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CNP Assurances

Earnings Release May 12, 2022

1208_10-q_2022-05-12_2235dd33-9a74-4545-a905-9bf43aac3d7b.pdf

Earnings Release

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Press Release

Paris, 12 May 2022

Quarterly indicators – First three months of 2022

Business growth abroad and in unit-linked sales in France Enhanced financial robustness

Premium income1 of €9.8 billion (up 25.3% vs first-quarter 2021) EBIT of €933 million (up 30.6% vs first-quarter 2021) Attributable net profit of €316 million (up 2.7% vs first-quarter 2021) SCR coverage ratio of 243% (up 26 points vs 31 December 2021)

Highlights

  • Premium income of €9.8 billion, up 25.3% as reported (up 5.5% like-for-like2 ) vs first-quarter 2021
  • Savings/Pensions premiums stable in France, with an increased contribution from unit-linked sales. Solid momentum in international markets
    • In France, premium income of €4.1 billion, including a 29.7% contribution to total new money from unitlinked contracts (up 4.3 points) with sales up 17.1%, and PACTE transfers of €1.7 billion
    • In Europe excluding France, premium income of €2.6 billion (up 27.5% like-for-like), partly due to the first-time consolidation of CNP Vita Assicurazione and CNP Vita Assicura3 (CVA)
    • In Latin America, premium income of €1.5 billion (up €161 million like-for-like)
  • Consolidated Personal Risk/Protection premiums of €1.7 billion, up 3.5% as reported
  • EBIT of €933 million, up 30.6% as reported (up 24.4% like-for-like)
  • Attributable net profit of €316 million, up 2.7% or €8 million vs first-quarter 2021
  • APE margin of 16.1%, up 0.6 points vs 2021
  • Consolidated SCR coverage ratio of 243% at 31 March 2022 (up 26 points vs 31 December 2021)

Stéphane Dedeyan, CNP Assurances' Chief Executive Officer, said:

"CNP Assurances' premium income is up 25.3%. We owe this performance to our latest acquisition in Italy, which is already paying off. We have continued transforming our technical reserves, with consolidated unit-linked sales up 31.5%. Having completed our profit-taking programme during the first quarter we are looking forward to the next nine months with confidence. The high SCR coverage ratio of 243% shows our financial robustness in a macroeconomic changing environment."

1 Premium income include insurance activity only.

2 Based on a comparable scope of consolidation and at constant exchange rates:

Average exchange rate, Brazil: first three months of 2022: €1 = BRL 5.87; first three months of 2021: €1 = BRL 6.60.

Average exchange rate, Argentina: first three months of 2022 €1 = ARS 119.66; first three months of 2021 €1 = ARS 106.8.

3 Acquisition of Aviva's life insurance businesses in Italy.

1. First-quarter 2022 premium income and APE margin

The strong first-quarter growth in consolidated premium income to €9.8 billion (up €2 billion or 25.3%) primarily reflected the €1.4 billion contribution of the new Italian subsidiary (CVA). On a like-for-like basis, consolidated premium income rose €429 million (up 5.5%), led by international operations (up €442 million or 16.5%), with sustained growth in the pensions business in Brazil (up €166 million) and solid increases in savings premiums at CNP Luxembourg (up €144 million) and CNP UniCredit Vita (up €121 million). In France, new money was more or less stable (down €13 million or 0.3%).

In France, premium income was stable vs first-quarter 2021, at €5.2 billion.

Savings/Pensions premium income amounted to €4.1 billion. New money was stable (up €4 million or 0.1%), with growth in unit-linked sales (up €179 million or 17.1%) offsetting the decline in new money from traditional savings contracts (down €175 million or 5.7%). The main drivers of growth in unit-linked sales were the €127 million increase in sales of these products by the La Banque Postale networks, in line with the strategy to transform technical reserves, and the €43 million increase at CNP Patrimoine, which sold several major contracts during the quarter with a unit-linked weighting in excess of 50%. All told, unit-linked products accounted for 29.7% of total premium income in France, up 4.3 points vs first-quarter 2021, with increases of 5.8 points at La Banque Postale to 30.6% and 5.2 points at CNP Patrimoine to 52%. PACTE transfers for the period amounted to €1.7 billion.

Personal Risk/Protection premium income in France was stable versus first-quarter 2021 at €1 billion. The modest decline in new money (down €17 million or 1.6%) was due to prior-year adjustments to personal risk premium estimates.

The APE margin stood at 12.6% vs 10.4% in 2021, reflecting the favourable effect of changes in financial markets.

In Europe excluding France, premium income totalled €2.9 billion, up 133.2%.

Savings/Pensions new money was up by a very strong €1.6 billion, including the €1.3 billion contribution from the new CVA subsidiary in Italy. Excluding the newly acquired subsidiary, premium income came to €1.3 billion, an increase of €273 million vs first-quarter 2021. At CNP UniCredit Vita, premium income grew €120 million on the back of successful marketing campaigns focused primarily on traditional contracts with a unit-linked formula. CNP Luxembourg reported premium income up €144 million, reflecting the high volume of recurring business and large number of new contracts, combined with the previous year's low basis of comparison (due to the impact on demand of the Covid-19 crisis). The unit-linked contribution contracted by 32.1 points to 46.6%. This was due to the first-time consolidation of CVA (22.7% unit-linked contribution), whose product mix includes innovative traditional savings products with a low cost of capital, and it also reflected a relative decline in the unit-linked contribution of CNP UniCredit Vita due to higher sales of traditional savings contracts with a unit-linked formula (73% unit-linked contribution, down 8 points). These negative effects were partly offset, however, by an improvement at CNP Luxembourg (62.1% unit-linked contribution, up 10.1 points).

Personal Risk/Protection premium income was up €50 million as reported and up €19 million or 7.6% based on a comparable scope of consolidation. Growth was led by the success of CNP UniCredit Vita's new Personal Risk and Term Creditor Insurance offerings launched after the first quarter of 2021.

The APE margin in the first quarter of 2022 was 20% vs 22.1% in 2021.

In Latin America, premium income came in at €1.8 billion, up 24.1%.

Savings/Pensions premium income amounted to €1.3 billion excluding the currency effect, an increase of €161 million (€1.5 billion as reported, up €324 million). Growth was led by the pensions business in Brazil (up €166 million or 14.5% excluding the currency effect), which continued to enjoy strong momentum with new money totalling BRL 8.6 billion in first-quarter 2022 vs BRL 7.6 billion in the year-earlier period.

Personal Risk/Protection premium income came in at €281 million at constant exchange rates, with the €11 million decline in premiums from CSH's run-off portfolios partly offset by the positive cumulative contribution of several generations of Prestamista contracts at CVP.

The APE margin in the first quarter of 2022 was 26.1% vs 32.1% in 2021.

The Value of New Business (VNB) written by the Group during the quarter amounted to €123 million, representing a likefor-like increase of 10% on the back of higher rates.

2. Quarterly indicators – First three months of 2022

Net insurance revenue for the period amounted to €826 million, up 18.5% as reported and up 7.2% like-for-like.

In France, net insurance revenue was up 5.6% at €449 million, reflecting higher personal risk/protection margins, with lower loss of income claims in term creditor insurance (€14 million positive impact) and increased realised capital gains on term creditor insurance and group death/disability asset portfolios (€12 million positive impact).

In Europe excluding France, net insurance revenue came in at €153 million, an increase of €79 million or 105.9% as reported (up 33.7% like-for-like). The newly acquired Italian subsidiary (CVA) contributed €54 million to net insurance revenue, while a change in expense charging arrangements for a contract sold by CNP UniCredit Vita had a €20 million positive impact.

In Latin America, net insurance revenue rose by 13.2% to €223 million. Excluding the currency effect, the like-for-like change was an increase of 0.8%, with improved personal risk loss ratios and higher pensions premium income offsetting the unfavourable volume effect on Hipotecario margins.

Revenue from own-funds portfolios stood at €373 million, up 65.3% as reported (up 69.2% like-for-like) following the nearcompletion of the profit-taking programme during the quarter.

Total revenue rose 29.9% as reported (up 22.4% like-for-like) to €1,199 million.

Administrative costs amounted to €266 million, up 27.6% as reported (up 15.6% like-for-like), including a €27 million increase in France that was mainly due to a change of accounting method concerning the C3S tax (€23.7 million impact). Excluding the effect of this change of method, administrative costs in France were up 2.4%. In Latin America, administrative costs were €6 million higher (up 21.9%), due mainly to the ramp-up of CVP's businesses and salary increases at CSH. In Europe excluding France, administrative expenses were reduced by €1 million.

The cost/income ratio improved by 2.3 points vs first-quarter 2021 to 32.2%.

EBIT was €933 million, up 30.6% as reported (up 24.4% like-for-like). The like-for-like increase primarily reflected the sharp €156 million rise in revenue from own-funds portfolios.

Attributable net profit came in at €316 million, up 2.7% as reported (up 3.1% like-for-like), mainly due to a €172 million transfer to the policyholder surplus reserve, net of tax (€231 million before tax).

IFRS book value was €18.1 billion at 31 March 2022, representing €26.3 per share vs €28 per share at 31 December 2021.

The consolidated SCR coverage ratio was 243% at 31 March 2022 up 26 points on end‑2021 (217%). The 26-point4 improvement breaks down as follows:

+19 points due to favourable changes in financial markets, with higher interest rates5 (20-point positive impact) and improved sovereign and corporate spreads offsetting the negative impact of increased interest rate volatility.

  • +1 point due to the inclusion in own funds of profit for the period, net of dividends
  • +4 points corresponding to the increase in the policyholder surplus reserve eligible for inclusion in solvency capital
  • +3 points resulting from the €500 million Tier 3 subordinated notes issue in January 2022
  • -2 points due to the decline in the Ultimate Forward Rate to 3.45%
  • +1 point due to a pro forma effect and the impact of rounding

4 The breakdown of the change in the coverage ratio over the period is provided for information only and is based on estimates.

5 The non-linear sensitivity to a 50-bps increase in interest rates can be explained by the convexity between sensitivity and the increase in interest rates observed during the period.

Q1 2022 Q1 2021 %
change
(reported)
% change
(like-for-like)
Premium income 9,838 7,854 +25.3 +5.5
Average net technical reserves 356,681 352,131 +1.3 -
Total revenue 1,199 923 +29.9 +22.4
Net insurance revenue (NIR), of which: 826 697 +18.5 +7.2
France 449 425 +5.6 +5.6
Latin America 223 197 +13.2 +0.8
Europe excluding France 153 74 +105.9 +33.7
Revenue from own-funds portfolios 373 226 +65.3 +69.2
Administrative costs, of which: 266 208 +27.6 +15.6
France 174 147 +18.5 +18.5
Latin America 37 28 +35.2 +21.9
Europe excluding France 54 33 +61.9 -2.3
EBIT 933 715 +30.6 +24.4
Finance costs (47) (56) -16.2 -16.8
Non-controlling and net equity accounted
interests
(146) (117) +25.4 +8.4
Attributable recurring profit 740 542 +36.6 +32.1
Income tax expense (195) (147) +32.1 +26.5
Profit (loss) from discontinued operations, after
tax6
(65) 0
Mark-to-market effects and intangible
amortisation
8 (11) +175.4 +334.0
Non-recurring items (172) (76) +126.9 +126.9
Attributable net profit 316 308 +2.7 +3.1

The first-quarter 2021 profit indicators of CNP Assurances were reviewed by the Board of Directors at its meeting on 12 May 2021 and are subject to completion of audit procedures by CNP Assurances' Statutory Auditors. This press release includes a certain number of alternative performance measures (APMs). These APMs and their calculation method are presented in the Investor/Analyst section of the CNP Assurances website at https://www.cnp.fr/en/the-cnp-assurances-group/investors/results/results-presentation/2022-results

6 CNP Partners

APPENDICES

First-quarter 2022 attributable net profit by operating segment

Savings/Pensions Personal
Risk/Protection
Insurance
Own-funds
portfolios
Premium Income 8,184 1,654 -
Total revenue 422 404 373
Administrative costs 138 90 38
EBIT 284 314 335
Attributable recurring profit 228 221 291
Attributable net profit 192 157 (32)

Premium income by country

(in € millions) Q1 2022 Q1 2021 % change
(reported)
% change
(like-for-like)
France 5,162 5,175 -0.3 -0.3
Brazil 1,781 1,436 +24.1 +10.4
Italy 2,442 940 +159.7 +15.2
Germany 119 114 +4.8 +4.8
Cyprus 48 45 +6.9 +6.9
Spain 34 36 -4.1 -4.1
Luxembourg 205 61 +234.5 +234.5
Poland 19 20 -7.0 -7.0
Austria 6 5 +12.0 +12.0
Norway 6 6 -2.6 -2.6
Denmark 4 5 -27.5 -27.5
Argentina 5 4 +24.9 +40.0
Portugal 1 1 -4.4 -4.4
Other countries 6 6 +3.4 +3.4
Total International 4,676 2,679 +74.6 +16.5
Total 9,838 7,854 +25.3 +5.5

Premium income by segment

(in € millions) Q1 2022 Q1 2021 % change
(reported)
% change
(like-for-like)
Savings 6,471 4,844 +33.6 +6.2
Pensions 1,713 1,412 +21.3 +9.8
Personal Risk Insurance 455 409 +11.1 +1.0
Term Creditor Insurance 1,048 1,020 +2.8 +1.1
Health Insurance 78 93 -16.2 -16.5
Property & Casualty 73 75 -3.9 -12.3
Total 9,838 7,854 +25.3 +5.5

Premium income by country and by segment

(in € millions) Savings Pensions Personal
Risk
Insurance
Term
Creditor
Insurance
Health
Insurance
Property &
Casualty
Total
France 3,878 241 293 683 67 0 5,162
Brazil 0 1,470 98 153 2 58 1,781
Italy 2,355 2 47 37 0 0 2,442
Germany 0 0 6 113 0 0 119
Cyprus 21 0 4 0 8 15 48
Spain 10 1 1 23 0 0 34
Luxembourg 205 0 0 0 0 0 205
Poland 0 0 2 17 0 0 19
Austria 0 0 0 6 0 0 6
Norway 0 0 0 6 0 0 6
Denmark 0 0 0 4 0 0 4
Argentina 2 0 3 0 0 0 5
Portugal 0 0 0 1 0 0 1
Other International 1 0 0 6 0 0 6
Total International 2,593 1,473 162 365 11 73 4,676
Total 6,471 1,713 455 1,048 78 73 9,838

Premium income by region and by partner/subsidiary

(in € millions) Q1 2022 Q1 2021 % change
(reported)
La Banque Postale 2 025 1 967 2,9
BPCE 1 685 1 726 -2,4
CNP Patrimoine 625 603 3,7
Social protection partners (France) 513 552 -7,0
Financial institutions (France) 255 261 -2,0
Amétis 44 58 -24,8
Other France 15 8 76,5
Total France 5 162 5 175 -0,3
Brazilian partnerships 1 781 1 436 24,1
Italian partnerships 2 387 893 167,2
CNP Luxembourg (Luxembourg) 205 61 234,5
CNP Santander Insurance (Ireland) 187 185 1,2
CNP Partners (Spain) 50 43 15,5
CNP Cyprus Insurance Holdings (Cyprus) 49 45 7,0
CNP Assurances Compañía de Seguros (Argentina) 5 4 24,9
Other International 12 11 7,1
Total International 4 676 2 679 74,6%
Total 9 838 7 854 25,3

Unit-linked sales by region and by partner/subsidiary

(in € millions) Q1 2022 Q1 2021 % change
(reported)
La Banque Postale 601 474 +26.8
BPCE 258 263 -1.9
CNP Patrimoine 325 282 +15.2
Amétis 12 17 -29.2
Other France 28 9 +203.4
Total Unit-linked France 1,224 1,045 +17.1
Brazilian partnerships 1,470 1,142 +28.7
Italian partnerships 1,027 708 +45.1
CNP Partners (Spain) 34 24 +39.9
CNP Luxembourg (Luxembourg) 127 32 +299.5
CNP Cyprus Insurance Holdings (Cyprus) 21 18 +14.1
Total Unit-linked International 2,678 1,923 +39.2
Total Unit-linked 3,902 2,968 +31.5

Unit-linked sales as a proportion of Savings/Pensions premiums by region

(in € millions) Savings/Pensions o/w Unit-linked o/w Traditional % Unit-linked
France 4,119 1,224 2,895 29.7
Latin America 1,472 1,470 3 99.8
Europe excluding France 2,594 1,209 1,385 46.6
Total 8,184 3,902 4,282 47.7

Premium income from partnership with La Banque Postale

(in € millions) Q1 2022 Q1 2021 % change
(reported)
Savings 1,881 1,822 +3.2
Pensions 83 86 -3.6
Personal Risk Insurance 3 3 -13.8
Term Creditor Insurance 58 56 +4.3
Total 2,025 1,967 +2.9

Premium income from partnership with BPCE

(in € millions) Q1 2022 Q1 2021 % change
(reported)
Savings 1,326 1,369 -3.1
Pensions 28 31 -10.3
Personal Risk Insurance 23 25 -10.0
Term Creditor Insurance 308 301 +2.3
Total 1,685 1,726 -2.4

Brazil: premium income by Segment in BRL

(in BRL millions) Q1 2022 Q1 2021 % change
(reported)
Savings 1 34 -97.8
Pensions 8,628 7,536 +14.5
Personal Risk Insurance 577 573 +0.7
Term Creditor Insurance 897 912 -1.6
Health Insurance 15 16 -6.8
Property & Casualty 338 404 -16.3
Total 10,456 9,475 +10.4

CNP UniCredit Vita premium income by segment

(in € millions) Q1 2022 Q1 2021 % change
(reported)
Savings 992 871 +13.8
Pensions 2 3 -14.8
Personal Risk Insurance 16 6 +148.6
Term Creditor Insurance 19 13 +40.9
Total 1,028 893 +15.1

CVA premium income

(in € millions) Q1 2022 Q1 2021 % change
(reported)
Savings 1,328 - N/A
Pensions - - N/A
Personal
Risk
Insurance
31 - N/A
Term
Creditor
Insurance
- - N/A
Total 1,359 - N/A

CNP Santander Insurance premium income by country

(in € millions) Q1 2022 Q1 2021 % change
(reported)
Germany 119.3 113.8 +4.8
Poland 19.0 20.4 -7.0
Spain 17.4 19.4 -10.4
Italy 10.7 9.8 +9.0
Austria 6.0 5.4 +12.0
Norway 5.8 5.9 -2.6
Denmark 3.5 4.9 -27.5
Sweden 3.2 3.2 +1.4
Finland 1.5 1.4 +1.6
Belgium 0.8 +0.8 n.m.
Netherlands 0.1 0.1 n.m.
Total 187 185 +1.2

Investor Calendar

  • First-half 2022 premium income and profit: Thursday, 28 July 2022 at 7:30 a.m.

This press release, along with all of CNP Assurances' regulated information published in accordance with Article L.451-1-2 of the French Monetary and Financial Code and Articles 222-1 et seq. of the Autorité des Marchés Financiers' General Regulations, is available on the Group's investor information website at www.cnp.fr/en/investor-analyst.

About CNP Assurances

A benchmark player in the French personal insurance market, CNP Assurances is active in 19 countries in Europe, notably in Italy, and in Latin America, with a significant presence in Brazil, its second largest market.

Acting as an insurer, co-insurer and reinsurer, it has more than 36 million personal risk/protection insureds worldwide and more than 12 million savings/pensions policyholders. In line with its business model, the Group's solutions are distributed by multiple partners. The solutions are aligned with each partner's physical or digital distribution model, w hile also being tailored to local clients' lifelong protection and support needs in each country.

CNP Assurances has been listed on the Paris Stock Exchange since October 1998 and is a subsidiary of La Banque Postale. The Group reported net profit of €1,552 million in 2021.

Press contacts Investors and analysts
Florence de Montmarin +33 (0)1 42 18 86 51 Céline Byl
+33 (0)1 42 18 77 95
Tamara Bernard +33 (0)1 42 18 86 19 Pascale Fargnier
+33 (0)1 42 18 93 27
Alexis Chaufrein +33 (0)1 42 18 85 73
[email protected] [email protected]
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Disclaimer:

Some of the statements contained in this presentation may be forward-looking statements referring to projections, future events, trends or objectives that, by their very nature, involve inherent risks and uncertainties that may cause actual results to differ materially from those

currently anticipated in such statements. These risks and uncertainties may concern factors such as changes in general economic conditions and financial market performance, legal or regulatory decisions or changes, changes in the frequency and amount of insured claims, changes in interest rates and foreign exchange rates, changes in the policies of central banks or governments, legal proceedings, the effects of acquisitions and divestments, and general factors affecting competition. Further information regarding factors which may cause results to differ materially from those projected in forward-looking statements is included in CNP Assurances' filings with the Autorité des Marchés Financiers – AMF. CNP Assurances does not undertake to update any forward-looking statements presented herein to take into account any new information, future event or other factors.

Certain prior-period information may be reclassified on a basis consistent with current year data. The sum of the amounts presented in this document may not correspond exactly to the total indicated in the tables and the text. Percentages and percentage changes are calculated based on unrounded figures and there may be certain minor differences between the amounts and percentages due to rounding. CNP Assurances' final solvency indicators are submitted post-publication to the insurance supervisor and may differ from the explicit and implicit estimates contained in this document.

This document may contain alternative performance measures (such as EBIT) that are considered useful by CNP Assurances but are not recognised in the IFRSs adopted for use in the European Union. These measures should be treated as additional information and not as substitutes for the balance sheet and income statement prepared in accordance with IFRS. They may not be comparable with those published by other companies, as their definition may vary from one company to another.

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