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2016 EU-wide Transparency Exercise Summary - Nordea Bank - Group

Core Content Overview

This document presents the results of the 2016 EU-wide Transparency Exercise for Nordea Bank - Group, including own funds, capital ratios, risk exposure amounts, and P&L (Profit and Loss) data. The information is structured across different categories and provides data for two reporting periods: As of 31/12/2015 and As of 30/06/2016.

Key Financial Metrics

Own Funds (Transitional Period)

• Total Own Funds: Increased from 30,900 to 31,530 million EUR
• Common Equity Tier 1 (CET1) Capital: Increased from 23,575 to 24,019 million EUR
  • Capital instruments eligible as CET1: Increased slightly from 5,123 to 5,125 million EUR
  • Retained Earnings: Increased from 22,316 to 23,021 million EUR
  • Accumulated Other Comprehensive Income: Decreased from -64 to -263 million EUR
  • Other Reserves: Remained at 0 million EUR
  • Adjustments to CET1 due to prudential filters: Decreased slightly from -284 to -289 million EUR
  • Deductions related to assets with 1.250% risk weight: Remained at 0 million EUR
  • Additional deductions for CET1: Decreased from -58 to -66 million EUR
• Additional Tier 1 (AT1) Capital: Slightly decreased from 2,941 to 2,938 million EUR
• Tier 1 Capital: Increased from 26,516 to 26,958 million EUR
• Tier 2 Capital: Increased from 4,384 to 4,572 million EUR

Capital Ratios (Transitional Period)

• CET1 Capital Ratio: Increased from 16.45% to 16.81%
• Tier 1 Capital Ratio: Increased from 18.50% to 18.86%
• Total Capital Ratio: Increased from 21.56% to 22.06%

Risk Exposure Amounts

• Total Risk Exposure Amount: Decreased slightly from 143,294 to 142,913 million EUR
• Credit Risk Exposure:
  • As of 31/12/2015: 116,978 million EUR
  • As of 30/06/2016: 116,573 million EUR
• Securitisation and Re-securitisation (Banking Book): 0 million EUR
• Securities Pricing Exposures (Counterparty): Excluded from total value adjustments and provisions
• Market Risk Exposure:
  • As of 31/12/2015: 6,533 million EUR
  • As of 30/06/2016: 6,578 million EUR
  • Foreign Exchange Risk: Decreased from 2,335 to 2,229 million EUR
  • Commodities Risk: Increased from 22 to 35 million EUR

P&L (Profit and Loss) Data

• Total Operating Income (Net):
  • As of 31/12/2015: 9,631 million EUR
  • As of 30/06/2016: 4,363 million EUR
• Interest Income:
  • As of 31/12/2015: 8,853 million EUR
  • As of 30/06/2016: 3,984 million EUR
• Interest Expenses:
  • As of 31/12/2015: 3,670 million EUR
  • As of 30/06/2016: 1,674 million EUR
• Net Fee and Commission Income:
  • As of 31/12/2015: 2,728 million EUR
  • As of 30/06/2016: 1,389 million EUR
• Profit or Loss Before Tax (Continuing Operations):
  • As of 31/12/2015: 4,373 million EUR
  • As of 30/06/2016: 3,371 million EUR
• Profit or Loss After Tax (Continuing Operations):
  • As of 31/12/2015: 3,371 million EUR
  • As of 30/06/2016: 1,834 million EUR

Credit Risk - Standardised Approach

Consolidated Data

• Central Governments or Central Banks:
  • Original Exposure: Increased from 70,297 to 85,649 million EUR
  • Exposure Value: Increased from 73,499 to 88,613 million EUR
  • Risk Exposure Amount: Increased from 504 to 670 million EUR
• Regional Governments or Local Authorities:
  • Original Exposure: Decreased from 12,048 to 12,207 million EUR
  • Exposure Value: Decreased from 9,326 to 9,059 million EUR
  • Risk Exposure Amount: Increased from 237 to 340 million EUR
• Public Sector Entities:
  • Original Exposure: Increased from 1,700 to 1,719 million EUR
  • Exposure Value: Increased from 1,444 to 1,510 million EUR
  • Risk Exposure Amount: Increased from 32 to 45 million EUR
• Corporates:
  • Original Exposure: Increased from 6,047 to 6,191 million EUR
  • Exposure Value: Decreased from 2,111 to 1,946 million EUR
  • Risk Exposure Amount: Decreased from 2,109 to 1,946 million EUR
• Retail:
  • Original Exposure: Decreased from 7,448 to 7,438 million EUR
  • Exposure Value: Decreased from 4,288 to 4,304 million EUR
  • Risk Exposure Amount: Decreased from 3,137 to 3,155 million EUR
• Equity:
  • Original Exposure: Increased from 1,186 to 1,252 million EUR
  • Exposure Value: Increased from 1,186 to 1,252 million EUR
  • Risk Exposure Amount: Increased from 2,617 to 2,885 million EUR
• Standardised Total:
  • As of 31/12/2015: 113,400 million EUR
  • As of 30/06/2016: 129,816 million EUR

Country-Specific Data

Denmark

• Central Governments or Central Banks: Increased from 9,462 to 9,299 million EUR
• Regional Governments or Local Authorities: Decreased from 2,689 to 2,476 million EUR
• Public Sector Entities: Increased from 90 to 53 million EUR
• Retail: Decreased from 1,369 to 1,324 million EUR
• Standardised Total: 7 million EUR (as of 31/12/2015)

Sweden

• Central Governments or Central Banks: Decreased from 7,493 to 5,576 million EUR
• Regional Governments or Local Authorities: Decreased from 7,270 to 7,299 million EUR
• Public Sector Entities: Increased from 0 to 0 million EUR
• Retail: Decreased from 2,442 to 2,410 million EUR
• Standardised Total: 0 million EUR (as of 31/12/2015)

Finland

• Central Governments or Central Banks: Increased from 7,897 to 17,985 million EUR
• Regional Governments or Local Authorities: Increased from 911 to 1,110 million EUR
• Public Sector Entities: Increased from 392 to 393 million EUR
• Retail: Decreased from 2 to 1 million EUR
• Standardised Total: 0 million EUR (as of 31/12/2015)

Key Notes

• The own funds data reflects the bank's capital structure under the transitional period, with CET1 capital being the primary component.
• Capital ratios have shown an upward trend, indicating improved capital adequacy.
• Risk exposure amounts provide an overview of the bank's exposure to different types of risks, including credit, market, and operational risks.
• P&L data shows a significant decline in net income, which could be due to market conditions or operational adjustments.
• The Standardised Approach is used to measure credit risk, with original exposure reported before applying credit conversion factors or risk mitigation techniques.