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DNB Bank ASA

Quarterly Report Jul 13, 2021

3579_rns_2021-07-13_b0fb8694-6a2a-49ba-9254-fdcdf5acbb84.pdf

Quarterly Report

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Second quarter and first half report 2021

(Unaudited)

Q2

Financial highlights

DNB Group

Income statement 2nd quarter 2nd quarter January-June Full year
Amounts in NOK million 2021 2020 2021 2020 2020
Net interest income 9 409 9 451 18 639 19 846 38 623
Net commissions and fees 2 883 2 396 5 514 4 634 9 500
Net gains on financial instruments at fair value 532 1 672 1 331 4 900 5 902
Net financial and risk result, life insurance 228 131 440 (115) 659
Other operating income 541 473 1 015 401 1 714
Net other operating income 4 184 4 673 8 300 9 821 17 776
Total income 13 593 14 123 26 939 29 666 56 399
Operating expenses (5 980) (5 698) (11 685) (10 994) (22 759)
Restructuring costs and non-recurring effects (58) (12) (170) (196) (643)
Pre-tax operating profit before impairment 7 555 8 414 15 084 18 476 32 998
Net gains on fixed and intangible assets (103) 2 (106) 782 767
Impairment of financial instruments 833 (2 120) 943 (7 892) (9 918)
Pre-tax operating profit 8 285 6 295 15 921 11 366 23 847
Tax expense (1 823) (1 259) (3 503) (2 273) (4 229)
Profit from operations held for sale, after taxes (30) (17) (101) (73) 221
Profit for the period 6 432 5 019 12 317 9 020 19 840
Balance sheet 30 June 31 Dec. 30 June
Amounts in NOK million 2021 2020 2020
Total assets 3 080 095 2 918 943 3 053 973
Loans to customers 1 710 930 1 693 811 1 703 905
Deposits from customers 1 230 931 1 105 574 1 104 224
Total equity 245 548 248 396 239 599
Average total assets 3 322 383 3 230 354 3 231 476
Total combined assets 3 597 409 3 363 166 3 444 445
Key figures and alternative performance measures 2nd quarter 2nd quarter January-June Full year
2021 2020 2021 2020 2020
Return on equity, annualised (per cent) 1) 11.1 8.7 10.5 7.6 8.4
Earnings per share (NOK) 4.01 3.06 7.66 5.34 12.04
Combined weighted total average spreads for lending and deposits
(per cent) 1)
1.18 1.25 1.18 1.32 1.27
Average spreads for ordinary lending to customers (per cent) 1) 2.05 2.14 2.00 2.04 2.04
Average spreads for deposits from customers (per cent) 1) 0.02 (0.07) 0.07 0.20 0.12
Cost/income ratio (per cent) 1) 44.4 40.4 44.0 37.7 41.5
Ratio of customer deposits to net loans to customers at end of period 1) 72.6 64.8 72.6 64.8 67.3
Net loans at amortised cost and financial commitments in stage 2, per
cent of net loans at amortised cost 1)
9.38 12.49 9.38 12.49 10.51
Net loans at amortised cost and financial commitments in stage 3, per
cent of net loans at amortised cost 1)
1.54 1.83 1.54 1.83 1.55
Impairment relative to average net loans to customers at amortised
cost, annualised (per cent) 1)
0.20 (0.51) 0.12 (0.96) (0.60)
Common equity Tier 1 capital ratio at end of period (per cent) 2) 19.1 18.2 19.1 18.2 18.7
Leverage ratio (per cent) 2) 6.7 6.8 6.7 6.8 7.1
Share price at end of period (NOK) 187.60 127.10 187.60 127.10 168.00
Book value per share 147.35 142.66 147.35 142.66 148.30
Price/book value 1) 1.27 0.89 1.27 0.89 1.13
Dividend per share (NOK) 3) 9.00
Score from RepTrak's reputation survey in Norway (points) 74.4 74.5 74.4 74.5 76.7
Customer satisfaction index, CSI, personal customers in Norway (score) 72.5 72.3 73.9 72.7 73.6
Female representation at management levels 1-4 (%) 38.0 39.3 38.0 39.3 39.5

1) Defined as alternative performance measure (APM). APMs are described on ir.dnb.no.

2) Dividends for 2019 and 2020 have been deducted.

3) Dividends for 2019 were paid on 4 March 2021. The Board of Directors was given an authorisation at the Annual General Meeting on 27 April 2021 to pay a dividend of up to NOK 9.00 per share for 2020, for distribution after September 2021.

For additional key figures and definitions, please see the Factbook on ir.dnb.no.

Second quarter and first half report 2021

Directors' report 4
-- --------------------- --

Accounts for the DNB Group

Income statement 12
Comprehensive income statement 12
Balance sheet 13
Statement of changes in equity 14
Cash flow statement 15
Note 1 Basis for preparation 16
Note 2 Segments 16
Note 3 Capital adequacy 17
Note 4 Development in gross carrying amount and maximum exposure 19
Note 5 Development in accumulated impairment of financial instruments 20
Note 6 Loans and financial commitments to customers by industry segment 21
Note 7 Financial instruments at fair value 23
Note 8 Debt securities issued, senior non-preferred bonds and subordinated loan capital 24
Note 9 Contingencies and subsequent events 25

Accounts for DNB ASA

Statement pursuant to the Securities trading Act 27
Basis for preparation 26
Statement of changes in equity 26
Balance sheet 26
Income statement 26
Information about DNB 28
--------------------------- --

There has been no full or partial external audit of the quarterly directors' report and accounts, though the report has been reviewed by the Audit Committee.

Directors' report

DNB's financial performance continued to improve in the second quarter, supported by a gradual reopening of the Norwegian economy and strong liquidity in most households. The increase in earnings per share gives a firm foundation for delivering on the company's dividend policy.

The vaccine rollout in Norway has picked up speed, and as more restrictions are being lifted, there is a sense of optimism about the second half of the year, backed by brisk activity in the Norwegian housing, saving and capital markets. A clear upturn in economic activity is expected in the second half of 2021, and the Norwegian central bank, Norges Bank, has signalled a rise in the key policy rate as soon as in September.

Second quarter financial performance

The profit in the quarter was NOK 6 432 million, an increase of NOK 1 413 million from the year-earlier period. Compared with the previous quarter, profits increased by NOK 548 million.

Earnings per share were NOK 4.01 in the quarter, an increase from NOK 3.06 in the year-earlier period and NOK 3.65 in the first quarter of 2021.

The common equity Tier 1 (CET1) capital ratio was 19.1 per cent, up from 18.2 per cent a year earlier, and down from 19.2 per cent in the first quarter of 2021.

The leverage ratio for the Group was 6.7 per cent, down from 6.8 per cent in the second quarter of 2020, and from 6.9 per cent in the first quarter of 2021, due to higher deposits with central banks.

Return on equity (ROE) was positively impacted by net reversals of impairment of financial instruments and strong results from net commissions and fees, and ended at 11.1 per cent. The comparable figures were 8.7 per cent in the second quarter of 2020 and 10.0 per cent in the first quarter of 2021.

Net interest income was at the same level as the second quarter of 2020. Deposit volumes and margins contributed positively, but were offset by negative exchange rate effects. Compared with the first quarter of 2021, net interest income was up NOK 180 million, mainly due to increased deposit and lending volumes from both the personal customers and corporate customers portfolios and an additional interest day.

Net other operating income amounted to NOK 4 184 million in the second quarter, down NOK 489 million from the corresponding period in 2020, affected by a negative effect on basis swaps and a financial market returning to more normalised levels. Net commissions and fees showed a strong result and increased by NOK 486 million, or 20.3 per cent, from the year-earlier period, due to higher income from real estate broking, investment banking, asset management and custodial services, as well as insurance. Compared with the first quarter of 2021, net other operating income was at the same level. Net commissions and fees increased by NOK 252 million or 9.6 per cent, due to higher income from real estate broking and investment banking services, where there was a high level of activity.

Operating expenses amounted to NOK 6 038 million in the second quarter, up NOK 329 million from the same period a year earlier, affected by increased activity within IT projects following the reopening of the society, and higher salaries and other personnel expenses. Compared with the previous quarter, operating expenses were up NOK 221 million.

Impairment of financial instruments showed net reversals of NOK 833 million in the second quarter. This is an improvement compared with both the second quarter of last year and the first quarter of 2021, which saw impairment provisions of NOK 2 120 million and net reversals of NOK 110 million, respectively. The net reversals of NOK 833 million in the quarter are mainly due to reversals in the corporate customers industry segments. The

personal customers industry segment saw a small net reversal in the quarter.

Completion of intragroup merger

On 30 November 2020, it was decided at the extraordinary general meetings of DNB ASA and DNB Bank ASA to merge the two companies, with DNB Bank ASA as the surviving company. The completion of the merger was conditional on obtaining the necessary regulatory permissions, which were granted on 27 May 2021 by the Norwegian Ministry of Finance. The merger was completed on 1 July 2021. The shares in DNB Bank ASA were listed on Oslo Børs (Oslo Stock Exchange) on the same date.

At DNB Bank ASA's Annual General Meeting on 27 April 2021, and with effect from the merger date, a new Board of Directors of DNB Bank ASA was elected. In accordance with the principle of continuity, DNB Bank ASA's Board of Directors will be responsible for ensuring that the company's obligations are fulfilled. The company's interim accounts have therefore been approved by the new Board of Directors of DNB Bank ASA.

New ESG/sustainability targets towards 2030

In the second quarter, DNB presented a revised sustainable strategy establishing that the Group will be a driving force for sustainable transition. The strategy builds on a materiality analysis, which identifies three priority areas where DNB can have the greatest impact on long-term value creation for the company, as well as for the key stakeholders.

DNB finances the climate transition and is a driving force for sustainable value creation

In order to support the goal of being a net-zero emissions bank in 2050, the Group has set quantifiable targets for emissions from its credit and investment activities, as well as for sustainable financing at portfolio level towards 2030. The targets are concrete, measureable and dynamic and show how DNB will take a leading role in the financing of the green transition in the Nordics.

DNB is a driving force for diversity and inclusion

In recent years, DNB has put gender equality higher on the agenda both within the Group and through its products, services and procurements. The Group will continue this work in the time ahead, while at the same time seeking to boost the efforts to promote diversity and inclusion.

DNB combats financial crime and contributes to a secure digital economy

The principal goal of DNB's efforts to fight financial crime is to reduce financial loss for society, customers and for the Group itself, while maintaining trust in the bank's products and services. This work is essential for fulfilling DNB's social responsibility and ensuring compliance.

The full list of targets can be found on https://www.dnb.no/en/about-us/loans-investments.html

Other events in the second quarter

As announced on 17 June 2021, DNB received acceptances from shareholders of its offer representing approximately 81.3 per cent of the outstanding shares and votes in Sbanken. In addition, DNB has a holding of approximately 9.9 per cent of the shares and votes in Sbanken. Following the completion of the acquisition, this holding will be approximately 91.2 per cent. Following a positive recommendation from Finanstilsynet (the Financial Supervisory Authority of Norway) on 25 June, on 1 July the Ministry of Finance authorised DNB to acquire Sbanken on the condition that the merger with DNB Bank ASA is completed by 1 January 2023. The acquisition is

subject to the Norwegian Competition Authority (NCA) not making any objections. The NCA has opened a phase II review to assess the proposed acquisition, and will now carry out an in-depth assessment of the potential effects of the proposed transaction on the distribution of mutual funds. The final deadline for the NCA's review is 7 October 2021.

In June, DNB's associated company Vipps signed a merger agreement with the Danish company MobilePay and the Finnish company Pivo, to create a joint digital wallet. The merger will enable cross-border mobile payments and better solutions for people and businesses in Denmark, Finland and Norway. The transaction is subject to the approval of the relevant authorities, such as the European Commission.

In May, DNB launched Norway's first bank card made from recycled materials. Initially, this type of card will be available to the around 300 000 members of DNB's programme for young customers, DNB Ung, but the goal is to offer this to all customers. The cards are made of 75 per cent recycled PVC plastic from industrial waste.

In December 2020, DNB received a preliminary report from Finanstilsynet following an ordinary AML inspection in February 2020. According to the report, DNB had not been complicit in money laundering, but Finanstilsynet criticised the bank for inadequate compliance with the Norwegian Anti-Money Laundering Act. On the basis of this criticism, Finanstilsynet wrote that it was considering imposing an administrative fine of NOK 400 million on the bank. In May, Finanstilsynet announced that it was maintaining the administrative fine.

Every year, Universum ranks Norway's most attractive employers among students, as well as the career preferences of students at Norwegian universities and university colleges. This year, just under 14 000 students expressed their opinion. DNB still has the top ranking among business students in the Universum survey. The bank has also retained its title as the financial industry's best in the category of banks. In addition, DNB is ranked in the top 4 among IT students and number 12 among law students.

In June, the Ministry of Finance decided to raise the countercyclical capital buffer for banks to 1.5 per cent, with effect from 30 June 2022.

Half-year financial performance

DNB recorded profits of NOK 12 317 million in the first half of 2021, up NOK 3 297 million from the previous year. Return on equity was 10.5 per cent, compared with 7.6 per cent in the year-earlier period, and earnings per share were NOK 7.66, up from NOK 5.34 in the first half of 2020.

Net interest income decreased by NOK 1 207 million from the same period last year, driven by negative exchange rate effects and a negative contribution from spreads. There was an average decrease in the healthy loan portfolio of 0.2 per cent in parallel with a 12.6 per cent increase in average deposit volumes from the first half of 2020. Both lending and deposit volumes increased towards the end of the quarter and showed growth compared to end-June 2020 of 1.0 per cent and 12.7 per cent, respectively. The combined spreads narrowed by 13 basis points compared with the year-earlier period. Average lending spreads for the customer segments narrowed by 4 basis points, and deposit spreads narrowed by 13 basis points.

Net other operating income decreased by NOK 1 521 million from the first half of 2020, mainly due to negative exchange rate effects on AT1 capital and basis swaps. Net commissions and fees showed a strong development and increased by NOK 880 million, or 19.0 per cent, compared with the first half of 2020. The increase was due to higher income from investment banking services.

Total operating expenses were up by NOK 665 million from the first half of 2020 due to increased salaries and other personnel expenses.

There were net reversals of financial instruments of NOK 943 million in the first half of 2021, a decrease of NOK 8 835 million from the previous year. The large decrease is explained by the COVID-19 pandemic's impact on the economy last year, in combination with the effect of the oil price fall.

For the corporate customers industry segments there were reversals across all stages and spreads across different segments. About half of the reversals were in stages 1 and 2 and can be explained by improved underlying credit quality and a slightly improved macro outlook. The remaining stage 3 reversals were mainly driven by a few specific customers. The reversals for the personal customers industry segment amounted to NOK 15 million, driven by customers in stages 1 and 2, but were curtailed by increased impairment provisions in stage 3.

Second quarter income statement – main items

Net interest income

Amounts in NOK million 2Q21 1Q21 2Q20
Lending spreads, customer segments 8 067 7 572 8 454
Deposit spreads, customer segments 65 353 (180)
Amortisation effects and fees 884 941 909
Operational leasing 535 529 510
Contributions to the deposit guarantee
and resolution funds
(277) (280) (217)
Other net interest income 133 115 (26)
Net interest income 9 409 9 230 9 451

Net interest income was at the same level as the second quarter of 2020. Deposit volumes and margins contributed positively, but were offset by negative exchange rate effects. There was an average decrease of NOK 10.2 billion, or 0.6 per cent, in the healthy loan portfolio compared with the second quarter of 2020. Adjusted for exchange rate effects, volumes were up NOK 35.6 billion, or 2.2 per cent, and lending volumes showed an upturn towards the end of the quarter, both within the personal customers and corporate customers portfolios. During the same period, deposits were up NOK 115.2 billion, or 10.8 per cent. Adjusted for exchange rate effects, there was an increase of NOK 151.0 billion, or 14.2 per cent. Average lending spreads narrowed by 9 basis points, and deposit spreads widened by 9 basis points compared with the second quarter of 2020. Volume-weighted spreads for the customer segments narrowed by 7 basis points compared with the same period in 2020.

Compared with the first quarter of 2021, net interest income increased by NOK 180 million, or 1.9 per cent, mainly due to increased deposit and lending volumes from both the personal customers and corporate customers portfolios and an additional interest day. In addition, spreads contributed positively, but were offset by decreased interest income on equity. There was an average increase of NOK 7.3 billion, or 0.5 per cent, in the healthy loan portfolio, and deposits were up NOK 42.4 billion, or 3.7 per cent. Volume-weighted spreads for the customer segments were at the same level compared with the previous quarter. Spreads on lending and deposits reflected the 19-basis-point decrease in average NOK money market rates. The volume-weighted spreads were negatively affected by portfolio mix effects with higher growth in deposits compared to loans.

Net other operating income

Amounts in NOK million 2Q21 1Q21 2Q20
Net commissions and fees 2 883 2 631 2 396
Basis swaps (212) (345) (19)
Exchange rate effects on additional Tier 1 capital 59 29 (1 343)
Net gains on other financial instruments
at fair value
685 1 115 3 034
Net financial and risk result, life insurance 228 212 131
Net profit from associated companies 260 86 174
Other operating income 281 389 299
Net other operating income 4 184 4 116 4 673

Net other operating income decreased by NOK 489 million from the second quarter of 2020, and was affected by a negative effect on

basis swaps and a financial market returning to more normalised levels from high volatility in the year-earlier period. Net commissions and fees showed solid development and increased by NOK 486 million, or 20.3 per cent, from the year-earlier period, driven by higher income from real estate broking, investment banking, asset management and custodial services, as well as insurance. In addition, this quarter included a recognition of an expected discount on the personal customer lending portfolio in DNB Poland of NOK 116 million as a result of the Group's intended withdrawal from Poland.

Compared with the previous quarter, net other operating income was up 1.7 per cent. Net commissions and fees showed a positive development and increased by NOK 252 million, or 9.6 per cent, from the first quarter of 2021, mainly driven by higher income from investment banking services and real estate broking.

Operating expenses

Amounts in NOK million 2Q21 1Q21 2Q20
Salaries and other personnel expenses (3 442) (3 254) (3 240)
Restructuring expenses (37) (83) (12)
Other expenses (1 724) (1 658) (1 651)
Depreciation of fixed and intangible assets (834) (822) (806)
Impairment of fixed and intangible assets (1) (0)
Total operating expenses (6 038) (5 817) (5 710)

Operating expenses were up NOK 329 million, or 5.8 per cent, compared with the second quarter of 2020. This can be ascribed to increased expenses related to IT projects, due to higher activity following the reopening of society, as well as an increase in salaries and other personnel expenses.

Compared with the first quarter of 2021, operating expenses were up NOK 221 million, or 3.8 per cent. The operating expenses this quarter were negatively impacted by higher salaries and other personnel expenses. The high activity within Markets, real estate broking and asset management contributed to a NOK 70 million increase in variable salaries. In addition, there was an increase in pension costs related to the increased return on the closed definedbenefit pension scheme, where the hedging is presented as gains on financial instruments.

The cost/income ratio was 44.4 per cent in the second quarter.

Impairment of financial instruments by industry segment

Amounts in NOK million 2Q21 1Q21 2Q20
Personal customers 39 (24) (43)
Commercial real estate 7 46 15
Shipping 81 155 (136)
Oil, gas and offshore (26) 127 (1 863)
Other industry segments 733 (193) (93)
Total impairment of financial instruments 833 110 (2 120)

There were net reversals of impairment of financial instruments of NOK 833 million in the second quarter. This is a decrease in impairment provisions of NOK 2 953 million and NOK 723 million compared with the second quarter of 2020 and the first quarter of 2021, respectively. The decrease from the year-earlier period can be ascribed to the severe effects of the pandemic in the second quarter of last year. Overall, the macro forecasts have gradually improved since the second quarter of last year.

The personal customers industry segment had net reversals of NOK 39 million in the quarter, compared with impairment provisions of NOK 43 million in the same quarter of 2020, and impairment provisions of NOK 24 million in the first quarter of 2021. The generally low level of impairment was due to a stable macro outlook and sound credit quality.

Impairment of financial instruments in the commercial real estate industry segment showed net reversals of NOK 7 million, compared with the second quarter of 2020 and the first quarter of 2021, which saw net reversals of NOK 15 million and NOK

46 million, respectively. Commercial real estate had somewhat better macro forecasts in the quarter.

There were net reversals in the shipping segment, amounting to a total of NOK 81 million in the second quarter. This is an improvement of NOK 216 million compared with the second quarter of 2020, while net reversals were down NOK 74 million compared with the first quarter of 2021. The net reversals could be seen in both stage 2 and 3 and were spreads across several segments.

The oil, gas and offshore industry segment showed impairments of NOK 26 million compared with NOK 1 863 million and net reversals of NOK 127 million in the second quarter of 2020 and first quarter of 2021, respectively. The impairment provisions can generally be attributed to the offshore segment, where the increase in stage 3 for a few specific customers was partly offset by reversals in stages 1 and 2.

Other industry segments experienced net reversals amounting to NOK 733 million in the quarter. This is a large decrease compared with the second quarter of 2020 and the first quarter of 2021, which showed impairment provisions of NOK 93 million and NOK 193 million respectively. The large reversals can mainly be ascribed to a few specific customers in stage 3 and a slightly improved underlying credit quality.

Net stage 3 loans and financial commitments amounted to NOK 26 billion at end-June 2021, which is down NOK 4 billion compared with last year and down NOK 1 billion from the first quarter of 2021.

Taxes

The DNB Group's tax expense for the second quarter has been estimated at NOK 1 823 million, or 22.0 per cent of pre-tax operating profits.

Financial performance – segments

Financial governance in DNB is adapted to the different customer segments. Reported figures reflect total sales of products and services to the relevant segments.

Personal customers

Income statement in NOK million 2Q21 1Q21 2Q20
Net interest income 3 244 2 982 3 390
Net other operating income 1 400 1 243 1 149
Total income 4 644 4 225 4 538
Operating expenses (2 322) (2 243) (2 214)
Pre-tax operating profit before impairment 2 322 1 982 2 324
Impairment of financial instruments 114 23 (82)
Pre-tax operating profit 2 437 2 005 2 242
Tax expense (609) (501) (561)
Profit for the period 1 827 1 504 1 682
Average balance sheet items in NOK billion
Loans to customers 825.2 819.2 795.6
Deposits from customers 477.2 464.1 453.4
Key figures in per cent
Lending spreads 1) 1.64 1.50 1.81
Deposit spreads 1) (0.00) 0.15 (0.22)
Return on allocated capital 15.5 12.9 13.7
Cost/income ratio 50.0 53.1 48.8
Ratio of deposits to loans 57.8 56.7 57.0

1) Calculated relative to the 3-month money market rate. See ir.dnb.no for additional information on alternative performance measures (APMs).

The personal customers segment delivered sound results in the second quarter of 2021, with a return on allocated capital of 15.5 per cent. A rise in total income contributed to the positive development.

Combined spreads on loans and deposits narrowed by 3 basis points from the corresponding quarter of 2020. Compared with the previous quarter, combined spreads widened by 3 basis points, mainly due to decreasing NOK money market rates.

Loans to customers grew by 3.7 per cent from the second quarter of 2020. The healthy home mortgage portfolio grew by 4.0 per cent in the same period. Deposits from customers continued to show a solid average growth of 5.2 per cent compared with the year-earlier period, and the ratio of deposits to loans improved by 0.8 percentage points.

Net other operating income improved by 21.8 per cent from the second quarter of 2020. Increased income from real estate broking, as well as long-term savings products and securities, contributed to the positive development. Revenues from payment services were relatively stable in the period.

Operating expenses rose by 4.9 per cent from the corresponding quarter last year, explained by rising activity in areas such as IT, real estate broking, long-term savings and securities, and annual pay settlements. The termination of the agreement with Posten Norge AS (the Norwegian postal service) has had a positive effect since the second quarter of 2020.

The personal customers segment saw net reversals of impairment of financial instruments of NOK 114 million in the second quarter, corresponding to 0.06 per cent of net loans to customers. Overall, the credit quality and macro forecasts were stable in the quarter, and impairment losses remained at a very low level.

DNB's market share of credit to households stood at 22.8 per cent at end-May 2021, while the market share of total household savings was 30.7 per cent at the same point in time. The market share of mutual funds grew from 38.7 per cent at end-June 2020 to 40.3 per cent at end-May 2021. DNB Eiendom had a market share of 16.7 per cent in June 2021.

The second quarter was characterised by the reopening of DNB's regional head offices, DNB Finanshus, as well as high activity in the customer service centre.

Corporate customers

Income statement in NOK million 2Q21 1Q21 2Q20
Net interest income 5 912 5 778 5 944
Net other operating income 2 264 2 139 1 851
Total income 8 176 7 917 7 794
Operating expenses (3 289) (3 238) (3 149)
Pre-tax operating profit before impairment 4 887 4 679 4 646
Net gains on fixed and intangible assets (0) (0) 0
Impairment of financial instruments 709 94 (2 030)
Profit from repossessed operations (61) (39) (29)
Pre-tax operating profit 5 535 4 734 2 587
Tax expense (1 384) (1 184) (647)
Profit for the period 4 151 3 551 1 940
Average balance sheet items in NOK billion
Loans to customers 773.6 773.4 815.8
Deposits from customers 703.6 674.0 613.8
Key figures in per cent
Lending spreads 1) 2.48 2.44 2.46
Deposit spreads 1) 0.04 0.11 0.05
Return on allocated capital 17.3 14.4 7.3
Cost/income ratio 40.2 40.9 40.4
Ratio of deposits to loans 91.0 87.2 75.2

1) Calculated relative to the 3-month money market rate. See ir.dnb.no for additional information on alternative performance measures (APMs).

The corporate customers segment delivered a solid profit and return on allocated capital in the second quarter, improving on the levels in the previous quarter. The profitability in the second quarter was mainly driven by increased net interest income from lending, high income within investment banking services, and a net reversal of impairment of financial instruments.

Net interest income increased from the previous quarter but was slightly lower than in the corresponding quarter of 2020. The second quarter's average loan volumes in NOK remained at the same level as in the first quarter of 2021. However, adjusted for exchange rate effects, volumes were up 0.7 per cent. Both lending and deposit volumes increased towards the end of the quarter and showed growth compared to end-March 2021 of 2.7 per cent and 3.1 per cent respectively.

There was continued growth in deposit volumes in the second quarter in all segments. The strong increase in deposit volumes over the last five quarters has resulted in a record-high deposits to loans ratio of 91.0 per cent. Deposit spreads were negatively affected by decreasing NOK money market rates throughout the second quarter. NOK money market rates and deposit spreads are expected to increase in the second half of the year.

Net other operating income remains at a high level. The income in the second quarter was up 22.3 per cent compared with the corresponding quarter last year, and up 5.8 per cent from the previous quarter. Income from Markets was strong, driven by high activity within investment banking services. The income from Markets activities was up 24.2 per cent from the second quarter of 2020, and up 12.4 per cent from the previous quarter.

Net gains on financial instruments at fair value amounted to NOK 174 million in the quarter, mainly due to mark-to-market adjustments. This is an increase from NOK 45 million in the first quarter of the year.

Operating expenses were up 4.5 per cent compared with the second quarter of 2020, mainly due to higher personnel expenses and depreciations of fixed and intangible assets linked to higher business volumes in DNB Finans. Compared with the previous quarter, operating expenses were up by 1.6 per cent, driven by increased IT expenses and higher activity levels in Markets.

Impairment of financial instruments amounted to a net reversal of NOK 709 million in the second quarter of 2021, compared with a net reversal of NOK 94 million in the previous quarter. Net impairments of NOK 2 030 million were recognised in the corresponding quarter last year. The significant reversals of impairment in the second quarter of 2021 were primarily driven by customer specific reversals in stage 3. There were also reversals within stage 2, due to improved credit quality and a slightly better macro-outlook.

In the time ahead, DNB will focus on capital optimisation and a further strengthening of the bank's position within the large corporates portfolio, as well as on ensuring continued profitable growth within the SME segment. DNB will continue to improve its range of sustainable and green products.

With the expected easing of the COVID-19 pandemic restrictions, the outlook for increased economic activity is positive. However, a number of corporate customers are still in an uncertain financial situation due to the pandemic, and DNB will continue to support and advise its customers during this challenging period.

Other operations

This segment includes the results from risk management in DNB Markets and from traditional pension products. In addition, the other operations segment includes Group items not allocated to the customer segments.

Income statement in NOK million 2Q21 1Q21 2Q20
Net interest income 253 470 117
Net other operating income 1 512 1 561 2 025
Total income 1 765 2 031 2 143
Operating expenses (1 419) (1 163) (698)
Pre-tax operating profit before impairment 346 868 1 444
Net gains on fixed and intangible assets (103) (3) 1
Impairment of financial instruments 10 (7) (8)
Profit from repossessed operations 61 39 29
Pre-tax operating profit 313 896 1 466
Tax expense 170 5 (52)
Profit from operations held for sale, after taxes (30) (71) (17)
Profit for the period 454 830 1 398
Average balance sheet items in NOK billion
Loans to customers 130.2 134.3 135.1
Deposits from customers 101.4 94.3 73.4

The profit for the other operations segment was NOK 454 million in the second quarter of 2021.

Risk management income fell from NOK 1 166 million in the second quarter of 2020, influenced by the effects of the outbreak of the pandemic in the first quarter of the same year, to NOK 128 million in the second quarter of this year. Interest rates and bonds were the main contributor to this quarter's income. There was a high degree of volatility within value adjustments of derivatives (XVA factors).

For traditional pension products with a guaranteed rate of return, net other operating income was at a strong level of NOK 479 million in the second quarter, up NOK 144 million from the year-earlier period, reflecting an increase in profits in the common portfolio due to last year's fall in financial markets. The solvency margin with transitional rules, which is the company's regulatory capital requirement, was 188 per cent as at 30 June 2021. This as a marginal reduction from 189 per cent at the end of the first quarter. The solvency margin without transitional rules as at 30 June was 142 per cent, which is a decrease from 146 per cent in the first quarter. The main reasons for the reduced solvency margin without transitional rules were lower market rates and reduced volatility adjustment. The ten-year Norwegian swap rate increased by 18 basis points in the quarter and amounted to 1.67 per cent as at 30 June. During the quarter, the level of market risk was reduced, mainly as a result of lower equity exposure. In addition, profit generation and return on financial assets in the second quarter made a positive contribution. Together, these three factors have resulted in a reduction in the solvency margin without transitional rules of 4 percentage points during the second quarter.

DNB's share of the profit in associated companies (most importantly Luminor, Vipps and Fremtind) is included in this segment, with a profit of NOK 260 million in the second quarter. There was an increase in profit from these companies of NOK 86 million compared with the second quarter of 2020, and an increase of NOK 175 million compared with the previous quarter.

Funding, liquidity and balance sheet

Access to short-term funding through the bank's funding programmes was very good throughout the second quarter. The US market still provides the best levels. The bank expects to continue to have good access to liquidity during all periods.

The long-term funding markets have also been strong in the second quarter. The cost of long-term funding has remained stable in most markets, but in May, credit risk premiums increased somewhat for covered bonds, which have long been very lowpriced. Prices in the markets for senior non-preferred bonds have varied somewhat more, particularly for new issues, although prices in the secondary market have remained relatively stable. In the second quarter, DNB successfully completed several issues of senior non-preferred bonds in the NOK, USD and JPY markets. DNB still has ample access to long-term funding in all markets.

The total nominal value of long-term debt securities issued by the Group was NOK 573 billion at the end of the quarter, compared with NOK 660 billion a year earlier. Average remaining term to maturity for long-term debt securities issued was 3.8 years at the end of the quarter, compared with 3.5 years a year earlier.

The short-term liquidity requirement, the Liquidity Coverage Ratio (LCR), remained stable at above 100 per cent throughout the quarter and stood at 148 per cent at the end of the quarter.

Total combined assets in the DNB Group were NOK 3 597 billion at the end of the quarter, up from NOK 3 444 billion a year earlier. Total assets in the Group's balance sheet were NOK 3 080 billion at the end of the quarter and NOK 3 054 billion a year earlier.

Loans to customers increased by NOK 7.0 billion or 0.4 per cent in the second quarter, compared with the year-earlier period. Customer deposits were up NOK 126.7 billion, or 11.5 per cent, during the same period. The ratio of customer deposits to net loans to customers was 72.6 per cent at the end of the quarter, up from 64.8 per cent a year earlier.

Capital position

DNB's capital position remained strong during the second quarter, and the CET1 capital ratio reached 19.1 per cent at the end of the quarter, up from 18.2 per cent a year earlier, and slightly down from 19.2 per cent at end-March. At end-June, there was a solid 317 basis points of headroom above the supervisory authorities' capital level expectation. The CET1 requirement for DNB was 14.9 per cent as at end-June, while the ratio expectation from the supervisory authorities was 15.9 per cent including Pillar 2 Guidance.

DNB's strong capital generation provides a firm foundation for continued delivery on the dividend policy. The dividends for 2020 are part of the Group's equity, but have been deducted from the CET1 capital. The Board of Directors has been given an authorisation from the Annual General Meeting to pay a dividend of up to NOK 9.00 per share for 2020, for distribution after September 2021 or when the economic outlook suggests that there is a basis for doing so.

The risk exposure amount increased by NOK 23 billion from end-March, to NOK 977 billion at end-June 2021. The increase was mainly driven by lending growth. Profit in the period led to an increase in the CET1 capital ratio of 31 basis points.

The non-risk-based leverage ratio was 6.7 per cent at end-June, down from 6.8 per cent from the year-earlier period, and from 6.9 per cent at end-March, mainly due to an increase in deposits with central banks.

Development in CET1 capital ratio

Per cent CET1 capital ratio
1Q21 19.2
Retained profit (50 per cent after tax) 0.3
Increase in risk exposure amount (0.4)
2Q21 19.1

Capital adequacy

The capital adequacy regulations specify a minimum for own funds based on a risk exposure amount that includes credit risk, market risk and operational risk. In addition to meeting the minimum requirement, DNB must satisfy various buffer requirements (Pillar 1 and Pillar 2 requirements).

Capital and risk

2Q21 1Q21 2Q20
CET1 capital ratio, per cent 19.1 19.2 18.2
Tier 1 capital ratio, per cent 20.3 20.6 19.6
Capital ratio, per cent 22.2 22.4 21.8
Risk exposure amount, NOK billion 977 954 1 008
Leverage ratio, per cent 6.7 6.9 6.8

As the DNB Group consists of both a credit institution and an insurance company, DNB has to satisfy a cross-sectoral calculation test to demonstrate that it complies with sectoral requirements: the capital adequacy requirement, in accordance with CRR/CRD IV, and the Solvency II requirement. At end-June, DNB complied with these requirements by a good margin, with excess capital of NOK 39.2 billion.

New regulatory framework

European Systemic Risk Board has asked other countries to recognise Norwegian capital requirements

On 30 April, the European Systemic Risk Board (ESRB) adopted a recommendation that other EEA countries should recognise Norwegian capital requirements for banks, so that these requirements can also be made applicable to foreign banks in Norway. The recommendation applies to the new systemic risk buffer requirement and the temporary risk weight floors of home mortgages and commercial property loans, which were introduced for Norwegian banks from the end of 2020. Other EEA countries are advised to recognise the Norwegian systemic risk buffer requirement within 18 months, and the floors for risk weighting within 3 months. On 21 June 2021, the Swedish financial supervisory authority (FI) confirmed that it will recognise the risk weight floors for real estate exposures with effect from 30 September 2021.

The recommendation came after the Norwegian Ministry of Finance, on 2 February this year, asked the ESRB to recommend that other EEA countries' authorities recognise the Norwegian requirements. The Ministry emphasises that capital requirements that are as similar as possible for Norwegian and foreign banks contribute to stability and equal conditions of competition in the Norwegian banking market.

Counter-cyclical capital buffer requirement increased to 1.5 per cent

The Ministry of Finance has decided to increase the countercyclical capital buffer to 1.5 per cent as of 30 June 2022, in line with guidance from the Norwegian central bank, Norges Bank. The requirement was lowered from 2.5 per cent to 1 per cent in March last year, to prevent more stringent lending practices in banks from reinforcing a downturn in the economy.

Norges Bank's current assessment of economic developments, projected losses and banks' expected lending capacity indicates that guidance will be given to further increase the buffer requirement in the course of 2021. In its capital planning, DNB has factored in that the buffer requirement in Norway is expected to return to 2.5 per cent.

Circular on IRB models

On 9 June 2021, Finanstilsynet published a circular that is intended to guide banks on the Authority's practice for the approval and supervision of IRB models. DNB's assessment is that the circular does not suggest that there will be any significant changes to the capital adequacy calculation. Nevertheless, the circular contains important points that will entail stricter regulation of risk weights than proposed in the EU capital requirements rules and legislation. Finanstilsynet warns that if the effective maturity parameter (M), which is used, among other things, in the risk weight calculation for the financing of commercial property, does not reflect the actual maturity, this must be considered as a risk in the calculation of pillar 2 capital requirements.

Capital requirements for loans to real estate projects

On 10 December 2020, Finanstilsynet issued a circular assessing the types of exposures to be regarded as high risk under the EU capital requirements rules and legislation for banks, and which should as a consequence have higher capital requirements according to the standard method of calculating credit risk. In the circular, Finanstilsynet set out that all financing for the development and construction of real estate with a view to reselling at a profit must be given a risk weighting of 150 per cent, up from 100 per cent. The circular led to a reduction in DNB's common equity Tier 1 (CET1) capital ratio of 4 basis points.

However, in an interpretive statement of 25 May 2021, the Ministry of Finance wrote that Finanstilsynet should take a different approach when assessing which exposures should be considered high risk. When the borrower has entered into legally binding purchase agreements on pre-sales that cover more than half of the amount of the exposure, and from which the purchaser does not unilaterally have the right to withdraw, the Ministry stated that it will not as a rule be possible for the project to be considered high risk. This means that the loan exposure should not have higher capital requirements and should retain a risk weighting of 100 per cent. As a result of the statement from the Ministry of Finance, Finanstilsynet amended its circular. The Ministry's interpretation of the law meant that, in the second quarter of 2021, DNB regained the 4 CET1 capital ratio basis points that were lost in the fourth quarter of 2020. Changes in the banking rules and legislation for problem loans

The Ministry of Finance has recently laid down amendments to the Norwegian CRR/CRD IV Regulations, which implement the EU Regulation on loss coverage for non-performing exposures. The Regulation amends the EU Capital Requirements Regulation (CRR), and introduces requirements relating to reductions in companies' common equity Tier 1 capital for problem loans that have not been sufficiently written down. The new rules will apply to loans granted after 7 February 2020. A new directive that is to help strengthen the secondary market for problem loans is being prepared in the EU, and the Ministry of Finance has announced that it will consider implementing this directive once it has been finalised.

Deferred implementation of new guidelines on granting loans

On 29 May 2020, the European Banking Authority (EBA) published new guidelines for granting and monitoring loans. The purpose of the guidelines is to ensure a common minimum standard for lending practices and to harmonise supervisory practices. The guidelines took effect on 30 June 2021, but in several countries there are concerns that a number of issues and interpretations have not yet been clarified. Finanstilsynet has made clear that some more time will be needed for the implementation of the guidelines, and that the new requirements will not be made fully applicable in Norway until 1 January 2022. Finanstilsynet will clarify the implementation of certain parts of the EBA guidelines, including the use of statistical models for the valuation of real estate, through a circular and by updating risk modules.

Bill on sustainability-related disclosures submitted to the Storting

On 4 June 2021, the Ministry of Finance presented a proposal for a new act on the disclosure of sustainability-related information in the financial sector. The draft legislation (bill) covers the Norwegian implementation of the EU Sustainable Finance Disclosure Regulation (SFDR) and the EU Taxonomy Regulation. Both Regulations are EEA relevant, but they have not yet been incorporated into the EEA Agreement. The bill will not be considered by the Storting (Norwegian parliament) until autumn 2021 at the earliest.

New proposals to improve real estate broking

In October 2019, the Ministry of Finance appointed a committee to evaluate the current Norwegian Estate Agency Act. On 4 June 2021, the committee submitted its recommendations to the Ministry. The purpose of the recommendations is, among other things, to ensure safe and simple real estate broking, to strengthen consumer rights and to reduce the time pressure in the home purchasing process. The recommendations have been circulated for public comment.

Rule changes in the field of anti-money laundering (AML)

The Ministry of Finance has decided on amendments to the Norwegian regulations relating to anti-money laundering and to payment services. The amendments concern, for example, providers of virtual currency services, the issuance of e-money, the termination and blocking of customer relationships, minimum requirements for electronic monitoring systems, and rules on highrisk countries. They are partly based on changes in international standards (FATF) and the EU's 5th Anti-Money Laundering Directive. Most of the new regulatory provisions will come into force on 1 July 2021.

New rules on guaranteed pension products

On 18 June 2021, the Government presented a bill on amendments to the rules and legislation relating to guaranteed pension products, which covers defined-benefit pension schemes, paid-up policies and individual pension products with guarantees. The amendments will provide greater freedom of choice and flexibility for customers and pension providers.

The bill provides a legal basis for the Ministry of Finance to, through regulations, allow increased flexibility in the use of excess returns on guaranteed pension products. The Ministry of Finance will ask Finanstilsynet to draw up drafts of more detailed regulatory provisions to ensure that flexibility of this kind benefits customers.

Macroeconomic developments

After a downturn in economic activity in the first quarter, this development was gradually reversed during the second quarter. The number of infections has been reduced and in April the Government initiated the first of a total of four steps in the reopening of the economy. Step two was introduced at the end of May, and the Government reopened Norwegian society even more towards the end of June. The easing of the infection control measures contributed to economic activity picking up during the second quarter.

Despite a decline in mainland GDP in the first quarter, the recorded unemployment rate remained unchanged at 4 per cent, adjusted for normal seasonal variations. However, the upturn in activity in May and June helped bring registered unemployment down to 2.9 per cent in June. The largest reduction in unemployment in the second quarter, in percentage terms was among employees in the transport and tourism sector.

Annual consumer price growth was 3 per cent in the first quarter, declining to 2.7 per cent in May. Adjusted for developments in energy prices and fees, there was a more marked reduction in consumer price growth, from 2.7 per cent in the first quarter to 1.5 per cent in May. In the housing market, there are indications that the market might be cooling off. Prospects of increased interest rates may contribute to keeping price growth at a moderate level in the time ahead. Higher oil prices and increased activity have not yet led to any substantial strengthening of the Norwegian krone.

In the revised national budget for Norway, the Government proposed a further increase in the use of money from the Norwegian oil fund, and for 2021, the deficit is expected to increase by 4.3 per cent of mainland GDP. By contrast, Norges Bank has signalled a monetary policy involving a possible rise in the key policy rate in September this year and is expecting a clear upturn in economic activity in the second half of this year and the beginning of next. This will help raise capacity utilisation in the economy towards a normal level. Unemployment rates are projected to decline further. This will allow the central bank to start reducing the powerful monetary policy stimuli introduced during the pandemic. In the interest rate path presented in June, Norges Bank indicates that interest rates will go up by a quarter of a percentage point in September and December this year.

Future prospects

The Group's financial target of a return on equity (ROE) above 12 per cent remains unchanged for the period 2021 to 2023. Due to the COVID-19 pandemic and the subsequent developments in the macroeconomic environment, the ROE target is, however, unlikely to be achieved in 2021. This said, the following factors will help DNB to reach the ROE target in the course of the target period: increased net interest income as a result of increasing NOK interest rates and growth in loans and deposits; growth in commissions and fees from capital-light products; and reduced impairment provisions combined with cost control measures. Capital efficiency will also contribute to higher ROE when the payment of the 2019 dividends and expected 2020 dividends is taken into account, as well as the effect of DNB's potential acquisition of Sbanken.

In the period 2021 to 2023, the annual increase in lending volumes is expected to be between 3 and 4 per cent, while maintaining a sound deposit-to-loan ratio. According to Norges Bank's own forecasts, the key policy rate is expected to increase by 0.25 per cent in September and each quarter until June 2022, to 1 per cent. Thereafter, another two or three hikes to 1.56 per cent are projected until 2024.

During the period 2021 to 2023, DNB has an ambition to increase net commissions and fees by 4 to 5 per cent annually and to achieve a cost/income ratio below 40 per cent.

The tax rate going forward is expected to be 22 per cent. The supervisory expectation for the common equity Tier 1 (CET1) capital ratio for DNB is 15.9 per cent, including Pillar 2 Guidance at 1.0 per cent, while the actual value achieved was 19.1 per cent. The Norwegian Ministry of Finance has announced an increase in the countercyclical buffer requirement from 1 to 1.5 per cent with effect from June 2022. In its capital planning, DNB takes into account the full counter-cyclical buffer requirement of 2.5 per cent in Norway, which is expected to take full effect in 2023 at the earliest, and which will increase the supervisory expectation for the CET1 level to 17.1 per cent. The supervisory expectation plus some headroom will be DNB's target capital level. The headroom will reflect expected future capital needs including anticipated future regulatory capital changes and market-driven CET1 fluctuations.

The potential acquisition of Sbanken will have an initial and immediate effect on the CET1 ratio of around 120 basis points from the expected closing in the fourth quarter of 2021. The EU's Banking Package, CRR II/CRD V, is expected to have only minor effects on the CET1 capital ratio.

The Group's dividend policy remains unchanged, with a payout ratio of more than 50 per cent in cash dividends and an ambition to increase the nominal dividend per share each year. In addition to dividend payments, repurchases of own shares will be used as a flexible tool for allocating excess capital to DNB's owners.

Oslo, 12 July 2021 The Board of Directors of DNB Bank ASA

Olaug Svarva Svein Richard Brandtzæg (Chair of the Board) (Vice Chair of the Board)

Gro Bakstad Julie Galbo Lillian Hattrem

Jens Petter Olsen Stian Tegler Samuelsen Jaan Ivar Semlitsch

Eli Solhaug Kim Wahl

Kjerstin R. Braathen (Group Chief Executive Officer, CEO)

Income statement

DNB Group

2nd quarter 2nd quarter January-June Full year
Amounts in NOK million 2021 2020 2021 2020 2020
Interest income, amortised cost 10 542 12 787 21 189 28 761 50 660
Other interest income 733 1 232 1 613 2 638 4 636
Interest expenses, amortised cost (1 097) (2 917) (2 364) (8 619) (11 511)
Other interest expenses (769) (1 650) (1 799) (2 934) (5 161)
Net interest income 9 409 9 451 18 639 19 846 38 623
Commission and fee income 3 845 3 334 7 509 6 482 13 289
Commission and fee expenses (962) (938) (1 996) (1 849) (3 789)
Net gains on financial instruments at fair value 532 1 672 1 331 4 900 5 902
Net financial result, life insurance 206 84 310 (271) 418
Net risk result, life insurance 22 47 130 156 241
Profit from investments accounted for by the equity method 260 174 346 (172) 402
Net gains on investment properties 6 (7) 36 (32) (61)
Other income 275 306 633 605 1 373
Net other operating income 4 184 4 673 8 300 9 821 17 776
Total income 13 593 14 123 26 939 29 666 56 399
Salaries and other personnel expenses (3 480) (3 252) (6 817) (6 058) (12 873)
Other expenses (1 724) (1 651) (3 381) (3 538) (7 208)
Depreciation and impairment of fixed and intangible assets (835) (806) (1 657) (1 593) (3 320)
Total operating expenses (6 038) (5 710) (11 855) (11 190) (23 401)
Pre-tax operating profit before impairment 7 555 8 414 15 084 18 476 32 998
Net gains on fixed and intangible assets (103) 2 (106) 782 767
Impairment of financial instruments 833 (2 120) 943 (7 892) (9 918)
Pre-tax operating profit 8 285 6 295 15 921 11 366 23 847
Tax expense (1 823) (1 259) (3 503) (2 273) (4 229)
Profit from operations held for sale, after taxes (30) (17) (101) (73) 221
Profit for the period 6 432 5 019 12 317 9 020 19 840
Portion attributable to shareholders 6 210 4 766 11 875 8 336 18 712
Portion attributable to non-controlling interests (12) (4) (32) (7) (15)
Portion attributable to additional Tier 1 capital holders 235 258 474 690 1 143
Profit for the period 6 432 5 019 12 317 9 020 19 840
Earnings/diluted earnings per share (NOK) 4.01 3.06 7.66 5.34 12.04
Earnings per share excluding operations held for sale (NOK) 4.03 3.07 7.73 5.39 11.89

Comprehensive income statement

DNB Group
2nd quarter 2nd quarter January-June Full year
Amounts in NOK million 2021 2020 2021 2020 2020
Profit for the period 6 432 5 019 12 317 9 020 19 840
Actuarial gains and losses (144) (288) (324)
Property revaluation 71 17 153 59 578
Items allocated to customers (life insurance) (71) (17) (153) (59) (578)
Financial liabilities designated at FVTPL, changes in credit risk (3) (399) (34) 216 33
Tax 1 100 45 18 72
Items that will not be reclassified to the income statement (2) (299) (134) (54) (218)
Currency translation of foreign operations 1 120 (5 279) (695) 8 066 3 519
Currency translation reserve reclassified to the income statement (6)
Hedging of net investment (864) 4 735 528 (7 010) (3 246)
Financial assets at fair value through OCI (70) 114 30 (240) 103
Tax 234 (1 212) (139) 1 812 786
Items that may subsequently be reclassified to the income statement 420 (1 642) (282) 2 629 1 161
Other comprehensive income for the period 418 (1 942) (416) 2 574 943
Comprehensive income for the period 6 850 3 078 11 901 11 594 20 783

Balance sheet

DNB Group
30 June 31 Dec. 30 June
Amounts in NOK million Note 2021 2020 2020
Assets
Cash and deposits with central banks 513 674 283 526 337 282
Due from credit institutions 48 269 78 466 117 469
Loans to customers 4, 5, 6, 7 1 710 930 1 693 811 1 703 905
Commercial paper and bonds 7 408 819 439 231 473 046
Shareholdings 7 34 506 29 360 21 652
Financial assets, customers bearing the risk 7 129 966 116 729 95 194
Financial derivatives 7 129 073 186 740 200 477
Investment properties 18 649 18 087 17 720
Investments accounted for by the equity method 18 628 18 389 18 307
Intangible assets 5 277 5 498 5 362
Deferred tax assets 4 253 4 377 1 180
Fixed assets 21 027 20 474 20 127
Assets held for sale 2 456 2 402 1 315
Other assets 34 569 21 852 40 938
Total assets 3 080 095 2 918 943 3 053 973
Liabilities and equity
Due to credit institutions 280 278 207 457 304 612
Deposits from customers 7 1 230 931 1 105 574 1 104 224
Financial derivatives 7 117 961 174 979 174 331
Debt securities issued 7, 8 755 002 777 829 828 710
Insurance liabilities, customers bearing the risk 129 966 116 729 95 194
Liabilities to life insurance policyholders 199 986 200 422 199 073
Payable taxes 7 925 7 556 9 994
Deferred taxes 11 48 50
Other liabilities 42 385 31 522 56 885
Liabilities held for sale 882 1 016 385
Provisions 1 576 2 096 2 832
Pension commitments 4 891 4 476 4 206
Senior non-preferred bonds 8 31 351 8 523
Subordinated loan capital 7, 8 31 400 32 319 33 878
Total liabilities 2 834 547 2 670 547 2 814 375
Additional Tier 1 capital 16 932 18 362 18 376
Non-controlling interests 270 119 43
Share capital 15 503 15 503 15 504
Share premium 22 609 22 609 22 609
Other equity 190 234 191 804 183 067
Total equity 245 548 248 396 239 599
Total liabilities and equity 3 080 095 2 918 943 3 053 973

Statement of changes in equity

DNB Group

Net
Non- Additional currency Liability
Amounts in NOK million controlling
interests
Share
capital 1)
Share
premium
Tier 1
capital
translation
reserve
credit
reserve
Other
equity 1)
Total
equity 1)
Balance sheet as at 31 Dec. 2019 45 15 706 22 609 26 729 4 872 (2) 172 297 242 255
Profit for the period (7) 690 8 336 9 020
Actuarial gains and losses (288) (288)
Financial assets at fair value through OCI (240) (240)
Financial liabilities designated at FVTPL,
changes in credit risk 216 216
Currency translation of foreign operations 5 8 062 8 066
Hedging of net investment (7 010) (7 010)
Tax on other comprehensive income 1 752 (54) 132 1 831
Comprehensive income for the period (2) 690 2 804 162 7 940 11 594
Interest payments additional Tier 1
capital (1 110) (1 110)
Additional Tier 1 capital redeemed (10 024) (10 024)
Currency movements on interest
payments and redemption
additional Tier 1 capital
2 091 (1 971) 120
Repurchased under share buy-back
programme (202) (3 036) (3 238)
Balance sheet as at 30 June 2020 43 15 504 22 609 18 376 7 676 160 175 231 239 599
Balance sheet as at 31 Dec. 2020 119 15 503 22 609 18 362 5 952 23 185 829 248 396
Profit for the period (32) 474 11 875 12 317
Actuarial gains and losses (144) (144)
Financial assets at fair value through OCI 30 30
Financial liabilities designated at FVTPL,
changes in credit risk (34) (34)
Currency translation of foreign operations (1) (700) (701)
Hedging of net investment 528 528
Tax on other comprehensive income (132) 8 29 (94)
Comprehensive income for the period (33) 474 (304) (25) 11 789 11 901
Interest payments additional Tier 1
capital
(513) (513)
Currency movements on interest
payments additional Tier 1 capital 9 (11) (3)
Additional Tier 1 capital redeemed 2) (1 400) (1 400)
Non-controlling interests 184 (3) 182
Net sale of treasury shares 1) 0 9 10
Dividends paid for 2019
(NOK 8.40 per share) (13 023) (13 023)
Balance sheet as at 30 June 2021 270 15 503 22 609 16 932 5 648 (3) 184 589 245 548
1) Of which treasury shares held by DNB Markets for trading purposes:
Balance sheet as at 31 December 2020 (1) (16) (17)
Net sale of treasury shares 0 9 10
Reversal of fair value adjustments through
the income statement
Balance sheet as at 30 June 2021
(1) (5)
(11)
(5)
(12)

2) An additional Tier 1 capital instrument of NOK 1 400 million, issued by the DNB Group's subsidiary DNB Bank ASA in 2016, was redeemed in the second quarter of 2021.

Cash flow statement

DNB Group
Amounts in NOK million 2021 January-June
2020
Full year
2020
Operating activities
Net payments on loans to customers (22 384) (5 467) (26 092)
Interest received from customers 20 872 27 074 48 628
Net receipts on deposits from customers 127 192 110 242 133 573
Interest paid to customers (992) (2 410) (6 597)
Net receipts on loans to credit institutions 94 290 106 276 32 784
Net interest paid to credit institutions (713) (527) (1 154)
Net receipts/(payments) on the sale of financial assets for investment or trading 13 922 (54 554) (70 650)
Interest received on bonds and commercial paper 746 1 766 3 280
Net receipts on commissions and fees 6 055 4 806 9 523
Payments to operations (11 331) (11 068) (20 291)
Taxes paid (3 271) (1 252) (9 211)
Receipts on premiums 7 835 7 028 14 313
Net receipts/(payments) on premium reserve transfers 334 (4 854) (4 204)
Payments of insurance settlements (7 073) (7 046) (13 704)
Other net payments 1 332 (1 480) (5 626)
Net cash flow from operating activities 226 816 168 536 84 573
Investing activities
Net payments on the acquisition or disposal of fixed assets (2 033) (1 620) (3 835)
Net receipts on investment properties 366 29 54
Net investment in long-term shares (152) (937) (1 370)
Dividends received on long-term investments in shares
Net cash flow from investing activities
296
(1 522)
60
(2 468)
428
(4 723)
Financing activities
Receipts on issued bonds and commercial paper 1 115 890 735 851 1 152 054
Payments on redeemed bonds and commercial paper (1 086 236) (848 416) (1 225 085)
Interest payments on issued bonds and commercial paper (6 515) (9 049) (13 193)
Receipts on the raising of subordinated loan capital 4 056 4 056
Redemptions of subordinated loan capital (4 207) (4 207)
Interest payments on subordinated loan capital (306) (330) (504)
Net payments on issue or redemption of additional Tier 1 capital (1 400) (10 024) (10 024)
Interest payments on additional Tier 1 capital (513) (1 110) (1 578)
Lease payments (247) (177) (502)
Net sale/(purchase) of own shares 10 (3 238) (3 247)
Dividend payments (13 023)
Net cash flow from financing activities 7 660 (136 645) (102 232)
Effects of exchange rate changes on cash and cash equivalents (4 827) 4 202 3 723
Net cash flow 228 128 33 625 (18 659)
Cash as at 1 January 289 092 307 751 307 751
Net receipts/(payments) of cash 228 128 33 625 (18 659)
Cash at end of period *) 517 220 341 376 289 092
*)
Of which:
Cash and deposits with central banks
513 674 337 282 283 526
Deposits with credit institutions with no agreed period of notice 1) 3 546 4 095 5 566

1) Recorded under "Due from credit institutions" in the balance sheet.

Note 1 Basis for preparation

The quarterly financial statements for the Group have been prepared in accordance with IAS 34 Interim Financial Reporting, as issued by the International Accounting Standards Board and as adopted by the European Union. When preparing the consolidated financial statements, the management makes estimates, judgements and assumptions that affect the application of the accounting principles, as well as income, expenses, and the carrying amount of assets and liabilities. Estimates and assumptions are subject to continual evaluation and are based on historical experience and other factors, including expectations of future events that are believed to be probable on the balance sheet date. A description of the accounting policies, significant estimates, and areas where judgement is applied by the Group, can be found in Note 1 Accounting principles in the annual report for 2020. In the interim report, the accounting policies, significant estimates, and areas where judgement is applied by the Group are in conformity with those described in the annual report.

Note 2 Segments

According to DNB's management model, the operating segments are independent profit centres that are fully responsible for their profit after tax and for achieving the targeted returns on allocated capital. DNB has the following operating segments: Personal customers, Corporate customers, Risk management and Traditional pension products. The Risk management and Traditional pension products segments are included in Other operations. DNB's share of profit in associated companies (most importantly Luminor, Vipps and Fremtind) is included in Other operations.

Income statement, second quarter DNB Group

Personal Corporate Other
customers customers operations Eliminations DNB Group
2nd quarter 2nd quarter 2nd quarter 2nd quarter 2nd quarter
Amounts in NOK million 2021 2020 2021 2020 2021 2020 2021 2020 2021 2020
Net interest income 3 244 3 390 5 912 5 944 253 117 9 409 9 451
Net other operating income 1 400 1 149 2 264 1 851 1 512 2 025 (991) (352) 4 184 4 673
Total income 4 644 4 538 8 176 7 794 1 765 2 143 (991) (352) 13 593 14 123
Operating expenses (2 322) (2 214) (3 289) (3 149) (1 419) (698) 991 352 (6 038) (5 710)
Pre-tax operating profit before impairment 2 322 2 324 4 887 4 646 346 1 444 7 555 8 414
Net gains on fixed and intangible assets 0 (0) 0 (103) 1 (103) 2
Impairment of financial instruments 114 (82) 709 (2 030) 10 (8) 833 (2 120)
Profit from repossessed operations (61) (29) 61 29
Pre-tax operating profit 2 437 2 242 5 535 2 587 313 1 466 8 285 6 295
Tax expense (609) (561) (1 384) (647) 170 (52) (1 823) (1 259)
Profit from operations held for sale, after taxes (30) (17) (30) (17)
Profit for the period 1 827 1 682 4 151 1 940 454 1 398 6 432 5 019

Income statement, January-June DNB Group

Personal Corporate Other
customers customers operations Eliminations DNB Group
Jan.-June Jan.-June Jan.-June Jan.-June Jan.-June
Amounts in NOK million 2021 2020 2021 2020 2021 2020 2021 2020 2021 2020
Net interest income 6 227 7 095 11 689 12 052 723 699 18 639 19 846
Net other operating income 2 642 2 309 4 403 3 579 3 073 4 862 (1 818) (929) 8 300 9 821
Total income 8 869 9 404 16 093 15 631 3 795 5 560 (1 818) (929) 26 939 29 666
Operating expenses (4 565) (4 461) (6 527) (6 195) (2 582) (1 462) 1 818 929 (11 855) (11 190)
Pre-tax operating profit before impairment 4 304 4 943 9 566 9 435 1 214 4 098 15 084 18 476
Net gains on fixed and intangible assets 1 (0) (0) (107) 782 (106) 782
Impairment of financial instruments 137 (815) 803 (7 068) 3 (9) 943 (7 892)
Profit from repossessed operations (100) (109) 100 109
Pre-tax operating profit 4 442 4 128 10 270 2 259 1 209 4 980 15 920 11 366
Tax expense (1 110) (1 032) (2 567) (565) 175 (677) (3 503) (2 273)
Profit from operations held for sale, after taxes (101) (73) (101) (73)
Profit for the period 3 331 3 096 7 702 1 694 1 283 4 230 12 317 9 020

For further details about the reportable segments, quarterly results and explanatory comments, see the directors' report.

Note 3 Capital adequacy

Capital adequacy is calculated and reported in accordance with the EU capital requirements regulations for banks and investment firms (CRR/CRD IV). The regulatory consolidation deviates from consolidation in the accounts and comprises the parent company, subsidiaries and associated companies within the financial sector, excluding insurance companies. The figures as at 30 June are partially based on estimates.

Own funds DNB Bank ASA DNB Bank Group DNB Group
Amounts in NOK million 30 June
2021
31 Dec.
2020
30 June
2021
31 Dec.
2020
30 June
2021
31 Dec.
2020
Total equity 216 308 208 905 232 245 236 161 245 548 248 396
Effect from regulatory consolidation (175) (250) (6 624) (6 014)
Adjustment to retained earnings for foreseeable dividends (4 497) (5 453) (5 346)
Additional Tier 1 capital instruments included in total equity (16 595) (17 995) (16 595) (17 995) (16 595) (17 995)
Net accrued interest on additional Tier 1
capital instruments (253) (276) (253) (276) (253) (276)
Common equity Tier 1 capital instruments 194 963 190 635 209 769 217 641 216 731 224 112
Regulatory adjustments
Goodwill (2 408) (2 427) (2 972) (2 992) (4 676) (4 697)
Deferred tax assets that rely on future profitability,
excluding temporary differences (453) (453) (978) (970) (978) (970)
Other intangible assets (820) (1 014) (1 388) (1 583) (1 388) (1 583)
Proposed dividends and group contributions 1) (13 953) (13 953) (13 953) (26 949) (13 953) (26 976)
Deduction for investments in insurance companies (6 047) (6 018)
IRB provisions shortfall (-) (1 092) (788) (2 068) (1 781) (2 068) (1 781)
Additional value adjustments (AVA) (1 023) (683) (1 146) (855) (1 146) (855)
Insufficient coverage for non-performing exposures (0) (0)
(Gains) or losses on liabilities at fair value resulting from
own credit risk 31 29 3 (23) 3 (23)
(Gains) or losses on derivative liabilities resulting from
own credit risk (DVA) (373) (527) (85) (94) (85) (94)
Common equity Tier 1 capital 174 872 170 819 187 182 182 393 186 393 181 115
Additional Tier 1 capital instruments 16 595 17 995 16 595 17 995 16 595 17 995
Deduction of holdings of Tier 1 instruments
in insurance companies 3) (1 500) (1 500)
Non-eligible Tier 1 capital, DNB Group 4) (2 938) (2 920)
Additional Tier 1 capital instruments 16 595 17 995 16 595 17 995 12 157 13 575
Tier 1 capital 191 466 188 814 203 777 200 388 198 550 194 689
Perpetual subordinated loan capital 5 619 5 640 5 619 5 640 5 619 5 640
Term subordinated loan capital 25 577 26 320 25 577 26 320 25 577 26 320
Deduction of holdings of Tier 2 instruments in
insurance companies 3)
(5 750) (5 750)
Non-eligible Tier 2 capital, DNB Group 4) (6 791) (6 711)
Additional Tier 2 capital instruments 31 196 31 960 31 196 31 960 18 656 19 499
Own funds 222 663 220 774 234 973 232 348 217 206 214 188
Total risk exposure amount 808 045 801 447 939 620 930 384 976 567 967 146
Minimum capital requirement 64 644 64 116 75 170 74 431 78 125 77 372
Capital ratios:
Common equity Tier 1 capital ratio 21.6 21.3 19.9 19.6 19.1 18.7
Tier 1 capital ratio 23.7 23.6 21.7 21.5 20.3 20.1
Total capital ratio 27.6 27.5 25.0 25.0 22.2 22.1
Own funds and capital ratios excluding interim profit
Common equity Tier 1 capital 170 374 181 729 180 456
Tier 1 capital 186 969 198 324 192 613
Own funds 218 165 229 520 211 269
Common equity Tier 1 capital ratio 21.1 19.3 18.5
Tier 1 capital ratio 23.1 21.1 19.7
Total capital ratio 27.0 24.4 21.6

1) The Board of Directors in DNB ASA and DNB Bank ASA were given an authorisation at the Annual General Meeting on 27 April 2021 to pay a dividend of up to NOK 9.00 per share for 2020, for distribution after September 2021.

2) Deductions are made for significant investments in financial sector entities when the total value of the investments exceeds 10 per cent of common equity Tier 1 capital. The amounts that are not deducted are given a risk weight of 250 per cent.

3) Investments in Tier 1 and Tier 2 instruments issued by the Group's insurance companies are deducted from the Group's Tier 1 and Tier 2 capital.

4) Tier 1 and Tier 2 capital in DNB Bank ASA not included in consolidated own funds in accordance with Articles 85-88 of the CRR.

Note 3 Capital adequacy (continued)

The majority of the credit portfolios are reported according to the IRB approach. Exposures to central governments, institutions, equity positions and other assets are, however, reported according to the standardised approach.

Specification of exposures DNB Group
Exposure Average Risk
Original
exposure
at default
EAD 1)
risk weight
in per cent
exposure
amount REA
Capital
requirement
Capital
requirement
30 June 30 June 30 June 30 June 30 June 31 Dec.
Amounts in NOK million 2021 2021 2021 2021 2021 2020
IRB approach
Corporate exposures 983 508 795 035 45.1 358 492 28 679 30 405
of which specialised lending (SL) 13 298 12 558 37.8 4 742 379 516
of which small and medium-sized enterprises (SME) 212 843 188 291 45.9 86 442 6 915 6 931
of which other corporates 757 367 594 186 45.0 267 307 21 385 22 958
Retail exposures 971 250 954 129 22.1 210 391 16 831 16 371
of which secured by mortgages on immovable property 884 455 884 452 21.6 190 987 15 279 14 931
of which other retail 86 795 69 677 27.8 19 403 1 552 1 440
Total credit risk, IRB approach 1 954 757 1 749 164 32.5 568 882 45 511 46 776
Standardised approach
Central government and central banks 525 263 524 532 0.1 264 21 19
Regional government or local authorities 48 481 43 833 2.3 1 024 82 88
Public sector entities 32 002 31 389 1.2 370 30 31
Multilateral development banks 31 662 31 591
International organisations 4 958 4 958
Institutions 100 617 69 817 22.3 15 559 1 245 1 469
Corporate 202 839 170 343 76.9 130 960 10 477 8 402
Retail 193 617 68 397 74.4 50 861 4 069 3 580
Secured by mortgages on immovable property 35 105 33 609 57.6 19 355 1 548 1 366
Exposures in default 2 801 2 017 137.5 2 774 222 233
Items associated with particular high risk 733 709 150.0 1 064 85 641
Covered bonds 33 684 33 684 10.0 3 368 269 348
Collective investment undertakings 737 737 24.4 180 14 41
Equity positions 24 151 24 150 215.5 52 054 4 164 3 908
Other assets 22 607 22 606 91.0 20 578 1 646 1 579
Total credit risk, standardised approach 1 259 256 1 062 371 28.1 298 411 23 873 21 706
Total credit risk 3 214 013 2 811 535 30.8 867 294 69 384 68 483
Market risk
Position and general risk, debt instruments 8 449 676 748
Position and general risk, equity instruments 700 56 52
Currency risk 131 10 4
Commodity risk 0 0 0
Total market risk 9 280 742 803
Credit value adjustment risk (CVA) 4 662 373 459
Operational risk 95 331 7 627 7 627
Total risk exposure amount 976 567 78 125 77 372

Note 4 Development in gross carrying amount and maximum exposure

Loans to customers at amortised cost DNB Group
January-June 2021 January-June 2020
Amounts in NOK million Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total
Gross carrying amount as at 31 Dec. 1 482 987 137 450 32 020 1 652 457 1 503 609 88 347 24 308 1 616 264
Transfer to stage 1 54 532 (53 629) (903) 48 343 (47 370) (973)
Transfer to stage 2 (59 313) 59 945 (632) (135 792) 137 582 (1 790)
Transfer to stage 3 (1 919) (5 416) 7 335 (3 517) (12 433) 15 950
Originated and purchased 218 889 4 632 1 212 224 733 216 982 10 592 227 573
Derecognition (173 882) (21 211) (7 117) (202 210) (176 599) (20 454) (1 844) (198 897)
Exchange rate movements (3 056) (199) (28) (3 283) 15 722 1 163 227 17 111
Other
Gross carrying amount as at 30 June 1) 1 518 239 121 572 31 886 1 671 696 1 468 747 157 426 35 877 1 662 050

1) On 1 January 2021, DNB introduced a new definition of default. According to the new definition, the gross carrying amount for stage 3 customers in probation after default was NOK 3 172 million as at 30 June 2021.

Financial commitments DNB Group

January-June 2021
Amounts in NOK million Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total
Maximum exposure as at 31 Dec. 657 434 36 478 6 024 699 937 621 594 23 794 3 343 648 730
Transfer to stage 1 12 514 (11 988) (526) 13 278 (13 132) (146)
Transfer to stage 2 (14 141) 15 306 (1 164) (54 416) 54 801 (385)
Transfer to stage 3 (283) 282 (1 509) (6 120) 7 629
Originated and purchased 236 096 2 476 93 238 665 201 974 1 184 0 203 158
Derecognition (202 294) (6 473) (4) (208 771) (158 709) (10 170) (2 524) (171 404)
Exchange rate movements (1 674) 22 (12) (1 665) 13 073 772 14 13 860
Maximum exposure as at 30 June 1) 687 936 35 538 4 693 728 167 635 283 51 130 7 931 694 344

1) On 1 January 2021, DNB introduced a new definition of default. According to the new definition, the maximum exposure relating to stage 3 customers in probation after default was NOK 350 million as at 30 June 2021.

Note 5 Development in accumulated impairment of financial instruments

Loans to customers at amortised cost DNB Group
January-June 2021 January-June 2020
Amounts in NOK million Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total
Accumulated impairment as at 31 Dec. (765) (1 214) (12 039) (14 018) (306) (1 042) (8 905) (10 252)
Transfer to stage 1 (179) 178 1 (281) 250 30
Transfer to stage 2 141 (154) 13 107 (176) 70
Transfer to stage 3 1 58 (60) 1 217 (218)
Originated and purchased (175) (109) (284) (201) (157) (358)
Increased expected credit loss (197) (715) (2 193) (3 105) (830) (1 872) (6 969) (9 670)
Decreased (reversed) expected credit loss 520 588 2 641 3 748 482 436 2 208 3 126
Write-offs 1 065 1 065 1 167 1 167
Derecognition 85 277 64 426 55 386 47 487
Exchange rate movements 3 4 (12) (14) (91) (118)
Other
Accumulated impairment as at 30 June 1) (566) (1 091) (10 507) (12 165) (985) (1 972) (12 661) (15 618)

Financial commitments DNB Group

January-June 2021 January-June 2020
Amounts in NOK million Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total
Accumulated impairment as at 31 Dec. (284) (566) (601) (1 451) (146) (667) (543) (1 357)
Transfer to stage 1 (59) 59 (88) 85 3
Transfer to stage 2 34 (36) 1 52 (56) 3
Transfer to stage 3 13 (13) 1 250 (250)
Originated and purchased (99) (17) (116) (218) (30) (249)
Increased expected credit loss (48) (155) (254) (458) (334) (1 405) (1 393) (3 132)
Decreased (reversed) expected credit loss 212 196 407 814 191 739 1 114 2 044
Derecognition 5 96 101 2 196 198
Exchange rate movements 1 1 (4) (33) (1) (38)
Other
Accumulated impairment as at 30 June 1) (238) (410) (460) (1 108) (545) (922) (1 067) (2 535)

1) On 1 January 2021, DNB introduced a new definition of default. According to the new definition for customers in probation after default, the effect on expected credit loss was not significant as at 30 June 2021.

Note 6 Loans and financial commitments to customers by industry segment

Loans to customers as at 30 June 2021 Accumulated impairment DNB Group
Amounts in NOK million Gross
carrying
amount
Stage 1 Stage 2 Stage 3 Loans at
fair value
Total
Bank, insurance and portfolio management 74 362 (20) (27) (150) 74 164
Commercial real estate 204 909 (86) (65) (332) 78 204 504
Shipping 37 259 (40) (98) (268) 36 853
Oil, gas and offshore 51 489 (47) (248) (6 689) 44 505
Power and renewables 35 959 (29) (9) (238) 35 684
Healthcare 15 096 (3) (0) 15 092
Public sector 8 692 (15) (0) (0) 8 676
Fishing, fish farming and farming 50 668 (42) (69) (154) 106 50 509
Retail industries 38 727 (27) (44) (409) 3 38 250
Manufacturing 35 075 (32) (55) (79) 34 909
Technology, media and telecom 23 491 (15) (8) (20) 0 23 447
Services 80 520 (68) (88) (936) 20 79 447
Residential property 103 122 (35) (21) (149) 238 103 155
Personal customers 845 776 (64) (137) (371) 50 941 896 145
Other corporate customers 66 554 (41) (222) (712) 11 65 589
Total 1) 1 671 696 (566) (1 091) (10 507) 51 398 1 710 930

1) Of which NOK 47 857 million in repo trading volumes.

Loans to customers as at 30 June 2020 Accumulated impairment DNB Group
Amounts in NOK million Gross
carrying
amount
Stage 1 Stage 2 Stage 3 Loans at
fair value
Total
Bank, insurance and portfolio management 79 444 (60) (20) (311) 79 054
Commercial real estate 189 054 (90) (93) (369) 141 188 642
Shipping 49 553 (61) (199) (338) 48 956
Oil, gas and offshore 70 242 (93) (513) (8 419) 61 218
Power and renewables 34 257 (46) (20) (27) 34 165
Healthcare 23 432 (22) (2) 23 409
Public sector 15 866 (9) (0) (0) 15 856
Fishing, fish farming and farming 47 201 (56) (60) (138) 121 47 069
Retail industries 38 516 (40) (65) (396) 28 38 043
Manufacturing 44 861 (54) (83) (229) 5 44 501
Technology, media and telecom 27 771 (46) (16) (30) 6 27 684
Services 82 407 (100) (130) (659) 67 81 586
Residential property 95 254 (30) (23) (138) 363 95 425
Personal customers 799 985 (210) (415) (680) 56 680 855 359
Other corporate customers 64 205 (68) (333) (928) 63 62 939
Total 1) 1 662 050 (985) (1 972) (12 661) 57 473 1 703 905

1) Of which NOK 51 657 million in repo trading volumes.

Note 6 Loans and financial commitments to customers by industry segment (continued)

Financial commitments as at 30 June 2021 Accumulated impairment DNB Group
Maximum
Amounts in NOK million exposure Stage 1 Stage 2 Stage 3 Total
Bank, insurance and portfolio management 40 843 (11) (3) (0) 40 829
Commercial real estate 30 442 (16) (1) (1) 30 423
Shipping 10 029 (9) (2) 10 019
Oil, gas and offshore 47 402 (47) (213) (254) 46 888
Power and renewables 34 739 (20) (3) 0 34 716
Healthcare 20 281 (4) (0) 20 277
Public sector 7 944 (0) 7 944
Fishing, fish farming and farming 21 312 (16) (7) (4) 21 286
Retail industries 34 182 (18) (11) (6) 34 146
Manufacturing 50 796 (16) (39) (1) 50 741
Technology, media and telecom 22 450 (9) (5) (0) 22 437
Services 29 566 (29) (29) (9) 29 499
Residential property 41 140 (14) (2) (8) 41 116
Personal customers 300 570 (12) (24) (0) 300 534
Other corporate customers 36 470 (17) (71) (177) 36 206
Total 728 167 (238) (410) (460) 727 059
Financial commitments as at 30 June 2020 Accumulated impairment
Amounts in NOK million Maximum
exposure
Stage 1 Stage 2 Stage 3 Total
Bank, insurance and portfolio management 39 110 (51) (4) (0) 39 055
Commercial real estate 26 047 (32) (2) (4) 26 010
Shipping 9 124 (13) (75) (5) 9 031
Oil, gas and offshore 57 703 (76) (484) (685) 56 459
Power and renewables 31 821 (29) (34) 31 759
Healthcare 23 073 (11) (0) 23 062
Public sector 10 030 (0) (0) 10 030
Fishing, fish farming and farming 17 645 (24) (5) (4) 17 612
Retail industries 34 936 (24) (32) (21) 34 859
Manufacturing 55 712 (51) (59) (6) 55 596
Technology, media and telecom 18 559 (21) (4) 18 534
Services 26 645 (35) (34) (34) 26 542
Residential property 33 750 (14) (5) (5) 33 726
Personal customers 274 943 (135) (99) 0 274 710
Other corporate customers 35 244 (30) (85) (304) 34 825
Total 694 344 (545) (922) (1 067) 691 810

Note 7 Financial instruments at fair value

DNB Group
Amounts in NOK million Level 1 Level 2 Level 3 Total
Assets as at 30 June 2021
Loans to customers 51 398 51 398
Commercial paper and bonds 33 789 283 143 954 317 886
Shareholdings 7 200 15 630 11 676 34 506
Financial assets, customers bearing the risk 129 966 129 966
Financial derivatives 1 878 125 750 1 445 129 073
Liabilities as at 30 June 2021
Deposits from customers 10 351 10 351
Debt securities issued 17 040 17 040
Senior non-preferred bonds 1 117 1 117
Subordinated loan capital 175 175
Financial derivatives 2 209 114 608 1 143 117 961
Other financial liabilities 1) 2 623 (0) 0 2 623
Assets as at 30 June 2020
Loans to customers 57 473 57 473
Commercial paper and bonds 42 185 337 305 406 379 896
Shareholdings 4 793 8 312 8 547 21 652
Financial assets, customers bearing the risk 95 194 95 194
Financial derivatives 878 197 545 2 054 200 477
Liabilities as at 30 June 2020
Deposits from customers 20 591 20 591
Debt securities issued 21 019 21 019
Subordinated loan capital 176 176
Financial derivatives 631 172 202 1 499 174 331
Other financial liabilities 1) 3 413 3 413

1) Short positions, trading activities.

For a further description of the instruments and valuation techniques, see the annual report for 2020.

Financial instruments at fair value, level 3 DNB Group

Financial
Financial assets liabilities
Loans to Commercial
paper and
Share- Financial Financial
Amounts in NOK million customers bonds holdings derivatives derivatives
Carrying amount as at 31 December 2019 61 178 356 7 018 1 868 1 536
Net gains recognised in the income statement 1 544 (8) 367 642 418
Additions/purchases 6 242 277 1 440 224 219
Sales (90) (278)
Settled (11 656) (707) (695)
Transferred from level 1 or level 2 85
Transferred to level 1 or level 2 (204) (0)
Other 166 (9) 0 27 22
Carrying amount as at 30 June 2020 57 473 406 8 547 2 054 1 499
Carrying amount as at 31 December 2020 55 372 283 10 787 1 877 1 513
Net gains recognised in the income statement (645) (1) 344 (285) (214)
Additions/purchases 4 421 488 1 251 215 206
Sales (368) (703)
Settled (7 650) (11) (362) (361)
Transferred from level 1 or level 2 740
Transferred to level 1 or level 2 (200) (2)
Other (100) 24 (0)
Carrying amount as at 30 June 2021 51 398 954 11 676 1 445 1 143

Sensitivity analysis, level 3

An increase in the discount rate on fixed-rate loans by 10 basis points will decrease the fair value by NOK 153 million. The effects on other Level 3 financial instruments are insignificant.

Note 8 Debt securities issued, senior non-preferred bonds and subordinated loan capital

As an element in liquidity management, the DNB Group issues and redeems own securities.

Debt securities issued 2021 DNB Group
Balance Exchange Balance
sheet Matured/ rate Other sheet
30 June Issued redeemed movements changes 31 Dec.
Amounts in NOK million 2021 2021 2021 2021 2021 2020
Commercial papers issued, nominal amount 193 710 1 066 597 (1 003 139) (7 678) 137 931
Bond debt, nominal amount 1) 135 906 393 (37 139) (2 463) 175 115
Covered bonds, nominal amount 1) 405 358 26 038 (45 958) (8 776) 434 054
Value adjustments 20 029 (10 701) 30 729
Debt securities issued 755 002 1 093 027 (1 086 236) (18 918) (10 701) 777 829

1) Minus own bonds. The total nominal amount of outstanding covered bonds in DNB Boligkreditt was NOK 339.7 billion as at 30 June 2021. The market value of the cover pool represented NOK 689.6 billion.

Debt securities issued 2020 DNB Group
Balance Exchange Balance
sheet Matured/ rate Other sheet
30 June Issued redeemed movements changes 31 Dec.
Amounts in NOK million 2020 2020 2020 2020 2020 2019
Commercial papers issued, nominal amount 135 092 734 970 (798 236) 10 238 188 120
Bond debt, nominal amount 1) 214 415 2 612 (30 345) 19 598 222 550
Covered bonds, nominal amount 1) 445 366 (1 731) (19 835) 35 452 431 480
Value adjustments 33 837 5 818 28 019
Debt securities issued 828 710 735 851 (848 416) 65 288 5 818 870 170

1) Minus own bonds.

Senior non-preferred bonds 2021 DNB Group

Balance Exchange Balance
sheet Matured/ rate Other sheet
30 June Issued redeemed movements changes 31 Dec.
Amounts in NOK million 2021 2021 2021 2021 2021 2020
Senior non-preferred bonds, nominal amount 31 598 22 862 217 8 519
Value adjustments (248) (252) 4
Senior non-preferred bonds 31 351 22 862 217 (252) 8 523
Subordinated loan capital and perpetual subordinated loan capital securities 2021 DNB Group
Balance Exchange Balance
sheet Matured/ rate Other sheet
30 June Issued redeemed movements changes 31 Dec.
Amounts in NOK million 2021 2021 2021 2021 2021 2020
Term subordinated loan capital, nominal amount 25 577 (743) 26 320
Perpetual subordinated loan capital, nominal amount 5 619 (21) 5 640
Value adjustments 204 (155) 359
Total subordinated loan capital and perpetual
subordinated loan capital securities 31 400 (764) (155) 32 319
Subordinated loan capital and perpetual subordinated loan capital securities 2020 DNB Group
Balance Exchange Balance
sheet Matured/ rate Other sheet
30 June Issued redeemed movements changes 31 Dec.
Amounts in NOK million 2020 2020 2020 2020 2020 2019
Term subordinated loan capital, nominal amount 27 168 4 056 (4 207) 2 376 24 943
Perpetual subordinated loan capital, nominal amount 6 385 611 5 774
Value adjustments 324 (54) 378
Total subordinated loan capital and perpetual
subordinated loan capital securities
33 878 4 056 (4 207) 2 988 (54) 31 095

Note 9 Contingencies and subsequent events

Contingencies

Due to its extensive operations in Norway and abroad, the DNB Group will regularly be party to various legal actions and tax-related disputes. None of the current disputes are expected to have any material impact on the Group's financial position.

Fine in connection with AML inspection

In December 2020, DNB received a preliminary report from Finanstilsynet following an ordinary AML inspection in February 2020. In May 2021, Finanstilsynet published its final report. According to the report, DNB had not been complicit in money laundering, but Finanstilsynet criticised the bank for inadequate compliance with the Norwegian Anti-Money Laundering Act. On the basis of the criticism in the report, Finanstilsynet imposed an administrative fine of NOK 400 million on the bank. This constitutes about 7 per cent of the maximum amount Finanstilsynet is at liberty to impose, and 0.7 per cent of DNB's annual turnover. The maximum administrative fine it is possible to impose corresponds to 10 per cent of a company's annual turnover. Based on the preliminary report, a provision of NOK 400 million was booked in the fourth quarter of 2020.

Tax effect of debt interest distribution with international branch offices

According to Norwegian tax legislation, external interest expenses are to be distributed proportionally among companies' operations in Norway and international branch offices based on the respective entities' total assets. This could result in additions or deductions from the companies' income in Norway.

In May 2021, DNB Bank ASA received a draft decision from the Norwegian tax authorities relating to the deduction of external interest expenses. The draft decision covers the fiscal years 2015–2019 and represents a tax exposure of NOK 1.7 billion for the period in question. DNB disagrees with the tax authorities' interpretation of the legislation and will actively pursue the matter. DNB is still of the opinion that it has a strong case, and no provisions have been recognised in the accounts at the end of the second quarter of 2021. See also note 26 Taxes in the annual report for 2020.

Subsequent events

The merger of DNB ASA and DNB Bank ASA, with DNB Bank ASA as the surviving company was completed on 1 July 2021.

The merger was implemented on the basis of accounting and tax continuity. The DNB Bank ASA shares that were owned by DNB ASA have been issued as merger consideration to the shareholders of DNB ASA, and there has therefore been no capital increase in DNB Bank ASA as a result of the merger. No additional consideration has been paid. As part of the merger, DNB ASA's ownership of the fully owned subsidiaries DNB Livsforsikring AS and DNB Asset Management AS, as well as its 35 per cent ownership interest in Fremtind Forsikring AS, have been transferred to DNB Bank ASA for the sake of company continuity in the parent company accounts.

As of the third quarter of 2021, the DNB Group, with DNB Bank ASA as the parent company, will prepare only one consolidated financial statement. Comparative figures for the DNB Group after the merger will be based on the principle of continuity, and will thus correspond with previous figures for the DNB Group.

DNB ASA

Income statement DNB ASA
2nd quarter 2nd quarter January-June Full year
Amounts in NOK million 2021 2020 2021 2020 2020
Interest income, amortised cost 1 2 4 16 19
Interest expenses, amortised cost (90) (130) (184) (300) (471)
Net interest income (89) (128) (179) (284) (452)
Commissions and fees payable (4) (2) (5) (3) (5)
Other income 1) 192 (125) 192 1 092 (10 855)
Net other operating income 189 (126) 187 1 089 (10 860)
Total income 100 (254) 8 805 (11 312)
Other expenses (71) (66) (143) (132) (271)
Total operating expenses (71) (66) (143) (132) (271)
Pre-tax operating profit 29 (320) (135) 672 (11 583)
Tax expense (7) 49 34 113 (0)
Profit for the period 21 (271) (102) 786 (11 584)
Earnings/diluted earnings per share (NOK) 0.01 (0.17) (0.07) 0.50 (7.28)
Earnings per share excluding operations held for sale (NOK) 0.01 (0.17) (0.07) 0.50 (7.28)
Balance sheet DNB ASA
Amounts in NOK million 30 June
2021
31 Dec.
2020
30 June
2020
Assets
Due from DNB Bank ASA 2 579 1 779 2 017
Investments in associated companies 6 714 6 714 6 714
Investments in subsidiaries 74 163 74 163 74 257
Receivables due from group companies 13 820 26 532
Other assets 37 1 113
Total assets 83 492 96 477 109 634
Liabilities and equity
Short-term amounts due to DNB Bank ASA 8 9 9
Other liabilities and provisions 13 023 15 692
Long-term amounts due to DNB Bank ASA 23 728 23 587 22 718
Total liabilities 23 736 36 619 38 419
Share capital 15 504 15 504 15 504
Share premium 22 556 22 556 22 556
Other equity 21 696 21 798 33 155
Total equity 59 756 59 858 71 215
Total liabilities and equity 83 492 96 477 109 634

1) Of which NOK 100 million from DNB Asset Management Holding AS has been reversed in the second quarter of 2021. Fremtind Forsikring AS has paid a dividend of NOK 292 million in the second quarter 2021.

Share
Share
Other
Total
capital
premium
equity
equity
15 706
22 556
35 406
73 668
786
786
(202)
(3 036)
(3 238)
15 504
22 556
33 155
71 215
15 504
22 556
21 798
59 858
(102)
(102)
15 504
22 556
21 696
59 756

Basis for preparation

DNB ASA has prepared the financial statements according to the Norwegian Ministry of Finance's regulations on annual accounts. A description of the accounting principles applied by the company when preparing the financial statements appear in Note 1 Accounting principles in the annual report for 2020. In the interim report, the accounting policies, significant estimates, and areas where judgement is applied by the company are in conformity with those described in the annual report.

The merger of DNB ASA and DNB Bank ASA, with DNB Bank ASA as the surviving company, was completed on 1 July 2021. See further information in note 9 to the consolidated accounts.

Statement pursuant to Section 5-6 of the Securities Trading Act

We hereby confirm that the half-yearly financial statements for the Group and the company for the period 1 January through 30 June 2021 to the best of our knowledge have been prepared in accordance with IAS 34 Interim Financial Reporting, as adopted by the European Union, and give a true and fair view of the assets, liabilities, financial position and profit or loss of the Group and the company taken as a whole.

To the best of our knowledge, the half-yearly report gives a true and fair:

  • overview of important events that occurred during the accounting period and their impact on the half-yearly financial statements
  • description of the principal risks and uncertainties facing the Group over the next accounting period
  • description of major transactions with related parties.

Oslo, 12 July 2021 The Board of Directors of DNB Bank ASA

Olaug Svarva Svein Richard Brandtzæg

(Chair of the Board) (Vice Chair of the Board)

Gro Bakstad Julie Galbo Lillian Hattrem

Jens Petter Olsen Stian Tegler Samuelsen Jaan Ivar Semlitsch

Eli Solhaug Kim Wahl

(Group Chief Executive Officer, CEO) (Group Chief Financial Officer, CFO)

Kjerstin R. Braathen Ottar Ertzeid

Information about DNB

Head office

Telephone +47 91 50 48 00 Internet dnb.no

Mailing address P.O.Box 1600 Sentrum, NO-0021 Oslo Visiting address Dronning Eufemias gate 30, Oslo

Board of Directors

Olaug Svarva, Chair of the Board Svein Richard Brandtzæg, Vice Chair of the Board Gro Bakstad Julie Garbo Lillian Hattrem Jens Petter Olsen Stian Tegler Samuelsen Jaan Ivar Semlitsch Eli Solhaug Kim Wahl

Group Management

Group Chief Executive Officer (CEO)
Group Chief Financial Officer (CFO)
Group Executive Vice President of Personal Banking
Group Executive Vice President of Corporate Banking
Group Executive Vice President of Wealth Management
Group Executive Vice President of Markets
Group Executive Vice President of Payments & Innovation
Group Chief Compliance Officer (CCO)
Group Chief Risk Officer (CRO)
Group Executive Vice President of Technology & Services
Acting Group Executive Vice President of People
Group Executive Vice President of Communications & Sustainability

Investor Relations

Rune Helland, head of Investor Relations tel. +47 23 26 84 00 [email protected]
Anne Engebretsen, Investor Relations tel. +47 23 26 84 08 [email protected]
Marius Michelsen Fjellbo, Investor Relations tel. +47 99 56 75 93 [email protected]
Thor Tellefsen, Long Term Funding tel. +47 23 26 84 04 [email protected]

Financial calendar 2021

Financial calendar 2022

10 February Q4 2021
10 March Annual report 2021
26 April Annual General Meeting
27 April Ex-dividend date
As of 5 May Distribution of dividends
28 April Q1 2022
12 July Q2 2022
20 October Q3 2022

Other sources of information

Annual and quarterly reports

Separate annual and quarterly reports are prepared for the DNB Bank Group, DNB Boligkreditt and DNB Livsforsikring. The reports and the Factbook are available on ir.dnb.no. Annual and quarterly reports can be ordered by sending an e-mail to Investor Relations.

The quarterly report has been produced by Group Financial Reporting in DNB. Cover design: HyperRedink

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DNB

Mailing address: P.O.Box 1600 Sentrum N-0021 Oslo

Visiting address: Dronning Eufemias gate 30 Bjørvika, Oslo dnb.no

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