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NN Group N.V.

Quarterly Report Nov 17, 2016

3866_iss_2016-11-17_41c5c051-8afa-4c91-a005-bb9bc169c90e.pdf

Quarterly Report

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NN Group reports 3Q16 results

Strong capital position and net result

  • Operating result ongoing business of EUR 319 million compared with EUR 392 million in 3Q15, which was supported by EUR 127 million private equity dividends versus EUR 13 million in 3Q16; excluding these, the operating result improved by 15.5%
  • Net result of EUR 436 million versus EUR 329 million in 3Q15, mainly driven by higher capital gains and revaluations as well as a lower hedge-related loss for Japan Closed Block VA
  • Cost savings in the Netherlands of EUR 21 million in 3Q16, bringing the expense base down to EUR 765 million
  • Solvency II ratio decreased to 236% from 252% at 2Q16 primarily due to market impacts
  • Holding company cash capital increased to EUR 2.4 billion driven by dividends from several units, partly offset by the payment of the 2016 interim dividend and share buybacks

Statement of Lard Friese, CEO

'Despite the prevailing uncertain economic conditions, we continue to deliver on our targets to generate capital and improve earnings, while bringing our brand promise 'You matter' to life for our customers every day. We maintain a strong balance sheet, with a solvency ratio of 236%.

Given the market dynamics and the competitive operating environment, we believe there is a clear and compelling logic to bring consolidation to the Dutch insurance market. Being one of the best capitalised and less leveraged insurance companies in Europe, NN Group is well-positioned to take a significant step in this consolidation process. On 5 October, we announced our intention to make an offer to acquire all issued and outstanding ordinary shares of Delta Lloyd. We see strong merit in a combination of Delta Lloyd and the Dutch and Belgian activities of NN Group, and remain open to a constructive and substantive dialogue with Delta Lloyd to come to a recommended transaction. We consider this potential transaction to be financially and strategically compelling and beneficial to both companies' stakeholder groups.

We take a disciplined and rational approach in executing our strategy, and regardless of the outcome of the abovementioned process, will continue to focus on earnings improvement and free cash generation – while maintaining a strong balance sheet and solvency position. At the same time we are committed to innovating our businesses in order to keep improving our services and products to customers, and proactively respond to the trends in our sector.

Our strong customer relationships were reflected in our performance in the first nine months. In the Netherlands, NN Bank is welcoming new customers in the savings and mortgage market and growing its operating result. NN Life Japan entered into a long-term collaboration with Sumitomo Life Insurance focusing on our COLI products for small and medium-sized enterprises. New sales at Japan Life grew more than 22% year-on-year, excluding currency effects, driven by the launch of a critical illness COLI product. And in this quarter NN Investment Partners was able to attract EUR 600 million of net inflows in Third-Party assets.

NN Group has a history that stretches back more than 170 years. We have been an active member of society, involved in the lives of our customers, and doing what we do best – helping people secure their financial futures. We want to contribute to the well-being of society and have the ambition to further integrate ethical, social and environmental components into our core strategy. We feel encouraged by the improvement of our position in the ranking of the Dow Jones Sustainability Index to 77 points (out of 100), which places NN Group in the top quartile of the global insurance industry.'

NN Group key figures

In EUR million 3Q16 3Q15 Change 9M16 9M15 Change
Operating result ongoing business 319 392 −18.7% 945 1,184 −20.2%
Net result 436 329 32.6% 1,041 1,205 −13.6%
Net operating ROE 8.1% 12.2% 8.4% 12.0%
Solvency II ratio1) 236% 247% 236% 247%

Note: All footnotes are included on page 26

Quarterly Business Update

NN Group´s strong financial position during the first nine months of 2016 reflects the resilience of its businesses in an environment which continues to be characterised by low interest rates and market volatility. This provides a solid foundation for executing its strategy, which is to deliver an excellent customer experience based on transparent products and services and long-term relationships. NN Group aims to help people secure their financial futures, and is committed to delivering products and services that are easy to understand and meet customers' lifetime needs.

Transparent products and services

NN Life Japan launched a new Corporate-Owned Life Insurance (COLI) critical illness product in July, driving significant growth of new sales in the third quarter. Our Dutch Non-life business launched a marketing campaign in Belgium in the third quarter to promote its new Home and Family insurance product covering Building and Contents, as well as legal aid and liability. The product involves a fast online subscription process and initial results are encouraging. NN Hellas, our insurance company in Greece, was the first to introduce the Growing Guarantee product in July 2016. This product is less capital intensive and provides a guarantee for customers with upward potential. In the fourth quarter of 2016, this product will also be made available through NN Hellas' bancassurance partner Piraeus Bank.

Capturing growth

The fundamental need of people to protect themselves against uncertainties will continue to drive growth in the insurance industry over the long-term. NN Group continues to adapt its businesses to optimally capture this growth potential. For example, in Hungary, NN launched a special programme for clients with maturing policies, offering them tailored advice from financial advisors. This way, NN is fostering customer relationships by recognising and rewarding long-term loyalty.

NN Hayat ve Emeklilik, our business in Turkey, is developing a new pension product to meet both customers' needs and regulatory requirements following a new auto-enrollment pension law passed in August. Under this law, which will be effective as of 1 January 2017, all employees under the age of 45 will be enrolled in the new compulsory pension system while their employers can select a pension company. In the Netherlands, NN Bank welcomed over 7,000 new customers during the third quarter, as well as another 13,600 insurance customers through cross-selling efforts. And in this quarter NN Investment Partners was able to attract net inflows from third parties.

Multi-access distribution

NN Group serves its customers through multiple channels, comprising tied agents, bancassurance partners, brokers and direct channels. It is our aim to achieve profitable growth through multi-access distribution. In line with this strategy, NN Life Japan recently announced that it has entered into a long-term collaboration with Sumitomo Life Insurance. Sumitomo Life Insurance will sell NN Life Japan's COLI products to Small and Mediumsized Enterprises (SMEs) through its nationwide tied agency network. The agreement also provides a framework for collaboration on potential future product initiatives.

Effective and efficient operations

NN Group aims to make its processes as efficient and effective as possible across all segments, and is sharpening its client focus tailored by type and country, increasing organisational agility. In the Netherlands, the strategy is centred around providing digital, personal and relevant services with the aim of enhancing the customer experience. As part of this strategy, Nationale-Nederlanden continues to expand its digital outreach to customers via its 'My NN' web portal. In the third quarter, it introduced My Mortgage Application, which makes it possible to track and trace the status of applications, and also made available online Consumer Credit and Revolving Credit applications. As a result of these digital expansions, the number of visitors on My NN has increased to 200,000 visitors on average each month.

In November 2016, our general pension fund 'De Nationale APF', which was set up by AZL, NN Life's pension administrator, and NN Investment Partners received its license from DNB. De Nationale APF is an independent entity which provides an attractive solution for pension funds and employers to comply with increasingly complex pension regulations and to benefit from economies of scale.

The international business continues to focus on protection products via bancassurance channels and tied agents. In addition, sales channels are being digitalised, leading to more efficient operations. The implementation of digital solutions in the international businesses is progressing well. Following the example from Spain, Poland, the Czech Republic and Slovakia also launched paperless sales processes. This quarter, NN Hungary introduced an online client portal, NN Direkt, which is the first online client portal in the market with an audited electronic signature. NN Direkt increases the means of communication with customers, while simultaneously reducing costs.

Innovation

In July, the Dutch Non-life business launched a pilot for a new customer service called 'prevention scan', which provides for an independent Prevention Coach to perform a comprehensive check on a client's house. The safety assessment by the coach is accompanied by tailor-made advice on how to improve fire safety, prevent burglary and avoid water damage. NN Non-life also offers assistance to implement these safety improvements.

Other events

Further strengthening our corporate brand, a new multi-media campaign was launched in the Netherlands during the third quarter, adopting the theme 'There is only one like you' ('Er is maar een Nederlander zoals jij'). The campaign features a variety of unique individuals with their own circumstances, wishes and goals. Nationale-Nederlanden recognises this uniqueness of their customers, and knows that every person deserves personal services that suit their individual lives. After a period of two weeks the first two products were added to the campaign; Managed investments ('Beheerd Beleggen') and Your future income ('Jouw inkomen later'). These new products exemplify our goal of offering services that fit each individual customer's needs.

It is our ambition to make a positive impact on society through integrating sustainability aspects into our core activities. NN Group improved its position in the ranking of the Dow Jones Sustainability Index (DJSI). NN Group scored 77 points (out of 100), an increase of 9 points compared with 2015 mainly driven by improved scores on Tax strategy, Customer Relationship Management and Financial Inclusion. The average for the insurance sector is 50 points. The research executed by RobecoSAM helps us gain insight on areas for further improvement.

In the Netherlands, Nationale-Nederlanden signed up to a 'green deal' to promote car sharing, and will modify its policy terms and conditions to extend insurance coverage for car sharing initiatives. Green deals are partnerships between the Dutch government and third parties to achieve sustainability targets. The aim is to achieve 100,000 shareable cars in the Netherlands by the end of 2018.

Consolidated results

Consolidated profit and loss account NN Group

In EUR million 3Q16 3Q15 Change 9M16 9M15 Change
Analysis of results
Netherlands Life 178 267 −33.4% 547 751 −27.2%
Netherlands Non-life 21 24 −12.9% 49 93 −47.0%
Insurance Europe 52 53 −2.0% 138 148 −6.9%
Japan Life 40 37 9.4% 130 133 −2.1%
Asset Management 38 34 11.8% 100 108 −7.8%
Other −11 −23 −20 −50
Operating result ongoing business 319 392 −18.7% 945 1,184 −20.2%
Non-operating items ongoing business 251 54 362.3% 526 302 74.1%
of which gains/losses and impairments 188 131 43.9% 306 349 −12.4%
of which revaluations 58 −56 161 85 89.3%
of which market & other impacts 5 −21 59 −132
Japan Closed Block VA −13 −64 −110 −4
Special items before tax −10 −12 −56 −67
Result on divestments 0 1 −100.0% 0 1 −100.0%
Result before tax 547 372 47.0% 1,305 1,416 −7.9%
Taxation 111 41 171.6% 263 183 44.0%
Minority interests 0 3 −95.1% 1 28 −98.0%
Net result 436 329 32.6% 1,041 1,205 −13.6%
Basic earnings per ordinary share in EUR2) 1.31 0.95

Key Figures

In EUR million 3Q16 3Q15 Change 9M16 9M15 Change
Ongoing business
Gross premium income 2,123 1,911 11.1% 7,421 7,435 −0.2%
New sales life insurance (APE) 326 261 24.9% 1,088 1,037 4.9%
Total administrative expenses 422 439 −3.7% 1,272 1,306 −2.6%
Cost/income ratio (Administrative expenses/Operating income) 33.4% 32.6% 33.3% 32.6%
Combined ratio (Netherlands Non-life)3) 101.8% 105.6% 103.3% 101.8%
Asset Management Assets under Management4)8) 199 190 5.0% 199 190 5.0%
Life general account invested assets4) 89 83 7.3% 89 83 7.3%
Investment margin/Life general account invested assets (bps)5) 90 114
Total provisions for insurance & investment contracts4) 110 105 4.3% 110 105 4.3%
of which for risk policyholder4) 23 25 −7.5% 23 25 −7.5%
NN Life Solvency II ratio1) 211% 225% −6.3% 211% 225% −6.3%
Net operating result6) 239 330 −27.6% 727 960 −24.3%
Net operating ROE7) 8.1% 12.2% 8.4% 12.0%
Japan Closed Block VA
Account value 8,699 10,217 −14.9% 8,699 10,217 −14.9%
Number of policies 163,450 219,824 −25.6% 163,450 219,824 −25.6%
Total NN Group
Solvency II ratio1) 236% 247% 236% 247%
Total assets4) 178 162 9.6% 178 162 9.6%
Shareholders' equity 25,470 20,271 25.6% 25,470 20,271 25.6%
Employees (internal FTEs, end of period) 11,533 11,531 0.0% 11,533 11,531 0.0%

Note: All footnotes are included on page 26

Note: Operating result and Adjusted allocated equity (as used in the calculation of Net operating ROE) are Alternative Performance Measures. These measures are derived from figures according to IFRS-EU. The operating result is derived by adjusting the reported result before tax to exclude the impact of result on divestments, discontinued operations and special items, gains/losses and impairments, revaluations and market & other impacts. The adjusted allocated equity is derived by adjusting the reported total equity to exclude revaluation reserves and the undated subordinated notes classified as equity. Alternative Performance Measures are non-IFRS-EU measures that have a relevant IFRS-EU equivalent. For definitions and explanations of the Alternative Performance Measures reference is made to the section 'Alternative Performance measures (Non-GAAP measures)' in the 30 June 2016 Condensed consolidated interim financial information.

  • NN Group's operating result of the ongoing business decreased to EUR 319 million from EUR 392 million in the third quarter of 2015, which was supported by a EUR 127 million private equity dividend
  • The result before tax increased to EUR 547 million from EUR 372 million in the third quarter of 2015, reflecting higher non-operating items and an improved result for Japan Closed Block VA, partly offset by the lower operating result of the ongoing business
  • Cost savings in the Netherlands of EUR 21 million in the third quarter of 2016, bringing the expense base down to EUR 765 million
  • New sales (APE) were EUR 326 million, up 13.7% from the third quarter of 2015 on a constant currency basis

Operating result

The operating result of the ongoing business was EUR 319 million, down 18.7% from the third quarter of 2015. The third quarter last year included a private equity dividend for a total amount of EUR 127 million which supported the results of Netherlands Life and Netherlands Non-life, whereas Netherlands Life benefited from a private equity dividend of EUR 13 million in the current quarter. Excluding the impact of these private equity dividends, the operating result of the ongoing business was up 15.5% with most segments contributing to this increase.

The administrative expenses for Netherlands Life, Netherlands Non-life and corporate/holding entities decreased by EUR 21 million in the third quarter of 2016 to EUR 765 million on a last 12-months basis. The decrease was due to lower staff-related expenses and IT costs as well as timing effects.

The operating result of Netherlands Life decreased to EUR 178 million from EUR 267 million in the third quarter of 2015, which was supported by a EUR 110 million private equity dividend. The current quarter includes a EUR 13 million private equity dividend.

The operating result of Netherlands Non-life decreased to EUR 21 million from EUR 24 million in the third quarter of 2015, which was supported by a EUR 17 million private equity dividend. The combined ratio improved to 101.8% from 105.6% in the third quarter of 2015 driven by a better underwriting performance in both Property & Casualty (P&C) and Disability & Accident (D&A).

The operating result of Insurance Europe was EUR 52 million, broadly stable compared with the third quarter of 2015. Higher fees and premium-based revenues and lower commissions were offset by higher administrative expenses.

The operating result of Japan Life was EUR 40 million, down 7.9% from the third quarter of 2015, excluding currency effects, reflecting a lower technical margin. Fees and premium-based revenues were higher partly offset by an increase in DAC amortisation and trail commissions, both driven by volume growth.

The operating result of Asset Management increased to EUR 38 million from EUR 34 million in the third quarter of 2015 due to a decrease in expenses partly offset by lower fees.

The operating result of the segment Other improved to EUR -11 million from EUR -23 million in the third quarter of 2015, which was impacted by a EUR 6 million addition to the technical provisions of a legacy entity. The current quarter result was supported by lower holding expenses.

In the first nine months of 2016, the operating result of the ongoing business decreased to EUR 945 million from EUR 1,184 million in the same period last year, which benefited from higher private equity dividends and a significantly higher technical margin in Netherlands Life. In addition, higher claims in Netherlands Non-life as a result of severe storms impacted the result in the first nine months of 2016.

Result before tax

The result before tax for the third quarter of 2016 increased to EUR 547 million from EUR 372 million in the third quarter last year, reflecting higher non-operating items and an improved result at Japan Closed Block VA, partly offset by the lower operating result of the ongoing business.

Gains/losses and impairments were EUR 188 million compared with EUR 131 million in the third quarter of 2015. Higher capital gains on debt securities and lower impairments on equity securities were partly offset by lower capital gains on private equity securities.

Revaluations increased to EUR 58 million from EUR -56 million in the third quarter of 2015 reflecting positive revaluations on private equity in the current quarter.

Market and other impacts amounted to EUR 5 million compared with EUR -21 million in the third quarter of 2015, reflecting movements in the provision for guarantees on separate account pension contracts (net of hedging) at Netherlands Life.

The result before tax of Japan Closed Block VA was EUR -13 million compared with EUR -64 million in the third quarter of 2015, reflecting a lower hedge-related loss as well as a lower operating result in line with the run-off of the portfolio.

Special items amounted to EUR -10 million compared with EUR -12 million in the third quarter of 2015. Special items in the current quarter consist of EUR 7 million of rebranding expenses and EUR 3 million restructuring expenses related to the target to reduce the administrative expense base of Netherlands Life, Netherlands Non-life and corporate/holding entities.

In the first nine months of 2016, the result before tax decreased to EUR 1,305 million from EUR 1,416 million in the same period last year, largely reflecting the lower operating result of the ongoing business and lower results at Japan Closed Block VA, partly compensated by higher non-operating items.

Net result

The third-quarter net result increased to EUR 436 million from EUR 329 million in the third quarter of 2015. The effective tax rate in the third quarter of 2016 was 20% compared with 11% in the same quarter last year, which included higher tax-exempt dividends and capital gains in the Netherlands mainly related to shareholdings of 5% or more.

Sales

Total new sales (APE) at NN Group were EUR 326 million, up 13.7% from the third quarter of 2015 on a constant currency basis. New sales were up 22.6% at Japan Life driven by the launch of a critical illness product in the COLI market in July 2016. At Insurance Europe, new sales were up 13.9%, mainly due to higher life sales in Spain and Greece. New sales were down 42.2% at Netherlands Life due to lower group pension renewals. In the first nine months of 2016, total new sales amounted to EUR 1,088 million, broadly stable on the same period last year.

Net operating Return On Equity (ROE)

The net operating ROE of the ongoing business of NN Group was 8.1% versus 12.2% in the third quarter of 2015, which benefited from higher private equity dividends in the Netherlands.

The net operating ROE in the first nine months of 2016 decreased to 8.4% from 12.0% in the same period in 2015 reflecting the lower operating result of the ongoing business.

Divestments

NN Group announced that its wholly-owned reinsurance entity in Ireland, NN Re (Ireland) Ltd., signed a portfolio transfer agreement with Canada Life International Re Limited in October 2016. The agreement is a result of the continuous strategic assessment of NN Group's portfolio. As a result of this portfolio transfer, NN Re (Ireland) Ltd. has handed back its reinsurance license and is expected to repatriate capital for an amount of approximately EUR 65 million to NN Group in the fourth quarter of 2016. The portfolio transfer and the capital repatriation are expected to result in a total after tax loss of approximately EUR 25 million (pre-tax loss of approximately EUR 55 million), which will be recognised in the segment 'Other' in the fourth quarter of 2016. These transactions will not impact NN Group's reinsurance business in the Netherlands.

Netherlands Life

  • Operating result was EUR 178 million versus EUR 267 million in the third quarter of 2015, which was supported by a private equity dividend of EUR 110 million
  • Result before tax increased to EUR 358 million compared with EUR 315 million in the third quarter of 2015 driven by higher non-operating items
  • NN Life Solvency II ratio of 211%, down from 239% at the end of the second quarter of 2016 primarily due to market impacts
In EUR million 3Q16 3Q15 Change 9M16 9M15 Change
Analysis of results
Investment margin 178 260 −31.4% 578 681 −15.1%
Fees and premium-based revenues 78 83 −6.0% 254 279 −8.8%
Technical margin 30 43 −29.1% 60 150 −59.9%
Operating income non-modelled business 0 0 0 0
Operating income 286 385 −25.7% 893 1,110 −19.6%
Administrative expenses 100 107 −7.1% 316 322 −2.0%
DAC amortisation and trail commissions 9 11 −18.4% 30 37 −18.9%
Expenses 108 118 −8.1% 346 359 −3.8%
Operating result 178 267 −33.4% 547 751 −27.2%
Non-operating items 181 46 292.9% 438 244 79.6%
of which gains/losses and impairments 112 104 8.5% 209 282 −26.0%
of which revaluations 58 −37 161 94 72.2%
of which market & other impacts 11 −21 68 −132
Special items before tax −1 0 −3 −2
Result on divestments 0 1 −100.0% 0 1 −100.0%
Result before tax 358 315 13.9% 982 995 −1.3%
Taxation 64 37 74.2% 184 112 64.7%
Minority interests 0 3 −95.1% 1 25 −97.8%
Net result 294 275 6.9% 797 858 −7.1%
New business
Single premiums 66 89 −25.0% 233 715 −67.4%
Regular premiums 9 19 −50.3% 189 160 18.3%
New sales life insurance (APE) 16 28 −42.2% 212 231 −8.2%
Key figures
Gross premium income 377 448 −15.9% 1,795 2,314 −22.4%
Total administrative expenses 100 107 −7.1% 316 322 −2.0%
Cost/income ratio (Administrative expenses/Operating income)
Life general account invested assets4)
34.8% 27.8% 35.4% 29.0%
Investment margin/Life general account invested assets (bps)5) 64 61 5.3% 64 61 5.3%
Total provisions for insurance & investment contracts4) 114 143
75 72 3.1% 75 72 3.1%
of which for risk policyholder4)
Allocated equity (end of period)9)
15 17 −12.7% 15 17 −12.7%
Net operating ROE9) 18,148 14,148 28.3% 18,148 14,148 28.3%
7.7% 13.6% 8.4% 12.7%
NN Life Solvency II ratio1) 211% 225% 211% 225%
Employees (internal FTEs, end of period) 2,097 2,099 −0.1% 2,097 2,099 −0.1%

The operating result of Netherlands Life decreased to EUR 178 million from EUR 267 million in the third quarter of 2015, which was supported by a EUR 110 million private equity dividend.

The investment margin decreased to EUR 178 million from EUR 260 million in the third quarter of 2015, which included a EUR 110 million private equity dividend. The current quarter reflects a private equity dividend of EUR 13 million. An increased allocation to higher-yielding assets helped to offset the impact of the low interest rate environment on reinvestments. The investment spread, calculated on a four-quarter rolling average, decreased to 114 basis points from 143 basis points in the third quarter of 2015.

Fees and premium-based revenues decreased to EUR 78 million from EUR 83 million in the third quarter of 2015 due to the individual life closed book run-off and lower margins in the pension business.

The technical margin decreased to EUR 30 million from EUR 43 million in the third quarter of 2015, which was supported by a EUR 6 million release from a provision for transferring liabilities to industry-wide pension funds and higher mortality results. The current quarter reflects a EUR 8 million addition to the unit-linked guarantee provision due to a decrease in interest rates, compared with a EUR 7 million addition to this provision in the third quarter of 2015.

Administrative expenses decreased to EUR 100 million from EUR 107 million in the third quarter of 2015 due to lower staff-related expenses and IT costs as well as timing effects.

DAC amortisation and trail commissions were EUR 9 million versus EUR 11 million in the third quarter of 2015 reflecting the run-off of the individual life closed book.

The result before tax increased to EUR 358 million from EUR 315 million in the third quarter of 2015. Gains/losses and impairments increased to EUR 112 million from EUR 104 million in the same period last year due to higher gains on bonds and lower impairments of public equities partly offset by lower private equity gains. Revaluations were EUR 58 million compared with EUR -37 million in the third quarter of 2015 mainly driven by higher revaluations of private equity. Market and other impacts were EUR 11 million compared with EUR -21 million in the third quarter of 2015, reflecting movements in the provision for guarantees on separate account pension contracts (net of hedging).

The effective tax rate in the third quarter of 2016 was 18% compared with 12% in the same quarter last year, which included higher tax-exempt dividends and capital gains mainly related to shareholdings of 5% or more.

New sales (APE) decreased to EUR 16 million from EUR 28 million in the third quarter of 2015 due to lower group pension renewals.

In the first nine months of 2016, Netherlands Life's operating result declined to EUR 547 million from EUR 751 million in the same period last year. The operating result last year benefited from EUR 123 million higher private equity dividends and EUR 27 million non-recurring items in the technical margin. The technical margin in the first nine months of 2016 also reflects an addition to the unit-linked guarantee provision of EUR 40 million due to a decrease in interest rates, compared with a EUR 1 million release of the provision in the same period last year.

The result before tax was EUR 982 million in the first nine months of 2016 compared with EUR 995 million in the same period last year. A lower operating result was partly offset by higher non-operating items.

New sales (APE) decreased to EUR 212 million in the first nine months of 2016 from EUR 231 million in the same period last year, which included a EUR 420 million single premium relating to the buy-out of a large company pension fund. Excluding the impact of this buy-out, APE increased 12.1%, mainly driven by the renewal of a few large group pension contracts.

Netherlands Non-life

  • Operating result decreased to EUR 21 million from EUR 24 million in the third quarter of 2015 which was supported by a EUR 17 million private equity dividend whilst the current quarter reflects an additional EUR -3 million impact from the severe storms in the previous quarter
  • Combined ratio improved to 101.8% from 105.6% in the third quarter of 2015 reflecting an improved claims development
In EUR million 3Q16 3Q15 Change 9M16 9M15 Change
Analysis of results
Earned premiums 383 372 3.1% 1,154 1,134 1.8%
Investment income 27 43 −37.1% 84 110 −24.2%
Other income 0 2 −87.7% 1 2 −72.8%
Operating income 411 417 −1.5% 1,238 1,246 −0.6%
Claims incurred, net of reinsurance 276 277 −0.5% 849 805 5.4%
Acquisition costs 60 61 −0.2% 181 181 0.5%
Administrative expenses 54 55 −2.2% 162 169 −4.2%
Acquisition costs and administrative expenses 114 116 −1.2% 343 349 −1.8%
Expenditure 390 393 −0.7% 1,192 1,154 3.2%
Operating result insurance businesses 21 24 −15.1% 46 92 −49.6%
Operating result broker businesses 0 0 3 2 76.5%
Total operating result 21 24 −12.9% 49 93 −47.0%
Non-operating items 7 4 77.9% 37 17 124.6%
of which gains/losses and impairments 1 11 −93.2% 24 15 54.9%
of which revaluations 6 −8 13 1
of which market & other impacts 0 0 0 0
Special items before tax 0 0 −12 −1
Result on divestments 0 0 0 0
Result before tax 27 28 −1.6% 75 109 −31.3%
Taxation 4 0 14 15 −9.9%
Minority interests 0 0 0 0
Net result 23 28 −16.0% 61 93 −34.8%
Key figures
Gross premium income 282 274 2.8% 1,334 1,297 2.8%
Total administrative expenses10) 69 73 −5.4% 208 221 −5.8%
Combined ratio3) 101.8% 105.6% 103.3% 101.8%
of which Claims ratio3) 72.0% 74.5% 73.6% 71.0%
of which Expense ratio3) 29.8% 31.1% 29.7% 30.8%
Total insurance provisions4) 3 3 0.7% 3 3 0.7%
Allocated equity (end of period)9) 733 729 0.6% 733 729 0.6%
Net operating ROE9) 18.4% 22.8% 14.5% 25.2%
Employees (internal FTEs, end of period) 1,619 1,692 −4.3% 1,619 1,692 −4.3%

The operating result of Netherlands Non-life decreased to EUR 21 million from EUR 24 million in the third quarter of 2015, which was supported by a EUR 17 million private equity dividend. The combined ratio improved to 101.8% from 105.6% in the third quarter of 2015 driven by a better underwriting performance in both Property & Casualty (P&C) and Disability & Accident (D&A).

The operating result in Disability & Accident (D&A) decreased to EUR 25 million from EUR 32 million in the third quarter of 2015, which included a EUR 12 million private equity dividend. The current quarter reflects a positive claims development in both the Individual disability and the Group income protection portfolios. The D&A combined ratio was 96.8% compared with 99.7% in the third quarter of 2015.

The operating result in Property & Casualty (P&C) improved to EUR -5 million from EUR -7 million in the third quarter of 2015, which included a EUR 5 million private equity dividend. The current quarter reflects an additional impact from the severe storms witnessed in the second quarter of 2016 of EUR -3 million as well as an unfavourable claims experience in the Motor and Miscellaneous portfolios. The third quarter of 2015 was impacted by severe summer storms in both the Fire and Motor portfolios. The P&C combined ratio improved to 106.0% from 110.3% in the third quarter of 2015.

Administrative expenses decreased to EUR 54 million, down 2.2% from the third quarter of 2015.

The result before tax of Netherlands Non-life was broadly stable at EUR 27 million as the lower operating result and lower gains on private equity were compensated by higher revaluations on private equity.

In the first nine months of 2016, the operating result of Netherlands Non-life decreased to EUR 49 million from EUR 93 million in the same period of 2015. The decrease is mainly attributable to the impact of the severe storms in the second quarter of 2016, lower private equity dividends and an unfavourable claims experience in Motor and Miscellaneous, partly compensated by fewer large claims in Fire.

The result before tax in the first nine months of 2016 was EUR 75 million compared with EUR 109 million in the same period of 2015. The lower operating result and higher special items reflecting restructuring expenses were partly compensated by higher gains on the sale of debt securities and positive revaluations on private equity.

The combined ratio for the first nine months of 2016 was 103.3% compared with 101.8% in the same period of 2015.

Insurance Europe

  • Operating result was EUR 52 million, broadly stable compared with the third quarter of 2015
  • Result before tax increased to EUR 113 million up from EUR 50 million in the third quarter of 2015, mainly due to capital gains following the sale of Belgian government bonds
  • New sales (APE) were EUR 101 million, up 13.9% from the third quarter of 2015 at constant currencies, mainly due to higher sales of less capital intensive savings products in Spain and Greece
In EUR million 3Q16 3Q15 Change 9M16 9M15 Change
Analysis of results
Investment margin 16 17 −8.1% 49 58 −15.5%
Fees and premium-based revenues 136 135 0.6% 407 402 1.2%
Technical margin 50 50 0.7% 143 146 −1.8%
Operating income non-modelled business 1 1 25.6% 2 3 −13.4%
Operating income Life Insurance 202 202 0.0% 601 609 −1.2%
Administrative expenses 77 73 4.5% 233 225 3.6%
DAC amortisation and trail commissions 75 77 −2.0% 232 238 −2.2%
Expenses Life Insurance 152 150 1.2% 466 463 0.6%
Operating result Life Insurance 50 52 −3.4% 136 146 −6.8%
Operating result Non-life 2 1 66.5% 2 3 −13.9%
Operating result 52 53 −2.0% 138 148 −6.9%
Non-operating items 67 5 60 28 114.4%
of which gains/losses and impairments 71 3 66 23 184.1%
of which revaluations 1 2 −47.1% 3 5 −39.9%
of which market & other impacts −6 0 −9 0
Special items before tax −6 −8 −28 −38
Result on divestments 0 0 0 0
Result before tax 113 50 124.0% 170 138 22.8%
Taxation 23 17 32.4% 37 39 −5.4%
Minority interests 0 0 −100.0% 0 3 −100.0%
Net result 90 33 172.1% 133 96 38.1%
New business
Single premiums 207 211 −2.2% 686 695 −1.2%
Regular premiums 80 69 16.8% 295 293 0.7%
New sales life insurance (APE) 101 90 12.4% 364 363 0.3%
Key figures
Gross premium income 554 505 9.6% 1,720 1,676 2.6%
Total administrative expenses (Life & Non-life) 80 77 3.6% 243 237 2.3%
Cost/income ratio (Administrative expenses/Operating income) 35.9% 34.8% 36.7% 35.6%
Life general account invested assets4) 10 11 −7.1% 10 11 −7.1%
Investment margin/Life general account invested assets (bps)5) 70 71
Total provisions for insurance & investment contracts4) 18 19 −1.4% 18 19 −1.4%
of which for risk policyholder4) 8 7 4.3% 8 7 4.3%
Assets under management pensions4)11) 16 15 5.8% 16 15 5.8%
Allocated equity (end of period)9) 1,941 1,975 −1.7% 1,941 1,975 −1.7%
Net operating ROE9) 13.0% 11.1% 10.6% 9.8%
Employees (internal FTEs, end of period) 4,192 4,045 3.6% 4,192 4,045 3.6%

The operating result of Insurance Europe was EUR 52 million, broadly stable compared with the third quarter of 2015. Higher fees and premium-based revenues and lower commissions were offset by higher administrative expenses.

The investment margin was EUR 16 million, down from EUR 17 million in the third quarter of 2015, due to lower reinvestment rates and lower invested volumes.

Fees and premium-based revenues increased to EUR 136 million from EUR 135 million in the third quarter of 2015 as higher revenues in Turkey, Romania and Greece were partly offset by a higher contribution to the Pension Guarantee Fund in Poland.

The technical margin was stable at EUR 50 million.

Administrative expenses increased to EUR 77 million from EUR 73 million in the third quarter of 2015, reflecting the tax on assets of insurance companies that became effective in Poland as of February 2016 and higher project expenses.

DAC amortisation and trail commissions decreased to EUR 75 million from EUR 77 million in the third quarter of 2015 mainly due to lower commission expenses in Hungary and Poland.

The result before tax increased to EUR 113 million from EUR 50 million in the third quarter of 2015, mainly due to capital gains following the sale of Belgian government bonds.

New sales (APE) were EUR 101 million, up 13.9% from the third quarter of 2015 at constant currencies, mainly due to higher sales of less capital intensive savings products in Spain and Greece.

In the first nine months of 2016, the operating result of Insurance Europe decreased to EUR 138 million, from EUR 148 million in the same period of 2015. A decline in the investment margin and technical margin as well as an increase in administrative expenses were only partly compensated by an increase in fees and premium-based revenues and a decrease in DAC amortisation and trail commissions.

The result before tax in the first nine months of 2016 increased to EUR 170 million from EUR 138 million in the same period last year reflecting higher capital gains and lower special items, partly offset by the lower operating result.

New sales were EUR 364 million in the first nine months of 2016, up 2.8% from the same period last year at constant currencies mainly because of higher life sales in Greece, Romania and Poland.

Japan Life

  • Operating result was EUR 40 million, down 7.9% from the third quarter of 2015, excluding currency effects, reflecting a lower technical margin
  • New sales (APE) were EUR 209 million, up 22.6% from the third quarter of 2015, excluding currency effects, due to the launch of a new product in the COLI market in July 2016
In EUR million 3Q16 3Q15 Change 9M16 9M15 Change
Analysis of results
Investment margin −6 −5 −18 −10
Fees and premium-based revenues 162 128 26.9% 468 401 16.7%
Technical margin −11 −3 −20 −11
Operating income non-modelled business 0 0 −124.3% 0 0 −179.7%
Operating income 145 119 21.8% 429 380 13.0%
Administrative expenses 32 29 13.5% 88 80 9.3%
DAC amortisation and trail commissions 72 54 34.8% 212 167 26.8%
Expenses 105 82 27.4% 299 247 21.1%
Operating result 40 37 9.4% 130 133 −2.1%
Non-operating items −1 −3 −4 0
of which gains/losses and impairments 2 10 −84.4% 2 14 −82.9%
of which revaluations −3 −13 −7 −14
of which market & other impacts 0 0 0 0
Special items before tax 0 −1 −2 −8
Result on divestments 0 0 0 0
Result before tax 39 33 17.7% 124 125 −1.4%
Taxation 7 5 48.5% 25 20 22.8%
Minority interests 0 0 0 0
Net result 32 28 12.4% 99 105 −6.1%
New business
Single premiums 0 2 −100.0% 6 13 −53.9%
Regular premiums 209 143 45.8% 512 442 15.6%
New sales life insurance (APE) 209 143 45.6% 512 444 15.4%
Key figures
Gross premium income 906 682 32.8% 2,557 2,135 19.8%
Total administrative expenses 32 29 13.5% 88 80 9.3%
Cost/income ratio (Administrative expenses/Operating income) 22.3% 24.4% 20.4% 21.1%
Life general account invested assets4) 14 11 33.5% 14 11 33.5%
Total provisions for insurance & investment contracts4) 13 10 33.0% 13 10 33.0%
of which for risk policyholder4) 0 0 11.3% 0 0 11.3%
Allocated equity (end of period)9) 2,650 1,757 50.9% 2,650 1,757 50.9%
Net operating ROE9) 6.9% 7.8% 8.0% 9.6%
Employees (internal FTEs, end of period) 686 610 12.5% 686 610 12.5%

Note: For data in constant currencies, refer to the 'NN Group Financial Supplement: 2.5.1 Analysis of results: Japan Life – Excluding currency effects'

The operating result of Japan Life was EUR 40 million, down 7.9% from the third quarter of 2015, excluding currency effects, reflecting a lower technical margin. Fees and premium-based revenues grew driven by in-force volumes, partially offset by higher DAC amortisation and trail commissions.

Fees and premium-based revenues increased to EUR 162 million, up 6.9% from the third quarter of 2015 excluding currency effects, driven by higher in-force volumes.

The technical margin was EUR -11 million, down from EUR -3 million in the third quarter of 2015, due to lower mortality results.

Administrative expenses were EUR 32 million, down 4.4% from third quarter of 2015, on a constant currency basis, due to lower IT expenses.

DAC amortisation and trail commissions were EUR 72 million up 13.6% from the third quarter of 2015 excluding currency effects, due to higher in-force volumes.

The result before tax was EUR 39 million, stable on the third quarter of 2015 at constant currencies, as the lower operating result was compensated by an improvement in non-operating items and lower rebranding expenses reflected as special items.

New sales (APE) were EUR 209 million, an increase of 22.6% from the third quarter of 2015 at constant currencies, due to the launch of a critical illness product in the COLI market in July 2016.

In the first nine months of 2016, the operating result of Japan Life was EUR 130 million compared with EUR 133 million in the same period of 2015, down 11.4% excluding currency effects. Higher fees and premiumbased revenues on higher in-force volumes were more than offset by a lower investment margin, lower mortality results and higher DAC amortisation and trail commissions.

The result before tax was EUR 124 million, down 10.7% at constant currencies.

New sales (APE) were EUR 512 million in the first nine months of 2016, up 3.5% at constant currencies, due to the launch of the new critical illness product in July 2016.

Asset Management

  • Total Assets under Management (AuM) increased to EUR 199 billion from EUR 197 billion at the end of the second quarter of 2016 driven by positive market performance and net inflows in Third-Party assets
  • Operating result increased to EUR 38 million from EUR 34 million in the third quarter 2015, as lower fees were more than compensated by lower expenses
In EUR million 3Q16 3Q15 Change 9M16 9M15 Change
Analysis of results
Investment income 0 0 −250.7% 0 0
Fees 119 124 −3.7% 343 377 −9.2%
Operating income 119 124 −3.7% 343 377 −9.1%
Administrative expenses 81 90 −9.6% 243 269 −9.7%
Operating result 38 34 11.8% 100 108 −7.8%
Non-operating items −1 0 −1 0
of which gains/losses and impairments −1 0 −1 0
of which revaluations 0 0 0 0
of which market & other impacts 0 0 0 0
Special items before tax −1 −3 −3 −18
Result on divestments 0 0 0 0
Result before tax 36 31 16.2% 95 90 5.4%
Taxation 10 8 27.1% 24 24 2.0%
Minority interests 0 0 0 0
Net result 27 24 12.8% 71 67 6.7%
Key figures
Total administrative expenses 81 90 −9.6% 243 269 −9.7%
Cost/income ratio (Administrative expenses/Operating income) 68.0% 72.6% 70.9% 71.4%
Net inflow Assets under Management (in EUR billion) 0 −2 −3 −5
Assets under Management4)8) 199 190 5.0% 199 190 5.0%
Fees/average Assets under Management (in bps) 24 26 24 25
Allocated equity (end of period)9) 395 404 −2.3% 395 404 −2.3%
Net operating ROE9) 28.4% 25.2% 24.7% 27.0%
Employees (internal FTEs, end of period) 1,129 1,188 −4.9% 1,129 1,188 −4.9%
In EUR billion 3Q16 3Q15 Change 9M16 9M15 Change
AuM roll-forward8)14)
Beginning of period 197 193 1.8% 187 195 0
Net inflow 0 −2 −3 −5
Acquisition / Divestments 0 0 0 0
Market performance (incl. FX impact) and Other 2 −1 16 −1
End of period 199 190 5.0% 199 190 0

Total Assets under Management (AuM) at Asset Management were EUR 199 billion at the end of the third quarter of 2016, up from EUR 197 billion at the end of the second quarter of 2016. The increase reflects a positive market impact of EUR 2.4 billion mainly as a result of lower interest rates increasing the value of fixed income assets, partly offset by net outflows of EUR 0.1 billion. Net inflows in Third-Party assets of EUR 0.6 billion, mainly in the Institutional business, were more than offset by net outflows in Other Affiliated Business (EUR 0.5 billion) and Proprietary assets (EUR 0.2 billion).

The third quarter operating result increased to EUR 38 million from EUR 34 million in the third quarter of 2015 due to a decrease in expenses partly offset by lower fees.

Fees were EUR 119 million, down 3.7% from the third quarter of 2015, reflecting a movement towards lower margin AuM.

Administrative expenses decreased to EUR 81 million from EUR 90 million in the third quarter of 2015 mainly reflecting lower staff-related expenses and lower project costs.

The result before tax increased to EUR 36 million in the third quarter of 2016 from EUR 31 million in the third quarter of 2015, reflecting the higher operating result and lower special items related to rebranding expenses.

In the first nine months of 2016, the operating result of Asset Management was EUR 100 million, down 7.8% from the same period of 2015. Lower average AuM as well as a movement towards lower margin AuM led to lower fee income, which was only partly offset by a decrease in administrative expenses.

The result before tax in the first nine months of 2016 increased to EUR 95 million from EUR 90 million in the same period of 2015 primarily due to lower special items related to rebranding expenses, which compensated the lower operating result.

Other

  • Operating result improved to EUR -11 million from EUR -23 million in the third quarter of 2015 supported by lower holding expenses, while the results last year included an addition to the technical provisions of a legacy entity
  • NN Bank operating result increased 8.6% to EUR 17 million, reflecting a higher interest margin partly offset by higher expenses to support the bank's continued growth
In EUR million 3Q16 3Q15 Change 9M16 9M15 Change
Analysis of results
Interest on hybrids and debt −26 −27 −77 −78
Investment income and fees 14 16 −12.0% 41 47 −11.3%
Holding expenses −16 −21 −41 −53
Amortisation of intangible assets −2 −2 −5 −5
Holding result −30 −34 −81 −90
Operating result reinsurance business 2 4 −50.7% 14 17 −20.4%
Operating result NN Bank 17 15 8.6% 47 26 77.4%
Other results 0 −9 1 −4
Operating result −11 −23 −20 −50
Non-operating items −1 2 −4 13 −134.4%
of which gains/losses and impairments 3 2 38.9% 6 13 −58.4%
of which revaluations −4 0 −10 −1
of which market & other impacts 0 0 0 0
Special items before tax −2 0 −7 0
Result on divestments 0 0 −100.0% 0 0
Result before tax −14 −21 −31 −38
Taxation 6 −7 5 −11
Minority interests 0 0 0 0
Net result −20 −14 −36 −27
Key figures
Total administrative expenses 61 63 −4.5% 175 176 −0.5%
of which reinsurance business 4 3 34.3% 11 8 32.8%
of which NN Bank 41 35 15.3% 123 109 13.3%
of which corporate/holding 16 25 −36.6% 41 59 −30.6%
NN Bank common equity Tier 1 ratio phased in12) 14.1% 13.8% 14.1% 13.8%
NN Bank BIS ratio phased in12) 15.9% 15.8% 15.9% 15.8%
Total assets NN Bank4) 14 11 23.2% 14 11 23.2%
Net operating ROE NN Bank13) 10.6% 10.7% 10.1% 6.6%
Total provisions for insurance and investment contracts4) 0 1 −71.1% 0 1 −71.1%
Employees (internal FTEs, end of period) 1,759 1,793 −1.9% 1,759 1,793 −1.9%

The operating result of the segment Other improved to EUR -11 million from EUR -23 million in the third quarter of 2015, which was impacted by a EUR 6 million addition to the technical provisions of a legacy entity. The current quarter result was supported by lower holding expenses.

The holding result improved to EUR -30 million from EUR -34 million in the third quarter of 2015, mainly driven by lower holding expenses due to lower staff and IT costs as well as timing effects.

The operating result of the reinsurance business decreased to EUR 2 million from EUR 4 million in the third quarter of 2015 due to lower underwriting results.

The operating result of NN Bank increased to EUR 17 million from EUR 15 million in the third quarter of 2015, reflecting a higher interest margin, partly offset by higher administrative expenses to support the bank's continued growth.

The result before tax of the segment Other was EUR -14 million versus EUR -21 million in the third quarter of 2015, as the higher operating result was partly offset by lower non-operating items.

The operating result of the segment Other for the first nine months of 2016 improved to EUR -20 million from EUR -50 million in the same period last year mainly driven by the higher operating result of NN Bank and lower holding expenses.

NN Bank's operating result for the first nine months of 2016 increased to EUR 47 million from EUR 26 million in the same period last year. The expansion of its mortgage and customer savings activities led to a higher interest margin, partly offset by higher administrative expenses supporting the bank's growth.

The result before tax for the first nine months of 2016 was EUR -31 million compared with EUR -38 million in the same period last year. The improved operating result in the first nine months of 2016 was offset by lower nonoperating items and higher special items reflecting restructuring expenses in the holding company.

Japan Closed Block VA

  • Result before tax was EUR -13 million compared with EUR -64 million in the third quarter of 2015, reflecting a lower hedge-related loss
  • Portfolio run-off resulted in a 6.0% decrease in the number of policies compared with the second quarter of 2016
In EUR million 3Q16 3Q15 Change 9M16 9M15 Change
Analysis of results
Investment margin −1 0 −2 0
Fees and premium-based revenues 14 23 −37.3% 43 74 −41.5%
Technical margin 0 0 0 0
Operating income non-modelled business 0 0 0 0 233.8%
Operating income 14 23 −39.0% 42 74 −43.7%
Administrative expenses 4 4 −4.7% 12 14 −14.3%
DAC amortisation and trail commissions 2 2 −29.6% 5 8 −34.7%
Expenses 6 6 −13.8% 17 22 −21.7%
Operating result 8 16 −49.1% 24 52 −53.0%
Non-operating items −21 −80 −134 −56
of which gains/losses and impairments 0 0 0 0
of which revaluations 0 0 0 0
of which market & other impacts −21 −80 −134 −56
Special items before tax 0 0 0 0
Result on divestments 0 0 0 0
Result before tax −13 −64 −110 −4
Taxation −3 −19 −27 −17
Minority interests 0 0 0 0
Net result −9 −44 −83 13
Key figures14)
Allocated equity9) 627 963 −34.8% 627 963 −34.8%
Account value 8,699 10,217 −14.9% 8,699 10,217 −14.9%
Net Amount at Risk 917 379 917 379
IFRS Reserves 1,176 688 71.1% 1,176 688 71.1%
Number of policies 163,450 219,824 −25.6% 163,450 219,824 −25.6%
Employees (internal FTEs, end of period) 51 104 −51.0% 51 104 −51.0%

Note: For data in constant currencies, refer to the 'NN Group Financial Supplement: 2.8.1 Analysis of results: Japan Closed block VA – Excluding currency effects'

The result before tax of Japan Closed Block VA was EUR -13 million compared with EUR -64 million in the third quarter of 2015, reflecting a lower hedge-related loss. The operating result decreased to EUR 8 million from EUR 16 million in the third quarter of 2015, as fees and premium-based revenues declined due to the run-off of the portfolio.

Fees and premium-based revenues were EUR 14 million, down 47.2% from the third quarter of 2015 excluding currency effects, mainly due to a lower account value reflecting a decreasing number of policies.

Market and other impacts were EUR -21 million compared with EUR -80 million in the third quarter of 2015, reflecting a lower hedge-related loss.

The Net Amount at Risk in the Japan Closed Block VA increased to EUR 917 million from EUR 379 million in the third quarter of 2015 and decreased from EUR 1,021 million in the second quarter of 2016, primarily as a result of equity markets movements.

In the first nine months of 2016 the result before tax decreased to EUR -110 million from EUR -4 million in the same period last year. The first nine months of 2016 included a EUR 124 million hedge-related loss due to higher market volatility and a EUR 16 million technical provision increase following a refinement of lapse assumptions. The first nine months of 2015 benefited from a EUR 12 million reserve release from higher lapse assumptions of out-of-the-money policies.

In the first nine month of 2016 the operating result was EUR 24 million compared with EUR 52 million in the same period last year, down 57.7% excluding currency impacts, mainly reflecting the continuing run-off of the portfolio.

Consolidated Balance Sheet

  • Total assets of NN Group remain broadly stable at EUR 177.5 billion compared with the second quarter of 2016
  • Shareholders' equity increased by EUR 0.2 billion to EUR 25.5 billion reflecting the third-quarter net result of EUR 0.4 billion partly offset by the EUR 0.1 billion cash part of the 2016 interim dividend and EUR 0.1 billion of share buybacks
in EUR million 30 Sep 16 30 Jun 16 31 Dec 15 30 Sep 16 30 Jun 16 31 Dec 15
Assets Equity and liabilities
Cash and cash equivalents 9,131 9,894 7,436 Shareholders' equity (parent) 25,470 25,254 20,469
Financial assets at fair value through profit or loss Minority interests 9 10 9
- investments for risk of policyholders 31,485 31,623 35,154 Undated subordinated notes 986 986 986
- non-trading derivatives 6,809 7,266 4,656 Total equity 26,465 26,250 21,464
- designated as at fair value through profit or loss 1,308 1,321 443 Subordinated loans 2,288 2,289 2,290
Available-for-sale investments Debt securities issued 597 597 597
- debt securities 76,748 76,678 67,553 Other borrowed funds 7,952 8,198 6,785
- equity securities 7,007 6,595 6,840 Insurance and investment contracts
Loans 34,533 33,649 31,013 - life insurance provisions 84,240 84,325 75,827
Reinsurance contracts 251 258 236 - non-life insurance provisions 3,666 3,764 3,509
Associates and joint ventures 2,537 2,450 2,197 - provision for risk of policyholders 31,558 31,704 35,212
Real estate investments 1,913 1,802 1,564 - other 703 734 1,436
Property and equipment 84 83 86 Customer deposits and other funds on deposit 9,682 9,257 8,034
Intangible assets 346 341 351 Financial liabilities at fair value through profit or loss
Deferred acquisition costs 1,699 1,696 1,531 - non-trading derivatives 2,472 2,557 1,701
Assets held for sale 961 985 0 Liabilities held for sale 709 726 0
Other assets 2,710 3,215 3,092 Other liabilities 7,190 7,455 5,297
Total liabilities 151,057 151,606 140,688
Total assets 177,522 177,856 162,152 Total equity and liabilities 177,522 177,856 162,152

Assets

Cash and cash equivalents

Cash and cash equivalents decreased by EUR 0.8 billion to EUR 9.1 billion as part of the cash position has been invested in short term credits, reported as available-for-sale investments.

Non-trading derivatives

Non-trading derivatives decreased by EUR 0.5 billion to EUR 6.8 billion, reflecting the unwinding of interest rate swaps related to the Dutch investment portfolio.

Loans

Loans increased by EUR 0.9 billion to EUR 34.5 billion reflecting an increase in the Dutch mortgages portfolio and deposits.

Assets and Liabilities held for sale

Assets and Liabilities held for sale reflect the balance sheet items of Mandema & Partners as a result of the announced sale and NN Re Ireland which signed a portfolio transfer agreement with Canada Life International Re Limited in October 2016.

Equity

Shareholders' equity increased by EUR 0.2 billion to EUR 25.5 billion at the end of the third quarter of 2016, reflecting the EUR 0.4 billion net result partly offset by the EUR 0.1 billion cash part of the 2016 interim dividend and EUR 0.1 billion of share buybacks executed in the third quarter.

Changes in Shareholders' equity for the current quarter, the first nine months and the previous full year were as follows:

in EUR million 3Q16 9M16 FY15
Shareholders' equity beginning of period 25,254 20,469 20,355
Net result for the period 436 1,041 1,565
Unrealised revaluations available-for-sale investments and other 64 5,282 −720
Realised gains/losses transferred to the profit and loss account −151 −238 −345
Change in cash flow hedge reserve 91 1,517 −435
Deferred interest crediting to life policyholders 31 −1,942 644
Share of other comprehensive income of associates and joint ventures 2 2 9
Exchange rate differences −6 183 188
Remeasurement of the net defined benefit asset/liability −9 −50 28
Capital contributions and change in share capital 0 0 57
Dividend −113 −298 −251
Purchase/sale treasury shares −131 −448 −597
Employee stock option & share plans 2 −14 5
Coupon on undated subordinated notes 0 −34 −34
Total changes 216 5,001 114
Shareholders' equity end of period 25,470 25,470 20,469

The composition of Total equity at the end of the current quarter, at the end of the second quarter and at the end of the previous year was as follows:

in EUR million 30 Sep 16 30 Jun 16 31 Dec 15
Share capital 40 40 40
Share premium 12,153 12,153 12,153
Revaluation reserve available-for-sale investments and other 7,366 7,427 4,292
Cash flow hedge reserve 5,546 5,455 4,029
Currency translation reserve 198 196 −24
Net defined benefit asset/liability remeasurement reserve −140 −131 −90
Retained earnings and other reserves 307 114 69
Shareholders' equity (parent) 25,470 25,254 20,469
Minority interests 9 10 9
Undated subordinated notes 986 986 986
Total equity 26,465 26,250 21,464
Shareholders' equity per share in EUR 78 77 62

Capital Management

  • Solvency II ratio of NN Group decreased to 236% from 252% at the end of the second quarter of 2016 primarily due to market impacts
  • Free cash flow to the holding in the third quarter of 2016 was EUR 298 million, driven by dividends mainly from Dutch units
  • Cash capital position at the holding company increased to EUR 2.4 billion
  • The EUR 500 million share buyback programme has been suspended following NN Group's intended offer for Delta Lloyd; the remaining outstanding amount of EUR 333 million continues to be deducted from Solvency II Own Funds as at 30 September 2016
  • The previously announced share buybacks to neutralise stock dividends will continue as planned

Solvency II

in EUR million 30 Sep 16 30 Jun 16
Basic Own Funds 15,255 15,912
Non-available Own Funds 1,382 1,436
Non-eligible Own Funds 0 0
Eligible Own Funds (a) 13,873 14,476
of which Tier 1 Unrestricted 9,173 10,174
of which Tier 1 Restricted 1,929 1,983
of which Tier 2 1,054 1,039
of which Tier 3 631 273
of which non-solvency II regulated entities 1,086 1,007
Solvency Capital Requirements (b) 5,871 5,735
of which non-solvency II regulated entities 476 455
NN Group Solvency II ratio (a/b)1) 236% 252%
NN Life Solvency II ratio1) 211% 239%

The NN Group Solvency II ratio decreased to 236% at the end of the third quarter of 2016 from 252% at the end of the second quarter of 2016 mainly due to an increase of credit spreads on highly rated government bonds and a decrease of credit spreads on corporate bonds. This was partly offset by operating return and positive equity revaluations. In light of the intended offer for Delta Lloyd, the EUR 500 million share buyback programme has been suspended for an amount of EUR 333 million. This remaining outstanding amount of EUR 333 million continues to be deducted from Solvency II Own Funds as at 30 September 2016.

The NN Life Solvency II ratio decreased to 211% from 239% at the end of the second quarter of 2016, mainly due to the aforementioned credit spread movements and a EUR 150 million dividend paid to the holding company, partly offset by positive equity revaluations.

NN Group intends to refinance the EUR 0.8 billion of hybrid loans outstanding with ING Group, which are currently grandfathered as Tier 1 capital under Solvency II. These hybrid loans, should they remain outstanding, will cease to be grandfathered as Solvency II capital from 1 January 2017.

Cash capital position at the holding company

in EUR million 3Q16 9M16
Beginning of period 2,337 1,953
Cash divestment proceeds 0 0
Dividends from subsidiaries15) 320 1,241
Capital injections into subsidiaries16) 0 −8
Other17) −22 −38
Free cash flow to the holding18) 298 1,195
Acquisitions 0 0
Capital flow from / (to) shareholders −244 −757
Increase / (decrease) in debt and loans 0 0
End of period 2,391 2,391

Note: cash capital is defined as net current assets available at the holding company

The cash capital position at the holding company increased to EUR 2,391 million at the end of the third quarter of 2016 from EUR 2,337 million at the end of the second quarter of 2016. This increase was driven by EUR 320 million of dividends received from the Dutch insurance units, NN Investment Partners and NN Re Netherlands, partly offset by capital flows to shareholders of EUR 244 million representing the cash part of the 2016 interim dividend (EUR 113 million) and the amount of shares repurchased in the third quarter of 2016 (EUR 131 million).

Financial leverage

in EUR million 30 Sep 16 30 Jun 16 30 Sep 15
Shareholders' equity 25,470 25,254 20,271
Adjustment for revaluation reserves19) −11,528 −11,715 −7,349
Goodwill −257 −260 −257
Minority interests 9 10 44
Capital base for financial leverage (a) 13,694 13,290 12,709
Undated subordinated notes20) 986 986 986
Subordinated debt 2,288 2,289 2,291
Total subordinated debt 3,274 3,275 3,277
Debt securities issued (financial leverage) 398 398 398
Financial leverage (b) 3,672 3,673 3,675
Debt securities issued (operational leverage) 199 199 199
Total debt 3,871 3,872 3,874
Financial leverage ratio (b/(a+b)) 21.1% 21.7% 22.4%
Fixed-cost coverage ratio20)21) 13.0x 12.1x 13.2x

The financial leverage ratio of NN Group decreased to 21.1% at the end of the third quarter of 2016 from 21.7% at the end of the second quarter of 2016. The capital base for financial leverage increased by EUR 404 million mainly due to the third-quarter net result of EUR 436 million and positive equity revaluations, offset by the cash part of the 2016 interim dividend (EUR 113 million) as well as the amount of shares repurchased in the third quarter of 2016 (EUR 131 million).

The fixed-cost coverage ratio improved to 13.0x at the end of the third quarter of 2016 from 12.1x at the end of the second quarter of 2016 (on a last 12-months basis).

Interim dividend

On 9 September 2016, NN Group paid an interim dividend of EUR 0.60 per ordinary share. Approximately 42% of shareholders elected to receive the dividend in ordinary shares. Consequently, 3,086,014 new ordinary shares were issued for the settlement of the stock dividend. The dilutive effect of the stock dividend will be neutralised through the repurchase of shares for an amount of EUR 82 million, equivalent to the value of the stock dividend.

Share buyback

On 26 May 2016, NN Group announced an open market share buyback programme for an amount up to EUR 500 million over a period of 12 months commencing 1 June 2016. Following NN Group's intended offer for Delta Lloyd as announced on 5 October 2016, this share buyback programme has been suspended. Up until the date of the announcement, share buybacks under this programme had been executed for an amount of EUR 167 million. The remaining outstanding amount of EUR 333 million continues to be deducted from Solvency II Own Funds as at 30 September 2016.

In addition to this share buyback programme, NN Group intends to neutralise the dilutive effect of stock dividends. Following payment of the 2015 final dividend on 28 June 2016 and the 2016 interim dividend on 9 September 2016, NN Group will repurchase ordinary shares for an amount of EUR 238 million, equivalent to the value of the stock dividends.

These share buybacks will be executed under the programme by financial intermediaries by 31 May 2017. Shares for an amount of EUR 131 million were repurchased in the third quarter of 2016.

The share buyback programme is being executed within the limitations of the existing authority granted by the AGM on 2 June 2016 and is being performed in compliance with the safe harbour provisions for share buybacks. The shares will be repurchased at a price that does not exceed the last independent trade or the highest current independent bid on Euronext Amsterdam. NN Group intends to cancel all of the shares acquired under the programme.

NN Group reports on the progress of the share buyback programme on its corporate website on a weekly basis (www.nn-group.com/Investors.htm). The execution of the share buyback programme is subject to NN Group maintaining a robust capital position and overall financial flexibility. NN Group will continue to explore options for deploying excess capital for value creating corporate opportunities, in line with its dividend policy.

Share capital

The total number of NN Group shares outstanding (net of 9,930,131 treasury shares) at 15 November 2016 was 324,921,240.

Credit ratings

On 7 October 2016, Standard & Poor's announced that it had placed the credit ratings of NN Group on 'CreditWatch negative', meaning that Standard & Poor's will assess any offer that NN Group may make for Delta Lloyd over the course of the 90 days following the Standard & Poor's announcement. Upon the completion of their review, Standard & Poor's could either affirm the ratings of NN Group or lower them. On 7 October 2016, Fitch announced that it will not take any rating action as a result of the offer that NN Group may make for Delta Lloyd.

Credit ratings of NN Group N.V. at 17 November 2016 Financial Strength Rating NN Group N.V.
Counterparty Credit
Rating
Standard & Poor's A+ A
CreditWatch negative CreditWatch negative
Fitch A+ A
Stable Stable

Footnotes reference page

  • 1) The solvency ratios are not final until filed with the regulators. The Solvency II ratio is based on the partial internal model.
  • 2) Basic earnings per ordinary share is calculated as the net result, adjusted to reflect the deduction of the accrued coupon on undated subordinated notes classified in equity, divided by the weighted average number of ordinary shares outstanding (net of treasury shares).
  • 3) Excluding Mandema & Partners and Zicht broker businesses.
  • 4) End of period, in EUR billion.
  • 5) Four-quarter rolling average.
  • 6) Net operating result of the ongoing business, adjusted to reflect the deduction of the accrued coupon on undated subordinated notes classified in equity.
  • 7) Net operating ROE is calculated as the (annualised) net operating result of the ongoing business, adjusted to reflect the deduction of the accrued coupon on undated subordinated notes classified in equity, divided by (average) adjusted allocated equity of ongoing business. Adjusted allocated equity is an Alternative Performance Measure. It is derived from IFRS equity by excluding revaluation reserves and undated subordinated notes classified as equity. Reference is made to the section 'Alternative Performance measures (Non-GAAP measures)' in the 30 June 2016 Condensed consolidated interim financial information.
  • 8) AuM include the mortgage portfolio managed on behalf of NN Life and NN Non-life since 2Q14. The comparative figures have been restated accordingly.
  • 9) Net operating ROE is calculated as the (annualised) net operating result of the segment, divided by (average) adjusted allocated equity. Adjusted allocated equity is an Alternative Performance Measure. It is derived from IFRS equity by excluding revaluation reserves and undated subordinated notes classified as equity. Reference is made to the section 'Alternative Performance measures (Non-GAAP measures)' in the 30 June 2016 Condensed consolidated interim financial information.
  • 10) Including Mandema & Partners and Zicht broker businesses.
  • 11) The numbers shown under AuM are client balances which exclude IFRS shareholders' equity related to the respective pension businesses and include the assets under administration.
  • 12) The 'NN Bank common equity Tier 1 ratio phased in' and the 'NN Bank BIS ratio phased in' are not final until filed with the regulators.
  • 13) Net operating ROE is calculated as the (annualised) net operating result of NN Bank, divided by (average) adjusted allocated equity. Adjusted allocated equity is an Alternative Performance Measure. It is derived from IFRS equity by excluding revaluation reserves and undated subordinated notes classified as equity. Reference is made to the section 'Alternative Performance measures (Non-GAAP measures)' in the 30 June 2016 Condensed consolidated interim financial information.
  • 14) End of period.
  • 15) Includes interest on subordinated loans provided to subsidiaries by the holding company.
  • 16) Includes the change of subordinated loans provided to subsidiaries by the holding company.
  • 17) Includes interest on subordinated loans and debt, holding company expenses and other cash flows.
  • 18) Free cash flow to the holding company is defined as the change in cash capital position of the holding company over the period, excluding acquisitions and capital transactions with shareholders and debtholders.
  • 19) Includes revaluations on debt securities, on the cash flow hedge reserve and on the reserves crediting to life policyholders.
  • 20) The undated subordinated notes classified as equity are considered financial leverage in the calculation of the financial leverage ratio. The related interest is included on an accrual basis in the calculation of the fixed-cost coverage ratio.
  • 21) Measures the ability of earnings before interest and tax (EBIT) of ongoing business to cover funding costs on financial leverage; calculated on a last 12-months basis.

NN Group Profile

NN Group is an international insurance and asset management company, active in more than 18 countries, with a strong presence in a number of European countries and Japan. With around 11,500 employees the group offers retirement services, insurance, investments and banking to more than 15 million customers. NN Group includes Nationale-Nederlanden, NN and NN Investment Partners. NN Group is listed on Euronext Amsterdam (NN).

Investor conference call and webcast

Lard Friese and Delfin Rueda will host an analyst and investor conference call to discuss the 3Q16 results at 09.30 am CET on Thursday 17 November 2016. Members of the investment community can join the conference call at +31 20 531 5865 (NL), +44 203 365 3210 (UK), +1 866 349 6093 (US) or follow the webcast on www.nngroup.com.

Press call

Lard Friese and Delfin Rueda will host a press call to discuss the 3Q16 results, which will be held at 11.30 am CET on Thursday 17 November 2016. Journalists can join the press call at +31 (0)20 531 5863.

Financial calendar

  • Publication 4Q16 results: 16 February 2017
  • Publication 1Q17 results: 18 May 2017
  • Annual General Meeting: 1 June 2017

Contact information

Press enquiries Investor enquiries
Saskia Kranendonk Investor Relations
+31 62 568 3835 +31 88 663 5464
[email protected] [email protected]

Additional information on www.nn-group.com

  • NN Group 3Q16 Financial Supplement, NN Group 3Q16 Analyst Presentation and NN Group 3Q16 Condensed consolidated interim financial information
  • Photos of NN Group executives, buildings and events are available for download at Flickr

Important legal information

NN Group's Consolidated Annual Accounts are prepared in accordance with International Financial Reporting Standards as adopted by the European Union ("IFRS-EU") and with Part 9 of Book 2 on the Dutch Civil Code.

In preparing the financial information in this document, the same accounting principles are applied as in the NN Group N.V. condensed consolidated interim accounts for the period ended 30 September 2016.

All figures in this document are unaudited. Small differences are possible in the tables due to rounding. Certain of the statements contained herein are not historical facts, including, without limitation, certain statements made of future expectations and other forward-looking statements that are based on management's current views and assumptions and involve known and unknown risks and uncertainties that could cause actual results, performance or events to differ materially from those expressed or implied in such statements. Actual results, performance or events may differ materially from those in such statements due to, without limitation: (1) changes in general economic conditions, in particular economic conditions in NN Group's core markets, (2) changes in performance of financial markets, including developing markets, (3) consequences of a potential (partial) break-up of the euro, (4) changes in the availability of, and costs associated with, sources of liquidity as well as conditions in the credit markets generally, (5) the frequency and severity of insured loss events, (6) changes affecting mortality and morbidity levels and trends, (7) changes affecting persistency levels, (8) changes affecting interest rate levels, (9) changes affecting currency exchange rates, (10) changes in investor, customer and policyholder behaviour, (11) changes in general competitive factors, (12) changes in laws and regulations, (13) changes in the policies of governments and/or regulatory authorities, (14) conclusions with regard to accounting assumptions and methodologies, (15) changes in ownership that could affect the future availability to us of net operating loss, net capital and built-in loss carry forwards, (16) changes in credit and financial strength ratings, (17) NN Group's ability to achieve projected operational synergies and (18) the other risks and uncertainties detailed in the Risk Factors section contained in recent public disclosures made by NN Group.

Any forward-looking statements made by or on behalf of NN Group speak only as of the date they are made, and, NN Group assumes no obligation to publicly update or revise any forward-looking statements, whether as a result of new information or for any other reason. This document does not constitute an offer to sell, or a solicitation of an offer to buy, any securities.

  • Publication 2Q17 results: 17 August 2017
  • Publication 3Q17 results: 16 November 2017

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