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Gjensidige Forsikring ASA

Investor Presentation Jan 24, 2019

3606_rns_2019-01-24_56abe381-63b8-4cd2-b4f5-67e61257ec93.pdf

Investor Presentation

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Gjensidige Forsikring Group

4 th quarter 2018 results

24 January 2019

Q418 results reflect high run-off gains and improved underlying frequency claims situation

  • Pre-tax profit NOK 1,661m
  • Excluding NOK 15m for Gjensidige Bank, recorded as discontinued operation
  • Underwriting result NOK 1,914m
  • 1.9% premium growth
  • NOK 1.4bn in run-offs gains
  • More favourable underlying frequency claims situation
  • Good cost control
  • Financial result NOK 231m, return -0.4%

Combined ratio

2018 was a year significantly impacted by extraordinary weather conditions and high run-off gains

  • Pre-tax profit NOK 4,265m
  • Underwriting result NOK 3,606m
  • 2.8% premium growth
  • Combined ratio 85.0
    • NOK 2.4bn run-off gains
    • ~NOK 530-660m in weather related frequency claims above Q1-Q3 average in Norway
    • Weaker motor profitability in Norway
    • Improved profitability outside Norway
  • Good cost control
  • Financial result NOK 821m, return 1.5%
  • Earnings per share NOK 7.44
  • Proposed dividend NOK 3,550m or NOK 7.10 per share
Delivered 2018 Target
Return on
equity

17.3%
>15%
Combined
ratio

85.0%
(
(90.7% excl. run-off gains
beyond expected level)
)
86-89% 1)
Cost ratio
15.2%
~15%
Dividends
NOK 7.10 per share
95.5% pay-out ratio
Nominal
high and
stable,
>70%

Proposed dividend NOK 7.10 per share - 95.5 per cent pay-out ratio for the Group

Delivering attractive high and stable nominal dividends on a regular basis

  • Proposal contingent upon FSA approval
  • Approval expected, given solid capital position

Dividend policy

Gjensidige targets high and stable nominal dividends to its shareholders, and a pay-out ratio over time of at least 70 per cent of profit after tax (80 per cent payout ratio from 2019, assuming closing of the sale of Gjensidige Bank). When determining the size of the dividend, the expected future capital need will be taken into account.

Over time, Gjensidige will also pay out excess capital.

Regular

Operational highlights - focus on improved profitability

  • Effective pricing measures in Norway
  • Profitability for Motor Norway on its way to stabilise
  • Still limited change in motor churn, high overall retention level
  • Somewhat negative impact on new sales
  • Steady improvement outside Norway
  • Implementation of new core IT system starting in Denmark 2019 and Sweden 2020
  • Satisfactory renewal season so far
  • Bank sale on track for closing Q119

Keeping the best customers A B C D and lower scores Churn (%) Customer score Motor customers Norway, churn by customer score 2017 2018 Avg churn 2018

High customer retention in Norway

1) Retention for the whole portfolio and loyalty/ affinity portfolio respectively. The latter represents 85 per cent of premiums.

Financial performance

Results impacted by high run-off gains and better underlying profitability

NOK m Q4 2018 Q4 2017 YTD 2018 YTD 2017
Private 811 393 1 935 2 200
Commercial 1 036 314 1 548 1 635
Denmark 125 71 434 284
Sweden 45 2 78 ( 92)
Baltics 17 19 68 (7)
Corporate Centre/costs related to owner (80) (84) (379) (272)
Corporate Centre/reinsurance (39) (160)(79) (338)
Underwriting result 1 914 555 3 606 3 410
Pension 56 28 167 104
Financial result from the investment portfolio (231) 489 821 2 003
Amortisation and impairment losses of excess value (64) (73) (265) (261)
Other items (15) (4) (64) (38)
Profit/(loss) before tax expenses 1 661 995 4 265 5 217

1.9 per cent premium growth

Premium development Key drivers - premium development

  • Private +5.0%
  • Price driven
  • Commercial +6.9%
  • Price driven
  • Denmark -2.4%
  • Negative 2.4% in local currency, impacted by pricing and risk selection measures in commercial lines
  • Sweden -19.2%
  • Negative 15.2% in local currency following pricing measures, mainly in private lines
  • Baltics -1.3%
  • Negative 1.4% in local currency due to pricing measures

Significant impact from run-off gains and a more favourable underlying loss ratio

(1.0) (2.4) (17.7) 74.9 71.5 53.8 Loss ratio (%) Q417 Change in large losses (pp) Change in frequency claims (pp) Loss ratio Q418 excl additional excess reserves released in Q418 Change in run-off (pp)¹⁾ Loss ratio (%) Q418

Loss ratio development Key drivers

  • Higher run-off gains
  • Excess reserves of NOK 1.1bn released in Q418, in addition to earlier planned releases
  • Better underlying frequency claims situation
  • Primarily for motor in Norway due to more favourable weather conditions

Continued good cost control - cost ratio 14.8 per cent - 14.1 per cent excluding Baltics

Cost development Key drivers – cost development

  • Strong cost discipline across the group
  • Positive effects from efficiency measures in all markets

Pension operations post higher profits Closing of bank sale in Q119 on track

Q4 2018

46 47 48 49 52 NOK bn Gross lending

Q2 2018

Gjensidige Bank ASA

Q1 2018

Q3 2018

Gjensidige Pensjonsforsikring AS

Q4 2017

Negative investment return of 0.4 per cent, reflecting challenging markets

-1.6 % -0.6 % 0.4 % 1.4 % 2.4 % Q4 2017 Q1 2018 Q2 2018 Q3 2018 Q4 2018 Match portfolio Free portfolio Total Portfolio

Investment return, free portfolio

Q4 2018 %
Fixed
income
(0.4)
Current
equities
(11.2)
PE funds 1.2
Property 2.7
Total free
portfolio
(1.5)

Investment return Portfolio mix as at 31.12.2018

Strong capital position - continued capital discipline

169% 190% Solvency margin: 14.0 12.5 9.6 11.2 0 5 10 15 20 25 30 Approved partial internal model (Group) Own partial internal model (Group) NOK bn

Strong capital position

  • Capital requirement
  • Capital > Capital requirement

Capital discipline

  • Capital buffers well within risk appetite
  • All FSA required changes are implemented in the approved partial internal model
  • 31 December 2018 pro-forma legal Solvency II margin 245 per cent given sale of Gjensidige Bank

Figures as at 31.12.2018. Solvency margins reflect best estimate reserves. The figures are adjusted for the proposed 2018 dividend.

Concluding remarks

  • Focus on retaining strong and unique position in Norway
  • Expect motor profitability to reach turning point during 1H 2019
  • Pursuing strengthened profitability and growth outside Norway
  • Seeking profitable growth opportunities through M&As
  • Maintaining capital discipline and attractive dividends

Annual financial targets 2019-2022

Metric Target
Combined ratio 86-89%1)
Cost ratio <15%
Solvency margin (PIM) 2)
135-200%
ROE after tax >20%1)-3)
UW result outside Norway NOK 750m
4)
(in 2022)
Dividends Nominal high and
stable (and >80 %

over time) 1) Assuming annual run 2) -off gains ~NOK 1 billion through 2022. Corresponds to 90-93 per cent given zero run-off gains post 2022.

2) Assuming sale of Gjensidige Bank

3) Corresponds to >16 per cent given zero run-off gains post 2022

4) Excluding run-off

Appendix

Roadshows and conferences post Q4 2018 results

Date Location Participants Event Arranged by
24-Jan Oslo CEO Helge Leiro Baastad
CFO Jostein Amdal
Head of IR Mitra H. Negård
IRO Live Bjønness
Group lunch
Roadshow
Carnegie
25-Jan London CFO Jostein Amdal
Head of IR Mitra H. Negård
Roadshow Goldman Sachs
29-Jan Paris CFO Jostein Amdal
IRO Live Bjønness
Group lunch
Roadshow
Exane
BNP Paribas
29-Jan New York CEO Helge Leiro Baastad
EVP Janne Flessum
Group lunch
Roadshow
DNB
30-Jan Boston CEO Helge Leiro Baastad
EVP Janne Flessum
Roadshow DNB
31-Jan Toronto CEO Helge Leiro Baastad
EVP Janne Flessum
Roadshow DNB
01-Feb Montreal CEO Helge Leiro Baastad
EVP Janne Flessum
Roadshow DNB
16

Large losses 3.3 percentage points - lower than expected

NOK m NOK m 295 Q4 2017 Q4 2018

Expected Reported

Large losses – reported vs expected Large losses per segment

CC = corporate centre. Large losses: Losses > NOK 10m. Weather related large losses are included. Large losses in excess of NOK 30.0m are charged to the Corporate Centre while up to NOK 30m per claim is charged to the segment in which the large loss occurred. The Baltics segment has, as a main rule, a retention level of EUR 0.5m. The Sweden segment has a retention level of NOK 10m.

Run-off gains 22.8 percentage points - higher than expected

Run-off net Run-off net per segment NOK m NOK m 225 250 301 1 384 Q4 2017 Q4 2018 Expected Reported 107 108 385 890

General insurance – cost ratio and loss ratio per segment

Private Commercial

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

Denmark Sweden

Baltics

Effect of discounting of claims provisions

Assuming Solvency II regime

Effect of discounting on CR – Q4 2018 Assumptions

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

Large losses development

~ NOK 1.2bn in large losses1) expected annually

Large losses per segment – actual vs expected

Run-off development

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

Run-off % of earned premium

Quarterly underwriting results Seasonality in Nordic general insurance

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

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

3) Reported UW result for Q4 2016 was NOK700m. Adjusted for a non-recurring NOK 44m increase in provision for restructuring cost and NOK23m provision for increased pay-roll tac the UW result was NOK 767m

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

5) Reported UW result for Q4 2018 was NOK 1914. Adjusted for the extra run-off gains of NOK 1.1bn .

Investment strategy supporting high and stable nominal dividends

• Match portfolio

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

• Free portfolio

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

Key characteristics

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

Investment portfolio - asset classes and relevant benchmarks

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

Asset allocation As at 31.12.2018

Match portfolio Free portfolio

  • Carrying amount: NOK 34.5bn
  • Average duration: 3.3 years

  • Carrying amount: NOK 18.3bn

  • Average duration fixed-income instruments: 3.1 years

Contribution from the match portfolio

Asset allocation as at 31.12.2018 Quarterly investment returns

Balanced geographical exposure

Match portfolio Free portfolio, fixed-income instruments

Credit and counterparty risk

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

Credit exposure Total fixed income portfolio

Split -
Rating
Match portfolio Free portfolio
NOK bn % NOK bn %
AAA 11.8 34.0 1.2 13.2
AA 2.8 8.2 2.5 28.0
A 5.0 14.3 2.0 22.6
BBB 3.8 11.0 1.3 14.3
BB 0.3 0.8 0.3 3.8
B 1.9 5.4 0.2 2.7
CCC or lower 0.1 0.2 0.1 0.6
Internal rating1) 5.7 16.6 0.8 9.4
Unrated 3.3 9.4 0.5 5.3
Fixed income portfolio 34.6 100.0 8.8 100.0
Split -
Counterparty
Match portfolio Free portfolio
NOK bn % NOK bn %
Public sector 4.8 13.9 3.2 36.1
Bank/financial institutions 15.6 47.8 3.6 40.9
Corporates 13.3 38.3 2.0 23.0
Total 34.6 100.0 8.8 100.0

Capital position per operational areas

(NOK bn) Approved
partial internal
model
(Group)
Approved
partial internal
model
(general
insurance)
Own partial
internal model
(Group)
Own partial
internal model
(general
insurance)
Gjensidige
Pensjons
forsikring
Gjensidige
Bank
Capital
available
23.7 17.0 23.7 17.1 2.4 4.9
Capital
requirement
14.0 8.4 12.5 6.8 1.6 4.7
Solvency
margin
169% 203% 190% 251% 143% 105%

Figures as at 30.9.2018. The legal perspective is the regulatory approved version of the partial internal model. Solvency margins reflect best estimate reserves. The figures are adjusted for a formulaic dividend pay-out ratio of 70 per cent of net profit. Allocation of capital to Gjensidige Bank is based on 17,0 per cent capital adequacy ratio.

Solvency II economic capital available

Bridging the gap between IFRS equity and Solvency II capital

Solvency II capital requirements

NOK
bn
Approved
partial internal
model
(Group)
Own partial
internal
model
(Group)
Eligible own funds 23.7 23.7
Capital charge for non-life and health uw
risk
7.1 6.0
Capital charge for life uw
risk
1.6 1.6
Capital charge for market risk 6.4 5.7
Capital charge for counterparty
risk
0.5 0.5
Diversification (4.3) (4.4)
Basic SCR 11.3 9.3
Operational
risk
0.8 0.8
Adjustments (risk-reducing
effect of
deferred tax)
(2.7) (2.3)
Gjensidige Bank 4.7 4.7
Total solvency capital requirement 14.0 12.5
Surplus 9.6 11.2
Solvency ratio 169% 190%

Scope regulatory approved PIM

Figures as at 31.12.2018. Allocation of capital to Gjensidige Bank is based on 17.0 per cent capital adequacy ratio. The pie chart is based on allocated capital for the specified risk types within the Gjensidige Forsikring Group excl. Gjensidige Bank.

Solvency II sensitivities for the approved partial internal model

Figures as at 31.12.2018. The legal perspective is the regulatory approved version of the partial internal model. Solvency margins reflect best estimate reserves. Total comprehensive income is included in the calculations, minus a formulaic dividend pay-out ratio of 70 per cent of net profit. UFR-sensitivity is very limited.

Subordinated debt capacity

Principles for capacity

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

Capacity and utilisation

  • Tier 1 remaining capacity is NOK 1.4-1.9bn
  • Utilised Tier 1 debt capacity: NOK 1.0bn
  • Tier 2 capacity is fully utilised for the insurance group
  • Utilised sub debt: NOK 1.5bn1)
  • Utilised natural perils fund and guarantee scheme: NOK 3.1bn

Figures as at 31.12.2018. Legal perspective is the regulatory approved version of the partial internal model. The FSA's view on the Guarantee provision as a liability for solvency purposes has not been reflected in the debt capacity figures, as Gjensidige still assumes that the Guarantee provision will count as solvency capital. 1)Sub debt Gjensidige Forsikring ASA NOK 1.2bn, Gjensidige Pensjonsforsikring NOK 0.3bn

Reduced Solvency II regulatory uncertainty

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

0.5
Increase in provision suggested, no news regarding treatment in Solvency II
Tax
effect on
Solvency II balance
sheet
0 New tax rules result in increased deferred tax on the security provision that
is taken into account in the capital calculations at the year-end. No deferred
tax is recognized for natural capital.
Risk-reducing
effect of deferred
tax
0 The requirements for calculating and documenting the risk-reducing effect of
deferred tax in the capital requirement will have no capital effect with
Gjensidige's
current balance sheet, but will be taken into account when
determining capital figures going forward.
Interest rate risk 0 The EU does not want to change the modeling of interest rate risk in this
instance.

Annualised return on equity 17.3 per cent

Equity (NOK m) Return on equity (%)

Market leader in Norway

Market share – Total market

Market share – Commercial Market share – Private

14.1%

28.7%

25.4%

Growth opportunities outside Norway

• Market shares Denmark • Market shares Sweden

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

• Market shares Baltics

  • Gjensidige
  • PZU
  • Vienna
  • Ergo
  • If
  • Other

Sources: Insurance Sweden, 3rd quarter 2018 (Gjensidige including Vardia), The Danish Insurance Association 4th quarter 2017 (Gjensidige including Mølholm). Baltics Insurance Supervisory Authorities of Latvia and Lithuania, Estonia Statistics, competitor reports, and manual calculations, 3rd quarter 2018

1) Shareholder list based on analysis performed by Orient Capital Ltd of the register of shareholders in the Norwegian Central Securities Depository (VPS) as per 31 December 2018. This analysis provides a survey of the shareholders who are behind the nominee accounts. There is no guarantee that the list is complete. 2) Distribution of shares excluding share held by the Gjensidige Foundation (Gjensidigestiftelsen).

Ownership

No Shareholder Stake (%)
1 Gjensidigestiftelsen 62.2
2 Folketrygdfondet 4.2
3 Caisse de Depot
et Placement du
Quebec
3.7
4 Deutsche Bank 3.5
5 Black Rock 2.0
6 Danske Bank 1.9
7 DNB 1.2
8 The Vanguard
Group
1.0
9 Nordea 0.9
10 Svenska
Handelsbanken Group
0.9
Total 10 largest 81.4

10 largest shareholders1) Geographical distribution of shares2)

Gjensidige Foundation ownership policy:

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

Disclaimer

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

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

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

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

In addition to the financial statements according to IFRS, Gjensidige uses different alternative performance measures (APM) to present the business in a more relevant way for its different stakeholders. The alternative performance measures have been used consistent over time, and relevant definitions have been disclosed in the quarterly reports. Comparable figures are provided for all alternative performance measures in the quarterly reports.

Notes

Notes

Investor Relations

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

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

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

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