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SEB Interim / Quarterly Report 2010

Feb 4, 2011

2966_10-k_2011-02-04_2e956ea3-a95c-4b06-a120-71aba6c3eabf.pdf

Interim / Quarterly Report

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Annual Accounts 2010

STOCKHOLM 4 FEBRUARY 2011

For comparative purposes, the Group's income statement has been restated as continuing and discontinued operations, reflecting the divestment of SEB's German retail operations.

2010 – operating profit SEK 11.1bn (4.4)

Continuing operations: net profit SEK 8.6bn (1.9) – earnings per share SEK 3.88 (0.95), RoE 8.7 per cent (1.9) Including discontinued operations: net profit SEK 6.8bn (1.2) – earnings per share SEK 3.07 (0.58), RoE 6.8 per cent (1.2)

  • Operating income decreased by 11 per cent. Net interest income decreased by 11 per cent and Net fee and commission income increased by 7 per cent. Operating expenses decreased by 5 per cent.
  • Provisions for credit losses were SEK 1,837m (12,030) and the credit loss level 0.14 per cent (0.92).
  • Business volumes recovered towards the end of the year and assets under management were at an all-time high.
  • The core Tier 1 capital ratio was 12.2 per cent (11.7) and the Tier 1 capital ratio 14.2 per cent (13.9).
  • The Board of Directors proposes a dividend per share of SEK 1.50 (1.00).

The fourth quarter – operating profit SEK 4.3bn (0.8)

Continuing operations: net profit SEK 3.6bn (0.4) Including discontinued operations: net profit SEK 3.5bn (0.3)

  • Operating income was up by 9 per cent compared with the corresponding quarter in 2009 and up 13 per cent since the previous quarter. Operating expenses were 15 per cent higher than in the corresponding quarter of 2009 and 1 per cent down from the previous quarter.
  • A net release of provisions for credit losses of SEK 419m was made.
  • Return on Equity for continuing operations in the fourth quarter was 14.6 per cent (1.6).

"Our result 2010 reflects that corporate activity gained momentum towards the end of the year and that asset quality clearly improved following the Baltic stabilisation. Our position as the Relationship Bank is today stronger than before the turbulence of the last years, a merit to the long-term customer orientation which guided us in a difficult environment."

Annika Falkengren

SEB Annual Accounts 2010 N

President's comment

As we close the books on 2010, we can sum up and conclude on a long period of exceptional market conditions and severe macro-economic challenges. SEB's prioritisations and decisions have throughout this period been to safeguard longterm financial stability in order to support our customers and enhance our position as the Relationship Bank.

The outlook for the global economy ended on a more promising note than the more fragile sentiment that marked the start of the year. All through the year the Nordic countries showed resilience as did the German economy. In Sweden all previous support measures of the funding market came to an end and Riksbanken started to hike its repo rate. In the Baltic region, 2010 was marked by a clear stabilisation.

Higher operating profit

SEB ended the year with an operating profit of SEK 4.3bn and a return of equity of 14.6 per cent in the quarter. Operating income exceeded SEK 10bn as customer activity was high.

The operating profit for the full year amounted to SEK 11.1bn and return on equity reached 8.7 per cent. The main contributors to the profit increase of SEK 6.8bn were a marked improvement in the Baltic countries with a decrease in nonperforming loans and higher corporate activity on the back of a gradual return to more normalised markets.

Unique customer relationships

SEB plays a unique role in supporting businesses and institutions as a financial partner. Over the last years, SEB's customer relationships have deepened further. Since the start of the global financial crisis in the summer of 2007, SEB's corporate credit portfolio has increased by SEK 127bn, or 24 per cent.

Customers have reaffirmed our Nordic top position in several rankings as for example in Prospera's equity research survey as well as in its corporate relationship banking survey. In Sweden, SEB was named the Business Bank of the year. Servicing more than 166,000 corporate customers, SEB strengthened its position in the SME-segment from a market share of 10 to 11 per cent. With a more positive corporate sentiment, M&A activity increased in the fourth quarter and in 2010, SEB was the number one M&A house in Sweden and number 2 in the Nordic region in terms of number of transactions.

economic challenges. Assets under management at all time high

Our savings business has a market leading unit-linked insurance as well as Private banking offering as confirmed by the Global Private Banking Awards (Financial Times Group). During the year net sales increased and amounted to SEK 55bn bringing assets under management to an all time high. Customers continued to reallocate to equity based

portfolios and thus benefited from the positive equity markets.

Baltic operations back in black

With the pronounced stabilisation in the Baltic economies, SEB's reserve ratios supported net releases of SEK 1bn of provisions in the last quarters. Operating profit for all three countries turned positive both before and after credit losses.

Throughout the severe economic downturn, we maintained a proactive and conservative stance in order to safeguard financial stability, asset quality and long-term customer relations. As of mid 2009, all accounting goodwill in the Baltic operations was written off. We have strived for solutions that enabled borrowers to remain in their residential homes. We are proud that despite a difficult period for the region, SEB has been ranked as the most customer-friendly bank in Estonia and as the most respected bank in Latvia by independent observers.

Flexibility and resilience

Summing up 2010, asset quality materially improved, customer activity geared up and we strategically aligned the business mix following the divestment of German Retail. We continue to safeguard long-term stability – a hall mark for SEB and a prerequisite in the new financial landscape. This gives us the flexibility, resilience and capacity to grow our customer businesses as well as cater for the new regulatory framework in an environment that still has to address macro-

Going forward, we are confident that we have the desired platform to grow from. Our strategy remains unchanged. SEB is the Relationship Bank. Thus with full focus on our customers we will continue to build the leading corporate bank in the Nordics, grow our corporate business in Germany and offer full universal banking services in Sweden and the Baltic countries.

The Group

The comparative numbers in this report have been materially affected by the exceptional market circumstances of 2009. Exceptionally high volatility, aggressive policy rate cuts and elevated credit spreads created a situation where temporary income effects, both positive and negative materialised. Large GDP falls, in particular in the Baltic region, also created a large increase of impaired loans and impairment of acquisition goodwill related to Eastern Europe.

In addition, the transaction-related costs for the divestment of SEB's German retail operations impacted profitability. The restatement of SEB's historical accounts in continuing and discontinued operations aims at increased transparency on long-term financial trends.

Fourth quarter isolated

SEB's profit before provisions for credit losses for the fourth quarter amounted to SEK 3,856m (3,844). Adjusted for oneoff items comprising capital gains, goodwill impairment and restructuring costs, profit before credit losses was up by 9 per cent compared with the corresponding quarter of 2009 and by 13 per cent from the previous quarter.

Operative income statement Q4 Q3 Q4
SEK m 2010 2010 % 2009 %
Total operating income 10 038 8 882 13 8 950 12
Total operating expenses -6 173 -5 476 13 -5 395 14
Pre-provision operating profit 3 865 3 406 13 3 555 9
Gains less losses from tangible and intangible
assets 21 - 24 -188
Net credit losses 419 196 114 -3 064 -114
Operating profit before one-off items 4 305 3 602 20 467
One-offs:
Capital gains 270
Impairment of goodwill 19
Restructuring costs - 9 - 755
Operating profit 4 296 2 847 51 756

Operating profit amounted to SEK 4,296m (756). Foreign exchange translation effects were negligible.

Net profit (after tax) was SEK 3,509m (284). Net profit from continuing operations rose to SEK 3,592m (423). ==

Income

Total operating income amounted to SEK 10,038m (9,220). Adjusted for capital gains, operating income rose by 12 per cent compared with the corresponding quarter of 2009 and by 13 per cent from the previous quarter.

Net interest income at SEK 4,526m (3,332) was 36 per cent higher than in the corresponding quarter of 2009 and SEK 346m or 8 per cent up from the previous quarter. The Group's positive sensitivity to changes in short-term interest rates supported net interest income. Customer-driven net interest income was flat from the corresponding quarter last year and increased by SEK 111m from the previous quarter. During the fourth quarter, contribution from lending volumes increased while lending margins decreased; deposit volumes and margins contributed positively. Net interest income from other activities, mainly comprising the bond investment

portfolio and other trading and treasury activities, increased SEK 1,184m compared with the corresponding quarter of 2009 and by SEK 234m from the previous quarter. Investments made for the purpose of managing the interest rate risk, which arose as a result of the divestment of the German retail operations, contributed SEK 150m to net interest income; SEK 50m more than the previous quarter. This temporary effect of SEK 150m will disappear in connection with the closing of the transaction.

Net fee and commission income at SEK 3,906m (3,587) rose by 9 per cent compared with the corresponding quarter of 2009 and by 15 per cent compared with the previous quarter, due to higher securities commissions as assets under management grew, as did performance fees.

Net financial income at SEK 512m (939) was affected by low market activity; however, a significant improvement in trading activities occurred towards year-end. Compared with the last quarter of 2009 and the previous quarter, net financial income was down 45 and 30 per cent respectively.

Net life insurance income decreased by 16 per cent, or SEK 152m, to SEK 780m (932), primarily due to a low result for the Danish traditional life business. In comparison with the previous quarter the decrease was 5 per cent.

Net other income at SEK 314m (430) was lower than in the last quarter of 2009. In comparison with the previous quarter, net other income rose by SEK 544m partly reflecting fluctuations from hedge accounting and more limited losses from divestments of bonds classified as Available for sale.

Expenses

Total operating expenses amounted to SEK 6,182m (5,376) including SEK 199m from write-down of systems in connection with the implementation of a new core banking system in Lithuania. Operating expenses were up by 15 per cent compared with the corresponding quarter last year as the cost for short-term incentive remuneration increased. Compared with the previous quarter, excluding costs of SEK 755m relating to the restructuring of the German continuing operations, expenses were up 13 per cent. This was mai ly due to seasonal effects as activity levels pi n cked up.

Credit losses and provisions

A net release of provisions for credit losses of SEK 419m reflected the continued improved asset quality in the Baltic countries. In the previous quarter the net release was SEK 196m and in the fourth quarter of 2009 there was a net provision of SEK 3,064m.

Individually assessed impaired loans decreased by SEK 918m to SEK 17,218m during the quarter, explained by the Baltic countries development, where these loans decreased SEK 1,005m, or 8 per cent. The Group's past due portfolio assessed loans decreased by SEK 446m during the quarter to SEK 6,534m, of which SEK 240m in the Baltic countries.

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 full year 2010

SEB's profit before provisions for credit losses for 2010 amounted to SEK 12,928m (16,377), a decrease of 21 per cent compared with 2009.

Operative income statement Jan - Dec
SEK m 2010 2009 %
Total operating income 36 879 40 005 -8
Total operating expenses -23 187 -22 229 4
Pre-provision operating profit 13 692 17 776 -23
Gains less losses from tangible and intangible
assets 14 4
Net credit losses -1 837 -12 030 -85
Operating profit before one-off items 11 869 5 750 106
One-offs:
Capital gains 1 570
Impairment of goodwill -2 969
Restructuring costs - 764
Operating profit 11 105 4 351 155

Operating profit increased to SEK 11,105m (4,351), impacted by the material decrease in credit provisioning. The foreign exchange translation effect was negative at SEK 415m.

Net profit increased to SEK 6,798m (1,178), while net profit from continuing operations rose to SEK 8,584m (1,869).

Income

Total operating income decreased by 11 per cent to SEK 36,879m (41,575). Adjusted for capital gains in 2009, operating income was 8 per cent lower. The foreign exchange translation effect lowered income by SEK 1,538m.

Net interest income decreased by SEK 2,036m, or 11 per cent, to SEK 16,010m (18,046). Customer-driven net interest income decreased by SEK 1,609m or 11 per cent due to on average lower volumes and falling deposit margins between the years. The changes in total volume and margin contributions were negative at SEK 622m and SEK 987m, respectively. As Swedish short-term rates started to increase starting mid-2010, deposit margins improved.

The net cost for the funding actions of last year subsided as excess liquidity could be managed at better returns and credit spreads on SEB's issued securities narrowed in 2010. In addition, the higher short-term rates support net interest income. Net interest income also included a cost of SEK 300m for the Swedish stability fund charges.

Net fee and commission income increased by 7 per cent, to SEK 14,160m (13,285). The increase was primarily due to increased securities commission in the asset management and custody business. Total assets under management at SEK 1,399bn have returned to pre-financial crises levels. Commissions from payments and cards and other non-capital market related business were virtually unchanged.

Net financial income decreased by 29 per cent to SEK 3,166m (4,488), partly due to lower income from the foreign exchange business because of the lower market volatility during 2010. The decrease was partially offset by increases in the equity-related financial income. Valuation effects related to the bond investment portfolio were limited.

Net life insurance income (net of internal retrocessions from fund companies) decreased by SEK 342m, or 10 per cent, to SEK 3,255m (3,597). A complete description of Life's operations, including changes in surplus values, is found in the Fact Book.

Net other income decreased to SEK 288m (2,159). Adjusted for capital gains of SEK 1.6bn in 2009 related to buybacks of own subordinated debt, net other income decreased by SEK 301m.

Expenses

Total operating expenses amounted to SEK 23,951m (25,198). Excluding goodwill impairment charges of SEK 2,969m in the Baltic countries and Eastern Europe in 2009 and restructuring costs, total expenses rose by 4 per cent. The foreign exchange translation effect lowered costs by SEK 983m.

Staff costs increased by 2 per cent, to SEK 14,004m (13,786). Investments in the Nordic and German corporate expansion have increased the number of staff in the client organisations. The cost for short-term incentive remuneration increased to 12 (5) per cent of staff costs. Costs for long-term incentive programmes were unchanged.

The average number of employees at year-end 2010 was unchanged at about 17,300 excluding Retail Germany; including Retail Germany 19,220 (19,562) .

Other expenses rose by 8 per cent, to SEK 7,303m (6,740), mainly related to investments in the Nordic and German expansion. Depreciation costs increased by SEK 177m, adjusted for the impairment of goodwill in 2009, due to SEK 199m from write-off of systems in connection with the implementation of a new core banking system in Lithuania.

Credit losses and provisions

The Group's credit losses decreased to SEK 1,837m (12,030), leading to a credit loss level of 0.14 per cent (0.92).

In the Baltic division, total provisions for credit losses decreased to SEK 873m (9,573). The credit loss level in the Baltic countries was 0.63 per cent (5.43). During the year, the Baltic macro-economic stabilisation together with increased precision in identification of individually impaired exposures and potential recovery rates from collateral values, have supported releases of collective provisions.

Outside the Baltic countries, the credit loss level remained low throughout the year in SEB's core markets: in Sweden 0.04 (0.15), in the other Nordic countries 0.27 (0.42) and in Germany 0.13 (0.22).

Individually assessed impaired loans in the Group decreased to SEK 17,218m (21,324). This corresponded to a gross level of impaired loans of 1.26 per cent (1.39). The total reserve ratio for individually assessed impaired loans was virtually flat at 69 per cent. The corresponding level and reserve ratio in the Baltic countries were 9.33 per cent (9.39) and 66 per cent (65), respectively.

The Group's past due portfolio assessed loans (homogeneous groups) amounted to SEK 6,534m (6,937), whereof the Baltic region SEK 4,495m (4,440). In addition, SEK 502m (312) of the Baltic household loans have been

restructured, i.e. part of the interest payments have been capitalised, out of the total Baltic household mortgage lending of SEK 42.1bn, i.e. approximately one per cent.

The total non-performing loans coverage ratio for the Group was 66 per cent (65).

Tax expenses

Total tax amounted to SEK 2,521m (2,482). The total tax rate for 2010 was 23 per cent (57). The main reasons for the decrease are that the credit losses in countries with low tax rates, Estonia, Latvia and Lithuania, are decreasing and the impact of non-tax deductible goodwill impairments in 2009.

Business volumes

Business volumes were materially affected by the appreciation of the Swedish krona in 2010; which was up 12 per cent to the Euro and up 6 per cent to the US dollar. While the Group's total balance sheet of SEK 2,180bn as per 31 December represented a decrease of 6 per cent since year-end 2009, adjusted for foreign exchange translation effects, total assets were up 1 per cent. Lending to and deposits from the public dropped by 10 and 11 per cent, respectively. Adjusted for foreign exchange translation effects, lending volumes were at a trough in early summer 2010 and increased during the second half of the year.

SEB's total credit exposure decreased, to SEK 1,703bn (1,816). The decrease is primarily explained by decreased interbank volumes, partially offset by an increase in Swedish household lending. The Baltic division's lending decreased by 11 per cent during the year excluding currency effects. Corporate credit demand increased towards the end of the year and the Group's committed facilities to corporates increased by 22 per cent in 2010 on a foreign exchange adjusted basis.

SEB's net positions in fixed-income securities for investment, treasury and client trading purposes amounted to SEK 278bn (262) excluding excess liquidity investments in certificates issued by the Swedish Central Bank. Asset quality in the holdings has strengthened in 2010 following a structural shift to higher quality securities. Government bonds, covered bonds and other prime quality securities have substituted corporate bonds, structured credits and unsecured financials. The prime quality securities represented 77 (62) per cent of the holdings at year-end.

As of 31 December 2010, assets under management totalled SEK 1,399bn (1,356). Net inflow during the year was SEK 55bn (47) and change in value SEK -12bn (108). Assets under custody amounted to SEK 5,072bn (4,853).

Bond investment portfolio

As per 31 December 2010 the bond investment portfolio of Merchant Banking had decreased to SEK 48bn from SEK 90bn a year earlier, in line with the plan to reduce the holdings through amortisations and limited sales. The holdings of structured credits in this portfolio amounted to SEK 30bn (47) and the holdings of covered bonds and bonds issued by financial institutions amounted to SEK 18bn (43). 81 per cent

of the holdings are classified as Loans and Receivables.

There are no impaired assets in the portfolio. Under prevailing credit market conditions, SEB views material defaults on the holdings as unlikely and the risk for impairment charges is limited.

Market risk

During 2010 the Group's Value at Risk in the trading operations averaged SEK 305m. 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.

The increase in Value at Risk compared with 2009 is primarily due to increased holdings of securities held for liquidity management purposes.

More details can be found in the Fact Book.

Liquidity and long-term funding

SEB's loan-to-deposit ratio was 139 per cent, excluding repos and reclassified bond portfolios (139). SEB raised the equivalent of SEK 102bn of long-term funding during 2010. On 31 December, the matched funding of net cash inflows and outflows remained at 18 months, unchanged to year-end 2009. At year-end, SEB held assets for liquidity purposes at an amount of SEK 240bn.

Capital position

SEB has maintained stable and strong capital ratios. As of year end 2010, the core Tier 1 capital ratio was 12.2 per cent (11.7), the Tier 1 capital ratio was 14.2 per cent (13.9) and the total capital ratio was 13.8 per cent (14.7). The Group's Basel II riskweighted assets (RWA) amounted to SEK 716bn (730).

Adjusting for the supervisory transitional rules during the first Basel II years, SEB reports RWA of SEK 800bn (795), a Tier 1 capital ratio of 12.8 per cent (12.8) and a total capital ratio of 12.4 per cent (13.5).

In order to improve quality of the capital base, capital management during 2010 focused on actions to increase the Tier 1 portion of the capital base. The end result, in combination with certain deductions made from total capital, was that Tier 1 capital was larger than the capital base. Capital adequacy details are found on pp 25-28.

Dividend

The Board proposes to the AGM a dividend of SEK 1.50 per Class A and Class C share respectively, which corresponds to 49 per cent pay-out ratio. The total dividend amounts to SEK 3,291m (2,193), calculated on the total number of issued shares as per 31 December 2010, including repurchased shares. The SEB share will be traded ex dividend on 25 March 2011. The proposed record date for the dividend is 29 March 2011 and dividend payments will be made on 1 April 2011.

The proposal shall be seen with reference to the improved outlook for the economic environment, the Group's earnings generation and capital situation.The Board's dividend policy is that the dividend per share shall, over a business cycle, correspond to around 40 per cent of earnings per share.

Mandates for acquisition and sale of SEB shares

The Board will seek authorisation from the shareholders at the AGM on 24 March 2011 for renewed acquisition and sale mandates related to the SEB share. The authorisation is aimed at creating possibilities for SEB's securities business to be a market maker in the SEB share, at creating efficient hedging arrangement for long-term incentive schemes and creating flexibility to manage SEB's capital structure. The authorisation would include the possibility to use acquired own shares as payment in connection with acquisitions of companies or businesses or in order to finance acquisitions of companies or businesses.

In total, some 220 million shares are involved in these mandates corresponding to the maximum 10 per cent of all shares that is allowed under Swedish company law. The authorisations will be valid until the AGM in 2012.

Detailed proposals will be published on 22 February when the notice to the AGM is published.

Rating

In 2010, Moody's changed its outlook for SEB from negative to stable and affirmed the long-term 'A1' rating. Standard & Poor's long-term rating of 'A' on SEB is stable. Fitch equally has a stable outlook for SEB's long-term rating at 'A+'. SEB targets a long-term AA rating.

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 credit portfolio is described in the Fact Book). The medium-term outlook for the global economy is 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 (details on market risks are described in the Fact Book). 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.

Subsequent event: Divestment of German Retail

The divestment of SEB's German retail banking business to Banco Santander, as announced on 12 July, was finalised on 31 January 2011.

As communicated in July, the Group has restated its accounts to reflect the divestment. Restructuring charges of SEK 764m (EUR 80m for adjusting of infrastructure) in the continuing operations and transaction-related costs of SEK 1,240m (EUR 130m for advisory costs, IT adjustments and physical separation including redundancy) in the discontinued operations were recorded at the time of the signing of the agreement in the third quarter.

The actual financial effects at the finalisation of the

The divestment increased the Group's core Tier 1 capital ratio with 60 basis points. This is the net effect of the lower risk weighted assets and the EUR 110m effect on the result. There will also be an interest expense at an estimated EUR 65m impacting the result in 2011.

Stockholm, 4 February 2011

Annika Falkengren

President and Chief Executive Officer

The President declares that these Annual Accounts for 2010 provide a fair overview of the Parent Company's and Group's operations, their financial position and results and describe material risks and uncertainties facing the Parent Company and other companies in the Group.

Press conference and web cast

The press conference at 09.30 (CET) on 4 February 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 (CET) on 4 February 2011 with CEO Annika Falkengren and CFO Jan Erik Back can be accessed by telephone, +44(0)20 7162 0025. Please quote conference id: 885528, 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

4 February Annual Accounts for 2010
3 March Annual Report on www.sebgroup.com
24 March Annual General Meeting
3 May Interim Report January-March 2011
14 July Interim Report January-June 2011
27 October Interim Report January-September 2011

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 to this 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.

In July 2010 an agreement was signed to sell the retail banking business in Germany. The discontinued operations are reported according to IFRS 5. Assets (or disposal groups) are classified held for sale at the time when a non-current asset or group of assets (disposal group) are available for immediate sale in its present condition and its sale is deemed to be highly probable. At the time of the classification, a valuation of the asset or disposal group is made at the lower of its carrying amount and fair value, less costs to sell. Any subsequent impairment losses or revaluations are recognised directly in profit or loss. No gains are recognised in excess of accumulated impairment losses of the asset recognised previously. From the time of classification, no depreciation is

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

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 Annika Halldin, Senior Financial Information Officer Tel. +46 8 763 85 60, +46 70 379 00 60 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

made for property and equipment or intangible assets originating from discontinued operations. Assets and liabilities held for sale are reported separately in the balance sheet until they are sold. Profit and loss from discontinued operations are reported net on a separate line in the income statement. The comparative figures for the previous year in the income statement and related notes for the previous year have been adjusted as if the discontinued operations had never been part of the continuing operations.

As from 2010 two changes have been introduced in the accounting standards which potentially have a material impact on the financial reports. The changes in IFRS 3 Business Combinations (effective for annual periods beginning after July 2009) will change how business combinations are accounted for in respect of transaction costs, possible contingent considerations and business combinations achieved in stages. The changes will not have an impact on previous business combinations but are applied by the Group to business combinations for which acquisition date is on or after 1 January 2010. In addition, there have been amendments made to IAS 27 Consolidated and Separate Financial Statements that principally affect the accounting for transactions or events that result in a change in the Group's interests in its subsidiaries.

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 2009 Annual Report.

The SEB Group

Income statement – SEB Group

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net interest income 4 526 4 180 8 3 332 36 16 010 18 046 -11
Net fee and commission income 3 906 3 387 15 3 587 9 14 160 13 285 7
Net financial income 512 727 -30 939 -45 3 166 4 488 -29
Net life insurance income 780 818 -5 932 -16 3 255 3 597 -10
Net other income 314 - 230 430 -27 288 2 159 -87
Total operating income 10 038 8 882 13 9 220 9 36 879 41 575 -11
Staff costs -3 558 -3 392 5 -2 785 28 -14 004 -13 786 2
Other expenses -1 965 -1 679 17 -2 128 -8 -7 303 -6 740 8
Depreciation, amortisation and impairment of
tangible and intangible assets - 650 - 405 60 - 463 40 -1 880 -4 672 -60
Restructuring costs - 9 - 755 -99 - 764
Total operating expenses -6 182 -6 231 -1 -5 376 15 -23 951 -25 198 -5
Profit before credit losses 3 856 2 651 45 3 844 0 12 928 16 377 -21
Gains less losses on disposals of tangible and
intangible assets 21 - 24 14 4
Net credit losses 419 196 114 -3 064 -114 -1 837 -12 030 -85
Operating profit 4 296 2 847 51 756 11 105 4 351 155
Income tax expense - 704 - 765 -8 - 333 111 -2 521 -2 482 2
Net profit from continuing operations 3 592 2 082 73 423 8 584 1 869
Discontinued operations - 83 -1 486 -94 - 139 -40 -1 786 - 691 158
Net profit 3 509 596 284 6 798 1 178
Attributable to minority interests 6 15 -60 27 -78 53 64 -17
Attributable to equity holders 3 503 581 257 6 745 1 114
Continuing operations
Basic earnings per share, SEK 1.64 0.94 0.18 3.88 0.95
Diluted earnings per share, SEK 1.62 0.94 0.18 3.87 0.94
Total operations
Basic earnings per share, SEK 1.60 0.26 0.12 3.07 0.58
Diluted earnings per share, SEK 1.58 0.26 0.12 3.06 0.58

Statement of comprehensive income

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net profit 3 509 596 284 6 798 1 178
Available-for-sale financial assets - 377 163 214 - 629 1 966 -132
Cash flow hedges - 731 - 122 - 18 -1 215 - 974 25
Translation of foreign operations 215 - 571 -138 244 -12 - 733 - 187
Deferred taxes on translation effects - 186 - 496 -63 - 70 166 -1 574 - 807 95
Other - 61 92 -166 28 100 58 72
Other comprehensive income (net of tax) - 1 140 - 934 22 398 - 4 051 56
Total comprehensive income 2 369 - 338 682 2 747 1 234 123
Attributable to minority interests - 3 4 -175 16 -119 14 60 -77
Attributable to equity holders 2 372 - 342 666 2 733 1 174 133

Key figures – SEB Group

Q4 Q3 Q4 Jan - Dec
2010 2010 2009 2010 2009
Continuing operations
Return on equity, continuing operations, % 14.62 8.48 1.60 8.65 1.89
Basic earnings per share, continuing operations, SEK 1.64 0.94 0.18 3.88 0.95
Diluted earnings per share, continuing operations, SEK 1.62 0.94 0.18 3.87 0.94
Cost/income ratio, continuing operations 0.62 0.70 0.58 0.65 0.61
Number of full time equivalents, continuing operations* 17,347 17,133 17,331 17,104 17,970
Loans to deposits ratio, excl repos and reclassified bonds, % 139 138 139 139 139
Total operations
Return on equity, % 14.28 2.38 1.04 6.84 1.17
Return on total assets, % 0.63 0.10 0.05 0.30 0.05
Return on risk-weighted assets, % 1.73 0.28 0.13 0.83 0.13
Basic earnings per share, SEK 1.60 0.26 0.12 3.07 0.58
Weighted average number of shares, millions** 2,194 2,194 2,194 2,194 1,906
Diluted earnings per share, SEK 1.58 0.26 0.12 3.06 0.58
Weighted average number of diluted shares, millions*** 2,212 2,207 2,201 2,202 1,911
Net worth per share, SEK 50.34 49.02 50.17 50.34 50.17
Average equity, SEK, billion 98.4 98.4 99.3 98.9 95.4
Credit loss level, % -0.07 -0.02 0.93 0.14 0.92
Total reserve ratio individually assessed impaired loans, % 69.2 73.2 69.5 69.2 69.5
Net level of impaired loans, % 0.62 0.62 0.72 0.62 0.72
Gross level of impaired loans, % 1.26 1.29 1.39 1.26 1.39
Basel II (Legal reporting with transitional floor) :****
Risk-weighted assets, SEK billion 800 797 795 800 795
Core Tier 1 capital ratio, % 10.93 10.80 10.74 10.93 10.74
Tier 1 capital ratio, % 12.75 12.65 12.78 12.75 12.78
Total capital ratio, % 12.40 12.73 13.50 12.40 13.50
Basel II (without transitional floor):
Risk-weighted assets, SEK billion 716 711 730 716 730
Core Tier 1 capital ratio, % 12.20 12.11 11.69 12.20 11.69
Tier 1 capital ratio, % 14.24 14.18 13.91 14.24 13.91
Total capital ratio, % 13.85 14.27 14.69 13.85 14.69
Basel I:
Risk-weighted assets, SEK billion 998 984 1 003 998 1 003
Core Tier 1 capital ratio, % 8.75 8.75 8.51 8.75 8.51
Tier 1 capital ratio, % 10.22 10.25 10.13 10.22 10.13
Total capital ratio, % 9.93 10.31 10.70 9.93 10.70
Number of full time equivalents* 19,220 19,150 19,562 19,125 20,233
Assets under custody, SEK billion 5,072 4,879 4,853 5,072 4,853
Assets under management, SEK billion 1,399 1,343 1,356 1,399 1,356
Discontinued operations
Basic earnings per share, discontinued operations, SEK -0.04 -0.68 -0.06 -0.81 -0.36
Diluted earnings per share, discontinued operations, SEK -0.04 -0.67 -0.06 -0.81 -0.36

* 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 810,155 Class A shares for the employee stock option programme at year end 2009. During 2010 SEB has repurchased 600,000 shares and 1,142,795 have been sold as employee stock options have been exercised. Thus, as at 31 December 2010 SEB owned 267,360 Class A-shares with a market value of SEK 15m.

*** 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

Q4 Q3 Q2 Q1 Q4
SEK m 2010 2010 2010 2010 2009
Net interest income 4 526 4 180 3 762 3 542 3 332
Net fee and commission income 3 906 3 387 3 673 3 194 3 587
Net financial income 512 727 977 950 939
Net life insurance income 780 818 778 879 932
Net other income 314 - 230 34 170 430
Total operating income 10 038 8 882 9 224 8 735 9 220
Staff costs -3 558 -3 392 -3 616 -3 438 -2 785
Other expenses -1 965 -1 679 -1 875 -1 784 -2 128
Depreciation, amortisation and impairment of tangible and
intangible assets - 650 - 405 - 416 - 409 - 463
Restructuring costs - 9 - 755
Total operating expenses -6 182 -6 231 -5 907 -5 631 -5 376
Profit before credit losses 3 856 2 651 3 317 3 104 3 844
Gains less losses on disposals of tangible and intangible
assets 21 - 3 - 4 - 24
Net credit losses 419 196 - 639 -1 813 -3 064
Operating profit 4 296 2 847 2 675 1 287 756
Income tax expense - 704 - 765 - 600 - 452 - 333
Net profit from continuing operations 3 592 2 082 2 075 835 423
Discontinued operations - 83 -1 486 - 71 - 146 - 139
Net profit 3 509 596 2 004 689 284
Attributable to minority interests 6 15 17 15 27
Attributable to equity holders 3 503 581 1 987 674 257
Continuing operations
Basic earnings per share, SEK 1.64 0.94 0.94 0.37 0.18
Diluted earnings per share, SEK 1.62 0.94 0.94 0.37 0.18
Total operations
Basic earnings per share, SEK 1.60 0.26 0.91 0.31 0.12
Diluted earnings per share, SEK 1.58 0.26 0.90 0.31 0.12

Income statement, by Division – SEB Group

Merchant Retail Wealth Other incl
Jan-Dec 2010, SEK m Banking Banking Management Life* Baltic eliminations SEB Group
Net interest income 8 123 5 008 485 - 11 1 869 536 16 010
Net fee and commission income 5 308 3 241 3 752 877 982 14 160
Net financial income 3 745 273 89 63 -1 004 3 166
Net life insurance income 4 550 -1 295 3 255
Net other income - 46 47 58 37 192 288
Total operating income 17 130 8 569 4 384 4 539 2 846 - 589 36 879
Staff costs -4 091 -2 636 -1 319 -1 123 - 640 -4 195 -14 004
Other expenses -4 205 -2 821 -1 333 - 524 -1 158 2 738 -7 303
Depreciation, amortisation and impairment of
tangible and intangible assets - 169 - 84 - 84 - 690 - 291 - 562 -1 880
Restructuring costs - 764 - 764
Total operating expenses -8 465 -5 541 -2 736 -2 337 -2 089 -2 783 -23 951
Profit before credit losses 8 665 3 028 1 648 2 202 757 -3 372 12 928
Gains less losses on disposals of tangible and
intangible assets 28 - 1 - 5 - 8 14
Net credit losses - 195 - 543 3 - 873 - 229 -1 837
Operating profit 8 498 2 484 1 651 2 202 - 121 -3 609 11 105

* Business result in Life amounted to SEK 3,367m (3,015), of which change in surplus values was net SEK 1,165m (900).

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

Q4 Q3 Q4 Jan- Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net interest income 2 133 2 012 6 1 978 8 8 123 9 982 - 19
Net fee and commission income 1 515 1 290 17 1 531 - 1 5 308 5 647 - 6
Net financial income 655 753 - 13 712 - 8 3 745 4 377 - 14
Net other income 66 - 159 - 142 - 101 - 165 - 46 46
Total operating income 4 369 3 896 12 4 120 6 17 130 20 052 - 15
Staff costs -1 114 - 875 27 - 556 100 -4 091 -3 529 16
Other expenses -1 120 - 954 17 -1 025 9 -4 205 -4 134 2
Depreciation, amortisation and impairment of
tangible and intangible assets - 62 - 41 51 - 61 2 - 169 - 155 9
Total operating expenses -2 296 -1 870 23 -1 642 40 -8 465 -7 818 8
Profit before credit losses 2 073 2 026 2 2 478 - 16 8 665 12 234 - 29
Gains less losses on disposals of tangible and
intangible assets 29 - 1 - 1 28 - 1
Net credit losses - 99 - 23 - 52 90 - 195 - 805 - 76
Operating profit 2 003 2 002 2 425 - 17 8 498 11 428 - 26
Cost/Income ratio 0,53 0,48 0,40 0,49 0,39
Business equity, SEK bn 27,5 27,7 35,1 28,2 35,1
Return on equity, % 21,0 20,8 19,9 21,7 23,4
Number of full time equivalents 2 591 2 571 2 539 2 548 2 630
  • Gradual improvement of income and profit during the year
  • Strong asset quality and lower credit losses
  • Leadership in investment banking and other core business segments confirmed

Comments on 2010

A gradual improvement in market sentiment and customer activity, further supported by higher interest rates, fuelled income in the fourth quarter of 2010. SEB continued as an active partner, supporting clients financially and with advice in periods of market uncertainty. As confirmed by the latest customer surveys, the enhanced relationships formed during this period have provided a strong platform for growth across the Nordic region and Germany.

Operating income for the full year decreased compared with 2009 reflecting the return of a more normal market environment. Operating expenses for 2010 were up 8 per cent compared with 2009 and were mainly related to the growth outside Sweden. Operating profit amounted to SEK 8,498m, a decrease year-on-year. Asset quality remained strong.

M&A activity increased in 2010 and accelerated towards year-end. SEB Enskilda confirmed the strong franchise throughout the Nordic region by advising e.g. Assa Abloy, Aalborg Industries, Hexagon, Intrum Justitia and TDC, in their successful transactions during the year. Corporate Banking finished 2010 with a solid fourth quarter, especially within Structured Finance. The higher M&A activity had a positive

effect on the demand for corporate borrowing combined with an increasing need for refinancing of existing facilities, and further supported by inflow of new customers. Net interest income grew in the second half of the year following higher activity levels and was particularly visible in Corporate Banking and Global Transaction Services. At year-end, assets under custody were SEK 5,072bn (4,853 at year-end 2009).

Corporate bond issuance almost came back to pre-crisis levels towards the end of 2010, and SEB was the leading arranger of Scandinavian domestic bonds in 2010. Income generation in Trading and Capital Markets, notably within foreign exchange and capital markets proved resilient during the year. Despite improved sentiment, stock market volumes were cyclically low throughout 2010 and equities income was relatively weak. Continued leadership in this area was confirmed by the recent Prospera survey in which Nordic institutions again ranked SEB Enskilda as the number one Equity house in the region.

Growth investments in the other Nordic countries and in Germany started in 2010 and will accelerate further.

Retail Banking

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

Income statement

Q4 Q3 Q4 Jan- Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net interest income 1 332 1 263 5 1 278 4 5 008 5 424 - 8
Net fee and commission income 849 774 10 862 - 2 3 241 3 254 0
Net financial income 74 58 28 84 - 12 273 292 - 7
Net other income 12 14 - 14 18 - 33 47 64 - 27
Total operating income 2 267 2 109 7 2 242 1 8 569 9 034 - 5
Staff costs - 643 - 683 - 6 - 571 13 -2 636 -2 542 4
Other expenses - 789 - 660 20 - 665 19 -2 821 -2 668 6
Depreciation, amortisation and impairment of
tangible and intangible assets - 21 - 21 0 - 22 - 5 - 84 - 93 - 10
Total operating expenses -1 453 -1 364 7 -1 258 16 -5 541 -5 303 4
Profit before credit losses 814 745 9 984 - 17 3 028 3 731 - 19
Gains less losses on disposals of tangible and
intangible assets - 1 - 100 - 1
Net credit losses - 144 - 56 157 - 223 - 35 - 543 - 840 - 35
Operating profit 670 688 - 3 761 - 12 2 484 2 891 - 14
Cost/Income ratio 0,64 0,65 0,56 0,65 0,59
Business equity, SEK bn 9,8 9,8 10,8 9,7 10,8
Return on equity, % 20,3 20,9 20,9 18,9 19,8
Number of full time equivalents 3 437 3 420 3 313 3 395 3 385
  • Recovery of deposit margins support net interest income
  • Increased corporate lending and deposit volumes
  • Continued Nordic corporate card leadership

Comments on 2010

2010 represented a year of stabilisation. Business activity was high and the underlying development was positive. Operating profit for 2010 decreased to SEK 2,484m (2,891), mostly related to the decrease in net interest income.

Net interest income in 2010 decreased to SEK 5,008m (5,424) as short-term interest rates remained low during the major part of the year and put pressure on deposit margins. Lending margins as well as loans and deposit volumes increased during the year. Provisions for credit losses decreased to SEK 543m (840). Annual operating expenses grew by 4 per cent, following recruitment of corporate advisors in the branch-office network. Investments were also made in mobile- and internetbanking aiming at improving core banking services to enhance customer service levels.

Retail Sweden's operating profit for 2010 reached SEK 1,501m (1,878). Household mortgage volumes grew in line with the market and reached SEK 265bn (241), but growth subsided towards year-end and credit policy has been tightened in 2010. Household mortgage margins, measured towards the funding cost including a liquidity premium which SEB is the only Swedish bank to publish, were stable. 2010

Retail Germany is not included in the Retail Banking division in this report since it has been divested. The divisional figures have been restated in order to make comparisons possible.

saw strong inflow of deposits which increased by SEK 17bn to a total of SEK 175bn.

In order to develop long and close relationships with customers and becoming their preferred business partner, the client interface has been strengthened and packaged solutions including insurance, banking and advisory services created.

SEB strengthened its position in the corporate market as reflected in SEB's ranking as the Swedish business bank of the year 2010 by Finansbarometern and by increased corporate lending by 18 per cent. In the small and medium-sized enterprise market, the market share rose from 10 to 11 per cent. Average corporate lending margins increased during the year.

The Card business operating profit amounted to SEK 983m (1,012), even though the travel and co-branding business were negatively affected by the volcanic ash clouds during the spring. The trend of decreasing average purchase amounts continued which put further pressure on process and resource efficiency.

Wealth Management

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

Income statement

Q4 Q3 Q4 Jan- Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net interest income 136 118 15 116 17 485 598 - 19
Net fee and commission income 1 115 830 34 853 31 3 752 2 955 27
Net financial income 30 17 76 23 30 89 76 17
Net other income 4 7 - 43 3 33 58 17
Total operating income 1 285 972 32 995 29 4 384 3 646 20
Staff costs - 350 - 311 13 - 250 40 -1 319 -1 229 7
Other expenses - 372 - 320 16 - 310 20 -1 333 -1 160 15
Depreciation, amortisation and impairment of
tangible and intangible assets - 23 - 20 15 - 24 - 4 - 84 - 116 - 28
Total operating expenses - 745 - 651 14 - 584 28 -2 736 -2 505 9
Profit before credit losses 540 321 68 411 31 1 648 1 141 44
Gains less losses on disposals of tangible and
intangible assets - 1 - 100 29 - 100
Net credit losses 7 - 1 - 8 - 188 3 - 28 - 111
Operating profit 547 320 71 402 36 1 651 1 142 45
Cost/Income ratio 0,58 0,67 0,59 0,62 0,69
Business equity, SEK bn 5,3 5,2 5,5 5,3 5,5
Return on equity, % 29,8 17,6 21,1 22,5 14,9
Number of full time equivalents 1 030 996 1 000 986 1 016
  • Continued growth of assets under management
  • High net sales with many new customers and mandates
  • Strong demand for broader investment solutions and a holistic client offering

Comments on 2010

With a strong focus on enhancing the client experience, customer activity within both Private Banking and Institutional Clients has been high during 2010. Net sales have increased during 2010 for Private Banking, to SEK 26bn (17), and remained on a high level for Institutional Clients at SEK 31bn (31)

SEB's holistic client offering to private individuals and entrepreneurs has been developed further. SEB's Family Office has broken new ground with an improved adapted investment and accounting process. A new application for iPhone and iPad containing stock price, equity research and news has been launched. Customers were given the opportunity to invest in a number of SEB index products as well as other third-party products as complement to SEB's own offering. The international offering has been further strengthened by the possibility to open an account in the Chinese currency Yuan. SEB won the prestigious Global Private Banking Awards (Financial Times Group) as the best private bank in the Nordic region.

SEB's broad offering and approach towards the institutional clients continued to gain momentum. During the year an increasing number of new mandates were included in assets under management. The expansion outside SEB's home markets continued to yield results with a volume of close to SEK 20bn. Inflows derived from a number of mutual fund product areas.

Operating income increased by 20 per cent compared with last year. Performance and transactions fees reached SEK 409m (383), mainly in the fourth quarter. Base commissions increased due to SEB's asset mix and net sales. Operating expenses were up 9 per cent from last year, mainly as a result of higher activity and investment level.

Average assets under management improved by 7 per cent compared with last year. The improvement was due to the strong net sales of SEK 54bn (41) and the market development. Brokerage income remained strong during the year at SEK 307m (310).

Life

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

Income statement

Q4 Q3 Q4 Jan- Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net interest income - 5 - 2 150 - 1 - 11 - 18 - 39
Net life insurance income 1 106 1 143 - 3 1 145 - 3 4 550 4 443 2
Total operating income 1 101 1 141 - 4 1 144 - 4 4 539 4 425 3
Staff costs - 278 - 276 1 - 263 6 -1 123 -1 107 1
Other expenses - 125 - 133 - 6 - 144 - 13 - 524 - 536 - 2
Depreciation, amortisation and impairment of
tangible and intangible assets - 176 - 169 4 - 167 5 - 690 - 667 3
Total operating expenses - 579 - 578 0 - 574 1 -2 337 -2 310 1
Operating profit 522 563 - 7 570 - 8 2 202 2 115 4
Change in surplus values, net 345 400 - 14 170 103 1 165 900 29
Business result 867 963 - 10 740 17 3 367 3 015 12
Cost/Income ratio 0,53 0,51 0,50 0,51 0,52
Business equity, SEK bn 6,0 6,0 6,8 6,0 6,8
Return on equity, %
based on operating profit 30,6 33,0 29,5 32,3 27,4
based on business result 50,9 56,5 38,3 49,4 39,0
Number of full time equivalents 1 226 1 200 1 173 1 190 1 191

Operating profit increased by 4 per cent, a further improvement on a strong 2009

  • Total fund value increased by 15 per cent during the year
  • High premium inflow confirms customer confidence

Comments on 2010

Several customer activities were launched in 2010. Improved availability at customer service centres, increased advisory service and enhanced product offerings have been in focus all in order to strengthen long-term relationships with customers.

In Sweden, increased focus on guiding and advising clients from the age of 55 and up has been well received. Furthermore, the ongoing efforts to ensure a high quality fund offering include a launch of additional Strategy funds. In Denmark, SEB Pension was ranked number one in the customer survey conducted by Aalunds.

The continued high premium inflow confirmed that the initiatives were well received by the customers. Total premium income in 2010 increased by 4 per cent in local currencies and amounted to SEK 30.5bn. Continued focus on unit-linked has led to moderate risk exposure, high capital efficiency and increased return on business equity.

Operating profit increased by 4 per cent compared with 2009. Excluding the effect of recovered guarantee provisions in traditional portfolios, income rose by 8 per cent and operating profit by 16 per cent, mainly related to higher income from unit-linked products. Recovered guarantee provisions amounted to SEK 76m compared with SEK 286m last year. The remaining guarantee provisions amounted to

SEK 29m in total. Unit-linked income continued to improve as a result of positive market trends and higher risk appetite among policyholders, selecting more advanced and equity related alternatives. The total fund value increased by 15 per cent to SEK 179bn compared with SEK 156bn in 2009. The result for other product areas also developed favourably, but the higher claims in sick and disability portfolios negatively impacted the Danish traditional life business towards yearend.

Operating expenses, excluding depreciation, were stable compared with last year. Continued improvement of the administrative efficiency supports a stable cost trend per policy. Depreciation of deferred acquisition costs increased but should be seen in the light of increased unit-linked income.

Unit-linked insurance remains the major product group, representing 85 per cent (80) of total sales. The share of corporate paid policies increased to 65 per cent (61). Sales in the Baltic countries have increased by 9 per cent compared with 2009.

Total assets under management (net assets) amounted to SEK 424bn, which was an increase of 6 per cent from a year ago.

Baltic

The Baltic division encompasses the retail and all lending operations in Estonia, Latvia and Lithuania. In the Fact Book the full Baltic geographical segmentation is reported including the operations in Merchant Banking, Wealth Management and Life.

Income statement

Q4 Q3 Q4 Jan- Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net interest income 481 442 9 522 - 8 1 869 2 679 - 30
Net fee and commission income 213 229 - 7 221 - 4 877 934 - 6
Net financial income - 7 8 - 188 31 - 123 63 126 - 50
Net other income 10 21 - 52 57 - 82 37 55 - 33
Total operating income 697 700 0 831 - 16 2 846 3 794 - 25
Staff costs - 145 - 155 - 6 - 137 6 - 640 - 730 - 12
Other expenses - 283 - 286 - 1 - 464 - 39 -1 158 -1 452 - 20
Depreciation, amortisation and impairment of
tangible and intangible assets - 234 - 18 - 21 - 291 -2 389 - 88
Total operating expenses - 662 - 459 44 - 622 6 -2 089 -4 571 - 54
Profit before credit losses 35 241 - 85 209 - 83 757 - 777 - 197
Gains less losses on disposals of tangible and
intangible assets - 4 - 16 - 75 - 5 - 17 - 71
Net credit losses 736 273 170 -2 584 - 128 - 873 -9 569 - 91
Operating profit 767 514 49 -2 391 - 132 - 121 -10 363 - 99
Cost/Income ratio 0,95 0,66 0,75 0,73 1,20
Business equity, SEK bn 11,8 11,8 11,8 11,8 11,8
Return on equity, % 23,4 15,2 negative negative negative
Number of full time equivalents 2 966 2 959 3 093 2 958 3 275

Baltic business back in black as of the third quarter

  • Significant asset quality improvements
  • Unchanged reserve ratio

Comments on 2010

The economic recovery in the Baltic region that commenced in early 2010 continued throughout the year. Although unemployment remains high throughout the region, it has started to decrease in Estonia. Estonia and Lithuania are now displaying positive GDP growth on a year-on-year basis, while the GDP in Latvia is unchanged.

As of 1 January 2011, Estonia changed its currency from the Estonian kroon to the Euro.

The focus on strengthening long-term relationships in the region continued and SEB won a host of customer awards across the Baltic countries in 2010. In Latvia and Lithuania, SEB was ranked as the best foreign exchange provider. In Estonia, SEB was voted best bank for customer satisfaction and ranked as number one for customer service in a survey of service companies across all sectors.

Operating income for the year decreased to SEK 2,846m (3,794), in part due to the strengthening of the Swedish krona during the year which decreased operating income with SEK 323m. Deposit margins also remained at low levels due to the ongoing low interest rate environment. Throughout 2010, the levels of deposit volumes and loan volumes stabilised in the three Baltic countries, and loan margins have started to increase in recent months.

Operating expenses for the year of SEK 2,089m (4,571) reflects the goodwill write-off of SEK 2.3bn in the second quarter 2009. The fourth quarter temporary increase included SEK 199m from write-off of systems in connection with the implementation of a new core banking system in Lithuania.

Operating profit for the year was SEK -121m (-10,363). The improvement was due to significantly lower provisions for credit losses, including write-backs of SEK 273m in the third quarter and SEK 736m in the fourth quarter. Non-performing loans stabilised during the year in all three countries. The total reserve ratio was stable at 66 per cent.

At the end of December, SEB's leasing portfolio amounted to SEK 11.1bn. The average recovery rate on repossessed vehicles was approximately 60 per cent.

As at 31 December 2010, SEB's real estate holding companies in the three Baltic countries had acquired assets with a total volume of SEK 399m. SEB's Baltic real estate lending amounted to SEK 22bn, of which 39 per cent was impaired as of 31 December 2010.

Result by geography 2010

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. The international nature of SEB's business is reflected in its presence in some 20 countries worldwide.

  • Nordic business generated 75 per cent of operating income in 2010
  • Progress of Nordic and German expansion according to plan
  • Improved asset quality, especially in the Baltic countries on the back of a fast macro-economic recovery

Comments on 2010

In Sweden, which accounts for 56 per cent of SEB's operating Jan – Dec 2010 income, corporate activity in general remained subdued but started to show signs of improvement towards year-end. Even though the wealth management and life insurance activities were strong during the year the operating profit overall decreased by 11 per cent.

SEB in Denmark has combined the strong performance within investment banking with investments in corporate relationships which has resulted in new corporate clients and higher business volumes. Both Life and Wealth Management had a strong year with high client activity and the best operating profit ever in local currency.

In Finland, SEB's growth focus has been successful and the 2010 operating profit in local currency increased by 25 per cent. Merchant Banking has continued the transformation from an advanced product provider to a comprehensive, longterm core relationship bank in the Finnish market. Wealth Management increased sales, operating profit and client activity compared to last year.

In Norway, the financial markets quickly improved and risk appetite and capital resources returned. In general, business activity was lower than in 2009, but activity levels increased during the last quarter and SEB participated in a majority of the local corporate transactions.

In Estonia, Latvia and Lithuania, the operating profit has improved significantly following economic stabilisation (see Baltic division, page 16).

In Germany the last quarter of the year was very strong both within Merchant Banking - increased inflow of new clients and Wealth Management - significant transactions resulting in transaction fees and inflows. The growth strategy is paying off and the intensified corporate focus has been well received among customers. The sale of Retail Banking resulted in a decrease of the share of total operating income from 13 to 8 per cent over the year. The operating profit for the continuing operations increased by 20 per cent excluding the one time charge of SEK 764m for restructuring costs.

Distribution by country Jan - Dec Total operating income Total operating expenses Operating profit
SEK m 2010 2009 % 2010 2009 % 2010 2009 %
Sweden 20 618 23 096 -11 -14 297 -15 201 -6 5 993 6 760 -11
Norway 2 845 3 649 -22 -1 315 -1 307 1 1 387 2 125 -35
Denmark 3 020 3 136 -4 -1 606 -1 543 4 1 298 1 412 -8
Finland 1 272 1 193 7 - 592 - 574 3 664 592 12
Germany* 2 958 3 119 -5 -2 697 -2 062 31 145 747 -81
Estonia 1 187 1 420 -16 - 632 -1 075 -41 469 - 850 -155
Latvia 1 066 1 669 -36 - 601 - 765 -21 99 -2 225 -104
Lithuania 1 380 1 681 -18 -1 066 -1 621 -34 - 112 -5 207 -98
Other countries and eliminations 2 533 2 612 -3 -1 145 -1 050 9 1 162 997 17
Total 36 879 41 575 -11 -23 951 -25 198 -5 11 105 4 351 155

*Excluding centralised Treasury operations

Write-off of systems related to core banking implementation in Lithuania affected 2010 by SEK 199m. Restructuring costs in Germany amounted to SEK 764m in 2010. Goodwill impairments for holdings in Baltic countries, Russia and Ukraine affected operating expenses and profit in Sweden, Estonia and Lithuania with SEK 2.1bn, 0.3bn and 0.6bn, respectively in 2009.

The SEB Group

Net interest income – SEB Group

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Interest income 11 653 11 744 - 1 11 529 1 46 041 58 104 - 21
Interest expense -7 127 -7 564 - 6 -8 197 - 13 -30 031 -40 058 - 25
Net interest income 4 526 4 180 8 3 332 36 16 010 18 046 - 11

Net fee and commission income – SEB Group

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Issue of securities 168 20 199 - 16 357 501 - 29
Secondary market 546 374 46 519 5 1 765 2 174 - 19
Custody and mutual funds 1 920 1 675 15 1 560 23 7 067 5 656 25
Securities commissions 2 634 2 069 27 2 278 16 9 189 8 331 10
Payments 372 387 - 4 415 - 10 1 561 1 633 - 4
Card fees 944 1 021 - 8 1 068 - 12 3 992 4 203 - 5
Payment commissions 1 316 1 408 - 7 1 483 - 11 5 553 5 836 - 5
Advisory 137 185 - 26 215 - 36 482 650 - 26
Lending 462 440 5 351 32 1 686 1 393 21
Deposits 26 25 4 26 103 108 - 5
Guarantees 105 103 2 105 428 413 4
Derivatives 117 110 6 114 3 518 556 - 7
Other 178 179 - 1 201 - 11 712 708 1
Other commissions 1 025 1 042 - 2 1 012 1 3 929 3 828 3
Fee and commission income 4 975 4 519 10 4 773 4 18 671 17 995 4
Securities commissions - 341 - 288 18 - 194 76 -1 216 - 844 44
Payment commissions - 450 - 599 - 25 - 601 - 25 -2 245 -2 413 - 7
Other commissions - 278 - 245 13 - 391 - 29 -1 050 -1 453 - 28
Fee and commission expense -1 069 -1 132 - 6 -1 186 - 10 -4 511 -4 710 - 4
Securities commissions, net 2 293 1 781 29 2 084 10 7 973 7 487 6
Payment commissions, net 866 809 7 882 - 2 3 308 3 423 - 3
Other commissions, net 747 797 - 6 621 20 2 879 2 375 21
Net fee and commission income 3 906 3 387 15 3 587 9 14 160 13 285 7

Net financial income – SEB Group

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Equity instruments and related derivatives - 31 188 -116 47 - 166 629 - 64
Debt instruments and related derivatives - 70 17 210 479 803 -40
Currency related 605 500 21 684 - 12 2 106 3 911 -46
Other financial instruments 4 20 -80 7 12 - 4
Impairments 4 2 100 - 9 - 60 - 158 -62
Net financial income 512 727 -30 939 - 45 3 166 4 488 -29

Net credit losses – SEB Group

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Provisions:
Net collective provisions for individually assessed
loans 782 407 92 580 665 -1 836 -136
Net collective provisions for portfolio assessed loans - 13 - 89 -85 - 451 -97 - 701 -1 962 -64
Specific provisions - 431 - 338 28 -2 416 -82 -2 405 -6 685 -64
Reversal of specific provisions no longer required 479 350 37 84 1 503 491
Net provisions for off-balance sheet items 16 - 2 - 123 -113 - 14 - 224 -94
Net provisions 833 328 154 -2 326 -136 - 952 -10 216 -91
Write-offs:
Total write-offs - 833 - 679 23 -1 100 -24 -2 310 -2 616 -12
Reversal of specific provisions utilized for write-offs 394 518 -24 328 20 1 315 688 91
Write-offs not previously provided for - 439 - 161 - 772 - 995 -1 928 -48
Recovered from previous write-offs 25 29 -14 34 -26 110 114 -4
Net write-offs - 414 - 132 - 738 - 885 -1 814 -51
Net credit losses 419 196 -3 064 -1 837 -12 030 -85

Staff costs – SEB Group

Jan - Dec
SEK m 2010 2009 %
Salaries* -10 233 -10 327 -1
Short-term incentive* -1 645 - 795 107
Long-term incentive* - 233 - 230 1
Pension costs -1 093 -1 442 -24
Redundancy costs* - 135 - 308 -56
Other staff costs - 665 - 684 -3
Staff costs -14 004 -13 786 2
Jan - Dec
SEK m 2010 2009 %
Short-term incentive (STI) to staff -1 392 - 624 123
Social benefit charges on STI - 253 - 171 48
Short-term incentive remuneration -1 645 - 795 107
Jan - Dec
SEK m 2010 2009 %
Long-term incentive (LTI) to staff - 182 - 166 10
Social benefit charges on LTI - 51 - 64 -20
Long-term incentive remuneration - 233 - 230 1

Balance sheet – SEB Group

31 Dec 31 Dec
SEK m 2010 2009
Cash and cash balances with central banks 46 488 36 589
Loans to credit institutions 204 188 331 460
Loans to the public 1 074 879 1 187 837
Financial assets at fair value * 617 746 581 641
Available-for-sale financial assets * 66 970 87 948
Held-to-maturity investments * 1 451 1 332
Assets held for sale 74 951 596
Investments in associates 1 022 995
Tangible and intangible assets 27 035 27 770
Other assets 65 091 52 059
Total assets 2 179 821 2 308 227
Deposits from credit institutions 212 624 397 433
Deposits and borrowing from the public 711 541 801 088
Liabilities to policyholders 263 970 249 009
Debt securities 530 483 456 043
Financial liabilities at fair value 200 690 191 440
Liabilities held for sale 48 339 165
Other liabilities 85 665 74 984
Provisions 1 414 2 033
Subordinated liabilities 25 552 36 363
Total equity 99 543 99 669
Total liabilities and equity 2 179 821 2 308 227
* Of which bonds and other interest bearing securities including derivatives. 416 864 457 209

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

Off-balance sheet items – SEB Group

31 Dec 31 Dec
SEK m 2010 2009
Collateral pledged for own liabilities 231 334 420 302
Other pledged collateral 214 989 202 168
Contingent liabilities 82 048 84 058
Commitments 388 619 378 442

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-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-Dec 2009
Opening balance 6 872 75 949 -3 062 1 767 -225 2 236 83 537 192 83 729
Net profit 1 114 1 114 64 1 178
Other comprehensive income (net of tax) 1 966 - 974 -187 -745 60 - 4 56
Total recognised income 1 114 1 966 - 974 - 187 - 745 1 174 60 1 234
Rights issue 15 070 - 397 14 673 14 673
Swap hedging of employee stock option programme* 2 2 2
Eliminations of repurchased shares for employee stock
option programme** 31 31 31
Closing balance 21 942 76 699 -1 096 793 - 412 1 491 99 417 252 99 669

* 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 2005–2009 16.5 million shares have been sold and another 1.1 million shares have been sold in 2010. During 2010, SEB has also repurchased 0.6 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 December 2010 SEB owned 0.3 million Class A-shares with a market value of SEK 15m.

Cash flow statement – SEB Group

Jan - Dec
SEK m 2010 2009 %
Cash flow from operating activities - 3 472 - 74 312 - 95
Cash flow from investment activities 935 - 5
Cash flow from financing activities - 23 490 - 11 013 113
Net increase in cash and cash equivalents - 26 027 - 85 330
Cash and cash equivalents at the beginning of year
Net increase in cash and cash equivalents
89 673
- 26 027
175 147
- 85 330
- 49
1)
Cash and cash equivalents at the end of period
63 646 89 817 - 29

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

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Reclassified, SEK m
Opening balance 95 003 107 004 -11 131 438 -28 125 339 107 899 16
Reclassified 51 770
Amortisations -3 004 - 604 -1 212 148 -6 618 -6 683 -1
Securities sold -11 164 -3 905 186 -5 768 94 -25 325 -18 180 39
Accrued coupon - 79 2 - 59 34 - 44 465 -109
Exchange rate differences -2 075 -7 494 -72 940 -14 671 -9 932 48
Closing balance* 78 681 95 003 - 17 125 339 - 37 78 681 125 339 -37
* Market value 77 138 93 302 -17 120 635 -36 77 138 120 635 -36
Fair value impact - if not reclassified, SEK m
In Equity (AFS origin) 112 588 -81 1 852 -94 2 901 2 555 14
In Income Statements (HFT origin) 46 212 -78 805 -94 49 606 -92
Total 158 800 -80 2 657 -94 2 950 3 161 -7
Effect in Income Statements, SEK m*
Net interest income 232 524 -56 400 -42 1 578 2 974 -47
Net financial income -1 447 -8 834 -84 2 027 -171 -9 060 -5 141 76
Other income - 180 - 98 84 - 23 - 282 50
Total -1 395 -8 408 -83 2 404 -158 -7 764 -2 117

* 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 Dec 31 Dec
SEK m 2010 2009
Individually assessed impaired loans
Impaired loans, past due > 60 days 14 464 18 157
Impaired loans, performing or past due < 60 days 2 754 3 167
Total individually assessed impaired loans 17 218 21 324
Specific reserves - 8 883 - 10 456
for impaired loans, past due > 60 days - 7 741 - 9 489
for impaired loans, performing or past due < 60 days - 1 142 - 967
Collective reserves - 3 030 - 4 371
Impaired loans net 5 305 6 497
Specific reserve ratio for individually assessed impaired loans 51.6% 49.0%
Total reserve ratio for individually assessed impaired loans 69.2% 69.5%
Net level of impaired loans 0.62% 0.72%
Gross level of impaired loans 1.26% 1.39%
Portfolio assessed loans
Portfolio assessed loans past due > 60 days 6 534 6 937
Restructured loans 502 312
Collective reserves for portfolio assessed loans - 3 577 - 3 250
Reserve ratio for portfolio assessed loans 50.8% 44.8%
Reserves
Specific reserves - 8 883 - 10 456
Collective reserves - 6 607 - 7 621
Reserves for off-balance sheet items - 476 - 478
Total reserves - 15 966 - 18 555
Non-performing loans
Non-performing loans* 24 254 28 573
NPL coverage ratio 65.8% 64.9%
NPL % of lending 1.77% 1.86%

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

Seized assets – SEB Group

31 Dec 31 Dec
SEK m 2010 2009
Properties, vehicles and equipment 647 217
Shares 56 62
Total seized assets 703 279

Discontinued operations – SEB Group

Income statement

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Total operating income 599 642 -7 756 -21 2 648 3 042 -13
Total operating expenses* - 647 -1 936 -67 - 852 -24 -4 204 -3 603 17
Profit before credit losses - 48 -1 294 -96 - 96 -50 -1 556 - 561 177
Net credit losses - 160 - 108 48 - 96 67 - 361 - 418 -14
Operating profit - 208 -1 402 -85 - 192 8 -1 917 - 979 96
Income tax expense 125 - 84 53 136 131 288 -55
Net profit from discontinued operations - 83 -1 486 -94 - 139 -40 -1 786 - 691 158

*Transaction related costs of SEK 1,240m (EUR 130m) recorded in discontinued operations in the third quarter consists of advisory costs and execution of IT and physical separation including redundancy.

Assets and liabilities held for sale

31 Dec 31 Dec
SEK m 2010 2009
Loans to the public 73 866
Other assets 1 085 596
Total assets held for sale 74 951 596
Deposits from credit institutions 6 303
Deposits and borrowing from the public 40 777
Other liabilities 2 029 165
Total liabilities held for sale 49 109 165

Cash flow statement

Jan - Dec
SEK m 2010 2009 %
Cash flow from operating activities 774 - 6 745 - 111
Cash flow from investment activities - 115 308 - 137
Cash flow from financing activities - 726 6 320 - 111
Net increase in cash and cash equivalents from discontinued operations - 67 - 117 - 43

Capital base of the SEB financial group of undertakings

31 Dec 31 Dec
SEK m 2010 2009
Total equity according to balance sheet (1) 99 543 99 669
./. Dividend (excl repurchased shares) -3 291 -2 193
./. Investments outside the financial group of undertakings (2) -40 -47
./. Other deductions outside the financial group of undertakings (3) -2 688 -2 570
= Total equity in the capital adequacy 93 524 94 859
Adjustment for hedge contracts (4) 1 755 -419
Net provisioning amount for IRB-reported credit exposures (5) 0 -297
Unrealised value changes on available-for-sale financial assets (6) 1 724 1 096
./. Exposures where RWA is not calculated (7) -1 184 -1 169
./. Goodwill (8) -4 174 -4 464
./. Other intangible assets -2 564 -2 616
./. Deferred tax assets -1 694 -1 609
= Core Tier 1 capital 87 387 85 381
Tier 1 capital contribution (non-innovative) 4 492 5 130
Tier 1 capital contribution (innovative) 10 101 11 093
= Tier 1 capital 101 980 101 604
Dated subordinated debt 4 922 11 028
./. Deduction for remaining maturity -361 -658
Perpetual subordinated debt 4 152 7 386
Net provisioning amount for IRB-reported credit exposures (5) 91 -297
Unrealised gains on available-for-sale financial assets (6) 511 642
./. Exposures where RWA is not calculated (7) -1 184 -1 169
./. Investments outside the financial group of undertakings (2) -40 -47
= Tier 2 capital 8 091 16 885
./. Investments in insurance companies (9) -10 500 -10 601
./. Pension assets in excess of related liabilities (10) -422 -543
= Capital base 99 149 107 345

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 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 Rating 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 may be included in Tier 2 capital.

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 December 2010 the parent company's Tier 1 capital was SEK 94,049 (93,674) and the reported Tier 1 capital ratio was 16.0 per cent (14.8)

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 Dec 31 Dec
SEK m 2010 2009
Credit risk IRB approach
Institutions 37 405 50 200
Corporates (1) 403 128 405 072
Securitisation positions 6 337 10 590
Retail mortgages 65 704 65 021
Other retail exposures 9 826 10 792
Other exposure classes 1 511 1 638
Total credit risk IRB approach 523 911 543 313
Further risk-weighted assets
Credit risk, Standardised approach (2) 91 682 97 563
Operational risk, Advanced Measurement approach 44 568 39 459
Foreign exchange rate risk 15 995 7 957
Trading book risks 39 970 42 200
Total risk-weighted assets 716 126 730 492
Summary
Credit risk 615 593 640 876
Operational risk 44 568 39 459
Market risk 55 965 50 157
Total 716 126 730 492
Adjustment for flooring rules
Addition according to transitional flooring (3) 83 672 64 685
Total reported 799 798 795 177

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.

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 arrangements.

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,

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 Dec 31 Dec
Capital adequacy 2010 2009
Capital resources
Core Tier 1 capital 87 387 85 381
Tier 1 capital 101 980 101 604
Capital base 99 149 107 345
Capital adequacy without transitional floor (Basel II)
Risk-weighted assets 716 126 730 492
Expressed as capital requirement 57 290 58 439
Core Tier 1 capital ratio 12,2% 11,7%
Tier 1 capital ratio 14,2% 13,9%
Total capital ratio 13,8% 14,7%
Capital base in relation to capital requirement 1,73 1,84
Capital adequacy including transitional floor
Transition floor applied 80% 80%
Risk-weighted assets 799 798 795 177
Expressed as capital requirement 63 984 63 614
Core Tier 1 capital ratio 10,9% 10,7%
Tier 1 capital ratio 12,8% 12,8%
Total capital ratio 12,4% 13,5%
Capital base in relation to capital requirement 1,55 1,69
Capital adequacy with risk weighting according to Basel I
Risk-weighted assets 998 326 1 003 250
Expressed as capital requirement 79 866 80 260
Core Tier 1 capital ratio 8,8% 8,5%
Tier 1 capital ratio 10,2% 10,1%
Total capital ratio 9,9% 10,7%
Capital base in relation to capital requirement 1,24 1,34

Overall Basel II RWA (before the effect of transitional flooring) decreased with 2 per cent or SEK 14bn over the year. The biggest factor behind this change was the currency translation effect from the stronger Swedish krona which decreased RWA with SEK 45bn. RWA increased SEK 4bn from risk class migration; this and other risk weight changes are discussed below. Underlying credit volumes showed a mixed pattern where increased corporate lending added some SEK 23bn to RWA while mainly inter-bank volumes decreased. Operational and market RWA taken together increased SEK 11bn over the year. Including other changes this resulted in a net decrease of RWA according to Basel II (without transitional floor) to SEK 716bn.

The above means that un-floored Basel II RWA was 28 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 Dec 31 Dec
Average risk weight 2010 2009
Institutions 19,5% 17,5%
Corporates 57,0% 57,8%
Securitisation positions 20,6% 22,6%
Retail mortgages 16,9% 17,2%
Other retail exposures 38,2% 38,5%

Corporate exposures showed a limited risk class migration which increased RWA with SEK 4bn over the year. The effect was countered by volume expansion mainly in the stronger risk classes resulting in almost stable risk weight in that

portfolio over the year. No migration effect was recorded for inter-bank exposures but the average risk weight increased slightly since the overall volume decrease was not proportional over risk classes.

Income statement – Skandinaviska Enskilda Banken AB (publ)

In accordance with FSA regulations Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Interest income 7 883 7 168 10 6 276 26 27 830 33 420 -17
Leasing income 1 415 1 367 4 1 379 3 5 496 5 800 -5
Interest expense -5 493 -4 974 10 -4 653 18 -19 498 -24 151 -19
Dividends 42 754 -94 2 461 -98 1 182 2 757 -57
Fee and commission income 2 328 1 988 17 2 133 9 8 408 7 851 7
Fee and commission expense - 361 - 360 0 - 430 -16 -1 501 -1 636 -8
Net financial income 449 705 -36 857 -48 3 239 4 065 -20
Other income 217 3 551 -61 532 2 811 -81
Total operating income 6 480 6 651 -3 8 574 -24 25 688 30 917 -17
Administrative expenses -3 859 -3 215 20 -2 830 36 -13 935 -12 117 15
Other expenses
Depreciation, amortisation and impairment of
tangible and intangible assets -1 165 -1 159 1 -1 524 -24 -4 630 -5 125 -10
Total operating expenses -5 024 -4 374 15 -4 354 15 -18 565 -17 242 8
Profit before credit losses 1 456 2 277 -36 4 220 -65 7 123 13 675 -48
Net credit losses - 185 - 6 - 237 -22 - 362 - 984 -63
Impairment of financial assets 7 3 133 - 475 - 442 -1 222 -64
Operating profit 1 278 2 274 -44 3 508 -64 6 319 11 469 -45
Appropriations -1 288 4 -1 507 -15 -1 283 -1 510 -15
Income tax expense - 155 - 889 -83 - 129 20 -2 591 -1 451 79
Other taxes - 22 - 4 - 75 -1 544 -95
Net profit - 187 1 389 -113 1 868 -110 2 370 6 964 -66

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

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net profit - 187 1 389 -113 1 868 -110 2 370 6 964 -66
Available-for-sale financial assets -223 213 104 -337 1 053
Cash flow hedges -730 -119 8 -1 208 - 965 25
Translation of foreign operations 8 -19 -142 83 -90 -29 - 96 -70
Group contributions 199 503 -60 210 -5 1 203 662 82
Other 758 -92 18 603 146
Other comprehensive income (net of tax) 12 486 - 98 423 -97 232 800 - 71
Total comprehensive income - 175 1 875 - 109 2 291 -108 2 602 7 764 - 66
Balance sheet - Skandinaviska Enskilda Banken AB (publ)
--------------------------------------------------------- --
Condensed 31 Dec 31 Dec
SEK m 2010 2009
Cash and cash balances with central banks 19 941 21 815
Loans to credit institutions 250 568 376 223
Loans to the public 763 441 732 475
Financial assets at fair value 334 060 304 675
Available-for-sale financial assets 16 583 16 331
Held-to-maturity investments 3 685 3 789
Investments in associates 967 907
Shares in subsidiaries 55 145 59 325
Tangible and intangible assets 40 907 41 354
Other assets 51 031 39 022
Total assets 1 536 328 1 595 916
Deposits from credit institutions 195 408 386 530
Deposits and borrowing from the public 484 839 490 850
Debt securities 488 533 368 784
Financial liabilities at fair value 190 638 176 604
Other liabilities 62 363 48 886
Provisions 180 496
Subordinated liabilities 25 096 35 498
Untaxed reserves 23 930 22 645
Total equity 65 341 65 623
Total liabilities, untaxed reserves and shareholders' equity 1 536 328 1 595 916

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

31 Dec 31 Dec
SEK m 2010 2009
Collateral pledged for own liabilities 138 775 268 284
Other pledged collateral 35 663 47 031
Contingent liabilities 64 120 64 045
Commitments 291 046 275 203

Fact Book Annual Accounts 2010

STOCKHOLM 4 FEBRUARY 2011

= =

Table of contents 2
About SEB3
SEB history 3
Financial targets3
Organisation 4
Corporate Governance6
Share and shareholders 7
Income statement8
Balance sheet structure & funding25
Capital adequacy and RWA 30
Volumes33
Credit portfolio, loan portfolio impaired loans by industry and geography 35
Asset quality39
Bond investment portfolio45
Divisional structure 46
Merchant Banking47
Retail Banking50
Wealth Management 54
Life56
Baltic 65
Macro 69
Definitions73

About SEB

Mission We help people and businesses thrive by providing quality advice and financial resources.
Vision To be the trusted partner for customers with aspirations.
Customers & Markets 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.
Brand promise Rewarding relationships.
Goal 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 addition, selectively expand leading life insurance and card services in the Nordic
area.
Support SEB's customers internationally through its network of strategic locations
in major global financial centres.
People 17,000 highly skilled people serving customers from locations in some 20 countries;
covering different time zones, securing reach and local market knowledge.
Values Guided by our Code of Business Conduct and our core values:
professionalism, commitment, mutual respect and continuity.
History 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
  • 1938- Kreditbolaget renamed to Skandinaviska Banken
  • 1972- Merger with Skandinaviska Banken
  • 1990- Bank crises and e-banking revolution. Several acquisitions: Trygg Hansa, Baltic banks and asset managers
  • 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.

* Proposed to the AGM

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

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

Marcus Wallenberg Chairman

Jacob Wallenberg Deputy Chairman

Tuve Johannesson Deputy Chairman

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.

Signhild Arnegård Hansen

Urban Jansson Chairman of the Risk and Capital

Birgitta Kantola

Tomas Nicolin Chairman of the Remuneration and HR Committee

Christine Novakovic Jesper Ovesen Carl Wilhelm Ros Chairman of the Audit and Compliance Committee

Pernilla Påhlman Appointed by the

Annika Falkengren President & CEO

Göran Arrius Appointed by the employees

Göran Lilja Appointed by the employees

Cecilia Mårtensson Appointed by the employees

employees

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 members are presented below.

CRO

Jan Erik Back CFO

Magnus Carlsson Merchant Banking

Bo Magnusson Staff

Viveka Hirdman-Ryrberg Communications

Ulf Peterson Human Resources

Martin Johansson Baltic

Anders Johnsson Wealth Management

Jan Stjernström Life

Hans Larsson Strategy

Mats Torstendahl Retail Banking

Pia Warnerman Operations & IT

Full-time equivalents, end of quarter

Q1
2008
Q2
2008
Q3
2008
Q4
2008
Q1
2009
Q2
2009
Q3
2009
Q4
2009
Q1
2010
Q2
2010
Q3
2010
Q4
2010
Merchant Banking 2,742 2,760 2,719 2,698 2,697 2,650 2,582 2,539 2,529 2,530 2,571 2,591
Retail Banking 3,507 3,700 3,544 3,529 3,425 3,454 3,320 3,313 3,316 3,470 3,420 3,437
RB Sweden 2,723 2,865 2,728 2,710 2,621 2,642 2,515 2,512 2,531 2,674 2,610 2,663
RB Cards 784 835 816 819 804 812 805 801 785 796 810 774
Wealth Management 1,160 1,143 1,123 1,088 1,064 1,013 981 1,000 972 969 996 1,030
Life 1,222 1,235 1,250 1,226 1,206 1,196 1,184 1,173 1,175 1,173 1,200 1,226
Baltic 3,366 3,469 3,420 3,353 3,353 3,285 3,252 3,093 2,957 2,937 2,959 2,966
Baltic Estonia 986 1,022 983 973 950 958 974 933 915 909 905 893
Baltic Latvia 1,012 1,024 997 916 911 896 878 854 803 802 824 829
Baltic Lithuania 1,368 1,423 1,439 1,464 1,492 1,432 1,400 1,306 1,239 1,226 1,229 1,244
Operations & IT 3,725 3,845 3,864 3,860 3,777 3,762 3,688 3,655 3,626 3,613 3,612 3,640
Other 3,117 3,092 3,144 3,061 2,862 2,784 2,648 2,558 2,411 2,367 2,375 2,457
SEB Group
Continuing operations 18,839 19,244 19,064 18,815 18,385 18,143 17,655 17,331 16,986 17,059 17,133 17,347
Discontinued operations 2,371 2,401 2,364 2,316 2,272 2,286 2,257 2,231 2,046 2,032 2,017 1,873
SEB Group 21,210 21,645 21,428 21,131 20,656 20,430 19,912 19,562 19,032 19,091 19,150 19,220

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.

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

Corporate Governance Structure

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,
December 2010 per cent
Investor AB 20.8
Trygg Foundation 8.1
Alecta 7.0
Swedbank/Robur Funds 3.6
SHB 1.7
AMF Insurance & Funds 1.6
SHB Funds 1.6
Wallenberg Foundations 1.5
SEB Funds 1.4
AFA Insurance 1.4
Foreign owners 21.3
Source: Euroclear Sweden/SIS Ägarservice

Income statement

SEB Group

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2,009 % 2010 2009 %
Net interest income 4,526 4,180 8 3,332 36 16,010 18,046 -11
Net fee and commission income 3,906 3,387 15 3,587 9 14,160 13,285 7
Net financial income 512 727 -30 939 -45 3,166 4,488 -29
Net life insurance income 780 818 -5 932 -16 3,255 3,597 -10
Net other income 314 -230 430 -27 288 2,159 -87
Total operating income 10,038 8,882 13 9,220 9 36,879 41,575 -11
Staff costs -3,558 -3,392 5 -2,785 28 -14,004 -13,786 2
Other expenses -1,965 -1,679 17 -2,128 -8 -7,303 -6,740 8
Depreciation, amortisation and impairment of
tangible and intangible assets -650 -405 60 -463 40 -1,880 -4,672 -60
Restructuring costs -9 -755 -99 -764
Total operating expenses -6,182 -6,231 -1 -5,376 15 -23,951 -25,198 -5
Profit before credit losses 3,856 2,651 45 3,844 0 12,928 16,377 -21
Gains less losses on disposals of tangible and
intangible assets 21 -24 14 4
Net credit losses 419 196 114 -3,064 -114 -1,837 -12,030 -85
Operating profit 4,296 2,847 51 756 11,105 4,351 155
Income tax expense -704 -765 -8 -333 111 -2,521 -2,482 2
Net profit from continuing operations 3,592 2,082 73 423 8,584 1,869
Discontinued operations -83 -1,486 -94 -139 -40 -1,786 -691 158
Net profit 3,509 596 284 6,798 1,178
Attributable to minority interests 6 15 -60 27 -78 53 64 -17
Attributable to equity holders 3,503 581 257 6,745 1,114
Continuing operations
Basic earnings per share, SEK 1.64 0.94 0.18 3.88 0.95
Diluted earnings per share, SEK 1.62 0.94 0.18 3.87 0.94
Total operations
Basic earnings per share, SEK 1.60 0.26 0.12 3.07 0.58
Diluted earnings per share, SEK 1.58 0.26 0.12 3.06 0.58

Including:

One-off charges of SEK 890m in Q4 2005 for premises Sales of Baltic properties in Q4 2007 of SEK 785m

  • 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

Q4 Q3 Q4 Jan - Dec
2010 2010 2009 2010 2009
Continuing operations
Return on equity, continuing operations, % 14.62 8.48 1.60 8.65 1.89
Basic earnings per share, continuing operations, SEK 1.64 0.94 0.18 3.88 0.95
Diluted earnings per share, continuing operations, SEK 1.62 0.94 0.18 3.87 0.94
Cost/income ratio, continuing operations 0.62 0.70 0.58 0.65 0.61
Number of full time equivalents, continuing operations* 17.347 17.133 17.331 17.104 17.970
Loans to deposits ratio, excl repos and reclassified bonds, % 139 138 139 139 139
Total operations
Return on equity, % 14.28 2.38 1.04 6.84 1.17
Return on total assets, % 0.63 0.10 0.05 0.30 0.05
Return on risk-weighted assets, % 1.73 0.28 0.13 0.83 0.13
Basic earnings per share, SEK 1.60 0.26 0.12 3.07 0.58
Weighted average number of shares, millions** 2.194 2.194 2.194 2.194 1.906
Diluted earnings per share, SEK 1.58 0.26 0.12 3.06 0.58
Weighted average number of diluted shares, millions*** 2.212 2.207 2.201 2.202 1.911
Net worth per share, SEK 50.34 49.02 50.17 50.34 50.17
Average equity, SEK, billion 98.4 98.4 99.3 98.9 95.4
Credit loss level, % -0.07 -0.02 0.93 0.14 0.92
Total reserve ratio individually assessed impaired loans, % 69.2 73.2 69.5 69.2 69.5
Net level of impaired loans, % 0.62 0.62 0.72 0.62 0.72
Gross level of impaired loans, % 1.26 1.29 1.39 1.26 1.39
Basel II (Legal reporting with transitional floor) :****
Risk-weighted assets, SEK billion 800 797 795 800 795
Core Tier 1 capital ratio, % 11.06 10.80 10.74 11.06 10.74
Tier 1 capital ratio, % 12.89 12.65 12.78 12.89 12.78
Total capital ratio, % 12.53 12.73 13.50 12.53 13.50
Basel II (without transitional floor):
Risk-weighted assets, SEK billion 716 711 730 716 730
Core Tier 1 capital ratio, % 12.36 12.11 11.69 12.36 11.69
Tier 1 capital ratio, % 14.39 14.18 13.91 14.39 13.91
Total capital ratio, % 14.00 14.27 14.69 14.00 14.69
Basel I:
Risk-weighted assets, SEK billion 998 984 1 003 998 1 003
Core Tier 1 capital ratio, % 8.86 8.75 8.51 8.86 8.51
Tier 1 capital ratio, % 10.32 10.25 10.13 10.32 10.13
Total capital ratio, % 10.04 10.31 10.70 10.04 10.70
Number of full time equivalents* 19.220 19.150 19.562 19.125 20.233
Assets under custody, SEK billion 5.072 4.879 4.853 5.072 4.853
Assets under management, SEK billion 1.399 1.343 1.356 1.399 1.356
Discontinued operations
Basic earnings per share, discontinued operations, SEK -0.04 -0.68 -0.06 -0.81 -0.36
Diluted earnings per share, discontinued operations, SEK -0.04 -0.67 -0.06 -0.81 -0.36

* 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 810,155 Class A shares for the employee stock option programme at year end 2009. During 2010 SEB has repurchased 600,000 shares and 1,142,795 have been sold as employee stock options have been exercised. Thus, as at 31 December 2010 SEB owned 267,360 Class A-shares with a market value of SEK 15m.

*** 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

Total

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

Share of profit before credit losses

Jan – Dec 2010

Divisions – Adjusted for Other

(1 Restructuring costs of SEK 755 m excluded

(2 Write-down of IT systems of SEK 199m

Divisions

Merchant Banking

Total
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 2,919 2,683 2,402 1,978 2,014 1,964 2,012 2,133 9,982 8,123
Net fee and commission income 1,172 1,618 1,326 1,531 1,083 1,420 1,290 1,515 5,647 5,308
Net financial income 1,186 1,498 981 712 1,017 1,320 753 655 4,377 3,745
Net other income 115 -8 40 -101 50 -3 -159 66 46 -46
Total operating income 5,392 5,791 4,749 4,120 4,164 4,701 3,896 4,369 20,052 17,130
Staff costs -1,092 -1,106 -775 -556 -993 -1,109 -875 -1,114 -3,529 -4,091
Other expenses -1,019 -1,083 -1,007 -1,025 -1,038 -1,093 -954 -1,120 -4,134 -4,205
Depreciation, amortisation and impairment of
tangible and intangible assets -25 -34 -35 -61 -27 -39 -41 -62 -155 -169
Total operating expenses -2,136 -2,223 -1,817 -1,642 -2,058 -2,241 -1,870 -2,296 -7,818 -8,465
Profit before credit losses 3,256 3,568 2,932 2,478 2,106 2,460 2,026 2,073 12,234 8,665
Gains less losses on disposals of tangible and
intangible assets -1 -1 29 -1 28
Net credit losses -279 -367 -107 -52 -104 31 -23 -99 -805 -195
Operating profit 2,977 3,201 2,825 2,425 2,002 2,491 2,002 2,003 11,428 8,498

Merchant Banking

Trading and Capital Markets

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 1,452 1,251 977 583 611 561 550 635 4,263 2,357
Net fee and commission income 354 552 416 451 316 441 360 492 1,773 1,609
Net financial income 1,319 1,552 1,055 760 1,041 1,358 769 697 4,686 3,865
Net other income 73 -70 2 -87 3 -54 -204 -90 -82 -345
Total operating income 3,198 3,285 2,450 1,707 1,971 2,306 1,475 1,734 10,640 7,486
Staff costs -473 -478 -322 -312 -430 -490 -377 -490 -1,585 -1,787
Other expenses -445 -469 -446 -451 -470 -497 -431 -518 -1,811 -1,916
Depreciation, amortisation and impairment of
tangible and intangible assets -8 -8 -8 -9 -7 -10 -8 -9 -33 -34
Total operating expenses -926 -955 -776 -772 -907 -997 -816 -1,017 -3,429 -3,737
Profit before credit losses 2,272 2,330 1,674 935 1,064 1,309 659 717 7,211 3,749
Gains less losses on disposals of tangible and
intangible assets -1 -1
Net credit losses -62 -1 5 196 1 1 138 2
Operating profit 2,210 2,329 1,679 1,130 1,065 1,309 659 718 7,348 3,751

Merchant Banking

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 1,094 1,082 1,146 1,117 1,053 1,069 1,130 1,120 4,439 4,372
Net fee and commission income 397 624 456 647 371 550 561 676 2,124 2,158
Net financial income -140 -64 -86 -59 -35 -57 -27 -65 -349 -184
Net other income 24 49 30 -24 33 39 37 141 79 250
Total operating income 1,375 1,691 1,546 1,681 1,422 1,601 1,701 1,872 6,293 6,596
Staff costs -436 -447 -299 -134 -401 -455 -348 -463 -1,316 -1,667
Other expenses -221 -239 -218 -250 -249 -252 -205 -198 -928 -904
Depreciation, amortisation and impairment of
tangible and intangible assets -12 -12 -12 -19 -17 -16 -16 -50 -55 -99
Total operating expenses -669 -698 -529 -403 -667 -723 -569 -711 -2,299 -2,670
Profit before credit losses 706 993 1,017 1,278 755 878 1,132 1,161 3,994 3,926
Gains less losses on disposals of tangible and
intangible assets -1 29 28
Net credit losses -167 -336 -109 -178 -98 44 -41 -97 -790 -192
Operating profit 539 657 908 1,100 657 922 1,090 1,093 3,204 3,762

Merchant Banking

Global Transaction Services
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 373 350 279 278 350 334 331 378 1,280 1,393
Net fee and commission income 421 441 455 433 396 429 369 347 1,750 1,541
Net financial income 7 11 12 10 11 19 12 23 40 65
Net other income 19 12 7 10 14 12 8 15 48 49
Total operating income 820 814 753 731 771 794 720 763 3,118 3,048
Staff costs -183 -180 -155 -110 -162 -164 -150 -161 -628 -637
Other expenses -354 -374 -343 -324 -319 -344 -319 -404 -1,395 -1,386
Depreciation, amortisation and impairment of
tangible and intangible assets -5 -15 -15 -31 -3 -13 -16 -3 -66 -35
Total operating expenses -542 -569 -513 -465 -484 -521 -485 -568 -2,089 -2,058
Profit before credit losses 278 245 240 266 287 273 235 195 1,029 990
Gains less losses on disposals of tangible and
intangible assets
Net credit losses -50 -30 -3 -70 -7 -13 18 -3 -153 -5
Operating profit 228 215 237 196 280 260 253 192 876 985

Retail Banking

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 1,456 1,359 1,331 1,278 1,201 1,212 1,263 1,332 5,424 5,008
Net fee and commission income 790 812 790 862 789 829 774 849 3,254 3,241
Net financial income 72 79 57 84 65 76 58 74 292 273
Net other income 19 10 17 18 9 12 14 12 64 47
Total operating income 2,337 2,260 2,195 2,242 2,064 2,129 2,109 2,267 9,034 8,569
Staff costs -675 -673 -623 -571 -654 -656 -683 -643 -2,542 -2,636
Other expenses -643 -714 -646 -665 -638 -734 -660 -789 -2,668 -2,821
Depreciation, amortisation and impairment of
tangible and intangible assets -20 -28 -23 -22 -21 -21 -21 -21 -93 -84
Total operating expenses -1,338 -1,415 -1,292 -1,258 -1,313 -1,411 -1,364 -1,453 -5,303 -5,541
Profit before credit losses 999 845 903 984 751 718 745 814 3,731 3,028
Gains less losses on disposals of tangible and
intangible assets -1 -1
Net credit losses -205 -214 -198 -223 -196 -147 -56 -144 -840 -543
Operating profit 794 631 705 761 555 571 688 670 2,891 2,484

Retail Banking

Retail Sweden

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 1,235 1,109 1,068 1,017 948 963 1,019 1,095 4,429 4,025
Net fee and commission income 369 357 352 393 385 378 363 397 1,471 1,523
Net financial income 72 80 57 84 65 76 58 74 293 273
Net other income 5 4 5 5 4 5 3 5 19 17
Total operating income 1,681 1,550 1,482 1,499 1,402 1,422 1,443 1,571 6,212 5,838
Staff costs -488 -486 -442 -424 -458 -464 -488 -468 -1,840 -1,878
Other expenses -487 -548 -490 -526 -490 -546 -506 -624 -2,051 -2,166
Depreciation, amortisation and impairment of
tangible and intangible assets -9 -16 -12 -11 -11 -13 -11 -14 -48 -49
Total operating expenses -984 -1,050 -944 -961 -959 -1,023 -1,005 -1,106 -3,939 -4,093
Profit before credit losses 697 500 538 538 443 399 438 465 2,273 1,745
Gains less losses on disposals of tangible and
intangible assets
Net credit losses -95 -90 -92 -118 -105 -63 -5 -71 -395 -244
Operating profit 602 410 446 420 338 336 433 394 1,878 1,501

Retail Banking

Cards
------- --
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 220 250 263 261 253 249 244 236 994 982
Net fee and commission income 415 451 429 468 397 438 403 444 1,763 1,682
Net other income 21 11 18 20 15 16 18 22 70 71
Total operating income 656 712 710 749 665 703 665 702 2,827 2,735
Staff costs -187 -187 -181 -148 -196 -192 -195 -175 -703 -758
Other expenses -157 -168 -151 -146 -152 -182 -154 -171 -622 -659
Depreciation, amortisation and impairment of
tangible and intangible assets -11 -12 -11 -11 -10 -9 -8 -8 -45 -35
Total operating expenses -355 -367 -343 -305 -358 -383 -357 -354 -1,370 -1,452
Profit before credit losses 301 345 367 444 307 320 308 348 1,457 1,283
Gains less losses on disposals of tangible and
intangible assets -1 -1
Net credit losses -110 -124 -107 -104 -91 -84 -51 -73 -445 -299
Operating profit 191 221 260 340 216 236 256 275 1,012 983

Wealth Management

Total
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 190 159 133 116 111 120 118 136 598 485
Net fee and commission income 659 713 730 853 868 939 830 1,115 2,955 3,752
Net financial income 20 16 17 23 18 24 17 30 76 89
Net other income 1 12 1 3 47 7 4 17 58
Total operating income 870 900 881 995 997 1,130 972 1,285 3,646 4,384
Staff costs -340 -337 -302 -250 -314 -344 -311 -350 -1,229 -1,319
Other expenses -286 -292 -272 -310 -302 -339 -320 -372 -1,160 -1,333
Depreciation, amortisation and impairment of
tangible and intangible assets -30 -33 -29 -24 -20 -21 -20 -23 -116 -84
Total operating expenses -656 -662 -603 -584 -636 -704 -651 -745 -2,505 -2,736
Profit before credit losses 214 238 278 411 361 426 321 540 1,141 1,648
Gains less losses on disposals of tangible and
intangible assets 29 1 -1 29
Net credit losses -8 -12 -8 -1 -2 -1 7 -28 3
Operating profit 206 255 279 402 360 424 320 547 1,142 1,651

Wealth Management

Institutional Clients
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 23 11 13 13 8 13 12 14 60 47
Net fee and commission income 507 529 542 621 641 704 624 865 2,199 2,834
Net financial income 1 2 4 8 3 6 8 10 15 27
Net other income 4 2 3 -1 1 8 4 9 12
Total operating income 531 546 561 645 651 724 652 893 2,283 2,920
Staff costs -228 -217 -178 -153 -225 -229 -199 -229 -776 -882
Other expenses -173 -186 -184 -201 -207 -227 -217 -265 -744 -916
Depreciation, amortisation and impairment of
tangible and intangible assets -23 -26 -23 -20 -14 -15 -15 -17 -92 -61
Total operating expenses -424 -429 -385 -374 -446 -471 -431 -511 -1,612 -1,859
Profit before credit losses 107 117 176 271 205 253 221 382 671 1,061
Gains less losses on disposals of tangible and
intangible assets 34 -1 33
Net credit losses
Operating profit 107 151 176 270 205 253 221 382 704 1,061

Wealth Management

Private Banking
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 167 148 121 103 102 108 106 122 539 438
Net fee and commission income 151 184 193 228 228 232 203 250 756 913
Net financial income 19 15 12 15 15 18 9 20 61 62
Net other income 1 7 2 2 46 10 48
Total operating income 338 354 326 348 347 404 318 392 1,366 1,461
Staff costs -111 -121 -124 -96 -89 -115 -112 -121 -452 -437
Other expenses -113 -106 -93 -106 -96 -110 -100 -108 -418 -414
Depreciation, amortisation and impairment of
tangible and intangible assets -7 -6 -6 -6 -6 -6 -6 -5 -25 -23
Total operating expenses -231 -233 -223 -208 -191 -231 -218 -234 -895 -874
Profit before credit losses 107 121 103 140 156 173 100 158 471 587
Gains less losses on disposals of tangible and
intangible assets -5 -5
Net credit losses -8 -12 -8 -1 -2 -1 7 -28 3
Operating profit 99 104 103 132 155 171 99 165 438 590

Life

Total
SEK m Q1
2009
Q2
2009
Q3
2009
Q4
2009
Q1
2010
Q2
2010
Q3
2010
Q4
2010
Full Year
2009
Full Year
2010
Net interest income -10 -5 -2 -1 -2 -2 -2 -5 -18 -11
Net life insurance income 1,043 1,148 1,107 1,145 1,186 1,115 1,143 1,106 4,443 4,550
Total operating income 1,033 1,143 1,105 1,144 1,184 1,113 1,141 1,101 4,425 4,539
Staff costs -274 -299 -271 -263 -282 -287 -276 -278 -1,107 -1,123
Other expenses -126 -146 -120 -144 -131 -135 -133 -125 -536 -524
Depreciation, amortisation and impairment of
tangible and intangible assets -165 -177 -158 -167 -173 -172 -169 -176 -667 -690
Total operating expenses -565 -622 -549 -574 -586 -594 -578 -579 -2,310 -2,337
Profit before credit losses 468 521 556 570 598 519 563 522 2,115 2,202
Operating profit * 468 521 556 570 598 519 563 522 2,115 2,202
Change in surplus values 111 395 224 170 229 191 400 345 900 1,165
Business result 579 916 780 740 827 710 963 867 3,015 3,367

* Consolidated in the Group accounts

Baltic

Total
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 778 751 628 522 490 456 442 481 2,679 1,869
Net fee and commission income 238 248 227 221 209 226 229 213 934 877
Net financial income 37 23 35 31 26 36 8 -7 126 63
Net other income 12 -8 -6 57 4 2 21 10 55 37
Total operating income 1,065 1,014 884 831 729 720 700 697 3,794 2,846
Staff costs -220 -197 -176 -137 -179 -161 -155 -145 -730 -640
Other expenses -336 -345 -307 -464 -304 -285 -286 -283 -1,452 -1,158
Depreciation, amortisation and impairment of
tangible and intangible assets -25 -2,328 -15 -21 -20 -19 -18 -234 -2,389 -291
Total operating expenses -581 -2,870 -498 -622 -503 -465 -459 -662 -4,571 -2,089
Profit before credit losses 484 -1,856 386 209 226 255 241 35 -777 757
Gains less losses on disposals of tangible and
intangible assets 2 -6 3 -16 -1 -4 -17 -5
Net credit losses -1,702 -2,641 -2,642 -2,584 -1,431 -451 273 736 -9,569 -873
Operating profit -1,216 -4,503 -2,253 -2,391 -1,205 -197 514 767 -10,363 -121

Baltic

Baltic Estonia

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 252 238 226 200 154 140 136 150 916 580
Net fee and commission income 78 83 79 75 72 73 70 66 315 281
Net financial income 9 -4 7 18 9 10 -4 -22 30 -7
Net other income 6 -12 -6 45 3 3 2 10 33 18
Total operating income 345 305 306 338 238 226 204 204 1,294 872
Staff costs -61 -57 -56 -35 -64 -51 -50 -36 -209 -201
Other expenses -100 -90 -92 -210 -108 -87 -86 -67 -492 -348
Depreciation, amortisation and impairment of
tangible and intangible assets -5 -679 -2 -7 -4 -4 -3 -6 -693 -17
Total operating expenses -166 -826 -150 -252 -176 -142 -139 -109 -1,394 -566
Profit before credit losses 179 -521 156 86 62 84 65 95 -100 306
Gains less losses on disposals of tangible and
intangible assets
1 1
Net credit losses -232 -454 -212 -297 -151 -108 10 162 -1,195 -87
Operating profit -53 -975 -56 -211 -89 -24 75 258 -1,295 220

Baltic

Baltic Latvia
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 242 256 212 140 151 148 138 144 850 581
Net fee and commission income 56 53 55 48 46 47 48 47 212 188
Net financial income 11 11 8 2 6 6 8 11 32 31
Net other income -1 -2 -5 6 2 1 1 -2 4
Total operating income 308 318 270 196 205 202 195 202 1,092 804
Staff costs -62 -56 -49 -44 -48 -47 -46 -60 -211 -201
Other expenses -109 -102 -93 -101 -80 -68 -69 -99 -405 -316
Depreciation, amortisation and impairment of
tangible and intangible assets -10 -415 -8 -9 -8 -7 -8 -9 -442 -32
Total operating expenses -181 -573 -150 -154 -136 -122 -123 -168 -1,058 -549
Profit before credit losses 127 -255 120 42 69 80 72 34 34 255
Gains less losses on disposals of tangible and
intangible assets -1 -1 -5 -1 -6
Net credit losses -684 -917 -941 -586 -574 -170 109 275 -3,128 -360
Operating profit -557 -1,172 -821 -545 -505 -91 181 304 -3,095 -111

Baltic

Baltic Lithuania

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 283 257 190 184 185 169 167 188 914 709
Net fee and commission income 104 112 93 97 91 105 112 100 406 408
Net financial income 17 16 19 12 11 20 4 4 64 39
Net other income 7 6 6 5 -1 -3 19 -1 24 14
Total operating income 411 391 308 298 286 291 302 291 1,408 1,170
Staff costs -97 -84 -70 -60 -67 -63 -59 -49 -311 -238
Other expenses -126 -153 -123 -152 -116 -129 -132 -117 -554 -494
Depreciation, amortisation and impairment of
tangible and intangible assets -10 -1,234 -4 -6 -8 -8 -7 -219 -1,254 -242
Total operating expenses -233 -1,471 -197 -218 -191 -200 -198 -385 -2,119 -974
Profit before credit losses 178 -1,080 111 80 95 91 104 -94 -711 196
Gains less losses on disposals of tangible and
intangible assets 2 -5 3 -16 -16
Net credit losses -786 -1,270 -1,489 -1,701 -706 -173 154 299 -5,246 -426
Operating profit -606 -2,355 -1,375 -1,637 -611 -82 258 205 -5,973 -230

Other and eliminations

Total
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net interest income 155 82 -295 -561 -272 12 347 449 -619 536
Net fee and commission income 85 100 190 120 245 259 264 214 495 982
Net financial income -182 -145 -145 89 -176 -479 -109 -240 -383 -1,004
Net life insurance income -181 -202 -250 -213 -307 -337 -325 -326 -846 -1,295
Net other income 168 1,573 -217 453 107 -24 -113 222 1,977 192
Total operating income 45 1,408 -717 -112 -403 -569 64 319 624 -589
Staff costs -1,319 -1,187 -1,135 -1,008 -1,016 -1,059 -1,092 -1,028 -4,649 -4,195
Other expenses 945 968 817 480 629 711 674 724 3,210 2,738
Depreciation, amortisation and impairment of
tangible and intangible assets -743 -226 -115 -168 -148 -144 -136 -134 -1,252 -562
Restructuring costs -755 -9 -764
Total operating expenses -1,117 -445 -433 -696 -535 -492 -1,309 -447 -2,691 -2,783
Profit before credit losses -1,072 963 -1,150 -808 -938 -1,061 -1,245 -128 -2,067 -3,372
Gains less losses on disposals of tangible and
intangible assets -1 -6 -4 -2 2 -4 -7 -8
Net credit losses -127 -205 -259 -197 -81 -70 3 -81 -788 -229
Operating profit -1,199 758 -1,410 -1,011 -1,023 -1,133 -1,240 -213 -2,862 -3,609

By geography

Sweden SEK m Q 1 2009 Q 2 2009 Q 3 2009 Q4 2009 Q1 2010 Q 2 2010 Q 3 2010 Q4 2010 Full year 2009 Full year 2010 Total operating income 5,674 7,539 4,992 4,891 4,823 5,191 4,933 5,671 23,096 20,618 Total operating expenses -4,412 -4,839 -3,015 -2,935 -3,484 -3,734 -3,409 -3,670 -15,201 -14,297 Profit before credit losses 1,262 2,700 1,977 1,956 1,339 1,457 1,524 2,001 7,895 6,321 Gains less losses on disposals of tangible and intangible assets Net credit losses -285 -451 -139 -260 -192 -13 3 -126 -1,135 -328 Operating profit 977 2,249 1,838 1,696 1,147 1,444 1,527 1,875 6,760 5,993

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 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Total operating income 937 966 896 850 726 721 649 749 3,649 2,845
Total operating expenses -306 -372 -393 -236 -335 -305 -301 -374 -1,307 -1,315
Profit before credit losses 631 594 503 614 391 416 348 375 2,342 1,530
Gains less losses on disposals of tangible and
intangible assets
Net credit losses -72 -73 -44 -28 -51 -37 -24 -31 -217 -143
Operating profit 559 521 459 586 340 379 324 344 2,125 1,387
Denmark
Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Total operating income 801 798 752 785 724 842 731 723 3,136 3,020
Total operating expenses -399 -453 -368 -323 -380 -422 -364 -440 -1,543 -1,606
Profit before credit losses 402 345 384 462 344 420 367 283 1,593 1,414
Gains less losses on disposals of tangible and
intangible assets
Net credit losses -45 -36 -30 -70 -26 -22 -31 -37 -181 -116
Operating profit 357 309 354 392 318 398 336 246 1,412 1,298
Finland
Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Total operating income 372 201 246 374 254 350 319 349 1,193 1,272
Total operating expenses -99 -159 -120 -196 -101 -158 -150 -183 -574 -592
Profit before credit losses 273 42 126 178 153 192 169 166 619 680
Gains less losses on disposals of tangible and
intangible assets -1 -1
Net credit losses -12 -5 -8 -2 -3 -10 -2 -27 -15
Operating profit 261 37 118 176 150 182 168 164 592 664
Germany*
Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Total operating income 793 899 692 735 669 787 742 760 3,119 2,958
Total operating expenses -520 -486 -493 -563 -475 -486 -1,236 -500 -2,062 -2,697
Profit before credit losses 273 413 199 172 194 301 -494 260 1,057 261
Gains less losses on disposals of tangible and
intangible assets -1 -3 -2 29 -4 27
Net credit losses -36 -87 -93 -90 -41 -35 -24 -43 -306 -143
Operating profit 237 326 105 79 153 266 -520 246 747 145

*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 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Total operating income 370 319 343 388 315 299 283 290 1,420 1,187
Total operating expenses -202 -439 -167 -267 -197 -157 -153 -125 -1,075 -632
Profit before credit losses 168 -120 176 121 118 142 130 165 345 555
Gains less losses on disposals of tangible and
intangible assets -1 1 1 1
Net credit losses -232 -454 -212 -297 -151 -108 10 162 -1,195 -87
Operating profit -64 -575 -35 -176 -33 34 140 328 -850 469

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 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Total operating income 467 453 436 313 297 236 260 273 1,669 1,066
Total operating expenses -209 -208 -168 -180 -141 -137 -140 -183 -765 -601
Profit before credit losses 258 245 268 133 156 99 120 90 904 465
Gains less losses on disposals of tangible and
intangible assets -1 -1 -5 -1 -6
Net credit losses -684 -917 -941 -586 -574 -170 109 275 -3,128 -360
Operating profit -426 -673 -673 -453 -418 -72 229 360 -2,225 99
Lithuania Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Total operating income 545 430 393 313 322 357 351 350 1,681 1,380
Total operating expenses -265 -839 -225 -292 -211 -224 -223 -408 -1,621 -1,066
Profit before credit losses 280 -409 168 21 111 133 128 -58 60 314
Gains less losses on disposals of tangible and
intangible assets 2 -5 2 -16 -17
Net credit losses -786 -1,270 -1,489 -1,705 -706 -173 154 299 -5,250 -426
Operating profit -504 -1,684 -1,319 -1,700 -595 -40 282 241 -5,207 -112
Goodwill impairment affected operating expenses and profit by SEK 0.6bn in Q2 2009.

Other countries and eliminations

Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Total operating income 783 911 347 571 605 441 614 873 2,612 2,533
Total operating expenses 19 -442 -243 -384 -307 -284 -255 -299 -1,050 -1,145
Profit before credit losses 802 469 104 187 298 157 359 574 1,562 1,388
Gains less losses on disposals of tangible and
intangible assets 30 1 -5 -4 -2 3 -4 26 -7
Net credit losses -169 -146 -250 -26 -69 -71 -1 -78 -591 -219
Operating profit 633 353 -145 156 225 84 361 492 997 1,162

SEB Group Total

Q 1 Q 2 Q 3 Q4 Q1 Q 2 Q 3 Q4 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Total operating income 10,742 12,516 9,097 9,220 8,735 9,224 8,882 10,038 41,575 36,879
Total operating expenses -6,393 -8,237 -5,192 -5,376 -5,631 -5,907 -6,231 -6,182 -25,198 -23,951
Profit before credit losses 4,349 4,279 3,905 3,844 3,104 3,317 2,651 3,856 16,377 12,928
Gains less losses on disposals of tangible and
intangible assets 2 23 3 -24 -4 -3 21 4 14
Net credit losses -2,321 -3,439 -3,206 -3,064 -1,813 -639 196 419 -12,030 -1,837
Operating profit 2,030 863 702 756 1,287 2,675 2,847 4,296 4,351 11,105

Net interest income

SEB Group, SEK m

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Interest income 18,584 15,090 12,901 11,529 11,307 11,337 11,744 11,653 58,104 46,041
Interest expense -13,096 -10,061 -8,704 -8,197 -7,765 -7,575 -7,564 -7,127 -40,058 -30,031
Net interest income 5,488 5,029 4,197 3,332 3,542 3,762 4,180 4,526 18,046 16,010

NII specification and development

SEB Group, SEK m

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
2009 2009 2009 2009 2010 2010 2010 2010
Start 5,070 5,488 5,029 4,197 3,332 3,542 3,762 4,180
Lending volume 77 5 -139 -74 -6 11 -41 73
Lending margin 186 155 109 27 -44 5 71 -71
Deposit volume 44 -23 -48 -10 -16 11 8 15
Deposit margin -269 -102 -233 -136 -102 -46 46 95
Funding & other 380 -495 -520 -673 377 238 333 234
Sum 5,488 5,029 4,197 3,332 3,542 3,762 4,180 4,526

Restated for Retail Germany divestment.

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 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Issue of securities 35 168 99 199 45 124 20 168 501 357
Secondary market 491 639 525 519 426 419 374 546 2,174 1,765
Custody and mutual funds 1,289 1,380 1,427 1,560 1,667 1,805 1,675 1,920 5,656 7,067
Securities commissions 1,815 2,187 2,051 2,278 2,138 2,348 2,069 2,634 8,331 9,189
Payments 403 407 408 415 394 408 387 372 1,633 1,561
Card fees 1,027 1,074 1,034 1,068 989 1,038 1,021 944 4,203 3,992
Payment commissions 1,430 1,481 1,442 1,483 1,383 1,446 1,408 1,316 5,836 5,553
Advisory 118 160 157 215 64 96 185 137 650 482
Lending 335 351 356 351 336 448 440 462 1,393 1,686
Deposits 28 27 27 26 26 26 25 26 108 103
Guarantees 95 99 114 105 112 108 103 105 413 428
Derivatives 159 153 130 114 134 157 110 117 556 518
Other 170 176 161 201 148 207 179 178 708 712
Other commissions 905 966 945 1,012 820 1,042 1,042 1,025 3,828 3,929
Total commission income 4,150 4,634 4,438 4,773 4,341 4,836 4,519 4,975 17,995 18,671
Securities commissions -226 -183 -241 -194 -290 -297 -288 -341 -844 -1,216
Payment commissions -630 -594 -588 -601 -587 -609 -599 -450 -2,413 -2,245
Other commissions -350 -366 -346 -391 -270 -257 -245 -278 -1,453 -1,050
Commission expense -1,206 -1,143 -1,175 -1,186 -1,147 -1,163 -1,132 -1,069 -4,710 -4,511
Securities commissions 1,589 2,004 1,810 2,084 1,848 2,051 1,781 2,293 7,487 7,973
Payment commissions 800 887 854 882 796 837 809 866 3,423 3,308
Other commissions 555 600 599 621 550 785 797 747 2,375 2,879
Net fee and commission income 2,944 3,491 3,263 3,587 3,194 3,673 3,387 3,906 13,285 14,160

Net financial income

SEB Group

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Equity instruments and related derivatives 95 -166 -40 47 138 334 188 -31 -64 629
Debt instruments and related derivatives 58 568 -33 210 327 205 17 -70 803 479
Currency related 1,041 1,127 1,059 684 495 506 500 605 3,911 2,106
Other financial instruments 3 -2 -12 7 2 -14 20 4 -4 12
Impairments -64 -56 -29 -9 -12 -54 2 4 -158 -60
Net financial income 1,133 1,471 945 939 950 977 727 512 4,488 3,166

Note that Net financial income does not reflect the full income from the Trading operations which distribution can be found on page 49.

Fee and commission income

SEB Group

Gross quarterly development Q1 2006 – Q4 2010, SEK m

Impact from exchange rate fluctuations

SEK m Q4-10/Q4-09 Q4-10/Q3-10 YTD-10/YTD-09
Total income -483 -99 -1,538
Total expenses 291 59 983
Net credit losses -78 -8 142
Operating profit -272 -49 -415
SEK bn Dec-10/Dec-09
Loans to the public -75
Deposits from the public -53
RWA - Basel II -45
Total assets -154

Expenses

Staff costs - SEB Group

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Salaries etc -3,243 -3,220 -2,790 -2,152 -2,946 -3,120 -2,923 -3,131 -11,405 -12,120
Redundancies -124 -42 -10 -132 -32 -53 -22 -28 -308 -135
Pensions -390 -383 -341 -328 -297 -271 -293 -232 -1,442 -1,093
Other staff costs -163 -154 -141 -173 -163 -172 -154 -167 -631 -656
Staff costs* -3,920 -3,799 -3,282 -2,785 -3,438 -3,616 -3,392 -3,558 -13,786 -14,004

*all items include social charges

Other expenses - SEB Group

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full year Full year
SEK m 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Costs for premises -414 -420 -408 -442 -419 -403 -414 -423 -1,684 -1,659
Data costs -680 -674 -640 -777 -701 -865 -741 -1,042 -2,771 -3,349
Travel and entertainment -92 -106 -83 -148 -92 -128 -98 -182 -429 -500
Consultants -188 -193 -195 -363 -206 -310 -274 -345 -939 -1,135
Marketing -118 -119 -127 -153 -94 -139 -118 -192 -517 -543
Information services -109 -100 -100 -104 -106 -106 -109 -109 -413 -430
Other operating costs 136 18 -141 -166 76 75 327 13 312
Other expenses -1,465 -1,612 -1,535 -2,128 -1,784 -1,875 -1,679 -1,966 -6,740 -7,303

Balance sheet structure & funding

Activity based balance sheet

Assets Dec Dec
SEK m
Cash and cash balances with central banks
2009
36,589
2010
46,488
Lending
Repos
218,700
42,324
132,846
30,885
Reclassified bonds 70,436 40,457
Loans to credit institutions 331,460 204,188
Public 100,661 76,109
Private Individuals 460,204 388,263
Corporate 510,431 508,835
Repos 61,638 63,449
Reclassifed bonds 54,903 38,223
Loans to the public 1,187,837 1,074,879
Debt instruments 148,521 165,516
Equity instruments 39,403 56,275
Derivatives 147,462 131,058
Insurance assets 246,255 264,897
Financial assets at fair value 581,641 617,746
Debt instruments 85,538 64,135
Other 2,410 2,835
Available-for-sale financial assets 87,948 66,970
Assets held for sale* 596 74,951
Tangible and intangible assets 27,770 27,035
Other assets 54,386 67,564
Total assets 2,308,227 2,179,821
Liabilities
SEK m
Dec
2009
Dec
2010
Central banks 122,413 31,714
Credit institutions 244,572 165,105
Repos 30,448 15,805
Deposits from credit institutions 397,433 212,624
Public 46,802 54,866
Private Individuals 214,819 175,933
Corporate 509,313 470,557
Repos 30,154 10,185
Deposits and borrowing from the public 801,088 711,541
Liabilities to policyholders 249,009 263,970
CP/CD 93,381 180,521
Long term debt 362,662 349,962
Debt securities 456,043 530,483
Debt instruments 47,002 44,798
Equity instruments 14,527 33,670
Derivatives 129,911 122,222
Financial liabilities at fair value 191,440 200,690
Liabilities held for sale* 165 48,339
Other liabilities 77,017 87,079
Subordinated liabilities 36,363 25,552
Total liabilities 2,208,558 2,080,278
Total equity
Total liabilities and equity
99,669
2,308,227
99,543
2,179,821

* German Retail Operations

A strong balance sheet structure, December 2010 Funding structure by product

SEB Group, SEK 1,402bn, Dec 2010

Funding raised with original maturity > 1 year, SEK bn

Full year Full year Q1 Q2 Q3 Q4 Full year
Instrument 2008 2009 2010 2010 2010 2010 2010
Yankee CD 5.9 3.1 0.0 1.2 1.4 0.3 2.9
Senior unsecured SEB AG 2.0 5.2 0.1 0.0 0.0 0.3 0.4
Senior unsecured SEB AB 37.4 60.4 3.7 0.0 6.9 3.4 13.9
Structured bonds 13.4 8.3 1.1 1.8 0.3 0.0 3.2
Covered bonds SEB AG 29.7 24.4 3.7 0.2 6.8 0.0 10.7
Covered bonds SEB AB 72.9 25.7 0.0 22.9 16.6 31.5 71.0
Hybrid tier 1 4.7 3.3 0.0 0.0 0.0 0.0 0.0
Total 166.0 130.4 8.6 26.1 31.8 35.5 102.1

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.

Long-term funding Maturity profile, Dec 2010

By product, SEK bn

Product <1Y 1-2Y 2-3Y 3-4Y 4-5Y 5-7Y 7-10Y >10Y Total
Subordinated debt 2.4 4.5 0.0 2.7 8.1 4.5 0.0 1.2 23
Senior unsecured 39.5 25.5 7.9 22.8 8.8 7.3 5.1 2.1 119
Covered bonds non SEK, SEB AB 22.4 0.0 10.1 8.9 9.7 8.9 0.2 0.2 61
Covered bonds SEK, SEB AB 32.6 34.7 27.5 16.1 18.8 0.0 0.0 8.4 138
Mortgage pfandbriefe, SEB AG 1.4 4.4 3.3 1.1 1.9 3.9 9.8 5.8 32
Total 98 69 49 52 47 25 15 18 373

Long-term funding Maturity profile, Dec 2010

By currency, SEK bn

Loan to deposit ratio excl repos and reclassified bonds

Total loans and deposits

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
SEK bn 2009 2009 2009 2009 2010 2010 2010 2010
Loans to the public 1,317 1,305 1,207 1,188 1,204 1,226 1,089 1,075
Less repos 74 96 68 62 103 133 89 63
Less reclassified bonds 70 67 58 55 48 46 41 38
Loans adjusted for repos and reclassified bonds 1,174 1,142 1,081 1,072 1,053 1,047 958 973
Deposits and borrow from the public 836 823 753 801 740 759 717 712
Less repos 13 26 22 30 21 22 24 10
Deposits adjusted for repos 822 798 731 771 719 737 693 701
Loan to deposit ratio
excl reclassified bonds and repos
143% 143% 148% 139% 146% 142% 138% 139%

SEB AB Covered bonds

Characteristics of the Cover Pool
December 2010
Loans originated by Skandinaviska Enskilda Banken AB (publ)
Pool type / Pool notional Dynamic / SEK 297bn
Type of loans 100% residential Swedish mortgages
Single family
Tenant owned apartments
Multi family
62%
24%
14%
Geographic loan distribution A concentration to urban areas
67% in the three largest cities
Substitute assets No substitute assets are included
Number of loans / Number of borrowers 511 K / 333 K
WA loan balance SEK 582 K
WA LTV 45%
LTV distribution 0 <=40%
>40<=50%
>50<=60%
>60<=70%
>70<=75%
47%
14%
12%
11%
17%
Interest rate type Floating rate
Fixed reset <2yrs
Fixed rate reset 2yrs <5yrs
Fixed rate reset => 5yrs
71%
17%
10%
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 0.0882%
Net credit losses ( = aggregated net of write-backs, write-offs and gross provisions) 0.0082%
Foreclosure 0.0151%
Characteristics of the Covered Bonds
Rating Aaa by Moody's
Notional amount outstanding SEK 207bn
Overcollateralization 43%
Currencies 71% SEK
29% non-SEK

Capital adequacy and RWA

Capital adequacy, SEB Group

SEK bn

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
Start 818 831 790 747 730 723 714 711
Migration 18 8 5 4 3 1 1 -1
FX effects (credit risk) 10 -10 -29 5 -16 0 -24 -5
Market risk and operational risk -1 5 3 1 13 -11 8 1
Other -14 -44 -22 -27 -7 1 12 10
End 831 790 747 730 723 714 711 716

SEB Fact Book Annual Accounts 2010 30

Capital base of the SEB financial group of undertakings

31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec
SEK m 2008 2009 2009 2009 2009 2010 2010 2010 2010
Total equity according to balance sheet 83,729 98,744 98,801 98,978 99,669 99,522 98,214 97,105 99,543
./. Dividend (excl repurchased shares) 0 0 0 0 -2,193 -2,743 -1,097 -1,646 -3,291
./. Investments outside the financial group of undertakings -76 -76 -74 -70 -47 -39 -36 -34 -40
./. Other deductions outside the financial group of undertakings -2,878 -3,600 -2,006 -2,198 -2,570 -2,747 -2,037 -2,261 -2,688
= Total equity in the capital adequacy 80,775 95,068 96,721 96,710 94,859 93,993 95,044 93,164 93,524
Adjustment for hedge contracts -1,395 -1,326 -913 -437 -419 -275 -57 1,085 1,755
Net provisioning amount for IRB-reported credit exposures -1,133 -527 -604 -374 -297 0 0 0 0
Unrealised value changes on available-for-sale financial assets 3,062 3,215 2,798 1,310 1,096 870 1,511 1,348 1,724
./. Exposures where RWA is not calculated 0 -630 -939 -1,037 -1,169 -1,324 -1,457 -1,175 -1,184
./. Goodwill (8) -7,305 -6,949 -4,497 -4,364 -4,464 -4,374 -4,374 -4,184 -4,174
./. Other intangible assets -2,090 -2,308 -2,459 -2,465 -2,616 -2,570 -2,683 -2,633 -2,564
./. Deferred tax assets -1,822 -1,509 -784 -1,152 -1,609 -1,636 -1,768 -1,441 -1,694
= Core Tier 1 capital 70,092 85,034 89,323 88,191 85,381 84,684 86,216 86,164 87,387
Tier 1 capital contribution (non-innovative) 5,130 4,869 4,762 4,577 4,492
Tier 1 capital contribution (innovative) 12,371 14,530 13,883 12,803 11,093 10,858 11,217 10,155 10,101
= Tier 1 capital 82,463 99,564 103,206 100,994 101,604 100,411 102,195 100,896 101,980
Dated subordinated debt 21,552 20,017 19,755 18,626 11,028 10,366 5,217 5,014 4,922
./. Deduction for remaining maturity -2,242 -735 -679 -641 -658 -554 -383 -368 -361
Perpetual subordinated debt 14,421 12,408 8,057 7,275 7,386 7,137 7,738 7,050 4,152
Net provisioning amount for IRB-reported credit exposures -1,133 -527 -604 -374 -297 1,349 1,449 808 91
Unrealised gains on available-for-sale financial assets 1,221 354 300 494 642 615 504 484 511
./. Exposures where RWA is not calculated 0 -630 -939 -1,037 -1,169 -1,324 -1,457 -1,175 -1,184
./. Investments outside the financial group of undertakings -76 -76 -74 -70 -47 -39 -36 -34 -40
= Tier 2 capital 33,743 30,811 25,816 24,273 16,885 17,550 13,032 11,779 8,091
./. Investments in insurance companies -10,620 -10,620 -10,621 -10,600 -10,601 -10,500 -10,500 -10,500 -10,500
./. Pension assets in excess of related liabilities -863 -1,396 -1,113 -864 -543 -1,119 -869 -652 -422
= Capital base 104,723 118,359 117,288 113,803 107,345 106,342 103,858 101,523 99,149

Risk-weighted assets for the SEB financial group of undertakings

31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec
SEK m 2008 2009 2009 2009 2009 2010 2010 2010 2010
Credit risk, IRB reported capital requirements
Institutions 55,900 60,424 53,453 48,846 50,200 41,796 41,764 42,642 37,405
Corporates 464,481 485,107 455,126 424,469 405,072 402,200 407,121 403,427 403,128
Securitisation positions 7,144 7,503 10,766 9,531 10,590 9,489 8,563 7,900 6,337
Retail mortgages 57,835 58,432 59,150 60,981 65,021 64,892 67,596 66,386 65,704
Other retail exposures 2,175 12,045 11,420 10,753 10,792 10,839 10,299 10,014 9,826
Other exposure classes 4,811 2,038 2,116 2,025 1,638 1,557 1,548 1,514 1,511
Total for credit risk, IRB approach 592,346 625,549 592,031 556,605 543,313 530,773 536,891 531,883 523,911
Further capital requirements
Credit risk, Standardised approach 145,130 124,966 112,558 102,252 97,563 90,373 86,156 80,377 91,682
Operational risk, Advanced Measurement approach 38,499 38,733 43,583 43,440 39,459 39,793 39,814 45,440 44,568
Foreign exchange rate risk 7,678 7,670 9,016 6,610 7,957 11,981 11,577 16,754 15,995
Trading book risks 34,135 33,241 32,395 38,480 42,200 50,351 39,748 36,927 39,970
Total 817,788 830,159 789,583 747,387 730,492 723,271 714,186 711,381 716,126
Summary
Credit risk 737,476 750,515 704,589 658,857 640,876 621,146 623,047 612,260 615,593
Operational risk 38,499 38,733 43,583 43,440 39,459 39,793 39,814 45,440 44,568
Market risk 41,813 40,911 41,411 45,090 50,157 62,332 51,325 53,681 55,965
Total 817,788 830,159 789,583 747,387 730,492 723,271 714,186 711,381 716,126
Adjustment for flooring rules
Addition according to transitional flooring 168,246 66,495 59,591 58,732 64,685 88,537 110,276 86,102 83,672
Total reported 986,034 896,654 849,174 806,119 795,177 811,808 824,462 797,483 799,798

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

Capital adequacy

31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec
SEK m 2008 2009 2009 2009 2009 2010 2010 2010 2010
Capital resources
Core Tier 1 capital 70,092 85,034 89,323 88,191 85,381 84,684 86,216 86,164 87,387
Tier 1 capital 82,463 99,564 103,206 100,994 101,604 100,411 102,195 100,896 101,980
Capital base 104,723 118,359 117,288 113,803 107,345 106,342 103,858 101,523 99,149
Capital adequacy without transitional floor (Basel II)
Capital requirement 65,423 66,413 63,167 59,791 58,439 57,862 57,135 56,911 716,126
Expressed as Risk-weighted assets 817,789 830,159 789,583 747,387 730,492 723,271 714,186 711,381 57,290
Core Tier 1 capital ratio 8.6% 10.2% 11.3% 11.8% 11.7% 11.7% 12.1% 12.1% 12.2%
Tier 1 capital ratio 10.1% 12.0% 13.1% 13.5% 13.9% 13.9% 14.3% 14.2% 14.2%
Total capital ratio 12.8% 14.3% 14.9% 15.2% 14.7% 14.7% 14.5% 14.3% 13.8%
Capital base in relation to capital requirement 1.60 1.78 1.86 1.90 1.84 1.84 1.82 1.78 1.73
Capital adequacy including transitional floor
Transition floor applied 90% 80% 80% 80% 80% 80% 80% 80% 80%
Capital requirement 78,883 71,732 67,934 64,490 63,614 64,945 65,957 63,799 799,798
Expressed as Risk-weighted assets 986,034 896,654 849,174 806,131 795,177 811,808 824,462 797,483 63,984
Core Tier 1 capital ratio 7.1% 9.5% 10.5% 10.9% 10.7% 10.4% 10.5% 10.8% 10.9%
Tier 1 capital ratio 8.4% 11.1% 12.2% 12.5% 12.8% 12.4% 12.4% 12.7% 12.8%
Total capital ratio 10.6% 13.2% 13.8% 14.1% 13.5% 13.1% 12.6% 12.7% 12.4%
Capital base in relation to capital requirement 1.33 1.65 1.73 1.76 1.69 1.64 1.57 1.59 1.55
Capital adequacy with risk weighting according to Basel I
Capital requirement 90,164 90,984 86,428 81,546 80,260 79,494 80,635 78,738 998,326
Expressed as Risk-weighted assets 1,127,054 1,137,300 1,080,347 1,019,329 1,003,250 993,680 1,007,939 984,225 79,866
Core Tier 1 capital ratio 6.2% 7.5% 8.3% 8.7% 8.5% 8.5% 8.6% 8.8% 8.8%
Tier 1 capital ratio 7.3% 8.8% 9.6% 9.9% 10.1% 10.1% 10.1% 10.3% 10.2%
Total capital ratio 9.3% 10.4% 10.9% 11.2% 10.7% 10.7% 10.3% 10.3% 9.9%
Capital base in relation to capital requirement 1.16 1.30 1.36 1.40 1.34 1.34 1.29 1.29 1.24

IRB reported credit exposures (less repos and securities lending)

31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec
Average risk weight 2008 2009 2009 2009 2009 2010 2010 2010 2010
Institutions 17.0% 17.3% 17.7% 17.6% 17.5% 17.0% 18.1% 17.8% 19.5%
Corporates 57.3% 59.3% 59.1% 59.1% 57.8% 58.5% 57.7% 59.1% 57.0%
Securitisation positions 10.6% 12.2% 19.3% 18.6% 22.6% 22.6% 22.5% 22.4% 20.6%
Retail mortgages 16.5% 16.3% 16.2% 16.7% 17.2% 16.8% 17.1% 17.2% 16.9%
Other retail exposures n/a 39.9% 38.7% 37.9% 38.5% 39.1% 38.6% 38.7% 38.2%

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 Baa3/BBB-/A- PerpNC5 5.5000% Perpetual 28-Nov-11 3-mth £L+ 184bps GBP 200
25-Dec-97 Baa3/BBB-/A- PerpNC30 5.0000% Perpetual 28-Jan-28 6-mth ¥L+ 150bps JPY 15,000
26-Jun-95 Baa3/BBB-/A- PerpNC20 4.4000% Perpetual 14-Nov-15 6-mth ¥L+ 200bps JPY 10,000
Tier I Issues
19-Mar-04 Ba2/BBB-/A- PerpNC10 4.9580% Perpetual 25-Mar-14 3-mth \$L+ 182bps USD 407
23-Mar-05 Ba2/BBB-/A- PerpNC10 5.4710% Perpetual 23-Mar-15 3-mth \$L+ 154bps USD 423
1-Oct-09 Ba2/BBB-/A- PerpNC5 9.2500% Perpetual 31-Mar-15 EUR 500
17-Dec-07 Ba2/BBB-/A- PerpNC10 7.0922% Perpetual 21-Dec-17 3-mth € + 340 bps EUR 500

Volumes

Balance sheet

31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec
SEK m 2008 2009 2009 2009 2009 2010 2010 2010 2010
Cash and cash balances with central banks 44,852 18,929 97,886 25,158 36,589 19,634 17,372 34,384 46,488
Loans to credit institutions 266,363 284,096 213,245 231,697 331,460 272,242 246,891 225,236 204,188
Loans to the public 1,296,777 1,317,189 1,304,683 1,206,833 1,187,837 1,203,833 1,226,476 1,088,736 1,074,879
Financial assets at fair value * 635,454 639,483 568,035 604,624 581,641 623,302 670,990 666,731 617,746
Available-for-sale financial assets * 163,115 105,011 98,014 88,138 87,948 70,954 65,988 66,937 66,970
Held-to-maturity investments * 1,997 1,236 1,845 1,793 1,332 1,303 1,500 1,461 1,451
Assets held for sale 79,280 74,951
Investments in associates 1,129 1,152 1,174 1,122 995 1,018 1,018 1,020 1,022
Tangible and intangible assets 29,511 29,965 27,900 27,432 27,770 27,206 27,565 26,998 27,035
Other assets 71,504 63,167 60,736 46,602 52,655 65,798 60,807 62,996 65,091
Total assets 2,510,702 2,460,228 2,373,518 2,233,399 2,308,227 2,285,290 2,318,607 2,253,779 2,179,821
Deposits from credit institutions 429,425 401,471 405,699 342,518 397,433 393,379 358,448 238,293 212,624
Deposits and borrowing from the public 841,034 835,603 823,359 752,966 801,088 739,907 759,347 717,005 711,541
Liabilities to policyholders 211,070 210,939 227,401 237,665 249,009 255,289 253,024 256,953 263,970
Debt securities 525,219 495,782 488,951 480,564 456,043 469,312 486,330 536,882 530,483
Financial liabilities at fair value 295,533 276,325 211,978 201,069 191,440 209,524 258,415 238,741 200,690
Liabilities held for sale 50,680 48,339
Other liabilities 71,565 89,051 72,220 76,855 75,149 80,747 70,867 86,732 85,665
Provisions 1,897 2,020 1,822 1,791 2,033 1,724 1,753 1,478 1,414
Subordinated liabilities 51,230 50,081 43,287 40,993 36,363 35,886 32,209 29,910 25,552
Total equity 83,729 98,956 98,801 98,978 99,669 99,522 98,214 97,105 99,543
Total liabilities and equity 2,510,702 2,460,228 2,373,518 2,233,399 2,308,227 2,285,290 2,318,607 2,253,779 2,179,821
* Of which bonds and other interest bearing
securities including derivatives.
628,675 567,980 474,129 496,467 457,209 463,267 469,235 485,206 416,864

Intangible assets

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
SEK m 2009 2009 2009 2009 2010 2010 2010 2010
Goodwill 13,333 10,882 10,729 10,829 10,723 10,717 10,515 10,491
Other intangibles 2,565 2,712 2,702 2,847 2,841 2,945 2,879 2,801
Deferred acquisition costs 3,415 3,434 3,422 3,501 3,556 3,583 3,580 3,631
Intangible assets 19,313 17,027 16,854 17,177 17,121 17,245 16,974 16,923

Assets under management

SEK bn

2008 2009 2010
Assets under management, start of period 1,370 1,201 1,356
Inflow 295 256 287
Outflow -261 -209 -232
Net inflow of which: 34 47 55
Sweden 25 30
Other Nordic 6 2
Germany 5 12
Baltic countries and Poland 3 1
Other and Eliminations 8 11
Acquisition/disposal net 17 -2 -1
Change in value -220 109 -11
Assets under management, end of period 1,201 1,356 1,399
Of which, not eliminated:
Retail Banking 74 86 91
Wealth Management 1,142 1,275 1,321
Life 346 449 461

Lending to the public*

Q1
2008
Q2
2008
Q3**
2008
Q4**
2008
Q1**
2009
Q2**
2009
Q3**
2009
Q4**
2009
Q1**
2010
Q2**
2010
Q3**
2010
Q4**
2010
Merchant Banking 526 531 606 645 662 627 565 547 557 543 530 519
Retail Banking 381 402 411 421 421 433 436 446 450 458 385 397
RB Sweden 286 303 307 309 313 323 331 342 352 360 369 380
RB Germany 81 82 87 95 91 93 88 87 82 81 - -
RB Cards 14 17 17 17 17 17 17 17 16 17 16 17
Wealth Management 31 29 28 28 29 30 28 27 29 29 29 31
Life - - - - - - - - - - - -
Baltic 137 143 150 165 161 152 137 131 119 113 106 102
Baltic Estonia 42 43 44 48 47 45 42 41 37 36 33 33
Baltic Latvia 35 36 37 41 40 38 33 32 29 27 26 24
Baltic Lithuania 60 64 69 76 74 69 62 58 53 50 47 45
Other/Elim 24 27 31 38 44 63 41 37 49 83 39 26
SEB Group 1,099 1,132 1,226 1,297 1,317 1,305 1,207 1,188 1,204 1,226 1,089 1,075

* After credit loss reserves

** Including re-classified bonds

Deposits from the public

Q1
2008
Q2
2008
Q3
2008
Q4
2008
Q1
2009
Q2
2009
Q3
2009
Q4
2009
Q1
2010
Q2
2010
Q3
2010
Q4
2010
Merchant Banking 409 392 426 433 411 407 342 377 360 355 372 365
Retail Banking 192 196 200 211 207 210 203 206 199 205 166 175
RB Sweden 145 149 151 153 151 155 154 158 154 161 166 175
RB Germany 47 47 49 58 56 55 49 48 45 44 - -
RB Cards - - - - - - - - - - - -
Wealth Management 54 56 52 48 53 54 51 47 50 55 50 47
Life - - - - - - - - - - - -
Baltic 65 68 69 76 73 68 65 64 60 59 56 57
Baltic Estonia 20 22 22 25 24 23 21 21 20 20 19 20
Baltic Latvia 17 18 17 19 18 16 14 14 14 14 13 12
Baltic Lithuania 28 28 30 32 31 29 30 29 26 25 24 25
Other/Elim 45 46 47 73 92 84 92 107 71 85 73 68
SEB Group 765 758 794 841 836 823 753 801 740 759 717 712

Credit portfolio, loan portfolio impaired loans by industry and geography

Credit portfolio by industry and geography*

SEB Group, Dec 2010
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 94,803 14,979 9,244 1,610 78 192 315 72,245 12,030 205,496
Finance and insurance 54,396 1,428 4,844 516 195 894 414 19,018 2,641 84,346
Wholesale and retail 31,983 796 897 194 2,155 3,168 7,338 12,288 2,678 61,497
Transportation 27,366 295 1,578 153 876 1,707 2,712 5,603 605 40,895
Shipping 31,209 200 778 121 545 194 255 14 4,383 37,699
Business and household services 80,894 853 5,569 489 2,123 1,554 2,190 26,396 1,392 121,460
Construction 11,326 108 590 255 945 1,377 1,228 3,291 478 19,598
Manufacturing 135,044 1,715 3,680 4,804 3,542 1,858 6,412 26,519 8,021 191,595
Agriculture, forestry and fishing 5,064 198 11 34 884 1,610 583 138 14 8,536
Mining and quarrying 12,662 2,295 287 27 116 112 454 472 16,425
Electricity, gas and water supply 26,948 190 1,456 3,548 1,756 1,142 2,021 9,393 143 46,597
Other 24,818 739 2,808 871 311 291 339 3,151 3,969 37,297
Corporates 441,710 6,522 24,506 11,272 13,359 13,911 23,604 106,265 24,796 665,945
Commercial 67,318 171 1,296 523 5,833 3,481 11,040 45,984 682 136,328
Multi-family 82,234 1 162 2,168 18 26,080 110,663
Property Management 149,552 172 1,458 523 5,833 5,649 11,058 72,064 682 246,991
Public Administration 17,107 58 178 926 1,864 133 2,265 52,827 99 75,457
Household mortgage 291,812 3,034 14,521 8,713 19,161 62,172 2,634 402,047
Other 40,035 5,462 27,212 1,300 2,872 2,868 1,872 21,588 3,554 106,763
Households 331,847 5,462 30,246 1,300 17,393 11,581 21,033 83,760 6,188 508,810
Credit portfolio 1,035,019 27,193 65,632 15,631 38,527 31,466 58,275 387,161 43,795 1,702,699

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

SEB Group, Dec 2009

SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 178,418 24,663 8,873 1,596 169 685 411 78,964 15,931 309,710
Finance and insurance 44,884 554 2,381 616 258 633 334 19,396 4,581 73,637
Wholesale and retail 31,563 1,668 1,741 215 3,135 4,975 9,482 13,962 4,532 71,273
Transportation 28,478 406 1,046 167 1,319 2,118 4,384 7,716 432 46,066
Shipping 29,178 302 1,515 135 923 236 292 37 4,515 37,133
Business and household services 82,473 650 3,407 196 2,498 1,820 2,973 17,560 1,044 112,621
Construction 9,473 79 411 427 1,392 1,814 1,970 4,381 238 20,185
Manufacturing 129,165 1,764 3,730 5,151 4,126 2,624 8,583 26,572 6,593 188,308
Agriculture, forestry and fishing 3,496 206 48 1,102 2,042 655 143 18 7,710
Mining and quarrying 12,696 2,323 346 93 123 112 387 12 16,092
Electricity, gas and water supply 28,878 207 1,112 4,950 2,947 1,064 2,467 7,722 119 49,466
Other 16,252 3,135 4,096 126 367 367 584 3,787 4,595 33,309
Corporates 416,536 8,971 21,810 12,329 18,160 17,816 31,836 101,663 26,679 655,800
Commercial 63,189 142 5,480 545 7,213 4,460 13,634 54,132 682 149,477
Multi-family 65,020 1 8 2,570 30 29,636 9 97,274
Property Management 128,209 143 5,488 545 7,213 7,030 13,664 83,768 691 246,751
Public Administration 23,254 105 272 660 2,238 287 2,445 65,378 64 94,703
Household mortgage 266,060 3,528 16,821 10,448 22,784 72,472 2,189 394,302
Other 40,198 5,951 29,771 1,541 3,652 3,586 2,517 24,973 2,974 115,163
Households 306,258 5,951 33,299 1,541 20,473 14,034 25,301 97,445 5,163 509,465
Credit portfolio 1,052,675 39,833 69,742 16,671 48,253 39,852 73,657 427,218 48,528 1,816,429

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

Loan portfolio by industry and geography*

SEB Group, Dec 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 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.

SEB Group, Dec 2009
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 118,428 20,797 1,464 422 163 655 241 60,762 11,409 214,341
Finance and insurance 20,303 249 622 109 53 628 42 12,973 4,043 39,022
Wholesale and retail 17,211 779 483 136 2,556 3,787 7,377 5,508 1,168 39,005
Transportation 22,153 153 621 2 1,171 1,867 3,929 1,393 379 31,668
Shipping 21,545 302 948 135 807 229 287 32 3,338 27,623
Business and household services 47,725 372 1,747 15 2,283 1,651 2,245 13,269 687 69,994
Construction 4,309 73 159 40 718 1,382 1,220 1,999 56 9,956
Manufacturing 52,461 946 1,096 3,819 3,070 2,204 6,931 9,250 2,273 82,050
Agriculture, forestry and fishing 2,613 36 38 1,053 1,924 619 98 9 6,390
Mining and quarrying 7,870 38 346 89 106 102 8 1 8,560
Electricity, gas and water supply 12,099 22 75 4,901 1,758 901 1,236 3,723 44 24,759
Other 12,785 760 3,984 79 355 362 565 3,866 3,713 26,469
Corporates 221,074 3,692 9,811 9,582 13,913 15,041 24,553 52,119 15,711 365,496
Commercial 55,130 142 3,142 535 7,033 4,388 13,131 47,530 681 131,712
Multi-family 57,756 1 2,421 25 26,755 9 86,967
Property Management 112,886 143 3,142 535 7,033 6,809 13,156 74,285 690 218,679
Public Administration 12,184 105 241 660 1,873 258 1,936 63,632 64 80,953
Household mortgage 247,378 3,528 16,803 10,443 22,383 67,264 2,189 369,988
Other 23,809 2,685 11,779 836 2,938 2,901 2,014 8,741 2,957 58,660
Households 271,187 2,685 15,307 836 19,741 13,344 24,397 76,005 5,146 428,648
Loan portfolio 735,759 27,422 29,965 12,035 42,723 36,107 64,283 326,803 33,020 1,308,117
Repos, credit institutions 42,324
Repos, general public 61,594
Debt instruments 125,339
Reserves -18,077
Total lending 1,519,297

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

Credit portfolio – corporates Credit portfolio – households

Geography based on SEB's operations

Credit portfolio by industry and geography*

* Incl. other

SEB Group, Dec 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

SEB Group, Dec 2009
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 174,521 25,286 10,424 3,319 169 685 411 78,964 15,931 309,710
Corporates 312,740 19,389 58,473 44,646 18,159 17,817 31,836 103,411 49,329 655,800
Property Management 113,670 143 12,567 7,898 7,213 7,030 13,664 83,768 798 246,751
Public Administration 23,254 105 272 660 2,238 287 2,445 65,378 64 94,703
Households 306,258 5,951 33,299 1,541 20,472 14,034 25,301 97,445 5,164 509,465
Credit portfolio 930,443 50,874 115,035 58,064 48,251 39,853 73,657 428,966 71,286 1,816,429

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

Credit portfolio*

On & off balance, SEK bn

Dec Dec Dec Dec Dec
SEB Group 2006 2007 2008 2009 2010
Banks 169 248 286 310 206
Corporates 484 571 782 656 666
Property Management 192 212 262 247 247
Households 374 434 486 509 509
Public Administration 97 88 119 94 75
Total non-banks 1,147 1,305 1,649 1,506 1,422
Total 1,316 1,553 1,935 1,816 1,628
Dec Dec Dec Dec Dec
SEB Group 2006 2007 2008 2009 2010
Lending ** 937 1,112 1,362 1,308 1,183
Contingent Liabilities 324 365 442 406 430
Derivative Instruments 55 75 130 102 90
Credit Portfolio 1,316 1,552 1,934 1,816 1,703

* Before loan loss reserves, excluding repos & debt instruments

Baltic geographies

Credit portfolio

Asset quality

Rating of credit portfolio, Dec 2010

Credit loss level, % *

* Total operations

SEB Group – net credit losses, SEK m

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Full Year Full Year
Net credit losses, quarterly 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Net write-offs -178 -328 -570 -738 -275 -64 -132 -414 -1,814 -885
Net specific provisions -787 -1,269 -1,907 -2,455 -402 -588 10 64 -6,418 -916
Net collective provisions
of which:
-1,356 -1,842 -729 129 -1,136 13 318 769 -3,798 -36
Individually assessed loans -924 -1,293 -199 580 -738 214 407 782 -1,836 665
Portfolio assessed loans -432 -549 -530 -451 -398 -201 -89 -13 -1,962 -701
Net credit losses, continuing operations -2,321 -3,439 -3,206 -3,064 -1,813 -639 196 419 -12,030 -1,837

Development of non-performing loans

SEK bn

Non-performing loans & reserves

SEB Group, SEK bn

Dec Mar Jun Sep Dec Mar Jun Sep Dec
2008 2009 2009 2009 2009 2010 2010 2010 2010
Individually assessed loans
Impaired loans, gross 11.4 13.0 16.7 18.4 21.3 19.6 19.2 18.1 17.2
Specific reserves 5.0 5.6 7.0 8.3 10.5 10.2 10.4 9.5 8.9
Collective reserves 2.8 3.7 5.0 4.9 4.4 4.9 4.4 3.8 3.0
Off Balance sheet reserves 0.3 0.4 0.3 0.3 0.5 0.5 0.5 0.5 0.5
Specific reserve ratio 44% 43% 42% 45% 49% 52% 54% 52% 52%
Total reserve ratio 69% 72% 72% 72% 70% 77% 77% 73% 69%
Portfolio assessed loans
Loans past due > 60 days 3.2 4.6 6.4 6.9 6.9 7.1 7.1 7.0 6.5
Restructured loans 0.3 0.5 0.6 0.5 0.5
Collective reserves 1.4 1.8 2.4 2.8 3.3 3.5 3.7 3.6 3.6
Reserve ratio 44% 41% 37% 40% 45% 46% 48% 48% 51%
Non-performing loans 14.6 17.5 23.1 25.3 28.6 27.2 26.9 25.6 24.3
Total reserves 9.5 11.5 14.6 16.4 18.6 19.1 19.0 17.4 16.0
NPL coverage ratio 65% 66% 63% 65% 65% 70% 71% 68% 66%
Non-performing loans / Lending 0.9% 1.1% 1.5% 1.7% 1.9% 1.8% 1.8% 1.8% 1.8%

Seized assets - SEB Group

31 Dec 31 Mar 30 Jun 30 Sep 31 Dec 31 Mar 30 Jun 30 Sep 31 Dec
SEK m 2008 2009 2009 2009 2009 2010 2010 2010 2010
Properties, vehicles and equipment 106 311 621 428 217 239 241 582 647
Shares 50 50 63 62 62 59 54 55 56
Total seized assets 156 361 684 490 279 298 295 637 703

Impaired loans by industry and geography*

(Individually assessed loans)

SEB Group, Dec 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 1,313
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 1,019
Manufacturing 86 7 12 242 361 154 631 255 209 1,957
Agriculture, forestry and fishing 26 6 75 20 21 148
Mining and quarrying 33 24 57
Electricity, gas and water supply 4 4
Other 152 23 23 15 30 55 717 1,015
Corporates 435 155 42 246 636 1,331 2,419 867 1,039 7,170
Commercial 128 586 1,369 3,836 1,864 7,783
Multi-family 70 305 325 700
Property Management 198 586 1,674 3,836 2,189 8,483
Public Administration
Household mortgage 9 10 113 431 563
Other 4 95 5 275 66 213 658
Households 9 4 105 5 275 113 497 213 1,221
Impaired loans 981 163 147 246 1,227 3,280 6,368 3,554 1,252 17,218
whereof Retail, SEB AG -578
Impaired loans excl Retail, SEB AG 16,640

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

SEB Group, Dec 2009
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Banks 339 2 1 342
Finance and insurance 2 3 5 1 28 39
Wholesale and retail 100 150 212 757 367 1,586
Transportation 43 54 123 1,074 3 1,297
Shipping 8 8
Business and household services 165 124 92 97 699 132 1,309
Construction 31 16 87 390 247 121 892
Manufacturing 176 369 322 808 415 431 2,521
Agriculture, forestry and fishing 30 29 95 42 1 197
Mining and quarrying 1 1 26 4 32
Electricity, gas and water supply 13 43 10 66
Other 189 22 163 1 96 420 891
Corporates 737 162 166 5 796 1,308 3,640 1,173 851 8,838
Commercial 113 1,119 1,743 4,746 2,530 9 10,260
Multi-family 48 369 450 867
Property Management 161 1,119 2,112 4,746 2,980 9 11,127
Public Administration
Household mortgage 12 41 649 702
Other 11 92 9 132 70 314
Households 12 11 133 9 132 70 649 1,016
Impaired loans 1,249 175 299 5 1,924 3,552 8,456 4,803 860 21,323

* 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, Dec 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.

SEB Group, Dec 2009

SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Corporates 30 12 91 4 210 268 268 177 1,060
Household mortgage 320 701 1,527 776 135 363 3,822
Other 528 343 398 96 129 387 174 2,055
Households 848 343 398 96 830 1,914 950 135 363 5,877
Past due > 60 days 878 355 489 100 1,040 2,182 1,218 135 540 6,937

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

Portfolio assessed loans*

Restructured loans

SEB Group, Dec 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.

SEB Group, Dec 2009
SEK m Sweden Denmark Norway Finland Estonia Latvia Lithuania Germany Other Total
Corporates
Household mortgage 19 122 170 311
Other 1 1
Households 19 123 170 312
Restructured loans 19 123 170 312

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

Baltic geographies – asset quality

SEB Baltic – Net Credit Losses Jan -Dec % of
SEK m Estonia Latvia Lithuania 2010 Total
Net Write-offs -14 -10 -89 -113 13%
Net Specific Provisions -106 -182 -77 -365 42%
Net Collective Provisions 33 -168 -260 -395 45%
of which:
Individually assessed loans 190 124 80 394 -45%
Portfolio assessed loans -157 -292 -340 -789 90%
Net Credit Losses -87 -360 -426 -873 100%

NPLs & reserves

Baltic geographies, Dec 2010, SEK m

By quarter

Dec Mar Jun Sep Dec Mar Jun Sep Dec
2008 2009 2009 2009 2009 2010 2010 2010 2010
Impaired loans, gross 3,603 5,152 8,056 10,671 13,932 13,050 12,743 11,880 10,875
Specific reserves 1,344 1,852 2,668 4,305 6,632 6,634 6,759 6,060 5,502
Collective reserves 805 1,560 2,799 3,060 2,467 2,913 2,741 2,254 1,670
Off balance sheet reserves 0 4 48 50 82 87 86 73
Specific reserve ratio 37% 36% 33% 40% 48% 51% 53% 51% 51%
Total reserve ratio 60% 66% 68% 69% 65% 73% 74% 70% 66%
Portfolio assessed loans
Loans past due > 60 days 1,896 2,939 4,351 4,366 4,440 4,649 4,705 4,735 4,495
Restructured loans 0 0 0 0 312 450 555 505 502
Collective reserves 955 1,343 1,793 1,857 2,267 2,507 2,640 2,690 2,727
Reserve ratio 50% 46% 41% 43% 48% 49% 50% 51% 55%
Non-performing loans 5,499 8,091 12,407 15,037 18,684 18,149 18,003 17,119 15,872
Total reserves 3,105 4,755 7,264 9,270 11,416 12,136 12,227 11,090 9,972
NPL coverage ratio 56% 59% 59% 62% 61% 67% 68% 65% 63%

By country

Estonia Latvia Lithuania SEB Baltic Dec 2009
Individually assessed loans
Impaired loans, gross 1,227 3,279 6,369 10,875 13,932
Specific reserves 811 1,612 3,079 5,502 6,632
Collective reserves 247 510 913 1,670 2,467
Off balance sheet reserves 2 40 31 73 50
Specific reserve ratio 66% 49% 48% 51% 48%
Total reserve ratio 86% 65% 63% 66% 65%
Portfolio assessed loans
Loans past due > 60 days, gross 921 2,097 1,477 4,495 4,440
Restructured loans 49 159 294 502 312
Collective reserves 555 1,344 828 2,727 2,267
Reserve ratio 57% 60% 47% 55% 48%
Non-performing loans 2,196 5,535 8,141 15,872 18,684
Total reserves 1,615 3,506 4,851 9,972 11,416
NPL coverage ratio 74% 63% 60% 63% 61%

Baltic lending to the public*

EUR bn

* Excluding reclassified bonds

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 2010, the Group's Value at Risk in the trading operations averaged SEK 305m. The increase compared to 2009 is due to larger positions, primarily in the liquidity portfolio that has been built up during 2010. The average numbers are not fully comparable due to the change of risk model during later half of 2009.

Value at Risk (99 per cent, ten days)
SEKm Min Max 30 Dec 2010 Average 2010 Average 2009
Commodities 0 4 0 0 1
Credit spread 52 360 294 251 111
Equity 20 112 50 40 50
FX 12 136 36 44 60
Interest rate 53 257 67 100 152
Volatilities 14 35 21 24 -
Diversification - - -155 -155 -212
Total 133 483 313 305 162

Bond investment portfolio

Structured Credits

  • 421 positions, well diversified across products, asset classes and geographical areas
  • 42.0% of the portfolio volume is rated Aaa/AAA, 11.6% below investment grade
  • During Q4, 10 positions have been downgraded whereof 5 positions from AAA
  • 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 1.7Y

* Net of short and fully matched positions; excluding holdings in the insurance business

Product UK Spain Europe US Australia Total Q1 Q2 Q3 Q4
Other /NZ Volume SEK m 2010 2010 2010 2010 2008 2009 2010
Financials 9.8% 0.0% 31.9% 56.6 1.7% 10.9 Structured credits 94 19 9 -6 -1,070 -433 116
% Financial institutions -11 -41 0 -9 -29 -52
Covered 0% 96.1% 3.9% 0% 0% 7.8 Covered bonds etc. 0 0 3 -7 10 15 -4
Bonds Income effect 83 -22 12 -13 -1,069 -447 60
Structured
Credits
15.1
%
7.2% 46.4% 30.4
%
0.9% 29.6 Structured credits 237 61 255 68 -1,460 642 621
ABS 0.0% 2.1% 3.5% 1.6% 0.0% 2.1 Financial institutions 51 26 75 49 -667 501 201
Covered bonds etc. -83 -639 -136 -239 -780 230 -1,097
CDO 0.4% 0.0% 3.9% 3.8% 0.0% 2.4 Equity effect 205 -552 193 -122 -2,907 1 373 -276
CLO 0.5% 0.0% 15.5% 13.6
%
0.0% 8.8 Total recognised 288 -574 205 -135 -3,976 926 -216
Structured credits 799 1,317 655 240 -6,086 528 3,011
CMBS 1.8% 0.0% 7.7% 0.6% 0.0% 3.0 Financial institutions 253 -572 171 -72 -789 843 -220
CMO 0.0% 0.0% 0.0% 3.2% 0.0% 1.0 Covered bonds etc. 6 -15 3 0 2 -6
RMBS 12.2 5.1% 15.9% 2.7% 0.0% 10.7 Fair value of
prime % reclassified securities 1,058 730 829 168 -6,875 1,373 2,785
RMBS
non-prime
0.1% 0.0% 0.0% 4.9% 0.9% 1.7 Total fair value 1,346 156 1,034 33 -10,851 2,299 2,569

Portfolio breakdown by geography, 31 Dec, 2010 and financial effects

Divisional structure

Operating profit before credit loss provisions per division

* Retail ex. Germany

** Where of Sweden 7.1bn and Cards 2.6bn

*** Where of Estonia 3.5bn, Latvia 4.3bn and Lithuania 4.0bn

Average shareholder's equity SEK 98.9bn

Continuing operations

RoE isolated per quarter, %

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
2009 2009 2009 2009 2010 2010 2010 2010
SEB Group 5.6 -0.1 1.0 1.6 3.3 8.4 8.5 14.6
Merchant Banking 24.4 26.3 23.2 19.9 19.9 24.9 20.8 21.0
Retail 21.8 17.3 19.3 20.9 17.2 17.1 20.9 20.3
Wealth Management 10.8 13.4 14.6 21.1 20.1 23.5 17.6 29.8
Life based on op profit 24.2 27.0 28.8 29.5 35.1 30.4 33.0 30.6
Life based on business result 30.0 47.4 40.4 38.3 48.5 41.7 56.5 50.9
Baltic neg neg neg neg neg neg 15.2 23.4

RoE accumulated in the period, %

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
2009 2009 2009 2009 2010 2010 2010 2010
SEB Group 5.6 2.5 2.0 1.9 3.3 5.8 6.7 8.7
Merchant Banking 24.4 25.3 24.6 23.4 19.9 22.4 21.9 21.7
Retail 21.8 19.5 19.5 19.8 17.2 17.1 18.4 18.9
Wealth Management 10.8 12.1 12.9 14.9 20.1 21.5 20.2 22.5
Life based on op profit 24.2 25.6 26.7 27.4 35.1 32.8 32.9 32.3
Life based on business result 30.0 38.7 39.3 39.0 48.5 45.1 48.9 49.4
Baltic neg neg neg neg neg neg neg neg
RWA per division, basel I
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
SEK m 2009 2009 2009 2009 2010 2010 2010 2010
SEB Group 1137.3 1080.3 1019.3 1003.3 993.7 1007.9 984.2 998.3
Merchant Banking 620.5 578.1 534.7 517.6 508.3 519.5 496.9 504.2
Retail 298.9 303.8 304.4 311.4 316.0 319.1 322.0 332.3
Wealth Management 25.2 26.0 23.4 22.4 24.4 24.7 24.9 26.8
Baltic 141.9 132.6 121.3 115.0 104.2 99.0 95.2 90.9
Other 50.8 39.9 35.6 36.8 40.9 45.6 45.3 44.1

RWA per division, Basel II

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
SEK m 2009 2009 2009 2009 2010 2010 2010 2010
SEB Group 830.2 789.6 747.4 730.5 723.3 714.2 711.4 716.1
Merchant Banking 470.6 445.9 425.4 404.0 393.6 387.9 388.2 386.9
Retail 156.8 152.7 148.5 149.6 160.1 162.5 162.1 168.1
Wealth Management 42.2 34.5 30.4 31.4 31.3 31.8 31.4 32.7
Baltic 114.1 108.9 98.6 100.8 92.0 88.8 83.6 79.3
Other 46.5 47.7 44.5 44.7 46.3 43.1 46.1 49.1
SEB Fact Book Annual Accounts 2010 46

Merchant Banking

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net interest income 2,133 2,012 6 1,978 8 8,123 9,982 - 19
Net fee and commission income 1,515 1,290 17 1,531 -1 5,308 5,647 - 6
Net financial income 655 753 -13 712 -8 3,745 4,377 - 14
Total operating income 4,369 3,896 12 4,120 6 17,130 20,052 - 15
Total operating expenses -2,296 -1,870 23 -1,642 40 -8,465 -7,818 8
Profit before credit losses 2,073 2,026 2 2,478 -16 8,665 12,234 - 29
Net credit losses -99 -23 -52 90 -195 -805 - 76
Operating profit 2,003 2,002 0 2,425 -17 8,498 11,428 - 26
Cost/Income ratio 0.53 0.48 0.40 0.49 0.39
Return on equity, % 21.0 20.8 19.9 21.7 23.4

Income, Expenses and Operating profit, SEK m

Market leader in bonds and syndicated corporate loans

Nordic leader in investment banking

Nordic Syndicated Corporate Loans Bookrunner* Jan – Dec 2010

* Exclusion of shipping, fishing, aerospace and connected businesses Source: Bloomberg

Nordic ECM transactions, by Bookrunner*

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

Source: The Nordic Stock exchanges

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

Trading and Capital Markets income by main Corporate Banking product cluster, excl. investment portfolios Total operating income

Custody volume development

Merchant Banking – rankings

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
November 2010 Best Bank for Scandinavian Currencies
Finansbarometern September 2010 Best bank in the Nordic and Baltic region for Real Estate products and services
Finansbarometern September 2010 The corporate bank of the year
September 2010 SEB Enskilda voted best Danish equity research firm in Denmark
August 2010 No.1 in Securities Lending - European Prime Brokerage
July 2010 Best Investment Bank in Finland
June 2010 Best Brokerage Firm Nordic Countries by Extel Surveys
June 2010 Best Research House in Sweden

Retail Banking

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net interest income 1,332 1,263 5 1,278 4 5,008 5,424 -8
Net fee and commission income 849 774 10 862 -2 3,241 3,254 0
Net financial income 74 58 28 84 -12 273 292 -7
Total operating income 2,267 2,109 7 2,242 1 8,569 9,034 -5
Total operating expenses -1,453 -1,364 7 -1,258 16 -5,541 -5,303 4
Profit before credit losses 814 745 9 984 -17 3,028 3,731 -19
Net credit losses -144 -56 157 -223 -35 -543 -840 -35
Operating profit 670 688 -3 761 -12 2,484 2,891 -14
Cost/Income ratio 0.64 0.65 0.56 0.65 0.59
Return on equity, % 20.3 20.9 20.9 18.9 19.8

Cards Sweden

32%

68%

Income, Expenses and Operating profit, SEK m

Business volume development by area

SEK bn Q4 2010 change vs. Q4 2009 (local currency)

Retail Sweden

Net interest income and volumes

Retail Sweden

Mortgages 0 100 200 300 400 Q2 07 Q4 Q2 08 Q4 Q2 09 Q4 Q2 10 Q4 0.0 0.5 1.0 1.5 2.0 Q1 2007 – Q4 2010 Private Margins % Corporate SEK bn

* Excluding leasing

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

Sweden, per cent

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

* New measurement method from Q4 2007. Lowers the volume market share with approximately 0.2 percentage points

Note: Adjustment of inactive cards in Q4 2010

Wealth Management

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net interest income 136 118 15 116 17 485 598 -19
Net fee and commission income 1,115 830 34 853 31 3,752 2,955 27
Net financial income 30 17 76 23 30 89 76 17
Total operating income 1,285 972 32 995 29 4,384 3,646 20
Total operating expenses -745 -651 14 -584 28 -2,736 -2,505 9
Profit before credit losses 540 321 68 411 31 1,648 1,141 44
Net credit losses 7 -1 -8 -188 3 -28 -111
Operating profit 547 320 71 402 36 1,651 1,142 45
Cost/Income ratio 0.58 0.67 0.59 0.62 0.69
Return on equity, % 29.8 17.6 21.1 22.5 14.9

Income

Income, Expenses and Operating profit, SEK m

Operating profit

Total = SEK 4,384m Total = SEK 1,651m

AuM per customer type, SEK bn

Total Net Sales per quarter, SEK bn

The figures are not eliminated. Q1-07 Q2-07 Q3-07 Q4-07 Q1-08 Q2-08 Q3-08 Q4-08 Q1-09 Q2-09 Q3-09 Q4-09 Q1-10 Q2-10 Q3-10 Q4-10

Mutual funds per product type

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
2007 2007 2007 2007 2008 2008 2008 2008 2009 2009 2009 2009 2010 2010 2010 2010
Equity funds 46% 48% 45% 42% 36% 36% 32% 27% 28% 32% 34% 37% 38% 36% 37% 40%
Fixed income funds 23% 21% 23% 24% 25% 25% 26% 28% 29% 27% 26% 25% 25% 27% 27% 23%
Balanced funds 12% 13% 12% 12% 12% 12% 13% 14% 13% 14% 14% 14% 14% 15% 15% 16%
Alternative funds 19% 18% 20% 21% 28% 28% 29% 31% 30% 27% 26% 24% 23% 22% 22% 21%

Activity level – Wealth

Life

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Total operating income 1,101 1,141 -4 1,144 -4 4,539 4,425 3
Total operating expenses -579 -578 0 -574 1 -2,337 -2,310 1
Operating profit 522 563 -7 570 -8 2,202 2,115 4
Change in surplus values, net 345 400 -14 170 103 1,165 900 29
Business result 867 963 -10 740 17 3,367 3,015 12
Cost/Income ratio 0.53 0.51 0.50 0.51 0.52
Return on equity, %
based on operating profit 30.6 33.0 29.5 32.3 27.4
based on business result 50.9 56.5 38.3 49.4 39.0

Income, Expenses and Operating profit, SEK m

Market position by profit area

Market shares, gross premium income, Unit-linked insurances, (%, Q3 2010)

** Denmark unit-linked insurance in competitive markets from June 2010

*** Latvia latest information from March 2010

Sales volume weighted

Life Division total sales, SEK m

Jan – Dec Jan – Dec
2010 2009 Change
Unit linked 41,376 40,399 2%
Traditional and
Sickness/health
7,111 10,267 -31%
Total 48,487 50,666 -4%

Market shares Sweden, per cent

Premium income unit-linked, 12 months to September 2010 (September 2009)

* Markets share statistics published with 2-month lag

* Including Swedish customers of the Irish subsidiary

** September 2010 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
New sales (single/10+regular) 3,345 3,689 3,858 4,026 3,964
Net present value 1,788 1,775 1,598 1,492 1,536
Acquisition cost -970 -901 -879 -916 -929
New business profit 818 874 719 576 607
Margin, % - 23.7 18.6 14.3 15,3
Swedish market 24.5 22.9 20.8 16.2 17,1

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. The traditional insurance business conducted in Nya Livförsäkringsaktiebolaget SEB Trygg Liv (Nya Liv) was merged with the unit-linked company

Fondförsäkringsaktiebolaget SEB Trygg Liv in October 2007. After the merger, the result of this business – with respect to investment income and insurance risk – is still allocated to the policyholders. However, SEB Trygg Liv guarantees the contractual benefits to the policyholders in this business.

Comments on 2010

Operating profit increased by 4 per cent to SEK 2,202m (2,115). Excluding the effect of recovered guarantee provisions in Swedish traditional insurance, profit rose by 16 per cent. Operating income amounted to SEK 4,539m which was SEK 114m higher than last year. Adjusted for guarantee recoveries, income increased by SEK 324m or 8 per cent. The unit-linked income rose by SEK 425m or 21 per cent. The fund values as well as the relative share of equity related funds, continued to increase. Income from other insurance, mainly traditional insurance and risk products such as sickness and health insurance, decreased by SEK 172m. Guarantee recoveries amounted to SEK 76m (286). The remaining guarantee provisions amount to SEK 29m in total. The provisions are related to previous depreciations of investment assets in Swedish traditional insurance and recoverable when future investment returns are adequate to meet guaranteed bonus levels. Apart from guarantee recoveries income from other insurance increased by SEK 38m and was mainly related to risk insurance in the Swedish business. Other income decreased by SEK 139m or 19 per cent 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 1 per cent to SEK 2,337m (2,310).

The effect of depreciated currencies in foreign subsidiaries, affected income negatively by 4 per cent. Expenses were positively affected by 4 per cent.

Operating profit in SEB Trygg Liv Sweden, including central functions, increased by SEK 112m to SEK 1,505m. Recoveries in guarantee commitments were SEK 210m lower than last year. Excluding the recoveries operating profit was up by SEK 322m or 29 per cent due to higher unit-linked income and improvement within sickness and health insurance. Expenses increased by 8 per cent. Operating profit in SEB Pension Denmark decreased by SEK 53m to SEK 521m. Currency translation effects contributed negatively by

SEK 59m. In local currency total income was unchanged and expenses decreased by 1 per cent. Operating profit in SEB Life & Pension International increased by SEK 28m to SEK 176m.

Total assets under management amounted to SEK 424bn (402). The value of the unit-linked funds increased by 15 per cent to SEK 179bn. 8 per cent was related to net inflow and 7 per cent to appreciation of fund investments. Gamla Liv's part of total assets under management was SEK 159bn, other traditional insurance accounted for 81bn and risk products for 5bn. In addition to this, SEK 6bn was managed for the division's own account.

Total sales weighted volume decreased by SEK 0.6bn or 1 per cent in local currencies to 48.5bn. In Sweden sales decreased with 2 per cent to SEK 34.1bn, the corporate sales improved with SEK 1.4bn or 8 per cent. The unit-linked product Portfolio Bond (depot endowment insurance) increased by SEK 0.3bn. This product is accounted for in the business area International, but is primarily sold to Swedish customers. In Denmark, unit-linked sales increased by SEK 1.6bn whereas sales of other products decreased by SEK 3.0bn. Sales in the Baltic region and in Ukraine increased with 9 per cent to SEK 1.3bn.

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. According to the SEB "Sparbarometer", the share was 49 per cent at 30 September 2010.

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 market share for the twelve month period to September 2010 was 23.4 per cent (26.1). The drop is due to the reelection 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 2010 the corporate share was 60 per cent (54). For the twelve month period to September 2010, SEB Trygg Liv's market share in new sales unit-linked occupational pension was 17.9 per cent (18.2). 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 for the twelve month period to September 2010 was 35.2 per cent (37.2). 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".

At 31 December 2009, DKK 252m were placed in a "shadow account", according to Danish legislation regarding shareholder fee available for distribution in profit-sharing traditional life insurance. The amount is considered as restricted equity and not available for dividend to the owners of the company. The company receive interest income during the period when the amount is restricted in the shadow account. The whole amount has been dissolved during the current year.

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 17 per cent. Danica is the dominating company with a market share of 27 and 46 per cent, respectively. All market share figures are in the peer group / competitive market segment for the first six months of 2010.

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 Baltic subsidiaries concentrate primarily on unit-linked insurance, but offer traditional insurance and sickness/disability insurance as well. More than 80 per cent of the sales volume is to private individuals.

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 December 2010. The companies are therefore in a green light.

Income statement

SEKm Q 1
2009
Q 2
2009
Q 3
2009
Q 4
2009
Q 1
2010
Q 2
2010
Q 3
2010
Q 4
2010
Full year
2009
Full year
2010
Income unit-linked 437 491 536 584 585 609 611 668 2,048 2,473
Income other insurance 1) 448 448 373 395 427 363 392 310 1,664 1,492
Other income 2) 148 204 196 165 172 141 138 123 713 574
Total operating income 1,033 1,143 1,105 1,144 1,184 1,113 1,141 1,101 4,425 4,539
Operating expenses -627 -620 -550 -651 -652 -625 -577 -630 -2,448 -2,484
Other expenses -1 -23 -3 0 -1 -1 -6 -5 -27 -13
Change in deferred acquisition costs 63 21 4 77 67 32 5 56 165 160
Total expenses -565 -622 -549 -574 -586 -594 -578 -579 -2,310 -2,337
Operating profit 468 521 556 570 598 519 563 522 2,115 2,202
Change in surplus value, net 111 395 224 170 229 191 400 345 900 1,165
Business result 579 916 780 740 827 710 963 867 3,015 3,367
Financial effects due to market fluctuations 3) -282 1,132 652 517 292 -538 138 662 2,019 554
Change in assumptions 3) -32 -253 35 -459 12 1 14 -379 -709 -352
Total result 265 1,795 1,467 798 1,131 173 1,115 1,150 4,325 3,569
Business equity 6,800 6,800 6,800 6,800 6,000 6,000 6,000 6,000 6,800 6,000
Return on business equity 4)
based on operating profit, % 24.2 27.0 28.8 29.5 35.1 30.4 33.0 30.6 27.4 32.3
based on business result, % 30.0 47.4 40.4 38.3 48.5 41.7 56.5 50.9 39.0 49.4
Premium income, gross 7,919 7,347 6,588 8,751 8,527 7,491 6,698 7,752 30,605 30,468
Expense ratio, % 5) 7.9 8.4 8.3 7.4 7.6 8.3 8.6 8.1 8.0 8.2
Operating profit by business area
SEB Trygg Liv, Sweden 277 403 387 412 391 349 376 424 1,479 1,540
SEB Pension, Denmark 180 147 120 127 151 158 151 61 574 521
SEB Life & Pension, International 25 3 68 52 59 29 50 38 148 176
Other including central functions etc -14 -32 -19 -21 -3 -17 -14 -1 -86 -35
468 521 556 570 598 519 563 522 2,115 2,202
1) Effect of guarantee commitments in
traditional insurance in Sweden 106 103 34 43 24 -10 12 50 286 76
Reclassification compared to previous reporting 8 -59 -44 -12 -107
2) Reclassification compared to previous reporting -8 59 44 12 107

3) Effect on surplus values

4) Annual basis after 12 per cent tax which reflects the divisions effective tax rate

5) Operating expenses as percentage of premium income

Sales volume insurance (weighted)

Q 1 Q 2 Q 3 Q 4 Q 1 Q 2 Q 3 Q 4 Full year Full year
SEKm 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Total 12,912 13,268 11,042 13,444 13,507 11,967 10,699 12,314 50,666 48,487
Traditional life and sickness/health insurance 2,663 2,771 2,507 2,326 1,871 1,754 1,548 1,938 10,267 7,111
Unit-linked insurance 10,249 10,497 8,535 11,118 11,636 10,213 9,151 10,376 40,399 41,376
Corporate paid 8,260 8,047 7,154 7,393 8,045 7,437 7,709 8,091 30,854 31,282
Corporate as per cent of total 64% 61% 65% 55% 60% 62% 72% 66% 61% 65%
SEB Trygg Liv Sweden 8,086 7,987 6,452 8,697 8,067 7,470 7,032 7,804 31,222 30,373
Traditional life and sickness/health insurance 401 280 252 407 341 356 322 403 1,340 1,422
Unit-linked insurance 7,685 7,707 6,200 8,290 7,726 7,114 6,710 7,401 29,882 28,951
Corporate paid 5,103 4,266 3,859 4,612 4,644 4,404 5,100 5,133 17,840 19,281
Corporate as per cent of total 63% 53% 60% 53% 58% 59% 73% 66% 57% 63%
SEB Pension Denmark 3,459 3,771 3,586 3,289 3,882 3,137 2,579 3,146 14,105 12,744
Traditional life and sickness insurance 2,080 2,245 2,087 1,677 1,399 1,228 1,126 1,338 8,089 5,091
Unit-linked insurance 1,379 1,526 1,499 1,612 2,483 1,909 1,453 1,808 6,016 7,653
Corporate paid 2,873 3,327 3,157 2,558 3,056 2,658 2,266 2,529 11,915 10,509
Corporate as per cent of total 83% 88% 88% 78% 79% 85% 88% 80% 84% 82%
SEB Life & Pension International 1,367 1,510 1,004 1,458 1,558 1,360 1,088 1,364 5,339 5,370
Traditional life and sickness insurance 182 246 168 242 131 170 100 197 838 598
Unit-linked insurance 1,185 1,264 836 1,216 1,427 1,190 988 1,167 4,501 4,772
Corporate paid 284 454 138 223 345 375 343 429 1,099 1,492
Corporate as per cent of total 21% 30% 14% 15% 22% 28% 32% 31% 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

Q 1 Q 2 Q 3 Q 4 Q 1 Q 2 Q 3 Q 4 Full year Full year
SEKm 2009 2009 2009 2009 2010 2010 2010 2010 2009 2010
Premium income: Total 7,919 7,347 6,588 8,751 8,527 7,491 6,698 7,752 30,605 30,468
Traditional life and sickness/health insurance 2,309 1,975 1,905 2,913 1,993 1,662 1,332 1,959 9,102 6,946
Unit-linked insurance 5,610 5,372 4,683 5,838 6,534 5,829 5,366 5,793 21,503 23,522
SEB Trygg Liv Sweden 4,508 4,179 3,938 4,670 4,808 4,137 3,882 4,290 17,295 17,117
Traditional life and sickness/health insurance 777 655 643 943 672 560 517 651 3,018 2,400
Unit-linked insurance 3,731 3,524 3,295 3,727 4,136 3,577 3,365 3,639 14,277 14,717
SEB Pension Denmark 2,071 1,804 1,778 2,807 2,152 2,184 1,943 2,326 8,460 8,605
Traditional life and sickness/health insurance 1,436 1,220 1,167 1,859 1,235 1,004 738 1,199 5,682 4,176
Unit-linked insurance 635 584 611 948 917 1,180 1,205 1,127 2,778 4,429
SEB Life & Pension International 1,340 1,364 872 1,274 1,567 1,170 873 1,136 4,850 4,746
Traditional life and sickness/health insurance 96 100 95 111 86 98 77 109 402 370
Unit-linked insurance 1,244 1,264 777 1,163 1,481 1,072 796 1,027 4,448 4,376
Assets under management:* Total 347,000 371,800 392,100 401,700 410,700 405,300 413,600 424,100 401,700 424,100
Traditional life and sickness/health insurance 230,600 237,900 247,000 245,300 246,200 241,600 244,600 244,600 245,300 244,600
Unit-linked insurance 116,400 133,900 145,100 156,400 164,500 163,700 169,000 179,500 156,400 179,500
SEB Trygg Liv Sweden 235,800 255,200 273,700 282,400 290,100 284,300 292,600 303,900 282,400 303,900
Traditional life and sickness/health insurance 145,000 151,300 161,500 162,100 164,300 160,300 164,800 168,100 162,100 168,100
Unit-linked insurance 90,800 103,900 112,200 120,300 125,800 124,000 127,800 135,800 120,300 135,800
SEB Pension Denmark 94,000 96,300 96,100 95,000 94,500 94,300 93,700 91,400 95,000 91,400
Traditional life and sickness/health insurance 84,500 85,500 84,400 82,100 80,800 80,200 78,700 75,400 82,100 75,400
Unit-linked insurance 9,500 10,800 11,700 12,900 13,700 14,100 15,000 16,000 12,900 16,000
SEB Life & Pension International 17,200 20,300 22,300 24,300 26,100 26,700 27,300 28,800 24,300 28,800
Traditional life and sickness/health insurance 1,100 1,100 1,100 1,100 1,100 1,100 1,100 1,100 1,100 1,100
Unit-linked insurance 16,100 19,200 21,200 23,200 25,000 25,600 26,200 27,700 23,200 27,700

* rounded to whole 100 millions. From Q4 2009 investments for own account are excluded. Previously this was included in traditional insurance. By year-end 2009 this amount was 5,200 (Sweden 1,800, Denmark 2,800 and International 600).

SEK bn

Assets under management, (net assets)

Surplus value accounting Excluding traditional insurance in Denmark Traditional insurance
Denmark*
SEKm Q 4
2009
Q 1
2010
Q 2
2010
Q 3
2010
2010 Q 4 Full year
2009
Full year
2010
Q 4
2009
Q 1
2010
Q 2
2010
Q 3
2010
Q 4
2010
Full year
2009
Full
year
2010
Surplus values, opening balance 13,423 13,656 14,363 14,006 14,540 11,549 13,656 1,335 1,272 1,190 1,178 1,158 1,111 1,272
Adjustment opening balance 1) 1 203 5 -65 208 -6 -6
Present value of new sales 2) 433 412 362 352 410 1,556 1,536 29 17 20 17 12 112 66
Return/realised value on policies from previous
periods -86 -103 -115 -122 -130 -287 -470 -40 -34 -35 -37 -33 -150 -139
Actual outcome compared to assumptions 3) -100 -13 -24 175 121 -204 259 7 -16 4 -4 -30 205 -46
Change in surplus values ongoing business, gross 247 296 223 405 401 1,065 1,325 -4 -33 -11 -24 -51 167 -119
Capitalisation of acquisition costs for the period -233 -231 -195 -165 -221 -776 -812
Amortisation of capitalised acquisition costs 156 164 163 160 166 611 653
Change in surplus values ongoing business, net 4) 170 229 191 400 346 900 1,166 -4 -33 -11 -24 -51 167 -119
Financial effects due to short term market fluctuations
5) 517 292 -538 138 662 2,019 554 -5 4 2 42 56 64 104
Change in assumptions 6) -459 12 1 14 -380 -709 -353 -65 12 31 10 24 5 77
Total change in surplus values 228 533 -346 552 628 2,210 1,367 -74 -17 22 28 29 236 62
Exchange rate differences etc 4 -29 -11 -23 -14 -38 -77 11 -65 -28 -48 -23 -75 -164
Surplus values, closing balance 7) 13,656 14,363 14,006 14,540 15,154 13,656 15,154 1,272 1,190 1,178 1,158 1,164 1,272 1,164
Most important assumptions (Swedish customer base - which represent 96 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 / 8 / 1 / 7 /
/ 5 years / 6 years / thereafter 15 / 9 / 9 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
Mortality
2 2
The Group's experience
Sensitivity to changes in assumptions (total division).
Change in discount rate +1 per cent -1,493 -1,585
"
-1 per cent
1,716 1,829
Change in value growth +1 per cent 1,492 1,615
of investment assets
-1 per cent
-1,329 -1,430

* Not included in the total figures for the division.

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 i 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) The negative effect during Q4 2009 was mainly due to assumed higher frequency of transfer of policies. Assumed lower administration costs per policy had a positive effect.

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 3,631m at December 31, 2010).

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 not included in the total surplus values for the division. 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 Jan-Dec 2007 Jan-Dec 2008 Jan-Dec 2009 Jan-Dec 2010
Sales volume weighted (regular + single/10) 3,689 3,858 4,026 3,964
Present value of new sales 1,775 1,598 1,492 1,536
Sales expenses -901 -879 -916 -929
Profit from new business 874 719 576 607
Sales margin new business 23.7% 18.6% 14.3% 15.3%

The traditional insurance in Denmark is not included.

During the year there has been continued pressure on prices and increasing sales expenses. Together with a change in the product mix this has adversely affected the new business profit.

Embedded value

SEKm 31 Dec 2007 31 Dec 2008 31 Dec 2009 31 Dec 2010
Equity 1) 8,836 8,827 8,594 8,780
Surplus values 14,496 11,549 13,656 15,154
1) Dividend paid to the parent company during the period -1,150 -1,275 -1,850 -1,000

The traditional insurance in Denmark is not included in the surplus values.

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

Q4 Q3 Q4 Jan - Dec
SEK m 2010 2010 % 2009 % 2010 2009 %
Net interest income 481 442 9 522 -8 1,869 2,679 -30
Net fee and commission income 213 229 -7 221 -4 877 934 -6
Net financial income -7 8 -188 31 -123 63 126 -50
Total operating income 697 700 0 831 -16 2,846 3,794 -25
Total operating expenses -662 * -459 44 -622 6 -2,089 -4,571 -54
Profit before credit losses 35 241 -85 209 -83 757 -777 -197
Net credit losses 736 273 170 -2,584 -128 -873 -9,569 -91
Operating profit 767 514 49 -2,391 -132 -121 -10,363 -99
Cost/Income ratio 0.95 0.66 0.75 0.73 1.20
Return on equity, % 23.4 15.2 negative negative negative

* Including SEK 199m Core banking system impairment in Lithuania Q4 2010 Goodwill writedown SEK 2,299m in 2009

* Adjusted for goodwill write-down in Q2 2009

Business volume development by area

SEK bn

Q4 2010 change vs. Q4 2009 (local currency)

Baltic Lending market shares

Per cent, Q1 2006 – Q4 2010

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

Net interest income and volumes

Baltic Estonia, EEK

Baltic Latvia, LVL

Baltic Lithuania, LTL

Real Estate holding companies

Baltic countries

2008 2009 2009 2009 2009 2010 2010 2010 2010
SEK m Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
Seized assets 0 0 0 0 50 50 158 293 399

Baltic division vs. geography*

The division encompasses the retail and all lending operations in Estonia, Latvia and Lithuania. In the Fact Book on page 20, the full Baltic geographical segmentation is reported including the operations in Merchant Banking, Wealth Management and Life.

C/I ratio
Division 0.66 0.66
Country 0.58 0.57

* Excluding SEK 199m Core banking system impairment in Lithuania Q4 2010

Macro

Nordic countries export, year-on-year % change Nordic countries key interest rates

Baltic countries Retail sales, year-on year % change Baltic countries export, year-on-year % change

Nordic Countries GDP, year-on-year % change Nordic Countries unemployment, % of labour force

Baltic countries GDP, year-on-year % change Baltic countries unemployment, % of labour force

Swedish housing market

Household debt as share of GDP

House prices Residential investments

Number of housing starts Interest rate payments share of income

Labour market situation== Household savings ratio

Macro forecasts per country

GDP (%) Inflation (%)
2009 2010F 2011F 2012F 2009 2010F 2011F 2012F
Denmark* -4.7 2.2 2.2 2.1 1.1 2.2 2.1 2.1
Finland* -8.1 2.7 3.0 2.8 1.6 1.5 2.1 2.0
Norway -1.4 0.5 2.3 2.2 2.1 2.4 1.4 2.2
Sweden -5.1 5.0 3.5 2.5 -0.3 1.2 2.0 2.1
Germany* -4.7 3.6 2.5 1.8 0.2 1.1 1.4 1.5
Eurozone* -4.1 1.6 1.7 1.5 0.3 1.5 1.3 1.4
Estonia* -13.9 2.5 4.0 4.0 0.2 2.7 3.0 4.0
Latvia* -18.0 -0.3 4.0 5.0 3.3 -1.2 1.3 1.5
Lithuania* -14.7 1.0 4.0 4.5 4.2 1.0 2.0 3.0
Russia -7.9 3.7 4.3 5.0 11.7 6.8 7.5 7.4
Ukraine -15.1 5.2 4.4 4.2 15.9 9.5 10.9 10.1

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 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 January – 3 February Silent period
4 February Annual Accounts for 2010
8 February Nordic Outlook
3 March Annual Report on www.sebgroup.com
23 March Eastern European Outlook
24 March Annual General Meeting
25 March The share is traded ex dividend
29 March Proposed record date for dividend
11 April – 2 May Silent period
3 May Interim Report January-March 2011
17 May Nordic Outlook
4 July – 13 July Silent period
14 July Interim Report January-June 2011
30 August Nordic Outlook
10 October – 26 October Silent period
27 October Interim Report January-September 2011

22 November Nordic Outlook

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 as a percentage of 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.