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Gjensidige Forsikring ASA

Investor Presentation Oct 23, 2019

3606_rns_2019-10-23_f3eada57-6dae-466a-aa5f-05fa8ed7014c.pdf

Investor Presentation

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Gjensidige Forsikring Group 3 rd quarter 2019 results

23 October 2019

Strong third quarter results

  • Pre-tax profit NOK 1,272m
  • Underwriting result NOK 1,061m
  • 3.3% premium growth
  • Effective pricing and re-underwriting measures
  • Lower large losses than expected
  • Slightly higher run-off gains than expected
  • Good cost control
  • Financial result NOK 279m, return 0.5%
  • Return on equity 21.6%1) excluding gain on sale of Gjensidige Bank

Combined ratio

This presentation contains alternative performance measures (APMs). APMs are described on www.gjensidige.no/reporting in document named APMs Gjensidige Forsikring Group Q3 2019.

Operational highlights - focus on improved profitability

  • Maintaining superior position in Norway
  • Effective pricing and re-underwriting
  • Strong competitiveness
  • Positive trend for new sales in Private
  • Strong growth in earned premiums in Commercial
  • Good progress in Nordea cooperation
  • Continued efforts to increase profits outside Norway
  • Common recipe for all segments local adaptions
  • Focus on analytics, digitalisation and automation of customer interaction and processes

High customer retention in Norway

Outside Norway - back-end loaded progress

Continued top reputation in finance sector in Norway - including within social responsibility

  • No 1 overall reputation in the finance sector
  • No 6 independent of sector
  • No 1 reputation in social responsibility and moral in the finance sector

Superior reputation in Ipsos ranking1) - again New ESG initiatives always high on the agenda

  • Improved risk assessments and claims prevention based on deeper insights in climate impacts
  • Online mental councelling for adolescents
  • ESG-tracking of suppliers

Overall reputation - finance sector Top 3 ESG focus areas

1) Ipsos Reputation-survey, includes 109 companies in Norway, in 10 different sectors. Survey criteria: overall impression; social responsibility and moral; economy and profitability; marketing and information; environmental focus.

Financial performance

Continued strong improvement in Norway and underlying progress according to plan outside Norway

3.3 per cent premium growth

Premium development Key drivers - premium development

  • Private +2.2%
  • Price driven
  • Commercial +7.2%
  • Price driven
  • Denmark +2.3%
  • Negative 0.4% in local currency, driven by repricing and re-underwriting
  • Sweden -8.7%
  • Negative 9.3% in local currency, driven by repricing and re-underwriting
  • Baltics +5.7%
  • Positive 2.8% in local currency, driven by price and volume growth

Improved loss ratio mainly due to profitability measures and more favourable weather conditions in Norway

2.3 4.6 75.1 1.0 69.1 Q3 2018 Change in large losses (pp) Change in run off (pp) Change in underlying frequency loss ratio (pp) Q3 2019 Loss ratio (%)

Loss ratio development Key drivers

  • Improved underlying frequency loss ratio
  • Effective pricing and re-underwriting measures
  • Better weather conditions
  • Lower large losses
  • Lower run-off gains
  • Loss reserves confirmed by third party

Continued good cost control - cost ratio 14.1 per cent

NOK
m
953 1 (16) 5 2 1 (58)
888
888
8
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2
3
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at
v
Pri
al
erci
m
m
o
C
k
ar
m
n
e
D
n
e
d
e
w
S
cs
alti
B
C
C
9
01
2
3
Q

Cost development Key drivers – cost development

  • Strong cost discipline across the Group
  • Cost ratio 13.3 per cent excluding Baltics

Solid profit for Pension business

Profit and return Assets under management

Investment return of 0.5 per cent, reflecting market conditions

Investment return, free portfolio

Q3 2019 %
Fixed
income
0.3
Current
equities
0.1
PE funds 0.6
Property 1.9
Total free
portfolio
0.5

Investment return Portfolio mix as at 30.09.2019

Strong capital position – continued capital discipline

1) Operating SII earnings comprise SII underwriting result and SII financial result of the match portfolio after tax 2) Based on 80 per cent pay-out ratio according to dividend policy

  • Solid capitalisation
  • FSA approved partial internal model 235%
  • Own partial internal model 283%
  • Capital buffers well within risk appetite
  • Solvency target range tightened to 150-200%

Moving ahead on operational targets

Metric Status Q3 2019 Target 2022
Customer satisfaction
(CSI)
78.1 > 78, Group
Customer retention 90% > 90%, Norway
79% > 85%, outside
Norway
Sales effectiveness + 6.8% + 10%, Group
Automated tariffs 35% 100%, Group
Digital claims
reporting
69% 80%, Norway
Claims straight
through processing
18% 64%, Norway
Claims cost Annual reporting Reduce by NOK 500
million, Group
Claims related
CO2-intensity
Annual reporting Reduce year by year,
Group
  • Focus on digital customer interactions
  • Simplification is key to enhanced efficiency
  • Process optimisation and automation necessary to secure sufficient agility

Concluding remarks

  • Strong third quarter result
  • Implemented significant pricing measures in Norway
  • Progress outside Norway according to plan
  • Operational efficiency
  • Strong capital position
  • Sustainability at the core of our business

Annual financial targets 2019-2022

Metric Target
Combined ratio 86-89%1)
Cost ratio <15%
Solvency margin (PIM) 150-200%
ROE after tax >20%1)
UW result outside Norway NOK 750m
(in 2022)
2)
Dividends Nominal high and
stable (and >80 %
over time)

Appendix

Roadshows and conferences post Q3 2019 results

Date Location Participants Event Arranged by
23 October Oslo CEO Helge Leiro Baastad
CFO Jostein Amdal
Head of IR Mitra H. Negård
Roadshow Pareto
24 October London CFO Jostein Amdal
IRO Kjetil Gill Østvold
Roadshow Bank of
America Merrill
Lynch
24 October Paris CEO Helge Leiro Baastad
Head of IR Mitra H. Negård
Roadshow Carnegie
24 October Amsterdam,
Brussels
EVP Janne Flessum
Chief accountant
Karen-Elise Christoffersen
Roadshow Carnegie
31 October Stockholm CEO Helge Leiro Baastad
Head of IR Mitra H. Negård
Roadshow SEB
1 November Frankfurt CFO Jostein Amdal
IRO Kjetil Gill Østvold
Roadshow Handelsbanken
26 November Milano, Lugano EVP Janne Flessum
IRO Kjetil Gill Østvold
Roadshow Barclays
27 November Munich EVP Janne Flessum
IRO Kjetil Gill Østvold
Roadshow Nordea

General insurance – cost ratio and loss ratio per segment

Private Commercial

General insurance – cost ratio and loss ratio per segment (cont'd)

Denmark Sweden

Baltics

Effect of discounting of claims provisions

Assuming Solvency II regime

Effect of discounting on CR – Q3 2019 Assumptions

  • Only claims provisions are discounted (i.e. premium provisions are undiscounted)
  • Swap rates in Norway, Sweden and Denmark
  • Euroswap rates in the Baltic countries

Large losses 2.9 percentage points - lower than expected

NOK m NOK m 295 300 319 183 Q3 2018 Q3 2019 Expected Reported

Large losses – reported vs expected Large losses per segment

CC = corporate centre. Large losses: Losses > NOK 10m. Weather related large losses are included. Large losses in excess of NOK 30m are charged to the Corporate Centre while up to NOK 30m per claim is charged to the segment in which the large loss occurred. The Baltics segment has, as a main rule, a retention level of EUR 0.5m. The Sweden segment has a retention level of NOK 10m.

Large losses development

~ NOK 1.2bn in large losses expected annually

Large losses per segment – actual vs expected

Run-off gains 4.6 percentage points - higher than expected

NOK m NOK m 250 250 341 291 Q3 2018 Q3 2019

Run-off net Run-off net per segment

Run-off development

Expected average annual run-off gains of ~4 pp (~NOK 1bn) through 2022

Run-off % of earned premium

Quarterly underwriting results Seasonality in Nordic general insurance

1) Reported UW result for Q1 2016 was NOK 1,251m. Adjusted for a non-recurring income of NOK 477m related to the pension plans, the UW result was NOK 774m.

2) Reported UW result for Q3 2016 was NOK 712m. Adjusted for a non-recurring NOK 120m restructuring cost the UW result was NOK 832m.

3) Reported UW result for Q4 2016 was NOK 700m. Adjusted for a non-recurring NOK 44m increase in provision for restructuring cost and NOK 23m provision for increased pay-roll tac the UW result was NOK 767m

4) Reported UW result for Q3 2018 was NOK 573m. Adjusted for a non-recurring NOK 80m restructuring cost the UW result was NOK 653m.

5) Reported UW result for Q4 2018 was NOK 1,914m. Adjusted for the extra run-off gains of NOK 1.1bn the UW result was NOK 834m .

Investment strategy supporting high and stable nominal dividends

• Match portfolio

  • Duration and currency matching versus technical provisions (undiscounted)
  • Credit element for increased returns
  • Some inflation hedging

• Free portfolio

  • Compounding and focused on absolute returns
  • Dynamic risk management
  • Tactical allocation
  • Active management fixed income and equities
  • Normal risk premiums basis for asset allocation and use of capital

Key characteristics

  • Limited risk appetite
  • Currency hedging vs NOK ~ 100%
  • Limit +/- 10% per currency
  • Marked-to-market recognition
  • Except bonds at amortised cost
  • Stable performance

Investment portfolio - asset classes and relevant benchmarks

Asset class Investments, key elements1) Benchmark
Match
portfolio
Money market Norwegian money market ST1X index
Bonds at amortised cost Government
and corporate bonds
Yield provided in quarterly reports
Current bonds Mortgage, sovereign and corporate bonds, investment grade bond
funds and loan funds containing secured debt
IBOX COR
1-3 yrs
QW5C index
Free portfolio
Money market Norwegian
money market
ST1X index
Other bonds IG
bonds in internationally diversified funds externally managed and
current bonds
Global Agg
Corp
LGCPTRUH index
High Yield bonds Internationally diversified funds externally managed BOAML global HY
HWIC index
Convertible bonds Internationally diversified funds externally managed BOAML global 300 conv
VG00 index
/ Exogen
factors
Current equities Mainly
internationally and domestic diversified funds externally
managed
MSCIAC
NDUEACWF
index
PE funds Oil/ oil-service/ general (Norwegian and Nordic funds) OSEBX index
/ oil price
Property 50% of Oslo Areal IPD index Norway / Exogen
factors
Other Miscellaneous

Asset allocation As at 30.09.2019

Match portfolio Free portfolio

  • Carrying amount: NOK 34.7bn
  • Average duration: 3.4 years

  • Carrying amount: NOK 22.8bn

  • Average duration fixed-income instruments: 3.3 years

Contribution from the match portfolio

Asset allocation as at 30.09.2019 Quarterly investment returns

28 1) Prior to 2014 former associated companies were not included in the Free portfolio.

Balanced geographical exposure

Match portfolio Free portfolio, fixed-income instruments

Credit and counterparty risk

  • The portfolio consists mainly of securities in rated companies with high creditworthiness (Investment grade)
  • Issuers with no official rating are mainly Norwegian savings banks, municipalities, credit institutions and power producers and distributors

Credit exposure Total fixed income portfolio

Split -
Rating
Match portfolio Free portfolio
NOK bn % NOK bn %
AAA 11.1 32.1 1.4 11.2
AA 3.4 9.8 2.3 17.9
A 6.1 17.6 2.7 21.1
BBB 3.9 11.3 1.8 14.3
BB 0.4 1.2 0.9 6.7
B 1.3 3.8 0.6 4.4
CCC or lower 0.1 0.2 0.1 0.7
Internal rating1) 5.4 15.7 1.9 14.6
Unrated 2.9 8.4 1.2 9.1
Fixed income portfolio 34.7 100.0 12.8 100.0
Split -
Counterparty
Match portfolio Free portfolio
NOK bn % NOK bn %
Public sector 4.5 13.1 4.5 35.3
Bank/financial institutions 17.2 49.6 4.6 36.0
Corporates 13.0 37.3 3.7 28.8
Total 34.7 100.0 12.8 100.0

Capital position per operational areas

(NOK bn) Approved
partial internal
model
(Group)
Approved
partial internal
model
(general
insurance)
Own partial
internal model
(Group)
Own partial
internal model
(general
insurance)
Gjensidige
Pensjons
forsikring
Capital
available
24.5 22.2 24.6 22.3 2.5
Capital
requirement
10.4 9.2 8.7 7.5 1.9
Solvency
margin
235% 241% 283% 298% 137%

Figures as at 30.9.2019. The legal perspective is the regulatory approved version of the partial internal model. Solvency margins reflect best estimate reserves. Total comprehensive income for the year-to-date is included in the solvency calculations, minus a formulaic dividend pay-out ratio of 80 per cent of net profit (excluding the gain from Gjensidige Bank).

Capital generation year to date

1) Principle change in calculation of risk margin after tax

2) Operating SII earnings comprise SII underwriting result and SII financial result of the match portfolio after tax

3) Based on 80 per cent pay-out ratio according to dividend policy

Solvency II economic capital available

Bridging the gap between IFRS equity and Solvency II capital

Figures as at 30.9.2019. GPF = Gjensidige Pensjonsforsikring. Deferred tax: All differences in valuation of assets and liabilities are adjusted for tax. Tax is assumed on the security provision. Miscellanious: Main effects are related to the guarantee scheme provision and different valuation of Oslo Areal.

Solvency II capital requirements

NOK
bn
Approved
partial internal
model
(Group)
Own partial
internal
model
(Group)
Eligible own funds 24.5 24.6
Capital charge for non-life and health uw
risk
7.3 6.2
Capital charge for life uw
risk
1.8 1.8
Capital charge for market risk 7.7 6.6
Capital charge for counterparty
risk
0.6 0.6
Diversification (4.9) (5.0)
Basic SCR 12.6 10.3
Operational
risk
0.8 0.8
Adjustments (loss-absorbing capacity of
deferred tax)
(3.0) (2.5)
Total solvency capital requirement 10.4 8.7
Surplus 14.1 15.9
Solvency ratio 235% 283%

Scope regulatory approved PIM

Solvency II sensitivities for the approved partial internal model

Figures as at 30.9.2019. The legal perspective is the regulatory approved version of the partial internal model. Solvency margins reflect best estimate reserves. Total comprehensive income for the year-to-date is included in the solvency calculations, minus a formulaic dividend pay-out ratio of 80 per cent of net profit (excluding the gain from Gjensidige Bank). UFR-sensitivity is very limited.

Subordinated debt capacity

Principles for capacity

Intermediate Equity Content Constraint
S&P 25% of TAC For the general
insurance group, both
Solvency II Tier 1 and
Tier 2 instruments are
classified as Intermediate
Equity Content. Capital
must be regulatory
eligible in order to be
included.
T1 T2 Constraint
SII Max 20% of
Tier 1 capital
Max 50% of
SCR less other
T2 capital
items
Must be satisfied at
group and solo level

Capacity and utilisation

  • Tier 1 remaining capacity is NOK 2.9-3.8bn
  • Utilised Tier 1 debt capacity: NOK 1.0bn
  • Tier 2 capacity is fully utilised for the insurance group
  • Utilised sub debt: NOK 1.5bn1)
  • Utilised natural perils fund and guarantee scheme: NOK 3.2bn

Figures as at 30.9.2019. Legal perspective is the regulatory approved version of the partial internal model. The FSA's view on the Guarantee provision as a liability for solvency purposes has not been reflected in the debt capacity figures, as Gjensidige still assumes that the Guarantee provision will count as solvency capital. 1)Sub debt Gjensidige Forsikring ASA NOK 1.2bn, Gjensidige Pensjonsforsikring NOK 0.3bn

Reduced Solvency II regulatory uncertainty

Element Solvency surplus
effect (NOK bn)
Comment
Guarantee scheme
provision
~ (0.1)

0.5
Increase in provision suggested, no news regarding treatment in Solvency II

Annualised return on equity 21.6 per cent excluding gain from sale of Gjensidige Bank

Equity (NOK m) Annualised return on equity (%)

Market leader in Norway

Market share – Total market

Market share – Commercial Market share – Private

29.0% 25.5% 13.3% 5.7% 3.1%

Growth opportunities outside Norway

• Market shares Denmark • Market shares Sweden

  • Gjensidige
  • Tryg
  • Topdanmark
  • Alm. Brand
  • Codan
  • If
  • Other

• Market shares Baltics

Sources: Insurance Sweden, 2nd quarter 2019 (Gjensidige including Vardia), The Danish Insurance Association 3rd quarter 2018. Baltics Insurance Supervisory Authorities of Latvia and Lithuania, Estonia Statistics, competitor reports, and manual calculations, 2nd quarter 2019

1) Shareholder list based on analysis performed by Orient Capital Ltd of the register of shareholders in the Norwegian Central Securities Depository (VPS) as per 30 September 2019. This analysis provides a survey of the shareholders who are behind the nominee accounts. There is no guarantee that the list is complete. 2) Distribution of shares excluding share held by the Gjensidige Foundation (Gjensidigestiftelsen).

No Shareholder Stake (%)
1 Gjensidigestiftelsen 62.2
2 Folketrygdfondet 4.0
3 Deutsche Bank 3.7
4 Caisse de Depot
et Placement du
Quebec
3.0
5 BlackRock
Inc
2.5
6 Nordea 1.4
7 Societe
Generale
1.2
8 ORIX Corporation 1.0
9 The Vanguard
Group, Inc
1.0
10 State Street Corporation 1.0
Total 10 largest 81.0

10 largest shareholders1) Geographical distribution of shares2)

Gjensidige Foundation ownership policy:

  • Long term target holding: >60%
  • Can accept reduced ownership ratio in case of acquisitions and capital issues when in accordance with Gjensidige's overall strategy

Disclaimer

This presentation and the information contained herein have been prepared by and is the sole responsibility of Gjensidige Forsikring ASA (the "Company"). Such information is being provided to you solely for your information and may not be reproduced, retransmitted, further distributed to any other person or published, in whole or in part, for any purpose. Failure to comply with this restriction may constitute a violation of applicable securities laws. The information and opinions presented herein are based on general information gathered at the time of writing and are therefore subject to change without notice. The Company assumes no obligations to update or correct any of the information set out herein.

These materials may contain statements about future events and expectations that are forward-looking statements. Any statement in these materials that is not a statement of historical fact including, without limitation, those regarding the Company's financial position, business strategy, plans and objectives of management for future operations is a forward-looking statement that involves known and unknown risks, uncertainties and other factors which may cause our actual results, performance or achievements of the Company to be materially different from any future results, performance or achievements expressed or implied by such forward-looking statements. Such forward-looking statements are based on numerous assumptions regarding the Company's present and future business strategies and the environment in which the Company will operate in the future. The Company assumes no obligations to update the forward-looking statements contained herein to reflect actual results, changes in assumptions or changes in factors affecting these statements.

This presentation does not constitute or form part of, and is not prepared or made in connection with, an offer or invitation to sell, or any solicitation of any offer to subscribe for or purchase any securities and nothing contained herein shall form the basis of any contract or commitment whatsoever. No reliance may be placed for any purposes whatsoever on the information contained in this presentation or on its completeness, accuracy or fairness. The information in this presentation is subject to verification, completion and change. The contents of this presentation have not been independently verified. While the Company relies on information obtained from sources believed to be reliable, it does not guarantee its accuracy or completeness. Accordingly, no representation or warranty, express or implied, is made or given by or on behalf of the Company or any of its owners, directors, officers or employees or any other person as to the accuracy, completeness or fairness of the information or opinions contained in this presentation. None of the Company, its affiliates or any of their respective advisors or representatives or any other person shall have any liability whatsoever (in negligence or otherwise) for any loss howsoever arising from any use of this presentation or its contents or otherwise arising in connection with the presentation. The Company's securities have not been and will not be registered under the US Securities Act of 1933, as amended (the "US Securities Act"), and are offered and sold only outside the United States in accordance with an exemption from registration provided by Regulation S of the US Securities Act.

This presentation should not form the basis of any investment decision. Investors and prospective investors in securities of any issuer mentioned herein are required to make their own independent investigation and appraisal of the business and financial condition of such company and the nature of the securities. Any decision to purchase securities in the context of a proposed offering of securities, if any, should be made solely on the basis of information contained in any offering documents published in relation to such an offering. For further information about the Company, reference is made public disclosures made by the Company, such as filings made with the Oslo Stock Exchange, periodic reports and other materials available on the Company's web pages.

Gjensidige Forsikring provides alternative performance measures (APMs) in the financial reports, in addition to the financial figures prepared in accordance with the International Financial Reporting Standards (IFRS). The measures are not defined in IFRS (Internation Financial Report Standards) and are not necessarily directly comparable to other companies' performance measures. The APMs are not intended to be a substitute for, or superior to, any IFRS measures of performance, but have been included to provide insight into Gjensidige's performance and represent important measures for how management governs the Group and its business activities. Key figures that are regulated by IFRS or other legislation, as well as non-financial information, are not regarded as APMs. Gjensidige's APMs are presented in the quarterly report and presentation. All APMs are presented with comparable figures for earlier periods. The APMs have generally been used consistently over time. Definitions and calclualtions can be foundat www.gjensidige.no/reporting.

Notes

Notes

Investor Relations

Mitra Hagen Negård Head of Investor Relations [email protected] Mobile: +47 95 79 36 31

Live Christine Bjønness Investor relations officer [email protected] Mobile: +47 48 21 16 61

Address: Schweigaards gate 21, PO Box 700 Sentrum, 0106 Oslo, Norway www.gjensidige.no/ir

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