Slide 1: KBC Group EBA Stress Test 2025
1 KBC Group EBA Stress Test 2025 01 August 2025 www.kbc.com More information: www.kbc.com IR4U@kbc.be IR4U@kbc.be KBC Group - Investor Relations Office: IR4U@kbc.be
Slide 2: Stress test highlights: CET1 ratio under base and adverse scenarios
2 ▪ Under the adverse scenario, the depletion in fully loaded CET1 ratio in 2027 is limited to 273bps vs. fully loaded CET1 ratio 2024 (max. depletion in 2026 of 281bps). This is significantly less than in the 2023 EBA stress test, which had a final impact of 386bps and a max. depletion of 450bps. ▪
Slide 3: Context of 2025 EBA Stress Test
Context of 2025 EBA Stress Test 3 ▪ No hurdle rate, i.e. ▪ Quantitative and qualitative results/findings will be integrated into the SREP process ▪ Common methodology: o All banks use the same imposed scenario as defined by ECB/ESRB o 3-year projections on year-end 2024 figures (base case and advers
Slide 4: Base Scenario: Fully loaded CET1 ratio increases to 17.22% by 2027
Base Scenario Fully loaded CET1 ratio increases to 17.22% by 2027 (including a 56% payout ratio) 4 +2.66% (cumulative 2025- 2027) -3.63% 6.48% -0.10% 17.22% -0.10% 1 2 3 14.56% CET1 ratio P&L before Dividends paid Other RWA evolution CET1 ratio EoY 2024 distribution (incl. AT1-coupon) EoY 2027 1. Of
Slide 5: Base Scenario Trend in P&L
Base Scenario Trend in P&L 5 Base in EUR millions Net result 2024 2025e 2026e 2027e ▪ NII increases strongly under the base scenario parameters, mainly due to a decrease in funding costs. This is driven by Net interest income 5,157 5,832 5,949 5,896 the decline in the 1M swap rate and the high presc
Slide 6: Base Scenario Trend in RWA (fully loaded)
Base Scenario Trend in RWA (fully loaded) 6 +1% RWA remains almost flat by 2027 compared to the end 122,972 122,846 123,166 123,676 of 2024 16,218 ▪ Due to the static balance sheet assumption, the 16,218 16,218 16,218 increase in Credit (& other) risk RWA remains low 3,225 3,225 3,225 3,225 ▪ RWA fo
Slide 7: Adverse Scenario: CET1 ratio evolution
Adverse Scenario scenario 7 -2.73% 14.56% (cumulative 2025- 2027) -0.51% -0.36% -0.60% -0.22% 5 1 -0.38% -0.67% 11.82% 2 3 4 CET1 ratio P&L before Dividends paid OCI reserves Deferred Tax Other RWA evolution Stressed CET1 EoY 2024 distribution (incl. AT1-coupon) Assets on Losses ratio EoY 2027 carri
Slide 8: Adverse Scenario Trend in P&L
Adverse Scenario Trend in P&L 8 Adverse ▪ NII drops significantly in 2025 due to the methodology of: in EUR millions Net result 2024 2025e 2026e 2027e • a static balance sheet assumption (no volume growth) Net interest income 5,157 4,434 4,811 4,967 • the immediate repricing of current and savings a
Slide 9: Adverse Scenario Trend in RWA (fully loaded)
Adverse Scenario Trend in RWA (fully loaded) 9 +6% RWA increases by 7.0bn EUR by 2027 compared to the 129,219 129,938 end of 2024 122,972 126,202 16,218 16,218 ▪ Credit (& other) risk RWA are mainly affected by PD 16,218 16,218 increases in Belgian and Czech corporate portfolios, 3,938 3,938 and LGD
Slide 10: Disclaimer
Disclaimer 10 • This presentation is provided for information purposes only. It does not constitute an offer to sell or the solicitation to buy any security issued by the KBC Group. • KBC believes that this presentation is reliable, although some information is condensed and therefore incomplete. KB