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KBC Groupe NV

Quarterly Report Aug 5, 2021

3968_ir_2021-08-05_4da100ad-fba5-462e-8d26-1b173988600e.pdf

Quarterly Report

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KBC GROUP QUARTERLY REPORT 2Q2021

Report for 2Q2021

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 27 Other notes 28 Additional information

Credit risk 41 Solvency 47 Income statement, volumes and ratios per business unit 53 Details of ratios and terms 61

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: 5 August 2021

KBC GROUP Report for 2Q2021

Management certification

'I Luc Popelier, 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 the current year.'

Second-quarter result of 793 million euros

KBC Group – overview (consolidated, IFRS) 2Q2021 1Q2021 2Q2020 1H2021 1H2020
Net result (in millions of EUR) 793 557 210 1 350 205
Basic earnings per share (in EUR) 1.87 1.31 0.47 3.18 0.43
Breakdown of the net result by business unit (in millions of EUR)
Belgium 528 380 204 908 119
Czech Republic 168 123 77 291 165
International Markets 140 88 -45 228 -11
Group Centre -42 -35 -26 -76 -68
Parent shareholders' equity per share (in EUR, end of period) 51.8 49.8 44.6 51.8 44.6

In many countries, the large-scale rollout of vaccines that started in the first quarter of 2021 is now running at full speed. While caution is still paramount, the general feeling is one of anticipation for a long-awaited, full resumption of social activities, and optimism for a worldwide economic recovery. From the start of this crisis almost a year and a half ago, we have taken responsibility in safeguarding the health of our staff and customers, while ensuring that services continue to be provided. We have also worked closely with government agencies to support all customers impacted by the coronavirus, implementing various measures such as loan deferrals. Besides the turmoil caused by the coronavirus crisis, various areas in Europe have been hit by recent extreme weather conditions. Parts of the Czech Republic were hit by a tornado in June, while a number of Belgian provinces recently suffered the devastating consequences of heavy flooding. Our thoughts are very much with the thousands of people who have been affected by these disasters.

More than ever, we believe that the world emerging from these crises has to be a more sustainable one and we are working tirelessly towards that scenario and are fully committed to putting climate change at the top of our agenda. In that respect, following the gradual reduction in our direct exposure to the thermal coal sector since 2016, we completely eliminated our remaining direct exposure to coal in June 2021, a good six months ahead of our own schedule. At the same time, we are continuing our efforts to support investments in green energy infrastructure. In the past quarter, for example, we signed an important new project financing transaction for the first Belgian subsidy-free wind farm in Ghent. This fits into our overall target of expanding our share of renewables to 65% of our energy loan portfolio by 2030.

As regards our financial performance in the past quarter, we delivered an excellent net result of 793 million euros. Total income fell somewhat quarter-on-quarter, due primarily to a lower trading and fair value result. Net interest income and net fee and commission income, however, increased quarter-on-quarter, as did our earned non-life insurance premiums and life insurance sales. Costs decreased significantly, as the bulk of bank taxes for the full year had been recorded in the previous quarter. Lastly, we were able to reverse a significant amount of previously booked loan loss impairment charges. Our solvency position remained very strong, with a common equity ratio of 17.5% on a fully loaded basis. It is the intention of our Board to distribute, in November 2021, an additional gross dividend of 2 euros per share for financial year 2020 and – in line with our general dividend policy – pay an interim dividend of 1 euro as an advance on the total dividend for financial year 2021.

In closing, I would like to take this opportunity to thank all stakeholders who have continued to put their trust in us. I especially wish to express my appreciation to all our staff who have also ensured that our group has been able to operate solidly and efficiently in these challenging times and was able to continue providing high-quality services to our customers. We will reflect that appreciation by providing an exceptional Covid-related bonus to all staff as recognition of their unrelenting efforts in ensuring that our group remains the reference in bank-insurance in all our home markets.

Financial highlights in the second quarter of 2021

  • Commercial bank-insurance franchises in our core markets performed very well in the quarter under review.
  • Net interest income increased by 2% and 1% compared to the previous and year-earlier quarters, respectively. The net interest margin for the quarter under review amounted to 1.79%, up 1 basis point on the previous quarter and down 3 basis points on the year-earlier quarter. Volumes continued to increase, with deposits including debt certificates growing by 4% quarter-on-quarter and 14% year-on-year, and loans up 2% quarteron-quarter and 3% year-on-year. These figures were calculated on an organic basis (excluding the acquisition of OTP Banka Slovensko and any forex effects).
  • The volume of loans that were granted payment holidays under the various relief schemes amounted to 12.7 billion euros (including EBA-compliant moratoria and the no longer EBA-compliant scheme in Hungary). As a large part of the EBA-compliant moratoria have meanwhile expired, loans still falling under them decreased by 95% by the end of June 2021. For 97% of loans under meanwhile expired EBA-compliant moratoria, payments have resumed.
  • Technical income from our non-life insurance activities (premiums less charges, plus the ceded reinsurance result) was down 6% and 14% on the level recorded in the previous and year-earlier quarters, respectively, due essentially to higher technical charges. The combined ratio for the first six months of 2021 amounted to an excellent 82%. Sales of our life insurance products were up 5% on the level recorded in the previous quarter and down 12% on the high level recorded in the year-earlier quarter.
  • Net fee and commission income was up 2% on its level in the previous quarter and by as much as 16% on the year-earlier quarter. In both cases, this was accounted for by an increase in fees for our asset management activities and banking services.
  • The trading & fair value result was down 77% and 89% on its level in the previous and year-earlier quarters, respectively.
  • All other income items combined were 11% and 24% lower than the figure recorded in the previous and year-earlier quarters, respectively. Note that the second quarter traditionally includes the bulk of the dividend income received for the year.
  • Costs excluding bank taxes (the bulk of which are recorded in the first quarter of the year and hence distort the quarter-on-quarter comparison), were up 5% quarter-on-quarter and 7% year-on-year. The comparison is also distorted by a number of items, including the booking of an exceptional Covid-related bonus for staff in the quarter under review, forex effects and, for the year-on-year comparison, by the effect of the consolidation of OTP Banka Slovensko. The resulting cost/income ratio for the first half of 2021 amounted to 54%. In that calculation, certain non-operating items have been excluded and bank taxes spread evenly throughout the year. Excluding all bank taxes, the cost/income ratio amounted to 49% in the first half of 2021.
  • The quarter under review included a 130-million-euro net release of loan loss impairment, compared to a net release of 76 million euros in the previous quarter, and a net charge of 845 million euros in the year-earlier quarter (with the bulk of that figure relating to collective impairment charges for the coronavirus crisis). As a consequence, the credit cost ratio in the first half of 2021 amounted to -0.22%, compared to 0.60% for full-year 2020 (a negative sign implies a positive impact on the results).
  • Our liquidity position remained strong, with an LCR of 166% and NSFR of 152%. Our capital base remained equally as robust, with a fully loaded common equity ratio of 17.5% (under ECB rules, this does not include the interim profit for the first two quarters).

Overview of results and balance sheet

Consolidated income statement, IFRS
KBC Group (in millions of EUR)
2Q2021 1Q2021 4Q2020 3Q2020 2Q2020 1H2021 1H2020
Net interest income 1 094 1 068 1 067 1 122 1 083 2 162 2 278
Non-life insurance (before reinsurance) 213 238 192 233 255 451 440
Earned premiums 463 453 450 448 435 916 879
Technical charges -250 -215 -258 -215 -180 -464 -439
Life insurance (before reinsurance) 10 12 4 1 6 22 6
Earned premiums 272 292 382 267 276 564 574
Technical charges -262 -280 -378 -266 -271 -542 -568
Ceded reinsurance result 1 -13 10 -9 -13 -12 -21
Dividend income
Net result from financial instruments at fair value
through P&L1
18
29
7
127
11
80
12
85
17
253
25
156
30
-132
Net realised result from debt instruments at fair
value through other comprehensive income
-1 2 -1 1 2 1 3
Net fee and commission income 450 441 403 390 388 890 816
Net other income 38 53 37 37 53 91 102
Total income 1 853 1 933 1 802 1 872 2 043 3 786 3 522
Operating expenses -972 -1 320 -988 -926 -904 -2 293 -2 242
Impairment 123 77 -122 -63 -857 200 -997
Of which: on financial assets at amortised cost and at
fair value through other comprehensive income2
130 76 -57 -52 -845 206 -966
Share in results of associated companies & joint
ventures
1 -2 -2 -2 -3 -1 -7
Result before tax 1 005 688 690 881 279 1 693 276
Income tax expense -211 -131 -152 -184 -69 -342 -71
Result after tax 793 557 538 697 210 1 350 205
attributable to minority interests 0 0 0 0 0 0 0
attributable to equity holders of the parent 793 557 538 697 210 1 350 205
Basic earnings per share (EUR)
Diluted earnings per share (EUR)
1.87
1.87
1.31
1.31
1.26
1.26
1.64
1.64
0.47
0.47
3.18
3.18
0.43
0.43
Key consolidated balance sheet figures
KBC Group (in millions of EUR)
30-06-2021 31-03-2021 31-12-2020 30-09-2020 30-06-2020
Total assets 368 596 351 818 320 743 321 053 317 246
Loans & advances to customers, excl. reverse repos 164 344 160 960 159 621 157 773 157 563
Securities (equity and debt instruments) 71 098 71 981 71 784 71 310 72 131
Deposits from customers & debt cert., excl. repos 243 304 231 838 215 430 211 672 210 811
Technical provisions, before reinsurance 18 976 18 939 18 718 18 613 18 775
Liabilities under investment contracts, insurance 13 128 12 922 12 724 12 482 12 505
Parent shareholders' equity 21 600 20 768 20 030 19 244 18 570
Selected ratios
KBC group (consolidated)
1H2021 FY2020
Return on equity3 14% 8%
Cost/income ratio, group
[when excluding certain non-operating items and
61% [54%] 58% [57%]
spreading bank taxes evenly throughout the year]
Combined ratio, non-life insurance
82% 85%
Common equity ratio, Basel III 17.5% [18.0%] 17.6% [18.1%]
Danish Compromise, fully loaded [transitional]
Common equity ratio, FICOD
fully loaded [transitional]
16.6% [17.1%] 16.4% [16.9%]
Credit cost ratio4 -0.22% 0.60%
Impaired loans ratio 3.2% 3.3%
for loans more than 90 days past due 1.7% 1.8%
Net stable funding ratio (NSFR) 152% 146%
Liquidity coverage ratio (LCR) 166% 147%

2 Also referred to as 'Loan loss impairment'.

3 15% when bank taxes are spread evenly throughout the year.

4 A negative figure indicates a net impairment release (positively affecting results).

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 (2Q2021)

Total income • Total income down 4% quarter-on-quarter. • Net interest income, net fee and commission income and dividend income all up, whereas trading & fair value income and, to a lesser extent, technical insurance 1 853 million euros

Net interest income amounted to 1 094 million euros in the quarter under review, up 2% and 1%, respectively, on its level in the previous and year-earlier quarters.

income and net other income down quarter-on-quarter.

Quarter-on-quarter, net interest income benefited from the continued growth of lending volumes (see below), more extensive charging of negative interest rates on certain current accounts held by corporate entities and SMEs, lower funding costs, a higher number of days in the period under review, higher interest income from the insurer's bond portfolio (inflation-linked bonds) and a positive forex-related impact. These effects were partly offset by a number of factors, including the negative impact of lower reinvestment yields, margin pressure on the mortgage loan portfolio (particularly in the Czech Republic and Hungary) and a slightly lower netted positive impact of ALM forex swaps. Year-on-year, the increase in net interest income was due to a number of items, such as the increase in the loan portfolio, lower funding cost (including the positive impact of TLTRO III), the higher netted positive impact of ALM forex swaps, the consolidation of OTP Banka Slovensko (included in the group result as of 2021), more extensive charging of negative interest rates on certain current accounts held by corporate entities and SMEs, and a positive forex effect, partly offset by the negative impact of past CNB rate cuts in the Czech Republic and lower reinvestment yields in general. The net interest margin for the quarter under review amounted to 1.79%, up 1 basis point on the previous quarter and down 3 basis points on the year-earlier quarter. For an indication of the expected net interest income for full-year 2021, see 'Guidance' on page 11 of this publication.

Customer deposits including debt certificates (243 billion euros) were up 4% quarter-on-quarter and 14% year-on-year on an organic basis (eliminating the forex-related impact and the effects of changes in the scope of consolidation). The total volume of customer lending (164 billion euros) rose 2% quarter-on-quarter and 3% year-on-year on an organic basis. The volume of loans that were granted payment holidays under the various relief schemes amounted to 12.7 billion euros (including EBA-compliant moratoria and the no longer EBA-compliant scheme in Hungary). As a large part of the EBA-compliant moratoria have meanwhile expired, loans still falling under them decreased by 95% by the end of June 2021. For 97% of loans under meanwhile expired EBA-compliant moratoria, payments have fully resumed. In addition, we granted some 0.9 billion euros in loans that fall under the various coronavirus-related government guarantee schemes in our home markets.

Technical income from our non-life insurance activities (earned premiums less technical charges, plus the ceded reinsurance result) contributed 213 million euros to total income, down 6% and 14% on its performance in the previous and year-earlier quarters, respectively. In both cases, the increase in earned premiums (+2% quarter-on-quarter and +6% year-on-year) and better reinsurance result were more than offset by a rise in technical charges, as – inter alia – the quarter under review was adversely impacted by claims related to the extreme weather (windstorms/tornado) in the Czech Republic and the fact that claims had been quite low in the second quarter of 2020 as a result of the strict lockdown measures at that time. Overall, the combined ratio for the first six months of 2021 came to an excellent 82%, compared to 85% for full-year 2020. Note that the impact of the recent floods in Belgium will only become apparent in the results as of the third quarter. We have provided an estimate of that impact under 'Guidance' on page 11 of this publication.

Technical income from our life insurance activities (earned premiums less technical charges, plus the ceded reinsurance result) amounted to 10 million euros, compared to 11 million euros in the previous quarter and 1 million euros in the year-earlier quarter. Sales of life insurance products in the quarter under review (494 million euros) were up 5% on the level recorded in the previous quarter, with the decline in guaranteed-interest products being more than offset by increased sales of unit-linked insurance products. Sales were down 12% on the relatively high level recorded in the year-earlier quarter, due primarily to lower sales of unit-linked products. Overall, the share of unit-linked products in our total life insurance sales amounted to 55% in the quarter under review, with guaranteed-interest products accounting for the remaining 45%.

In the quarter under review, net fee and commission income amounted to 450 million euros, up 2% on its level in the previous quarter. This is due to a combination of higher fees for our asset management business (especially management fees) and for our banking services (increased fees for payment services more than offsetting lower securities-related fees). Net fee and commission income was up by as much as 16% on its level in the year-earlier quarter, thanks to significantly higher fees for both our asset management services (+20%) and our banking services (+9%, due mainly to higher fees for payment services), only slightly offset by higher distribution fees paid. At the end of June 2021, our total assets under management amounted to 228 billion euros, up 3% quarter-on-quarter and 13% year-on-year. In both cases, the increase was due primarily to a further recovery in asset prices, coupled with small net inflows.

The net result from financial instruments at fair value (trading & fair value income) amounted to 29 million euros, down 77% and 89% on the level recorded in the previous and year-earlier quarters, respectively. In both cases, the decrease was due to a combination of a lower dealing room result, a drop in the market value of derivatives used for asset/liability management purposes, a lower realised result on shares in the insurer's portfolio, and lower positive market value adjustments.

The other remaining income items included dividend income of 18 million euros (in line with the year-earlier figure and up on the figure recorded in the previous quarter, as the second quarter of the year traditionally includes the bulk of received dividends) and 38 million euros in net other income (somewhat below the normal run rate for this item, due in part to some negative one-off items).

Operating expenses
million euros
Operating expenses, excluding bank taxes, were up 5% and 7% quarter-on-quarter
and year-on-year, respectively, partly due to the booking of an exceptional Covid
related bonus for staff, forex effects and the consolidation of OTP Banka Slovensko
972 (year-on-year).
Group cost/income ratio for first six months of 2021 amounted to 54% (when certain
non-operating items are excluded and bank taxes spread evenly over the year) or
49% (when bank taxes are fully excluded).

Operating expenses in the second quarter of 2021 amounted to 972 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 (bank taxes amounted to 424 million euros in the first quarter of 2021, compared to just 30 million euros in the second quarter of 2021).

Excluding these taxes, expenses were up 5% on their level of the previous quarter due to a number of factors, including the booking of an exceptional Covid-related bonus for staff, wage inflation, increased ICT costs and higher expenses for facilities, marketing campaigns and professional fees (partly seasonal), as well as a negative forex effect. Year-on-year, expenses excluding bank taxes were up 7% chiefly on account of the Covid-related bonus for staff, the consolidation of OTP Banka Slovensko, the lower accruals for variable remuneration in the reference period, wage inflation, higher ICT expenses, higher marketing expenses and a negative forex effect.

The cost/income ratio for the group came to 61% for the first six months of 2021. Evenly spreading the bank taxes over the full year and excluding certain non-operating items, the ratio amounted to 54%, compared to 57% for full-year 2020. When excluding all bank taxes, the cost-income ratio for the first six months of the year fell to 49%.

For an indication of the expected increase in costs for full-year 2021, see 'Guidance' on page 11 of this publication.

Loan loss impairment • Significant net release of loan loss impairment in the quarter under review.

-million-euro net release

130 • Credit cost ratio for the first six months of 2021 at -0.22%.

In the second quarter of 2021, we recorded a 130-million-euro net release of loan loss impairment, compared with a net release of 76 million euros in the previous quarter and a net charge of 845 million euros in the second quarter of 2020 (almost 90% of that 845 million euros related to collective impairment charges for the coronavirus crisis). The net release in the quarter under review includes the release of 129 million euros in collective coronavirus-related impairment. As a consequence, collective impairment charges for the coronavirus crisis recorded on the books at end of June 2021 amounted to 628 million euros (down from 757 million euros three months earlier). Of that amount, 592 million euros was based on a 'management overlay' and 36 million euros captured by the ECL models through updated macroeconomic variables. A detailed calculation and background information regarding collective impairment charges for the coronavirus crisis is provided in Note 1.4 of the 'Consolidated financial statements' section of the quarterly report.

Broken down by country, net reversals of loan loss impairment came to 56 million euros in Belgium, 53 million euros in the Czech Republic, 6 million euros in Slovakia, 19 million euros in Hungary, 1 million euros in Bulgaria and 0 million euros in Ireland, with only the Group Centre recording a small increase in loan loss impairment (6 million euros).

For the entire group, the credit cost ratio amounted to -0.22% for the first six months of 2021 (-0.06% excluding the amount recorded for the coronavirus crisis), up from 0.60% for full-year 2020 (0.16% excluding the amount for the coronavirus crisis). A negative figure implies a positive impact on the result. At the end of June 2021, some 3.2% of our total loan book was classified as impaired (Stage 3), compared to 3.3% at year-end 2020. Impaired loans that are more than 90 days past due amounted to 1.7% of the loan book, compared to 1.8% at year-end 2020.

For an indication of the expected impact of loan loss impairment for full-year 2021, see 'Guidance' on page 11 of this publication.

Impairment on assets other than loans amounted to a net charge of 6 million euros, compared to a net reversal of 1 million euros in the previous quarter and a net charge of 12 million euros in the second quarter of 2020. This 2020 figure related principally to the accounting treatment (modification loss) of payment moratoria in our home countries.

Net result Belgium Czech Republic International Markets Group Centre
by business unit
528
million euros
168
million euros
140
million euros
-42
million euros

Belgium: the net result (528 million euros) was up 39% quarter-on-quarter. Excluding bank taxes (the bulk of which are recorded in the first quarter and distort the quarter-on-quarter comparison), the result fell by 13% due to the combined effect of slightly lower total income (the increase in net interest income and dividend income was more than offset by a significant decline in trading & fair value income and smaller decreases in net fee & commission income and other net income), higher costs (partly related to the exceptional Covid-related bonus for staff) and slightly lower level of loan loss impairment reversals compared to the previous quarter.

Czech Republic: the net result (168 million euros) was up 34% on its level for the previous quarter, excluding forex effects. When bank taxes are also excluded, the net result was virtually the same as in the previous quarter. This was due to a combination of lower total income (the increase in net interest income and net fee and commission income was more than offset by a significant decrease in trading & fair value income and lower non-life insurance income owing to the impact of extreme weather) and increased costs (partly related to the exceptional Covid-related bonus for staff), offset by a higher level of loan loss impairment reversals compared to the previous quarter.

International Markets: the 140-million-euro net result breaks down as follows: 22 million euros in Slovakia, 75 million euros in Hungary, 30 million euros in Bulgaria and 13 million euros in Ireland. For the business unit as a whole, the net result was up 58% quarter-on-quarter, or 11% when bank taxes are excluded. The latter increase came about mainly on account of the slightly higher level of total income (thanks to increased net interest income and net fee and commission income) and a net reversal of loan loss impairment (unlike the previous quarter when there was no impairment impact), somewhat offset by increased costs (partly related to the exceptional Covid-related bonus for staff).

Group Centre: the net result (-42 million euros) was 7 million euros lower than the figure recorded in the previous quarter, due in part to higher loan loss impairment charges and a slightly lower level of total income (owing mainly to lower non-life technical insurance income) in the quarter under review, partly offset by lower costs.

Belgium Czech Republic International Markets
Selected ratios by business unit 1H2021 FY2020 1H2021 FY2020 1H2021 FY2020
Cost/income ratio, group (when excluding certain non-operating
items and spreading bank taxes evenly throughout the year)
50% 54% 55% 52% 63% 64%
Combined ratio, non-life insurance 81% 84% 85% 87% 80% 84%
Credit cost ratio* -0.20% 0.57% -0.41% 0.67% -0.18% 0.78%
Impaired loans ratio 2.5% 2.3% 2.1% 2.3% 6.3% 6.9%

* 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
23.1 billion euros 17.5% 166% 152%

At the end of June 2021, total equity amounted to 23.1 billion euros, comprising 21.6 billion euros in parent shareholders' equity and 1.5 billion euros in additional tier-1 instruments. Total equity was up 1.6 billion euros on its level at the end of 2020. This was accounted for by the combined effect of a number of items, including the profit for the first six months of 2021 (+1.4 billion euros), payment of the dividend to shareholders in May 2021 (-0.2 billion euros), an increase in the revaluation reserves (+0.4 billion euros) and a number of minor items. We have provided details of these changes under 'Consolidated statement of changes in equity' in the 'Consolidated financial statements' section of the quarterly report.

For information on future dividend payments, see 'Guidance' on page 11 of this publication.

At 30 June 2021, our fully loaded common equity ratio (Basel III, under the Danish compromise) amounted to 17.5%, compared to 17.6% at the end of 2020 (fully due to an increase in risk-weighted assets). Our fully loaded leverage ratio (Basel III) came to 5.5%. The solvency ratio for KBC Insurance under the Solvency II framework was 221% at the end of June 2021, compared to 222% at the end of 2020. We have provided more details and additional information on solvency under 'Solvency' in the 'Additional information' section of the quarterly report.

Our liquidity position remained excellent too, as reflected in an LCR ratio of 166% and an NSFR ratio of 152%, compared to 147% and 146%, respectively, at the end of 2020.

Analysis of the year-to-date period (1H2021)

Net profit Net profit significantly up by 1 145 million euros year-on-year to 1 350 million euros.
The 2020 reference period had included high collective loan loss impairment charges
related to the coronavirus crisis (789 million euros compared to a net release of 155
million euros in the current year-to-date period).
1 350
million euros
Additionally, net fee and commission income, the technical insurance result and
trading & fair value income were all up. Net interest income, dividend income and
net other income were down. Costs increased year-on-year.

Highlights (compared to the first half of 2020):

  • Lower net interest income (down 5% to 2 162 million euros), due in part to the negative impact of past rate cuts in the Czech Republic and the negative effects of lower reinvestment yields. These items were partly offset by the positive impact of TLTRO III and ECB tiering, a larger loan portfolio (see below), the OTP Banka Slovensko 'impact' (included in the group result as of 2021), more extensive charging of negative interest rates on certain current accounts held by corporate entities and SMEs and a higher netted positive impact of ALM FX swaps. On an organic basis (excluding changes in scope and forex effects), the volume of deposits and debt certificates increased by 14% and customer lending volumes by 3%. The net interest margin in the first half of 2021 came to 1.79%, down 10 basis points year-on-year.
  • Increase in the contribution to profit made by the technical insurance result (up 8% to 461 million euros). The non-life insurance technical result was up 5% on the figure for the year-earlier period, on account of higher premium income and a better ceded reinsurance result, which more than offset the increased level of technical charges. The year-to-date non-life combined ratio amounted to an excellent 82%, compared to 85% for full-year 2020. Life insurance sales (965 million euros) were down slightly (by 2%), with decreased sales in both unit-linked and guaranteed-interest products.
  • Higher net fee and commission income (up 9% to 890 million euros), attributable primarily to an increase in fees for asset management services (management fees) and, to a lesser extent, higher fees for certain banking services. At the end of June 2021, total assets under management amounted to 228 billion euros, up 13% on the level recorded a year earlier (12% price increase, 1% net inflows).
  • Much higher trading & fair value income (up from -132 million euros to 156 million euros). The figure for the reference period included the extremely negative performance in the first quarter (-385 million euros), as the outbreak of the coronavirus crisis in that quarter initially caused stock markets to tumble, credit spreads to widen and long-term interest rates to fall.
  • Lower level of all other income items combined (down 13% to 117 million euros) due to lower dividend income and net other income.
  • Higher operating expenses (up 2% to 2 293 million euros). Excluding bank taxes, operating expenses were also up 2%, due to items such as the exceptional Covid-related bonus awarded to staff, the consolidation of OTP Banka Slovensko, the lower accruals for variable remuneration in the reference period and wage inflation, partly offset by lower costs related to ICT, facilities and professional fees and lower depreciation expenses. Note that, excluding the OTP Banka Slovensko impact, the exceptional Covid-related bonus, forex effects and bank taxes, costs remained stable compared to the reference period. The year-to-date cost/income ratio came to 61%, or an adjusted 54% when bank taxes are evenly spread throughout the year and certain non-operating items excluded (compared to 57% for full-year 2020). When bank taxes are fully excluded, the costincome ratio for the six-month period under review fell to 49%.
  • Significant decrease in loan loss impairment (net reversal of 206 million euros, as opposed to a net charge of 966 million euros in the reference period). Note that the reference period included 789 million euros in collective impairment charges for the coronavirus crisis, compared to a net release of 155 million euros in the current period. As a result, the credit cost ratio for the whole group improved to -0.22%, compared to 0.60% for full-year 2020 (a negative figure implies a positive impact on the result).
  • The 1 350-million-euro net result for the first half of 2021 breaks down as follows: 908 million euros for the Belgium Business Unit (up 789 million euros on the year-earlier level), 291 million euros for the Czech Republic Business Unit (up 125 million euros), 228 million euros for the International Markets Business Unit (up 239 million euros) and -76 million euros for the Group Centre (down 8 million euros). The result for the International Markets Business Unit for the first half of 2021 included 38 million euros for Slovakia, 118 million euros for Hungary, 52 million euros for Bulgaria and 21 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. These risks come on top of risks relating to macroeconomic and political developments, 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, as evidenced by the tornado that hit the Czech Republic in June and the recent floods in Western Europe, including in Belgium. 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

The progress of the vaccination campaigns was the main driver of global economic growth in the second quarter, leading to positive quarter-on-quarter growth in the euro area and in the KBC home markets that have already reported 2Q-growth (Belgium and the Czech Republic). We expect reported quarterly growth in the other home markets to be positive as well. Despite the emergence of new infectious variants of the virus, recent data suggest a decoupling of the rate of infections from the rates of hospitalization and Intensive Care Unit occupancy, thanks to the availability of vaccines. We therefore expect that, in the second half of 2021, the European economies will re-open further by gradually easing the remaining pandemic-related restrictions that still weigh on them. As a result, European economic growth is expected to accelerate in the second half of 2021. European economic activity is likely to return to its pre-pandemic level in early-2022.

Our view on interest rates and foreign exchange rates

Coordinated monetary and fiscal policy stimuli continue to support the US and euro area economies. While the start of the tapering of asset purchases in 2021-2022 by the Federal Reserve (Fed) is a possibility, we expect both the Fed and the ECB to keep their policy rates unchanged for 2021-2022. The ECB strategy review and first policy meeting suggests that these rates may remain unchanged at their current low levels (or lower) for longer than so far anticipated.

Ten-year government bond yields in the US fell markedly in the second quarter of 2021 and continued to decrease at the beginning of the third quarter. This decline was partly driven by falling inflation expectations and market concerns about the growth outlook beyond the immediate past-pandemic recovery. However, we expect US yields to moderately increase again from their current levels in the third quarter on the back of the ongoing economic recovery and unsustainable low real yields. This will also lead to moderate upward pressure on German yields. Underlying medium-term inflation in the euro area is expected to gradually increase, helped by the announced gradual inclusion of owner-occupied housing costs in the definition of the harmonised consumer price index. As a result of continued ample liquidity provision by the ECB and low policy rates, we expect intra-EMU sovereign spreads to remain broadly stable at their current compressed levels.

As regards exchange rates, we expect the Hungarian forint to strengthen somewhat in the third quarter from its current level. This is in line with the tightening cycle started by the Hungarian central bank, which was continued on its latest policy meeting of 27 July. From the fourth quarter on, however, we expect the forint to resume its fundamental gradual depreciation against the euro. The Czech koruna is also likely to appreciate moderately against the euro. In contrast to the Hungarian forint, this appreciation is likely to be longer lived. We expect the Czech National Bank to raise its policy rate by another 50 basis points by the end of 2021, followed by another increase of 75 basis points in 2022, mainly as a result of the outlook for Czech inflation. As far as the US dollar is concerned, we expect the US dollar to depreciate to a moderate extent against the euro, driven by the continued improving outlook for global growth and inflation, high US budget and current account deficits and the higher inflation differential between the US and the euro area.

Guidance Full-year 2021 guidance

Net interest income: we are increasing our full year 2021 guidance from 4.3 billion euros to
approximately 4.4 billion euros.

Operating expenses excluding bank taxes: our 2021 full year guidance remains unchanged
at +2% year-on-year like-for-like, despite the negative forex effect. Note however that, next to
the impact of the acquisition of OTP Banka Slovensko as of 2021, the one-off -18 million euros
Covid-related bonus comes on top.

Credit cost ratio (CCR): the full year 2021 CCR is expected to be around 0 basis points
(excluding potential further coronavirus crisis ECL reversals in the second half of 2021)
instead of the low end of our average through-the-cycle CCR of 30-40bps. This does not take
into account any potential impact of the signing of the two pending loan sales transactions
(performing and non-performing loan portfolios) at KBC Bank Ireland.

Starting mid-July, Belgium (and particularly the eastern part) was severely hit by several
floods. This will have a negative impact on KBC in the third quarter 2021, in the non-life
technical result. The true extent of the human loss and material damage caused by these
extreme weather conditions will become clear in the coming weeks. Nevertheless, the first
estimated impact after reinsurance (before tax) is around -41 million euros (under current
legislation).
Dividend

It is the intention of our Board of Directors to distribute, in November 2021:
an additional gross dividend of 2 euros per share for 2020, and
in line with our general dividend policy, an interim dividend 1 euro as an advance on the

total dividend for financial year 2021.
Upcoming
events
3Q2021 results: 12 November 2021
More
information on
2Q2021
Quarterly report: www.kbc.com / Investor Relations / Reports
Company presentation: www.kbc.com / Investor Relations / Presentations
Detailed impact
of coronavirus
crisis
Quarterly report, Note 1.4 in 'Consolidated financial statements according to IFRS'
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 2021 and 1H 2021

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 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 2021 1H 2020 2Q 2021 1Q 2021 2Q 2020
Net interest income 3.1 2 1 6 2 2 2 7 8 1 0 9 4 1 0 6 8 1 0 8 3
Interest income 3.1 3009 3 3 3 2 1529 1480 1497
Interest expense 3.1 $-847$ $-1054$ $-434$ $-413$ $-415$
Non-life insurance (before reinsurance) 3.7 451 440 213 238 255
Earned premiums 3.7 916 879 463 453 435
Technical charges 3.7 464 439
÷.
250 215 180
Life insurance (before reinsurance) 3.7 22 6 10 12 6
Earned premiums 3.7 564 574 272 292 276
Technical charges 3.7 542
÷.
568
ä.
262 280 271
Ceded reinsurance result 3.7 $-12$ $-21$ 1 $-13$ $-13$
Dividend income 25 30 18 7 17
Net result from financial instruments at fair value through profit or loss 3.3 156 132
÷.
29 127 253
of which result on equity instruments (overlay approach) 59 $-51$ 24 35 31
Net realised result from debt instruments at fair value through OCI -1 3 $-1$ $\overline{2}$ $\overline{2}$
Net fee and commission income 3.5 890 816 450 441 388
Fee and commission income 3.5 1 2 8 9 1 1 8 8 650 639 559
Fee and commission expense 3.5 $-399$ $-371$ $-200$ $-198$ 172
Net other income 3.6 91 102 38 53 53
TOTAL INCOME 3786 3522 1853 1933 2 0 4 3
Operating expenses 3.8 $-2293$ $-2242$ $-972$ $-1320$ $-904$
Staff expenses 3.8 $-1184$ $-1139$ $-607$ $-577$ $-545$
General administrative expenses 3.8 944
Ξ
$-925$ $-283$ $-662$ $-270$
Depreciation and amortisation of fixed assets 3.8 $-164$ $-178$ $-83$ $-81$ $-89$
Impairment 3.10 200 997
÷.
123 77 857
on financial assets at AC and at FVOCI 3.10 206 966
L,
130 76 845
on goodwill 3.10 $\boldsymbol{0}$ 0 $\boldsymbol{0}$ 0 0
other 3.10 $\overline{5}$
ä,
$-32$ $6\phantom{1}6$
÷.
$\mathbf{1}$ $-12$
Share in results of associated companies and joint ventures $\overline{1}$
ä,
$-7$ $\mathbf{1}$ $\overline{2}$
$\sim$
$-3$
RESULT BEFORE TAX 1693 276 1 0 0 5 688 279
Income tax expense 342 - 71 $-211$ 131
a.
$-69$
Net post-tax result from discontinued operations $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ 0 $\bf{0}$
RESULT AFTER TAX 1 3 5 0 205 793 557 210
attributable to minority interests $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ 0 $\mathbf 0$
of which relating to discontinued operations $\mathcal{O}$ 0 $\boldsymbol{0}$ 0 0
attributable to equity holders of the parent 1 3 5 0 205 793 557 210
of which relating to discontinued operations $\mathcal{O}$ 0 $\mathcal{O}$ 0 0
Earnings per share (in EUR)
Ordinary 3.18 0.43 1.87 1.31 0.47
Diluted 3.18 0.43 1.87 1.31 0.47

The consolidated income statement as of 1Q 2021 contains figures of OTP Banka Slovensko (Slovakia), of which 99.44% ownership was acquired by KBC Bank NV in 4Q 2020. For more information see note 'Main changes in the scope of consolidation' (note 6.6) further in this report.

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 +109 million euros in 1H 2021. It can be summarized as the difference between :

  • IFRS 9 result (without applying the overlay): +169 million euros of which +171 million euros realized and unrealized fair value adjustments included in 'net result from financial instruments at fair value through profit or loss' and -2 million euros income taxes;
  • IAS 39 result: +59 million euros including net realized result amounting to +66 million euros and impairment loss of -7 million euros.

Consolidated statement of comprehensive income (condensed)

(in millions of EUR) 1H 2021 1H 2020 2Q 2021 1Q 2021 2Q 2020
RESULT AFTER TAX 1 3 5 0 205 793 557 210
Attributable to minority interests $\Omega$ $\Omega$ $\Omega$
Attributable to equity holders of the parent 1 350 205 793 557 210
OCI THAT MAY BE RECYCLED TO PROFIT OR LOSS 124 $-337$ 141 $-16$ 405
Net change in revaluation reserve (FVOCI debt instruments) $-304$ 10 $-79$ $-225$ 192
Net change in revaluation reserve (FVPL equity instruments) - overlay 109 $-87$ 59 50 138
Net change in hedging reserve (cashflow hedges) 162 $-19$ 24 138 5
Net change in translation differences 200 $-307$ 160 40 85
Hedge of net investments in foreign operations $-42$ 65 $-24$ $-18$ $-15$
Net change in respect of associated companies and joint ventures ŋ $\Omega$ $\bf{0}$
Other movements ٠ - 1 0
OCI THAT WILL NOT BE RECYCLED TO PROFIT OR LOSS 302 3 97 205 $-110$
Net change in revaluation reserve (FVOCI equity instruments) 50 -1
ш.
5 44 3
Net change in defined benefit plans 255 91 163 $-98$
Net change in own credit risk $\overline{2}$
÷
4 $-2$ $-13$
Net change in respect of associated companies and joint ventures $-2$ $\Omega$ $-2$
TOTAL COMPREHENSIVE INCOME 1777 $-128$ 1 0 3 1 746 505
Attributable to minority interests 0 $\Omega$ $\mathbf 0$
Attributable to equity holders of the parent 1777 $-128$ 1 0 3 1 746 505

The largest movements in other comprehensive income (1H 2021 vs. 1H 2020):

  • Net change in revaluation reserve (FVOCI debt instruments): the -304 million euros in 1H 2021 is mainly explained by higher interest rates. 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 in 2Q 2020 was characterised by lower interest rates and credit spreads.
  • Net change in revaluation reserve (FVPL equity instruments overlay approach): the +109 million euros in 1H 2021 can be explained by positive fair value movements, partly offset by transfers to net result (gains on disposal partly offset by impairments). 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).
  • Net change in hedging reserve (cash flow hedge): the +162 million euros in 1H 2021 can mainly be explained by the higher interest rates. In 1H 2020, the hedging reserve (cash flow hedge) decreased with 19 million caused by different (partially compensating) drivers.
  • The net change in translation differences (+200 million euros) in 1H 2021 was mainly caused by the appreciation of the CZK and the HUF versus the EUR, partially offset by the hedge of net investments in foreign operations (-42 million euros). The net change in translation differences (-307 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). The hedging policy of FX participations since mid-2019 aims to stabilize the group capital ratio (and not parent shareholders' equity).
  • Net change in revaluation reserve (FVOCI equity instruments): the +50 million euros in 1H 2021 is mainly explained by positive fair value movements related to an amendment to the articles of association of an unquoted equity participation, as a result of which KBC is entitled to a larger compensation in the event of an exit.
  • Net change in defined benefit plans: the +255 million euros in 1H 2021 is explained by the combined effect of the higher discount rate applied on the obligations and the positive return of the equity instruments in the plan assets. 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 30-06-2021 31-12-2020
ASSETS
Cash, cash balances with central banks and other demand deposits with credit institutions 68 0 34 24 583
Financial assets 4.0 291 320 286 386
Amortised cost 4.0 248 390 243 527
Fair value through OCI 4.0 16846 18451
Fair value through profit or loss 4.0 25932 24 248
of which held for trading 4.0 9728 8695
Hedging derivatives 4.0 152 160
Reinsurers' share in technical provisions, insurance 171 145
Profit/loss on positions in portfolios hedged for interest rate risk 525 1 360
Tax assets 1508 1624
Current tax assets 208 125
Deferred tax assets 1 300 1499
Non-current assets held for sale and disposal groups 19 19
Investments in associated companies and joint ventures 34 24
Property, equipment and investment property 3646 3691
Goodwill and other intangible assets 1656 1551
Other assets 1684 1 361
TOTAL ASSETS 368 596 320 743
LIABILITIES AND EQUITY
Financial liabilities 4.0 323 266 276 781
Amortised cost 4.0 301 525 254 053
Fair value through profit or loss 4.0 20681 21 409
of which held for trading 4.0 6 1 8 3 7 157
Hedging derivatives 4.0 1061 1319
Technical provisions, before reinsurance 18976 18718
Profit/loss on positions in portfolios hedged for interest rate risk $-38$ 99
Tax liabilities 408 498
Current tax liabilities 56 79
Deferred tax liabilies 352 419
Provisions for risks and charges 188 209
Other liabilities 2696 2908
TOTAL LIABILITIES 345 496 299 214
Total equity 5.10 23 100 21 530
Parent shareholders' equity 5.10 21 600 20 030
Additional tier-1 instruments included in equity 5.10 1500 1500
Minority interests $\overline{0}$ 0
TOTAL LIABILITIES AND EQUITY 368 596 320 743

The increase of the balance sheet total in 1H 2021 can for the largest part be explained by the issued certificates of deposit and repos with credit institutions and investment firms, leading to higher cash balances with central banks related to increased shortterm money market & repo opportunities.

Consolidated statement of changes in equity

Issued and Total Parent Additional tier-1
paid up Share Treasury Retained revaluation shareholders' instruments Minority Total
(in millions of EUR)
30-06-2021
share capital premium shares earnings reserves equity included in equity interests equity
Balance at the end of the previous period 1 4 5 9 5514 $-1$ 13 146 $-88$ 20 030 1500 0 21 530
Net result for the period $\Omega$ $\overline{0}$ $\mathbf{0}$ 1 3 5 0 $\mathbf{0}$ 1 3 5 0 $\Omega$ $\Omega$ 1 3 5 0
Other comprehensive income for the period $\mathbf{0}$ $\mathbf{0}$ $\mathbf 0$ $-1$ 427 427 $\Omega$ $\Omega$ 427
Subtotal $\mathbf 0$ $\mathbf{0}$ $\bf{0}$ 1 3 4 9 427 1777 $\mathbf{0}$ $\mathbf{0}$ 1777
Dividends $\Omega$ $\mathbf{0}$ $\mathbf{0}$ $-183$ $\mathbf{0}$ $-183$ $\Omega$ $\mathbf{0}$ $-183$
Coupon on AT1 $\Omega$ $\Omega$ $-25$ $\Omega$ $-25$ $\Omega$ $-25$
Transfer from revaluation reserves to retained earnings on realisation $\Omega$ 5 $-5$ $\Omega$ $\Omega$
Purchase/sale of treasury shares $\Omega$
Change in minorities interests $\Omega$ $\Omega$ $\Omega$ $\Omega$ $\Omega$
Total change $\Omega$ $\Omega$ 1 1 4 6 422 1570 $\Omega$ 1570
Balance at the end of the period 1459 5514 $\bf{0}$ 14 293 334 21 600 1500 $\mathbf{0}$ 23 100
2020
Balance at the end of the previous period 1458 5498 $-2$ 11732 37 18722 1500 o 20 222
Net result for the period 0 $\Omega$ 0 1440 $\mathbf 0$ 1440 $\Omega$ 0 1440
Other comprehensive income for the period $\mathbf{0}$ $\mathbf 0$ 0 $\mathbf{0}$ $-102$ $-102$ $\Omega$ $\mathbf{0}$ $-102$
Subtotal 0 $\mathbf{0}$ 0 1440 $-102$ 1 3 3 9 $\mathbf{0}$ 0 1 3 3 9
Dividends $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\Omega$
Coupon on AT1 $\Omega$ $-50$ $-50$ $\Omega$ $-50$
Capital increase 17 $\mathbf 0$ n 18 O 18
Transfer from revaluation reserves to retained earnings on realisation $\Omega$ 23 $-23$
Purchase/sale of treasury shares -0 n
Change in minorities interests $\Omega$ $\Omega$ 0
Total change 17 1414 $-125$ 1 3 0 8 $\Omega$ 1 3 0 8
Balance at the end of the period 1459 5514 - 1 13 146 $-88$ 20 030 1500 0 21 530
(in millions of EUR) Issued and
paid up
share capital
Share
premium
Treasury
shares
Retained
earnings
Total
revaluation
reserves
Parent
shareholders'
Additional tier-1
instruments
equity included in equity
Minority
interests
Total
equity
30-06-2020
Balance at the end of the previous period 1458 5498 $-2$ 11732 37 18722 1500 0 20 222
Net result for the period 205 $\mathbf 0$ 205 0 205
OCI for the period $\Omega$ $-335$ $-333$ $\Omega$ $-333$
Subtotal o 206 $-335$ $-128$ 0 $-128$
Dividends $\Omega$ $\Omega$ 0
Coupon on AT1 $-25$ $\mathbf 0$ $-25$ $\Omega$ $-25$
Transfer from revaluation reserves to retained earnings on realisation - 1 $\Omega$ $\Omega$ $\mathbf{0}$
Purchase/sale of treasury shares O $\Omega$
Change in minorities interests 0 0
Total change 183 $-336$ $-152$ $\Omega$ $-152$
Balance at the end of the period 1458 5498 - 1 11915 $-299$ 18570 1500 o 20 070

30-06-2021

Please note that, for 2020, and taking into account the ECB recommendation of 15 December 2020 to limit dividend payments re. 2019 and 2020 profits to the lower of 15% of cumulated 2019-2020 profits and 20 basis points of RWA:

  • Based on the approval of the general meeting of shareholders on 6 May 2021, on 19 May 2021 a closing dividend of 0.44 euros was paid out per share (183 million euros in total). This closing dividend was deducted from retained earnings in 2Q 2021.
  • The Board of Directors also intends to distribute an additional gross dividend of 2.00 euros per share in the fourth quarter of 2021 for financial year 2020 (that amount has not been deducted from the solvency ratios at year-end 2020 and 30 June 2021).

2020

The changes in equity in 2020 include a transfer from revaluation reserves (FVOCI equity instruments) to retained earnings for 23 million euros on realisation, mainly related to a corporate action.

In 4Q 2020, KBC made a change in accounting policy for intangible assets. Following the requirements of IAS 8, the change in accounting policy has been applied retrospectively (as if the new accounting policy had always been applied). Consequently, parent shareholders' equity of 30 June 2020 has been retrospectively restated (decrease of 140 million euros). For more information, see Statement of compliance (note 1.1) of the annual report of 2020.

(in millions of EUR) 30-06-2021 31-12-2020
Revaluation reserve (FVOCI debt instruments) 826 1 130
Revaluation reserve (FVPL equity instruments) - overlay 434 325
Revaluation reserve (FVOCI equity instruments) 59 15
Hedging reserve (cashflow hedges) $-1132$ $-1294$
Translation differences 183
$\Delta \sim 10^{-1}$
$-382$
Hedge of net investments in foreign operations 121 163
Remeasurement of defined benefit plans 210 45
Own credit risk through OCI $\blacksquare$
Total revaluation reserves 334 88

Consolidated cash flow statement

(in millions of EUR) Note (1) 1H 2021 1H 2020
OPERATING ACTIVITIES
Consolidated income
Result before tax statement 1693 276
Adjustments for non-cash items in profit & loss 47 1 2 1 3
Changes in operating assets (excluding cash and cash equivalents) $-1296$ $-10236$
Changes in operating liabilities (excluding cash and cash equivalents) 44 216 27 161
Income taxes paid $-235$ $-303$
Net cash from or used in operating activities 44 4 24 18 112
INVESTING ACTIVITIES
Purchase and proceeds of debt securities at amortised cost 4.1 281 $-4958$
Acquisition of a subsidiary or a business unit, net of cash acquired (including
increases in percentage interest held) $\mathbf 0$ 0
Proceeds from the disposal of a subsidiary or business unit, net of cash disposed of
(including decreases in percentage interest held) $\Omega$ 28
Purchase and proceeds from the sale of intangible fixed assets
(excluding goodwill)
$-138$ $-152$
Purchase and proceeds from the sale of property, plant and equipment (excluding
goodwill) - 13 25
Other 5 43
Net cash from or used in investing activities 135 $-5014$
FINANCING ACTIVITIES
Consolidated
statement of changes
Purchase or sale of treasury shares in equity 1
Issue or repayment of promissory notes and other debt securities 4.1 $-576$ 576
Proceeds from or repayment of subordinated liabilities 4.1 $-12$ $-65$
Principal payments under finance lease obligations $\Omega$ 0
Consolidated
statement of changes
Proceeds from the issuance of share capital in equity $\mathbf{0}$ $\mathbf{0}$
Consolidated
statement of changes $\Omega$
Proceeds from the issuance of preference shares in equity $\mathbf 0$
Consolidated
statement of changes
Dividends paid in equity $-183$ 0
Consolidated
statement of changes
Coupon additional Tier-1 instruments in equity - 25 - 25
Net cash from or used in financing activities $-795$ 486
(in millions of EUR) Note $(1)$ 1H 2021 1H 2020
CHANGE IN CASH AND CASH EQUIVALENTS
Net increase or decrease in cash and cash equivalents 43 764 13 5 84
Cash and cash equivalents at the beginning of the period 47 794 29 118
Effects of exchange rate changes on opening cash and cash equivalents 790 $-1330$
Cash and cash equivalents at the end of the period 92 348 41 372
COMPONENTS OF CASH AND CASH EQUIVALENTS
Cash and cash balances with central banks and other demand deposits with credit
institutions
Consolidated
balance sheet
68 034 23 578
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 2 4 0 7 1667
months 4.1 28 118 22 307
Deposits from banks repayable on demand 4.1 $-6211$ $-6180$
Cash and cash equivalents belonging to disposal groups 0
Total 92 348 41 372
of which not available 0

The net cash from operating activities in 1H 2021 (+44 424 million euros) mainly includes a significant growth of deposits, amongst others thanks to higher certificates of deposit, demand deposits, repos and deposits from credit institutions and investment firms. 1H 2021 also includes 2.5 billion euros additional TLTRO III funding (bringing the total TLTRO III funding at 24.5 billion euros).

The net cash from operating activities in 1H 2020 (+18 112 million euros) is mainly explained by +19.5 billion euros TLTRO III funding.

The net cash from investing activities in 1H 2021 (+135 million euros) is a.o. explained by maturing investments in debt securities at amortised cost.

The 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 flow from financing activities in 1H 2021 (-795 million euros) mainly includes matured covered bonds (1.1 billion euros) and Senior Holdco instruments (750 million euros), and a dividend payment (183 million euros) being partly compensated by the issue of Senior Holdco instruments (1.7 billion euros, including a floating rate note of 450 million euros).

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.

Notes on statement of compliance and changes in accounting policies

Statement of compliance (note 1.1 in the annual accounts 2020)

The condensed interim financial statements of the KBC Group for the period ended 30 June 2021 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 2020, 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 2021, but KBC decided to early adopt in 2020:

  • Amendments to IAS 39 and related standards
  • o As part of the phase 2 of the IBOR reform, the IASB has published a number of amendments to IAS 39 (and related standards which are also affected), which provide temporary relief from adopting specific hedge accounting requirements for hedging relationships directly affected by this reform. KBC decided to early adopt these amendments in 2020. For more information regarding the IBOR reform, we refer to the 2020 Annual Report, to the section 'How do we manage our risks?'.

The following IFRS standards were issued but not yet effective in 2021. KBC will apply these standards when they become mandatory.

• IFRS 17:

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, 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. KBC launched a group-wide project to implement IFRS 17 in 2018. The project is composed of sub-projects such as data delivery, local reporting, impact on business and strategic implications, guidance and support, consolidated reporting and IFRS 17 calculation tool.

The project is driven by the insurance business and Finance together and involves all departments and entities at group and local level that are affected. In the past year the focus has been on the further development of an unambiguous interpretation of the IFRS 17 standard and the further implementation of an IFRS 17-compliant process for the closing of the accounts. The interpretation of the IFRS 17 standard was gradually adjusted where necessary when new information became available from external sources or internal sources. Thus, we now also take into account the amendments to the original standard that were published by the IASB in June 2020.

The EFRAG (European Financial Reporting Advisory Group) final endorsement advice on IFRS 17 including the June 2020 amendments was submitted to the European Commission on March 31, 2021. Similar to the draft endorsement advice, in their final advice EFRAG Board members did not reach a consensus on the annual cohort requirement for specific types of insurance contracts. On 16 July 2021, the Accounting Regulatory Committee (ARC) voted in favor of endorsing IFRS 17 'Insurance Contracts' for use in the European Union. Final endorsement is currently expected in the fourth quarter of 2021. A solution for the annual cohort issue for certain types of insurances contracts is included in this endorsement.

  • 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 2020)

A summary of the main accounting policies is provided in the group's annual accounts as at 31 December 2020.

Main exchange rates used:

Exchange rate at
30-06-2021
Average exchange rate in 1H 2021
Changes relative to
31-12-2020
Changes relative to the average 1H 2020
1 EUR = … Positive: appreciation relative to EUR 1 EUR = … Positive: appreciation relative to EUR
… currency egative: depreciation relative to EUR … currency Negative: depreciation relative to EUR
CZK 25.488 3% 25.927 2%
HUF 351.68 3% 358.06 -3%

COVID-19 (note 1.4)

Introduction

The Coronavirus pandemic significantly affected the global economy in 2020. The substantial deterioration in the economic outlook has resulted in an unprecedented monetary policy response from central banks and governments around the world.

Meanwhile, we have been working hard with government agencies to support all customers impacted by coronavirus, by efficiently implementing various relief measures, including loan deferrals. In our six home countries combined, we have granted a total of 12.7 billion euros in loan payment deferrals by the end of June 2021 (according to the EBA definition and including opt-out of Hungary). A large part of these moratoria have meanwhile expired (95% by the end of June 2021, excl. opt-out of Hungary). For 97% of the loan amount under expired moratoria, payments meanwhile were resumed. In addition, we granted some 0.9 billion euros in loans that fall under the various public Covid-19 guarantee schemes in our home markets.

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

In Hungary, the blanket moratorium was extended another time under the same conditions, till September 2021. The extension by 3 months resulted in a modification loss booked in 2Q 2021 of 2 million euros (see note 3.10).

Regarding the public Covid-19 guarantee schemes, a second extension has been approved by the Belgium government of the Covid II program (launched in 3Q 2020 of up to 10 billion EUR) to cover losses on future SME loans granted before 31 December 2021 (instead of 30 June 2021). This government guarantee covers 80% of all losses, in total.

Otherwise, there are no changes in the different government and sector measures in our core countries in 2Q 2021. For the full overview, we refer to the annual report of 2020.

Main Corona related items affecting the results, revaluation reserves, liquidity and solvency

For more information, see the note 1.4 in the annual report of 2020.

Details related to the impact of the Covid-19 crisis on the loan impairments

Referring to the disclosure in our annual report of 2020, our Expected Credit Loss (ECL) models are not able to adequately reflect all the specifics of the Covid-19 crisis or the various government measures implemented in the different countries to support households, SMEs and Corporates through this crisis.

Therefore, an expert-based calculation at portfolio level is required via a management overlay. In the second quarter of 2021, KBC performed an update of its Covid-19 impact assessment which resulted in a total collective Covid-19 ECL of 628 million euros (versus 757 million euros at the end of the first quarter of 2021). The latter implies a ECL decrease of 129 million euros in 2Q 2021 compared to the 26 million euros ECL decrease of 1Q 2021.

This q-o-q decrease is mainly driven by a change in the applied sector stress which is further explained below causing a decrease of 66 million euros and an update of the scenario probabilities towards 80% for the base-case, 10% for the pessimistic and 10% for the optimistic scenario (versus 60%-30%-10% at the end of 1Q21) resulting in a decrease of 59 million euros.

Adjustment in sector stress factor

As outlined in the disclosure in our annual report of 2020, a sectoral risk effect is incorporated in the calculation of the Covid-19 ECL impact. All exposures in the SME & Corporate portfolio are classified as high, medium or low risk based on the expected impact of the Covid-19 crisis on the sector affected. Based on the latest developments, we redefined the high risk sectors in two groups:

  • the more vulnerable part is still risk weighted at 150% (in line with the originally defined high risk sectors);
  • the less vulnerable part is risk weighted at 100% (in line with the originally defined medium risk sectors).

The total collective Covid-19 ECL of 628 million euros consists of 1% stage 1, 88% stage 2 and 11% stage 3 impairments. The higher relative share of stage 2 and stage 3 impairments was driven by the decrease in stage 1 impairments resulting from the improvement of the macro-economic assumptions.

Similar to previous quarters, the management overlay is presented mainly as stage 2 when it concerns the existing performing portfolio and stage 3 when it concerns the existing non-performing portfolio. Additional impairments due to Covid-19 on individually assessed stage 3 loans are already reflected in the specific allowance of the exposure (hence already included in P&L impairments) and thus not included in the management overlay.

Including the collective Covid-19 ECL, the Credit Cost Ratio amounted to -0.22% in 1H 2021 and -0.06% excluding collective Covid-19 ECL.

End of June'21 Performing portfolio impact Non
Optimistic Base Pessimistic Probability Performing 1H21 2Q21 1Q21 4Q20 3Q20 2Q20 1Q20
EUR m 10% 80% 10% weigthed portfolio
KBC Group 447 542 837 562 66 628 -129 -26 -1 -5 746 43
By country:
Belgium 283 300 391 307 20 327 -66 -20 3 -3 378 35
Czech Republic 87 123 175 125 9 134 -30 2 -5 9 152 6
Slovakia 21 30 43 30 0 30 -6 -1 0 -3 39 1
Hungary 25 42 78 44 0 44 -9 -3 2 -1 54 1
Bulgaria 6 15 23 15 5 20 -4 0 1 -5 28 n/a
Ireland 25 32 127 41 32 73 -14 -4 -2 -2 95 n/a
versus 1Q21 : 501 609 917 691 66 757

COVID-19 ECL per country – per scenario:

COVID-19 ECL sector* driven – per scenario:

KBC Group Performing portfolio
Base-case scenario High risk Medium Low risk Mortgages
sectors risk sectors & TOTAL
EUR m 150% 100% 50% other retail
6M21
Base-case scenario 45 319 55 123 542
Optimistic scenario 37 264 49 97 447
Pessimistic scenario 65 446 74 252 837

Economic scenarios

The economic outlook is more optimistic compared to the first quarter of 2021 driven by the largely resolved uncertainties regarding vaccine supplies in the EU. Recent developments increasingly confirm a re-opening of the economy aligned with the increase of the vaccination rate. However, the outlook remains subject to considerable risks, largely related to new virus variants undermining effectiveness of existing vaccines and shortfalls in vaccination demand. Because of this uncertainty, we continue to work with three alternative scenarios: a base-case scenario, a more optimistic scenario and a more pessimistic scenario.

The definition of each scenario reflects the latest virus-related and economic developments, with the following probabilities assigned for the second quarter of 2021: 80% for the base-case, 10% for the pessimistic and 10% for the optimistic scenario (versus 60% - 30% -10% at the end of 1Q 2021).

The following table (in line with the KBC forecast of June 2021) gives these three scenarios for three key indicators (GDP growth, unemployment rate and house price index):

Macroeconomic
scenario – key indicators
(June 2021)
2021 2022
Scenario Optimistic Base Pessimistic Optimistic Base Pessimistic
Real GDP growth
Euro area 5.2% 3.9% 2.1% 5.6% 4.4% 2.2%
Belgium 5.8% 4.5% 3.3% 5.1% 4.1% 2.1%
Czech Republic 4.2% 3.5% 1.8% 5.8% 4.5% 1.7%
Hungary 5.5% 4.5% 3.8% 6.0% 5.3% 4.0%
Slovakia 5.0% 3.7% 2.5% 5.2% 4.5% 3.0%
Bulgaria 4.0% 3.0% 1.0% 4.0% 4.0% 2.0%
Ireland 8.0% 5.0% 1.0% 7.0% 4.0% 1.0%
Unemployment rate (*)
Belgium 6.5% 7.0% 7.5% 6.2% 6.7% 7.2%
Czech Republic 3.1% 3.4% 4.2% 2.9% 3.2% 4.0%
Hungary 3.8% 4.0% 4.5% 3.5% 3.7% 4.2%
Slovakia 8.5% 9.5% 10.0% 7.8% 8.0% 9.5%
Bulgaria 5.0% 5.0% 8.0% 4.3% 4.8% 7.0%
Ireland 6.5% 8.0% 14.0% 5.0% 6.0% 10.0%
House price index
Belgium 3.5% 1.0% -1.0% 3.0% 1.5% -3.0%
Czech Republic 8.1% 6.2% 2.0% 5.2% 2.5% -3.5%
Hungary 5.5% 3.5% 0.0% 6.0% 3.0% -1.0%
Slovakia 8.0% 4.0% 2.0% 5.0% 2.5% -2.0%
Bulgaria 4.5% 4.0% 3.8% 4.0% 3.8% 3.5%
Ireland 5.0% 3.0% 0.0% 5.0% 2.0% -1.0%

Note:

(*) Eurostat definition, except for Ireland (national Covid-19 unemployment rate)

Notes on segment reporting

Segment reporting according to the management structure of the group (note 2.2 in the annual accounts 2020)

For a description on the management structure and linked reporting presentation, reference is made to note 2.1 in the annual accounts 2020.

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 2021
Net interest income 1 2 6 3 435 470 144 115 69 142 $-6$ 2 1 6 2
Non-life insurance (before reinsurance) 283 73 86 29 20 37 $\boldsymbol{0}$ 9 451
Earned premiums 582 160 166 72 29 64 $\mathcal{O}$ $\overline{7}$ 916
Technical charges 299 $-87$ $-80$ $-43$ $-10$ 27
÷
$\mathcal{O}$ $\overline{2}$ $-464$
Life insurance (before reinsurance) $-25$ 29 19 $\overline{4}$ $\overline{7}$ 8 $\boldsymbol{0}$ $\mathbf{0}$ 22
Earned premiums 416 94 54 19 16 19 $\mathcal{O}$ $\mathbf{0}$ 564
Technical charges $-442$ $-65$ $-35$ - 15 $-9$ $-11$ $\boldsymbol{0}$ $\mathbf{0}$ $-542$
Ceded reinsurance result $-4$ 5 - 9 $-2$ $-5$ $-2$ $\mathcal{O}$ $-5$ $-12$
Dividend income 21 $\mathbf{1}$ $\mathbf{0}$ $\boldsymbol{0}$ $\mathcal{O}$ $\boldsymbol{0}$ $\boldsymbol{0}$ 3 25
Net result from financial instruments at fair value through profit or loss 158 36 24 24 3 $\boldsymbol{0}$ $-3$ $-62$ 156
Net realised result from debt instruments at fair value through OCI $\overline{2}$ - 1 $\overline{0}$ $\boldsymbol{0}$ $\boldsymbol{0}$ $\boldsymbol{0}$ $\boldsymbol{0}$ $\mathbf{0}$ 1
Net fee and commission income 649 105 140 92 35 15 $-2$ $-3$ 890
Net other income 74 13 5 $\mathbf{1}$ $\overline{2}$ $\overline{2}$ $-1$ $-1$ 91
TOTAL INCOME 2 4 2 1 695 735 294 177 129 135 $-65$ 3786
Operating expenses $-1359$ $-415$ 485
ä,
$-175$ $-128$ $-72$ $-109$ $-33$ $-2293$
Impairment 121 62 23 19 $\mathfrak{3}$ $\mathbf{1}$ $\boldsymbol{o}$ $-5$ 200
of which on FA at amortised cost and at fair value through OCI 118 66 27 22 3 $\overline{2}$ $\mathcal{O}$ $-5$ 206
Share in results of associated companies and joint ventures $\overline{0}$ - 1 $\bf{0}$ $\pmb{\mathit{0}}$ $\boldsymbol{o}$ $\boldsymbol{0}$ $\boldsymbol{0}$ $\mathbf{0}$ $-1$
RESULT BEFORE TAX 1 1 8 3 340 273 137 51 58 26 $-103$ 1693
Income tax expense $-275$ $-50$ $-44$ $-20$ $-13$ $-6$ $-5$ 27 $-342$
Net post-tax result from discontinued operations Ō $\mathbf 0$ $\overline{0}$ $\mathcal{O}$ $\mathcal{O}$ 0 $\boldsymbol{0}$ $\mathbf{0}$ $\Omega$
RESULT AFTER TAX 908 291 228 118 38 52 21 $-76$ 1 3 5 0
attributable to minority interests $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\boldsymbol{0}$ $\boldsymbol{0}$ $\boldsymbol{o}$ $\boldsymbol{0}$ $\mathbf{0}$ $\Omega$
attributable to equity holders of the parent 908 291 228 118 38 52 21 $-76$ 1 3 5 0
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 0 $\overline{7}$ 440
Earned premiums 564 148 161 73 25 62 0 $\overline{7}$ 879
Technical charges 285 $-79$ $-76$ $-42$ $-10$ 24
÷.
0 $\overline{1}$ $-439$
Life insurance (before reinsurance) $-37$ 26 17 3 6 8 $\boldsymbol{0}$ $\mathbf 0$ 6
Earned premiums 424 97 53 17 17 19 $\boldsymbol{0}$ $-1$ 574
Technical charges 461 $-70$ 36 $-13$ $-12$ 11 $\boldsymbol{0}$ $\mathbf{0}$ $-568$
Ceded reinsurance result $-19$ $\mathbf{0}$ $-6$ $-2$ $-1$ $-3$ $\boldsymbol{0}$ $\overline{4}$ $-21$
Dividend income 27 $\overline{1}$ $\mathbf 0$ 0 0 0 $\boldsymbol{0}$ $\overline{2}$ 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 1 0 1 0 $\mathbf{1}$ $\boldsymbol{0}$ 0 $\mathbf{0}$ 3
Net fee and commission income 579 106 135 95 29 12 $-1$ $-3$ 816
Net other income 79 12 11 $\overline{2}$ 5 $\overline{2}$ $\pmb{o}$ $\mathbf 0$ 102
TOTAL INCOME 2 1 1 4 766 692 270 154 129 137 $-51$ 3522
Operating expenses $-1349$ $-385$ 463 $-170$ $-110$ 76
ä,
$-107$ $-45$ $-2242$
Impairment $-586$ $-184$ $-236$ $-66$ $-48$ $-28$ $-95$ $\overline{9}$ $-997$
of which on FA at amortised cost and at fair value through OCI $-574$ $-178$ 222
ä,
$-54$ - 48 $-26$ $-95$ 9 $-966$
Share in results of associated companies and joint ventures $-6$ $-1$ $\mathbf 0$ $\boldsymbol{0}$ $\boldsymbol{0}$ $\boldsymbol{0}$ $\boldsymbol{0}$ $\mathbf{0}$ - 7
RESULT BEFORE TAX 174 196 $-8$ 34 $-4$ 26 $-66$ $-86$ 276
Income tax expense 55 $-30$ $-3$ - 9 $\mathbf{1}$ $-3$ 8 18 $-71$
Net post-tax result from discontinued operations $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\boldsymbol{0}$ 0 $\boldsymbol{o}$ 0 $\mathbf 0$ $\mathbf 0$
RESULT AFTER TAX 119 165 $-11$ 25 $-3$ 24 $-58$ $-68$ 205
attributable to minority interests $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\boldsymbol{o}$ 0 $\boldsymbol{o}$ $\boldsymbol{0}$ $\mathbf 0$ $\mathbf 0$
attributable to equity holders of the parent 119 165 $-11$ 25 $-3$ 24 $-58$ $-68$ 205

Other notes

Net interest income (note 3.1 in the annual accounts 2020)

(in millions of EUR) 1H 2021 1H 2020 2Q 2021 1Q 2021 2Q 2020
Total 2 1 6 2 2 2 7 8 1 0 9 4 1 0 6 8 1 0 8 3
Interest income 3 0 0 9 3 3 3 2 1529 1480 1497
Interest income on financial instruments calculated using the effective interest rate method
Financial assets at AC 2 2 7 3 2 5 6 8 1 1 4 8 1 1 2 4 1 1 8 1
Financial assets at FVOCI 147 163 73 74 80
Hedging derivatives 137 235 53 84 101
Financial liabilities (negative interest) 194 55 98 96 34
Other 14 6 9 6 3
Interest income on other financial instruments
Financial assets MFVPL other than held for trading 11 5 5 6 3
Financial assets held for trading 233 300 142 91 95
Of which economic hedges 216 279 133 83 82
Other financial assets at FVPL $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ 0 0
Interest expense $-847$ $-1054$ $-434$ $-413$ $-415$
Interest expense on financial instruments calculated using the effective interest rate method
Financial liabilities at AC $-229$ $-455$ $-118$ $-111$ $-171$
Financial assets (negative interest) $-117$ $-18$ $-61$ $-56$ $-8$
Hedging derivatives $-286$ $-335$ $-121$ $-165$ $-158$
Other $-2$ $-3$ - 1 $-1$ $-1$
Interest expense on other financial instruments
Financial liabilities held for trading $-206$ $-222$ $-130$ $-76$ $-67$
Of which economic hedges $-187$ $-205$ $-120$ $-67$ $-60$
Other financial liabilities at FVPL $-6$ $-19$ $-3$ $-3$ $-9$
Net interest expense relating to defined benefit plans - 1 $-2$ $\mathbf{0}$ 0 $-1$

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 (for more information on the TLTRO III, see note 'Financial assets and liabilities: breakdown by portfolio and product' (note 4.1) further in this report).

Net result from financial instruments at fair value through profit or loss (note 3.3 in the annual accounts 2020)

(in millions of EUR) 1H 2021 1H 2020 2Q 2021 1Q 2021 2Q 2020
Total 156 $-132$ 29 127 253
Breakdown by driver
Market value adjustments (xVA) 37 $-87$ 12 25 100
MTM ALM derivatives $-59$ $-63$ $-52$ $-7$ $-3$
Financial instruments to which the overlay is applied 59 $-51$ 24 35 31
Dealing room and other 119 68 44 75 126

The result from financial instruments at fair value through profit or loss in 2Q 2021 is 98 million euros lower compared to 1Q 2021. The quarter-on-quarter decrease is due to:

  • Lower dealing room and other income in 2Q 2021 in Belgium and in Czech Republic
  • More negative MTM ALM derivatives in 2Q 2021 compared to 1Q 2021
  • Lower positive impact from market value adjustments (xVA) in 2Q 2021 compared to 1Q 2021, mainly as a result of less positive credit and funding value adjustments mainly due to increased IRS hedging-transactions deals in CSOB CZ
  • Lower net result on equity instruments (insurance) in 2Q 2021 compared to 1Q 2021, driven by lower realised gains on shares.

The result from financial instruments at fair value through profit or loss in 1H 2021 is 288 million euros higher compared to 1H 2020, for a large part explained by:

• Positive impact from market value adjustments in 1H 2021 compared to negative impact in 1H 2020. The positive amount in 1H 2021 can be explained for a large part by a decreasing credit exposure. The substantial negative amount in 1H 2020 was caused 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 spreads in 1Q 2020. This was only partly recovered in 2Q 2020, with decreasing counterparty credit spreads and KBC funding spreads, while further decrease of long-term interest rates is levelled out by increasing equity markets

  • Positive net result on equity instruments (insurance) in 1H 2021 compared to a negative net result in 1H 2020, the latter was driven by higher impairments on equity instruments due to decreasing equity markets in 1Q 2020
  • Higher dealing room and other income in 1H 2021 in Belgium and in Czech Republic.

Net fee and commission income (note 3.5 in the annual accounts 2020)

(in millions of EUR) 1H 2021 1H 2020 2Q 2021 1Q 2021 2Q 2020
Total 890 816 450 441 388
Fee and commission income 1 2 8 9 1 1 8 8 650 639 559
Fee and commission expense $-399$ $-371$ $-200$ $-198$ $-172$
Breakdown by type
Asset Management Services 572 507 288 284 237
Fee and commission income 608 535 308 300 250
Fee and commission expense $-36$ $-28$ $-19$ $-16$ $-13$
Banking Services 463 448 234 229 219
Fee and commission income 638 610 324 315 291
Fee and commission expense $-175$ $-162$ $-90$ $-85$ $-72$
Distribution $-145$ $-138$ $-72$ $-72$ $-68$
Fee and commission income 43 42 19 24 19
Fee and commission expense $-188$ $-181$ $-91$ $-97$ $-86$

The building blocks of the 2020 net fee and commission income figures were restated, resulting in a shift of about of 20 million euros for full year 2020 or about 5 million euros per quarter from Banking Services to Asset Management Services, related to fee and commission income from CSOB CZ Pension company.

Net other income (note 3.6 in the annual accounts 2020)

(in millions of EUR) 1H 2021 1H 2020 2Q 2021 1Q 2021 2Q 2020
Total 91 102 38 53 53
of which gains or losses on
Sale of financial assets measured at amortised cost $\sim$ 10 $\sim$
Repurchase of financial liabilities measured at amortised cost 0 - 1 $\Omega$
of which other, including: 92 93 41 51 51
Income from operational leasing activities 46 41 26 20 20
Income from VAB Group 28 25 13 15 13

Breakdown of the insurance results (note 3.7.1 in the annual accounts 2020)

(in millions of EUR) Life Non-life Non-
technical
account
Total
1H 2021
Earned premiums, insurance (before reinsurance) 564 925 1 4 9 0
of which change in provision unearned premiums $-1$ $-211$ - 212
Technical charges, insurance (before reinsurance) - 542 $-465$ $-1007$
Claims paid $-565$ $-400$ - 966
Changes in technical provisions 1 $-59$ $-58$
Other technical result 23 - 6 17
Net fee and commission income $\mathbf{0}$ $-179$ - 180
Ceded reinsurance result - 1 $-12$ $-12$
General administrative expenses 82
÷
$-125$ - 1 $-208$
Internal claims settlement expenses - 4 $-30$ $-34$
Indirect acquisition costs 15
ä,
$-34$ $-48$
Administrative expenses 63
$\blacksquare$
- 62 $-125$
Investment management fees $\mathbf{0}$ $\mathbf 0$ - 1 $-1$
Technical result $-60$ 145 - 1 83
Investment Income (*) 198 50 39 286
Technical-financial result 138 194 38 370
Share in results of associated companies
and joint ventures
$\mathbf{0}$ $\bf{0}$
RESULT BEFORE TAX 138 194 38 370
Income tax expense $-69$
RESULT AFTER TAX 300
attributable to minority interest $\mathbf{0}$
attributable to equity holders 300
of the parent
1H 2020
Earned premiums, insurance (before reinsurance) 574 888 1461
of which change in provision uneamed premiums - 1 $-188$ - 189
Technical charges, insurance (before reinsurance) $-568$ $-440$ - 1 008
Claims paid $-570$ $-416$ - 986
Changes in technical provisions 16 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
u.
$-127$ $-209$
Internal claims settlement expenses - 4 $-31$ $-35$
Indirect acquisition costs - 17 $-37$ $-54$
Administrative expenses $-61$ - 59 $-119$
Investment management fees 0 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
$\mathbf 0$ $\bf{0}$
RESULT BEFORE TAX 65 155 21 241
Income tax expense $\bar{\phantom{a}}$ $\equiv$ ÷, $-65$
RESULT AFTER TAX 176
attributable to minority interest $\mathbf 0$
attributable to equity holders
of the parent
176

(*)1H 2021 consists of (in millions of EUR): Net interest income (200), Net Dividend income (17), Net result from financial instruments at fair value through profit and loss (68) and Net result from financial instruments at fair value through OCI (1).

(*) 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).

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 2020 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 (before reinsurance), versus storm effect in 1H 2021 of -24 million euros (before reinsurance), for a large part driven by a tornado in the Czech Republic in June.

Starting mid of July 2021, Belgium (and in particularly the eastern part) was severely hit by several floods. This will have a negative impact on the results of KBC in 3Q 2021 (see Post-balance sheet events - note 6.8).

Operating expenses – income statement (note 3.8 in the annual accounts 2020)

The operating expenses for 2Q 2021 include 30 million euros related to bank (and insurance) levies (424 million euros in 1Q 2021; 27 million euros in 2Q 2020). Application of IFRIC 21 (Levies) has as a consequence that certain levies are taken upfront in expense of the first quarter of the year.

In 2Q 2021 an exceptional Covid bonus for all staff members was decided for in total 18 million euros (5.1 million euros in Business Unit Belgium, 3.8 million euros in Business Unit Czech Republic, 2.5 million euros in Hungary, 2.4 million euros in Slovakia, 1.9 million euros in Bulgaria, 0.4 million euros in Ireland and 1.5 million euros in Group Centre).

(in millions of EUR) 1H 2021 1H 2020 2Q 2021 1Q 2021 2Q 2020
Total 200 $-997$ 123 77 $-857$
Impairment on financial assets at AC and at FVOCI 206 $-966$ 130 76 $-845$
Of which impairment on financial assets at AC 205 $-962$ 130 75 $-842$
By product
Loans and advances 185 $-948$ 115 70 $-837$
Debt securities $\overline{2}$ 0 $\mathbf{0}$
Off-balance-sheet commitments and financial guarantees 18 $-14$ 14 $\overline{4}$ $-5$
By type
Stage 1 (12-month ECL) 44 $-60$ 16 28 $-52$
Stage 2 (lifetime ECL) 166 $-663$ 153 13 $-618$
Stage 3 (non-performing; lifetime ECL) $\Omega$ $-236$ $-32$ 32 $-171$
Purchased or originated credit impaired assets $-5$ $-3$ $-7$ $\overline{2}$ $-2$
Of which impairment on financial assets at FVOCI $-4$ $\mathbf{0}$ 1 $-3$
Debt securities $-4$ 0 $-3$
Stage 1 (12-month ECL) $\sim$ $\overline{2}$ $-1$
Stage 2 (lifetime ECL) $\overline{2}$
٠
$-3$ ÷ -1
÷
$-2$
Stage 3 (non-performing; lifetime ECL) $\bf{0}$ $\mathbf 0$ $\bf{0}$ $\mathbf 0$ $\mathbf 0$
Impairment on goodwill $\overline{0}$ $\mathbf 0$ $\mathbf{0}$ $\mathbf 0$ $\mathbf 0$
Impairment on other 5
÷
$-32$ $-6$ $-12$
Intangible fixed assets (other than goodwill) $\Omega$ $-2$ $\mathbf{0}$ $\Omega$ $-2$
Property, plant and equipment (including investment property) ۰ -1
÷.
$-4$ 3 $\Omega$
Associated companies and joint ventures $\mathbf 0$ $\mathbf{0}$ $\mathbf{0}$ 0
Other - 4 $-29$ $-2$ $-2$ - 9

Impairment – income statement (note 3.10 in the annual accounts 2020)

The impairments on financial assets at AC in 1H 2021 include +155 million euros collective Covid-19 ECL impact (of which +26m in 1Q21 and +129 million euros in 2Q 2021) and -789 million euros in 1H 2020 (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 impairments on financial assets at AC in 1H 2021 also include 51 million euros net releases related to a number of corporate files mainly in Belgium and Czech Republic. In 1H 2020 this also includes 177 million euros additional impairments attributable mainly to loan loss impairments in Belgium due to a number of corporate files.

The impairment on other (Other) included -2 million euros in 1H 2021 related to modification losses in Hungary and -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.

Financial assets and liabilities: breakdown by portfolio and product (note 4.1 in the annual accounts 2020)

MFVPL
excl.
HFT
Hedging
and deriva-
(in millions of EUR) AC. FVOCI overlay Overlay HFT FVO tives Total
FINANCIAL ASSETS, 30-06-2021
Loans and advances to credit institutions and investment firms (excl.
reverse repos)
5 3 0 8 $\mathbf{0}$ $\overline{2}$ $\mathbf{0}$ $\mathbf{1}$ $\overline{0}$ $\mathbf{0}$ 5311
of which repayable on demand and term loans at not more than three months 2407
Loans and advances to customers (excl. reverse repos) 163832 $\mathbf{0}$ 512 $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\overline{0}$ 164 344
Trade receivables 1894 $\mathbf 0$ $\mathbf 0$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ 1894
Consumer credit 5 8 0 4 $\mathbf 0$ 367 $\mathbf{0}$ $\mathbf{0}$ $\mathbf 0$ $\overline{0}$ 6 1 7 1
Mortgage loans 74 629 $\mathbf{0}$ 145 $\mathbf{0}$ $\mathbf{0}$ $\overline{0}$ $\mathbf{0}$ 74774
Term loans 70 328 $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ $\mathbf{0}$ $\overline{0}$ $\mathbf{0}$ 70 328
Finance lease 5774 $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ 5774
Current account advances 4 8 5 1 $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ 4851
Other 553 $\overline{0}$ $\mathbf 0$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf 0$ $\bf{0}$ 553
Reverse repos 29 4 04 $\overline{0}$ $\mathbf 0$ $\mathbf{0}$ 1 3 7 4 $\mathbf 0$ $\mathbf{0}$ 30778
with credit institutions and investment firms 28 5 13 $\overline{0}$ $\mathbf{0}$ $\mathbf{0}$ 1 3 7 4 $\overline{0}$ $\mathbf{0}$ 29886
with customers 892 $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ $\mathbf{0}$ $\overline{0}$ $\mathbf{0}$ 892
Equity instruments $\mathbf{0}$ 303 9 1 3 9 7 492 $\overline{0}$ $\mathbf{0}$ 2 2 0 2
Investment contracts (insurance) $\mathbf{0}$ $\mathbf{0}$ 14 2 29 $\mathbf{0}$ $\mathbf{0}$ $\overline{0}$ $\mathbf{0}$ 14 2 2 9
Debt securities issued by 49 0 31 16 542 55 $\mathbf 0$ 3 2 6 8 $\mathbf 0$ $\mathbf{0}$ 68896
Public bodies 43 215 11 4 9 9 $\mathbf{0}$ $\mathbf 0$ 3 1 4 9 $\mathbf{0}$ $\mathbf{0}$ 57863
Credit institutions and investment firms 3668 2 1 2 7 $\mathbf 0$ $\mathbf{0}$ 39 $\mathbf 0$ $\mathbf{0}$ 5834
Corporates 2 1 4 8 2916 55 $\mathbf{0}$ 80 $\mathbf{0}$ $\mathbf{0}$ 5 200
Derivatives $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ 4 5 9 4 $\overline{0}$ 152 4746
Other 815 $\mathbf 0$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ 815
Total 248 390 16846 14 807 1 3 9 7 9728 $\mathbf{0}$ 152 291 320
FINANCIAL ASSETS, 31-12-2020
Loans and advances to credit institutions and investment firms (excl.
reverse repos)
6 3 4 3 $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ 6343
of which repayable on demand and term loans at not more than three months 1393
Loans and advances to customers (excl. reverse repos) 159 234 $\mathbf 0$ 387 $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\bf{0}$ 159 621
Trade receivables 1686 $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\mathbf{0}$ $\bf{0}$ $\mathbf 0$ 1686
Consumer credit 5476 $\mathbf{0}$ 273 $\mathbf 0$ $\mathbf{0}$ $\mathbf 0$ $\mathbf 0$ 5749
Mortgage loans 71841 $\mathbf{0}$ 109 $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ 71950
Term loans 69 477 $\mathbf 0$ 5 $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ 0 69 482
Finance lease 5747 $\mathbf{0}$ $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ 0 5747
Current account advances 4 2 8 5 $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\overline{0}$ 0 4 2 8 5
Other 722 $\bf{0}$ $\bf{0}$ $\mathbf 0$ $\bf{0}$ 0 $\bf{0}$ 722
Reverse repos 27 6 28 $\mathbf{0}$ $\bf{0}$ $\mathbf{0}$ $\mathbf{0}$ 0 $\mathbf 0$ 27 628
with credit institutions and investment firms 27 444 $\mathbf 0$ $\bf{0}$ $\bf{0}$ $\bf{0}$ $\bf{0}$ $\bf{0}$ 27 4 4 4
with customers 184 $\mathbf 0$ 0 $\mathbf 0$ $\bf{0}$ 0 $\mathbf 0$ 184
Equity instruments $\mathbf 0$ 294 $\overline{7}$ 1 2 7 6 489 0 $\mathbf 0$ 2067
Investment contracts (insurance) $\mathbf 0$ $\bf{0}$ 13830 $\mathbf 0$ $\bf{0}$ $\bf{0}$ $\bf{0}$ 13830
Debt securities issued by 48 965 18 157 53 $\bf{0}$ 2542 $\bf{0}$ $\bf{0}$ 69717
Public bodies 42 432 12 301 0 $\bf{0}$ 2479 0 0 57 212
Credit institutions and investment firms 3 9 0 2 2 5 6 9 $\bf{0}$ $\mathbf 0$ 19 $\bf{0}$ 0 6490
Corporates 2631 3 2 8 6 53 $\mathbf 0$ 45 0 $\bf{0}$ 6014
Derivatives 0 $\bf{0}$ $\bf{0}$ $\bf{0}$ 5659 $\mathbf 0$ 160 5818
Other 1 3 5 8 $\bf{0}$ 0 $\mathbf 0$ $\overline{4}$ 0 0 1 3 6 1
Total 243 527 18 451 14 277 1 2 7 6 8695 $\mathbf{0}$ 160 286 386
Hedging
(in millions of EUR) AC HFT FVO derivatives Total
FINANCIAL LIABILITIES, 30-06-2021
Deposits from credit institutions and investment firms (excl. 40 835 $\mathbf{0}$ $\overline{0}$ $\mathbf{0}$ 40835
repos)
of which repayable on demand 6 2 1 1
Deposits from customers and debt securities (excl. repos) 241883 51 1 3 7 0 0 243 304
Demand deposits 110 365 $\mathbf{0}$ $\mathbf 0$ $\mathbf 0$ 110 365
Time deposits 9 3 5 1 12 107 0 9469
Savings accounts 78 0 19 $\mathbf 0$ 0 $\mathbf 0$ 78019
Special deposits 3 0 8 9 0 $\mathbf 0$ $\mathbf{0}$ 3089
Other deposits 478 0 0 0 478
Certificates of deposit 23 0 74 $\mathbf{0}$ 4 $\mathbf{0}$ 23 079
Savings certificates 343 $\bf{0}$ $\overline{0}$ $\mathbf 0$ 343
Non-convertible bonds 14 967 39 1 1 2 8 $\mathbf 0$ 16 135
Non-convertible subordinated liabilities 2 1 9 6 $\mathbf{0}$ 130 $\mathbf{0}$ 2 3 2 7
Repos 16 330 266 $\mathbf 0$ $\mathbf{0}$ 16596
with credit institutions and investment firms 14 174 254 $\bf{0}$ $\mathbf{0}$ 14 4 28
with customers 2 1 5 6 12 $\overline{0}$ $\mathbf{0}$ 2 169
Liabilities under investment contracts 0 $\mathbf{0}$ 13 1 28 $\mathbf{0}$ 13 128
Derivatives $\overline{0}$ 4 1 2 5 $\mathbf 0$ 1 0 6 1 5 186
Short positions $\overline{0}$ 1741 $\mathbf 0$ $\mathbf{0}$ 1741
In equity instruments $\mathbf 0$ 17 $\mathbf 0$ 0 17
In debt securities $\overline{0}$ 1724 $\mathbf 0$ $\overline{0}$ 1 724
Other 2 4 7 6 $\mathbf 0$ $\overline{0}$ $\mathbf{0}$ 2476
Total 301 525 6 183 14 4 98 1 0 6 1 323 266
FINANCIAL LIABILITIES, 31-12-2020
Deposits from credit institutions and investment firms (excl.
$\mathbf{0}$
repos) 34 605 $\mathbf 0$ $\mathbf 0$ 34 605
of which repayable on demand 4604
Deposits from customers and debt securities (excl. repos) 213 801 101 1528 $\mathbf 0$ 215 430
Demand deposits 100 986 $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ 100 986
Time deposits 11768 16 117 $\mathbf 0$ 11902
Savings accounts 74 862 $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ 74862
Special deposits 2 5 4 3 0 0 $\mathbf 0$ 2543
260 0 0 $\mathbf 0$ 260
Other deposits
Certificates of deposit
5412 $\mathbf 0$ 5 $\mathbf{0}$ 5417
454 $\mathbf{0}$ $\overline{0}$ $\Omega$ 454
Savings certificates
Non-convertible bonds
15 3 19 85 1 2 6 4 0 16 668
Non-convertible subordinated liabilities 2 1 9 6 0 142 0 2 3 3 8
Repos 3570 $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ 3570
with credit institutions and investment firms 3 2 8 8 0 0 0 3 2 8 8
with customers 282 0 0 0 282
Liabilities under investment contracts 0 0 12724 0 12724
Derivatives $\mathbf 0$ 5 3 6 2 0 1 3 1 9 6681
Short positions 0 1694 0 0 1694
In equity instruments 0 12 0 0 12
In debt securities 0 1682 0 0 1682
Other 2 0 7 7 $\bf{0}$ $\mathbf{0}$ 0 2077
Total 254 053 7 1 5 7 14 2 5 2 1 3 1 9 276 781

Deposits from credit institutions and investment firms: includes funding from the ECB's TLTRO programme (in 1H 2021 an additional amount of 2.5 billion euros was drawn, bringing the total TLTRO III funding at 24.5 billion euros). KBC applies the effective interest rate principle to these deposits, changing it when we would no longer meet the terms (similar to a floating rate instrument) in accordance with IFRS 9 (Section B.5.4.5). KBC's management is confident that KBC will meet the related conditions (amongst others the level of lending to non-financial corporates and households) and therefore interest was recognised accordingly.

Impaired financial assets (note 4.2.1 in the annual accounts 2020)

30-06-2021 31-12-2020
(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 (*) 201 937 $-3392$ 198 545 196 900 $-3695$ 193 205
Stage 1 (12-month ECL) 177 135 $-131$ 177 004 172 059 $-168$ 171891
Stage 2 (lifetime ECL) 19 336 $-834$ 18 502 19 4 23 $-992$ 18 4 31
Stage 3 (lifetime ECL) 4 7 7 5 $-2300$ 2475 5 2 7 8 $-2517$ 2 7 6 1
Purchased or originated credit impaired assets
(POCI)
691 $-127$ 564 139 $-18$ 121
Debt Securities 49 0 38 $-8$ 49 0 31 48 974 $-9$ 48 965
Stage 1 (12-month ECL) 49 0 34 $-5$ 49 0 29 48 935 $-6$ 48929
Stage 2 (lifetime ECL) 0 $\mathbf{0}$ O 36 $-1$ 35
Stage 3 (lifetime ECL) 4 $-2$ 3 $-2$
Purchased or originated credit impaired assets
(POCI)
$\mathbf{0}$ $\mathbf{0}$ 0 $\mathbf{0}$ $\mathbf{0}$ $\Omega$
FINANCIAL ASSETS AT FAIR VALUE THROUGH OCI
Debt Securities 16 551 $-9$ 16542 18 16 6 $-9$ 18 157
Stage 1 (12-month ECL) 16 459 $-4$ 16 4 5 5 18 0 28 $-6$ 18022
Stage 2 (lifetime ECL) 92 $-5$ 87 138 $-3$ 135
Stage 3 (lifetime ECL) $\mathbf{0}$ $\Omega$ $\Omega$ 0 $\Omega$
Purchased or originated credit impaired assets (POCI) $\mathbf{0}$ $\mathbf{0}$ $\Omega$ $\mathbf{0}$ $\Omega$

The table does not include the stage transfers embedded underlying in the management overlay of the forecasted collective Covid-19 ECL, as these are determined based on a collective statistical approach and hence cannot be individually linked to specific credits. Taking into account the impact of the management overlay on staging would result in a carrying value before impairment of loans and advances of approximately respectively 169.6, 25.7 and 5.9 billion euros in stage 1,2 and 3 (or a net staging of 4% of the total portfolio from stage 1 to stage 2 and of 1% from stage 1 & 2 to stage 3). For more information see note 1.4 in this report.

The increase of the Purchased or originated credit impaired assets within the loans and advances category is to a large extent attributable to a reclassification from Stage 3 related to an improved POCI identification in light of the new regulatory reporting requirements.

Financial assets and liabilities measured at fair value – fair value hierarchy (note 4.5 in the annual accounts 2020)

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 2020.

(in millions of EUR) 30-06-2021
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)
15 2 8 3 317 604 16 204 14722 344 487 15 5 5 3
Held for trading 3 3 5 6 5459 913 9728 2647 5081 967 8695
Fair value option $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$ $\Omega$ 0 $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$
At fair value through OCI 13 3 44 2944 558 16846 14 5 13 3 3 6 4 575 18451
Hedging derivatives $\Omega$ 152 $\mathbf{0}$ 152 $\Omega$ 160 $\Omega$ 160
Total 31983 8872 2075 42 930 31881 8948 2 0 3 0 42859
FINANCIAL LIABILITIES AT FAIR VALUE
Held for trading 1702 2914 1567 6 183 1697 4 2 7 0 1 1 9 1 7 157
Designated at fair value 13 1 28 133 1 2 3 7 14 4 98 12724 377 1 1 5 1 14 25 2
Hedging derivatives $\mathbf{0}$ 1 0 6 1 $\Omega$ 1 0 6 1 $\mathbf{0}$ 1319 $\Omega$ 1 3 1 9
Total 14830 4 107 2805 21 7 4 2 14 4 20 5966 2 3 4 2 22728

Financial assets and liabilities measured at fair value – transfers between level 1 and 2 (note 4.6 in the annual accounts 2020)

During 1H 2021, KBC transferred about 58 million euros' worth of financial assets and liabilities out of level 1 and into level 2. It also reclassified approximately 215 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 2020)

In the first six months of 2021 significant movements in financial assets and liabilities classified in level 3 of the fair value hierarchy included the following:

  • Financial assets measured at fair value through profit and loss: the fair value of loans and advances increased by 125 million euros, primarily due to new transactions
  • Financial assets held for trading: the fair value of derivatives decreased by 43 million euros, primarily due to instruments that had reached maturity and transfers out of level 3, only partly offset by changes in fair value, transfers into level 3 and new transactions.
  • Financial assets measured at fair value through OCI: the fair value of equity instruments increased by 47 million euros, mostly due to revaluation of unconsolidated equity positions. The fair value of debt securities decreased by 64 million euros, mostly due to transfers out of level 3, only partially offset by transfers into level 3.
  • Financial liabilities held for trading: the fair value of derivatives increased by 422 million euros, mainly due to a combination of changes in fair value, new transactions and transfers into level 3, only partially offset by instruments that had reached maturity, sales and transfers out of level 3. The fair value of debt securities issued decreased by 46 million euros, primarily due to instruments that reached maturity.
  • Financial liabilities designated at fair value: the fair value of debt securities issued increased by 86 million euros, mostly due to transfers into level 3.

Parent shareholders' equity and AT1 instruments (note 5.10 in the annual accounts 2020)

Quantities 30-06-2021 31-12-2020
Ordinary shares 416 694 558 416 694 558
of which ordinary shares that entitle the holder to a dividend payment 416 694 558 416 694 558
of which treasury shares 302 20 795
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 2020)

In 1H 2021 (upcoming changes) :

On 11 February 2021, KBC Group and the Netherlands-based NN Group reached agreement for KBC's Bulgarian subsidiary, DZI, to acquire NN's Bulgarian pension and life insurance businesses for 77.7 million euros. The deal covered all the shares of NN Pension Insurance Company EAD (Bulgaria) and all the assets and liabilities of NN Insurance Co. Ltd. – Sofia Branch (Bulgaria). In the meantime, the deal received regulatory approval and is finalised as communicated the 30st of July 2021 (see post-balance sheet events, note 6.8). The impact of the deal on KBC's solid capital position will be immaterial.

On 16 April 2021, KBC Bank Ireland has entered into a Memorandum of Understanding (MoU) with Bank of Ireland, expressing the parties' intention to explore a route that could potentially lead to a transaction whereby Bank of Ireland commits to acquire substantially all of KBC Bank Ireland's performing loan assets and liabilities. The transaction remains subject to customary due diligence, further negotiation and agreement of final terms and binding documentation, as well as obtaining all appropriate internal and external regulatory approvals.

KBC Bank Ireland's remaining non-performing mortgage loan portfolio, which is not part of the MoU, is currently being analysed whereby KBC Group is reviewing its options to divest this NPL portfolio. Execution of these two transactions would ultimately result in KBC Group's withdrawal from the Irish market.

During the ongoing discussions, KBC Bank Ireland remains committed to offering its retail banking and insurance services of the highest level through its digital channels and hubs, for its existing and new customers.

In 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.

On 26 November 2020, we completed the acquisition of 99.44% of OTP Banka Slovensko for EUR 64 million, without any contingent consideration:

  • The impact was included in the consolidated balance sheet figures of 4Q 2020. The results of OTP Banka Slovensko are fully consolidated in each line of the income statement as of 1 January 2021.
  • KBC did not recognise any goodwill or badwill in its consolidated financial statements at the end of 2020 (unchanged at the end of June 2021) as the acquisition price was close to OTP's equity (taking into account specific negative fair value adjustments identified by KBC during the due diligence process). If needed, IFRS 3 (Business Combinations) requires to adjust the goodwill amount during the 12-month period from the acquisition date. Therefore, the goodwill amount is temporary and subject to change (mainly related to fair value adjustments on the loan portfolio, which will be further screened in the coming months).
  • The acquisition had a limited impact on KBC's capital position (-0.2% on common equity ratio).
(in millions of EUR) 1H 2021 2Q 2021
Net interest income 14
Dividend income
Net result from financial instruments at fair value through profit or loss
Net realised result from debt instruments at fair value through OCI
Net fee and commission income
Net other income 0
TOTAL INCOME 18 9
Operating expenses 16 - 8
Staff expenses 10
General administrative expenses - 6
Depreciation and amortisation of fixed assets
Impairment 0
on financial assets at AC and at FVOCI
on goodwill
other
Share in results of associated companies and joint ventures 0 0
RESULT BEFORE TAX
Income tax expense $-2$
RESULT AFTER TAX $\sim$ $-$
attributable to equity holders of the parent н. $\overline{\mathbf{2}}$

The table below sets out the income statement of 1H 2021 of OTP Banka Slovensko as included in the consolidated income statement of KBC:

Post-balance sheet events (note 6.8 in the annual accounts 2020)

Significant non-adjusting events between the balance sheet date (30 June 2021) and the publication of this report (5 August 2021):

  • On 30 July 2021, KBC and the Netherlands-based NN Group finalised the agreement announced on 11 February 2021 for KBC's Bulgarian subsidiary, DZI – Life Insurance EAD, to acquire:
  • o all the shares of NN Pension Insurance Company EAD (Bulgaria)
  • o all the assets and liabilities of NN Insurance Co. Ltd. Sofia Branch (Bulgaria)

The deal, which received regulatory approval, has a total consideration of 77.7 million euros and will only have an immaterial impact on KBC's solid capital position. Upon closure, KBC Insurance's Solvency II ratio – which stood at an excellent 221% at the end of 2Q 2021 - will be reduced by approximately 6 percentage points, but remain well above regulatory requirements, while KBC Group's CET1 ratio will be maintained at an outstanding level (17.5% in 2Q 2021, Basel III, fully loaded – Danish compromise).

The acquisition is fully in line with the strategy of KBC Group and allows UBB and DZI to further increase their crossselling potential through their already well-established bank-insurance presence in the Bulgarian market, to serve more customers, and to benefit from economies of scale and increased visibility.

  • Starting mid July, Belgium (and particularly the eastern part) was severely hit by several floods. This will have a negative impact of KBC in 3Q 2021 in the non-life technical result. The true extent of the human loss and material damage caused by these extreme weather conditions will become clear in the coming weeks. Nevertheless, the first estimated impact after reinsurance (before tax) is around -41 million euros (under current legislation).
  • On 11 July 2021 the final notarial deed of sale for the KBC Tower was signed, transferring ownership of the Antwerp landmark to the Katoen Natie Group.

KBC Group

Additional Information 2Q and 1H 2021

Credit risk

Snapshot of the loan portfolio (banking activities)

The main source of credit risk is the loan portfolio of the bank. It includes all the loans and guarantees that KBC has granted to individuals, companies, governments and banks. Debt securities in the investment portfolio are included if they are issued by companies or banks. Government bonds are not included. The loan portfolio as defined in this section differs from 'Loans and advances to customers' in Note 4.1 of the 'Consolidated financial statements' section of the annual accounts 2020. For more information, please refer to 'Details of ratios and terms on KBC Group level'.

A snapshot of the banking portfolio is shown in the table below. Further on in this chapter, extensive information is provided on the credit portfolio of each business unit.

Credit risk: loan portfolio overview 30-06-2021 31-12-2020
Total loan portfolio (in billions of EUR) 1
Amount outstanding and undrawn 229 225
Amount outstanding 182 181
Loan portfolio breakdown by business unit (as a % of the outstanding portfolio)
Belgium 63.8% 64.0%
Czech Republic 18.2% 17.6%
International Markets 16.8% 16.6%
Group Centre 1.2% 1.8%
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
Hotels, bars & restaurants
Shipping
Oil, gas & other fuels
44.3%
6.1%
3.0%
46.7%
10.7%
7.1%
6.1%
4.0%
2.8%
2.4%
1.8%
1.5%
1.4%
1.4%
0.9%
0.8%
0.7%
0.6%
43.0%
8.0%
2.9%
46.1%
10.8%
6.9%
6.3%
3.9%
2.7%
2.5%
1.8%
1.6%
1.4%
1.4%
0.9%
0.7%
0.6%
0.5%
Traders
Electrotechnics
Textile & apparel
Other 2
0.5%
0.5%
0.5%
3.0%
0.5%
0.5%
0.4%
2.9%
Loan portfolio breakdown by region (as a % of the outstanding portfolio)
Home countries
Belgium
Czech Republic
Ireland
Slovakia
Hungary
Bulgaria
88.6%
54.2%
17.2%
5.8%
5.7%
3.5%
2.2%
86.7%
53.2%
16.6%
5.8%
5.7%
3.3%
2.1%
Rest of Western Europe 6.9% 8.9%
Rest of Central and Eastern Europe 0.2% 0.2%
North America 1.4% 1.4%
Asia 1.5% 1.2%
Other 1.4% 1.6%
Loan portfolio breakdown by counterparty (as % of the outstanding portfolio)
Retail
of which: mortgages
of which: consumer finance
44.3%
41.0%
3.3%
42.9%
39.7%
3.2%
SME 21.9% 21.6%
Corporate 33.9% 35.4%
30-06-2021 31-12-2020
Loan portfolio breakdown by IFRS 9 ECL stage (as % of the outstanding portfolio)
Stage 1 (credit risk has not increased significantly since initial recognition) 85.1% 85.2%
of which: PD 1 - 4 62.6% 62.5%
of which: PD 5 - 9 including unrated 22.5% 22.7%
Stage 2 (credit risk has increased significantly since initial recognition – not credit impaired) incl. POCI 3 11.6% 11.5%
of which: PD 1 - 4 3.7% 3.6%
of which: PD 5 - 9 including unrated 8.0% 7.9%
Stage 3 (credit risk has increased significantly since initial recognition – credit impaired) incl. POCI 3 3.2% 3.3%
of which: PD 10 impaired loans 1.6% 1.5%
of which: more than 90 days past due (PD 11+12) 1.7% 1.8%
Impaired loan portfolio (in millions of EUR)
Impaired loans (PD10 + 11 + 12) 5 896 5 902
of which: more than 90 days past due 3 029 3 220
Impaired loans ratio (%)
Belgium 2.5% 2.3%
Czech Republic 2.1% 2.3%
International Markets 6.3% 6.9%
Group Centre 19.5% 13.9%
Total 3.2% 3.3%
of which: more than 90 days past due 1.7% 1.8%
Loan loss impairment (in millions of EUR)
Loan loss Impairment for Stage 1 portfolio 150 191
Loan loss Impairment for Stage 2 portfolio 843 998
Loan loss Impairment for Stage 3 portfolio 2 518 2 638
of which: more than 90 days past due 1 941 2 044
Cover ratio of impaired loans (%)
Loan loss impairments for stage 3 portfolio / impaired loans 42.7% 44.7%
of which: more than 90 days past due 64.1% 63.5%
Cover ratio of impaired loans, mortgage loans excluded (%)
Loan loss impairments for stage 3 portfolio / impaired loans, mortgage loans excluded 48.8% 52.3%
of which: more than 90 days past due 74.1% 74.8%
Credit cost ratio (%)
Belgium -0.20% 0.57%
Czech Republic -0.41% 0.67%
International Markets -0.18% 0.78%
Slovakia -0.06% 0.50%
Hungary -0.72% 1.05%
Bulgaria -0.10% 0.73%
Ireland 0.00% 0.88%
Group Centre 0.41% -0.23%
Total -0.22% 0.60%

1 Outstanding 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;

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

3 Purchased 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 2020 - 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.

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
Loan portfolio Business Unit Belgium
30-06-2021, in millions of EUR Belgium 1 Foreign branches Total Business Unit Belgium
Total portfolio outstanding 109 523 6 907 116 430
Counterparty break down % outst. % outst. % outst.
retail 40 819 37,3% 0 0,0% 40 819 35,1%
o/w mortgages 39 174 35,8% 0 0,0% 39 174 33,6%
o/w consumer finance 1 645 1,5% 0 0,0% 1 645 1,4%
SME 32 656 29,8% 0 0,0% 32 656 28,0%
corporate 36 049 32,9% 6 907 100,0% 42 956 36,9%
Mortgage loans % outst. ind. LTV % outst. ind. LTV % outst.
total 39 174 35,8% 57% 0 0,0% - 39 174 33,6%
o/w FX mortgages 0 0,0% - 0 0,0% - 0 0,0%
o/w ind. LTV > 100% 416 0,4% - 0 0,0% - 416 0,4%
Probability of default (PD) % outst. % outst. % outst.
low risk (PD 1-4; 0.00%-0.80%) 85 100 77,7% 3 705 53,6% 88 805 76,3%
medium risk (PD 5-7; 0.80%-6.40%) 18 496 16,9% 2 656 38,5% 21 152 18,2%
high risk (PD 8-9; 6.40%-100.00%) 3 135 2,9% 272 3,9% 3 407 2,9%
impaired loans (PD 10 - 12) 2 642 2,4% 216 3,1% 2 858 2,5%
unrated 150 0,1% 58 0,8% 208 0,2%
Overall risk indicators stage 3 imp. % cover stage 3 imp. % cover stage 3 imp. % cover
outstanding impaired loans 2 642 1 019 38,6% 216 107 49,5% 2 858 1 126 39,4%
o/w PD 10 impaired loans 1 549 286 18,5% 133 31 23,2% 1 681 317 18,9%
o/w more than 90 days past due (PD 11+12) 1 094 733 67,0% 83 76 91,6% 1 176 809 68,8%
all impairments (stage 1+2+3) 1 510 142 1 653
o/w stage 1+2 impairments (incl. POCI) 491 36 527
o/w stage 3 impairments (incl. POCI) 1 019 107 1 126
2020 Credit cost ratio (CCR) 0,55% 0,83% 0,57%
2021 Credit cost ratio (CCR) - YTD -0,21% -0,13% -0,20%

Remarks

, part 1 Belgium = KBC Bank (all retail and corporate credit lending activities except for the foreign branches, part of non-legacy portfolio assigned to BU Belgium), CBC, KBC Lease Belgium, KBC Immolease and KBC Commercial Finance

Loan portfolio Business Unit Czech Republic

30-06-2021, in millions of EUR

Total portfolio outstanding 33 255
Counterparty break down % outst.
retail 19 821 59,6%
o/w mortgages 17 600 52,9%
o/w consumer finance 2 221 6,7%
SME 4 904 14,7%
corporate 8 530 25,6%
Mortgage loans % outst. ind. LTV
total 17 600 52,9% 60%
o/w FX mortgages 0 0,0% -
o/w ind. LTV > 100% 64 0,2% -
Probability of default (PD) % outst.
low risk (PD 1-4; 0.00%-0.80%) 19 392 58,3%
medium risk (PD 5-7; 0.80%-6.40%) 11 978 36,0%
high risk (PD 8-9; 6.40%-100.00%) 1 187 3,6%
impaired loans (PD 10 - 12) 688 2,1%
unrated 10 0,0%
Overall risk indicators 1 stage 3 imp. % cover
outstanding impaired loans 688 335 48,6%
o/w PD 10 impaired loans 386 121 31,2%
o/w more than 90 days past due (PD 11+12) 302 214 70,9%
all impairments (stage 1+2+3) 559
o/w stage 1+2 impairments (incl. POCI) 224
o/w stage 3 impairments (incl. POCI) 335
2020 Credit cost ratio (CCR) 0,67%
2021 Credit cost ratio (CCR) - YTD -0,41%

1 CCR at country level in local currency

Loan portfolio Business Unit International Markets
30-06-2021, in millions of EUR
Ireland Slovakia Hungary Bulgaria Total Int Markets
Total portfolio outstanding 10 484 9 925 6 215 4 045 30 669
Counterparty break down % outst. % outst. % outst. % outst. % outst.
retail 10 406 99,3% 5 609 56,5% 2 526 40,6% 1 595 39,4% 20 136 65,7%
o/w mortgages 10 330 98,5% 4 982 50,2% 1 829 29,4% 841 20,8% 17 982 58,6%
o/w consumer finance 76 0,7% 628 6,3% 697 11,2% 754 18,7% 2 155 7,0%
SME 57 0,5% 1 113 11,2% 150 2,4% 1 006 24,9% 2 326 7,6%
corporate 22 0,2% 3 203 32,3% 3 539 56,9% 1 444 35,7% 8 207 26,8%
Mortgage loans % outst. ind. LTV % outst. ind. LTV % outst. ind. LTV % outst. ind. LTV % outst.
total 10 330 98,5% 65% 4 982 50,2% 66% 1 829 29,4% 52% 841 20,8% 61% 17 982 58,6%
o/w FX mortgages 0 0,0% - 0 0,0% - 3 0,0% 71% 71 1,8% 62% 74 0,2%
o/w ind. LTV > 100% 574 5,5% - 42 0,4% - 69 1,1% - 23 0,6% - 707 2,3%
Probability of default (PD) % outst. % outst. % outst. % outst. % outst.
low risk (PD 1-4; 0.00%-0.80%) 1 030 9,8% 5 815 58,6% 3 143 50,6% 1 162 28,7% 11 150 36,4%
medium risk (PD 5-7; 0.80%-6.40%) 7 326 69,9% 2 224 22,4% 2 776 44,7% 2 398 59,3% 14 723 48,0%
high risk (PD 8-9; 6.40%-100.00%) 784 7,5% 552 5,6% 194 3,1% 213 5,3% 1 743 5,7%
impaired loans (PD 10 - 12) 1 344 12,8% 215 2,2% 101 1,6% 272 6,7% 1 931 6,3%
unrated 0 0,0% 1 120 11,3% 1 0,0% 0 0,0% 1 122 3,7%
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 1 344 380 28,3% 215 150 69,7% 101 52 51,4% 272 108 39,8% 1 931 690 35,7%
o/w PD 10 impaired loans 610 74 12,1% 55 23 42,1% 38 13 32,7% 70 9 13,5% 773 119 15,4%
o/w more than 90 days past due (PD 11+12) 734 306 41,7% 160 127 79,1% 62 39 62,9% 202 99 48,9% 1 158 571 49,3%
all impairments (stage 1+2+3) 437 245 115 134 930
o/w stage 1+2 impairments (incl. POCI) 56 95 63 26 241
o/w stage 3 impairments (incl. POCI) 380 150 52 108 690
2020 Credit cost ratio (CCR) 0,88% 0,50% 1,05% 0,73% 0,78%
2021 Credit cost ratio (CCR) - YTD 0,00% -0,06% -0,72% -0,10% -0,18%

Remarks

1 CCR at country level in local currency

Loan portfolio Group Centre1 30-06-2021, in millions of EUR

Total portfolio outstanding 2 143
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 2 143 100,0%
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%) 1 591 74,2%
medium risk (PD 5-7; 0.80%-6.40%) 134 6,2%
high risk (PD 8-9; 6.40%-100.00%) 0 0,0%
impaired loans (PD 10 - 12) 419 19,5%
unrated 0 0,0%
Overall risk indicators stage 3 imp. % cover
outstanding impaired loans 419 368 87,8%
o/w PD 10 impaired loans 27 20 75,2%
o/w more than 90 days past due (PD 11+12) 392 348 88,7%
all impairments (stage 1+2+3) 370
o/w stage 1+2 impairments (incl. POCI) 2
o/w stage 3 impairments (incl. POCI) 368
2020 Credit cost ratio (CCR) -0,23%
2021 Credit cost ratio (CCR) - YTD 0,41%

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

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. This regulation entered gradually into force as of 1 January 2014. The general rule under CRR/CRD 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). As of the fourth quarter of 2020, the revised CRR/CRD requires the use of the equity method, unless the competent authority allows institutions to apply a different method. KBC Group has received ECB approval to continue to use the historical carrying value for risk weighting (370%) , after having deconsolidated KBC Insurance from the group figures.

In addition to the solvency ratios under CRR /CRD, 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 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 CRR/CDR rules, used for approximately 92% of the weighted credit risks, of which approx. 88% according to Advanced and approx. 4% according to Foundation approach. The remaining weighted credit risks (ca. 8%) are calculated according to the Standardised approach.

The overall capital requirement (CET1) that KBC is to uphold is set at 10.50% (fully loaded, Danish Compromise which includes the CRR/CRD 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 0.25% 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 (CCB) and hence to use these buffers to withstand potential stress. This temporarily brings the regulatory minimum to 8.00% (being 10.50% – 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.

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)
30-06-2021 31-12-2020
(consolidated, under CRR,
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 0.25% 0.17% 0.20% 0.17%
Overall Capital Requirement (OCR) (1) 10.50% 10.42% 10.45% 10.42%
CET1 used to satisfy shortfall in AT1 bucket 0.06% 0.06% 0.03% 0.03%
CET1 used to satisfy shortfall in T2 bucket $(2)$ 0.82% 0.15% $-0.13%$ 0.12%
CET1 requirement (MDA) 11.38% 10.62% 10.35% 10.57%
CET1 capital 18 241 18728 17948 18 441
CET1 buffer $(=$ buffer to MDA) 6 3 7 9 7682 7 3 8 2 7681

(1) A negative figure in AT1 or T2 bucket relates to a surplus above the pillar 1 bucket for these instruments, which is available to partly satisfy the pillar 2 requirement. (2) The fully loaded T2 capital excludes the T2 instruments grandfathered under CRR2; these T2 instruments are included in the actual (transitional) T2 capital for the period of grandfathering, in line with CRR2 and the COREP 3.0 reporting framework (introduced as from 2Q 2021 reporting).

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
30-06-2021 equity) volume) ratio $(\%)$
Common Equity ratio
Danish Compromise Fully loaded 18 241 104 241 17.50%
Deduction Method Fully loaded 17 604 99 688 17.66%
Financial Conglomerates Directive Fully loaded 19874 119 606 16.62%
Danish Compromise Transitional 18728 103 972 18.01%
Deduction Method Transitional 18 0 9 2 99 4 20 18.20%
Financial Conglomerates Directive Transitional 20 361 119 337 17.06%

KBC's fully loaded CET1 ratio of 17.50% at the end of June 2021 represents a solid capital buffer:

  • 9.50% capital buffer compared with the current theoretical minimum capital requirement of 8.00% (as a result of the announced ECB and National Bank measures which provided significant temporary relief on the minimum capital requirements)
  • 7.00% capital buffer compared with the Overall Capital Requirement (OCR) of 10.50% (which still includes the 2.50% capital conservation buffer on top of the 8.00%)
  • 6.12% capital buffer compared with the Maximum Distributable Amount (MDA) of 11.38%.

Danish Compromise (1)

30-06-2021 30-06-2021 31-12-2020 31-12-2020
In millions of EUR Fully loaded Transitional Fully loaded Transitional
Total regulatory capital (after profit appropriation) 20 972 22 153 21 6 27 21856
Tier-1 capital 19741 20 228 19 4 48 19941
Common equity 18 241 18728 17948 18441
Parent shareholders' equity (after deconsolidating KBC Insurance) 18 959 18 959 18 6 88 18688
Intangible fixed assets, incl deferred tax impact (-) $-587$ $-587$ $-568$ $-568$
Goodwill on consolidation, incl deferred tax impact (-) $-752$ $-752$ $-734$ - 734
Minority interests $\overline{0}$ $\mathbf 0$ $\mathbf 0$ $\mathbf 0$
Hedging reserve (cash flow hedges) (-) 1 1 3 2 1 1 3 2 1 2 9 4 1 2 9 4
Valuation diff. in financial liabilities at fair value - own credit risk (-) $-11$ 11
÷.
$-13$ $-13$
Value adjustment due to the requirements for prudent valuation (-) $-23$ 23
÷,
$-25$ $-25$
Dividend payout (-) $\overline{0}$ $\mathbf{0}$ $-183$ $-183$
Coupon of AT1 instruments (-) $-12$ 12
$\blacksquare$
$-12$ $-12$
Deduction re. financing provided to shareholders (-) 57 57 $-57$ $-57$
Deduction re. Irrevocable payment commitments (-) $-72$ 72 $-58$ $-58$
Deduction re NPL backstops (-) $-12$ 12 $-11$ $-11$
IRB provision shortfall (-) $\overline{0}$ $\mathbf{0}$ $\mathbf 0$ $\mathbf 0$
Deferred tax assets on losses carried forward (-) $-326$ - 326 $-373$ 373
Transitional adjustments to CET1 0 488 0 493
Limit on deferred tax assets from timing differences relying on future $\overline{0}$ $\overline{0}$ $\mathbf 0$ $\mathbf 0$
profitability and significant participations in financial sector entities (-)
Additional going concern capital 1 500 1 500 1 500 1500
CRR compliant AT1 instruments 1500 1 500 1 500 1500
Minority interests to be included in additional going concern capital 0 0 $\mathbf 0$ $\mathbf{0}$
Tier 2 capital 1 2 3 2 1925 2 1 7 8 1914
IRB provision excess (+) 485 485 427 427
Transitional adjustments to T2 $\mathbf{0}$ $-301$ $\mathbf 0$ 264
Subordinated liabilities 746 1 7 4 0 1 7 5 1 1751
Subordinated loans non-consolidated financial sector entities (-) 0 $\overline{0}$ 0 $\mathbf 0$
Minority interests to be included in tier 2 capital $\overline{0}$ $\overline{0}$ $\mathbf 0$ $\mathbf 0$
Total weighted risk volume 104 241 103 972 102 111 101843
Banking 94 942 94 673 92 903 92 635
Insurance 9 1 3 3 9 1 3 3 9 1 3 3 9 1 3 3
Holding activities 164 164 66 66
Elimination of intercompany transactions $\overline{2}$ $\overline{2}$ 9 9
Solvency ratios
Common equity ratio 17.50% 18.01% 17.58% 18.11%
Tier-1 ratio 18.94% 19.46% 19.05% 19.58%
Total capital ratio 20.12% 21.31% 21.18% 21.46%

Note: for the composition of the banking RWA, see section 'Solvency banking and insurance activities separately' further in this memo.

(1) No IFRS interim profit recognition at the end of June 2021 given more stringent ECB approach.

Leverage ratio KBC Group(1)

Leverage ratio KBC Group (Basel III)
In millions of EUR
30-06-2021 30-06-2021 31-12-2020 31-12-2020
Fully loaded Transitional Fully loaded Transitional
Tier-1 capital 19741 20 228 19448 19941
Total exposures 360 502 361 117 303 069 303 696
Total Assets 368 596 368 596 320 743 320 743
Deconsolidation KBC Insurance $-33517$ $-33517$ $-32972$ $-32972$
Transitional adjustment $\Omega$ 615 $\Omega$
Adjustment for derivatives 245 245 $-4158$ $-4158$
Adjustment for regulatory corrections in determining Basel III Tier-1 capital $-1756$ $-1756$ $-1825$ $-1825$
Adjustment for securities financing transaction exposures 2 5 5 2 2 5 5 2 830 830
Off-balance sheet exposures 24 3 8 2 24 3 8 2 20 451 20451
Leverage ratio 5.48% 5.60% 6.42% 6.57%

At the end of June 2021, the leverage ratio decreased mainly due to an increase of short-term money market & repo opportunities (as of 1Q 2021) and regulatory & methodology changes implemented as of 2Q 2021. Excluding these changes, the leverage ratio would have been 5.6% in 1H 2021.

Solvency banking(1) and insurance activities separately

As is the case for the KBC group, the solvency of KBC Bank is calculated based on CRR/CRD. 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 (CRR/CRD) for KBC Bank, as well as the solvency ratio of KBC Insurance under Solvency II.

Regulatory capital requirements KBC Bank (consolidated) 30-06-2021 30-06-2021 31-12-2020 31-12-2020
(in millions of EUR) Fully loaded Transitional Fully loaded Transitional
Total regulatory capital, after profit appropriation 17911 18 237 17 792 18021
Tier-1 capital 15 802 16 290 15 5 8 5 16078
Common equity 14 302 14 790 14 085 14 5 78
Parent shareholders' equity 14 943 14 943 14 5 67 14 5 67
Solvency adjustments $-641$ $-153$ $-481$ 12
Additional going concern capital 1 500 1 500 1 500 1 500
Tier-2 capital 2 1 0 9 1947 2 2 0 6 1942
Total weighted risk volume 94 942 94 673 92 903 92 635
Credit risk 80 4 89 80 221 78 785 78518
Market risk 3 0 5 1 3 0 5 1 2 7 1 6 2 7 1 6
Operation risk 11 401 11 401 11 401 11401
Common equity ratio 15.1% 15.6% 15.2% 15.7%

(1) No IFRS interim profit recognition at the end of June 2021 given more stringent ECB approach.

Solvency II, KBC Insurance consolidated 30-06-2021 31-12-2020
(in millions of EUR)
Own Funds 4 3 3 7 3868
Tier 1 3837 3 3 6 8
IFRS Parent shareholders equity 4 0 6 3 3815
Dividend payout $-269$ $\Omega$
Deduction intangible assets and goodwill (after tax) $-139$ - 136
Valuation differences (after tax) 152 $-383$
Volatility adjustment 79 89
Other $-49$ $-16$
Tier 2 500 500
Subordinated liabilities 500 500
Solvency Capital Requirement (SCR) 1960 1744
Market risk 1562 1 3 5 5
Non-life 593 583
Life 758 735
Health 270 305
Counterparty 148 101
Diversification $-1070$ $-1027$
Other $-300$ $-308$
Solvency II ratio 221% 222%

Minimum requirement for own funds and eligible liabilities (MREL) (1)

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 BRRD2. The SRB communicated to KBC the final MREL targets expressed as a percentage of Risk Weighted Assets (RWA) and Leverage Ratio Exposure Amount (LRE), which will replace the current MREL target of 9.67% of TLOF (which needed to be achieved by 31-12-2021). The new binding MREL targets are:

  • 22.13% of RWA as from 01-01-2024 with an intermediate target of 21.63% as from 01-01-2022 (the Combined Buffer Requirement(2) of 4.25% needs to be held on top)
  • 7.34% of LRE as from 01-01-2022

At the end of June 2021, the MREL ratio stands at 28.0% as a % of RWA (versus 27.9% as at 31-12-2020) and at 8.1% as % of LRE (versus 9.3% as at 31-12-2020). The MREL ratio as % of LRE decreased in 1H 2021 due fully to the increase of short-term money market & repo opportunities (as of 1Q 2021) and regulatory & methodology changes implemented as of 2Q 2021.

Besides a total MREL amount, BRRD2 also requires KBC to maintain a certain part of MREL in subordinated format (i.e. instruments subordinated to liabilities, excluded from bail-in). KBC Group has on its balance sheet a limited amount of liabilities, excluded from bail-in, which rank pari passu to MREL eligible liabilities. These excluded liabilities are related to critical shared services (e.g. IT). This jeopardizes the eligibility of the HoldCo senior debt to be acknowledged by the SRB as subordinated. This is based on the new definition of BRRD2 Article 2(1)(71b), which allows no exemption from the subordination requirement for MREL; for comparison exemption from the subordination requirement is allowed in CRR Article 72b(4) for TLAC (allowance of up to 5% excluded liabilities based on the total amount of MREL).

To ensure that KBC's HoldCo senior debt is eligible for the subordinated MREL target (i.e., to make sure that no excluded liabilities ranking pari passu or junior with HoldCo senior debt are present in KBC Group NV), the KBC Group ExCo decided on to make KBC Group NV a Clean HoldCo for the purpose of resolution. After implementation of the Clean HoldCo, KBC's entire MREL stack will be considered as subordinated.

The new binding subordinated MREL targets are:

  • 15.95% of RWA as from 01-01-2024 with an intermediate target of 13.50% as from 01-01-2022 (the Combined Buffer Requirement(2) of 4.25% needs to be held on top)
  • 7.34% of LRE as from 01-01-2024 with an intermediate target of 6.19% as from 01-01-2022

At the end of June 2021, the subordinated MREL ratio stands at 21.3% as a % of RWA (versus 21.5% as at 31-12-2020) and at 6.1% as % of LRE (versus 7.2% as at 31-12-2020).

(1) No IFRS interim profit recognition at the end of June 2021 given more stringent ECB approach.

(2) Combined Buffer Requirement = Conservation Buffer (2.5%) + O-SII Buffer (1.5%) + Countercyclical Buffer (0.25%), comes on top of the MREL target as a percentage of RWA.

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 2021 1Q 2021 4Q 2020 3Q 2020 2Q 2020
Breakdown P&L
Net interest income 637 626 631 673 635
Non-life insurance (before reinsurance) 143 140 127 157 167
Earned premiums 293 289 290 287 280
Technical charges 150 $-149$ $-164$ 130 113
ä,
Life insurance (before reinsurance) 13 - 12 $-10$ - 16 $-16$
Earned premiums 194 223 298 191 208
Technical charges 207 235
÷.
$-308$ 206
ä,
224
÷.
Ceded reinsurance result 3 $\overline{1}$
÷
10 $-3$ - 10
Dividend income 15 6 10 10 16
Net result from financial instruments at fair value through profit or loss 38 120 33 67 149
Net realised result from debt instruments at fair value through OCI 1 1 $-2$ 1 -1
Net fee and commission income 322 327 287 271 271
Net other income 33 41 41 36 45
TOTAL INCOME 1 1 7 3 1 2 4 8 1 1 2 7 1 1 9 7 1 2 5 6
Operating expenses 538
÷
- 821 $-530$ $-520$ 521
$\mathbb{L}^{\mathbb{N}}$
Impairment 56 65 $-67$ $-43$ 469
on financial assets at AC and at FVOCI 56 62 $-39$ $-41$ 458
÷.
other 0 3 $-27$ $\overline{2}$
÷.
$-11$
Share in results of associated companies and joint ventures 1 $\overline{1}$
٠
- 1 $-2$ $-3$
RESULT BEFORE TAX 693 490 529 633 264
Income tax expense 165 110 132 147
ä,
$-59$
RESULT AFTER TAX 528 380 396 486 204
attributable to minority interests $\bf{0}$ 0 0 0 $\mathbf 0$
attributable to equity holders of the parent 528 380 396 486 204
Banking 403 282 285 352 68
Insurance 125 98 111 134 136
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 105 594 103 960 103 092 103 844 103 689
of which Mortgage Ioans (end of period) 40 069 39 452 38831 37717 36863
Customer deposits and debt certificates excl. repos (end of period) 159 581 150 296 135 442 137 271 136 928
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 12984 13 0 18 13 0 32 12 944 13 005
Unit-Linked (end of period) 13217 13 0 14 12819 12 576 12 5 9 9
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 54419 53 759 52 671 53 363 52938
Required capital, insurance (end of period) 1651 1546 1491 1 3 9 3 1 3 5 8
Allocated capital (end of period) 7 3 3 8 7 1 64 6995 6970 6943
Return on allocated capital (ROAC) 29% 21% 23% 28% 12%
Cost/income ratio, group 46% 66% 47% 43% 41%
Combined ratio, non-life insurance 83% 80% 87% 81% 74%
Net interest margin, banking 1.63% 1.63% 1.59% 1.63% 1.63%
Business unit Czech Republic
(in millions of EUR) 2Q 2021 1Q 2021 4Q 2020 3Q 2020 2Q 2020
Breakdown P&L
Net interest income 220 215 206 220 235
Non-life insurance (before reinsurance) 30 43 36 36 38
Earned premiums 82 78 77 78 72
Technical charges 52 $-35$ -41
÷,
$-42$ 35
Life insurance (before reinsurance) 14 15 10 12 12
Earned premiums 51 43 59 50 44
Technical charges 37 $-27$ - 49
÷
38
$\sim$
32
Ceded reinsurance result 8 $\overline{3}$ 0 - 1 0
Dividend income 0 0 0 $\mathbf 0$
Net result from financial instruments at fair value through profit or loss 7 29 26 16 90
Net realised result from debt instruments at fair value through OCI $\overline{2}$ 0 $\mathbf 0$ 0 1
Net fee and commission income 54 50 46 52 51
Net other income 6 7 $-3$ 3 3
TOTAL INCOME 339 356 322 337 431
Operating expenses 191 225
$\blacksquare$
$-187$ 179
ä,
164
÷.
Impairment 50 12 $-24$ $-18$ 175
on financial assets at AC and at FVOCI 53 13 $-17$ $-15$ 170
$\blacksquare$
other 3 $\overline{1}$
Ξ
$-7$ $\mathbf{3}$
÷.
$-5$
Share in results of associated companies and joint ventures $\mathbf{0}$ $\overline{1}$
۰
$\overline{1}$
$\blacksquare$
0 0
RESULT BEFORE TAX 198 143 111 139 91
Income tax expense 30 $-20$ $-17$
÷,
$-23$ 14
RESULT AFTER TAX 168 123 94 116 77
attributable to minority interests $\bf{0}$ 0 $\mathbf 0$ 0 $\mathbf 0$
attributable to equity holders of the parent 168 123 94 116 77
Banking 152 105 81 104 61
Insurance 16 18 12 12 16
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 30 551 29 273 29 0 99 28 106 28 597
of which Mortgage Ioans (end of period) 17 190 16 4 49 16 190 15 3 84 15418
Customer deposits and debt certificates excl. repos (end of period) 44 650 43 0 79 41 610 39 162 39 704
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 676 663 655 622 613
Unit-Linked (end of period) 594 576 614 615 659
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 15 5 94 15 109 15 3 38 14 971 15 3 38
Required capital, insurance (end of period) 149 149 137 131 128
Allocated capital (end of period) 1778 1728 1739 1696 1746
Return on allocated capital (ROAC) 38% 28% 22% 27% 18%
Cost/income ratio, group 56% 63% 58% 53% 39%
Combined ratio, non-life insurance 87% 83% 87% 90% 81%
Net interest margin, banking 1.97% 1.99% 1.95% 2.05% 2.32%
Business unit International Markets
(in millions of EUR) 2Q 2021 1Q 2021 4Q 2020 3Q 2020 2Q 2020
Breakdown P&L
Net interest income 239 231 229 227 219
Non-life insurance (before reinsurance) 40 46 31 34 46
Earned premiums 83 82 80 81 78
Technical charges 43 37 49
ä,
-47
÷.
33
Life insurance (before reinsurance) 9 9 5 4 10
Earned premiums 27 27 26 25 24
Technical charges 18 18
$\sim$ $^{-1}$
22
$\blacksquare$
$-21$ 15
Ceded reinsurance result $\overline{2}$ $\overline{7}$ $\overline{2}$ - 1 $-3$
Dividend income $\bf{0}$ $\mathbf 0$ 0 0 $\mathbf{0}$
Net result from financial instruments at fair value through profit or loss 13 11 16 18 14
Net realised result from debt instruments at fair value through OCI $\bf{0}$ $\mathbf 0$ $\mathbf 0$ $\mathbf{0}$ 1
Net fee and commission income 74 66 69 68 67
Net other income 1 4 1 $-4$ 5
TOTAL INCOME 374 361 353 347 359
Operating expenses 231 254
÷.
$-231$ 200
ä,
$-196$
Impairment 23 0 $-15$ 1 213
on financial assets at AC and at FVOCI 26 0 $\overline{1}$
$\blacksquare$
6 217
÷,
other 3 $\blacktriangleleft$
÷,
- 13
$\blacksquare$
5
Ξ
4
Share in results of associated companies and joint ventures $\mathbf 0$ 0 0 0 $\bf{0}$
RESULT BEFORE TAX 166 106 107 148 50
Income tax expense 26 18 20
$\blacksquare$
$-24$ 5
RESULT AFTER TAX 140 88 86 123 $-45$
attributable to minority interests $\mathbf 0$ 0 $\mathbf 0$ 0 $\mathbf 0$
attributable to equity holders of the parent 140 88 86 123 - 45
Banking 127 72 79 112 $-66$
Insurance 13 17 7 11 21
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 28 199 27 7 26 27 430 25824 25 277
of which Mortgage loans (end of period) 17515 17 180 16929 15952 15 6 50
Customer deposits and debt certificates excl. repos (end of period) 27950 27 438 28 0 75 24 789 24 27 2
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 251 250 249 250 254
Unit-Linked (end of period) 418 399 398 390 397
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 23 190 23 0 20 23 2 24 20791 20736
Required capital, insurance (end of period) 141 135 135 130 127
Allocated capital (end of period) 2 5 6 5 2541 2561 2 3 0 2 2 3 1 5
Retum on allocated capital (ROAC) 22% 14% 15% 21% $-8%$
Cost/income ratio, group 62% 70% 66% 58% 55%
Combined ratio, non-life insurance 83% 78% 90% 89% 75%
Net interest margin, banking 2.58% 2.56% 2.59% 2.61% 2.58%
Slovakia
(in millions of EUR) 2Q 2021 1Q 2021 4Q 2020 3Q 2020 2Q 2020
Breakdown P&L
Net interest income 57 57 51 52 49
Non-life insurance (before reinsurance) 8 11 4 7 8
Earned premiums 15 14 14 13 13
Technical charges 7 3 10
÷
6 $\overline{4}$
Life insurance (before reinsurance) 3 3 3 3 3
Earned premiums 8 8 8 9 8
Technical charges 4 5 5
÷.
5 - 5
Ceded reinsurance result 1 $\overline{4}$ 4 $\mathbf{1}$ $\overline{1}$
Dividend income 0 0 0 $\mathbf 0$ $\bf{0}$
Net result from financial instruments at fair value through profit or loss 3 0 3 6 7
Net realised result from debt instruments at fair value through OCI $\mathbf{0}$ 0 0 $\mathbf{0}$ 1
Net fee and commission income 19 16 14 15 14
Net other income $\overline{0}$ 2 2 1 2
TOTAL INCOME 91 86 82 84 84
Operating expenses 66 $-62$ $-48$ 46
$\sim$ $^{-1}$
$-51$
Impairment 6 3 $\overline{2}$
$\mathbf{L}$
5 -41
on financial assets at AC and at FVOCI 6 3
ä,
1 5 -41
other 0 0 $\overline{2}$
÷.
0 $\bf{0}$
Share in results of associated companies and joint ventures $\mathbf{0}$ 0 0 0 $\bf{0}$
RESULT BEFORE TAX 30 20 32 43 $-8$
Income tax expense 8 - 5 $-6$ 10
$\omega_{\rm{eff}}$
2
RESULT AFTER TAX 22 15 25 33 $-6$
attributable to minority interests $\bf{0}$ 0 0 $\mathbf 0$ $\mathbf 0$
attributable to equity holders of the parent 22 15 25 33 - 6
Banking 20 12 23 30 $-9$
Insurance $\overline{2}$ 3 3 3 3
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 9 100 9090 9016 7857 7683
of which Mortgage Ioans (end of period) 4 9 0 4 4814 4707 3992 3846
Customer deposits and debt certificates excl. repos (end of period) 7 9 0 8 8 1 7 8 8601 7 100 6531
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 114 115 114 114 114
Unit-Linked (end of period) 72 73 83 87 92
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 5683 5809 5919 5 0 1 1 5 1 0 4
Required capital, insurance (end of period) 29 29 29 28 27
Allocated capital (end of period) 623 636 648 552 565
Retum on allocated capital (ROAC) 14% 10% 18% 24% $-5%$
Cost/income ratio, group 73% 72% 59% 54% 61%
Combined ratio, non-life insurance 85% 85% 80% 87% 79%
Hungary
(in millions of EUR) 2Q 2021 1Q 2021 4Q 2020 3Q 2020 2Q 2020
Breakdown P&L
Net interest income 74 70 68 68 64
Non-life insurance (before reinsurance) 14 16 12 12 17
Earned premiums 35 37 34 35 35
Technical charges 21 22
A.
$-23$ - 24 17
Life insurance (before reinsurance) $\overline{2}$ 2 $-2$ $-2$ $\overline{2}$
Earned premiums 10 9 9 9 8
Technical charges 8 -7
÷,
11
÷,
- 11 $-6$
Ceded reinsurance result 1 $\overline{1}$ 0 $\overline{1}$ $\overline{1}$
Dividend income $\bf{0}$ 0 0 $\mathbf{0}$ $\mathbf{0}$
Net result from financial instruments at fair value through profit or loss 11 12 14 12 10
Net realised result from debt instruments at fair value through OCI $\mathbf 0$ $\mathbf 0$ 0 $\mathbf 0$ $\mathbf{0}$
Net fee and commission income 49 43 49 46 46
Net other income 1 1 1 0 0
TOTAL INCOME 150 143 142 136 140
Operating expenses 81 $-94$ $-79$ $-74$ $-69$
Impairment 16 3 $-17$ $\overline{2}$
÷.
50
on financial assets at AC and at FVOCI 19 3 $-8$ 3 55
other 3 0 - 9 5 6
Share in results of associated companies and joint ventures $\mathbf{0}$ 0 0 0 $\bf{0}$
RESULT BEFORE TAX 86 52 46 59 21
Income tax expense 11 - 9 $-8$ $-9$ $-5$
RESULT AFTER TAX 75 43 38 51 16
attributable to minority interests $\bf{0}$ 0 $\mathbf 0$ $\mathbf 0$ $\mathbf 0$
attributable to equity holders of the parent 75 43 38 51 16
Banking 70 36 35 46 7
Insurance 5 8 4 4 9
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 5 3 0 4 5 0 4 7 4 940 4 7 7 5 4617
of which Mortgage Ioans (end of period) 1795 1657 1600 1541 1512
Customer deposits and debt certificates excl. repos (end of period) 9 1 3 9 8766 8982 7983 8011
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 48 46 46 46 49
Unit-Linked (end of period) 270 258 255 251 258
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 7468 7 1 6 5 6961 6895 6865
Required capital, insurance (end of period) 49 48 47 45 47
Allocated capital (end of period) 830 797 775 766 772
Retum on allocated capital (ROAC) 37% 22% 21% 27% 8%
Cost/income ratio, group 54% 66% 56% 55% 50%
Combined ratio, non-life insurance 87% 78% 93% 92% 76%
Bulgaria
(in millions of EUR) 2Q 2021 1Q 2021 4Q 2020 3Q 2020 2Q 2020
Breakdown P&L
Net interest income 35 35 36 36 36
Non-life insurance (before reinsurance) 19 19 15 15 20
Earned premiums 33 31 32 32 31
Technical charges 14 12 17 $-17$ 11
Life insurance (before reinsurance) 4 4 3 3 5
Earned premiums 9 10 9 7 9
Technical charges 5 6 -6
$\sim$
$\overline{4}$ $\overline{4}$
Ceded reinsurance result 1 $\overline{2}$ $\overline{2}$
٠
0 -1
Dividend income 0 0 0 0 $\mathbf 0$
Net result from financial instruments at fair value through profit or loss 0 0 0 0 0
Net realised result from debt instruments at fair value through OCI $\mathbf{0}$ 0 0 0 0
Net fee and commission income 8 7 8 8 6
Net other income $\mathbf 0$ 2 1 1 1
TOTAL INCOME 65 65 61 63 67
Operating expenses 32
÷,
$-40$ 33
$\blacksquare$
$-31$ $-27$
Impairment 0 0 $\overline{2}$
÷.
- 25
on financial assets at AC and at FVOCI 1 1 2 - 23
other 0 0 1 0 - 1
Share in results of associated companies and joint ventures $\mathbf{0}$ 0 0 0 $\bf{0}$
RESULT BEFORE TAX 33 25 28 30 16
Income tax expense 3 $\overline{\mathbf{3}}$
÷,
$\mathbf{3}$
$\equiv$
$-3$ $-2$
RESULT AFTER TAX 30 22 25 27 14
attributable to minority interests $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\mathbf 0$
attributable to equity holders of the parent 30 22 25 27 14
Banking 23 15 23 22 $\overline{4}$
Insurance 7 7 2 5 9
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 3671 3547 3508 3413 3 3 0 7
of which Mortgage loans (end of period) 819 790 778 752 723
Customer deposits and debt certificates excl. repos (end of period) 5919 5 5 6 0 5453 4 8 0 2 4 6 3 4
Technical provisions plus unit-linked, life insurance
Interest Guaranteed (end of period) 90 89 88 90 91
Unit-Linked (end of period) 77 68 60 52 47
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 3 3 3 6 3 2 3 3 3 2 5 4 3 1 3 3 3073
Required capital, insurance (end of period) 63 58 58 57 53
Allocated capital (end of period) 412 396 398 384 377
Return on allocated capital (ROAC) 30% 22% 25% 27% 13%
Cost/income ratio, group 50% 62% 54% 49% 41%
Combined ratio, non-life insurance 77% 76% 89% 85% 70%
Ireland
(in millions of EUR) 2Q 2021 1Q 2021 4Q 2020 3Q 2020 2Q 2020
Breakdown P&L
Net interest income 72 69 74 72 69
Non-life insurance (before reinsurance) $\mathbf{0}$ $\mathbf{0}$ 0 $\mathbf 0$ $\mathbf{0}$
Earned premiums 0 0 0 0 $\mathbf 0$
Technical charges $\overline{0}$ $\mathbf{0}$ 0 $\bf{0}$ $\mathbf 0$
Life insurance (before reinsurance) $\overline{0}$ $\mathbf{0}$ 0 $\mathbf{0}$ $\mathbf 0$
Earned premiums $\mathbf{0}$ 0 0 0 $\mathbf 0$
Technical charges 0 0 0 $\mathbf 0$ $\mathbf 0$
Ceded reinsurance result $\mathbf 0$ $\mathbf 0$ 0 $\mathbf{0}$ $\mathbf 0$
Dividend income $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ $\mathbf{0}$ $\bf{0}$
Net result from financial instruments at fair value through profit or loss $\overline{2}$ 1 $\overline{2}$ $\mathbf{1}$ $\mathbf{3}$
Net realised result from debt instruments at fair value through OCI $\overline{0}$ $\mathbf 0$ $\mathbf 0$ $\mathbf 0$ $\bf{0}$
Net fee and commission income $\overline{2}$ $\mathbf 1$ $\overline{1}$
L,
$\mathbf 1$
ä,
$\bf{0}$
Net other income 1 $\mathbf 0$ $-3$ $-6$ $\mathbf 0$
TOTAL INCOME 69 67 68 64 65
Operating expenses 52 58 71
$\sim$
49 48
Impairment $\bf{0}$ $\mathbf{0}$ 4 0 97
on financial assets at AC and at FVOCI 0 $\mathbf{0}$ 5 $\bf{0}$ 97
other $\mathbf{0}$ $\mathbf{0}$ 1 $\bf{0}$ $\mathbf{0}$
Share in results of associated companies and joint ventures $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ $\mathbf{0}$ $\mathbf{0}$
RESULT BEFORE TAX 17 9 1 15 80
L.
Income tax expense $\overline{4}$ 1
$\overline{\phantom{a}}$
$\overline{4}$ $\overline{2}$ 10
RESULT AFTER TAX 13 8 3
$\mathbf{u}$
13 70
attributable to minority interests $\mathbf{0}$ $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ $\mathbf 0$
attributable to equity holders of the parent 13 8 -3
$\sim$
13 - 70
Banking 14 9 $\overline{2}$
ω.
14 68
u,
Insurance $\blacksquare$ 1
$\overline{\phantom{0}}$
$\overline{1}$
$\blacksquare$
$-1$ $-1$ $-1$
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) 10 1 24 10 042 9966 9779 9670
of which Mortgage loans (end of period) 9996 9919 9844 9666 9569
Customer deposits and debt certificates excl. repos (end of period) 4983 4935 5 0 4 0 4 9 0 4 5 0 9 5
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 6704 6813 7 0 8 9 5750 5692
Allocated capital (end of period) 701 712 741 601 600
Return on allocated capital (ROAC) 7% 4% $-2%$ 8% $-44%$
Cost/income ratio, group 75% 86% 104% 77% 73%
Group Centre - Breakdown net result
(in millions of EUR) 2Q 2021 1Q 2021 4Q 2020 3Q 2020 2Q 2020
Operational costs of the Group activities ÷ $-16$ $-42$ $-20$ $-18$
Capital and treasury management - 6 $-4$ $-4$ $-6$
Holding of participations $\sim$ 2 $-1$
Results companies in rundown - 5 $-4$ $-1$
Other $-20$ $-15$ 9 - 8 $\Omega$
Total net result for the Group centre 42
۰
35
$\sim$ 10 $\pm$
$-38$ $-28$ $-26$
Business unit Group Centre
(in millions of EUR) 2Q 2021 $1Q$ 2021 4Q 2020 3Q 2020 2Q 2020
Breakdown P&L
Net interest income $\overline{2}$
÷.
$\overline{4}$
L.
$\overline{2}$ 2 - 6
Non-life insurance (before reinsurance) $\overline{0}$ 9 $\overline{2}$
ä,
$\overline{7}$ 5
Earned premiums 4 3 3 3 4
Technical charges 4 6 $\overline{4}$ 4 1
Life insurance (before reinsurance) $\overline{0}$ $\mathbf 0$ 0 0 $\mathbf 0$
Earned premiums $\overline{0}$ $\mathbf{0}$ 0 0 $\overline{0}$
Technical charges $\overline{0}$ $\mathbf 0$ $\mathbf{0}$ 0 $\Omega$
Ceded reinsurance result $\overline{2}$ 3 $\overline{2}$ 4 1
Dividend income $\overline{a}$ 1 1 1 1
Net result from financial instruments at fair value through profit or loss 29 32 4 16 1
Net realised result from debt instruments at fair value through OCI $\mathbf 0$ 0 0 0 $\mathbf 0$
Net fee and commission income $\overline{1}$ 3 $\mathbf{0}$ 1 $\overline{1}$
Net other income $\overline{2}$ 1 $\overline{2}$
$\blacksquare$
1 $\mathbf 0$
TOTAL INCOME 33 31
÷.
$\mathbf 0$ $\overline{9}$
ω.
$-2$
Operating expenses 12 21
$\equiv$
39 27 24
Impairment $6\phantom{1}6$ 1 17 $\overline{2}$
÷.
$\mathbf 0$
on financial assets at AC and at FVOCI $6\phantom{1}6$ 1 1 $-2$ $\mathbf{0}$
other $\overline{0}$ $\overline{0}$ - 18
$\blacksquare$
0 $\overline{0}$
Share in results of associated companies and joint ventures $\mathbf{0}$ 0 0 0 $\bf{0}$
RESULT BEFORE TAX 52
L
51
$\overline{\phantom{a}}$
57
$\blacksquare$
38
$\sim$
$-26$
Income tax expense 10 17 18 10 $\bf{0}$
RESULT AFTER TAX 42
L.
35
$\omega_{\rm c}$
38 28
÷.
26
attributable to minority interests $\mathbf{0}$ $\mathbf 0$ $\mathbf{0}$ $\overline{0}$ $\mathbf 0$
attributable to equity holders of the parent 42 35
$\sim$
$-38$ 28
$\mathbf{r}$
$-26$
Banking 43
÷,
48
÷.
$-9$ 22
÷.
21
Holding $\overline{2}$ $\overline{2}$
$\mathbf{r}$
$-31$ - 6
$\equiv$
- 5
Insurance $\mathbf{1}$ 15 $\overline{2}$ 0 $\mathbf 0$
Breakdown Loans and deposits
Total customer loans excluding reverse repos (end of period) $\bf{0}$ $\bf{0}$ 1 $\bf{0}$ $\bf{0}$
of which Mortgage Ioans (end of period) 0 0 0 0 0
Customer deposits and debt certificates excl. repos (end of period) 11 1 23 11 0 25 10 303 10 450 9908
Performance Indicators
Risk-weighted assets, banking (end of period, Basel III fully loaded) 1 9 0 4 1 7 7 3 1744 1912 2 2 0 9
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) 18 - 8 $-18$ $-18$ $-15$
Allocated capital (end of period) 217 178 164 182 218

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 2021 2020 1H 2020
Result after tax.
attributable to equity holders of the parent (A)
'Consolidated income statement' 1 3 5 0 1440 205
Coupon on the additional tier-1 instruments
included in equity (B)
'Consolidated statement of changes in equity' $-25$ $-50$ $-25$
Average number of ordinary shares less treasury shares
(in millions) in the period $(C)$
or
Note 5.10 417 416 416
Average number of ordinary shares plus dilutive options
less treasury shares in the period (D)
417 416 416
Basic = $(A-B) / (C)$ (in EUR) 3.18 3.34 0.43
Diluted = $(A-B)/ (D)$ (in EUR) 3.18 3.34 0.43

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 2021 2020 1H 2020
Technical insurance charges,
including the internal cost of settling claims (A)
Note 3.7.1 478 945 467
Earned insurance premiums (B) Note 3.7.1 895 1742 862
$+$
Operating expenses (C) Note 3.7.1 283 536 274
Written insurance premiums (D) Note 3.7.1 1 0 0 7 1769 962
$= (A/B)+(C/D)$ 81.6% 84.5% 82.6%

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). Changes to the capital 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 'transitional' 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 KBC Group' section.

Cost/income ratio (group)

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

Calculation (in millions of EUR or %) Reference 1H 2021 2020 1H 2020
Cost/income ratio
Operating expenses of the group activities (A) 'Consolidated income statement':
component of 'Operating expenses'
2 2 9 3 4 1 5 6 2 2 4 2
Total income of the group activities (B) 'Consolidated income statement': component of
'Total income'
3 7 8 6 7 195 3.522
$= (A) / (B)$ 60.6% 57.8% 63.7%

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 and insurance 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 54% in 1H 2021 (versus 57% in FY 2020 and 58% in 1H 2020).

Cover ratio

Indicates the proportion of impaired loans (see 'Impaired loans ratio' for definition) that are covered by impairment charges. The numerator and denominator in the formula relate to all impaired loans, but may be limited to impaired loans that are more than 90 days past due (the figures for that particular calculation are given in the 'Credit risk' section.

Calculation (in millions of EUR or %) Reference 1H 2021 2020 1H 2020
Specific impairment on loans (A) 'Credit risk: loan portfolio overview' table in the
'Credit risk' section
2 5 1 8 2638 2696
Outstanding impaired loans (B) 'Credit risk: Ioan portfolio overview' table in the
'Credit risk' section
5896 5902 6024
$= (A) / (B)$ 42.7% 44.7% 44.8%

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 2021 2020 1H 2020
Net changes in impairment
for credit risks (A)
'Consolidated income statement': component of
'Impairment'
$-204$ 1068 961
Average outstanding loan portfolio (B) 'Credit risk: loan portfolio overview' table in the
'Credit risk' section
181694 177 542 177 398
$= (A)$ (annualised) / (B) $-0.22%$ 0.60% 0.64%

The credit cost ratio of FY 2020 and 1H 2020 includes a total collective Covid-19 expected credit loss (ECL) of 783 million euros in FY 2020 or 789 million euros in 1H 2020 . Without the collective Covid-19 ECL impact, the credit cost ratio amounts to 0.16% in FY 2020 or 0.20% in 1H 2020.

In the first half of 2021, the credit cost ratio excluding the decrease of the collective Covid-19 ECL of 155 million euros, amounts to -0.06%.

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. Where appropriate, the numerator in the formula may be limited to impaired loans that are more than 90 days past due (PD 11 + PD 12). Relevant figures for that calculation are given in the 'Credit Risk' section.

Calculation (in millions of EUR or %) Reference 1H 2021 2020 1H 2020
Amount outstanding of impaired loans (A) 'Credit risk: loan portfolio overview' table in the
'Credit risk' section
5896 5902 6024
Total outstanding loan portfolio (B) 'Credit risk: Ioan portfolio overview in the 'Credit'
risk' section
182497 180 891 179 366
$= (A) / (B)$ 3.2% 3.3% 3.4%

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 KBC Group' 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 2021 2020 1H 2020
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
94 30 8 81 833 74 512
Total net cash outflows
over the next 30 calendar days (B)
56 808 55 7 14 54 705
$= (A) / (B)$ 166% 147% 136%

Loan Portfolio

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

Calculation (in millions of EUR or %) Reference 1H 2021 2020 1H 2020
Loans and advances to customers (A)
$\ddot{}$
Note 4.1, component of 'Loans and advances to
customers'
164 344 159 621 157 563
Reverse repos (not with Central Banks) (B) Note 4.1, component of 'Reverse repos with
credit institutions and investment firms'
751 3 2 9 5 3 4 3 9
$\ddot{}$
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'
5 1 5 0 6056 6 2 3 5
$\ddot{}$
Other exposures to credit institutions (D) 4 1 8 7 4 0 0 9 4808
$\ddot{}$
Financial guarantees granted to clients and other
commitments (E)
Note 6.1, component of
'Financial guarantees given'
8 4 8 1 7919 8 1 7 0
$\ddot{}$
Impairment on loans (F) Note 4.2, component
of 'Impairment'
3 3 9 8 3703 3680
$+$
Insurance entities (G) Note 4.1, component of 'Loans and advances to
customers'
$-2106$ $-2198$ $-2290$
$\ddot{}$
Non-loan-related receivables (H) $-413$ $-592$ $-939$
$+$
Other (I) Component of Note 4.1 $-1296$ $-923$ $-1299$
Gross Carrying amount = $(A)+(B)+(C)+(D)+(E)+(F)+(G)+(H)+(I)$ 182 497 180 891 179 366

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 2021 2020 1H 2020
Net interest income of the banking activities (A) 'Consolidated income statement': component of
'Net interest income'
1883 3 7 8 8 1917
Average interest-bearing assets of the banking activities (B) 'Consolidated balance sheet': component of 'Total
assets'
209 785 203616 201 557
$=$ (A) (annualised x360/number of calendar days) / (B) 1.79% 1.84% .89%

The net interest margin takes into account the banking group net interest income, 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 2021 2020 1H 2020
Available amount of stable funding (A) As of 2020: Regulation (EU) 2019/876 dd. 20-05-
2019
222 014 209 932 203 437
Required amount of stable funding (B) 146 226 143 901 143 056
$= (A) / (B)$ 151.8% 145 9% 142.2%

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 2021 2020 1H 2020
Parent shareholders' equity (A) 'Consolidated balance sheet' 21 600 20 030 18 570
Number of ordinary shares less treasury shares Note 5.10 417 417 416
(at period-end) (B)
$= (A) / (B)$ (in EUR) 51.84 48.07 44.60

The parent shareholder's equity of 1H 2020 has been retrospectively restated. For more information, see Statement of compliance (note 1.1) in of the annual report of 2020.

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 2021 2020 1H 2020
BELGIUM BUSINESS UNIT
Result after tax (including minority interests)
of the business unit (A)
Note 2.2: Results by segment 908 1 0 0 1 119
The average amount of capital allocated to the business unit
is based on the risk-weighted assets for the banking activities
7 1 6 6 6894 6836
(under Basel III) and risk-weighted asset equivalents for the
insurance activities (under Solvency II) (B)
$=$ (A) annualised / (B) 25.3% 14.5% 3.5%
CZECH REPUBLIC BUSINESS UNIT
Result after tax (including minority interests) of the business
unit $(A)$
Note 2.2: Results by segment 291 375 165
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)
1748 1717 1717
$=$ (A) annualised / (B) 33.2% 21.7% 19.2%
INTERNATIONAL MARKETS BUSINESS UNIT
Result after tax (including minority interests) of the business
unit $(A)$
Note 2.2: Results by segment 228 199 $-11$
2 3 2 4
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 5 5 6 2 3 6 7
$= (A)$ annualised / (B) 17.9% 8.4% $-0.9%$

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 2021 2020 1H 2020
Result after tax, attributable to equity holders of the parent
(A)
'Consolidated income statement' 1 350 1440 205
Coupon on the additional tier-1 instruments included in equity
(B)
'Consolidated statement of changes in equity' $-25$ $-50$ $-25$
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' 19421 17 954 17 312
$= (A-B)$ (annualised) / (C) 13.6% 7.7% 2.1%

The return on equity amounts to 15% in 1H 2021 when including evenly spreading of the bank taxes throughout the year.

The parent shareholder's equity of 1H 2020 has been retrospectively restated. For more information, see Statement of compliance (note 1.1) in of the annual report of 2020.

Sales Life (insurance)

Total sales of life insurance compromise life insurance premiums and unit-linked life insurance premiums (as required under IFRS, we use margin deposit accounting for most of these unit-linked contracts, which means they are not recognised under 'Earned insurance premiums').

Calculation (in millions of EUR or %) Reference 1H 2021 2020 1H 2020
Life Insurance - earned premiums (before reinsurance) (A) 'Consolidated income statement' 564 1 2 2 3 574
$+$
Life insurance: difference between written and earned
premiums (before reinsurance) (B)
2
$\pm$
Investment contracts without discretionary participation
feature (large part of unit-linked) – margin deposit accounting
(C)
400 764 413
Total sales Life $(A)$ + $(B)$ + $(C)$ 965 1989 988

Solvency ratio (insurance)

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

A detailed calculation can be found under 'Solvency banking and insurance activities separately' 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 2021 2020 1H 2020
Belgium Business Unit (A) Company presentation on www.kbc.com 208 194 185
Czech Republic Business Unit (B)
International Markets Business Unit (C) 6 5.
$A)+(B)+(C)$ 228 212 202

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