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SEB Interim / Quarterly Report 2011

May 3, 2011

2966_10-q_2011-05-03_2e7bc2f8-3d15-4de1-aaf7-7d81ff0d186f.pdf

Interim / Quarterly Report

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Interim report January – March 2011

STOCKHOLM 3 MAY 2011

The first quarter of 2011 – operating profit SEK 4.4bn (1.3)

  • Operating income at SEK 9.7bn rose by 11 per cent compared with the corresponding quarter of 2010 and fell by 4 per cent compared with the previous quarter. Operating expenses at SEK 5.8bn were 4 per cent higher than the corresponding quarter of 2010 and 6 per cent lower than the previous quarter.
  • Net interest income increased by 20 per cent compared with the first quarter last year and decreased 6 per cent from the previous quarter.
  • Net fee and commission income increased by 10 per cent compared with the first quarter last year and decreased 10 per cent from the previous quarter.
  • Net credit provisions of SEK 537m were released during the quarter corresponding to a net credit loss level of -0.17 per cent (0.50). Non-performing loans decreased by SEK 5.2bn, or 19 per cent, compared with the first quarter 2010.
  • Net profit from continuing operations amounted to SEK 3.5bn (0.8). Return on equity was 14.1 per cent (3.3) and earnings per share SEK 1.59 (0.37).
  • Core Tier 1 capital ratio was 13.0 per cent (12.2 at year-end 2010) and Tier 1 capital ratio 15.1 per cent (14.2 at yearend 2010).
  • Lending to the public increased by SEK 39bn during the quarter.
  • Including discontinued operations, the divestment of SEB's German Retail operations, net profit amounted to SEK 2.6bn (0.7). Return on equity was 10.5 per cent (2.7) and earnings per share SEK 1.19 (0.31).

"The first quarter result gives us further confidence that our relationship banking model is appreciated by existing and new customers. Business volumes are gradually shifting up and we see an increase in event-driven corporate activity."

Annika Falkengren

SEB Interim Report January – March 2011 1

15.1

* Basel II with (lower) and without transitional floors (higher)

President's comment

In a quarter marked by political turmoil in North Africa and the Middle East and the devastating earthquake in Japan, we are grateful that the Nordic countries, and Sweden in particular, have seen continued strong economic development. In the Baltic countries the economic recovery has gathered pace, albeit from low levels. Altogether, the quarter in our part of the world can be characterised by stronger market sentiment, increased interest rates and higher customer activity – a contrast to the economic sentiment only a year ago.

Higher business volumes and operating profit

Given this climate, SEB recorded a robust operating profit of SEK 4.4bn. Even though the first quarter displayed typical seasonality, we can see business volumes gradually shifting up and an increased utilisation of committed facilities. Net inflow of assets under management amounted to SEK 11bn. While it will take some time before the increased volumes affect the income statement, we do see an upturn in eventdriven activity. Return on equity is trending in the right direction and reached 14.1 per cent for continuing operations.

Growth initiatives on track

SEB's growth initiatives are progressing according to plan. The first phase of the investments in the Nordic countries and Germany has now been completed. For example, SEB has gained 20 new customers in our large corporate business over the last quarter. For the third year in a row, SEB was ranked as the top Swedish cash management provider by Prospera – which to us serves as an acknowledgement of our relationship banking model.

In the Swedish SME segment we continue to enhance our Union. position and build market share. We have introduced new SME customer advisors in the micro segment and have also developed our internet and mobile banking services.

Fundamental support for the Swedish mortgage market

The much awaited Swedish central bank review of the domestic housing market concluded that there are valid and sustainable reasons which have supported the growth of the Swedish housing market.

SEB shares the central bank's view that asset quality in the Swedish mortgage portfolios remains very high. We continue

to safeguard our customers' repayment capacity through proactive advice on amortizations and buffers for higher mortgage rates.

Net credit reversals reflect underlying strength

SEB made a net release of provisions for credit losses, reflecting the continued improved asset quality. In the Baltic operations, where our businesses have been back in black since the third quarter of last year, there was positive risk migration among corporates. Non-performing loans (NPL) in the Group dropped 9 per cent in the quarter to SEK 22bn and the NPL coverage ratio was marginally lower at 64 per cent.

Importance of level playing field

In the new regulatory framework, banks will be asked to hold more capital and long-term funding than before to ensure a more robust financial system. As a Swedish bank, SEB expects Sweden to abide by the same rules as the rest of the European

The Relationship Bank

SEB's development during the first quarter confirms the merits of our strategy of building long-term relationships with our customers. All business areas have shown the capacity to leverage the fundamentals in our region and that SEB has the right business mix, people and solutions. Through persistent customer focus and continued cost control, we create value for both customers and shareholders as the Relationship Bank in our part of the world.

Restatement of financial effects following minor business alignments (as published 14 April 2011) :

  • During the first quarter of 2011, some of the large corporate and institutions related activities in the Baltic countries were moved from the Merchant Banking division to the Baltic division. The Baltic parts of the business units Trading Capital Markets and Global Transaction Services in Merchant Banking previously operated in a matrix organisation with Merchant Banking having responsibility for product governance. These product units have now from a reporting and governance perspective been integrated into the Baltic Division. The income statements and business equity for 2009 and 2010 for the two divisions have been restated.
  • Also, the restated numbers reflect other minor alignments of the management organisation such as further centralisation of the Treasury activities. The majority of all common costs previously held centrally have also been allocated to the divisional level. The income statements for all divisions and support functions have been restated for 2010 accordingly.
  • For comparative purposes, the Group's income statement was restated last year as continuing and discontinued operations, reflecting the divestment of SEB's German retail operations which was finalised on 31 January 2011.

The Group

Operating profit from continuing operations amounted to SEK 4,374m (1,287). The strengthened SEK lowered operating profit by SEK 338m compared with the first quarter and by SEK 106m compared with the fourth quarter of 2010. Net profit from continuing operations rose to SEK 3,509m (835).

As previously communicated, the divestment of SEB's German retail operations to Banco Santander was finalised on 31 January 2011. The financial consequences were as expected and previously communicated.

Net profit (after tax) including the negative effect of SEK 893m (146) from the divestment of the German Retail operations was SEK 2,616m (689).

Income

Total operating income amounted to SEK 9,672m (8,735), an increase by 11 per cent compared with the corresponding quarter of 2010 and a decrease of 4 per cent from the previous quarter. Currency translation effects lowered operating income by SEK 501m and 153m, respectively.

Net interest income at SEK 4,261m (3,542) was 20 per cent higher than in the corresponding quarter of 2010 and 6 per cent lower than the previous quarter. The Swedish Government's stability fund fee, which from 2011 will be applied without the earlier 50 per cent discount, amounted to SEK 150m in the first quarter. Customer-driven net interest income was up SEK 173m compared with the corresponding quarter last year and down by SEK 29m from the previous quarter; on a comparable basis with adjustments for e.g. currency translation effects, the customer-driven net interest income increased by some SEK 350m and SEK 100m, respectively. Contributions from lending margins were marginally lower while deposit margins were marginally up compared to the same period last year. Net interest income from the trading and treasury businesses was up SEK 547m compared with the corresponding quarter of 2010 and down by SEK 236m from the previous quarter. As previously communicated, the net interest income during the first quarter of 2011 was negatively affected by SEK 250m relating to the sale of the German retail operations.

Net fee and commission income at SEK 3,503m (3,194) increased by 10 per cent compared with the corresponding quarter 2010. The increase was primarily in the areas of fund management where assets under management have increased compared with a year ago and lending where loan commitment volumes have increased. The decrease in Net fee and commission income of 10 per cent compared with the previous quarter was primarily due to a seasonal effect, i.e. a decrease from the high level activity in the quarter within corporate finance, structured finance and cards.

Net financial income at SEK 1,235m (950) was stable since SEK 300m of the increase was due to the repositioning of treasury hedges for the continuing German business. Compared with the last quarter of 2010, net financial income was up due to increased activity in fixed income and foreign exchange.

Net life insurance income decreased with 11 per cent, or SEK 97m, to SEK 782m (879), primarily due to lower returns in the investment portfolios for own account and reduced income from the traditional life portfolios. Life insurance income was flat in comparison with the previous quarter.

Net other income at SEK -109m (170) decreased mainly due to fluctuations from hedge accounting.

Expenses

Total operating expenses rose by 4 per cent to SEK 5,841m (5,631) due to increased staff costs. Excluding the SEK 199m write-down of IT systems in Lithuania in 2010, the decrease of operating expenses compared with the last quarter was 2 per cent. Currency-translation effects lowered total operating expenses by SEK 245m compared with the first quarter of 2010 and by SEK 77m versus the fourth quarter 2010.

Credit losses and provisions

A net release of provisions for credit losses of SEK 537m reflected the continued improved asset quality in the Baltic countries. In the third and fourth quarters of 2010, the net releases were SEK 196m and SEK 419m, respectively.

Individually assessed impaired loans decreased by SEK 2,348m to SEK 14,870m during the quarter, mainly due to the continued improvement in the Baltic countries, where impaired loans decreased by SEK 1,020m, or 9 per cent. Positive risk migration was a main reason for the change. The Group's past due >60 days portfolio assessed loans increased with SEK 162m during the quarter to SEK 6,696m, of which SEK 140m in the Baltic countries. The outstanding amount of restructured Baltic household loans was SEK 503m.

The total reserve ratio for individually assessed impaired loans and the total non-performing loans coverage ratio were marginally down because of the net release of provisions following positive risk migration and reduced non-performing loans formation on the back of continued improvement of macro-economic indicators. The total non-performing loans coverage ratio for the Group was 64 per cent (66 at year-end).

Tax expenses

Total tax amounted to SEK 865m (452) corresponding to a tax rate of 20 per cent (35).

Discontinued operations

The negative result after tax from the divestment of SEB's German retail operations amounted to SEK 893m. It was a net of the operating result, the capital gain and the effect of unwinding of hedges.

Business volumes

Total assets per 31 March 2011 amounted to SEK 2,118bn (2,180 at year-end 2010). The main reason for the decrease is the sale of the German retail operations. Assets sold amounted to SEK 75bn and liabilities sold amounted to SEK 48bn.

Lending to the public increased with SEK 39bn.

SEB's total credit portfolio decreased, to SEK 1,639bn (1,703 at year-end). The decrease is primarily explained by the divested German retail operations. There was underlying customer credit volume growth in all segments although corporate credit volumes grew at a slower pace than in the latter part of 2010.

SEB's net position in fixed-income securities for investment, treasury and client trading purposes amounted to SEK 290bn (278 at year-end 2010), of which the bond investment portfolio was SEK 39bn (48 at year-end 2010).

As of 31 March 2011, assets under management totalled SEK 1,372bn (1,399 at year-end 2010). Net inflow of assets during the quarter was SEK 11bn. The change in value amounted to SEK -38bn. Assets under custody amounted to SEK 4,948bn (5,072).

Market risk

During the first quarter of 2011, Value at Risk in the trading operations averaged SEK 247m. This means that the Group, on average, with 99 per cent probability, should not expect to lose more than this amount during a ten-day period.

Acquisitions

During the quarter, SEB acquired and consolidated DnB NOR's retail customer mortgage loan portfolio in Sweden. The agreement covers around 5,000 customers and a mortgage lending volume of approximately SEK 7bn.

SEB also signed an agreement to acquire Irish Life International Ltd, from Irish Life & Permanent Group Holdings plc. The acquisition will facilitate European distribution of insurance based investment products. Assets under management and premium income amount to approximately SEK 18bn and SEK 3bn, respectively.

Liquidity and long-term funding

SEB's loan-to-deposit ratio was 146 per cent (139 at year-end), excluding repos and reclassified bond portfolios. The increase is a result of higher lending. On 31 March, the matched funding of net cash inflows and outflows was over 18 months. Total funding raised in the quarter amounted to SEK 36bn. In addition, SEB raised EUR 1.25bn in a 10-year covered bond directly after quarter-end.

In order to increase transparency regarding liquidity management, a common definition of liquidity reserves has been agreed within the Swedish Bankers' Association. In SEB, this reserve at the end of the first quarter amounted to SEK 229bn. SEB's total liquid resources which include net trading assets and unutilised collateral in the cover pool amounted to SEK 422bn. See also the Fact Book.

Capital position

SEB has maintained stable and strong capital ratios. As of 31 March 2011, the Basel II core Tier 1 capital ratio was 13.0 per cent (12.2 at year-end 2010), the Tier 1 capital ratio was 15.1 per cent (14.2) and the total capital ratio was 14.6 per cent (13.8). The Group's risk-weighted assets (RWA) amounted to SEK 678bn (716 at year-end 2010). The sale of the German retail operations resulted in a decrease of RWA in the amount of SEK 37bn.

Adjusting for the supervisory transitional rules during the first Basel II years, SEB reports RWA of SEK 777bn (800), a Tier 1 capital ratio of 13.2 per cent (12.8) and a total capital ratio of 12.7 per cent (12.4).

Rating

SEB's long-term senior unsecured rating is 'A1', 'A' and 'A+' by Moody's, Standard & Poor's and Fitch respectively. All ratings have a stable outlook. SEB targets a long-term AA rating.

Annual General Meeting

At the Annual General Meeting on 24 March, Johan H. Andresen, Jr. was elected as new member of the Board, succeeding Christine Novakovic.

The AGM approved the Board of Director's proposal concerning the acquisition and sale of SEB's own shares, for securities business, for long-term equity based incentive programmes and for capital management purposes. In total, utilisation of these mandates is limited to the maximum 10 per cent of all shares outstanding that is allowed under Swedish company law. The authorisations will be valid until the AGM in 2012.

A dividend of SEK 1.50 (1.00) per share was resolved.

Risks and uncertainties

The macro-economic environment is the major driver of risk to the Group's earnings and financial stability. In particular, it affects the asset quality and thereby the credit risk of the Group. The medium-term outlook for the global economy remains divided – whereas Nordic economies have proven to be robust, austerity measures in many countries accentuate sovereign risk and create subdued economic growth, which could impact SEB's main markets. Thus, negative effects on economic recovery cannot be ruled out. Also, sovereign risk may impact valuations.

There are also financial risks, mainly in the form of price risks. Credit and market risks as well as other risks and the management of all the risks of the Group and the Parent Company are described in SEB's annual report.

Stockholm, 3 May 2011

Annika Falkengren President and Chief Executive Officer

The President declares that the Interim Account for January-March 2011 provides a fair overview of the Parent Company's and Group's operations, their financial position and results and describes material risks and uncertainties facing the Parent Company and other companies in the Group.

Press conference and webcasts

The press conference at 9.30 (CEST) on 3 May 2011 at Kungsträdgårdsgatan 8 with CEO Annika Falkengren can be followed live in Swedish on www.sebgroup.com/ir and translated into English on the website. It will also be available afterwards.

Access to telephone conference

The telephone conference at 15.00 (CEST) on 3 May 2011 with CEO Annika Falkengren and CFO Jan Erik Back can be accessed by telephone, +44(0)20 7162 0025. Please quote conference id: 893526, not later than 10 minutes in advance. A replay of the conference call will be available on www.sebgroup.com/ir

Financial information during 2011

14 July Interim Report January-June 2011
27 October Interim Report January-September 2011

Further information is available from Jan Erik Back, Chief Financial Officer, Tel: +46 8 22 19 00 Ulf Grunnesjö, Head of Investor Relations Tel. +46 8 763 85 01, +46 70 763 85 01 Malin Schenkenberg, Financial Information Officer Tel. +46 8 763 9531, +46 70 763 9531 Viveka Hirdman-Ryrberg, Head of Corporate Communications Tel. +46 8 763 8577, +46 70 550 35 00

Skandinaviska Enskilda Banken AB (publ) SE-106 40 Stockholm, Sweden Telephone: +46 771 62 10 00 www.sebgroup.com Corporate organisation number: 502032-9081

SEB's Fact Book is available on www.sebgroup.com/ir

Accounting policies

This Interim Report is presented in accordance with IAS 34 Interim Financial Reporting.

The Group's consolidated accounts have been prepared in accordance with the International Financial Reporting Standards (IFRS) and interpretations of these standards as adopted by the European Commission. The accounting follows the Annual Accounts Act for Credit Institutions and Securities Companies (1995:1559) and the regulation and general guidelines issued by the Swedish Financial Supervisory Authority: Annual reports in credit institutions and securities companies (FFFS 2008:25). In addition, the Supplementary accounting rules for groups (RFR 1) from the Swedish Financial Reporting Board have been applied. The Parent company has prepared its accounts in accordance with Swedish statutory IFRS and has applied the Supplementary

accounting rules for legal entities (RFR 2) from the Swedish Financial Reporting Board.

As from 2011, the following changes have been introduced in the accounting standards: IAS 24 (revised 2010) Related Party Disclosures, IAS 32 (amendment) Financial Instruments: Classification, IFRS 7 (amendment) Financial instruments: Disclosures, IFRIC 14 (amendment) Prepayments of a Minimum Funding Requirement, and IFRIC 19 Extinguishing Financial Liabilities with Equity Instruments. The changes have not had a material effect on the consolidated financial statements for 2011.

In all other respects, the Group's and the Parent company's accounting policies, basis for calculations and presentations are, in all material aspects, unchanged in comparison with the 2010 Annual Report.

Review report

We have reviewed this report for the period 1 January 2011 to 31 March 2011 for Skandinaviska Enskilda Banken AB (publ). The board of directors and the CEO are responsible for the preparation and presentation of this interim report in accordance with IAS 34 and the Swedish Annual Act for Credit institutions and Securities Companies. Our responsibility is to express a conclusion on this interim report based on our review.

We conducted our review in accordance with the Standard on Review Engagements SÖG 2410, Review of Interim Report Performed by the Independent Auditor of the Entity. A review consists of making inquiries, primarily of persons responsible for financial and accounting matters, and applying analytical and other review procedures. A review is substantially less in scope than an audit conducted in accordance with Standards on Auditing in Sweden, RS, and other generally accepted auditing standards in Sweden. The procedures performed in a review do not enable us to obtain assurance that we would become aware of all significant matters that might be identified in an audit. Accordingly, we do not express an audit opinion.

Based on our review, nothing has come to our attention that causes us to believe that the interim report is not prepared, in all material respects, in accordance with IAS 34 and the Swedish Annual Act for Credit institutions and Securities Companies regarding the Group, and with the Swedish Annual Act for Credit institutions and Securities Companies, regarding the Parent Company.

Stockholm, 3 May 2011

PricewaterhouseCoopers AB

Peter Clemedtson Authorised Public Accountant

The SEB Group

Income statement – SEB Group

Q1 Q4 Jan - Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net interest income 4 261 4 526 -6 4 261 3 542 20 16 010
Net fee and commission income 3 503 3 906 -10 3 503 3 194 10 14 160
Net financial income 1 235 512 141 1 235 950 30 3 166
Net life insurance income 782 780 0 782 879 -11 3 255
Net other income - 109 314 - 109 170 288
Total operating income 9 672 10 038 -4 9 672 8 735 11 36 879
Staff costs -3 610 -3 558 1 -3 610 -3 438 5 -14 004
Other expenses -1 798 -1 965 -8 -1 798 -1 784 1 -7 303
Depreciation, amortisation and impairment of
tangible and intangible assets - 433 - 650 -33 - 433 - 409 6 -1 880
Restructuring costs - 9 -100 - 764
Total operating expenses -5 841 -6 182 -6 -5 841 -5 631 4 -23 951
Profit before credit losses 3 831 3 856 3 831 3 104 23 12 928
Gains less losses on disposals of tangible and
intangible assets 6 21 -71 6 - 4 14
Net credit losses 537 419 28 537 -1 813 -1 837
Operating profit 4 374 4 296 2 4 374 1 287 11 105
Income tax expense - 865 - 704 23 - 865 - 452 91 -2 521
Net profit from continuing operations 3 509 3 592 2
-
3 509 835 8 584
Discontinued operations - 893 - 83 - 893 - 146 -1 786
Net profit 2 616 3 509 - 25 2 616 689 6 798
Attributable to minority interests 14 6 133 14 15 -7 53
Attributable to equity holders 2 602 3 503 -26 2 602 674 6 745
Continuing operations
Basic earnings per share, SEK 1.59 1.64 1.59 0.37 3.88
Diluted earnings per share, SEK 1.58 1.62 1.58 0.37 3.87
Total operations
Basic earnings per share, SEK 1.19 1.60 1.19 0.31 3.07
Diluted earnings per share, SEK 1.18 1.58 1.18 0.31 3.06

Statement of comprehensive income

Q1 Q4 Jan - Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net profit 2 616 3 509 -25 2 616 689 6 798
Available-for-sale financial assets 11 - 377 11 281 -96 - 629
Cash flow hedges - 478 - 731 -35 - 478 - 257 86 -1 215
Translation of foreign operations - 262 215 - 262 - 267 -2 - 733
Deferred taxes on translation effects - 73 - 186 -61 - 73 - 661 -89 -1 574
Other - 210 - 61 - 210 26 100
Other comprehensive income (net of tax) - 1 012 - 1 140 - 11 - 1 012 - 878 15 -4 051
Total comprehensive income 1 604 2 369 - 32 1 604 - 189 2 747
Attributable to minority interests 8 - 3 8 14
Attributable to equity holders 1 596 2 372 -33 1 596 - 189 2 733

Key figures – SEB Group

Q1 Q4 Jan - Mar Full year
2011 2010 2011 2010 2010
Continuing operations
Return on equity, continuing operations, % 14.06 14.62 14.06 3.30 8.65
Basic earnings per share, continuing operations, SEK 1.59 1.64 1.59 0.37 3.88
Diluted earnings per share, continuing operations, SEK 1.58 1.62 1.58 0.37 3.87
Cost/income ratio, continuing operations 0.60 0.62 0.60 0.64 0.65
Number of full time equivalents, continuing operations* 17,426 17,347 17,264 17,021 17,104
Total operations
Return on equity, % 10.47 14.28 10.47 2.71 6.84
Return on total assets, % 0.49 0.63 0.49 0.12 0.30
Return on risk-weighted assets, % 1.34 1.73 1.34 0.34 0.83
Basic earnings per share, SEK 1.19 1.60 1.19 0.31 3.07
Weighted average number of shares, millions** 2,194 2,194 2,194 2,194 2,194
Diluted earnings per share, SEK 1.18 1.58 1.18 0.31 3.06
Weighted average number of diluted shares, millions*** 2,206 2,212 2,206 2,199 2,202
Net worth per share, SEK 49.79 50.34 49.79 50.07 50.34
Average equity, SEK, billion 99.7 98.4 99.7 99.3 98.9
Credit loss level, % -0.17 -0.07 -0.17 0.50 0.14
Total reserve ratio individually assessed impaired loans, % 69.0 69.2 69.0 77.0 69.2
Net level of impaired loans, % 0.54 0.62 0.54 0.64 0.62
Gross level of impaired loans, % 1.12 1.26 1.12 1.31 1.26
Basel II (Legal reporting with transitional floor) :****
Risk-weighted assets, SEK billion 777 800 777 812 800
Core Tier 1 capital ratio, % 11.35 10.93 11.35 10.43 10.93
Tier 1 capital ratio, % 13.18 12.75 13.18 12.37 12.75
Total capital ratio, % 12.72 12.40 12.72 13.10 12.40
Basel II (without transitional floor):
Risk-weighted assets, SEK billion 678 716 678 723 716
Core Tier 1 capital ratio, % 13.00 12.20 13.00 11.71 12.20
Tier 1 capital ratio, % 15.09 14.24 15.09 13.88 14.24
Total capital ratio, % 14.57 13.85 14.57 14.70 13.85
Number of full time equivalents* 17,512 19,220 17,354 19,134 19,125
Assets under custody, SEK billion 4,948 5,072 4,948 5,127 5,072
Assets under management, SEK billion 1,372 1,399 1,372 1,382 1,399
Discontinued operations
Basic earnings per share, discontinued operations, SEK -0.40 -0.04 -0.40 -0.06 -0.81
Diluted earnings per share, discontinued operations, SEK -0.40 -0.04 -0.40 -0.06 -0.81

* Quarterly numbers are for last month of quarter. Accumulated numbers are average for the period.

** The number of issued shares was 2,194,171,802. SEB owned 267,360 Class A shares for the employee stock option programme at year end 2010. During 2011 SEB has repurchased 300,000 shares and 265,087 have been sold as employee stock options have been exercised. Thus, as at 31 March 2011 SEB owned 302,273 Class A-shares with a market value of SEK 17m.

*** Calculated dilution based on the estimated economic value of the long-term incentive programmes.

**** 80 per cent of RWA in Basel I

Income statement on quarterly basis - SEB Group

Q1 Q4 Q3 Q2 Q1
SEK m 2011 2010 2010 2010 2010
Net interest income 4 261 4 526 4 180 3 762 3 542
Net fee and commission income 3 503 3 906 3 387 3 673 3 194
Net financial income 1 235 512 727 977 950
Net life insurance income 782 780 818 778 879
Net other income - 109 314 - 230 34 170
Total operating income 9 672 10 038 8 882 9 224 8 735
Staff costs -3 610 -3 558 -3 392 -3 616 -3 438
Other expenses -1 798 -1 965 -1 679 -1 875 -1 784
Depreciation, amortisation and impairment of tangible and
intangible assets - 433 - 650 - 405 - 416 - 409
Restructuring costs - 9 - 755
Total operating expenses -5 841 -6 182 -6 231 -5 907 -5 631
Profit before credit losses 3 831 3 856 2 651 3 317 3 104
Gains less losses on disposals of tangible and intangible
assets 6 21 - 3 - 4
Net credit losses 537 419 196 - 639 -1 813
Operating profit 4 374 4 296 2 847 2 675 1 287
Income tax expense - 865 - 704 - 765 - 600 - 452
Net profit from continuing operations 3 509 3 592 2 082 2 075 835
Discontinued operations - 893 - 83 -1 486 - 71 - 146
Net profit 2 616 3 509 596 2 004 689
Attributable to minority interests 14 6 15 17 15
Attributable to equity holders 2 602 3 503 581 1 987 674
Continuing operations
Basic earnings per share, SEK 1.59 1.64 0.94 0.94 0.37
Diluted earnings per share, SEK 1.58 1.62 0.94 0.94 0.37
Total operations
Basic earnings per share, SEK 1.19 1.60 0.26 0.91 0.31
Diluted earnings per share, SEK 1.18 1.58 0.26 0.90 0.31

Income statement, by Division – SEB Group

Merchant Retail Wealth Other incl
Jan-Mar 2011, SEK m Banking Banking Management Life* Baltic eliminations SEB Group
Net interest income 1 732 1 349 143 - 8 456 589 4 261
Net fee and commission income 1 259 788 994 209 253 3 503
Net financial income 1 085 64 15 80 - 9 1 235
Net life insurance income 1 138 - 356 782
Net other income 35 14 2 - 5 - 155 - 109
Total operating income 4 111 2 215 1 154 1 130 740 322 9 672
Staff costs -1 062 - 673 - 368 - 292 - 146 -1 069 -3 610
Other expenses -1 207 - 882 - 368 - 135 - 250 1 044 -1 798
Depreciation, amortisation and impairment of
tangible and intangible assets - 51 - 19 - 12 - 192 - 32 - 127 - 433
Total operating expenses -2 320 -1 574 - 748 - 619 - 428 - 152 -5 841
Profit before credit losses 1 791 641 406 511 312 170 3 831
Gains less losses on disposals of tangible and
intangible assets 3 1 2 6
Net credit losses - 48 - 98 - 1 572 112 537
Operating profit 1 746 544 405 511 886 282 4 374

* Business result in Life amounted to SEK 538m (777), of which change in surplus values was net SEK 27m (195).

Merchant Banking

Merchant Banking has two large business areas - Trading and Capital Markets and Global Transaction Services. The other business units, e.g. the CRM function, Commercial Real Estate, Corporate Finance and Structured Finance, are consolidated in Corporate Banking.

Income statement

Q1 Q4 Jan- Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net interest income 1 732 1 966 - 12 1 732 1 782 - 3 7 328
Net fee and commission income 1 259 1 503 - 16 1 259 1 079 17 5 275
Net financial income 1 085 607 79 1 085 832 30 3 366
Net other income 35 155 - 77 35 84 322
Total operating income 4 111 4 231 - 3 4 111 3 777 9 16 291
Staff costs -1 062 -1 084 - 2 -1 062 - 956 11 -3 959
Other expenses -1 207 -1 230 - 2 -1 207 -1 150 5 -4 649
Depreciation, amortisation and impairment of
tangible and intangible assets - 51 - 63 - 19 - 51 - 28 82 - 170
Total operating expenses -2 320 -2 377 - 2 -2 320 -2 134 9 -8 778
Profit before credit losses 1 791 1 854 - 3 1 791 1 643 9 7 513
Gains less losses on disposals of tangible and
intangible assets 3 23 - 87 3 - 3 - 200 20
Net credit losses - 48 - 99 - 52 - 48 - 104 - 54 - 203
Operating profit 1 746 1 778 -2 1 746 1 536 14 7 330
Cost/Income ratio 0,56 0,56 0,56 0,56 0,54
Business equity, SEK bn 25,6 25,7 25,6 25,8 25,8
Return on business equity, % 19,7 19,9 19,7 17,1 20,5
Number of full time equivalents 2 481 2 394 2 484 2 316 2 343
  • Growth initiatives on track
  • Continued franchise growth and normal seasonality in the quarter
  • Strong asset quality

Comments to the first quarter

Improved market sentiment, interest rate hikes and higher customer activity characterised the first quarter of 2011 in the Nordic region. In combination with increased tension and a higher degree of uncertainty in the Middle East, North Africa and Japan this led to higher volatility, especially in the capital markets. Customer surveys, for instance by TNS Sifo Prospera, confirmed SEB's enhanced position as the leading corporate bank.

Operating income for the first quarter increased 9 per cent compared with 2010. It was a strong start of the year for all business areas, but particularly in Trading and Capital Markets. Operating expenses for the first quarter were up 9 per cent compared with 2010, largely related to the investments outside Sweden. Operating profit amounted to SEK 1,746m, a 14 per cent increase year-on-year. Asset quality remained strong.

Corporate Banking started the year with a solid first quarter even though both M&A and Equity Capital Market activities were lower than previous quarters. The demand for corporate borrowing continued to increase. Global Transaction Services performed well in all segments with increasing customer activities and volumes. At the end of the quarter, assets under custody were SEK 4,948bn (5,072 at year-end 2010).

Trading and Capital Markets performed stronger across all asset classes. Capital Markets continued to improve revenues driven by high activity in all areas. TNS Sifo Prospera awarded SEB as the best lead arranger for bond issuance on behalf of Swedish issuers. Foreign exchange delivered stable income driven by higher customer activity in turn fuelled by the higher volatility in the FX market. Improved sentiment also fuelled stock market volumes and SEB Enskilda Equities confirmed the strong franchise with the largest market share on the Nordic and Baltic exchanges.

The first phase of the growth initiatives was completed and the strong platforms have been upgraded to cater for a growing customer base.

Retail Banking

The Retail Banking division consists of two business areas - Sweden and Card.

Income statement

Q1 Q4 Jan- Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net interest income 1 349 1 332 1 1 349 1 201 12 5 008
Net fee and commission income 788 848 - 7 788 789 0 3 240
Net financial income 64 74 - 14 64 65 - 2 273
Net other income 14 14 0 14 9 56 48
Total operating income 2 215 2 268 - 2 2 215 2 064 7 8 569
Staff costs - 673 - 647 4 - 673 - 658 2 -2 650
Other expenses - 882 - 928 - 5 - 882 - 778 13 -3 381
Depreciation, amortisation and impairment of
tangible and intangible assets - 19 - 21 - 10 - 19 - 21 - 10 - 84
Total operating expenses -1 574 -1 596 - 1 -1 574 -1 457 8 -6 115
Profit before credit losses 641 672 - 5 641 607 6 2 454
Gains less losses on disposals of tangible and
intangible assets 1 1 - 1
Net credit losses - 98 - 144 - 32 - 98 - 196 - 50 - 543
Operating profit 544 528 3 544 411 32 1 910
Cost/Income ratio 0,71 0,70 0,71 0,71 0,71
Business equity, SEK bn 9,9 9,8 9,9 9,5 9,7
Return on business equity, % 16,2 16,0 16,2 12,8 14,5
Number of full time equivalents 3 498 3 441 3 487 3 310 3 404
  • Volumes drive increase in net interest income
  • Increased corporate lending and market share
  • Strong asset quality

Comments to the first quarter

The Nordic macro economic situation of increased market interest rates and stabilised household financials, support the Retail banking operations. Business activity continued at a high level with a significant number of customer meetings to enhance customer experience and long-term customer relations.

Operating profit for the first quarter 2011 increased to SEK 544m (411). This was primarily due to an increase in net interest income to SEK 1,349bn (1,201).

Operating expenses grew by 8 per cent compared with the first quarter in 2010, primarily as a result of investments in mobile- and internet banking services to secure a sustainable growth based on quality customer service. Availability and core banking systems are key investment areas.

Net credit losses decreased to SEK 98m (196). Retail Sweden's operating profit for the first quarter of 2011 reached SEK 336m (201). Private mortgage volumes were on par with market growth and reached SEK 270bn (258). Mortgage growth was subdued in Stockholm, and a stabilising trend is evident across Sweden. Customers are to a higher

extent selecting fixed interest on new mortgages. A solid inflow of deposits resulted in a total volume of SEK 175bn (154 at the end of March 2010), net of cyclical outflows due to tax payments. Deposit margins increased compared with both the first and fourth quarter of 2010.

SEB's advancement within the SME segment continued. The corporate portfolio rose by 6 per cent in the quarter to SEK 97bn and margins increased slightly.

The Card business' operating profit amounted to SEK 208m (210). The result is negatively affected by higher short-term interest rates, FX effects and a strategic decision to discontinue a lending portfolio in Norway. The underlying business is characterised by stable costs, high level of business activity and undertakings aiming to improve efficiency. Moreover, lower lending losses have a substantial impact on the result.

As announced on 28 March, SEB acquired DnB NOR's retail customer mortgage loan portfolio in Sweden. The agreement covers around 5,000 customers and a mortgage lending volume of approximately SEK 7bn.

Wealth Management

The Wealth Management division has two business areas – Private Banking and Institutional Clients.

Income statement

Q1 Q4 Jan- Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net interest income 143 136 5 143 111 29 485
Net fee and commission income 994 1 115 - 11 994 868 15 3 752
Net financial income 15 30 - 50 15 18 - 17 89
Net other income 2 4 - 50 2 5
8
Total operating income 1 154 1 285 - 10 1 154 997 16 4 384
Staff costs - 368 - 344 7 - 368 - 309 19 -1 298
Other expenses - 368 - 422 - 13 - 368 - 350 5 -1 528
Depreciation, amortisation and impairment of
tangible and intangible assets - 12 - 23 - 48 - 12 - 20 - 40 - 84
Total operating expenses - 748 - 789 - 5 - 748 - 679 10 -2 910
Profit before credit losses 406 496 - 18 406 318 28 1 474
Gains less losses on disposals of tangible and
intangible assets
Net credit losses - 1 7 - 114 - 1 - 1 0 3
Operating profit 405 503 - 19 405 317 28 1 477
Cost/Income ratio 0,65 0,61 0,65 0,68 0,66
Business equity, SEK bn 5,0 5,3 5,0 5,2 5,3
Return on business equity, % 23,1 27,4 23,1 17,7 20,2
Number of full time equivalents 1 007 1 005 1 006 956 963
  • Increased performance and transaction fees
  • High net sales with close to 400 new customers within Private Banking
  • New sales through Merchant Banking collaboration

Comments to the first quarter

Operating income increased by 16 per cent compared with the same period last year. Performance and transaction fees increased to SEK 155m (107). Net interest income increased by 29 per cent compared with last year and base commissions have strengthened due to SEB's asset mix and net sales. Operating expenses increased 10 per cent compared with last year. This was partially the result of an increased number of employees, mainly within Private Banking, who were hired to meet customer demand.

Private Banking continued its successful expansion from its number one position and started the year with strong net sales amounting to SEK 10bn (6). Various group-wide initiatives were launched to enhance SEB's offering to wealthy individuals and entrepreneurs. As an example Direct Market Access (DMA) is now available to the most active trading

customers within Private Banking. SEB's Family Office offers an individualised investment process.

In Euromoney's yearly rating, SEB retains its first position for the third year in a row as the leading private bank in Sweden and takes pole position in Finland.

An increased collaboration with the institutional business within Merchant Banking has led to new business within Institutional Clients. One example is the new hedge fund-offunds with Private Equity upside.

Based on the demand and interest from customers, SEB's own Exchange Traded Funds (ETF) were successfully launched under the trademark SpotR.

Assets under management decreased by 1 per cent, to SEK 1,303bn, compared with the end of 2010, due to falling asset values.

Life

Life consists of three business areas - SEB Trygg Liv (Sweden), SEB Pension (Denmark) and SEB Life & Pension International.

Income statement

Q1 Q4 Jan- Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net interest income - 8 - 5 60 - 8 - 2 - 11
Net life insurance income 1 138 1 106 3 1 138 1 186 - 4 4 550
Total operating income 1 130 1 101 3 1 130 1 184 - 5 4 539
Staff costs - 292 - 278 5 - 292 - 282 4 -1 123
Other expenses - 135 - 141 - 4 - 135 - 147 - 8 - 589
Depreciation, amortisation and impairment of
tangible and intangible assets - 192 - 176 9 - 192 - 173 11 - 690
Total operating expenses - 619 - 595 4 - 619 - 602 3 -2 402
Operating profit 511 506 1 511 582 - 12 2 137
Change in surplus values, net 27 294 - 91 27 195 - 86 1 045
Business result 538 800 - 33 538 777 - 31 3 182
Cost/Income ratio 0,55 0,54 0,55 0,51 0,53
Business equity, SEK bn 6,4 6,0 6,4 6,0 6,0
Return on business equity, %
based on operating profit 28,1 29,7 28,1 34,1 31,3
based on business result 29,6 46,9 29,6 45,6 46,7
Number of full time equivalents 1 237 1 226 1 235 1 175 1 190

The surplus value in the traditional business in Denmark has been included in the surplus value reporting from Q1 2011 and historical figures are restated.

Higher unit-linked income but lower income from traditional portfolios

  • Continued high premium inflows
  • Customer satisfaction improved in several areas

Comments on the first quarter

The work to further strengthen long-term customer relationships continues. Customer surveys confirm that customer satisfaction has improved in several areas. This is due to initiatives such as better availability at customer service centres combined with improved advisory service and enhanced product offerings.

The portfolio bond offering will be enhanced through the previously announced acquisition of Irish Life International. This company has assets under management of some SEK 18bn and premium income of SEK 3bn. The acquisition will strengthen the distribution capacity across Europe and especially in the Private Banking segment.

The continued high premium inflow confirmed that the initiatives were well received by customers. Total premium income amounted to SEK 8.5bn which is at the same level as the strong first quarter 2010 and 10 per cent above the fourth quarter last year.

Operating profit decreased by 12 per cent or SEK 71m compared with last year. The decrease was mainly due to lower return in investment portfolios for own account and reduced income from the traditional life portfolios in Denmark and the Baltics. The Swedish result improved supported by strong income in the unit-linked area. The total unit-linked fund value was unchanged from year-end 2010, at SEK 180bn, and grew compared with the SEK 165bn volume managed a year ago.

Operating expenses increased by 3 per cent, partly due to higher amortisation of deferred acquisition costs. Also, expenses rose due to the hiring of more sales personnel within SEB Trygg Liv to further improve distribution capacity.

Unit-linked insurance remains the major product group, representing 88 per cent (86) of total sales. The share of corporate paid policies decreased to 58 per cent (60). Continued focus on unit-linked insurance has led to moderate risk exposure and a high return on business equity.

Total assets under management (net assets) amounted to SEK 425bn, which was an increase of 4 per cent from a year ago but virtually unchanged from the SEK 424bn at year-end 2010.

Baltic

The Baltic division encompasses the Retail, Trading & Capital Markets and Global Transaction Services operations in Estonia, Latvia and Lithuania. In the Fact Book the full Baltic geographical segmentation is also reported, including the operations in Corporate Finance, Structured Finance, Wealth Management and Life.

Income statement
Q1 Q4 Jan- Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net interest income 456 492 - 7 456 506 - 10 1 923
Net fee and commission income 209 235 - 11 209 228 - 8 964
Net financial income 80 60 33 80 131 - 39 401
Net other income - 5 11 - 145 - 5 4 52
Total operating income 740 798 - 7 740 869 - 15 3 340
Staff costs - 146 - 163 - 10 - 146 - 206 - 29 - 728
Other expenses - 250 - 290 - 14 - 250 - 306 - 18 -1 177
Depreciation, amortisation and impairment of
tangible and intangible assets - 32 - 235 - 86 - 32 - 21 52 - 296
Total operating expenses - 428 - 688 - 38 - 428 - 533 - 20 -2 201
Profit before credit losses 312 110 184 312 336 - 7 1 139
Gains less losses on disposals of tangible and
intangible assets 2 - 4 - 150 2 -
5
Net credit losses 572 736 - 22 572 -1 431 - 140 - 873
Operating profit 886 842 5 886 -1 095 - 181 261
Cost/Income ratio 0,58 0,86 0,58 0,61 0,66
Business equity, SEK bn 8,3 11,8 8,3 11,8 11,8
Return on business equity, % 37,3 25,7 37,3 negative 2,2
Number of full time equivalents 3 200 3 203 3 193 3 233 3 208
  • Improved asset quality supported further reversals of credit reserves
  • Continued focus on cost control
  • Corporate business picking up

Comments on the first quarter

The economic recovery in the Baltic region that began in 2010 gathered pace during the first quarter. Unemployment levels are now decreasing in all three Baltic countries and the internal devaluation processes are coming to an end. As presented in SEB's Eastern European Outlook in March, the GDP growth rate forecast for 2011 is 5 per cent for Estonia and 4 per cent for Lithuania and Latvia.

As of 1 January 2011, Estonia changed its currency from the Estonian kroon to the Euro. In Latvia, SEB was selected to grant state guaranteed student loans during 2011. JSC Latvenergo awarded SEB Latvia its "Powered by Green" hallmark in recognition of SEB's use of power from sustainable resources. Euromoney nominated SEB as the Best Private Bank in Lithuania.

Across the three Baltic countries, SEB launched its first pan-Baltic mortgage campaign to secure SEB's strong position in the Baltic mortgage market. Corporate business in the Baltics is picking up.

Operating income for the first quarter decreased to SEK 740m (869). Excluding the strengthened Swedish krona income fell by 4 per cent. Deposit margins remained low due to the ongoing low interest rate environment. As at 31 March 2011, pan-Baltic deposit volumes were slightly higher on a year-on-year basis, although gross lending volumes were lower. Loan volumes have shown some signs of stabilisation during recent months, with reasonable loan margins seen on new lending.

Operating expenses for the quarter was SEK 428m (533), partly reflecting the proactively lowered underlying cost base in the Baltic countries. Operating profit was SEK 886m (-1,095). The improvement was due to significantly lower provisions for credit losses, with a net release of provisions totalling SEK 572m for the quarter. Non-performing loans declined during the quarter in all three countries. The total reserve ratio was reduced to 64 per cent.

At the end of March, SEB's real estate holding companies in the three Baltic countries had acquired assets with a total volume of SEK 534m.

Result by geography – January-March 2011

As the Relationship bank, SEB offers universal financial advice and a wide range of financial services in Sweden and the Baltic countries. In Denmark, Finland, Norway and Germany, the bank's operations have a strong focus on corporate and investment banking based on a full-service offering to corporate and institutional clients.

  • Nordic business generated 74 per cent of operating income in the first quarter of 2011
  • Improved operating profit in local currency in all of SEB's major markets
  • Continued asset quality improvement, especially in the Baltic countries

Comments to the first quarter

In Sweden, which accounts for 57 per cent of SEB's operating Jan – Mar 2011 income, operating profit was 20 per cent higher than the corresponding quarter last year. Corporate and institutional activities were higher and SEB continued to advance in the SME segment. Customers shifted to higher risk investments in equity leading to higher performance fees. The results from both Retail and Wealth increased.

In Denmark Capital Markets activities and Corporate banking continued to show strong results. The Life operations almost matched the peak in 2010 in terms of total gross premium, but the operating profit was negatively affected by lower return on investment portfolios for own account. Wealth Management continued to deepen the private banking and institutional customer franchise, whereas Kort recorded lower credit losses.

In Finland the Trading and Capital Markets and Corporate Banking units were successful. Wealth Management continued to report a strong result with an increase in operating income of 40 per cent compared with last year. Assets under management increased 6 per cent year-on-year and the base commissions have increased as well. Income from the sale of structured products also contributed to a good result.

In Norway corporate activity increased during the period. SEB participated in, or arranged, a large number of the major transactions. Trading activity stabilised on a higher level than

* Excluding centralised Treasury operations

last year, but now with even tougher competition. Card volumes and assets under management increased.

In Estonia, Latvia and Lithuania, the improved economic situation continues to stepwise contribute to improved operating profit (see the Baltic division information, page 15).

In Germany the start of 2011 was strong for all business areas with an increase of 25 per cent in operating income in local currency compared with the same quarter of 2010. The Merchant Banking growth strategy and increased client focus led to a number of new clients, higher product penetration and improved visibility in the German market and improved operating income. For Wealth Management, the stronger performance from the real estate funds contributed positively.

Distribution by country Jan - Mar Operating profit
Total operating income
Total operating expenses
Operating profit in local currency
SEK m 2011 2010 % 2011 2010 % 2011 2010 % 2011 2010 %
Sweden 5 399 4 766 13 -3 899 -3 427 14 1 377 1 147 20
Norway 701 726 -3 - 266 - 335 -21 400 340 18 353 277 28
Denmark 708 724 -2 - 384 - 380 1 309 318 -3 260 238 9
Finland 338 254 33 - 160 - 101 58 178 150 19 20 15 33
Germany* 742 669 11 - 471 - 475 -1 295 153 93 33 15 116
Estonia 272 315 -14 - 145 - 197 -26 146 - 33 17 -3
Latvia 241 297 -19 - 103 - 141 -27 320 - 418 25 -30
Lithuania 335 322 4 - 204 - 211 -3 503 - 595 196 -206
Other countries and eliminations 936 662 41 - 209 - 364 -43 846 225
Total 9 672 8 735 11 -5 841 -5 631 4 4 374 1 287

*Excluding centralised Treasury operations

The SEB Group

Net interest income – SEB Group

Q1 Q4 Jan - Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Interest income 12 937 11 653 11 12 937 11 307 14 46 041
Interest expense -8 676 -7 127 22 -8 676 -7 765 12 -30 031
Net interest income 4 261 4 526 - 6 4 261 3 542 20 16 010

Net fee and commission income – SEB Group

Q1 Q4 Jan - Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Issue of securities 62 168 - 63 62 45 38 357
Secondary market 440 546 - 19 440 426 3 1 765
Custody and mutual funds 1 903 1 920 - 1 1 903 1 667 14 7 067
Securities commissions 2 405 2 634 - 9 2 405 2 138 12 9 189
Payments 392 372 5 392 394 - 1 1 561
Card fees 947 944 0 947 989 - 4 3 992
Payment commissions 1 339 1 316 2 1 339 1 383 - 3 5 553
Advisory 66 137 - 52 66 64 3 482
Lending 446 462 - 3 446 336 33 1 686
Deposits 26 26 26 26 103
Guarantees 95 105 - 10 95 112 - 15 428
Derivatives 151 117 29 151 134 13 518
Other 124 178 - 30 124 148 - 16 712
Other commissions 908 1 025 - 11 908 820 11 3 929
Fee and commission income 4 652 4 975 - 6 4 652 4 341 7 18 671
Securities commissions - 352 - 341 3 - 352 - 290 21 -1 216
Payment commissions - 542 - 450 20 - 542 - 587 - 8 -2 245
Other commissions - 255 - 278 - 8 - 255 - 270 - 6 -1 050
Fee and commission expense -1 149 -1 069 7 -1 149 -1 147 0 -4 511
Securities commissions, net 2 053 2 293 - 10 2 053 1 848 11 7 973
Payment commissions, net 797 866 - 8 797 796 0 3 308
Other commissions, net 653 747 - 13 653 550 19 2 879
Net fee and commission income 3 503 3 906 - 10 3 503 3 194 10 14 160

Net financial income – SEB Group

Q1 Q4 Jan - Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Equity instruments and related derivatives 146 - 31 146 138 6 629
Debt instruments and related derivatives 218 - 70 218 327 -33 479
Currency related 865 605 43 865 495 75 2 106
Other financial instruments 6 4 50 6 2 200 12
Impairments 4 -100 - 12 -100 - 60
Net financial income 1 235 512 141 1 235 950 30 3 166

Net credit losses – SEB Group

Q1 Q4 Jan - Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Provisions:
Net collective provisions for individually assessed
loans 385 782 -51 385 - 738 -152 665
Net collective provisions for portfolio assessed
loans - 35 - 13 169 - 35 - 398 -91 - 701
Specific provisions - 327 - 431 -24 - 327 - 715 -54 -2 405
Reversal of specific provisions no longer required 578 479 21 578 349 66 1 503
Net provisions for off-balance sheet items 14 16 14 - 36 -139 - 14
Net provisions 615 833 -26 615 -1 538 -140 - 952
Write-offs:
Total write-offs - 478 - 833 -43 - 478 - 574 -17 -2 310
Reversal of specific provisions utilized for write-offs 369 394 -6 369 263 40 1 315
Write-offs not previously provided for - 109 - 439 - 109 - 311 -65 - 995
Recovered from previous write-offs 31 25 24 31 36 -14 110
Net write-offs - 78 - 414 - 78 - 275 -72 - 885
Net credit losses 537 419 537 -1 813 -130 -1 837

Balance sheet – SEB Group

31 March 31 Dec 31 March
SEK m 2011 2010 2010
Cash and cash balances with central banks 15 914 46 488 19 634
Loans to credit institutions1) 199 060 204 188 272 242
Loans to the public 1 113 807 1 074 879 1 203 833
Financial assets at fair value * 644 421 617 746 623 302
Available-for-sale financial assets * 68 635 66 970 70 954
Held-to-maturity investments * 1 181 1 451 1 303
Assets held for sale 74 951 523
Investments in associates 1 079 1 022 1 018
Tangible and intangible assets 27 212 27 035 27 206
Other assets 47 112 65 091 65 275
Total assets 2 118 421 2 179 821 2 285 290
Deposits from credit institutions 201 503 212 624 393 379
Deposits and borrowing from the public 707 095 711 541 739 907
Liabilities to policyholders 263 075 263 970 255 289
Debt securities 549 849 530 483 469 312
Financial liabilities at fair value 195 347 200 690 209 524
Liabilities held for sale 48 339 141
Other liabilities 78 092 85 331 80 606
Provisions 1 612 1 748 1 724
Subordinated liabilities 23 992 25 552 35 886
Total equity 97 856 99 543 99 522
Total liabilities and equity 2 118 421 2 179 821 2 285 290
* Of which bonds and other interest bearing securities including derivatives. 423 328 416 849 463 267

1) Loans to credit institutions and liquidity placements with other direct participants in interbank fund transfer systems.

A more detailed balance sheet is included in the Fact Book.

Off-balance sheet items – SEB Group

31 March 31 Dec 31 March
SEK m 2011 2010 2010
Collateral pledged for own liabilities 231 534 231 334 361 745
Other pledged collateral 259 466 214 989 232 110
Contingent liabilities 80 880 82 048 82 254
Commitments 398 814 388 619 387 568

Statement of changes in equity – SEB Group

Available
for-sale Translation Total Share
Share Retained financial Cash flow of foreign holders' Minority
SEK m capital earnings assets hedges operations Other equity interests Total Equity
Jan-Mar 2011
Opening balance 21 942 80 571 -1 725 - 422 -1 145 56 99 277 266 99 543
Net profit 2 602 2 602 14 2 616
Other comprehensive income (net of tax) 11 - 478 -262 -277 -1 006 - 6 -1 012
Total comprehensive income 2 602 11 - 478 - 262 - 277 1 596 8 1 604
Dividend to shareholders -3 291 -3 291 -3 291
Closing balance 21 942 79 882 -1 714 - 900 -1 407 - 221 97 582 274 97 856
Jan-Dec 2010
Opening balance
21 942 76 699 -1 096 793 -412 1 491 99 417 252 99 669
Net profit 6 745 6 745 53 6 798
Other comprehensive income (net of tax) - 629 -1 215 -733 -1 435 -4 012 - 39 -4 051
Total comprehensive income 6 745 - 629 -1 215 - 733 -1 435 2 733 14 2 747
Dividend to shareholders -2 194 -2 194 -2 194
Swap hedging of employee stock option programme* - 713 -713 -713
Eliminations of repurchased shares for employee stock
option programme** 34 34 34
Closing balance 21 942 80 571 -1 725 - 422 -1 145 56 99 277 266 99 543
Jan-Mar 2010
Opening balance 21 942 76 699 -1 096 793 -412 1 491 99 417 252 99 669
Net profit 674 674 15 689
Other comprehensive income (net of tax) 281 - 257 -267 -620 - 863 - 15 - 878
Total recognised income 674 281 - 257 - 267 - 620 - 189 - 189
Swap hedging of employee stock option programme* 17 17 17
Eliminations of repurchased shares for employee stock
option programme** 25 25 25

* Includes changes in nominal amounts of equity swaps used for hedging of stock option programmes.

** SEB has repurchased 19.4 million Series A shares for the long-term incentive programmes as decided at the Annual General Meetings in 2002, 2003 and 2004. The acquisition cost for these shares is deducted from shareholders' equity. In 2005 1.0 million shares were transferred from the capital structure programme to the incentive programmes and in 2006 3.1 million shares were sold in accordance with a decision at the Annual General Meeting. As stock options have been exercised during 2005–2010 17.6 million shares have been sold and another 0.3 million shares have been sold in 2011. During 2010, SEB repurchased 0.6 million and during 2011 0.3 million Series A shares for the long-term incentive programmes as decided at the Annual General Meeting. The acquisition cost for these shares is deducted from shareholders' equity. Thus, as of 31 March 2011 SEB owned 0.3 million Class A-shares with a market value of SEK 17m.

Closing balance 21 942 77 415 - 815 536 - 679 871 99 270 252 99 522

Cash flow statement – SEB Group

Jan - Mar Full year
SEK m 2011 2010 % 2010
Cash flow from operating activities 38 920 70 156 - 45 - 3 472
Cash flow from investment activities 89 709 - 87 935
Cash flow from financing activities - 4 886 - 22 155 - 78 - 23 490
Net increase in cash and cash equivalents 34 123 48 710 - 26 027
Cash and cash equivalents at the beginning of year 63 646 89 673 - 29 89 673
Net increase in cash and cash equivalents 34 123 48 710 - 26 027
Cash and cash equivalents at the end of period1) 97 769 138 383 - 29 63 646

1) Cash and cash equivalents at the end of period is defined as Cash and cash balances with central banks and Loans to credit institutions - payable on demand.

Reclassified portfolios – SEB Group

Q1 Q4 Jan - Mar
SEK m 2011 2010 % 2011 2010 % Full year
2010
Reclassified, SEK m
Opening balance 78 681 95 003 -17 78 681 125 339 -37 125 339
Reclassified
Amortisations -2 138 -3 004 -29 -2 138 -1 668 28 -6 618
Securities sold -11 008 -11 164 -1 -11 008 -5 623 96 -25 325
Accrued coupon 40 - 79 -151 40 231 -83 - 44
Exchange rate differences -1 077 -2 075 -48 -1 077 -4 123 -74 -14 671
Closing balance* 64 498 78 681 - 18 64 498 114 156 -44 78 681
* Market value 63 544 77 138 -18 63 544 111 052 -43 77 138
Fair value impact - if not reclassified, SEK m
In Equity (AFS origin) 542 112 542 1 248 -57 2 901
In Income Statements (HFT origin) 47 46 2 47 352 -87 49
Total 589 158 589 1 600 -63 2 950
Effect in Income Statements, SEK m*
Net interest income 312 232 34 312 380 -18 1 578
Net financial income -1 000 -1 447 -31 -1 000 1 911 -152 -9 060
Other income - 159 - 180 -12 - 159 30 - 278
Total - 847 -1 395 -39 - 847 2 321 -136 -7 764

* The effect in the Income Statement is the profit or loss transactions from the reclassified portfolio reported gross. Net interest income is the interest income from the portfolio without taking into account the funding costs. Net financial income is the foreign currency effect related to the reclassified portfolio but does not include the off-setting foreign currency effects from financing activities. Other income is the realised gains or losses from sales in the portfolio.

Non-performing loans – SEB Group

31 March 31 Dec 31 March
SEK m 2011 2010 2010
Individually assessed impaired loans
Impaired loans, past due > 60 days
12 579 14 464 17 023
Impaired loans, performing or past due < 60 days 2 291 2 754 2 598
Total individually assessed impaired loans 14 870 17 218 19 621
Specific reserves - 7 801 - 8 883 - 10 222
for impaired loans, past due > 60 days - 6 943 - 7 741 - 9 025
for impaired loans, performing or past due < 60 days - 858 - 1 142 - 1 197
Collective reserves - 2 459 - 3 030 - 4 893
Impaired loans net 4 610 5 305 4 506
Specific reserve ratio for individually assessed impaired loans 52.5% 51.6% 52.1%
Total reserve ratio for individually assessed impaired loans 69.0% 69.2% 77.0%
Net level of impaired loans 0.54% 0.62% 0.64%
Gross level of impaired loans 1.12% 1.26% 1.31%
Portfolio assessed loans
Portfolio assessed loans past due > 60 days 6 696 6 534 7 148
Restructured loans 503 502 450
Collective reserves for portfolio assessed loans - 3 544 - 3 577 - 3 510
Reserve ratio for portfolio assessed loans 49.2% 50.8% 46.2%
Reserves
Specific reserves - 7 801 - 8 883 - 10 222
Collective reserves - 6 003 - 6 607 - 8 403
Reserves for off-balance sheet items - 400 - 476 - 516
Total reserves - 14 204 - 15 966 - 19 141
Non-performing loans
Non-performing loans* 22 069 24 254 27 219
NPL coverage ratio 64.4% 65.8% 70.3%
NPL % of lending 1.66% 1.77% 1.82%

* Impaired loans + portfolio assessed loans > 60 days + restructured portfolio assessed loans

Seized assets – SEB Group

31 March 31 Dec 31 March
SEK m 2011 2010 2010
Properties, vehicles and equipment 758 647 239
Shares 57 56 59
Total seized assets 815 703 298

Discontinued operations – SEB Group

Income statement

Q1 Q4 Jan - Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Total operating income - 878 599 - 878 720 2 648
Total operating expenses - 283 - 647 -56 - 283 - 819 -65 -4 204
Profit before credit losses -1 161 - 48 -1 161 - 99 -1 556
Net credit losses - 12 - 160 -93 - 12 - 113 -89 - 361
Operating profit -1 173 - 208 -1 173 - 212 -1 917
Income tax expense 280 125 124 280 66 131
Net profit from discontinued operations - 893 - 83 - 893 - 146 -1 786

Assets and liabilities held for sale

31 March 31 Dec 31 March
SEK m 2011 2010 2010
Loans to the public 73 866
Other assets 1 085 523
Total assets held for sale 74 951 523
Deposits from credit institutions 6 303
Deposits and borrowing from the public 40 777
Other liabilities 1 259 141
Total liabilities held for sale 48 339 141

Cash flow statement

Q1 Q4 Jan - Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Cash flow from operating activities 26 629 813 26 629 - 179 774
Cash flow from investment activities 204 - 113 204 - 1 - 115
Cash flow from financing activities - 27 604 - 757 - 27 604 189 - 726
Net increase in cash and cash equivalents
from discontinued operations - 771 - 57 - 771 9 - 67

Capital base of the SEB financial group of undertakings

31 Mar 31 Dec
SEK m 2011 2010
Total equity according to balance sheet (1) 97 856 99 543
Dividend (excl repurchased shares) -823 -3 291
Investments outside the financial group of undertakings (2) -41 -40
Other deductions outside the financial group of undertakings (3) -2 966 -2 688
= Total equity in the capital adequacy 94 026 93 524
Adjustment for hedge contracts (4) 2 233 1 755
Net provisioning amount for IRB-reported credit exposures (5) 0 0
Unrealised value changes on available-for-sale financial assets (6) 1 714 1 724
Exposures where RWA is not calculated (7) -1 034 -1 184
Goodwill (8) -4 110 -4 174
Other intangible assets -2 608 -2 564
Deferred tax assets -2 031 -1 694
= Core Tier 1 capital 88 190 87 387
Tier 1 capital contribution (non-innovative) 4 468 4 492
Tier 1 capital contribution (innovative) 9 704 10 101
= Tier 1 capital 102 362 101 980
Dated subordinated debt 4 896 4 922
Deduction for remaining maturity -360 -361
Perpetual subordinated debt 3 923 4 152
Net provisioning amount for IRB-reported credit exposures (5) 3 91
Unrealised gains on available-for-sale financial assets (6) 490 511
Exposures where RWA is not calculated (7) -1 034 -1 184
Investments outside the financial group of undertakings (2) -41 -40
= Tier 2 capital 7 877 8 091
Investments in insurance companies (9) -10 500 -10 500
Pension assets in excess of related liabilities (10) -933 -422
= Capital base 98 806 99 149

Total equity according to the balance sheet (1) includes the current year's profit, which has been reviewed by the auditors.

Deductions (2) for investments outside the financial may be included in Tier 2 capital. group of undertakings should be made with equal parts from Tier 1 and Tier 2 capital. However, investments in insurance companies made before 20 July 2006 can be deducted from the capital base (9) – this holds for SEB's investments in insurance companies.

The deduction (3) consists of retained earnings in subsidiaries outside the financial group of undertakings.

The adjustment (4) refers to differences in how hedging contracts are acknowledged according to the capital adequacy regulation, as compared with the preparation of the balance sheet.

If provisions and value adjustments for credit exposures reported according to the Internal Ratings-Based approach fall short of expected losses on these exposures, the difference (5) should be deducted in equal parts from Tier 1 and Tier 2 capital. A corresponding excess can, up to a certain limit, be added to Tier 2 capital.

For Available For Sale portfolios (6) value changes on debt instruments should not be acknowledged for capital adequacy. Any surplus attributable to equity instruments

Securitisation positions with external rating below BB/Ba are not included in RWA calculations but are treated via deductions (7) from Tier 1 and Tier 2 capital.

Goodwill in (8) relates only to consolidation into the financial group of undertakings. When consolidating the entire Group's balance sheet further goodwill of SEK 5,721m is created. This is included in the deduction (9) for insurance investments.

Pension surplus values (10) should be deducted from the capital base, excepting such indemnification as prescribed in the Swedish Act on safeguarding of pension undertakings.

On 31 March 2011 the parent company's Tier 1 capital was SEK 94,789m (94,050m) and the reported Tier 1 capital ratio was 16.1 per cent (16.0).

Capital requirements for the SEB financial group of undertakings

Minimum capital requirements are 8 per cent of risk-weighted assets as stated below.

Risk-weighted assets 31 Mar 31 Dec
SEK m 2011 2010
Credit risk IRB approach
Institutions 36 161 37 405
Corporates (1) 401 680 403 128
Securitisation positions 5 660 6 337
Retail mortgages 44 033 65 704
Other retail exposures 9 769 9 826
Other exposure classes 1 449 1 511
Total credit risk IRB approach 498 752 523 911
Further risk-weighted assets
Credit risk, Standardised approach (2) 77 699 91 682
Operational risk, Advanced Measurement approach 43 477 44 568
Foreign exchange rate risk 12 243 15 995
Trading book risks 46 013 39 970
Total risk-weighted assets 678 184 716 126
Summary
Credit risk 576 451 615 593
Operational risk 43 477 44 568
Market risk 58 256 55 965
Total 678 184 716 126
Adjustment for flooring rules
Addition according to transitional flooring (3) 98 582 83 672
Total reported 776 766 799 798

Corporate exposures (1) exclude such small companies where the total exposure does not exceed certain regulatory-defined thresholds.

The Standardised approach (2) is used for credit exposures to central governments, central banks and local governments and authorities, and to exposures where IRB implementation is on-going. Reported risk-weighted assets are dominated by the Corporate and Retail exposure classes.

Capital adequacy analysis

Representing business volumes as risk-weighted assets the regulatory minima can be expressed as a total capital ratio of at least 8 per cent and a Tier 1 capital ratio of at least 4 per cent. However, and following the "second pillar" of the capital adequacy framework, banks are expected to operate above this level. The margin supports SEB's high rating ambitions,

During 2009 institutions were required to have a capital base not below 80 per cent of the capital requirement according to Basel I regulation. Following supervisory guidance the same should hold also during years 2010 and 2011. The addition (3) is made in consequence with these transitional arrangementsK

covering risks that are not included in the capital adequacy regulation, and representing a buffer for the less benign phases of the business cycle. The Group's internal capital assessment process is based on the long term business plans and utilises SEB's economic capital model, supplemented e.g. with macro economic analysis and stress testing.

31 Mar 31 Dec
Capital adequacy 2011 2010
Capital resources
Core Tier 1 capital 88 190 87 387
Tier 1 capital 102 362 101 980
Capital base 98 805 99 149
Capital adequacy without transitional floor (Basel II)
Risk-weighted assets 678 184 716 126
Expressed as capital requirement 54 255 57 290
Core Tier 1 capital ratio 13,0% 12,2%
Tier 1 capital ratio 15,1% 14,2%
Total capital ratio 14,6% 13,8%
Capital base in relation to capital requirement 1,82 1,73
Capital adequacy including transitional floor
Transition floor applied 80% 80%
Risk-weighted assets 776 766 799 798
Expressed as capital requirement 62 141 63 984
Core Tier 1 capital ratio 11,4% 10,9%
Tier 1 capital ratio 13,2% 12,8%
Total capital ratio 12,7% 12,4%
Capital base in relation to capital requirement 1,59 1,55
Capital adequacy with risk weighting according to Basel I
Risk-weighted assets 970 912 998 326
Expressed as capital requirement 77 673 79 866
Core Tier 1 capital ratio 9,1% 8,8%
Tier 1 capital ratio 10,5% 10,2%
Total capital ratio 10,2% 9,9%
Capital base in relation to capital requirement 1,27 1,24

Overall Basel II RWA (before the effect of transitional flooring) decreased with 5 per cent or SEK 38bn during the quarter. The largest factor behind this decrease is the divestiture of the German Retail portfolios (decrease SEK 37bn). Underlying credit volumes expressed as RWA increased SEK 14bn, mainly dependent on increased corporate lending and purchase of DnB NOR Retail mortgages. The Swedish krona strengthened further in beginning of the quarter later followed by a slight weakening, resulting in a RWA decrease of SEK 6bn due to currency translation effect. The effect of risk class migration was limited during the quarter. Operational- and market risk RWA taken together increased SEK 2 bn during the quarter. Including other changes this resulted in a net decrease of RWA according to Basel II (without transitional floor) to SEK 678bn.

Un-floored Basel II RWA was 30 per cent lower than Basel I RWA. SEB uses a gradual roll-out of the Basel II framework; the ultimate target is to use IRB reporting for all credit exposures except those to central governments, central banks

and local governments and authorities, and excluding a small number of insignificant portfolios. The current best estimate indicates that this would mean a reduction in total RWA (compared with Basel I, and as a business cycle average) of 35 per cent. This cannot be equated with a similar capital release, however, due to the new framework's increased business cycle sensitivity, supervisory evaluation and rating agency considerations. In addition the estimate will certainly be affected by the proposed revisions to the international capital framework ("Basel III") as published by the Basel Committee in 2009 and 2010. SEB participated in the Basel Committee's impact study concerned with the proposal.

The following table exposes average risk weights (RWA divided by EAD, Exposure At Default) for exposures where RWA is calculated following the IRB approach. Repo-style transactions are excluded from the analysis since they carry low risk weight and can vary considerably in volume, thus making numbers less comparable

IRB reported credit exposures (less repos and securities lending) 31 Mar 31 Dec
Average risk weight 2011 2010
Institutions 20,0% 19,5%
Corporates 56,6% 57,0%
Securitisation positions 20,0% 20,6%
Retail mortgages 13,0% 16,9%
Other retail exposures 37,6% 38,2%

Corporate exposures showed a limited risk class migration which decreased RWA with SEK 2bn during the quarter. A limited migration effect which increased RWA with SEK 1Bn was recorded for inter-bank exposures. The large decrease in risk weight for retail mortgages relates to the divestiture

.

during the first quarter 2011 of the German Retail portfolios, typically having higher loan-to value (and thus risk weight) than Group averages. Excluding the German portfolios the average risk weight for retail mortgages was 12.6 per cent at year end 2010.

Income statement – Skandinaviska Enskilda Banken AB (publ)
------------------------------------------------------------ -- --
In accordance with FSA regulations Q1 Q4 Jan - Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Interest income 8 044 7 883 2 8 044 6 250 29 27 830
Leasing income 1 382 1 415 -2 1 382 1 353 2 5 496
Interest expense -5 666 -5 493 3 -5 666 -4 507 26 -19 498
Dividends 1 088 42 1 088 234 1 182
Fee and commission income 2 181 2 328 -6 2 181 1 862 17 8 408
Fee and commission expense - 357 - 361 -1 - 357 - 367 -3 -1 501
Net financial income 803 449 79 803 966 -17 3 239
Other income 166 217 -24 166 194 -14 532
Total operating income 7 641 6 480 18 7 641 5 985 28 25 688
Administrative expenses -3 641 -3 859 -6 -3 641 -3 282 11 -13 935
Other expenses
tangible and intangible assets -1 162 -1 165 0 -1 162 -1 144 2 -4 630
Total operating expenses -4 803 -5 024 -4 -4 803 -4 426 9 -18 565
Profit before credit losses 2 838 1 456 95 2 838 1 559 82 7 123
Net credit losses - 123 - 185 -34 - 123 - 171 -28 - 362
Impairment of financial assets 7 -100 - 40 -100 - 442
Operating profit 2 715 1 278 112 2 715 1 348 101 6 319
Appropriations -1 288 -100 - 1 -100 -1 283
Income tax expense - 519 - 155 - 519 - 927 -44 -2 591
Other taxes 3 - 22 3 - 75
Net profit 2 199 - 187 2 199 420 2 370

Statement of comprehensive income – Skandinaviska Enskilda Banken AB (publ)

Q1 Q4 Jan - Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net profit 2 199 - 187 2 199 420 2 370
Available-for-sale financial assets 175 -223 175 127 38 -337
Cash flow hedges -477 -730 -35 -477 -142 -1 208
Translation of foreign operations -159 8 -159 -41 -29
Group contributions 272 199 37 272 285 -5 1 203
Other -185 758 -185 4 603
Other comprehensive income (net of tax) - 374 12 - 374 233 232
Total comprehensive income 1 825 - 175 1 825 653 179 2 602
Condensed 31 Mar 31 Dec 31 Mar
SEK m 2011 2010 2010
Cash and cash balances with central banks 5 721 19 941 1 804
Loans to credit institutions 223 675 250 568 325 934
Loans to the public 810 411 763 441 752 574
Financial assets at fair value 357 027 334 060 338 707
Available-for-sale financial assets 17 804 16 583 15 840
Held-to-maturity investments 3 675 3 685 4 589
Investments in associates 1024 967 930
Shares in subsidiaries 54 257 55 145 58 279
Tangible and intangible assets 40 853 40 907 41 034
Other assets 31 977 51 031 45 566
Total assets 1 546 424 1 536 328 1 585 257
Deposits from credit institutions 219 479 195 408 361 534
Deposits and borrowing from the public 469 147 484 839 450 853
Debt securities 510 184 488 533 403 401
Financial liabilities at fair value 186 515 190 638 191 406
Other liabilities 49 622 62 363 53 743
Provisions 133 180 239
Subordinated liabilities 23 539 25 096 35 121
Untaxed reserves 23 930 23 930 22 644
Total equity 63 875 65 341 66 316
Total liabilities, untaxed reserves and shareholders' equity 1 546 424 1 536 328 1 585 257

Balance sheet - Skandinaviska Enskilda Banken AB (publ)

Off-balance sheet items - Skandinaviska Enskilda Banken AB (publ)

31 Mar 31 Dec 31 Mar
SEK m 2011 2010 2010
Collateral pledged for own liabilities 141 773 138 775 222 689
Other pledged collateral 79 230 35 663 67 026
Contingent liabilities 61 456 64 120 62 237
Commitments 327 378 291 046 288 681

Fact Book January – March 2011

STOCKHOLM 3 MAY 2011

= =

Table of contents 2
About SEB3
SEB history 3
Financial targets3
Organisation 4
Corporate Governance5
Income statement 7
Balance sheet structure & funding23
Capital adequacy and RWA 28
Volumes 31
Credit portfolio, loan portfolio by industry and geography33
Asset quality37
Bond investment portfolio43
Divisional structure 44
Merchant Banking45
Retail Banking 48
Wealth Management 52
Life54
Baltic 63
Macro 67
Definitions72

About SEB

We help people and businesses thrive by providing quality advice and financial resources.
To be the trusted partner for customers with aspirations.
2,500 large corporates and institutions, 400,000 SMEs and 4 million private customers
bank with us. They are mainly located in eight markets around the Baltic Sea.
Rewarding relationships.
To be the relationship bank of the Nordics.
Excel in universal banking in Sweden, Estonia, Latvia and Lithuania by providing a full range of
banking, wealth management and life insurance services to corporations, institutions and private
individuals.
Expand in core areas of strength, merchant banking and wealth management, in the Nordic area and
in Germany. In life insurance and the card business, SEB will grow and invest in its business also
outside the Nordic countries.
Support SEB's customers internationally through its network of strategic locations
in major global financial centres.
17,000 highly skilled people serving customers from locations in some 20 countries;
covering different time zones, securing reach and local market knowledge.
Guided by our Code of Business Conduct and our core values:
professionalism, commitment, mutual respect and continuity.
Over 150 years of business, building trust and sharing knowledge.
We have always acted responsibly in society promoting entrepreneurship,
international outlook and long-term relationships.

SEB history

  • 1856- Stockholms Enskilda Bank was founded
  • 1914- Head offices at Kungsträdgårdsgatan
  • 1972- Merger with Skandinaviska Banken
  • 1990- Bank crises and e-banking revolution. Several acquisitions: Trygg Hansa, Baltic banks, asset managers and Germany
  • 2000- A Northern European financial corporation with international operations
  • 2010- Divestment of German Retail business

Financial targets

Financial targets and outcome 2005 2006 2007 2008 2009 2010 Target
Return on equity (per cent) 15.8 20.8 19.3 13.1 1.2 6.8 Highest among its peers
Net profit (SEK m) 8,421 12,623 13,642 10,050 1,178 6,798 Sustainable profit growth
Tier I capital ratio (per cent) 1) 7.5 8.2 9.9 10.1 13.9 14.2 10 per cent over a business cycle
Dividend (per cent of earnings per share) 38 32 33 0 172 49 40 per cent of net profit per share
over a business cycle

1) 2005–2006 Basel I. 2007–2010 Basel II without transitional rules.

Rating

Moody's Standard & Poor's Fitch
Outlook Stable (June 2010) Outlook Stable (February 2010) Outlook Stable (June 2009)
Short Long Short Long Short Long
P-1 Aaa A-1+ AAA F1+ AAA
P-2 Aa1 A-1 AA+ F1 AA+
P-3 Aa2 A-2 AA F2 AA
Aa3 A-3 AA- F3 AA
A1 A+ A+
A2 A A
A3 A- A
Baa1 BBB+ BBB+
Baa2 BBB BBB
Baa3 BBB- BBB

Organisation

Full-time equivalents, end of quarter

Q1
2009
Q2
2009
Q3
2009
Q4
2009
Q1
2010
Q2
2010
Q3
2010
Q4
2010
Q1
2011
Merchant Banking 2,382 2,351 2,320 2,309 2,320 2,326 2,365 2,394 2,481
Retail Banking 3,435 3,465 3,332 3,316 3,326 3,482 3,430 3,441 3,498
RB Sweden 2,630 2,653 2,527 2,515 2,541 2,686 2,620 2,667 2,725
RB Cards 804 812 805 801 785 796 810 774 773
Wealth Management 1,045 992 960 978 952 945 971 1,005 1,007
Life 1,206 1,196 1,184 1,173 1,175 1,173 1,200 1,226 1,237
Baltic 3,738 3,655 3,582 3,387 3,216 3,185 3,206 3,203 3,200
Baltic Estonia 1,089 1,081 1,090 1,030 1,008 1,000 1,000 986 984
Baltic Latvia 990 977 956 923 852 843 863 871 886
Baltic Lithuania 1,659 1,598 1,536 1,435 1,356 1,342 1,342 1,346 1,330
Operations & IT 3,675 3,670 3,597 3,566 3,531 3,516 3,512 3,538 3,532
Other 6,579 6,484 6,277 6,168 5,997 5,948 5,961 6,078 6,003
SEB Group
Continuing operations 18,385 18,143 17,655 17,331 16,986 17,059 17,133 17,347 17,426
Discontinued operations 2,272 2,287 2,257 2,231 2,046 2,032 2,017 1,873 86
SEB Group 20,656 20,430 19,912 19,562 19,032 19,091 19,150 19,220 17,512

Corporate Governance

SEB follows the Swedish Code of Corporate Governance (Bolagsstyrningskoden). The structure of responsibility distribution and governance comprises:

  • Annual General Meeting (AGM)
  • Board of Directors
  • President/Chief Executive Officer
  • Divisions, business areas and business units
  • Staff and Support functions
  • Internal Audit, Compliance and Risk Control.

Board

The Board members are appointed by the shareholders at the AGM for a term of office of one year, until the next AGM. The Board of Directors consists of eleven members without any deputies, elected by the AGM, and of two members and two deputies appointed by the employees.

In order for the Board to form a quorum more than half of the

Group Executive Committee

The President has three different committees at her disposal; the Group Executive Committee, the Group Credit Committee and the Asset and Liability Committee. The President also consults with the IT Committee and the New Product Approval Committee. The GEC deals with, among other things, matters of common concern to several divisions, strategic issues, business plans, financial forecasts and reports.

The Board of Directors and the President perform their governing and controlling roles through several policies and instructions, the

members must be present. The President, Annika Falkengren, is the only Board member elected by the AGM who is equally an employee of the Bank. All other Board members elected by the AGM are considered to be independent in relation to the Bank and its Management.

purpose of which is to clearly define the distribution of responsibility.

The Rules of Procedure for the Board of Directors, the Instruction for the President and Chief Executive Officer, the Instruction for the Activities, the Group's Credit Instruction, Instruction for handling of Conflicts of Interest, Ethics Policy, Risk Policy, Instruction for procedures against Money Laundering and Financing of Terrorism, Remuneration Policy, Code of Business Conduct and the Corporate Sustainability Policy are of special importance.

SEB's activities are managed, controlled and followed up in accordance with policies and instructions established by the Board and the President (CEO).

Share and shareholders

The SEB share

Index

SEB's major shareholders Dividend development

Share of capital,
March 2011 per cent
Investor AB 20.8
Trygg Foundation 8.1
Alecta 7.0
SHB 3.7
Swedbank/Robur Funds 3.4
AMF Insurance & Funds 1.9
SEB Funds 1.6
Wallenberg Foundations 1.5
SHB Funds 1.5
Skandia Liv 1.1
Foreign owners 19.3
Source: Euroclear Sweden/SIS Ägarservice

Income statement

SEB Group

Q1 Q4 Jan - Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net interest income 4,261 4,526 -6 4,261 3,542 20 16,010
Net fee and commission income 3,503 3,906 -10 3,503 3,194 10 14,160
Net financial income 1,235 512 141 1,235 950 30 3,166
Net life insurance income 782 780 0 782 879 -11 3,255
Net other income -109 314 -135 -109 170 -164 288
Total operating income 9,672 10,038 -4 9,672 8,735 11 36,879
Staff costs -3,610 -3,558 1 -3,610 -3,438 5 -14,004
Other expenses -1,798 -1,965 -8 -1,798 -1,784 1 -7,303
Depreciation, amortisation and impairment of
tangible and intangible assets -433 -650 -33 -433 -409 6 -1,880
Restructuring costs -9 -100 -764
Total operating expenses -5,841 -6,182 -6 -5,841 -5,631 4 -23,951
Profit before credit losses 3,831 3,856 -1 3,831 3,104 23 12,928
Gains less losses on disposals of tangible and
intangible assets 6 21 6 -4 14
Net credit losses 537 419 28 537 -1,813 -130 -1,837
Operating profit 4,374 4,296 2 4,374 1,287 11,105
Income tax expense -865 -704 23 -865 -452 91 -2,521
Net profit from continuing operations 3,509 3,592 -2 3,509 835 8,584
Discontinued operations -893 -83 -893 -146 -1,786
Net profit 2,616 3,509 -25 2,616 689 6,798
Attributable to minority interests 14 6 133 14 15 -7 53
Attributable to equity holders 2,602 3,503 -26 2,602 674 6,745
Continuing operations
Basic earnings per share, SEK 1.59 1.64 1.59 0.37 3.88
Diluted earnings per share, SEK 1.58 1.62 1.58 0.37 3.87
Total operations
Basic earnings per share, SEK 1.19 1.60 1.19 0.31 3.07
Diluted earnings per share, SEK 1.18 1.58 1.18 0.31 3.06

Including: SEK 600m redundancies and SEK 780m VPC divest in Q4 2008

SEK 594m goodwill write-down for Ukraine in Q1 2009

SEK 2,394m goodwill write-down for Baltics and Russia in Q2 2009 and SEK 1,3bn capital gain on repurchased bonds

SEK 270m capital gain on repurchased bonds in Q4 2009

SEK 755m restructuring costs for German Retail divestment in Q3 2010

Key figures – SEB Group

Q1 Q4 Jan - Mar Full year
2011 2010 2011 2010 2010
Continuing operations
Return on equity, continuing operations, % 14.06 14.62 14.06 3.30 8.65
Basic earnings per share, continuing operations, SEK 1.59 1.64 1.59 0.37 3.88
Diluted earnings per share, continuing operations, SEK 1.58 1.62 1.58 0.37 3.87
Cost/income ratio, continuing operations 0.60 0.62 0.60 0.64 0.65
Number of full time equivalents, continuing operations* 17.426 17.347 17.264 17.021 17.104
Total operations
Return on equity, % 10.47 14.28 10.47 2.71 6.84
Return on total assets, % 0.49 0.63 0.49 0.12 0.30
Return on risk-weighted assets, % 1.34 1.73 1.34 0.34 0.83
Basic earnings per share, SEK 1.19 1.60 1.19 0.31 3.07
Weighted average number of shares, millions** 2.194 2.194 2.194 2.194 2.194
Diluted earnings per share, SEK 1.18 1.58 1.18 0.31 3.06
Weighted average number of diluted shares, millions*** 2.206 2.212 2.206 2.199 2.202
Net worth per share, SEK 49.79 50.34 49.79 50.07 50.34
Average equity, SEK, billion 99.7 98.4 99.7 99.3 98.9
Credit loss level, % -0.17 -0.07 -0.17 0.50 0.14
Total reserve ratio individually assessed impaired loans, % 69.0 69.2 69.0 77.0 69.2
Net level of impaired loans, % 0.54 0.62 0.54 0.64 0.62
Gross level of impaired loans, % 1.12 1.26 1.12 1.31 1.26
Basel II (Legal reporting with transitional floor) :****
Risk-weighted assets, SEK billion 777 800 777 812 800
Core Tier 1 capital ratio, % 11.35 10.93 11.35 10.43 10.93
Tier 1 capital ratio, % 13.18 12.75 13.18 12.37 12.75
Total capital ratio, % 12.72 12.40 12.72 13.10 12.40
Basel II (without transitional floor):
Risk-weighted assets, SEK billion 678 716 678 723 716
Core Tier 1 capital ratio, % 13.00 12.20 13.00 11.71 12.20
Tier 1 capital ratio, % 15.09 14.24 15.09 13.88 14.24
Total capital ratio, % 14.57 13.85 14.57 14.70 13.85
Number of full time equivalents* 17.512 19.220 17.354 19.134 19.125
Assets under custody, SEK billion 4.948 5.072 4.948 5.127 5.072
Assets under management, SEK billion 1.372 1.399 1.372 1.382 1.399
Discontinued operations
Basic earnings per share, discontinued operations, SEK -0.40 -0.04 -0.40 -0.06 -0.81
Diluted earnings per share, discontinued operations, SEK -0.40 -0.04 -0.40 -0.06 -0.81

* Quarterly numbers are for last month of quarter. Accumulated numbers are average for the period.

** The number of issued shares was 2,194,171,802. SEB owned 267,360 Class A shares for the employee stock option programme at year end 2010. During 2011 SEB has repurchased 300,000 shares and 265,087 have been sold as employee stock options have been exercised. Thus, as at 31 March 2011 SEB owned 302,273 Class A-shares with a market value of SEK 17m.

*** Calculated dilution based on the estimated economic value of the long-term incentive programmes.

**** 80 per cent of RWA in Basel I

Income statement SEB Group

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011 2009 2010
Net interest income 5,488 5,029 4,197 3,332 3,542 3,762 4,180 4,526 4,261 18,046 16,010
Net fee and commission income 2,944 3,491 3,263 3,587 3,194 3,673 3,387 3,906 3,503 13,285 14,160
Net financial income 1,133 1,471 945 939 950 977 727 512 1,235 4,488 3,166
Net life insurance income 862 946 857 932 879 778 818 780 782 3,597 3,255
Net other income 315 1,579 -165 430 170 34 -230 314 -109 2,159 288
Total operating income 10,742 12,516 9,097 9,220 8,735 9,224 8,882 10,038 9,672 41,575 36,879
Staff costs -3,920 -3,799 -3,282 -2,785 -3,438 -3,616 -3,392 -3,558 -3,610 -13,786 -14,004
Other expenses -1,465 -1,612 -1,535 -2,128 -1,784 -1,875 -1,679 -1,965 -1,798 -6,740 -7,303
Depreciation, amortisation and impairment of
tangible and intangible assets -1,008 -2,826 -375 -463 -409 -416 -405 -650 -433 -4,672 -1,880
Restructuring costs -755 -9 -764
Total operating expenses -6,393 -8,237 -5,192 -5,376 -5,631 -5,907 -6,231 -6,182 -5,841 -25,198 -23,951
Profit before credit losses 4,349 4,279 3,905 3,844 3,104 3,317 2,651 3,856 3,831 16,377 12,928
Gains less losses on disposals of tangible and
intangible assets 2 23 3 -24 -4 -3 21 6 4 14
Net credit losses -2,321 -3,439 -3,206 -3,064 -1,813 -639 196 419 537 -12,030 -1,837
Operating profit 2,030 863 702 756 1,287 2,675 2,847 4,296 4,374 4,351 11,105
Income tax expense -838 -865 -446 -333 -452 -600 -765 -704 -865 -2,482 -2,521
Net profit from continuing operations 1,192 -2 256 423 835 2,075 2,082 3,592 3,509 1,869 8,584
Discontinued operations -165 -168 -219 -139 -146 -71 -1,486 -83 -893 -691 -1,786
Net profit 1,027 -170 37 284 689 2,004 596 3,509 2,616 1,178 6,798
Attributable to minority interests 2 23 12 27 15 17 15 6 14 64 53
Attributable to equity holders 1,025 -193 25 257 674 1,987 581 3,503 2,602 1,114 6,745

Share of profit before credit losses

Geography – Adjusted for Other Divisions – Adjusted for Other

Divisions

Merchant Banking

Total

Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 1,782 1,728 1,852 1,966 1,732
Net fee and commission income 1,079 1,412 1,281 1,503 1,259
Net financial income 832 1,242 685 607 1,085
Net other income 84 39 44 155 35
Total operating income 3,777 4,421 3,862 4,231 4,111
Staff costs -956 -1,076 -843 -1,084 -1,062
Other expenses -1,150 -1,203 -1,066 -1,230 -1,207
Depreciation, amortisation and impairment of
tangible and intangible assets -28 -39 -40 -63 -51
Total operating expenses -2,134 -2,318 -1,949 -2,377 -2,320
Profit before credit losses 1,643 2,103 1,913 1,854 1,791
Gains less losses on disposals of tangible and
intangible assets -3 -1 1 23 3
Net credit losses -104 26 -26 -99 -48
Operating profit 1,536 2,128 1,888 1,778 1,746

Merchant Banking

Trading and Capital Markets

Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 368 315 382 459 293
Net fee and commission income 312 437 356 487 396
Net financial income 854 1,274 696 645 1,085
Net other income 34 -15 -4 -3 2
Total operating income 1,568 2,011 1,430 1,588 1,776
Staff costs -418 -480 -365 -482 -465
Other expenses -505 -531 -465 -552 -562
Depreciation, amortisation and impairment of
tangible and intangible assets -8 -9 -9 -9 -27
Total operating expenses -931 -1,020 -839 -1,043 -1,054
Profit before credit losses 637 991 591 545 722
Gains less losses on disposals of tangible and
intangible assets 1
Net credit losses 1 1
Operating profit 638 991 591 546 723

Merchant Banking

Corporate Banking

Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 1,072 1,091 1,148 1,140 1,093
Net fee and commission income 381 560 571 681 489
Net financial income -36 -57 -27 -66 -35
Net other income 39 41 38 143 24
Total operating income 1,456 1,635 1,730 1,898 1,571
Staff costs -402 -456 -349 -467 -459
Other expenses -303 -307 -261 -251 -312
Depreciation, amortisation and impairment of
tangible and intangible assets -17 -18 -16 -51 -22
Total operating expenses -722 -781 -626 -769 -793
Profit before credit losses 734 854 1,104 1,129 778
Gains less losses on disposals of tangible and
intangible assets -1 29 2
Net credit losses -98 29 -37 -97 -51
Operating profit 636 883 1,066 1,061 729

Merchant Banking

Global Transaction Services

Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 341 321 321 367 345
Net fee and commission income 386 416 355 334 374
Net financial income 15 25 16 27 35
Net other income 11 12 10 16 9
Total operating income 753 774 702 744 763
Staff costs -137 -139 -128 -135 -137
Other expenses -342 -365 -340 -427 -332
Depreciation, amortisation and impairment of
tangible and intangible assets -2 -12 -16 -2 -3
Total operating expenses -481 -516 -484 -564 -472
Profit before credit losses 272 258 218 180 291
Gains less losses on disposals of tangible and
intangible assets -3 -1 2 -6 -1
Net credit losses -7 -3 11 -3 4
Operating profit 262 254 231 171 294

Retail Banking

Total
Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 1,201 1,212 1,263 1,332 1,349
Net fee and commission income 789 829 774 848 788
Net financial income 65 76 58 74 64
Net other income 9 11 14 14 14
Total operating income 2,064 2,128 2,109 2,268 2,215
Staff costs -658 -659 -686 -647 -673
Other expenses -778 -875 -800 -928 -882
Depreciation, amortisation and impairment of
tangible and intangible assets -21 -21 -21 -21 -19
Total operating expenses -1,457 -1,555 -1,507 -1,596 -1,574
Profit before credit losses 607 573 602 672 641
Gains less losses on disposals of tangible and
intangible assets -1 1
Net credit losses -196 -147 -56 -144 -98
Operating profit 411 426 545 528 544

Retail Banking

Retail Sweden

Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 949 962 1,019 1,095 1,123
Net fee and commission income 384 378 363 396 393
Net financial income 65 76 58 74 64
Net other income 4 5 4 5 15
Total operating income 1,402 1,421 1,444 1,570 1,595
Staff costs -461 -468 -491 -472 -498
Other expenses -624 -681 -640 -756 -706
Depreciation, amortisation and impairment of
tangible and intangible assets -11 -12 -12 -14 -13
Total operating expenses -1,096 -1,161 -1,143 -1,242 -1,217
Profit before credit losses 306 260 301 328 378
Gains less losses on disposals of tangible and
intangible assets 1
Net credit losses -105 -63 -5 -70 -43
Operating profit 201 197 296 258 336

Retail Banking

Cards

Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 253 249 244 236 226
Net fee and commission income 397 438 403 444 392
Net other income 15 16 18 22 3
Total operating income 665 703 665 702 621
Staff costs -196 -192 -195 -175 -175
Other expenses -158 -189 -160 -178 -176
Net Deferred Acquisition Costs
Impairment of goodwill
Depreciation, amortisation and impairment of
tangible and intangible assets -10 -9 -8 -8 -7
Total operating expenses -364 -390 -363 -361 -358
Profit before credit losses 301 313 302 341 263
Gains less losses on disposals of tangible and
intangible assets -1
Net credit losses -91 -84 -51 -73 -55
Operating profit 210 229 250 268 208

Wealth Management

Total
Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 111 120 118 136 143
Net fee and commission income 868 939 830 1,115 994
Net financial income 18 24 17 30 15
Net other income 47 7 4 2
Total operating income 997 1,130 972 1,285 1,154
Staff costs -309 -339 -306 -344 -368
Other expenses -350 -388 -368 -422 -368
Depreciation, amortisation and impairment of
tangible and intangible assets -20 -21 -20 -23 -12
Total operating expenses -679 -748 -694 -789 -748
Profit before credit losses 318 382 278 496 406
Gains less losses on disposals of tangible and
intangible assets
Net credit losses -1 -2 -1 7 -1
Operating profit 317 380 277 503 405

Life

Total

Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income -2 -2 -2 -5 -8
Net life insurance income 1,186 1,115 1,143 1,106 1,138
Total operating income 1,184 1,113 1,141 1,101 1,130
Staff costs -282 -287 -276 -278 -292
Other expenses -147 -152 -150 -140 -135
Depreciation, amortisation and impairment of
tangible and intangible assets -173 -172 -169 -176 -192
Total operating expenses -602 -611 -595 -594 -619
Profit before credit losses 582 502 546 507 511
Operating profit * 582 502 546 507 511
Change in surplus values 195 180 376 294 27
Business result 777 682 922 801 538

* Consolidated in the Group accounts

Baltic

Total

Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 506 471 454 492 456
Net fee and commission income 228 250 251 235 209
Net financial income 131 141 69 60 80
Net other income 4 9 28 11 -5
Total operating income 869 871 802 798 740
Staff costs -206 -182 -177 -163 -146
Other expenses -306 -289 -292 -290 -250
Depreciation, amortisation and impairment of
tangible and intangible assets -21 -20 -20 -235 -32
Total operating expenses -533 -491 -489 -688 -428
Profit before credit losses 336 380 313 110 312
Gains less losses on disposals of tangible and
intangible assets -1 -4 2
Net credit losses -1,431 -451 273 736 572
Operating profit -1,095 -72 586 842 886

Baltic

Baltic Estonia

Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 156 141 139 153 150
Net fee and commission income 77 80 76 74 66
Net financial income 24 25 9 -6 12
Net other income 3 4 2 10 1
Total operating income 260 250 226 231 229
Staff costs -83 -59 -59 -42 -52
Other expenses -107 -88 -85 -70 -78
Depreciation, amortisation and impairment of
tangible and intangible assets -4 -4 -4 -5 -3
Total operating expenses -194 -151 -148 -117 -133
Profit before credit losses 66 99 78 114 96
Gains less losses on disposals of tangible and
intangible assets 1 2
Net credit losses -151 -108 10 162 17
Operating profit -85 -9 88 277 115

Baltic

Baltic Latvia

Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 155 154 144 148 133
Net fee and commission income 53 55 54 52 49
Net financial income 23 26 28 33 30
Net other income 3 1 1 1 -2
Total operating income 234 236 227 234 210
Staff costs -49 -50 -49 -63 -35
Other expenses -81 -69 -72 -99 -54
Depreciation, amortisation and impairment of
tangible and intangible assets -8 -7 -8 -11 -6
Total operating expenses -138 -126 -129 -173 -95
Profit before credit losses 96 110 98 61 115
Gains less losses on disposals of tangible and
intangible assets -1 -5
Net credit losses -574 -170 109 275 182
Operating profit -478 -61 207 331 297

Baltic

Baltic Lithuania

Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income 195 175 171 191 173
Net fee and commission income 98 115 121 110 94
Net financial income 83 91 31 32 38
Net other income -1 4 25 -1 -3
Total operating income 375 385 348 332 302
Staff costs -74 -73 -69 -57 -59
Other expenses -119 -133 -135 -121 -118
Depreciation, amortisation and impairment of
tangible and intangible assets -9 -8 -8 -219 -22
Total operating expenses -202 -214 -212 -397 -199
Profit before credit losses 173 171 136 -65 103
Gains less losses on disposals of tangible and
intangible assets
Net credit losses -705 -173 154 299 372
Operating profit -532 -2 290 234 475

Other and eliminations

Total
Q1 Q2 Q3 Q4 Q1
SEK m 2010 2010 2010 2010 2011
Net interest income -56 233 495 605 589
Net fee and commission income 230 243 251 205 253
Net financial income -96 -506 -102 -259 -9
Net life insurance income -307 -337 -325 -326 -356
Net other income 73 -72 -323 130 -155
Total operating income -156 -439 -4 355 322
Staff costs -1,027 -1,073 -1,104 -1,042 -1,069
Other expenses 947 1,032 997 1,045 1,044
Depreciation, amortisation and impairment of
tangible and intangible assets -146 -143 -135 -132 -127
Restructuring costs -755 -9
Total operating expenses -226 -184 -997 -138 -152
Profit before credit losses -382 -623 -1,001 217 170
Gains less losses on disposals of tangible and
intangible assets -1 -1 2
Net credit losses -81 -65 6 -81 112
Operating profit -464 -689 -995 138 282

By geography

Sweden

Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Total operating income 5,627 7,485 4,933 4,839 4,766 5,126 4,871 5,613 5,399
Total operating expenses -4,365 -4,785 -2,956 -2,883 -3,427 -3,669 -3,348 -3,612 -3,899
Profit before credit losses 1,262 2,700 1,977 1,956 1,339 1,457 1,523 2,001 1,500
Gains less losses on disposals of tangible and
intangible assets 2
Net credit losses -285 -450 -139 -260 -192 -13 3 -126 -125
Operating profit 977 2,250 1,838 1,696 1,147 1,444 1,526 1,875 1,377

Goodwill impairments for holdings in the Baltic region, Russia and Ukraine affect operating expenses and profit by SEK 1.5bn in Q2 and 0.6bn in Q1 2009.

Norway
Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Total operating income 937 966 896 850 726 721 649 749 701
Total operating expenses -306 -372 -393 -236 -335 -305 -301 -374 -266
Profit before credit losses 631 594 503 614 391 416 348 375 435
Gains less losses on disposals of tangible and
intangible assets
Net credit losses -72 -73 -44 -28 -51 -37 -24 -31 -35
Operating profit 559 521 459 586 340 379 324 344 400
Denmark
Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Total operating income 801 798 752 785 724 842 731 723 708
Total operating expenses -399 -453 -368 -323 -380 -422 -364 -440 -384
Profit before credit losses 402 345 384 462 344 420 367 283 324
Gains less losses on disposals of tangible and
intangible assets
Net credit losses -45 -36 -30 -70 -26 -22 -31 -37 -15
Operating profit 357 309 354 392 318 398 336 246 309
Finland
Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Total operating income 372 201 246 374 254 350 319 349 338
Total operating expenses -99 -159 -120 -196 -101 -158 -150 -183 -160
Profit before credit losses 273 42 126 178 153 192 169 166 178
Gains less losses on disposals of tangible and
intangible assets -1
Net credit losses -12 -5 -8 -2 -3 -10 -2
Operating profit 261 37 118 176 150 182 168 164 178
Germany*
Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Total operating income 793 899 693 735 669 787 742 760 742
Total operating expenses -520 -486 -494 -563 -475 -486 -1,236 -500 -471
Profit before credit losses 273 413 199 172 194 301 -494 260 271
Gains less losses on disposals of tangible and
intangible assets -1 -3 -2 29 3
Net credit losses -36 -87 -93 -90 -41 -35 -24 -43 21
Operating profit 237 326 105 79 153 266 -520 246 295

*Excluding centralised Treasury operations

Restructuring costs amounted to EUR 80m in Q3 2010.

Estonia

Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Total operating income 370 319 343 388 315 299 283 290 272
Total operating expenses -202 -439 -167 -267 -197 -157 -153 -125 -145
Profit before credit losses 168 -120 176 121 118 142 130 165 127
Gains less losses on disposals of tangible and
intangible assets -1 1 1 2
Net credit losses -232 -454 -212 -297 -151 -108 10 162 17
Operating profit -64 -575 -35 -176 -33 34 140 328 146

Goodwill impairment affected operating expenses and profit by SEK 0.3bn in Q2 2009.

Latvia
Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Total operating income 467 453 436 313 297 236 260 273 241
Total operating expenses -209 -208 -168 -180 -141 -137 -140 -183 -103
Profit before credit losses 258 245 268 133 156 99 120 90 138
Gains less losses on disposals of tangible and
intangible assets -1 -1 -5
Net credit losses -684 -917 -941 -586 -574 -170 109 275 182
Operating profit -426 -673 -673 -453 -418 -72 229 360 320
Lithuania
Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Total operating income 545 430 393 313 322 357 351 350 335
Total operating expenses -265 -839 -225 -292 -211 -224 -223 -408 -204
Profit before credit losses 280 -409 168 21 111 133 128 -58 131
Gains less losses on disposals of tangible and
intangible assets 2 -5 2 -16
Net credit losses -786 -1,270 -1,489 -1,705 -706 -173 154 299 372
Operating profit -504 -1,684 -1,319 -1,700 -595 -40 282 241 503

Goodwill impairment affected operating expenses and profit by SEK 0.6bn in Q2 2009. Write-off of systems related to core banking implementation affected Q4 2010 b

Other countries and eliminations

Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Total operating income 830 965 405 623 662 506 676 931 936
Total operating expenses -28 -496 -301 -436 -364 -349 -316 -357 -209
Profit before credit losses 802 469 104 187 298 157 360 574 727
Gains less losses on disposals of tangible and
intangible assets 30 1 -5 -4 -2 3 -4 -1
Net credit losses -169 -147 -250 -26 -69 -71 -1 -78 120
Operating profit 633 352 -145 156 225 84 362 492 846

SEB Group Total

Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Total operating income 10,742 12,516 9,097 9,220 8,735 9,224 8,882 10,038 9,672
Total operating expenses -6,393 -8,237 -5,192 -5,376 -5,631 -5,907 -6,231 -6,182 -5,841
Profit before credit losses 4,349 4,279 3,905 3,844 3,104 3,317 2,651 3,856 3,831
Gains less losses on disposals of tangible and
intangible assets 2 23 3 -24 -4 -3 21 6
Net credit losses -2,321 -3,439 -3,206 -3,064 -1,813 -639 196 419 537
Operating profit 2,030 863 702 756 1,287 2,675 2,847 4,296 4,374

Net interest income

SEB Group, SEK m

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Interest income 18,584 15,090 12,901 11,529 11,307 11,337 11,744 11,653 12,937
Interest expense -13,096 -10,061 -8,704 -8,197 -7,765 -7,575 -7,564 -7,127 -8,676
Net interest income 5,488 5,029 4,197 3,332 3,542 3,762 4,180 4,526 4,261

NII specification and development

SEB Group, SEK m

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
2009 2009 2009 2009 2010 2010 2010 2010 2011
Start 5,070 5,488 5,029 4,197 3,332 3,542 3,762 4,180 4,526
Lending volume 77 5 -139 -74 -6 12 -40 75 -38
Lending margin 186 155 109 27 -59 -6 54 -27 -64
Deposit volume 44 -23 -48 -10 -17 11 7 14 -1
Deposit margin -269 -102 -233 -136 -114 -45 54 91 74
Funding & other 380 -495 -520 -673 405 249 342 192 -236 *
Sum 5,488 5,029 4,197 3,332 3,542 3,762 4,180 4,526 4,261

* Adjusted for comparability SEK 325 m

Net interest income analysis

SEB Group, SEK m

Net interest and Net fee and commission income

SEB Group, SEK m

Net fee and commission income

SEB Group

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Issue of securities 35 168 99 199 45 124 20 168 62
Secondary market 491 639 525 519 426 419 374 546 440
Custody and mutual funds 1,289 1,380 1,427 1,560 1,667 1,805 1,675 1,920 1,903
Securities commissions 1,815 2,187 2,051 2,278 2,138 2,348 2,069 2,634 2,405
Payments 403 407 408 415 394 408 387 372 392
Card fees 1,027 1,074 1,034 1,068 989 1,038 1,021 944 947
Payment commissions 1,430 1,481 1,442 1,483 1,383 1,446 1,408 1,316 1,339
Advisory 118 160 157 215 64 96 185 137 66
Lending 335 351 356 351 336 448 440 462 446
Deposits 28 27 27 26 26 26 25 26 26
Guarantees 95 99 114 105 112 108 103 105 95
Derivatives 159 153 130 114 134 157 110 117 151
Other 170 176 161 201 148 207 179 178 124
Other commissions 905 966 945 1,012 820 1,042 1,042 1,025 908
Total commission income 4,150 4,634 4,438 4,773 4,341 4,836 4,519 4,975 4,652
Securities commissions -226 -183 -241 -194 -290 -297 -288 -341 -352
Payment commissions -630 -594 -588 -601 -587 -609 -599 -450 -542
Other commissions -350 -366 -346 -391 -270 -257 -245 -278 -255
Commission expense -1,206 -1,143 -1,175 -1,186 -1,147 -1,163 -1,132 -1,069 -1,149
Securities commissions 1,589 2,004 1,810 2,084 1,848 2,051 1,781 2,293 2,053
Payment commissions 800 887 854 882 796 837 809 866 797
Other commissions 555 600 599 621 550 785 797 747 653
Net fee and commission income 2,944 3,491 3,263 3,587 3,194 3,673 3,387 3,906 3,503

Net financial income

SEB Group

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Equity instruments and related derivatives 95 -166 -40 47 138 334 188 -31 146
Debt instruments and related derivatives 58 568 -33 210 327 205 17 -70 218
Currency related 1,041 1,127 1,059 684 495 506 500 605 865
Other financial instruments 3 -2 -12 7 2 -14 20 4 6
Impairments -64 -56 -29 -9 -12 -54 2 4
Net financial income 1,133 1,471 945 939 950 977 727 512 1,235

Note that Net financial income does not reflect the full income from the Trading operations which distribution can be found on page 47.

Fee and commission income SEB Group

Gross quarterly development Q1 2006 – Q1 2011, SEK m

Impact from exchange rate fluctuations

SEK m Q1-11/Q1-10 Q1-11/Q4-10 YTD-11/YTD-10
Total income -501 -153 -501
Total expenses 245 77 245
Net credit losses -82 -29 -82
Operating profit -338 -106 -338
SEK bn Mar-11/Dec-10
Loans to the public -8
Deposits from the public -7
RWA - Basel II -6
Total assets -17

Expenses

Staff costs - SEB Group

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Salaries etc -3,243 -3,220 -2,790 -2,099 -2,946 -3,120 -2,923 -3,122 -3,142
Redundancies -124 -42 -10 -132 -32 -53 -22 -28 -17
Pensions -390 -383 -341 -328 -297 -271 -293 -232 -297
Other staff costs -163 -154 -141 -226 -163 -172 -154 -176 -153
Staff costs* -3,920 -3,799 -3,282 -2,785 -3,438 -3,616 -3,392 -3,558 -3,609

*all items include social charges

Other expenses - SEB Group

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Costs for premises -414 -420 -408 -441 -419 -403 -414 -423 -413
Data costs -680 -674 -640 -777 -701 -865 -741 -1,042 -863
Travel and entertainment -92 -106 -83 -147 -92 -128 -98 -182 -103
Consultants -188 -193 -195 -364 -206 -310 -274 -338 -233
Marketing -118 -119 -127 -152 -94 -139 -118 -192 -103
Information services -109 -100 -100 -104 -106 -106 -109 -109 -110
Other operating costs 136 18 -143 -166 76 75 321 27
Other expenses -1,465 -1,612 -1,535 -2,128 -1,784 -1,875 -1,679 -1,965 -1,798

Balance sheet structure & funding

Activity based balance sheet

Assets
SEK m
Dec
2009
Dec
2010
Mar
2011
Cash and cash balances with central banks 36,589 46,488 15,914
Lending 218,700 132,846 148,294
Repos 42,324 30,885 17,464
Reclassified bonds 70,436 40,457 33,302
Loans to credit institutions (1) 331,460 204,188 199,060
Public 100,661 76,109 76,004
Private Individuals 460,204 388,263 397,925
Corporate 510,431 508,835 532,396
Repos 61,638 63,449 76,214
Reclassifed bonds 54,903 38,223 31,267
Loans to the public 1,187,837 1,074,879 1,113,807
Debt instruments 148,521 165,516 177,477
Equity instruments 39,403 56,275 78,676
Derivatives 147,462 131,058 124,369
Insurance assets 246,255 264,897 263,900
Financial assets at fair value 581,641 617,746 644,421
Debt instruments 85,538 64,135 65,534
Other 2,410 2,835 3,101
Available-for-sale financial assets 87,948 66,970 68,635
Assets held for sale* 596 74,951 0
Tangible and intangible assets 27,770 27,035 27,212
Other assets 54,386 67,564 49,372
Total assets 2,308,227 2,179,821 2,118,421
Liabilities Dec Dec Mar
SEK m 2009 2010 2011
Central banks 122,413 31,714 36,326
Credit institutions 244,572 165,105 137,811
Repos
Deposits from credit institutions
30,448
397,433
15,805
212,624
27,365
201,503
Public 46,802
214,819
54,866
175,933
62,139
173,068
Private Individuals
Corporate
509,313 470,557 456,319
Repos 30,154 10,185 15,569
Deposits and borrowing from the public 801,088 711,541 707,095
Liabilities to policyholders 249,009 263,970 263,075
CP/CD 93,381 180,521 206,449
Long term debt 362,662 349,962 343,400
Debt securities 456,043 530,483 549,849
Debt instruments 47,002 44,798 31,239
Equity instruments
Derivatives
14,527
129,911
33,670
122,222
41,129
122,979
Financial liabilities at fair value 191,440 200,690 195,347
Liabilities held for sale*
Other liabilities
165
77,017
48,339
87,079
0
79,704
Subordinated liabilities 36,363 25,552 23,992
Total liabilities 2,208,558 2,080,278 2,020,566
Total equity 99,669 99,543 97,856

* German Retail Operations

1) Loans to credit institutions and liquidity placements with other direct participants in interbank fund transfer systems.

A strong balance sheet structure, March 2011 Funding structure by product

SEB Group, SEK 1,392bn, Mar 2011

Loan to deposit ratio excl repos and reclassified bonds

Total loans and deposits

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
2009 2009 2009 2009 2010 2010 2010 2010 2011
Loans to the public 1,317 1,305 1,207 1,188 1,204 1,226 1,089 1,075 1,114
Less repos 74 96 68 62 103 133 89 63 76
Less reclassified bonds 70 67 58 55 48 46 41 38 31
Loans adjusted for repos and reclassified bonds 1,174 1,142 1,081 1,072 1,053 1,047 958 974 1,006
Deposits and borrow from the public 836 823 753 801 740 759 717 712 707
Less repos 13 26 22 30 21 22 24 10 16
Deposits adjusted for repos 822 798 731 771 719 737 693 701 692
Loan to deposit ratio
excl reclassified bonds and repos 143% 143% 148% 139% 146% 142% 138% 139% 146%

Long-term funding Maturity profile, Mar 2011

By product, SEK bn

Long-term funding Maturity profile, Mar 2011

By currency, SEK bn

Funding raised with original maturity > 1 year, SEK bn
Q1 Q2 Q3 Q4 Q1 Full year Full year Full year
Instrument 2010 2010 2010 2010 2011 2008 2009 2010
Yankee CD 0.0 1.2 1.4 0.3 0.0 5.9 3.1 2.9
Senior unsecured SEB AG 0.1 0.0 0.0 0.3 0.2 2.0 5.2 0.4
Senior unsecured SEB AB 3.7 0.0 6.9 3.4 4.5 37.4 60.4 14.0
Structured bonds 1.1 1.8 0.3 0.0 1.5 13.4 8.3 3.2
Covered bonds SEB AG 3.7 0.2 6.8 0.0 0.0 29.7 24.4 10.7
Covered bonds SEB AB* 0.0 22.9 16.6 31.5 43.9 72.9 25.6 71.0
Hybrid tier 1 0.0 0.0 0.0 0.0 0.0 4.7 3.3 0.0
Total 8.6 26.1 32.0 35.5 50.1 166.0 130.3 102.2

* Includes deal that was settled in first week of April

Net liquidity position

Note this is a cash flow based model where assets and liabilities are mapped to contractual maturities. SEB will manage more than 18 months without any new funding if the loans and liabilities mature without prolongation. Not ongoing business if funding is disturbed or lending increases.

SEB's Liquidity Reserve

SEK bn
Core Reserve * 229
of which
Cash and holdings in central banks and deposits in other banks available o/n 68
Securities issued or guaranteed by sovereigns, central banks or multilateral development banks 39
Securities issued or guaranteed by municipalities or other public entities 39
Covered bonds 42
SEB's own issued covered bonds 0
Securities issued by financial institutions (excluding covered bonds) 13
Other eligible securities 28
Extended Reserve 297
of which
Core Reserve 229
Overcollateralization in SEB's cover pool 68
Additional Net Liquid Assets 125
(Net fixed income securities in trading operations)
Total Liquid Resources 422
* As defined by the Swedish FSA ('SFSA') and the Swedish Bankers' Association

SEB AB Covered bonds

Characteristics of the Cover Pool
March 2011
Loans originated by Skandinaviska Enskilda Banken AB (publ)
Pool type / Pool notional Dynamic / SEK 306bn
Type of loans 100% residential Swedish mortgages
Single family
Tenant owned apartments
Multi family
61%
24%
15%
Geographic loan distribution A concentration to urban areas
68% in the three largest cities
Substitute assets No substitute assets are included
Number of loans / Number of borrowers 517 K / 335 K
WA loan balance SEK 591 K
WA LTV 45%
LTV distribution 0 <=40%
>40<=50%
>50<=60%
>60<=70%
>70<=75%
46%
14%
12%
11%
17%
Interest rate type Floating rate
Fixed reset <2yrs
Fixed rate reset 2yrs <5yrs
Fixed rate reset => 5yrs
61%
26%
11%
1%
Payment frequency Monthly
Quarterly
83%
17%
Prior ranks No prior ranks
Prior ranks of value
<25% of value
>25%<50% of value
95%
4%
1%
Loans past due 60 days 0.1247%
Net credit losses ( = aggregated net of write-backs, write-offs and gross provisions) 0.0053%
Characteristics of the Covered Bonds
Rating Aaa by Moody's
Notional amount outstanding SEK 210bn
Overcollateralization 46%
Currencies 72% SEK
28% non-SEK

Capital adequacy and RWA

Capital adequacy, SEB Group

Basel II (without transition rules)

Target: A Tier 1 capital ratio of 10% over the business cycle

SEB Group - Basel II without transitional rules

RWA development

Q1 2009 Q2 2009 Q3 2009 Q4 2009 Q1 2010 Q2 2010 Q3 2010 Q4 2010 Q1 2011
818 831 790 747 730 723 714 711 716
18 8 5 4 3 1 1 -1 0
10 -10 -29 5 -16 0 -24 -5 -6
-37
-1 5 3 1 13 -11 8 1 2
-14 -44 -22 -27 -7 1 12 10 3
831 790 747 730 723 714 711 716 678

SEB Fact Book January – March 2011 28

Capital base of the SEB financial group of undertakings

31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Total equity according to balance sheet 98,744 98,801 98,978 99,669 99,522 98,214 97,105 99,543 97,856
./. Dividend (excl repurchased shares) 0 0 0 -2,193 -2,743 -1,097 -1,646 -3,291 -823
./. Investments outside the financial group of undertakings -76 -74 -70 -47 -39 -36 -34 -40 -41
./. Other deductions outside the financial group of undertakings -3,600 -2,006 -2,198 -2,570 -2,747 -2,037 -2,261 -2,688 -2,966
= Total equity in the capital adequacy 95,068 96,721 96,710 94,859 93,993 95,044 93,164 93,524 94,026
Adjustment for hedge contracts -1,326 -913 -437 -419 -275 -57 1,085 1,755 2,233
Net provisioning amount for IRB-reported credit exposures -527 -604 -374 -297 0 0 0 0 0
Unrealised value changes on available-for-sale financial assets 3,215 2,798 1,310 1,096 870 1,511 1,348 1,724 1,714
./. Exposures where RWA is not calculated -630 -939 -1,037 -1,169 -1,324 -1,457 -1,175 -1,184 -1,034
./. Goodwill (8) -6,949 -4,497 -4,364 -4,464 -4,374 -4,374 -4,184 -4,174 -4,110
./. Other intangible assets -2,308 -2,459 -2,465 -2,616 -2,570 -2,683 -2,633 -2,564 -2,608
./. Deferred tax assets -1,509 -784 -1,152 -1,609 -1,636 -1,768 -1,441 -1,694 -2,031
= Core Tier 1 capital 85,034 89,323 88,191 85,381 84,684 86,216 86,164 87,387 88,190
Tier 1 capital contribution (non-innovative) 5,130 4,869 4,762 4,577 4,492 4,468
Tier 1 capital contribution (innovative) 14,530 13,883 12,803 11,093 10,858 11,217 10,155 10,101 9,704
= Tier 1 capital 99,564 103,206 100,994 101,604 100,411 102,195 100,896 101,980 102,362
Dated subordinated debt 20,017 19,755 18,626 11,028 10,366 5,217 5,014 4,922 4,896
./. Deduction for remaining maturity -735 -679 -641 -658 -554 -383 -368 -361 -360
Perpetual subordinated debt 12,408 8,057 7,275 7,386 7,137 7,738 7,050 4,152 3,923
Net provisioning amount for IRB-reported credit exposures -527 -604 -374 -297 1,349 1,449 808 91 3
Unrealised gains on available-for-sale financial assets 354 300 494 642 615 504 484 511 490
./. Exposures where RWA is not calculated -630 -939 -1,037 -1,169 -1,324 -1,457 -1,175 -1,184 -1,034
./. Investments outside the financial group of undertakings -76 -74 -70 -47 -39 -36 -34 -40 -41
= Tier 2 capital 30,811 25,816 24,273 16,885 17,550 13,032 11,779 8,091 7,877
./. Investments in insurance companies -10,620 -10,621 -10,600 -10,601 -10,500 -10,500 -10,500 -10,500 -10,500
./. Pension assets in excess of related liabilities -1,396 -1,113 -864 -543 -1,119 -869 -652 -422 -933
= Capital base 118,359 117,288 113,803 107,345 106,342 103,858 101,523 99,149 98,806

Risk-weighted assets for the SEB financial group of undertakings

31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Credit risk, IRB reported capital requirements
Institutions 60,424 53,453 48,846 50,200 41,796 41,764 42,642 37,405 36,161
Corporates 485,107 455,126 424,469 405,072 402,200 407,121 403,427 403,128 401,680
Securitisation positions 7,503 10,766 9,531 10,590 9,489 8,563 7,900 6,337 5,660
Retail mortgages 58,432 59,150 60,981 65,021 64,892 67,596 66,386 65,704 44,033
Other retail exposures 12,045 11,420 10,753 10,792 10,839 10,299 10,014 9,826 9,769
Other exposure classes 2,038 2,116 2,025 1,638 1,557 1,548 1,514 1,511 1,449
Total for credit risk, IRB approach 625,549 592,031 556,605 543,313 530,773 536,891 531,883 523,911 498,752
Further capital requirements
Credit risk, Standardised approach 124,966 112,558 102,252 97,563 90,373 86,156 80,377 91,682 77,699
Operational risk, Advanced Measurement approach 38,733 43,583 43,440 39,459 39,793 39,814 45,440 44,568 43,477
Foreign exchange rate risk 7,670 9,016 6,610 7,957 11,981 11,577 16,754 15,995 12,243
Trading book risks 33,241 32,395 38,480 42,200 50,351 39,748 36,927 39,970 46,013
Total 830,159 789,583 747,387 730,492 723,271 714,186 711,381 716,126 678,184
Summary
Credit risk 750,515 704,589 658,857 640,876 621,146 623,047 612,260 615,593 576,451
Operational risk 38,733 43,583 43,440 39,459 39,793 39,814 45,440 44,568 43,477
Market risk 40,911 41,411 45,090 50,157 62,332 51,325 53,681 55,965 58,256
Total 830,159 789,583 747,387 730,492 723,271 714,186 711,381 716,126 678,184
Adjustment for flooring rules
Addition according to transitional flooring 66,495 59,591 58,732 64,685 88,537 110,276 86,102 83,672 98,582
Total reported 896,654 849,174 806,119 795,177 811,808 824,462 797,483 799,798 776,766

Specified information on the Capital base and requirements can be found in the interim report.

Capital adequacy

31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Capital resources
Core Tier 1 capital 85,034 89,323 88,191 85,381 84,684 86,216 86,164 87,387 88,190
Tier 1 capital 99,564 103,206 100,994 101,604 100,411 102,195 100,896 101,980 102,362
Capital base 118,359 117,288 113,803 107,345 106,342 103,858 101,523 99,149 98,805
Capital adequacy without transitional floor (Basel II)
Risk-weighted assets 830,159 789,583 747,387 730,492 723,271 714,186 711,381 716,126 678,184
Expressed as capital requirement 66,413 63,167 59,791 58,439 57,862 57,135 56,911 57,290 54,255
Core Tier 1 capital ratio 10.2% 11.3% 11.8% 11.7% 11.7% 12.1% 12.1% 12.2% 13.0%
Tier 1 capital ratio 12.0% 13.1% 13.5% 13.9% 13.9% 14.3% 14.2% 14.2% 15.1%
Total capital ratio 14.3% 14.9% 15.2% 14.7% 14.7% 14.5% 14.3% 13.8% 14.6%
Capital base in relation to capital requirement 1.78 1.86 1.90 1.84 1.84 1.82 1.78 1.73 1.82
Capital adequacy including transitional floor
Transition floor applied 80% 80% 80% 80% 80% 80% 80% 80% 80%
Risk-weighted assets 896,654 849,174 806,131 795,177 811,808 824,462 797,483 799,798 776,766
Expressed as capital requirement 71,732 67,934 64,490 63,614 64,945 65,957 63,799 63,984 62,141
Core Tier 1 capital ratio 9.5% 10.5% 10.9% 10.7% 10.4% 10.5% 10.8% 10.9% 11.4%
Tier 1 capital ratio 11.1% 12.2% 12.5% 12.8% 12.4% 12.4% 12.7% 12.8% 13.2%
Total capital ratio 13.2% 13.8% 14.1% 13.5% 13.1% 12.6% 12.7% 12.4% 12.7%
Capital base in relation to capital requirement 1.65 1.73 1.76 1.69 1.64 1.57 1.59 1.55 1.59
Capital adequacy with risk weighting according to Basel I
Risk-weighted assets 1,137,300 1,080,347 1,019,329 1,003,250 993,680 1,007,939 984,225 998,326 970,912
Expressed as capital requirement 90,984 86,428 81,546 80,260 79,494 80,635 78,738 79,866 77,673
Core Tier 1 capital ratio 7.5% 8.3% 8.7% 8.5% 8.5% 8.6% 8.8% 8.8% 9.1%
Tier 1 capital ratio 8.8% 9.6% 9.9% 10.1% 10.1% 10.1% 10.3% 10.2% 10.5%
Total capital ratio 10.4% 10.9% 11.2% 10.7% 10.7% 10.3% 10.3% 9.9% 10.2%
Capital base in relation to capital requirement 1.30 1.36 1.40 1.34 1.34 1.29 1.29 1.24 1.27

IRB reported credit exposures (less repos and securities lending)

31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar
Average risk weight 2009 2009 2009 2009 2010 2010 2010 2010 2011
Institutions 17.3% 17.7% 17.6% 17.5% 17.0% 18.1% 17.8% 19.5% 20.2%
Corporates 59.3% 59.1% 59.1% 57.8% 58.5% 57.7% 59.1% 57.0% 56.6%
Securitisation positions 12.2% 19.3% 18.6% 22.6% 22.6% 22.5% 22.4% 20.6% 20.0%
Retail mortgages 16.3% 16.2% 16.7% 17.2% 16.8% 17.1% 17.2% 16.9% 13.0%
Other retail exposures 39.9% 38.7% 37.9% 38.5% 39.1% 38.6% 38.7% 38.2% 37.6%

All outstanding Subordinated Debt and Hybrid Tier 1 issues

Maturity
Issue date Ratings Format Coupon date First call date Step-up Currency Size (m)
Lower Tier II Issues
15-Sep-05 A2/A-/A 12NC7 mth € + 25 bps 28-Sep-17 28-Sep-12 3-mth €+ 175bps EUR 500
Upper Tier II Issues
17-Nov-06 A2/BB+/A PerpNC5 5.5000% Perpetual 28-Nov-11 3-mth £L+ 184bps GBP 200
25-Dec-97 A2/BB+/A PerpNC30 5.0000% Perpetual 28-Jan-28 6-mth ¥L+ 150bps JPY 15,000
26-Jun-95 A2/BB+/A PerpNC20 4.4000% Perpetual 14-Nov-15 6-mth ¥L+ 200bps JPY 10,000
Tier I Issues
19-Mar-04 A3/BB+/A PerpNC10 4.9580% Perpetual 25-Mar-14 3-mth \$L+ 182bps USD 407
23-Mar-05 A3/BB+/A PerpNC10 5.4710% Perpetual 23-Mar-15 3-mth \$L+ 154bps USD 423
1-Oct-09 A3/BB+/A PerpNC5 9.2500% Perpetual 31-Mar-15 EUR 500
17-Dec-07 A3/BB+/A PerpNC10 7.0922% Perpetual 21-Dec-17 3-mth € + 340 bps EUR 500

Volumes

Balance sheet

31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar
2009 2009 2009 2009 2010 2010 2010 2010 2011
18,929 97,886 25,158 36,589 19,634 17,372 34,384 46,488 15,914
284,096 213,245 231,697 331,460 272,242 246,891 225,236 204,188 199,060
1,317,189 1,304,683 1,206,833 1,187,837 1,203,833 1,226,476 1,088,736 1,074,879 1,113,807
639,483 568,035 604,624 581,641 623,302 670,990 666,731 617,746 644,421
105,011 98,014 88,138 87,948 70,954 65,988 66,937 66,970 68,635
1,236 1,845 1,793 1,332 1,303 1,500 1,461 1,451 1,181
79,280 74,951
1,152 1,174 1,122 995 1,018 1,018 1,020 1,022 1,079
29,965 27,900 27,432 27,770 27,206 27,565 26,998 27,035 27,212
63,167 60,736 46,602 52,655 65,798 60,807 62,996 65,091 47,112
2,460,228 2,373,518 2,233,399 2,308,227 2,285,290 2,318,607 2,253,779 2,179,821 2,118,421
401,471 405,699 342,518 397,433 393,379 358,448 238,293 212,624 201,503
835,603 823,359 752,966 801,088 739,907 759,347 717,005 711,541 707,095
210,939 227,401 237,665 249,009 255,289 253,024 256,953 263,970 263,075
495,782 488,951 480,564 456,043 469,312 486,330 536,882 530,483 549,849
276,325 211,978 201,069 191,440 209,524 258,415 238,741 200,690 195,347
50,680 48,339
89,051 72,220 76,855 75,149 80,747 70,867 86,732 85,665 78,092
2,020 1,822 1,791 2,033 1,724 1,753 1,478 1,414 1,612
50,081 43,287 40,993 36,363 35,886 32,209 29,910 25,552 23,992
98,956 98,801 98,978 99,669 99,522 98,214 97,105 99,543 97,856
2,460,228 2,373,518 2,233,399 2,308,227 2,285,290 2,318,607 2,253,779 2,179,821 2,118,421
567,980 474,129 496,467 457,209 463,267 469,235 485,206 416,864 423,328

placements with other direct participants in

interbank fund transfer systems.

Intangible assets

SEK m Mar'09 Jun '09 Sep '09 Dec '09 Mar '10 Jun '10 Sep '10 Dec '10 Mar '11
Goodwill 13,333 10,882 10,729 10,829 10,723 10,717 10,515 10,491 10,434
Other intangibles 2,565 2,712 2,702 2,847 2,841 2,945 2,879 2,801 2,836
Deferred acquisition costs 3,415 3,434 3,422 3,501 3,556 3,583 3,580 3,631 3,660
Intangible assets 19,313 17,027 16,854 17,177 17,121 17,245 16,974 16,923 16,930

Assets under management

SEK bn

2008 2009 2010 Mar 2011
Assets under management, start of period 1,370 1,201 1,356 1,399
Inflow 295 256 287 77
Outflow -261 -209 -232 -65
Net inflow of which: 34 47 55 12
Sweden 25 30 9
Other Nordic 6 2 4
Germany 5 12 0
Baltic countries and Poland 3 1 0
Other and Eliminations 8 11 -1
Acquisition/disposal net 17 -2 -1
Change in value -220 109 -11 -38
Assets under management, end of period* 1,201 1,356 1,399 1,372
*Of which, not eliminated:
Retail Banking 74 86 91 74
Wealth Management 1,142 1,275 1,321 1,303
Life 354 402 424 425

Lending to the public

Q1
2009
Q2
2009
Q3
2009
Q4
2009
Q1
2010
Q2
2010
Q3
2010
Q4
2010
Q1
2011
Merchant Banking 662 627 565 547 557 543 530 519 536
Retail Banking 421 433 436 446 450 458 385 397 413
RB Sweden 313 323 331 342 352 360 369 380 397
RB Germany 91 93 88 87 82 81 - - -
RB Cards 17 17 17 17 16 17 16 17 16
Wealth Management 29 30 28 27 29 29 29 31 32
Life - - - - - - - - -
Baltic 161 152 137 131 119 113 106 102 101
Baltic Estonia 47 45 42 41 37 36 33 33 32
Baltic Latvia 40 38 33 32 29 27 26 24 24
Baltic Lithuania 74 69 62 58 53 50 47 45 45
Other/Elim 44 63 41 37 49 83 39 26 32
SEB Group 1,317 1,305 1,207 1,188 1,204 1,226 1,089 1,075 1,114

Deposits from the public

Q1
2009
Q2
2009
Q3
2009
Q4
2009
Q1
2010
Q2
2010
Q3
2010
Q4
2010
Q1
2011
Merchant Banking 411 407 342 377 360 355 372 365 368
Retail Banking 207 210 203 206 199 205 166 175 175
RB Sweden 151 155 154 158 154 161 166 175 175
RB Germany 56 55 49 48 45 44 - - -
RB Cards - - - - - - - - -
Wealth Management 53 54 51 47 50 55 50 47 45
Life - - - - - - - - -
Baltic 73 68 65 64 60 59 56 57 56
Baltic Estonia 24 23 21 21 20 20 19 20 20
Baltic Latvia 18 16 14 14 14 14 13 12 12
Baltic Lithuania 31 29 30 29 26 25 24 25 24
Other/Elim 92 84 92 107 71 85 73 68 63
SEB Group 836 823 753 801 740 759 717 712 707

Credit portfolio, loan portfolio by industry and geography

Credit portfolio by industry and geography*

SEB Group, 31 March 2011
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 319 1 4 324
Finance and insurance 11 4 4 19
Wholesale and retail 97 310 452 330 74 1,263
Transportation 20 4 313 105 19 461
Shipping 2 43 1 46
Business and household services 42 6 107 456 46 52 709
Construction 44 51 11 172 385 100 763
Manufacturing 82 239 6 242 170 557 122 377 1,795
Agriculture, forestry and fishing 1 12 60 23 96
Mining and quarrying 33 22 55
Electricity, gas and water supply 1 1 1 5 8
Other 173 4 24 30 340 571
Corporates 472 615 148 246 170 2,006 1,112 1,017 5,786
Commercial 100 1,859 3,721 1,256 554 7,490
Multi-family 84 262 293 639
Property Management 184 2,121 3,721 1,549 554 8,129
Public Administration
Household mortgage 118 10 128
Other 4 3 9 208 279 503
Households 4 3 9 118 208 289 631
Impaired loans 975 2,741 155 9 246 170 5,845 2,869 1,860 14,870

* The geographical distribution is based on where the loan is booked. Amounts before provisions for credit losses.

SEB Group, 31 December 2010
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 339 4 1 344
Finance and insurance 1 3 4 2 21 31
Wholesale and retail 81 77 362 459 333 1 1,312
Transportation 20 3 16 128 507 7 35 716
Shipping 2 6 8
Business and household services 46 107 57 68 511 108 5 902
Construction 21 18 1 98 481 285 88 27 1,018
Manufacturing 86 7 12 243 361 154 631 255 209 1,957
Agriculture, forestry and fishing 26 6 75 20 21 147
Mining and quarrying 33 24 57
Electricity, gas and water supply 0 4 0 0 4
Other 153 24 24 15 30 0 55 716 1,017
Corporates 435 156 42 247 635 1,330 2,420 866 1,039 7,170
Commercial 128 586 1,369 3,836 1,864 7,784
Multi-family 70 305 0 325 700
Property Management 198 586 1,674 3,836 2,189 8,484
Public Administration
Household mortgage
Other 9 4 105 5 275 113 497 213 1,220
Households 9 4 105 5 275 113 497 213 1,220
Impaired loans 981 163 146 247 1,227 3,279 6,370 3,554 1,252 17,218
whereof Retail, SEB AG -743
Impaired loans excl Retail, SEB AG 16,475

* The geographical distribution is based on where the loan is booked. Amounts before provisions for credit losses. Including German Retail portfolio.

Loan portfolio by industry and geography*

SEB Group, 31 March 2011
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 60,950 7,904 6,154 548 97 195 483 38,354 11,387 126,072
Finance and insurance 32,783 98 1,960 168 40 188 13 10,905 2,151 48,306
Wholesale and retail 15,344 929 365 117 1,611 2,424 5,716 4,323 1,921 32,750
Transportation 21,960 119 821 2 714 1,569 2,127 1,815 254 29,381
Shipping 22,002 18 87 151 226 150 271 8 4,069 26,982
Business and household services 44,079 258 2,578 283 1,680 1,059 1,479 10,666 657 62,739
Construction 5,152 82 353 94 414 946 684 91 48 7,864
Manufacturing 53,719 1,239 670 3,690 2,576 1,507 4,264 8,408 2,708 78,781
Agriculture, forestry and fishing 3,758 47 1 32 781 1,493 412 6 6,530
Mining and quarrying 7,114 29 272 25 95 104 1 7,640
Electricity, gas and water supply 10,356 31 98 4,074 1,425 1,019 1,418 3,226 62 21,709
Other 13,891 815 2,492 107 290 269 252 830 3,186 22,132
Corporates 230,158 3,636 9,454 8,990 9,782 10,719 16,740 40,272 15,063 344,814
Commercial 63,809 794 527 5,551 3,180 10,745 41,568 1,393 127,567
Multi-family 78,232 1 125 1,951 16 22,664 102,989
Property Management 142,041 1 919 527 5,551 5,131 10,761 64,232 1,393 230,556
Public Administration 7,445 5 142 960 1,569 112 1,747 66,087 126 78,193
Household mortgage 284,347 3,002 14,323 8,546 18,751 3 2,475 331,447
Other 23,246 2,498 9,406 722 2,214 2,252 1,287 450 2,700 44,775
Households 307,593 2,498 12,408 722 16,537 10,798 20,038 453 5,175 376,222
Loan portfolio 748,187 14,044 29,077 11,747 33,536 26,955 49,769 209,398 33,144 1,155,857
Repos, credit institutions 17,464
Repos, general public 76,214
Debt instruments reclassified 77,136
Reserves -13,804
Total lending 1,312,867

* The geographical distribution is based on where the loan is booked.

SEB Group, 31 December 2010
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 45,262 8,372 2,198 581 75 155 214 57,968 8,466 123,291
Finance and insurance 21,487 325 1,857 72 45 212 121 12,373 2,321 38,813
Wholesale and retail 15,869 386 523 104 1,535 2,520 5,666 6,757 1,550 34,910
Transportation 21,004 124 1,144 7 756 1,570 2,376 1,650 556 29,187
Shipping 23,173 57 124 121 254 190 254 14 3,601 27,788
Business and household services 46,420 388 3,409 260 1,736 1,090 1,492 13,307 1,028 69,130
Construction 4,228 74 321 77 455 1,017 720 1,046 37 7,975
Manufacturing 47,278 707 887 4,109 2,556 1,598 4,440 6,506 4,033 72,114
Agriculture, forestry and fishing 3,134 49 1 34 818 1,490 545 102 5 6,178
Mining and quarrying 7,156 28 287 24 104 108 4 3 7,714
Electricity, gas and water supply 11,422 39 88 3,530 1,470 1,007 995 3,006 49 21,606
Other 19,947 714 2,508 807 295 287 320 2,818 3,395 31,091
Corporates 221,118 2,863 10,890 9,408 9,944 11,085 17,037 47,583 16,578 346,506
Commercial 56,752 160 841 515 5,721 3,402 10,819 42,010 682 120,902
Multi-family 72,275 1 154 2,049 17 23,697 98,193
Property Management 129,027 161 995 515 5,721 5,451 10,836 65,707 682 219,095
Public Administration 6,178 58 145 926 1,565 123 1,810 51,763 99 62,667
Household mortgage 271,997 3,034 14,486 8,713 18,944 58,146 2,634 377,954
Other 23,670 2,821 9,736 706 2,312 2,314 1,390 7,546 2,749 53,244
Households 295,667 2,821 12,770 706 16,798 11,027 20,334 65,692 5,383 431,198
Loan portfolio 697,252 14,275 26,998 12,136 34,103 27,841 50,231 288,713 31,208 1,182,757
Repos, credit institutions 30,885
Repos, general public 63,449
Debt instruments reclassified 91,333
Reserves -14,919
Retail, SEB AG gross -74,438
Total lending 1,279,067

* The geographical distribution is based on where the loan is booked.

Credit portfolio – corporates Credit portfolio – households

Geography based on SEB's operations

* Incl. other Q1 affected by German Retail divestment

Credit portfolio by industry and geography*

SEB Group, 31 March 2011
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 107,439 17,953 14,171 2,606 100 228 571 49,541 15,115 207,724
Corporates 332,246 21,794 60,428 46,446 13,310 14,020 21,923 99,725 40,533 650,425
Property Management 145,312 713 7,013 8,004 5,646 5,244 10,958 70,584 1,982 255,456
Public Administration 17,907 4 1,010 960 1,869 114 2,294 66,960 126 91,244
Households 347,914 4,370 24,621 1,351 17,137 11,376 20,730 454 5,982 433,935
Credit portfolio 950,818 44,834 107,243 59,367 38,062 30,982 56,476 287,264 63,738 1,638,784

* Geography distribution is based on SEB's operations. Amounts before provisions for credit losses

SEB Group, 31 December 2010
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 92,222 15,222 10,239 2,592 78 192 315 72,245 12,391 205,496
Corporates 339,697 18,199 62,624 45,360 13,359 13,911 23,604 106,265 42,926 665,945
Property Management 134,845 885 7,319 8,060 5,833 5,649 11,058 72,064 1,278 246,991
Public Administration 16,841 58 444 926 1,864 133 2,265 52,827 99 75,457
Households 331,847 5,462 30,246 1,300 17,393 11,581 21,033 83,760 6,188 508,810
Credit portfolio 915,452 39,826 110,872 58,238 38,527 31,466 58,275 387,161 62,882 1,702,699

* Geography distribution is based on SEB's operations. Amounts before provisions for credit losses. Including German Retail portfolio.

Credit portfolio*

On & off balance, SEK bn

Dec Dec Dec Mar
SEB Group 2008 2009 2010 2011 %
Banks 286 310 206 206 13%
Corporates 782 656 666 666 40%
Property Management 262 247 247 247 16%
Households 486 509 509 509 26%
Public Administration 119 94 75 75 5%
Total non-banks 1.649 1.506 1.497 1.431 87%
Total 1.934 1.816 1.703 1.639 100%
Dec Dec Dec Mar
SEB Group 2008 2009 2010 2011 Q4
Lending ** 1.362 1.308 1.183 1.156 -27
Contingent Liabilities 442 406 430 396 -34
Derivative Instruments 130 102 90 87 -3
Credit Portfolio 1.934 1.816 1.703 1.639 -64

* Before loan loss reserves, excluding repos & debt instruments. Including German Retail until Dec 2010

Baltic geographies

Credit portfolio

Asset quality

Rating of credit portfolio, Mar 2011

Credit loss level, % *

* Total operations

SEB Group – net credit losses, SEK m

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
Net credit losses, quarterly 2009 2009 2009 2009 2010 2010 2010 2010 2011
Net write-offs -178 -328 -570 -738 -275 -64 -132 -414 -78
Net specific provisions -787 -1,269 -1,907 -2,455 -402 -588 10 64 265
Net collective provisions
of which:
-1,356 -1,842 -729 129 -1,136 13 318 769 350
Individually assessed loans -924 -1,293 -199 580 -738 214 407 782 385
Portfolio assessed loans -432 -549 -530 -451 -398 -201 -89 -13 -35
Net credit losses continuing operations -2,321 -3,439 -3,206 -3,064 -1,813 -639 196 419 537
Net credit loss level total operations, YTD 0.70 1.05 0.98 0.93 0.50 0.33 0.21 0.14 -0.17

Development of non-performing loans

SEK bn

Non-performing loans & reserves

SEB Group, SEK m

Mar '09 Jun '09 Sep '09 Dec '09 Mar '10 Jun '10 Sep '10 Dec '10 Mar '11
Individually assessed loans
Impaired loans, gross 12,982 16,690 18,369 21,324 19,621 19,238 18,136 17,218 14,870
Specific reserves 5,608 7,001 8,347 10,456 10,222 10,407 9,455 8,883 7,801
Collective reserves 3,685 4,963 4,915 4,371 4,893 4,386 3,822 3,030 2,459
Off Balance sheet reserves 407 281 348 478 516 503 491 476 400
Specific reserve ratio 43% 42% 45% 49% 52% 54% 52% 52% 52%
Total reserve ratio 72% 72% 72% 70% 77% 77% 73% 69% 69%
Portfolio assessed loans
Loans past due > 60 days 4,561 6,393 6,939 6,937 7,148 7,107 6,980 6,534 6,696
Restructured loans 312 450 555 505 502 503
Collective reserves 1,847 2,375 2,781 3,250 3,509 3,668 3,594 3,576 3,544
Reserve ratio 41% 37% 40% 45% 46% 48% 48% 51% 49%
Non-performing loans 17,543 23,083 25,308 28,573 27,219 26,900 25,621 24,254 22,069
Total reserves 11,547 14,620 16,391 18,555 19,141 18,965 17,363 15,965 14,204
NPL coverage ratio 66% 63% 65% 65% 70% 71% 68% 66% 64%
Non-performing loans / Lending 1.1% 1.5% 1.7% 1.9% 1.8% 1.8% 1.8% 1.8% 1.7%

Seized assets - SEB Group

31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Properties, vehicles and equipment 311 621 428 217 239 241 582 647 758
Shares 50 63 62 62 59 54 55 56 57
Total seized assets 361 684 490 279 298 295 637 703 815

Impaired loans by industry and geography*

(Individually assessed loans)

SEB Group, 31 March 2011
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 319 4 1 324
Finance and insurance 11 2 4 2 19
Wholesale and retail 97 73 330 452 310 1 1,263
Transportation 20 3 11 105 313 5 4 461
Shipping 2 43 1 46
Business and household services 42 107 50 46 456 6 2 709
Construction 44 10 1 85 385 172 51 15 763
Manufacturing 82 7 11 242 341 122 557 238 195 1,795
Agriculture, forestry and fishing 1 3 60 12 20 96
Mining and quarrying 33 22 55
Electricity, gas and water supply 5 1 1 1 8
Other 173 24 19 15 30 4 306 571
Corporates 472 148 36 246 585 1,112 2,006 615 566 5,786
Commercial 100 554 1,256 3,721 1,859 7,490
Multi-family 84 294 261 639
Property Management 184 554 1,550 3,721 2,120 8,129
Public Administration
Household mortgage 10 118 128
Other 3 74 208 4 214 503
Households 3 84 208 118 4 214 631
Impaired loans 975 155 120 246 1,139 2,870 5,845 2,740 780 14,870

* The geographical distribution is based on where the loan is booked. Amounts before provisions for credit losses.

SEB Group, 31 December 2010
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 339 4 1 344
Finance and insurance 1 3 4 2 21 31
Wholesale and retail 81 77 362 459 333 1 1,312
Transportation 20 3 16 128 507 7 35 716
Shipping 2 6 8
Business and household services 46 107 57 68 511 108 5 902
Construction 21 18 1 98 481 285 88 27 1,018
Manufacturing 86 7 12 243 361 154 631 255 209 1,957
Agriculture, forestry and fishing 26 6 75 20 21 147
Mining and quarrying 33 24 57
Electricity, gas and water supply 0 4 0 0 4
Other 153 24 24 15 30 0 55 716 1,017
Corporates 435 156 42 247 635 1,330 2,420 866 1,039 7,170
Commercial 128 586 1,369 3,836 1,864 7,784
Multi-family 70 305 0 325 700
Property Management 198 586 1,674 3,836 2,189 8,484
Public Administration
Household mortgage
Other 9 4 105 5 275 113 497 213 1,220
Households 9 4 105 5 275 113 497 213 1,220
Impaired loans 981 163 146 247 1,227 3,279 6,370 3,554 1,252 17,218
whereof Retail, SEB AG -743
Impaired loans excl Retail, SEB AG 16,475

* The geographical distribution is based on where the loan is booked. Amounts before provisions for credit losses.

Portfolio assessed loans*

Loans past due > 60 days

SEB Group, 31 March 2011
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Corporates 24 11 61 5 229 253 194 4 781
Household mortgage 394 588 1,542 1,200 105 3,829
Other 609 298 376 47 109 353 167 125 2,084
Households 1,003 298 376 47 697 1,895 1,367 230 5,913
Past due > 60 days 1,027 309 437 52 926 2,148 1,561 234 6,694

* The geographical distribution is based on where the loan is booked.

SEB Group, 31 December 2010

SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Corporates 24 13 68 5 245 255 191 5 806
Household mortgage 266 564 1,487 1,110 75 104 3,606
Other 590 299 383 65 112 355 177 141 2,122
Households 856 299 383 65 676 1,842 1,287 75 245 5,728
Past due > 60 days 880 312 451 70 921 2,097 1,478 75 250 6,534
whereof Retail, SEB AG -75
Past due > 60 days excl Retail, SEB AG 6,459

* The geographical distribution is based on where the loan is booked.

Portfolio assessed loans*

Restructured loans

SEB Group, 31 March 2011
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Corporates
Household mortgage 50 154 299 503
Other
Households 50 154 299 503
Restructured loans 50 154 299 503

* The geographical distribution is based on where the loan is booked.

SEB Group, 31 December 2010
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Corporates
Household mortgage 49 159 294 502
Other
Households 49 159 294 502
Restructured loans 49 159 294 502

* The geographical distribution is based on where the loan is booked.

Baltic geographies – asset quality

SEB Baltic – net credit losses Jan - Mar % of
SEK m Estonia Latvia Lithuania 2011 Total
Net Write-offs -5 -9 23 9 2%
Net Specific Provisions 18 39 225 282 49%
Net Collective Provisions 5 152 124 281 49%
of which:
Individually assessed loans 4 164 157 325 57%
Portfolio assessed loans 1 -12 -33 -44 -8%
Net Credit Losses 18 182 372 572 100%

NPLs & reserves

Baltic geographies, Mar 2011, SEK m

By quarter

Mar '09 Jun '09 Sep '09 Dec '09 Mar '10 Jun '10 Sep '10 Dec '10 Mar '11
Impaired loans, gross 5,152 8,056 10,671 13,932 13,050 12,743 11,880 10,875 9,855
Specific reserves 1,852 2,668 4,305 6,632 6,634 6,759 6,060 5,502 4,922
Collective reserves 1,560 2,799 3,060 2,467 2,913 2,741 2,254 1,670 1,350
Off balance sheet reserves 4 48 50 82 87 86 73 69
Specific reserve ratio 36% 33% 40% 48% 51% 53% 51% 51% 50%
Total reserve ratio 66% 68% 69% 65% 73% 74% 70% 66% 64%
Portfolio assessed loans
Loans past due > 60 days 2,939 4,351 4,366 4,440 4,649 4,705 4,735 4,495 4,635
Restructured loans 0 0 0 312 450 555 505 502 503
Collective reserves 1,343 1,793 1,857 2,267 2,507 2,640 2,690 2,727 2,757
Reserve ratio 46% 41% 43% 48% 49% 50% 51% 55% 54%
Non-performing loans 8,091 12,407 15,037 18,684 18,149 18,003 17,119 15,872 14,994
Total reserves 4,755 7,264 9,270 11,416 12,136 12,227 11,090 9,972 9,097
NPL coverage ratio 59% 59% 62% 61% 67% 68% 65% 63% 61%

By country, Mar 2011, SEK m

Estonia Latvia Lithuania SEB Baltic Dec 2010
Individually assessed loans
Impaired loans, gross 1,141 2,869 5,845 9,855 10,875
Specific reserves 773 1,399 2,750 4,922 5,502
Collective reserves 241 360 749 1,350 1,670
Off balance sheet reserves 2 34 33 69 73
Specific reserve ratio 68% 49% 47% 50% 51%
Total reserve ratio 89% 61% 60% 64% 66%
Portfolio assessed loans
Loans past due > 60 days, gross 927 2,148 1,560 4,635 4,495
Restructured loans 51 154 298 503 502
Collective reserves 551 1,349 857 2,757 2,727
Reserve ratio 56% 59% 46% 54% 55%
Non-performing loans 2,119 5,171 7,704 14,994 15,872
Total reserves 1,567 3,142 4,388 9,097 9,972
NPL coverage ratio 74% 61% 57% 61% 63%

Baltic lending to the public*

EUR bn

Market risk

The Group's risk taking in trading operations is primarily measured by value at risk, VaR. The Group has chosen a level of 99 per cent probability and a ten-day time-horizon for reporting. In the day-today risk management of trading positions, SEB follows up limits with a one-day time horizon. All risk exposures are well within the Board's decided limits.

The table below shows the VaR exposure by risk type. During the first quarter of 2011, the Group's Value at Risk in the trading operations averaged SEK 247m. The decrease compared to 2010 is due to lower positions in credit spreads and better positioning against higher interest rates.

Value at Risk (99 per cent, ten days)
SEKm Min Max 31 March 2011 Average 2010 Average 2009
Commodities 0 0 0 0 1
Credit spread 192 286 224 251 111
Equity 16 71 44 40 50
FX 16 63 31 44 60
Interest rate 46 105 102 100 152
Volatilities 17 32 25 24 -
Diversification - - -169 -155 -212
Total 198 336 257 305 162

Bond investment portfolio

Total holdings amount to SEK 39bn

  • 79% were Loans & Receivables (MTM not recorded)
  • 2% were held for Trading (MTM over income)
  • 19% were available for sale (MTM over equity)

Structured Credits

  • 327 positions, well diversified across products, asset classes and geographical areas
  • 39.1% of the portfolio volume is rated Aaa/AAA, 11.3% below investment grade
  • During Q1, 27 positions have been downgraded whereof 6 positions from AAA
  • During Q1, 4 positions have been upgraded
  • Mark-to-Market prices are applied to almost all positions – very small amount of inventory in level 3

Financials

  • Senior FRNs
  • Maturity is 6M 5Y, weighted average life is 1.2Y

Portfolio breakdown by geography, 31 Mar, 2011

Product UK Spain Europe
Other
US Australia
NZ
Total
Volume
Financials 18.8% 0.0% 17.9% 60.0% 3.3% 5.3
Covered
Bonds
0% 98.7% 1.3% 0% 0% 7.5
Structured 15.1%
Credits
7.5% 49.9% 26.7% 0.8% 26.0
ABS 0.0% 2.0% 3.4% 1.6% 0.0% 1.8
CDO 0.5% 0.0% 4.2% 3.1% 0.0% 2.0
CLO 0.4% 0.0% 17.3% 14.3% 0.0% 8.3
CMBS 2.0% 0.0% 8.1% 0.5% 0.0% 2.8
CMO 0.0% 0.0% 0.0% 0.1% 0.0% 0.0
RMBS
prime
12.0% 6.0% 17.0% 3.0% 1.0% 9.9
RMBS
non-prime
0.0% 0.0% 0.0% 4.0% 0.0% 1.2
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
Structured credits -503 26 28 16 94 19 9 -6 5
Financial institutions 39 -7 -7 -55 -11 -41
Covered bonds etc. 10 1 5 0 0 3 -7 4
Income effect -454 19 22 -34 83 -22 12 -13 9
Structured credits -27 225 259 184 237 61 255 68 77
Financial institutions 221 90 144 46 51 26 74 49 56
Covered bonds etc. -635 248 727 -109 -83 -639 -136 -239 288
Equity effect -441 563 1,130 121 205 -552 193 -122 421
Total recognised -895 582 1,152 87 288 -574 205 -135 430
Structured credits -2,336 -1,194 2,183 1,874 799 1,317 655 240 649
Financial institutions -672 141 1,020 354 253 -572 171 -72 -33
Covered bonds etc. -67 29 32 9 6 -15 3 0 3
Fair value of reclassified
securities
-3,075 -1,024 3,235 2,237 1,058 730 829 168 619
Total fair value -3,970 -442 4,387 2,324 1,346 156 1,034 33 1,049

Portfolio breakdown, Financial effects

Divisional structure

Operating profit before credit loss provisions per division

Jan – Mar 2011 vs. Jan – Mar 2010

* Where of Sweden 7.3bn and Cards 2.6bn

** Where of Estonia 2.1bn, Latvia 3.2bn and Lithuania 3.0bn Average shareholder's equity SEK 99.7bn

Continuing operations

RoBE isolated per quarter, %

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
2009 2009 2009 2009 2010 2010 2010 2010 2011
SEB Group (RoE) 5.6 -0.1 1.0 1.6 3.3 8.4 8.5 14.6 14.1
Merchant Banking 19.1 19.8 18.6 18.6 17.1 23.8 21.1 19.9 19.7
Retail 21.7 17.3 19.3 20.8 12.8 12.7 16.5 16.0 16.2
Wealth Management 10.8 13.4 14.6 21.1 17.7 21.0 15.2 27.4 23.1
Life based on op profit 24.2 27.0 28.8 29.5 34.1 29.5 32.0 29.7 28.1
Life based on business result 30.0 47.4 40.4 38.3 45.6 41.7 56.5 46.9 29.6
Baltic negative negative negative negative negative negative 17.3 25.7 37.3
RoBE accumulated in the period, %
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
2009 2009 2009 2009 2010 2010 2010 2010 2011
SEB Group (RoE) 5.6 2.5 2.0 1.9 3.3 5.8 6.7 8.7 14.1
Merchant Banking 19.1 19.4 19.1 19.0 17.1 20.5 20.7 20.5 19.7
Retail 21.7 19.5 19.4 19.8 12.8 12.7 14.0 14.5 16.2
Wealth Management 10.8 12.1 12.9 14.9 17.7 19.1 17.8 20.2 23.1
Life based on op profit 24.2 25.6 26.7 27.4 34.1 31.8 31.9 31.3 28.1
Life based on business result 38.8 47.8 40.0 38.1 45.6 40.1 54.1 46.7 29.6
Baltic negative negative negative negative negative negative negative 2.2 37.3

RWA per division, Basel I

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
SEB Group 1,137 1,080 1,019 1,003 994 1,008 984 998 971
Merchant Banking 621 578 535 518 508 520 497 504 510
Retail 299 304 304 311 316 319 322 332 291
Wealth Management 25 26 23 22 24 25 25 27 27
Baltic 142 133 121 115 104 99 95 91 90
Other 51 40 36 37 41 46 45 44 53

RWA per division, Basel II

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2011
SEB Group 830 790 747 730 723 714 711 716 678
Merchant Banking 471 446 425 404 394 388 388 387 387
Retail 157 153 148 150 160 163 162 168 131
Wealth Management 42 35 30 31 31 32 31 33 32
Baltic 114 109 99 101 92 89 84 79 77
Other 46 48 44 45 46 43 46 49 51

Merchant Banking

Q1 Q4 Jan- Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net interest income 1,732 1,966 -12 1,732 1,782 -3 7,328
Net fee and commission income 1,259 1,503 -16 1,259 1,079 17 5,275
Net financial income 1,085 607 79 1,085 832 30 3,366
Total operating income 4,111 4,231 -3 4,111 3,777 9 16,291
Total operating expenses -2,320 -2,377 -2 -2,320 -2,134 9 -8,778
Profit before credit losses 1,791 1,854 -3 1,791 1,643 9 7,513
Net credit losses -48 -99 -52 -48 -104 -54 -203
Operating profit 1,746 1,778 -2 1,746 1,536 14 7,330
Cost/Income ratio 0.56 0.56 0.56 0.56 0.54
Return on business equity, % 19.7 19.9 19.7 17.1 20.5

Nordic leader in investment banking

Source: The Nordic Stock exchanges

Swedish M&A*

* Rank based on completed deals. All Swedish involvement. Source: Thomson Reuters

Nordic ECM transactions, by Bookrunner*

Jan – Mar 2011 (EUR m)

*Rank based on IPOs or follow-ons, Nordic stock exchanges Source: Dealogic

SEK League Tables - Corporate Bonds Jan – Mar 2011 (SEK m)

3.9%

3.4%

Source: Bloomberg

DnB NOR

SHB

Trading and Capital Markets Corporate Banking Income by main product cluster Total operating income

Custody volume development

Merchant Banking – recent rankings

March 2011 SEB's the Benche awarded best technology for use of customer communication and social networking
in the financial sector
March 2011 SEB Best Arranger Nordic Loans
March 2011 Best Nordic Corporate Loan - Hexagon
March 2011 SEB leading bank for arranging new bonds on behalf of Swedish issuers
March 2011 SEB Best Cash Management provider Sweden
February 2011 SEB Enskilda ranked as No.1 Research House in the Nordics by European institutions
January 2011 SEB - the best Nordic corporate bank tier 1 segment
January 2011 SEB named the Best Treasury & Cash Management Providers in the Nordic Region 2011
December 2010 SEB awarded best client relationship bank in Sweden
Financial Times &
Mergermarket
December 2010 SEB Enskilda - Financial Adviser of the year in the Nordics
December 2010 SEB Enskilda ranked best stockbroker in the Nordic region
Bloomberg December 2010 Ranked no. 1 arranger of Scandinavian Domestic Bonds
FOW December 2010 SEB awarded best innovation by a bank for its cash flow hedging solution
November 2010 Best FX Provider in the Nordic region as well as in Latvia and Lithuania
November 2010 SEB top ranked as lead arranger of corporate syndicated loans in Sweden

Retail Banking

Q1 Q4 Jan- Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net interest income 1,349 1,332 1 1,349 1,201 12 5,008
Net fee and commission income 788 848 -7 788 789 0 3,240
Net financial income 64 74 -14 64 65 -2 273
Total operating income 2,215 2,268 -2 2,215 2,064 7 8,569
Total operating expenses -1,574 -1,596 -1 -1,574 -1,457 8 -6,115
Profit before credit losses 641 672 -5 641 607 6 2,454
Net credit losses -98 -144 -32 -98 -196 -50 -543
Operating profit 544 528 3 544 411 32 1,910
Cost/Income ratio 0.71 0.70 0.71 0.71 0.71
Return on business equity, % 16.2 16.0 16.2 12.8 14.5

Income, Expenses and Operating profit, SEK m

Business volume development by area

SEK bn Q1 2011 change vs. Q1 2010

Retail Sweden

* Q1 2011 includes acquired volumes of SEK 7bn

Net interest income and volumes

Retail Sweden

Swedish mortgages private market

Fixed / floating interest rates, market share, per cent

Note: Fixed as presented here include mortgages with interest rate fixed for 1 year or more Floating as presented here include mortgages with interest rate fixed for 3 months or less

Market share development

Note: Other lending and deposits=SEB Parent Bank Sweden, i.e. not only Retail Sweden

Wealth Management

Q1 Q4 Jan- Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net interest income 143 136 5 143 111 29 485
Net fee and commission income 994 1,115 -11 994 868 15 3,752
Net financial income 15 30 -50 15 18 -17 89
Total operating income 1,154 1,285 -10 1,154 997 16 4,384
Total operating expenses -748 -789 -5 -748 -679 10 -2,910
Profit before credit losses 406 496 -18 406 318 28 1,474
Net credit losses -1 7 -114 -1 -1 0 3
Operating profit 405 503 -19 405 317 28 1,477
Cost/Income ratio 0.65 0.61 0.65 0.68 0.66
Return on business equity, % 23.1 27.4 23.1 17.7 20.2

Income

Income, Expenses and Operating profit, SEK m

AuM per customer type, SEK bn

Total Net Sales per quarter, SEK bn

Mutual funds per product type

Q1 2009 Q2 2009 Q3 2009 Q4 2009 Q1 2010 Q2 2010 Q3 2010 Q4 2010 Q1 2011
Equity funds 28% 32% 34% 37% 38% 36% 37% 40% 38%
Fixed income funds 29% 27% 26% 25% 25% 27% 27% 23% 25%
Balanced funds 13% 14% 14% 14% 14% 15% 15% 16% 16%
Alternative funds 30% 27% 26% 24% 23% 22% 22% 21% 21%

Activity level – Wealth

Life

Q1 Q4 Jan- Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Total operating income 1,130 1,101 3 1,130 1,184 -5 4,539
Total operating expenses -619 -595 4 -619 -602 3 -2,402
Operating profit 511 506 1 511 582 -12 2,137
Change in surplus values, net 27 294 -91 27 195 -86 1,045
Business result 538 800 - 33 538 777 - 31 3 182
Cost/Income ratio 0.55 0.54 0.55 0.51 0.53
Return on business equity, %
based on operating profit 28.1 29.7 28.1 34.1 31.3
based on business result 29.6 46.9 29.6 45.6 46.7

Income, Expenses and Operating profit, SEK m

Market position by profit area

Market shares, premium income,

Unit-linked insurances, (%, December 2010)

* Denmark unit-linked insurance in competitive markets (preliminary figures) ** Latvia Q1 2010, since the unit-linked is not reported separately

Market shares Sweden, per cent

Premium income, new and existing unit-linked policies December 2010 (December 2009)

Sales volume weighted

Life Division total sales, SEK m

Jan – Mar Jan – Mar
2011 2010 Change
Unit linked 10,525 11,636 -10%
Traditional and
Sickness/health 1,408 1,871 -25%
Total 11,933 13,507 -12%

Unit-linked sales, Sweden, SEK m

* Including Swedish customers of the Irish subsidiary

** December2010 figures (latest)

New business profit

Life (2006 only Swedish market), SEK m

Full year
2006
Full year
2007
Full year
2008
Full year
2009
Full year
2010
Apr 2010 -
Mar 2011
New sales (single/10+regular) 3,345 3,689 3,858 4,026 3,964 3,854
Net present value 1,788 1,775 1,598 1,492 1,536 1,455
Acquisition cost -970 -901 -879 -916 -929 -897
New business profit 818 874 719 576 607 558
Margin, % 24.5 23.7 18.6 14.3 15.3 14.5
Swedish market 24.5 22.9 20.8 16.2 17,1 16.2

Details on Life

The division is responsible for SEB's life insurance operations and is one of the leading Nordic life insurance groups. The division is organised in three business areas:

  • SEB Trygg Liv (Sweden)
  • SEB Pension (Denmark)
  • SEB Life & Pension International

The operations comprise insurance products in the area of investments and social security for private individuals and companies. The division has 1.8 million customers and is active in Sweden, Denmark, Finland, Ireland, Luxembourg, Estonia, Latvia, Lithuania and Ukraine. The main part of the traditional life insurance operations in Sweden is conducted through the mutually operated insurance company Gamla Livförsäkringsaktiebolaget SEB Trygg Liv and therefore not consolidated with the division's result. Gamla Liv is closed for new business. Traditional insurance business is also conducted in Fondförsäkringsaktiebolaget SEB Trygg Liv. The result of this business – with respect to investment income and insurance risk – is allocated to the policyholders. However, SEB Trygg Liv guarantees the contractual benefits to the policyholders in this business.

Comments on the first quarter 2011

During the first quarter operating profit decreased by 12 per cent to SEK 511m (582 the corresponding period last year).

Operating income amounted to SEK 1,130m which was SEK 54m or 5 per cent lower than last year. Currency effects when translating depreciated (against Swedish SEK) currencies in foreign subsidiaries accounted for SEK 42m of the decrease. The unit-linked income rose by SEK 47m or 8 per cent as a result of higher fund values. Income from other insurance, mainly traditional insurance and risk products such as sickness and health insurance, decreased by SEK 57m. The decrease within International was SEK 24m due to substantial recoveries in traditional investment portfolios last year. The decrease in Denmark amounted to SEK 20m but was a currency translation effect due to the stronger Swedish currency. In the Swedish business income from the risk insurance business decreased somewhat. Guarantee recoveries in the Swedish traditional business decreased to SEK 15m (24). The remaining guarantee provisions amount to SEK 14m in total. The provisions are related to previous depreciations of investment assets and recoverable when future investment returns are adequate to meet guaranteed bonus levels. Other income decreased by SEK 44m mainly as a result of lower return in investment portfolios for own account. Other items included in other income, such as IPS - Individual Pension Savings and other administrative fees, were stable.

Total expenses increased by 3 per cent to SEK 619m (602). If currency effects when translating foreign subsidiaries to SEK are excluded, expenses increased by SEK 42m or 7 per cent. Higher amortisation of deferred acquisition costs accounted for 3 per cent of the increase but should be seen in the light of increasing unit-linked income. The major part of the remaining increase of expenses was due to the employment of more sales personnel in order to strengthen the distribution capacity in Sweden.

Operating profit in SEB Trygg Liv Sweden, including central functions, was virtually unchanged at SEK 377m (372). Higher unitlinked income compensated for incresing expenses.

Operating profit in SEB Pension Denmark decreased by SEK 37m to SEK 114m. Currency translation effects contributed negatively by SEK 14m. In local currency, total income decreased by 9 per cent and expenses by 4 per cent. The decresed in income was a result of lower return in the investment portfolio for own account. Income from unitlinked and other insurance products increased in local currency.

Operating profit in SEB Life & Pension International decreased by SEK 39m to SEK 20m. The main cause was lower income from traditional insurance due to substantial recoveries in investment portfolios last year

Total assets under management amounted to SEK 425bn (411). The value of unit-linked funds increased by 9 per cent to SEK 180bn. From year-end the value was virtually unchanged. Gamla Liv's part of total assets under management was SEK 159bn, other traditional insurance accounted for 82bn and risk products for 4bn. In addition to this, SEK 6bn was managed for the division's own account.

The total weighted sales volume amounted to 11.9bn. The decrease compared to last year was SEK 1.2bn or 9 per cent in local currencies and an additional 0.4bn due to currency translation effects. In Sweden sales decreased by 13 per cent or SEK 1.0bn. The unit-linked product Portfolio Bond (depot endowment insurance) increased by SEK 0.5bn. This product is accounted for in the business area International, but is primarily sold to Swedish customers. In Denmark, at fixed currency rates, sale decreased by 18 per cent or SEK 0.7bn. Baltics and Ukraine were unchanged with a total volume of SEK 0.2bn during the first quarter.

SEB Trygg Liv, Sweden

The Swedish operation is partly conducted according to a bank assurance concept and partly through distribution via insurance mediators and other external partners. The bank assurance concept involves an integrated banking and insurance operation with distribution through SEB's branch offices and own sales personnel. The purpose of the concept is to offer SEB's customers a complete range of products and services within the financial area. Pension savings represent almost half of the Swedish households' financial assets. With a total asset volume of SEK 2,834bn, the share was 48 per cent at 31 December 2010 according to the SEB "Sparbarometer".

Market position

Sales focus is on unit-linked, which represents some 95 per cent of total sales. SEB Trygg Liv is the market leader in Sweden within unitlinked insurance. The new sales market share for full year 2010 was 22.4 per cent (26.7). The drop is due to the re-election of occupational pension within the SAF-LO agreement where SEB Trygg Liv doesn't participate.

Significant occupational pension business

The corporate share is recoverering slightly after falling since the beginning of 2008 due to the weak economic development during the past years. During the first quarter the corporate share was 61 per cent (58). For full year 2010, SEB Trygg Liv's market share in new sales unit-linked occupational pension was 17.4 per cent (18.5). In 2010 Folksam was number one due to the LO-SAF re-election with a market share of 21.5 per cent (10.2). SEB Trygg Liv also offers administration and management of pension foundations.

Strong also in the private market

In the private market, SEB Trygg Liv has a strong position within new business unit-linked endowment insurance, which has shown a strong growth. The market share in new sales for full year 2010 was 34.5 per cent (37.3). Sales of private pension savings other than endowment insurance are relatively stable. SEB's sales in this area consist mainly of IPS - Individual Pension Savings and "Enkla Pensionen", a unit-linked product with a guarantee.

SEB Pension, Denmark

The traditional life insurance operation of SEB Pension Denmark is carried out in a profit-sharing company and therefore included in the division's result. By hedging the investment portfolios, the market and investment risks are managed in relation to guaranteed commitments to policyholders. Variations in investment returns can be absorbed largely by accumulated buffer funds, called "collective bonus potential".

SEB Pension's products

SEB Pension sells savings, life, sickness and disability insurance to private individuals and corporate clients through own sales personnel, insurance mediators and Codan Forsikring.

Savings insurance is available both as unit-linked and traditional insurance. In the Danish private market, unit-linked insurance dominates whereas traditional insurance still accounts for the major part of sales in the corporate market. Some collective agreements do not allow sole unit-linked insurance solutions in occupational pension plans.

The trend is that the market for non-traditional life insurance such as unit-linked is expanding. The growth is mainly in the corporate segment, sold mainly by insurance mediators.

Growing occupational pension market

Since year 2000, it is mainly the Danish occupational pension market that grows, while the private market is relatively unchanged. SEB Pension's development has been in line with the general

trend. Measured in terms of premium income, SEB Pension has a total market share of 11 per cent. The market share in the unit-linked segment is 16 per cent. PFA Pension was number one with a total market share of 29 per cent but Danica dominated the unit-linked segment with a 40 per cent share. The market shares are preliminary for full year 2010 in the peer group / competitive market segment.

Distribution

Most insurance companies, including SEB Pension, have developed specialised private pension sales units that primarily concentrate on high-salary groups and customers with qualified advisory requirements.

Insurance mediators and the insurance companies' corporate sales personnel are the two dominant sales channels in the occupational pension market.

SEB Life & Pension International

SEB Life & Pension International includes subsidiaries in Ireland, Estonia, Latvia, Lithuania, Ukraine and branch offices in Luxembourg and Finland.

The operations of the Irish company SEB Life (Ireland) are focused primarily on sales of Portfolio Bond (depot endowment insurance). Sales are primarily concentrated on the Swedish market. The branch office in Luxembourg focuses on sales via SEB Private Banking to Swedes living abroad. Since 2008, the Finnish branch office focuses on sales to the Finnish market. The portfolio bond offering will be strenghtened through the previously announced acquisition of Irish Life International with assets under management of some SEK 18bn and premium income of SEK 3bn. This will strengthen the distribution capacity across Europe and especially in the Private Banking segment.

The Baltic subsidiaries concentrate primarily on unit-linked insurance, but offer traditional insurance and sickness/disability insurance as well. During the first quarter 94 per cent of the sales volume was to private individuals. For full year 2010 the private share was 80 per cent.

Risk

The supervisory authorities in Sweden and Denmark are using a traffic light model for measuring insurance companies' exposure to various risks. The model estimates a capital buffer based on the fair value of assets and liabilities using realistic assumptions. Thereafter the companies are exposed to a number of fictitious stress scenarios which is determined by the regulators. The scenarios give rise to an overall capital requirement imposed on the companies.

If the estimated buffer is not sufficient the traffic light model show a red light, causing regulators to execute a more thorough review of both quantitative and qualitative nature. Both Fondförsäkringaktiebolaget SEB Trygg Liv and SEB Pension have a reassuring capital buffer as of 31 March 2011.

Income statement

Q 1
Q 2
Q 3
Q 4
Q 1
Full year
Full year
SEKm
2010
2010
2010
2010
2011
2009
2010
Income unit-linked
585
609
611
668
632
2,048
2,473
Income other insurance 1)
427
363
392
310
370
1,664
1,492
Other income
172
141
138
123
128
713
574
Total operating income
1,184
1,113
1,141
1,101
1,130
4,425
4,539
Operating expenses 2)
-668
-641
-594
-646
-649
-2,448
-2,549
Other expenses
-1
-1
-6
-5
0
-27
-13
Change in deferred acquisition costs
67
32
5
56
30
165
160
Total expenses
-602
-610
-595
-595
-619
-2,310
-2,402
Operating profit
582
503
546
506
511
2,115
2,137
Change in surplus value, net 3)
195
180
376
294
27
1,067
1,045
Business result
777
683
922
800
538
3,182
3,182
Financial effects due to market fluctuations 3)
297
-537
180
686
-455
2,083
626
Change in assumptions 3)
24
32
24
-323
-24
-704
-243
Total result
1,098
178
1,126
1,163
59
4,561
3,565
Business equity
6,000
6,000
6,000
6,000
6,400
6,800
6,000
Return on business equity 4)
34.1
29.5
32.0
29.7
28.1
27.4
31.3
Premium income, gross
8,527
7,491
6,698
7,752
8,549
30,605
30,468
Expense ratio, % 5)
7.8
8.6
8.9
8.3
7.6
8.0
8.4
Operating profit by business area
SEB Trygg Liv, Sweden
375
333
359
408
388
1,479
1,475
SEB Pension, Denmark
151
158
151
61
114
574
521
SEB Life & Pension, International
59
29
50
38
20
148
176
Other including central functions etc
-3
-17
-14
-1
-11
-86
-35
582
503
546
506
511
2,115
2,137
1) Effect of guarantee commitments in
traditional insurance in Sweden
24
-10
12
50
15
286
76
2) Change compared to previous reporting due to
reallocation within the Group
-16
-16
-17
-16
-65
3) Effect on surplus values
Changes compared to previously because
Danish traditional insurance is now included:
Change in surplus value, net
-34
-11
-24
-51
167
-120
Financial effects due to market fluctuations
5
1
42
24
64
Change in assumptions
12
31
10
56
5
72
109

4) Operating profit after 12 per cent tax which reflects the divisions effective tax rate, annual basis

5) Operating expenses as percentage of premium income

Sales volume insurance (weighted)

Q 1 Q 2 Q 3 Q 4 Q 1 Full year Full year
SEKm 2010 2010 2010 2010 2011 2009 2010
Total 13,507 11,967 10,699 12,314 11,933 50,666 48,487
Traditional life and sickness/health insurance 1,871 1,754 1,548 1,938 1,408 10,267 7,111
Unit-linked insurance 11,636 10,213 9,151 10,376 10,525 40,399 41,376
Corporate as per cent of total 60% 62% 72% 66% 58% 61% 65%
SEB Trygg Liv Sweden 8,067 7,470 7,032 7,804 7,026 31,222 30,373
Traditional life and sickness/health insurance 341 356 322 403 322 1,340 1,422
Unit-linked insurance 7,726 7,114 6,710 7,401 6,704 29,882 28,951
Corporate as per cent of total 58% 59% 73% 66% 61% 57% 63%
SEB Pension Denmark 3,882 3,137 2,579 3,146 2,845 14,105 12,744
Traditional life and sickness insurance 1,399 1,228 1,126 1,338 955 8,089 5,091
Unit-linked insurance 2,483 1,909 1,453 1,808 1,890 6,016 7,653
Corporate as per cent of total 79% 85% 88% 80% 76% 84% 82%
SEB Life & Pension International 1,558 1,360 1,088 1,364 2,062 5,339 5,370
Traditional life and sickness insurance 131 170 100 197 131 838 598
Unit-linked insurance 1,427 1,190 988 1,167 1,931 4,501 4,772
Corporate as per cent of total 22% 28% 32% 31% 26% 21% 28%

Sales SPE

Life including the Baltics from 2006

Note: SPE = Single premiums plus regular premiums times ten

Premium income and Assets under management

SEKm Q 1
2010
Q 2
2010
Q 3
2010
Q 4
2010
Q 1
2011
Full year
2009
Full year
2010
Premium income: Total 8,527 7,491 6,698 7,752 8,549 30,605 30,468
Traditional life and sickness/health insurance 1,993 1,662 1,332 1,959 1,301 9,102 6,946
Unit-linked insurance 6,534 5,829 5,366 5,793 7,248 21,503 23,522
SEB Trygg Liv Sweden 4,808 4,137 3,882 4,290 4,743 17,295 17,117
Traditional life and sickness/health insurance 672 560 517 651 607 3,018 2,400
Unit-linked insurance 4,136 3,577 3,365 3,639 4,136 14,277 14,717
SEB Pension Denmark 2,152 2,184 1,943 2,326 1,795 8,460 8,605
Traditional life and sickness/health insurance 1,235 1,004 738 1,199 616 5,682 4,176
Unit-linked insurance 917 1,180 1,205 1,127 1,179 2,778 4,429
SEB Life & Pension International 1,567 1,170 873 1,136 2,011 4,850 4,746
Traditional life and sickness/health insurance 86 98 77 109 78 402 370
Unit-linked insurance 1,481 1,072 796 1,027 1,933 4,448 4,376
Assets under management:* Total 410,700 405,300 413,600 424,100 425,100 401,700 424,100
Traditional life and sickness/health insurance 246,200 241,600 244,600 244,600 245,600 245,300 244,600
Unit-linked insurance 164,500 163,700 169,000 179,500 179,500 156,400 179,500
SEB Trygg Liv Sweden 290,100 284,300 292,600 303,900 302,900 282,400 303,900
Traditional life and sickness/health insurance 164,300 160,300 164,800 168,100 168,700 162,100 168,100
Unit-linked insurance 125,800 124,000 127,800 135,800 134,200 120,300 135,800
SEB Pension Denmark 94,500 94,300 93,700 91,400 92,400 95,000 91,400
Traditional life and sickness/health insurance 80,800 80,200 78,700 75,400 75,800 82,100 75,400
Unit-linked insurance 13,700 14,100 15,000 16,000 16,600 12,900 16,000
SEB Life & Pension International 26,100 26,700 27,300 28,800 29,800 24,300 28,800
Traditional life and sickness/health insurance 1,100 1,100 1,100 1,100 1,100 1,100 1,100
Unit-linked insurance 25,000 25,600 26,200 27,700 28,700 23,200 27,700

* rounded to whole 100 millions.

SEK bn

Surplus value accounting Including traditional insurance in Denmark (not included in previous reporting)

SEKm Q 1
2010
Q 2
2010
Q 3
2010
Q 4
2010
Q 1
2011
Full year
2010
Surplus values, opening balance 14,928 15,554 15,184 15,698 16,318 14,928
Adjustment opening balance 1) 203 -6 6 -56 203
Present value of new sales 2) 428 382 370 422 342 1,602
Return/realised value on policies from previous periods -137 -150 -160 -163 -142 -610
Actual outcome compared to assumptions 3) -29 -20 171 91 -143 213
Change in surplus values ongoing business, gross 262 212 381 350 57 1,205
Capitalisation of acquisition costs for the period -231 -195 -165 -222 -214 -813
Amortisation of capitalised acquisition costs 164 163 160 166 184 653
Change in surplus values ongoing business, net 4) 195 180 376 294 27 1,045
Financial effects due to short term market fluctuations 5) 297 -537 180 686 -455 626
Change in assumptions 6) 24 32 24 -323 -24 -243
Total change in surplus values 516 -325 580 657 -452 1,428
Exchange rate differences etc -93 -39 -72 -37 -11 -241
Surplus values, closing balance 7) 15,554 15,184 15,698 16,318 15,799 16,318
Of which traditional insurance in Denmark 1,190 1,178 1,158 1,164 1,118 1,164
Most important assumptions (Swedish customer base - which represent 89 per cent of the surplus value), per cent.
Discount rate 7.5 7.5
Surrender of endowment insurance contracts:
contracts signed within 1 year / 1-4 years 1 / 7 / 1 / 7 /
/ 5 years / 6 years / thereafter 15 / 12 / 8 15 / 12 / 8
Lapse rate of regular premiums, unit-linked 11 11
Growth in fund units, gross before fees and taxes 5.5 5.5
Inflation CPI / Inflation expenses 2 / 3 2 / 3
Expected return on solvency margin 4 4
Right to transfer policy, unit-linked 2 2
Mortality The Group's experience
Sensitivity to changes in assumptions (total division).
Change in discount rate +1 per cent -1,637 -1,585
"
-1 per cent
1,881 1,829
Change in value growth
+1 per cent
1,560 1,615
of investment assets
-1 per cent
-1,430 -1,430

1) Effects from adjustments of the calculation method.

2) Sales defined as new contracts and extra premiums in existing contracts.

3) The reported actual outcome of contracts signed can be placed in relation to the operative assumptions that were made. Thus, the value of the deviations can be estimated. The most important components consist of extensions of contracts as well as cancellations. However, the actual income and administrative expenses are included in full in the operating result.

4) Deferred acquisition costs are capitalised in the accounts and amortised according to plan. The reported change in surplus values is therefore adjusted by the net result of the capitalisation and amortisation during the period.

5) Assumed unit growth is 5.5 per cent gross (before fees and taxes). Actual growth results in positive or negative financial effects.

6) 2010 was negatively affected by assumed higher frequency of transfer of policies.

7) Estimated surplus value according to the above are not included in the SEB Group's consolidated accounts. The closing balance is shown after the deduction of capitalised acquisition costs (SEK 3,660m at March 31, 2011).

Surplus values

Surplus values are the present values of future profits from written insurance policies. They are calculated to better evaluate the profitability of a life insurance business since an insurance policy often has a long duration. Income accrues regularly throughout the duration of the policy. Costs, on the other hand, mainly arise at the point of sale, which leads to an imbalance between income and costs at the time when a policy is signed.

The reporting is according to international practice and is reviewed by an external party annually. Surplus values are not consolidated in the SEB Group accounts. Surplus values relating to the traditional business in Denmark are for the first time included in the total surplus values for the division. Historical figures are restated accordingly. Profit distribution between shareholders and policyholders in this business is defined by the so-called contribution principle. Surplus values are therefore the net present value of future profits allocated to the shareholders. As for unit-linked, the calculations are based on different assumptions, which are adjusted as required to correspond to the long-term actual development.

New business profit

One way of measuring profitability of sales is to calculate the new business profit. Profit from new business, the net of present value of new sales and sales expenses, is measured in relation to the weighted sales volume.

SEKm Full year 2008 Full year 2009 Full year 2010 Apr 2010 - Mar 2011
Sales volume weighted (regular + single/10) 3,858 4,026 3,964 3,854
Present value of new sales 1,598 1,492 1,536 1,455
Sales expenses -879 -916 -929 -897
Profit from new business 719 576 607 558
Sales margin new business 18.6% 14.3% 15.3% 14.5%

The traditional insurance in Denmark is not included.

During the past years there has been pressure on prices. Together with a change in the product mix this has affected the margin negatively.

Embedded value

SEKm 31 Dec 2008 31 Dec 2009 31 Dec 2010 31 Mar 2011
Equity 1) 8,827 8,594 8,780 9,081
Surplus values 2) 12,660 14,928 16,318 15,799
1) Dividend paid to the parent company during the period -1,275 -1,850 -1,000 0
2) Of which traditional insurance in Denmark 1,111 1,272 1,164 1,118

Gamla Livförsäkringsaktiebolaget

Traditional insurance business is operated in Gamla Livförsäkringsaktiebolaget SEB Trygg Liv (Gamla Liv). The entity is operated according to mutual principles and is not consolidated in SEB Trygg Liv's result. Gamla Liv is closed for new business. The policyholder organisation, Trygg Stiftelsen (the Trygg Foundation), has the purpose to secure policyholders' influence in Gamla Liv. The Trygg Foundation is entitled to:

  • Appoint two board members of Gamla Liv and, jointly with SEB, appoint the Chairman of the Board, which consists of five members.
  • Appoint the majority of members and the Chairman of the Finance Delegation, which is responsible for the asset management of Gamla Liv.

Baltic

Q1 Q4 Jan- Mar Full year
SEK m 2011 2010 % 2011 2010 % 2010
Net interest income 456 492 -7 456 506 -10 1,923
Net fee and commission income 209 235 -11 209 228 -8 964
Net financial income 80 60 33 80 131 -39 401
Total operating income 740 798 -7 740 869 -15 3,340
Total operating expenses -428 -688 -38 -428 -533 -20 -2,201
Profit before credit losses 312 110 184 312 336 -7 1,139
Net credit losses 572 736 -22 572 -1,431 -140 -873
Operating profit 886 842 5 886 -1,095 -181 261
Cost/Income ratio 0.58 0.86 0.58 0.61 0.66
Return on business equity, % 37.3 25.7 37.3 negative 2.2

Income, Expenses and Operating profit, SEK m

Income Profit before credit losses

Business volume development by area SEK bn

Q1 2011 change vs. Q1 2010 (local currency)

Baltic Lending market shares

Per cent, Q1 2008 – Q1 2011

Source: Bank of Estonia, Association of Latvian Banks, Association of Lithuanian Banks, SEB Group

Net interest income and volumes

Baltic Estonia, EUR

Baltic Latvia, LVL

Baltic Lithuania, LTL

Real Estate holding companies

Baltic countries

2009 2009 2009 2009 2010 2010 2010 2010 2011
SEK m Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1
Seized assets 0 0 0 50 50 158 293 399 534

Baltic division vs. geography*

The Baltic division encompasses the retail, trading & capital markets and global transaction services operations in Estonia, Latvia and Lithuania. In the Fact Book the full Baltic geographical segmentation is also reported, including the operations in Wealth Management and Life.

C/I ratio
Division 0.61 0.58
Country 0.56 0.53

Macro

Nordic countries

General govermental public debt, % of GDP General governmental deficit,

Baltic countries

Baltic GDP, year-on-year % change Unemployment, % of labour force

Sentiment indicator, year-on-year % change Inflation, year-on-year % change

General government balance, year-on-year % change General government public debts, % of GDP

Retail sales, year-on year % change Export, year-on-year % change

Swedish housing market

Number of housing starts compared to population, % Mortgage lending rates, %

Swedish household debt, % of disposable income Household savings ratio

House prices Residential investments

Asset to debt ratio Labour market situation

Macro forecasts per country

GDP (%) Inflation (%)
2009 2010 2011F 2012F 2009 2010 2011F 2012F
Denmark* -5.3 2.3 2.6 2.3 1.1 2.2 2.4 2.1
Finland* -8.1 3.0 3.5 3.0 1.6 1.7 2.3 2.0
Norway -1.4 0.1 2.7 2.5 2.1 2.5 1.6 2.2
Sweden -5.3 5.7 4.7 2.5 -0.3 1.3 2.7 2.4
Germany* -4.7 3.6 2.5 1.8 0.2 1.2 1.8 1.4
Eurozone* -4.0 1.6 1.7 1.5 0.3 1.6 2.0 1.4
Estonia* -13.9 3.1 5.0 4.5 0.2 2.7 4.0 5.0
Latvia* -18.0 -0.3 4.0 4.5 3.3 -1.2 3.3 2.4
Lithuania* -14.7 1.3 4.0 4.5 4.2 1.2 3.5 4.0
Russia -7.9 4.0 5.6 5.2 11.7 6.9 9.4 7.7
Ukraine -14.8 4.2 4.7 4.5 15.8 9.4 9.2 9.0

Sources: National statistical agencies, SEB Economic Research

* Harmonised consumer price index

Ulf Grunnesjö

Head of Investor Relations Phone: +46 8 763 8501 Mobile: +46 70 763 8501 Email: [email protected]

Thomas Bengtson

Debt Investor Relations and Treasury Officer Phone: +46 8-763 8150 Mobile: +46 70-763 8150 Email: [email protected]

Per Andersson

Investor Relations Officer Meeting requests and road shows Phone: +46 8 763 8171 Mobile: +46 70 667 7481 Email: [email protected]

Viveka Hirdman–Ryrberg

Head of Communications Phone: +46 8 22 19 00 Mobile: +46 70 550 35 00 Email: [email protected]

Ola Kallemur

Head of Media Relations Phone: +46 8 763 9947 Mobile: +46 763 975466 Email: [email protected]

Financial calendar

Date Event 17 May Nordic Outlook 4 July – 13 July Silent period 30 August Nordic Outlook 10 October – 26 October Silent period 22 November Nordic Outlook

14 July Interim Report January-June 2011 5 October Eastern European Outlook 27 October Interim Report January-September 2011

Definitions

Return on Equity

Net profit attributable to equity holders for the year as a percentage of average shareholders equity.

Return on business equity

Operating profit reduced by a standard tax rate per division, as a percentage of business equity.

Return on total assets

Net profit as a percentage of average assets.

Return on risk-weighted assets

Net profit as a percentage of average risk-weighted assets.

Cost/Income-ratio

Total operating expenses as a percentage of total operating income.

Basic earnings per share

Net profit attributable to equity holders for the year as a percentage of the average number of shares.

Diluted earnings per share

Net profit attributable to equity holders for the year divided by the average diluted number of shares.

Adjusted shareholders' equity per share

Shareholders' equity plus the equity portion of any surplus values in the holdings of interest-bearing securities and surplus value in life insurance operations as a percentage of the number of shares at year-end.

Net worth per share

Shareholders' equity plus the equity portion of any surplus values in the holdings of interest-bearing securities and surplus value in life insurance operations as a percentage of the number of shares.

Risk-weighted assets

Total assets and off balance sheet items, weighted in accordance with capital adequacy regulation for credit risk. It is customary to also express regulatory capital requirements for market and operational risk as risk-weighted assets, yielding a total RWA number for these three risk categories. Defined only for the Financial Group of Undertakings which excludes insurance entities.

Tier 1 capital

Shareholders' equity excluding proposed dividend, deferred tax assets, intangible assets (e.g. bank-related goodwill) and certain other adjustments. Tier 1 capital can also include qualifying forms of subordinated loans (Tier 1 capital contribution)

Tier 2 capital

Mainly subordinated loans not qualifying as Tier 1 capital contribution. Dated loans give a maturity-dependent reduction, and some further adjustments are made.

Capital base

The sum of Tier 1 and Tier 2 capital. Deductions should be made for investments in insurance companies and pension surplus values.

Tier 1 capital ratio

Tier 1 capital as a percentage of risk-weighted assets.

Total capital ratio

The capital base as a percentage of risk-weighted assets.

Credit loss level

Net credit losses as a percentage of the opening balance of loans to the public, loans to credit institutions and loan guarantees less specific, collective and off balance sheet reserves.

Gross level of impaired loans

Individually assessed impaired loans, gross, as a percentage of loans to the public and loans to credit institutions before reduction of reserves.

Net level of impaired loans

Individually assessed impaired loans, net (less specific reserves) as a percentage of net loans to the public and loans to credit institutions less specific reserves and collective reserves.

Specific reserve ratio for individually assessed impaired loans

Specific reserves as a percentage of individually assessed impaired loans.

Total reserve ratio for individually assessed impaired loans

Total reserves (specific reserves and collective reserves for individually assessed loans) as a percentage of individually assessed impaired loans.

Reserve ratio for portfolio assessed loans

Collective reserves for portfolio assessed loans as a percentage of portfolio assessed loans past due more than 60 days or restructured.

Non-Performing-Loans

Loans deemed to cause probable credit losses including individually assessed impaired loans, portfolio assessed loans past due more than 60 days and restructured portfolio assessed loans.

NPL coverage ratio

Total reserves (specific, collective and off balance sheet reserves) as a percentage of Non-performing loans.

NPL % of lending

Non-performing loans as a percentage of loans to the public and loans to credit institutions before reduction of reserves.

Credit portfolio

Total credit exposure comprises the Group's credit portfolio (loans, leasing agreements, contingent liabilities and counterparty risks arising from derivatives contracts), repos and debt instruments. Exposures are presented before reserves. Derivatives and repos are reported after netting agreements but before collateral arrangements and includes add-ons for potential future exposure. Debt instruments comprise all interest-bearing instruments held for investment, treasury and client trading purposes, and includes instruments reclassified as Loans & Receivables. Debt instruments in the insurance division are excluded.