Portfolio Risk Parameters
Table 1. Portfolio Risk Parameters (30/6/2026)
| Average weighted physical lifetime | 18.28 years |
| Average weighted repricing duration | 17.68 years |
| Refinancing Risk in 1 Year | 4.79% |
| Refinancing Risk in 5 Years | 17.53% |
| Risk of Repricing in 1 Year | 8.16% |
| Repricing Risk in 5 Years | 19.79% |
| Foreign-to-Total Debt Ratio (before derivatives) | 0.00% |
| Foreign-to-Total Debt Ratio (after derivatives) | 0.00% |
| Floating to Total Debt Ratio (before derivatives) | 9.08% |
| Floating to Total Debt Ratio (after derivatives) | 0.00% |
| Level of Debt of General Government 2026Q2 (Preliminary data) | 357.576 mio € |
Ratio of floating rate is calculated including interest rate swap transactions and the use of funding instruments by ESM regarding the loans that ESM has granted to the Hellenic Republic.The Risk Metrics and stock of debt are presented in terms of General Government debt. EFSF deferred interest has been incorporated in Debt stock since 2023.
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