 90 days past due 62.4% 60.3%
Cover ratio of impaired loans, mortgage loans excluded (%)
Loan loss impairments for stage 3 portfolio / impaired loans, mortgage loans excluded 52.2% 49.7%
of which: more than 90 days past due 72.1% 71.7%
Credit cost ratio (%)
Belgium 0.63% 0.22%
Czech Republic 0.62% 0.04%
International Markets 0.82% -0.07%
Slovakia 0.66% 0.14%
Hungary 0.96% -0.02%
Bulgaria 0.66% 0.14%
Ireland 0.94% -0.32%
Group Centre -0.53% -0.88%
Total 0.64% 0.12%

1Outstanding portfolio includes all on-balance sheet commitments and off-balance sheet guarantees but excludes off-balance sheet undrawn commitments; the amounts are measured in Gross Carrying Amounts;

2Other includes corporate sectors not exceeding 0.5% concentration and unidentified sectors

3Purchased or originated credit impaired assets

Impaired loans are loans for which full (re)payment of the contractual cash flows is deemed unlikely. This coincides with KBC's Probability-of-Default-classes 10, 11 and 12 (see annual accounts FY 2019 - section on credit risk for more information on PD classification). These impaired loans are equal to 'non-performing loans' under the definition used by EBA.

Since 1Q18 a switch has been made in the reported 'outstanding' figures from drawn principal to the new IFRS 9 definition of gross carrying amount (GCA), i.e. including reserved and accrued interests. The additional inclusion of reserved interests led, among others, to an increase in the reported amount of impaired loans. Furthermore, the transaction scope of the credit portfolio was extended and now additionally includes the following 4 elements: (1) bank exposure (money market placements, documentary credit, accounts), (2) debtor risk KBC Commercial Finance, (3) unauthorized overdrafts, and (4) reverse repo (excl. central bank exposure).

Loan portfolio per business unit (banking activities)

Legend:

  • ind. LTV - Indexed Loan To Value: current outstanding loan / current value of property
  • Impaired loans: loans for which full (re)payment is deemed unlikely (coincides with KBC's PD-classes 10, 11 or 12)
  • Impaired loans that are more than 90 days past due: loans that are more than 90 days overdue and/or loans which have been terminated/cancelled or bankrupt obligors (coincides with KBC's PD-classes 11 and 12)
  • Stage 1+2 impairments: impairments for non-impaired exposure (i.e. exposure with PD < PD 10)
  • Stage 3 impairments: loan loss impairments for impaired exposure (i.e. exposure with PD 10, 11 or 12) Cover ratio impaired loans: stage 3 impairments / impaired loans
30-06-2020, in millions of EUR Belgium 1 Foreign branches Total Business Unit Belgium
Total portfolio outstanding 109 250 7743 116993
Counterparty break down % outst. % outst. % outst.
retail 37 437 34.3% $\mathbf 0$ 0.0% 37 437 32.0%
o/w mortgages 35790 32.8% $\Omega$ 0.0% 35790 30.6%
o/w consumer finance 1647 1.5% 0 0.0% 1647 1.4%
SME 31 437 28.8% $\Omega$ 0.0% 31 437 26.9%
corporate 40 376 37.0% 7743 100.0% 48 120 41.1%
Mortgage loans % outst. ind. LTV % outst. ind. LTV % outst.
total 35789 32.8% 57% $\mathbf 0$ 0.0% 35789 30.6%
o/w FX mortgages 0 0.0% 0 0.0% 0 0.0%
o/w ind. $LTV > 100\%$ 562 0.5% $\mathbf 0$ 0.0% 562 0.5%
Probability of default (PD) % outst. % outst. % outst.
low risk (PD 1-4: 0.00%-0.80%) 84 552 77.4% 4 3 9 5 56.8% 88947 76.0%
medium risk (PD 5-7; 0.80%-6.40%) 19 0 69 17.5% 2964 38.3% 22033 18.8%
high risk (PD 8-9: 6.40%-100.00%) 2775 2.5% 128 1.6% 2903 2.5%
impaired loans (PD 10 - 12) 2586 2.4% 164 2.1% 2750 2.4%
unrated 268 0.2% 93 1.2% 360 0.3%
Overall risk indicators stage 3 imp. % cover stage 3 imp. % cover stage 3 imp. % cover
outstanding impaired loans 2586 1 1 2 8 43.6% 164 122 74.3% 2750 1 2 5 0 45.4%
o/w PD 10 impaired loans 1261 272 21.6% 74 45 61.0% 1335 317 23.8%
o/w more than 90 days past due (PD 11+12) 1 3 2 5 856 64.6% 90 77 85.2% 1415 932 65.9%
all impairments (stage 1+2+3) 1705 154 1859
o/w stage 1+2 impairments (incl. POCI) 577 32 609
o/w stage 3 impairments (incl. POCI) 1 1 2 8 122 1 2 5 0
2019 Credit cost ratio (CCR) 0.20% 0.41% 0.22%
YTD 2020 CCR 0.63% 0.68% 0.63%

, pa rt

Loan portfolio Business Unit Czech Republic

30-06-2020, in millions of EUR

Total portfolio outstanding 31 066
Counterparty break down % outst.
retail 17 940 57,7%
o/w mortgages 15 745 50,7%
o/w consumer finance 2 195 7,1%
SME 4 722 15,2%
corporate 8 405 27,1%
Mortgage loans % outst. ind. LTV
total 15 745 50,7% 60%
o/w FX mortgages 0 0,0% -
o/w ind. LTV > 100% 147 0,5% -
Probability of default (PD) % outst.
low risk (PD 1-4; 0.00%-0.80%) 18 031 58,0%
medium risk (PD 5-7; 0.80%-6.40%) 11 078 35,7%
high risk (PD 8-9; 6.40%-100.00%) 1 257 4,0%
impaired loans (PD 10 - 12) 690 2,2%
unrated 11 0,0%
Overall risk indicators 1 stage 3 imp. % cover
outstanding impaired loans 690 326 47,2%
o/w PD 10 impaired loans 329 88 26,7%
o/w more than 90 days past due (PD 11+12) 360 238 66,0%
all impairments (stage 1+2+3) 591
o/w stage 1+2 impairments (incl. POCI) 266
o/w stage 3 impairments (incl. POCI) 326
2019 Credit cost ratio (CCR) 0,04%
YTD 2020 CCR 0,62%

1 CCR at country level in local currency

Loan portfolio Business Unit International Markets
-- ----------------------------------------------------
30-06-2020, in millions of EUR Ireland Slovakia Hungary Bulgaria Total Int Markets
Total portfolio outstanding 10 093 8 486 5 555 3 691 27 825
Counterparty break down % outst. % outst. % outst. % outst. % outst.
retail 10 031 99,4% 4 406 51,9% 2 018 36,3% 1 421 38,5% 17 875 64,2%
o/w mortgages 9 968 98,8% 3 914 46,1% 1 576 28,4% 755 20,5% 16 213 58,3%
o/w consumer finance 63 0,6% 492 5,8% 442 8,0% 665 18,0% 1 662 6,0%
SME 43 0,4% 976 11,5% 154 2,8% 1 043 28,3% 2 215 8,0%
corporate 19 0,2% 3 105 36,6% 3 384 60,9% 1 227 33,3% 7 735 27,8%
Mortgage loans % outst. ind. LTV % outst. ind. LTV % outst. ind. LTV % outst. ind. LTV % outst.
total 9 968 98,8% 67% 3 914 46,1% 66% 1 576 28,4% 67% 755 20,5% 65% 16 213 58,3%
o/w FX mortgages 0 0,0% - 0 0,0% - 4 0,1% 81% 84 2,3% 67% 88 0,3%
o/w ind. LTV > 100% 704 7,0% - 36 0,4% - 100 1,8% - 32 0,9% - 872 3,1%
Probability of default (PD) % outst. % outst. % outst. % outst. % outst.
low risk (PD 1-4; 0.00%-0.80%) 819 8,1% 5 472 64,5% 2 801 50,4% 985 26,7% 10 077 36,2%
medium risk (PD 5-7; 0.80%-6.40%) 6 907 68,4% 2 206 26,0% 2 414 43,4% 2 092 56,7% 13 618 48,9%
high risk (PD 8-9; 6.40%-100.00%) 841 8,3% 603 7,1% 215 3,9% 272 7,4% 1 931 6,9%
impaired loans (PD 10 - 12) 1 527 15,1% 181 2,1% 124 2,2% 342 9,3% 2 174 7,8%
unrated 0 0,0% 24 0,3% 1 0,0% 0 0,0% 26 0,1%
Overall risk indicators 1 stage 3 imp. % cover stage 3 imp. % cover stage 3 imp. % cover stage 3 imp. % cover stage 3 imp. % cover
outstanding impaired loans 1 527 427 28,0% 181 106 58,3% 124 76 61,2% 342 156 45,6% 2 174 764 35,2%
o/w PD 10 impaired loans 714 87 12,2% 40 8 19,8% 25 10 40,3% 62 11 17,2% 841 116 13,8%
o/w more than 90 days past due (PD 11+12) 812 340 41,8% 141 98 69,2% 100 66 66,3% 280 145 51,9% 1 333 649 48,7%
all impairments (stage 1+2+3) 490 190 151 185 1 017
o/w stage 1+2 impairments (incl. POCI) 63 85 75 29 252
o/w stage 3 impairments (incl. POCI) 427 106 76 156 764
2019 Credit cost ratio (CCR) -0,32% 0,14% -0,02% 0,14% -0,07%
YTD 2020 CCR 0,94% 0,66% 0,96% 0,66% 0,82%

Remarks

1 CCR at country level in local currency

Loan portfolio Group Centre1 30-06-2020, in millions of EUR

Total portfolio outstanding 3 481
Counterparty break down % outst.
retail 0 0,0%
o/w mortgages 0 0,0%
o/w consumer finance 0 0,0%
SME 0 0,0%
corporate 3 481 100,0%
Mortgage loans % outst. ind. LTV
total 0 0,0% -
o/w FX mortgages 0 0,0% -
o/w ind. LTV > 100% 0 0,0% -
Probability of default (PD) % outst.
low risk (PD 1-4; 0.00%-0.80%) 2 834 81,4%
medium risk (PD 5-7; 0.80%-6.40%) 194 5,6%
high risk (PD 8-9; 6.40%-100.00%) 43 1,2%
impaired loans (PD 10 - 12) 411 11,8%
unrated 0 0,0%
Overall risk indicators stage 3 imp. % cover
outstanding impaired loans 411 356 86,7%
o/w PD 10 impaired loans 56 12 22,2%
o/w more than 90 days past due (PD 11+12) 355 344 96,9%
all impairments (stage 1+2+3) 361
o/w stage 1+2 impairments (incl. POCI) 4
o/w stage 3 impairments (incl. POCI) 356
2019 Credit cost ratio (CCR) -0,88%
YTD 2020 CCR -0,53%

Remarks

1 Total Group Centre = part of non-legacy portfolio assigned to BU Group and activities in wind-down (e.g. ex-Antwerp Diamond Bank)

Solvency(1)

KBC reports its solvency at group, banking and insurance level, calculating it on the basis of IFRS figures and the relevant guidelines issued by the competent regulator.

Solvency KBC Group

We report the solvency of the group, the bank and the insurance company based on IFRS data and according to the rules imposed by the regulator. For the KBC group, this implies that we calculate our solvency ratios based on CRR/CRD IV. This regulation entered gradually into force on 1 January 2014. The general rule under CRR/CRD IV for insurance participations is that an insurance participation is deducted from common equity at group level, unless the competent authority grants permission to apply a risk weighting instead (Danish compromise). KBC received such permission from the supervisory authority and hence reports its solvency on the basis of a 370% risk weighting being applied to the holdings of own fund instruments of the insurance company, after having deconsolidated KBC Insurance from the group figures.

In addition to the solvency ratios under CRD IV/CRR, KBC is considered a financial conglomerate since it covers both significant banking and insurance activities. Therefore KBC also has to disclose its solvency position as calculated in accordance with the Financial Conglomerate Directive (FICOD; 2002/87/EC. This implies that available capital is calculated on the basis of the consolidated position of the group and the eligible items recognised as such under the prevailing sectorial rules, which are CRR/CRD IV for the banking business and Solvency II for the insurance business. The capital requirement for the insurance business based on Solvency II is multiplied by 12.5 to obtain a risk weighted asset equivalent.

The Internal Rating Based (IRB) approach is since its implementation in 2008 the primary approach to calculate KBC's risk weighted assets. This is, based on a full application of all the CRD IV/CRR rules, used for approximately 93% of the weighted credit risks, of which approx. 88% according to Advanced and approx. 5% according to Foundation approach. The remaining weighted credit risks (ca. 7%) are calculated according to the Standardised approach.

The overall capital requirement (CET1) that KBC is to uphold is set at 10.45% (fully loaded, Danish Compromise which includes the CRR/CRD IV minimum requirement (4.5%), the Pillar 2 Requirement (1.75%) and the buffers set by national competent authorities (2.50% Capital Conservation Buffer, 1.50% Systemic Buffer and 0.20% Countercyclical Buffer). Furthermore ECB has set a Pillar 2 Guidance of 1.00%.

ECB temporarily allows banks to operate below the P2G and Capital Conservation Buffer and hence to use these buffers to withstand potential stress. This temporarily brings the regulatory minimum to 7.95% (being 10.45% – 2.5%). ECB does not have any discretion to waive the application of automatic restrictions to distributions (MDA) as they are set out in the CRR/CRD package. Therefore, the CCB remains included in the threshold for MDA).

(1) Fully in line with the European Central Bank recommendation that at least till January 2021 no dividends are paid out and no irrevocable commitment to pay out dividends is undertaken by the credit institutions for the financial year 2019 and 2020 and that credit institutions refrain from share buy-backs.

Distributions (being dividend payments, payments related to additional tier 1 instruments or variable remuneration) are limited in case the combined buffer requirements described above are breached. This limitation is also referred to as "Maximum Distributable Amount" or "MDA" thresholds.

The table below provides an overview of the buffers KBC Group has compared to these thresholds, both on an actuals basis (i.e. versus the regulatory targets that apply at the reporting date) and a fully loaded basis (i.e. versus the regulatory targets that will apply going forward).

Buffer vs. Overall Capital Requirement
(in millions of EUR)
31-12-2019
(consolidated, under CRR/CRD IV,
Danish compromise method)
Fully
loaded
Actuals Fully
loaded
Actuals
CET1 Pillar 1 minimum 4.50% 4.50% 4.50% 4.50%
Pillar 2 requirement 1.75% 1.75% 1.75% 1.75%
Capital conservation buffer 2.50% 2.50% 2.50% 2.50%
Buffer for systemically important institutions (O-SII) 1.50% $1.50\%$ 1.50% 1.50%
Entity-specific countercyclical buffer 0.20% 0.26% 0.30% 0.43%
Overall Capital Requirement (OCR) 10.45% 10.51% 10.55% 10.68%
CET1 used to satisfy shortfall in AT1 bucket 0.01% 0.01% $0.00\%$ $0.00\%$
CET1 used to satisfy shortfall in T2 bucket 0.23% 0.23% 0.05% $0.05\%$
CET1 requirement 10.68% 10.74% 10.60% 10.74%
CET1 capital 16 636 16 664 16 989 16 989
CET1 buffer (= buffer to MDA) 5918 5880 6486 6 3 5 3

Following table groups the solvency on the level of KBC Group according to different methodologies and calculation methods, including the deduction method.

Overview of KBC Group's capital ratios
(in millions of EUR)
numerator denominator
(total
(common weighted risk
30-06-2020 equity) volume) ratio $(\%)$
CRDIV, Common Equity ratio
Danish Compromise Fully loaded 16 636 100 354 16.58%
Deduction Method Fully loaded 15837 95 395 16.60%
Financial Conglomerates Directive Fully loaded 17 178 111 202 15.45%
Danish Compromise Transitional 16 664 100 376 16.60%
Deduction Method Transitional 15 865 95 4 16 16.63%
Financial Conglomerates Directive Transitional 17 206 111 223 15.47%

KBC's CET1 ratio of 16.58% at end 1H 2020 (fully loaded) represents a solid capital buffer:

  • 8.6% capital buffer compared with the current theoretical minimum capital requirement of 7.95% (as a result of the announced ECB and National Bank measures which provided significant temporary relief on the minimum capital requirements)
  • 6.1% capital buffer compared with the Overall Capital Requirement (OCR) of 10.45% (which still includes the 2.50% capital conservation buffer on top of the 7.95%)
  • 5.9% capital buffer compared with the Maximum Distributable Amount (MDA) of 10.68%.

Danish Compromise

30-06-2020 30-06-2020 31-12-2019
In millions of EUR Fully loaded Transitional Fully loaded
Total regulatory capital (after profit appropriation) 19918 19 945 20 4 14
Tier-1 capital 18 136 18 164 18 4 8 9
Common equity 16 636 16 664 16 989
Parent shareholders' equity (after deconsolidating KBC Insurance) 17 644 17 644 17933
Intangible fixed assets (incl deferred tax impact) (-) $-782$ $-782$ $-726$
Goodwill on consolidation (incl deferred tax impact) (-) $-730$ $-730$ $-766$
Minority interests 0 0 $\Omega$
Hedging reserve (cash flow hedges) (-) 1 3 5 0 1 3 5 0 1 3 3 1
Valuation diff. in fin. liabilities at fair value - own credit risk (-) 14 $-14$ - 9
Value adjustment due to the requirements for prudent valuation (-) 95
÷.
$-95$ - 54
Dividend payout (-) $\Omega$ $\Omega$ $\mathbf 0$
Renumeration of AT1 instruments (-) 12 $-12$ $-11$
Deduction re. financing provided to shareholders (-) 57
ä,
$-57$ $-57$
Deduction re. Irrevocable payment commitments (-) 58
$\sim$
$-58$ $-45$
IRB provision shortfall (-) $-196$ $-196$ 140
Deferred tax assets on losses carried forward (-) - 414 $-414$ 467
Transitional adjustments to CET1 $\mathbf 0$ 27
Limit on deferred tax assets from timing differences relying on future profitability and 0 $\Omega$ 0
significant participations in financial sector entities (-)
Additional going concern capital 1 500 1 500 1 500
CRR compliant AT1 instruments 1 500 1 500 1500
Minority interests to be included in additional going concern capital $\mathbf 0$ 0 $\mathbf 0$
Tier 2 capital 1781 1781 1925
IRB provision excess (+) $\mathbf 0$ 0 130
Transitional adjustments to T2
Subordinated liabilities 1781 1781 1795
Subordinated loans non-consolidated financial sector entities (-) 0 0 0
Minority interests to be included in tier 2 capital $\mathbf{0}$ $\Omega$ $\Omega$
Total weighted risk volume 100 354 100 376 99 071
Banking 91 086 91 108 89 838
Insurance 9 1 3 3 9 1 3 3 9 1 3 3
Holding activities 148 148 124
Elimination of intercompany transactions $-14$ $-14$ $-25$
Solvency ratios
Common equity ratio 16.58% 16.60% 17.15%
Tier-1 ratio 18.07% 18.10% 18.66%
Total capital ratio 19.85% 19 87% 20.61%

In line with the ECB recommendation we apply the IFRS 9 transitional measures as of 1H 2020. The impact of transitional is limited to 2 basis points at the end of 1H 2020 as there is no profit reservation. But taking also into account the ECL of the current year the positive impact of the transitional would amount to 52bps.

Leverage ratio KBC Group

Leverage ratio KBC Group (Basel III)
In millions of EUR
30-06-2020
30-06-2020
31-12-2019
Fully loaded Transitional Fully loaded
Tier-1 capital (Danish compromise) 18 136 18 164 18 4 8 9
Total exposures 300 573 300 614 273 029
Total Assets 317 388 317 388 290 735
Deconsolidation KBC Insurance $-31991$ $-31991$ $-33243$
Transitional adjustment $\Omega$ 41 $\Omega$
Adjustment for derivatives $-4704$ $-4704$ $-2882$
Adjustment for regulatory corrections in determining Basel III Tier-1 capital $-2331$ $-2331$ $-2254$
Adjustment for securities financing transaction exposures 2 5 3 4 2 5 3 4 638
Off-balance sheet exposures 19 676 19676 20 035
Leverage ratio 6.03% 6.04% 6.77%

Solvency banking and insurance activities separately

As is the case for the KBC group, the solvency of KBC Bank is calculated based on CRR/CRD IV. The solvency of KBC Insurance is calculated on the basis of Solvency II rules as they became effective on 1 January 2016. The tables below show the tier-1 and CAD ratios calculated under Basel III (CRD IV/CRR) for KBC Bank, as well as the solvency ratio of KBC Insurance under Solvency II.

KBC Bank consolidated - CRDIV/CRR 30-06-2020 30-06-2020 31-12-2019
(in millions of EUR) Fully loaded Transitional Fully loaded
Total regulatory capital, after profit appropriation 16 200 16 227 16 660
Tier-1 capital 14 3 9 3 14 4 20 14 704
Of which common equity 12893 12920 13 204
Tier-2 capital 1807 1807 1957
Total weighted risks 91 086 91 108 89838
Credit risk 77 030 77 051 75 786
Market risk 2 7 1 6 2 7 1 6 2 7 1 3
Operational risk 11 340 11 340 11 340
Solvency ratios
Common equity ratio 14.2% 14.2% 14.7%
Tier-1 ratio 15.8% 15.8% 16.4%
CAD ratio 17.8% 17.8% 18.5%
Solvency II, KBC Insurance consolidated 30-06-2020 31-12-2019
(in millions of EUR)
Own Funds 3 1 6 3 3496
Tier 1 2 6 6 2 2996
IFRS Parent shareholders equity 3 3 5 4 3422
Dividend payout $-196$ $-156$
Deduction intangible assets and goodwill (after tax) $-132$ $-128$
Valuation differences (after tax) $-584$ $-196$
Volatility adjustment 262 104
Other $-43$ - 49
Tier 2 500 500
Subordinated liabilities 500 500
Solvency Capital Requirement (SCR) 1598 1727
Market risk 1 2 0 3 1 3 8 9
Non-life 564 579
Life 707 689
Health 266 264
Counterparty 123 114
Diversification $-973$ $-991$
Other $-292$ $-316$
Solvency II ratio 198% 202%

Minimum requirement for own funds and eligible liabilities (MREL)

Besides the ECB and NBB, which supervise KBC on a going concern basis, KBC is also subject to requirements set by the Single Resolution Board (SRB). The SRB is developing resolution plans for the major banks in the euro area. The resolution plan for KBC is based on a Single Point of Entry (SPE) approach at the level of KBC Group with 'bail-in' as the primary resolution tool. MREL measures the amount of own funds and eligible liabilities that can be credibly and feasibly bailed-in.

The Eligible instruments to satisfy the MREL target are defined in the '2018 SRB Policy for the 2nd wave of resolution plans' published on 16th January 2019. The so-called 'consolidated approach' (instruments issued by any entity within the resolution group were accepted by SRB to satisfy the MREL target) is replaced by a more restrictive 'hybrid approach'. This approach excludes MREL eligible liabilities that have not been issued by KBC Group NV (insofar as they do not constitute own funds) and requires tier-2 capital down-streamed by KBC Group NV to KBC Insurance to be deducted from MREL (in line with the treatment under CRR/CRD). At year-end 2019, 1 billion euro of instruments were no longer eligible for SRB to satisfy the MREL.

At the end of June 2020, the MREL ratio based on instruments issued by KBC Group NV following the 'hybrid approach' stands at 9.3% of TLOF versus the SRB requirement for KBC to achieve 9.67% as by year-end 2021.

The decrease of the MREL as a % of TLOF versus previous quarter (10.0% at the end of March 2020), can be fully explained by the participation in TLTRO III for an amount of 19.5bn EUR in June 2020. Excluding this, the MREL as % of TLOF would have amounted to 10.0%.

Income statement, volumes and ratios per business unit

Details on our segments or business units are available in the company presentation.

Note: The ECB approved to apply the IFRS9 transitional arrangements from 2Q 2020, as such the difference between fully loaded and the transitional measures are assigned to Group Centre. In other words, the RWA, allocated capital and the ROAC of the different countries remain based on fully loaded.

Business unit Belgium
(in millions of EUR) 2Q 2020 1Q 2020 4Q 2019 3Q 2019 2Q 2019
Breakdown P&L
Net interest income 635 640 634 637 621
Non-life insurance (before reinsurance) 167 112 160 129 111
Earned premiums 280 283 285 284 275
Technical charges 113 $-172$ $-125$ 156
$\sim$
165
ä,
Life insurance (before reinsurance) 16 - 21 $-21$ $-25$ - 24
Earned premiums 208 216 282 217 233
Technical charges 224 $-237$ $-303$ $-242$ 256
Ceded reinsurance result 10 - 9 $-10$ $-5$ $\overline{4}$
Dividend income 16 11 15 14 38
Net result from financial instruments at fair value through profit or loss 149 217
$\sim$
89 - 9 43
Net realised result from debt instruments at fair value through OCI $\mathbf{1}$ 0 0 $\overline{4}$ 0
Net fee and commission income 271 308 307 297 293
Net other income 45 35 41 51 50
TOTAL INCOME 1 2 5 6 858 1 2 1 6 1 0 9 2 1 1 3 5
Operating expenses 521 $-828$ $-550$ $-552$ 575
L.
Impairment 469 117
$\omega$
$-109$ $-21$ - 31
on financial assets at AC and at FVOCI 458 $-116$ $-107$ 21
÷.
$-30$
other 11 $\mathbf 0$ $-2$ 0 $-1$
Share in results of associated companies and joint ventures 3 3
$\blacksquare$
$\overline{2}$
$\blacksquare$
$\overline{2}$
$\mathcal{L}^{\text{c}}$
$-2$
RESULT BEFORE TAX 264 90
$\sim$
556 517 526
Income tax expense 59
$\sim$
$\overline{4}$ $-145$ $\sim$
149
$\frac{1}{2}$
138
RESULT AFTER TAX 204 86
$\sim$
412 368 388
attributable to minority interests $\mathbf 0$ $\mathbf 0$ 0 0 0
attributable to equity holders of the parent 204 86 412 368 388
Banking 68 55
$\blacksquare$
301 287 289
Insurance 136 30
$\sim$
111 81 99
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 103 689 104 969 100 909 100 945 101 125
of which Mortgage Ioans (end of period) 36 863 36 489 36 445 35 832 35 674
Customer deposits and debt certificates excl. repos (end of period) 136 928 138 045 130 771 134 355 128 544
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 13 005 13 074 13 130 13 097 13 144
Unit-Linked (end of period) 12 599 12 0 64 13 4 26 13 2 8 1 13 201
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 52 938 54 098 49486 49 985 48 959
Required capital, insurance (end of period) 1 3 5 8 1 2 9 6 1497 1572 1 508
Allocated capital (end of period) 6943 7 0 0 3 6792 6920 6747
Return on allocated capital (ROAC) 12% $-5%$ 24% 22% 23%
Cost/income ratio, banking 44% 95% 48% 53% 54%
Combined ratio, non-life insurance 74% 95% 82% 91% 91%
Net interest margin, banking 1.63% 1.68% 1.68% 1.68% 1.67%
Business unit Czech Republic
(in millions of EUR) 2Q 2020 1Q 2020 4Q 2019 3Q 2019 2Q 2019
Breakdown P&L
Net interest income 235 351 338 329 308
Non-life insurance (before reinsurance) 38 31 30 29 27
Earned premiums 72 75 73 72 70
Technical charges 35 44
$\frac{1}{2}$
- 43 43
÷.
-42
Life insurance (before reinsurance) 12 14 12 13 15
Earned premiums 44 52 58 53 61
Technical charges 32 39
ä,
- 45 40
ä,
46
Ceded reinsurance result 0 $\mathbf 0$ 0 0 $-2$
Dividend income 0 $\Omega$ 0 $\Omega$ 0
Net result from financial instruments at fair value through profit or loss 90 125
ò.
8 56 -34
Net realised result from debt instruments at fair value through OCI $\mathbf{1}$ 0 0 0 0
Net fee and commission income 51 55 59 70 67
Net other income 3 9 3 $\overline{2}$ 84
TOTAL INCOME 431 335 451 388 465
Operating expenses 164 221
$\blacksquare$
200
$\blacksquare$
187
$\bar{a}$
179
Impairment 175 - 9 $-3$ ÷.
9
$-7$
on financial assets at AC and at FVOCI 170 8 $\overline{1}$ 9
ä,
$-4$
other 5
$\sim$
$\overline{1}$ $\overline{1}$
÷.
0 $-3$
Share in results of associated companies and joint ventures 0 $\Omega$ 0 0 4
RESULT BEFORE TAX 91 105 248 192 283
Income tax expense 14
$\sim$
$-17$ $-43$ $-33$ $-35$
RESULT AFTER TAX 77 88 205 159 248
attributable to minority interests $\mathbf 0$ $\mathbf 0$ 0 0 0
attributable to equity holders of the parent 77 88 205 159 248
Banking 61 75 194 147 237
Insurance 16 13 11 12 11
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 28 597 28 2 8 6 29 857 29 200 28 711
of which Mortgage Ioans (end of period) 15418 14876 15768 15 267 15 267
Customer deposits and debt certificates excl. repos (end of period) 39 704 37 627 39 559 38 170 38 536
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 613 588 629 616 621
Unit-Linked (end of period) 659 655 727 700 698
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 15 338 15 349 15 005 14 916 14 670
Required capital, insurance (end of period) 128 126 121 121 124
Allocated capital (end of period) 1746 1745 1726 1717 1694
Return on allocated capital (ROAC) 18% 20% 48% 38% 60%
Cost/income ratio, banking 38% 68% 44% 48% 38%
Combined ratio, non-life insurance 81% 90% 94% 94% 96%
Net interest margin, banking 2.32% 2.98% 2.90% 2.93% 3.18%

(*) As of 3Q 2019, ČMSS is taken fully into account

Business unit International Markets
(in millions of EUR) 2Q 2020 1Q 2020 4Q 2019 3Q 2019 2Q 2019
Breakdown P&L
Net interest income 219 219 219 216 214
Non-life insurance (before reinsurance) 46 40 35 32 35
Earned premiums 78 82 80 80 78
Technical charges 33 43
$\blacksquare$
- 45
$\blacksquare$
48
$\blacksquare$
-43
Life insurance (before reinsurance) 10 8 11 $\overline{7}$ 10
Earned premiums 24 29 24 21 23
Technical charges 15 21
$\blacksquare$
- 14 -14 14
Ceded reinsurance result 3 $\mathbf{3}$ $\overline{1}$
$\blacksquare$
$\overline{2}$
$\blacksquare$
$-3$
Dividend income $\overline{0}$ $\mathbf 0$ 0 0 0
Net result from financial instruments at fair value through profit or loss 14 - 5 23 5 10
Net realised result from debt instruments at fair value through OCI $\mathbf{1}$ $\mathbf 0$ 0 $\mathbf 1$ $\mathbf 0$
Net fee and commission income 67 69 78 77 77
Net other income 5 6 4 $-16$ $-2$
TOTAL INCOME 359 333 370 321 340
Operating expenses 196 $-268$ $-248$ $-212$ 212
$\overline{a}$
Impairment 213 24
$\blacksquare$
18 - 6 - 7
on financial assets at AC and at FVOCI 217 6
$\blacksquare$
22 5
ä,
$-6$
other 4 18
$\blacksquare$
$-4$ $\mathbf{1}$
÷.
$-1$
Share in results of associated companies and joint ventures 0 0 $\mathbf 1$ 1 1
RESULT BEFORE TAX 50 42 141 104 122
Income tax expense 5 $-7$ $-22$ $\omega$
19
$-18$
RESULT AFTER TAX 45
$\equiv$
35 119 85 104
attributable to minority interests $\Omega$ $\Omega$ $\Omega$ $\Omega$ $\Omega$
attributable to equity holders of the parent 45
ä,
35 119 85 104
Banking 66
$\overline{a}$
19 107 75 91
Insurance 21 16 12 11 13
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 25 277 25 109 25 050 24 7 18 24 3 3 3
of which Mortgage Ioans (end of period) 15 650 15 536 15 584 15 357 15 178
Customer deposits and debt certificates excl. repos (end of period) 24 272 23 197 24 041 22 939 22 970
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 254 254 255 258 262
Unit-Linked (end of period) 397 373 432 414 420
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 20 736 21 507 20 892 21 068 21 0 19
Required capital, insurance (end of period) 127 123 124 123 117
Allocated capital (end of period) 2 3 1 5 2 3 9 1 2 3 5 9 2 3 7 7 2 3 6 6
Return on allocated capital (ROAC) $-8%$ 6% 20% 14% 18%
Cost/income ratio, banking 57% 84% 68% 67% 64%
Combined ratio, non-life insurance 75% 82% 89% 93% 88%
Net interest margin, banking 2.58% 2.61% 2.60% 2.61% 2.65%
Slovakia
(in millions of EUR) 2Q 2020 1Q 2020 4Q 2019 3Q 2019 2Q 2019
Breakdown P&L
Net interest income 49 50 51 51 50
Non-life insurance (before reinsurance) 8 $\overline{7}$ $\overline{7}$ $\overline{7}$ $\overline{7}$
Earned premiums 13 12 12 12 12
Technical charges $\overline{4}$ 5 -5
÷.
5
÷.
$-4$
Life insurance (before reinsurance) 3 3 $\overline{4}$ $\overline{2}$ 3
Earned premiums 8 9 12 10 10
Technical charges 5 7 $-7$ $\overline{7}$ $\overline{7}$
Ceded reinsurance result $\mathbf{1}$ 0 $\overline{1}$ 0 $\overline{1}$
Dividend income $\overline{0}$ 0 0 $\mathbf 0$ $\mathbf 0$
Net result from financial instruments at fair value through profit or loss $\overline{7}$ 8
$\blacksquare$
10 5
$\mathbf{r}$
$-2$
Net realised result from debt instruments at fair value through OCI $\mathbf{1}$ 0 $\mathbf 0$ 0 $\overline{0}$
Net fee and commission income 14 15 16 16 16
Net other income $\overline{2}$ 3 $\overline{4}$ $\overline{2}$ 1
TOTAL INCOME 84 70 93 74 75
Operating expenses 51 59
$\blacksquare$
53
$\bar{a}$
52
÷
-51
Impairment 41 6
ä,
6 6
$\overline{\phantom{a}}$
- 8
on financial assets at AC and at FVOCI 41 6
$\blacksquare$
5 6
L.
- 8
other 0 0 0 0 $\overline{0}$
Share in results of associated companies and joint ventures $\mathbf 0$ $\mathbf 0$ 0 $\mathbf 0$ 0
RESULT BEFORE TAX 8
$\blacksquare$
$\overline{4}$ 46 16 15
Income tax expense $\overline{2}$ $\mathbf{1}$
$\blacksquare$
- 8 $-4$ - 4
RESULT AFTER TAX 6
$\sim$
$\overline{4}$ 38 12 11
attributable to minority interests 0 0 0 0 $\mathbf 0$
attributable to equity holders of the parent 6 4 38 12 11
Banking 9 $\mathbf{1}$ 36 10 8
Insurance 3 3 2 $\overline{2}$ 3
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 7683 7607 7 5 0 6 7471 7 3 1 6
of which Mortgage loans (end of period) 3846 3714 3641 3593 3482
Customer deposits and debt certificates excl. repos (end of period) 6 5 3 1 6 287 6480 6438 6 2 3 6
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 114 114 114 114 115
Unit-Linked (end of period) 92 89 100 97 104
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 5 1 0 4 5 1 2 3 4 9 8 5 5030 4 9 6 0
Required capital, insurance (end of period) 27 26 27 28 26
Allocated capital (end of period) 565 567 560 566 557
Return on allocated capital (ROAC) $-5%$ 3% 27% 8% 8%
Cost/income ratio, banking 62% 88% 56% 71% 71%
Combined ratio, non-life insurance 79% 82% 94% 84% 81%
Hungary
(in millions of EUR) 2Q 2020 1Q 2020 4Q 2019 3Q 2019 2Q 2019
Breakdown P&L
Net interest income 64 62 64 64 64
Non-life insurance (before reinsurance) 17 14 14 10 12
Earned premiums 35 39 37 36 35
Technical charges 17 25
$\blacksquare$
$-22$ 26
ä,
24
Life insurance (before reinsurance) $\overline{2}$ 1 $\overline{2}$ $\overline{2}$ $\overline{2}$
Earned premiums 8 9 $\overline{\mathbf{4}}$ $\overline{\mathbf{4}}$ 4
Technical charges 6 8
$\blacksquare$
$\overline{2}$
$\blacksquare$
$\overline{2}$
÷.
$\overline{\phantom{0}}$
Ceded reinsurance result $\mathbf{1}$ $\mathbf{1}$ 0 $\mathbf{1}$ $\overline{0}$
Dividend income $\overline{0}$ $\mathbf 0$ 0 0 $\overline{0}$
Net result from financial instruments at fair value through profit or loss 10 2 9 6 8
Net realised result from debt instruments at fair value through OCI $\mathbf{0}$ 0 0 $\mathbf 1$ $\mathbf 0$
Net fee and commission income 46 49 56 55 55
Net other income $\mathbf 0$ $\overline{2}$ 0 0 0
TOTAL INCOME 140 130 146 137 142
Operating expenses 69 101 $-87$ $-83$ - 81
÷
Impairment 50 16
$\blacksquare$
3
$\blacksquare$
$\mathbf{1}$
$\sim$
3
on financial assets at AC and at FVOCI 55
Ē.
$\overline{2}$ $\overline{2}$
$\blacksquare$
$\mathbf{1}$
$\overline{\phantom{a}}$
3
other 6 18
$\blacksquare$
$\overline{1}$
$\sim$
0 0
Share in results of associated companies and joint ventures 0 $\mathbf 0$ $\Omega$ 0 $\mathbf 0$
RESULT BEFORE TAX 21 13 57 53 64
Income tax expense -5
$\sim$
$-4$ $-7$ - 8 - 9
RESULT AFTER TAX 16 10 50 45 55
attributable to minority interests $\mathbf 0$ 0 $\mathbf 0$ 0 $\mathbf 0$
attributable to equity holders of the parent 16 10 50 45 55
Banking $\overline{7}$ $\overline{2}$ 44 41 50
Insurance 9 8 6 $\overline{\mathbf{4}}$ 4
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 4617 4 5 3 4 4 6 2 3 4 5 2 2 4 5 2 7
of which Mortgage loans (end of period) 1512 1467 1596 1 558 1 602
Customer deposits and debt certificates excl. repos (end of period) 8 0 1 1 7435 7953 7 140 7 3 8 8
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 49 48 52 52 55
Unit-Linked (end of period) 258 243 291 280 285
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 6865 6555 6415 6480 6 3 2 0
Required capital, insurance (end of period) 47 44 48 47 43
Allocated capital (end of period) 772 735 735 740 719
Return on allocated capital (ROAC) 8% 5% 27% 24% 29%
Cost/income ratio, banking 52% 82% 61% 62% 58%
Combined ratio, non-life insurance 76% 84% 87% 96% 90%
Bulgaria
(in millions of EUR) 2Q 2020 1Q 2020 4Q 2019 3Q 2019 2Q 2019
Breakdown P&L
Net interest income 36 36 36 36 35
Non-life insurance (before reinsurance) 20 18 13 15 16
Earned premiums 31 31 31 32 31
Technical charges 11 13
÷
18
$\bar{a}$
17
$\overline{a}$
15
Life insurance (before reinsurance) 5 4 $\overline{4}$ 3 $\overline{4}$
Earned premiums 9 11 9 8 9
Technical charges $\overline{\mathbf{4}}$ $\overline{7}$ $\overline{4}$ 5
$\overline{\phantom{a}}$
- 5
Ceded reinsurance result $\mathbf{1}$ $\overline{2}$ 0 $\overline{2}$ $\overline{2}$
Dividend income $\overline{0}$ $\mathbf 0$ 0 0 $\overline{0}$
Net result from financial instruments at fair value through profit or loss $\Omega$ 0 3 4 4
Net realised result from debt instruments at fair value through OCI 0 0 0 0 0
Net fee and commission income 6 6 5 6 6
Net other income $\mathbf{1}$ 0 1 $\mathbf 1$ 0
TOTAL INCOME 67 62 63 63 63
Operating expenses 27 48
$\blacksquare$
33
$\blacksquare$
30
$\overline{a}$
-29
Impairment 25 3
ä,
$\mathbf 0$ 6
$\overline{a}$
$-1$
on financial assets at AC and at FVOCI 23 3
$\overline{a}$
$\overline{4}$ 6
L.
$-1$
other $\overline{1}$ 0 3
ä,
0 $\overline{0}$
Share in results of associated companies and joint ventures $\mathbf 0$ 0 0 $\mathbf 0$ 0
RESULT BEFORE TAX 16 11 31 26 33
Income tax expense $\overline{2}$
$\overline{a}$
$-1$ $-3$ $-3$ - 3
RESULT AFTER TAX 14 10 27 23 29
attributable to minority interests $\mathbf 0$ $\Omega$ $\Omega$ 0 $\mathbf 0$
attributable to equity holders of the parent 14 10 27 23 29
Banking $\overline{4}$ $\overline{4}$ 24 20 24
Insurance 9 6 3 3 5
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 3 3 0 7 3 2 1 3 3 1 6 1 3 0 6 4 2927
of which Mortgage Ioans (end of period) 723 703 693 675 659
Customer deposits and debt certificates excl. repos (end of period) 4 6 3 4 4 4 9 7 4 4 3 9 4 2 1 6 4 2 9 1
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 91 92 89 91 92
Unit-Linked (end of period) 47 41 41 37 31
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 3073 3770 3413 3 3 3 8 3554
Required capital, insurance (end of period) 53 53 49 48 48
Allocated capital (end of period) 377 450 414 405 428
Return on allocated capital (ROAC) 13% 9% 27% 24% 30%
Cost/income ratio, banking 44% 86% 51% 47% 46%
Combined ratio, non-life insurance 70% 82% 89% 91% 89%
Ireland
(in millions of EUR) 2Q 2020 1Q 2020 4Q 2019 3Q 2019 2Q 2019
Breakdown P&L
Net interest income 69 71 67 66 65
Non-life insurance (before reinsurance) $\mathbf 0$ 0 0 0 0
Earned premiums 0 0 0 $\Omega$ $\Omega$
Technical charges 0 0 0 0 $\Omega$
Life insurance (before reinsurance) 0 0 0 0 0
Earned premiums 0 0 0 0 0
Technical charges 0 $\mathbf 0$ 0 0 0
Ceded reinsurance result 0 $\mathbf 0$ 0 0 0
Dividend income 0 0 0 $\Omega$ 0
Net result from financial instruments at fair value through profit or loss 3 $\overline{2}$ Ω $\Omega$ 0
Net realised result from debt instruments at fair value through OCI $\mathbf 0$ $\Omega$ $\Omega$ 0 0
Net fee and commission income 0 $\mathbf{1}$ $\Omega$ 0 $\mathbf{1}$
Net other income $\mathbf 0$ 0 $\overline{1}$
$\sim$
18
$\sim$
$\overline{4}$
TOTAL INCOME 65 71 67 48 61
Operating expenses 48
÷
60
$\blacksquare$
75 47
÷.
-51
Impairment 97 $\overline{2}$ 14 7 0
on financial assets at AC and at FVOCI 97 1 14 $\overline{7}$ 0
other 0 0 0 0 0
Share in results of associated companies and joint ventures $\Omega$ 0 0 0 0
RESULT BEFORE TAX 80 13 6 8 10
Income tax expense 10 $-2$ 3
$\sim$
3 - 1
RESULT AFTER TAX 70 12 $\overline{2}$ $\overline{4}$ 9
attributable to minority interests $\mathbf 0$ $\mathbf 0$ $\Omega$ 0 0
attributable to equity holders of the parent 70
$\blacksquare$
12 $\mathbf{z}$ 4 9
Banking 68
$\blacksquare$
12 $\overline{2}$ $\overline{\mathbf{4}}$ 9
Insurance $\mathbf{1}$
$\sim$
0 $\Omega$ $\Omega$ 0
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 9670 9754 9760 9661 9562
of which Mortgage Ioans (end of period) 9 5 6 9 9651 9654 9531 9435
Customer deposits and debt certificates excl. repos (end of period) 5 0 9 5 4978 5 1 6 9 5 1 4 5 5056
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 5 6 9 2 6057 6077 6 2 1 6 6 182
Allocated capital (end of period) 600 639 650 665 661
Return on allocated capital (ROAC) $-44%$ 7% 1% 3% 5%
Cost/income ratio, banking 72% 83% 113% 98% 84%
Group Centre - Breakdown net result
(in millions of EUR) 2Q 2020 1Q 2020 4Q 2019 3Q 2019 2Q 2019
Operational costs of the Group activities $-18$
۰.
$-15$ $-34$ $-14$ $-14$
Capital and treasury management - 6 $-11$ - 8 - 9 $-7$
Holding of participations $\sim$ - 3 $-2$ 21
Results companies in rundown ÷. 3 12 5
Other $-18$ 9 $-1$
Total net result for the Group centre -26
$\sim$
$-43$ - 33 4
Business unit Group Centre
(in millions of EUR) 2Q 2020 1Q 2020 4Q 2019 3Q 2019 2Q 2019
Breakdown P&L
Net interest income 6
$\overline{a}$
16
÷,
-9
÷.
8
$\mathcal{L}^{\text{c}}$
11
Non-life insurance (before reinsurance) 5 $\overline{2}$ 4 $\overline{2}$ $\overline{2}$
Earned premiums 4 $\overline{2}$ $\overline{2}$ 3 3
Technical charges $\mathbf 0$ 1 $\overline{2}$ $\overline{1}$
Life insurance (before reinsurance) $\overline{0}$ $\Omega$ 0 $\mathbf 0$ 0
Earned premiums $\Omega$ 0 0 0 $\Omega$
Technical charges 0 0 0 0 0
Ceded reinsurance result $\mathbf 1$ 5 0 $\mathbf 1$ $\overline{2}$
Dividend income $\mathbf{1}$ $\mathbf{1}$ 1 0 $\mathbf 1$
Net result from financial instruments at fair value through profit or loss $\mathbf{1}$ 39 10 14 21
Net realised result from debt instruments at fair value through OCI 0 $\mathbf 0$ 0 0 0
Net fee and commission income $\mathbf{1}$ $\overline{2}$ 0 0 $\overline{1}$
Net other income 0 0 $\overline{2}$
$\blacksquare$
5 $\overline{2}$
TOTAL INCOME 2
$\blacksquare$
48
$\blacksquare$
$\overline{\mathbf{4}}$ 12 - 27
$\overline{\phantom{0}}$
Operating expenses 24 21
÷.
48 23 21
Impairment 0 9 11 10 5
on financial assets at AC and at FVOCI 0 9 11 10 5
other $\Omega$ $\mathbf 0$ $\Omega$ $\mathbf 0$ $\mathbf 0$
Share in results of associated companies and joint ventures $\overline{0}$ 0 0 0 0
RESULT BEFORE TAX 26
$\overline{a}$
60
$\blacksquare$
$-32$ $\mathbf 1$
÷.
43
Income tax expense $\mathbf{0}$ 18 $\overline{1}$
$\blacksquare$
1 47
RESULT AFTER TAX 26
ä,
- 43 $-33$ 0 4
attributable to minority interests $\mathbf{0}$ $\mathbf 0$ 0 $\mathbf 0$ 0
attributable to equity holders of the parent 26 43
$\blacksquare$
$-33$ 0 4
Banking 21 49
$\omega$
$-17$ 5 0
Holding 5 3 $-26$ $\mathbf 1$
÷,
3
Insurance 0 $\overline{4}$ 10 4
$\blacksquare$
1
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 0 0 1 0 0
of which Mortgage loans (end of period) 0 0 0 0 0
Customer deposits and debt certificates excl. repos (end of period) 9 9 0 8 9426 8999 9806 9089
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 2 2 0 9 2 3 3 9 4 5 5 4 2 2 6 6 2 607
Risk-weighted assets, insurance (end of period, Basel III fully loaded) 9 1 3 3 9 1 3 3 9 1 3 3 9 1 3 3 9 1 3 3
Required capital, insurance (end of period) $-15$ $-22$ - 15 $\overline{c}$ 5
Allocated capital (end of period) 218 224 473 245 284

Details of ratios and terms on KBC Group level

Basic and diluted earnings per share

Gives an idea of the amount of profit over a certain period that is attributable to one share (and, where applicable, including dilutive instruments).

Calculation (in millions of EUR) Reference 1H 2020 2019 1H 2019
Result after tax.
attributable to equity holders of the parent (A)
Consolidated income statement' 205 2489 1 1 7 5
Coupon on the additional tier-1 instruments
included in equity (B)
Consolidated statement of changes in equity' $-25$ - 56 $-32$
Average number of ordinary shares less treasury shares
(in millions) in the period $(C)$
or
Note 5.10 416 416 416
Average number of ordinary shares plus dilutive options
less treasury shares in the period (D)
416 416 416
Basic = $(A-B) / (C)$ (in EUR) 0.43 5.85 2.75
Diluted = $(A-B) / (D)$ (in EUR) 0.43 5.85 2.74

Combined ratio (non-life insurance)

Gives an insight into the technical profitability (i.e. after eliminating investment returns, among other items) of the non-life insurance business, more particularly the extent to which insurance premiums adequately cover claim payments and expenses. The combined ratio takes ceded reinsurance into account.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Technical insurance charges,
including the internal cost of settling claims (A)
Note 3.7.1 467 1 0 0 6 519
Earned insurance premiums (B) Note 3.7.1 862 1693 828
$+$
Operating expenses (C) Note 3.7.1 274 526 269
Written insurance premiums (D) Note 3.7.1 962 1728 931
$= (A/B)+(C/D)$ 82.6% 89.9% 91.6%

Common equity ratio

A risk-weighted measure of the group's solvency based on common equity tier-1 capital (the ratios given here are based on the Danish compromise). The CRD IV rules are gradually being implemented to allow banks to build up the necessary capital buffers. The capital position of a bank, when account is taken of the transition period, is referred to as the 'phased-in' view. The capital position based on full application of all the rules – as would be the case after this transition period – is referred to as 'fully loaded'.

A detailed calculation can be found under 'Solvency at group level' section.

Cost/income ratio

Gives an impression of the relative cost efficiency (costs relative to income) of the banking activities.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Cost/income ratio
Operating expenses of the banking activities (A) Consolidated income statement":
component of 'Operating expenses'
2 0 0 2 3800 2.036
Total income of the banking activities (B) Consolidated income statement': component of
'Total income'
3 0 3 5 6 5 6 3 3 2 5 5
$= (A) / (B)$ 66.0% 57.9% 62.6%

Where relevant, we also estimate exceptional and/or non-operating items when calculating the cost/income ratio. This calculation aims to give a better idea of the relative cost efficiency of the pure business activities. The adjustments include: MTM ALM derivatives (fully excluded), bank taxes (including contributions to European Single Resolution Fund) are included pro rata and hence spread over all quarters of the year instead of being recognised for the most part upfront (as required by IFRIC 21) and one-off items. The Cost/Income ratio adjusted for specific items is 59% in 1H 2020 (versus 58% in FY 2019 and 59% in 1H 2019).

Cover ratio

Indicates the proportion of impaired loans (see 'Impaired loans ratio' for definition) that are covered by impairment charges. Where appropriate, the numerator and denominator in the formula may be limited to impaired loans that are more than 90 days past due.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Specific impairment on loans (A) Credit risk: Ioan portfolio overview' table in the
'Credit risk' section
2696 2 5 8 4 2 7 1 4
Outstanding impaired loans (B) Credit risk: Ioan portfolio overview' table in the
'Credit risk' section
6.024 6 160 6437
$= (A) / (B)$ 44.8% 42.0% 42.2%

Credit cost ratio

Gives an idea of loan impairment charges recognised in the income statement for a specific period, relative to the total loan portfolio (see 'Loan portfolio' for definition). In the longer term, this ratio can provide an indication of the credit quality of the portfolio.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Net changes in impairment
for credit risks (A)
Consolidated income statement': component of
'Impairment'
961 204 102
Average outstanding loan portfolio (B) Credit risk: Ioan portfolio overview' table in the
'Credit risk' section
177 398 170 128 168 800
$=$ (A) (annualised) / (B) 0.64% 0.12% 0.12%

The credit cost ratio as of 1H2020 includes a collective Covid-19 expected credit loss (ECL) of 789 million euros, of which: (i) a management overlay of 43 million euros booked in 1Q2020; (ii) a management overlay of 596 million euros booked in 2Q20 and (iii) an impact of 150 million euros captured by our ECL models in 2Q20.

In the calculation of the credit cost ratio, the impact of the Covid-19 ECL is excluded from annualisation. Without the Covid-19 ECL impact, the credit cost ratio amounts to 0.20%.

Impaired loans ratio

Indicates the proportion of impaired loans in the loan portfolio (see 'Loan portfolio' for definition) and, therefore, gives an idea of the creditworthiness of the portfolio. Impaired loans are loans where it is unlikely that the full contractual principal and interest will be repaid/paid. These loans have a KBC default status of PD 10, PD 11 or PD 12 and correspond to the definition of 'nonperforming' used by the European Banking Authority.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Amount outstanding of impaired loans (A) Credit risk: Ioan portfolio overview' table in the
'Credit risk' section
6.024 6 160 6437
Total outstanding loan portfolio (B) Credit risk: Ioan portfolio overview in the 'Credit
risk' section
179 366 175431 172 776
$= (A) / (B)$ 3.4% 3.5% 3.7%

Leverage ratio

Gives an idea of the group's solvency, based on a simple non-risk-weighted ratio. A detailed calculation can be found under 'Solvency at group level' section.

Liquidity coverage ratio (LCR)

Gives an idea of the bank's liquidity position in the short term, more specifically the extent to which the group is able to overcome liquidity difficulties over a one-month period. It is the average of 12 end-of-month LCR figures.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Stock of high-quality liquid assets (A) Based on the European Commission's Delegated
Act on LCR and the European Banking
Authority's guidelines for LCR disclosure
74 512 74 884 78 050
Total net cash outflows 54 705 54 4 15 55 800
over the next 30 calendar days (B)
$= (A) / (B)$ 136% 138% 140%

Loan Portfolio

Gives an idea of the magnitude of (what are mainly traditional) lending activities.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Loans and advances to customers (A) Note 4.1, component of 'Loans and advances to
customers'
157 563 155 816 154 169
$\ddot{}$
Reverse repos (not with Central Banks) (B) Note 4.1, component of 'Reverse repos with
credit institutions and investment firms'
3 4 3 9 1559 1675
$\ddot{}$
Debt instruments issued by corporates and by credit
institutions
and investment firms (banking) (C)
Note 4.1, component of 'Debt instruments issued
by corporates and by credit institutions and
investment firms'
6 2 3 5 5894 5 5 6 3
$\ddot{}$
Other exposures to credit institutions (D) 4 8 0 8 4629 4670
$\ddot{}$
Financial guarantees granted to clients and other
commitments (E)
Note 6.1, component of
'Financial guarantees given'
8 1 7 0 8 1 6 0 8 0 6 6
$+$
Impairment on loans (F) Note 4.2, component
of 'Impairment'
3680 2866 3 0 4 7
$\ddot{}$
Insurance entities (G) Note 4.1, component of 'Loans and advances to
customers'
$-2290$ $-2288$ $-2314$
$\ddot{}$
Non-loan-related receivables (H) $-939$ $-738$ $-743$
$\ddot{}$
Other (I) Component of Note 4.1 $-1299$ $-468$ $-1356$
Gross Carrying amount = $(A)+(B)+(C)+(D)+(E)+(F)+(G)+(H)+(I)$ 179 366 175 431 172 776

Net interest margin

Gives an idea of the net interest income of the banking activities (one of the most important sources of revenue for the group) relative to the average total interest-bearing assets of the banking activities.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Net interest income of the banking activities (A) Consolidated income statement': component of
'Net interest income'
1917 3853 1889
Average interest-bearing assets of the banking activities (B) Consolidated balance sheet': component of 'Total
assets'
201 557 194 731 191 578
$=$ (A) (annualised x360/number of calendar days) / (B) 1.89% l.95% 1.96%

From 1Q 2018 the definition of NIM has been updated, it concerns banking group NII excluding dealing room and the net positive impact of ALM FX swaps & repos.

Net stable funding ratio (NSFR)

Gives an idea of the bank's structural liquidity position in the long term, more specifically the extent to which the group is able to overcome liquidity difficulties over a one-year period.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Available amount of stable funding (A) Basel III, the net stable funding ratio (Basel
Committee on Banking Supervision publication.
October 2014)
203 437 174 977 174 250
Required amount of stable funding (B) 143 056 128 845 130 850
$= (A) / (B)$ 142.2% 135.8% 133.2%

Parent shareholders' equity per share

Gives the carrying value of a KBC share, i.e. the value in euros represented by each share in the parent shareholders' equity of KBC.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Parent shareholders' equity (A) 'Consolidated balance sheet' 18 710 18 865 17 799
Number of ordinary shares less treasury shares Note 5.10 416 416 416
(at period-end) (B)
$= (A) / (B)$ (in EUR) 44.94 45.31 42.77

Return on allocated capital (ROAC) for a particular business unit

Gives an idea of the relative profitability of a business unit, more specifically the ratio of the net result to the capital allocated to the business unit.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
BELGIUM BUSINESS UNIT
Result after tax (including minority interests)
of the business unit (A)
Note 2.2: Results by segment 119 1 3 4 4 564
The average amount of capital allocated to the business unit
is based on the risk-weighted assets for the banking activities
(under Basel III) and risk-weighted asset equivalents for the
insurance activities (under Solvency II) (B)
6853 6764 6703
$=$ (A) annualised / (B) 3.5% 19.9% 16.8%
CZECH REPUBLIC BUSINESS UNIT
Result after tax (including minority interests) of the business
unit (A)
Note 2.2: Results by segment 165 789 425
The average amount of capital allocated to the business unit
is based on the risk-weighted assets for the banking activities
(under Basel III) and risk-weighted asset equivalents for the
insurance activities (under Solvency II) (B)
1 7 1 4 1692 1671
$=$ (A) annualised / (B) 19.2% 46.7% 51.0%
INTERNATIONAL MARKETS BUSINESS UNIT
Result after tax (including minority interests) of the business
unit (A)
Note 2.2: Results by segment 11
$\sim$
379 175
The average amount of capital allocated to the business unit
is based on the risk-weighted assets for the banking activities
(under Basel III) and risk-weighted asset equivalents for the
insurance activities (under Solvency II) (B)
2 3 2 8 2 3 5 4 2 3 4 4
$=$ (A) annualised / (B) $-0.9%$ 16.1% 14.9%

Return on equity

Gives an idea of the relative profitability of the group, more specifically the ratio of the net result to equity.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Result after tax, attributable to equity holders of the parent
(A)
Consolidated income statement' 205 2489 1 1 7 5
Coupon on the additional tier-1 instruments included in equity
(B)
Consolidated statement of changes in equity' $-25$ - 56 $-32$
Average parent shareholders' equity, excluding the
revaluation reserve for FVOCI instruments and for FVPL
equity instruments – overlay approach (C)
Consolidated statement of changes in equity' 17454 16 978 16 459
$= (A-B)$ (annualised) / (C) 2.1% 14.3% 13.9%

The return on equity amounts to 4% in 1H 2020 when including evenly spreading of the bank taxes throughout the year.

Sales Life (insurance)

Gives the indication of the sales activities of life insurance products including unit-linked.

Calculation (in millions of EUR or %) Reference 1H 2020 2019 1H 2019
Life Insurance - earned premiums (before reinsurance) (A) Consolidated income statement' 574 1 3 2 3 668
$\ddot{}$
Life insurance: difference between written and earned
premiums (before reinsurance) (B)
$\ddot{}$
Investment contracts without discretionary participation
feature (large part of unit-linked) – margin deposit accounting
(C)
413 525 307
Total sales Life $(A)$ + $(B)$ + $(C)$ 988 1849 975

Solvency ratio (insurance)

Measures the solvency of the insurance business, as calculated under Solvency II.

A detailed calculation can be found under 'Solvency of KBC Bank and KBC Insurance' section.

Total assets under management

Total assets under management (AuM) comprise third-party assets and KBC group assets managed by the group's various asset management companies (KBC Asset Management, ČSOB Asset Management, etc.), as well as assets under advisory management at KBC Bank. The assets, therefore, consist mainly of KBC investment funds and unit-linked insurance products, assets under discretionary and advisory management mandates of (mainly retail, private banking and institutional) clients, and certain group assets. The size and development of total AuM are major factors behind net fee and commission income (generating entry and management fees) and hence account for a large part of any change in this income line. In that respect, the AuM of a fund that is not sold directly to clients but is instead invested in by another fund or via a discretionary/advisory management portfolio, are also included in the total AuM figure, in view of the related work and any fee income linked to them.

Calculation (in billions of EUR or quantity) Reference 1H 2020 2019 1H 2019
Belgium Business Unit (A) Company presentation on www.kbc.com 185 200 195
$\ddot{}$
Czech Republic Business Unit (B) 11 11
$\pm$
International Markets Business Unit (C) 5 5
$A)+(B)+(C)$ 202 216 210

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