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DNB Bank ASA

Interest Rate Update/Notice Jan 4, 2024

3579_rns_2024-01-04_5b3c0461-e5e3-49db-9c2c-83c6f36a3ab2.html

Interest Rate Update/Notice

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Basis swap and AT1 impact in Q4 2023

Basis swap and AT1 impact in Q4 2023

In the fourth quarter of 2023, the DNB Group will recognise a negative mark-to

-market effect of NOK 499.7 million from basis swaps connected to funding.

Furthermore, a negative effect of  NOK 391.9 million from the USD and SEK

Additional Tier 1 capital will also be recognised. The effects will appear under

Net gains on financial instruments at fair value in our financial statement.

For further information, please contact:

Rune Helland, Head of Investor Relations, tel.: (+47) 23 26 84 00 / (+47) 97 71

32 50

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