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SpareBank 1 SMN

Quarterly Report May 8, 2020

3751_rns_2020-05-08_97d46eeb-c750-4851-abe8-263b872a1b08.pdf

Quarterly Report

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First Quarter Report 2020

Main figures 3
Report of the Board of Directors 5
Income statement 20
Balance sheet 22
Cash flow statement 23
Change in equity 24
Notes 27
Results from quarterly accounts 54
Key figures from quarterly accounts 55
Equity capital certificates 56
Auditor's report 58

Main figures

Main figures Jan-March
2020 2019 2019
From the income statement NOKm %1) NOKm %1) NOKm %1)
Net interest 710 1,61 649 1,59 2.687 1,63
Net commission income and other income 570 1,30 551 1,36 2.290 1,39
Net return on financial investments 101 0,23 727 1,79 1.201 0,73
Total income 1.381 3,14 1.926 4,74 6.178 3,74
Total operating expenses 716 1,63 704 1,73 2.797 1,69
Results before losses 665 1,51 1.223 3,01 3.380 2,05
Loss on loans, guarantees etc 308 0,70 67 0,17 299 0,18
Results before tax 357 0,81 1.155 2,84 3.081 1,87
Tax charge 67 0,15 109 0,27 518 0,31
Result investment held for sale, after tax 0 0,00 0 0,00 0 0,00
Net profit 290 0,66 1.046 2,57 2.563 1,55
Interest Tier 1 Capital 24 19 49
Net profit excl. Interest Tier 1 Capital 266 1.027 2.514
Key figures 31 March
2020
31 March
2019
31 Dec
2019
Profitability
Return on equity2) 5,7 % 23,3 % 13,7 %
Cost-income ratio2) 52 % 37 % 45 %
Balance sheet figures
Gross loans to customers 127.272 120.100 126.277
Gross loans to customers incl. SB1 Boligkreditt and SB1 Næringskreditt 170.771 161.091 167.777
Deposits from customers 88.152 81.111 85.917
Deposit-to-loan ratio excl. SB1 Boligkreditt and SB1 Næringskreditt 69 % 68 % 68 %
Deposit-to-loan ratio incl. SB1 Boligkreditt and SB1 Næringskreditt 2) 52 % 50 % 51 %
Growth in loans (gross) last 12 months (incl. SB1 Boligkreditt and SB1
Næringskreditt) 2) 6,0 % 6,6 % 4,7 %
Growth in deposits last 12 months 8,7 % 6,8 % 6,6 %
Average total assets 175.922 162.673 165.154
Total assets 185.182 164.641 166.662
Losses and defaults in % of gross loans incl. SB1 Boligkreditt and SB1
Næringskreditt
Impairment losses ratio2) 0,73 % 0,17 % 0,18 %
Non-performing commitm. as a percentage of gross loans2) 0,38 % 0,18 % 0,26 %
Other doubtful commitm. as a percentage of gross loans2) 1,23 % 0,99 % 1,00 %
Solidity 3)
Capital ratio 20,1 % 18,6 % 21,6 %
Tier 1 capital ratio 18,0 % 16,4 % 19,3 %
Common equity Tier 1 capital ratio 16,3 % 14,8 % 17,2 %
Tier 1 capital 17.792 16.775 17.742
Total eligible capital 19.879 19.115 19.854
Liquidity Coverage Ratio (LCR) 185 % 180 % 148 %
Leverage Ratio 6,9 % 7,4 % 7,5 %
Branches and staff
Number of branches 46 48 46
No. Of full-time positions 1.553 1.524 1.509

1) Calculated as a percentage of average total assets

2) Defined as alternative performance mesures, see attachment to the quarterly report

3) Comparables have not been restated by revised distribution of profit for 2019

Key figures ECC 31 March
2020
31 March
2019
31 Dec
2019
31 Dec
2018
31 Dec
2017
31 Dec
2016
ECC ratio 64,0 % 64,0 % 64,0 % 64,0 % 64,0 % 64,0 %
Number of certificates issued, millions2) 129,22 129,41 129,30 129,62 129,38 129,64
ECC share price at end of period (NOK) 67,60 87,40 100,20 84,20 82,25 64,75
Stock value (NOKM) 8.735 11.310 12.956 10.914 10.679 8.407
Booked equity capital per ECC (including dividend) 2) 86,85 83,86 90,75 83,87 78,81 73,35
Profit per ECC, majority 2) 1,26 5,02 12,14 9,97 8,71 7,93
Dividend per ECC 6,50 5,10 4,40 3,00
Price-Earnings Ratio 2) 13,46 4,35 8,26 8,44 9,44 8,17
Price-Book Value Ratio 2) 0,78 1,04 1,10 1,00 1,04 0,88

2) Defined as alternative performance measures, see attachement to quarterly report

Report of the Board of Directors

First quarter accounts 2020

(Consolidated figures. Figures in parenthesis refer to the same period of 2019 unless otherwise stated)

  • Operating profit before losses and return on financial assets: NOK 564m (496m)
  • Pre-tax profit: NOK 357m (1,155m)
  • Post-tax profit: NOK 290m (1,046m)
  • Return on equity: 5.7% (23.3%)
  • CET1 ratio: 16.3% (14.8%)
  • Growth in lending: 6.0% (6.6%) and in deposits: 8.7% (6.8%)
  • Lending to retail borrowers accounts for 69% (68%) of total lending
  • Losses on loans and guarantees: NOK 308m (67m)
  • Gain of NOK 340m on sales of personal risk products to Fremtind Forsikring (460m)
  • Negative return on financial investments after increase in credit spreads in the liquidity portfolio of NOK 124m (plus 169m)
  • Share of loss recorded by SpareBank 1 Gruppen: NOK 115m (gain of NOK 169m)
  • Earnings per EC: NOK 1.26 (5.02). Book value per EC: NOK 86.85 (83.86)

SpareBank 1 SMN maintains a sound liquidity position and is well capitalised. The group has a strong foundation in the shape of a broad and well-diversified earnings platform. Core business excluding loan losses delivered good results in the first quarter with a strong revenue performance and moderate cost growth. The overall result nonetheless reflects the times of crisis by increased loan losses, losses on securities and losses recorded by SpareBank 1 Gruppen.

Events in the quarter

Corona crisis and oil price fall

The crisis has triggered a broad-based international economic crisis accompanied by increased unemployment and a dramatic fall in demand despite highly expansionary monetary policies in the majority of countries. After the national lockdown, imposed on 12 March, the Norwegian economy has also been hard hit, even though Norway has a more robust economy than most countries. Oil prices have fallen heavily. SpareBank 1 SMN has low exposure to sectors that are directly affected by the oil price fall. The Norwegian krone has depreciated markedly in the first quarter. Norges Bank (Norway's central bank) has lowered its key policy rate to 0.25 per cent since 12 March. A number of industries have experienced a wave of layoffs, and as at 21 April 15 per cent of the labour force were registered as jobseekers and 10 per cent were registered as totally unemployed. In response to the crisis the Norwegian government has initiated a raft of measures to assist businesses and private individuals.

SpareBank 1 SMN is the region's leading finance house and shoulders its responsibility in a highly demanding situation. A number of measures have been taken to accommodate the needs of businesses and private individuals. The group offers among other things mortgage holidays to businesses and private individuals, and advances of unemployment benefit to private individuals. The group also provides advice on

support arrangements and relevant measures to personal customers, businesses and public authorities. SpareBank 1 SMN has been allocated government-guaranteed loans worth NOK 1.5bn for mediation to corporate clients in the region.

Through the group's social dividend model, NOK 364m of the net profit has been directed to the social capital. Of this sum, NOK 200m is being distributed as the community's share of the dividend. NOK 100m is earmarked to help voluntary bodies, clubs and associations in the region through the crisis.

The group's ambitions and strategies stand firm. SMN intends to remain among the best performing banks in the Nordic region.

Changed distribution for 2019

In light of the economic outlook, the board of directors of SpareBank 1 SMN has decided to change the distribution of profit for 2019 and is lowering the payout ratio from 53.5 per cent to 41.2 per cent. The new dividend is NOK 5.00 per equity certificate, down from NOK 6.50 in the annual accounts for 2019.

The allocation to social capital is correspondingly reduced from NOK 474m to NOK 364m, while the share going to payment of social dividend is maintained at NOK 200m.

SpareBank 1 SMN is indisputably solid. The change in the distribution of profit reflects a sound balance between the need for stability and predictability for the bank's shareholders and investors, and the corporate social responsibility the group has towards its customers and the region's local communities.

Solid banking operations, but negative effect of the corona crisis

The pre-tax profit for the first quarter of 2020 was NOK 357m (1,155m). The post-tax profit was NOK 290m (1,046m) and return on equity was 5.7 per cent (23.3 per cent). The profit includes a gain of NOK 340m on the transfer of personal risk products from SpareBank 1 Forsikring to Fremtind Livsforsikring as of 1 January 2020. In the first quarter of 2019 a gain of NOK 460m was included in connection with the establishment of Fremtind Forsikring.

Overall operating revenues in the first quarter of 2020 came to NOK 1,280m (1,200m). This represents an increase of NOK 80m over the previous year. Banking operations account for the majority of the increase.

Return on financial assets was NOK 101m (727m). Of this figure, the profit share of owner interests and related companies was NOK 217m (555m), including a gain of NOK 340m on the transfer of personal risk products from SpareBank 1 Forsikring to Fremtind Livsforsikring (460m). The result excluding this gain is an overall loss of NOK 123m at related companies and a loss of NOK 124m on securities trading.

Operating expenses totalled NOK 716m (704m) in the first quarter of 2020.

Losses on loans and guarantees came to NOK 308m (67m). NOK 143m refers to write-downs on a single exposure reflecting a worsened situation due to the crisis. Write-downs in stage 1 and 2 have increased by NOK 102m, of which NOK 80m refers to changed assumptions in the loss model regarding the economy.

Lending and deposits have shown good growth. Overall lending rose by 6.0 per cent (6.6 per cent) and deposits by 8.7 per cent (6.8 per cent) in the last 12 months.

As at 31 March 2020 the CET1 ratio was 16.3 per cent (14.8 per cent). The target CET1 ratio is 15.4 per cent.

Earnings per EC were NOK 1.26 (5.02). The book value per EC was NOK 86.85 (83.86) per EC.

The price of the bank's equity certificate (MING) at quarter-end was NOK 67.60 (87.40). A cash dividend of NOK 5.0 (5.10) per EC has been paid in 2020 for the year 2019.

Increased net interest income

Net interest income rose by NOK 61m to NOK 710m (649 m) in the first quarter of 2020. The increase over the first quarter of 2019 is in all essentials due to an increased lending volume, and to higher market interest rates which have yielded improved return on the bank's equity.

Three-month NIBOR was about 35 points higher in the first quarter of 2020 than in the first quarter of 2019. The bank made interest rate hikes over the course of 2019 to compensate for rising market rates. As a result of the interest rate changes, lending margins fell and deposit margins rose in 2019.

Since 13 March 2020 Norges Bank has reduced its key rate from 1.50 to 0.25. SpareBank 1 SMN lowered its mortgage lending rate by up to 0.85 points with effect from 5 April 2020.

A reduction in the interest rate level produces lower return on the group's equity and lower net interest earnings.

Increased other income

Commission income and other operating income rose by NOK 19m to NOK 570m (551m) in 2020.

Net interest income on loans sold to SpareBank 1 Boligkreditt (residential mortgage company) and SpareBank 1 Næringskreditt (commercial mortgage company) is recognised as commission income. Commission income on loans sold to these two companies totalled NOK 91m (87m) in the first quarter of 2020.

An increase of NOK 15m in other commission income is mainly down to customer growth at SpareBank 1 SMN Regnskapshuset and increased incomes from payment services.

Maintaining a broad product range is an important strategy for the bank. It ensures good commission income and a high proportion of multi-product customers. A high proportion of multi-product customers signifies high customer satisfaction and provides the bank with a higher and more diversified income flow.

Jan-March
Commission income (NOKm) 2020 2019 Change
Payment transfers 59 50 9
Creditcard 16 15 1
Saving products 22 24 -2
Insurance 47 44 3
Guarantee commission 13 13 0
Real estate agency 83 84 -1
Accountancy services 148 131 17
Markets 81 87 -7
Other commissions 10 15 -5
Commissions ex SB1 Boligkreditt and SB1 Næringskreditt 479 464 15
Commissions SB1 Boligkreditt 88 83 5
Commissions SB1 Næringskreditt 4 4 0
Total commissions 570 551 19

Return on financial investments

Overall return on financial investments in the first quarter was minus NOK 124m (plus 169m). This breaks down as follows:

  • Losses on shares totalled NOK 42m (gain of NOK 84m)
  • Wider credit margins on the liquidity portfolio brought a considerable loss in the first quarter, with net losses totalling NOK 104m (gain of NOK 51m)
  • Other financial instruments measured at fair value include value changes on the bank's portfolio of fixed interest loans, and show a loss of NOK 57m (gain of 10m)
  • Income of NOK 65m (9m) from forex transactions comprises income from currency trading at SpareBank 1 Markets and the result of exchange rate fluctuations on the bank's funding in foreign currencies
  • Gains on shares and share derivatives at SpareBank 1 Markets totalled NOK 14m (15m)
Jan-March
Return on financial investments (NOKm) 2020 2019 Change
Gain/(loss) on sertificates and bonds -42 84 -126
Gain/(loss) on derivatives 50 32 18
Gain/(loss) on financial instruments related to hedging -148 23 -171
Capital gains shares -6 -4 -2
Gain/(loss) on other financial instruments at fair value (FVO) -57 10 -67
Foreign exchange gain/(loss) 65 9 55
Gain/(loss) om shares and share derivatives at SpareBank 1 Markets 14 15 -1
Net return on financial instruments -124 169 -293

Product companies and other related companies

The product companies give the banks access to a broader product range and hence commission income, as well as return on invested capital. The overall result of the product companies and other related companies was a loss of NOK 123m (gain of 95m) in the first quarter of 2020. In addition SpareBank 1 SMN recorded a gain of NOK 340m on the transfer of personal risk products from SpareBank 1 Forsikring to Fremtind Livsforsikring as at 1 January 2020. In the first quarter of 2019 a gain of NOK 460m was recorded on the establishment of Fremtind Forsikring.

Jan-March
Income from investment in associated companies 2020 2019 Change
SpareBank 1 Gruppen -115 38 -153
Gain Fremtind 340 460 -120
SpareBank 1 Boligkreditt -31 14 -45
SpareBank 1 Næringskreditt 2 8 -6
SpareBank 1 Kredittkort 0 3 -3
BN Bank 23 24 -1
SpareBank 1 Betaling -2 12 -14
Other companies 0 -4 4
Income from investment in associated companies 217 555 -338

SpareBank 1 Gruppen

SpareBank 1 SMN's stake in SpareBank 1 Gruppen is 19.5 per cent. SpareBank 1 Gruppen owns 100 per cent of the shares of SpareBank 1 Forsikring, ODIN Forvaltning and SpareBank 1 Gruppen Finans. SpareBank 1 Gruppen owns 65 per cent of the non-life insurer Fremtind which was established on 1 January 2019. DNB owns the remainder of the company.

SpareBank 1 Gruppen's post-tax profit in the first quarter of 2020 was minus NOK 780m (gain of 240m). The corona crisis has strongly impacted financial results with substantial technical provisioning, high costs and negative financial return across all asset classes, along with write-downs on property portfolios.

SpareBank 1 SMN's share of the profit for the first quarter of 2019 was minus NOK 115m (gain of 38m).

SpareBank 1 Boligkreditt

SpareBank 1 Boligkreditt was established by the banks making up the SpareBank 1 Alliance to draw benefit from the market for covered bonds. The banks sell well-secured residential mortgages to the company and achieve reduced funding costs.

As at 31 March 2020 the bank had sold loans totalling NOK 42.0bn (39.2bn) to SpareBank 1 Boligkreditt, corresponding to 35.9 per cent (36.1 per cent) of the bank's overall lending to retail borrowers.

The bank's stake in SpareBank 1 Boligkreditt is 20.9 per cent, and the bank's share of that company's profit in the first quarter of 2020 was minus NOK 31m (gain of 14m). The weak performance is due to losses on the liquidity portfolio.

SpareBank 1 Næringskreditt

SpareBank 1 Næringskreditt was established along the same lines and with the same administration as SpareBank 1 Boligkreditt. As at 31 March 2020, loans worth NOK 1.5bn (1.8bn) had been sold to SpareBank 1 Næringskreditt.

SpareBank 1 SMN's stake in the company is 31.0 per cent, and the bank's share of the company's profit for the first quarter of 2020 was NOK 2m (8m). The bank's holding reflects the bank's relative share of commercial property loans sold and the bank's stake in BN Bank. Of the loans residing in SpareBank 1 Næringskreditt, 43 per cent have been transferred from BN Bank.

SpareBank 1 Kredittkort

The profit for the first quarter of 2020 was NOK 2.4m (18m). SpareBank 1 Kredittkort is owned by the SpareBank 1 banks, and SpareBank 1 SMN has a stake of 17.3 per cent. SpareBank 1 SMN's share of the profit for the first quarter of 2020 was NOK 0.4m (3m), and the bank's share of the portfolio is NOK 882m (910m).

SpareBank 1 Kredittkort manages the LOfavør credit card programme. This has reinforced the business relationship between the Norwegian Confederation of Trade Unions (LO) and the SpareBank 1 Alliance.

BN Bank

SpareBank 1 SMN owns 35.0 per cent of BN Bank as at 31 March 2020. BN Bank is primarily a bank for residential mortgages and commercial property, and its main market is Oslo and south-eastern Norway.

BN Bank's result for the first quarter of 2020 was NOK 69m (74m), yielding a return on equity of 6.5 per cent (7.5 per cent). SpareBank 1 SMN's share of BN Bank's profit for the first quarter of 2020 was NOK 23m (24m) adjusted for interest on hybrid capital.

SpareBank 1 Betaling (Vipps)

SpareBank 1 Betaling is the SpareBank 1 banks' parent company for Vipps' payment solutions. Vipps aims to take its place as the Nordic region's leading financial technology company, and for SpareBank 1 SMN a stake in, and close collaboration with, Vipps will be important with a view to retaining customer relationships after the introduction of PSD2 (Revised Payment Services Directive). Vipps launched a number of services in 2019 designed to simplify bank customers' everyday life.

SpareBank 1 Betaling posted a deficit of NOK 11m in the first quarter of 2020, and SpareBank 1 SMN's share of the deficit is NOK 2,3m (gain of 12m).

Operating expenses

Overall group operating expenses in the first quarter of 2020 amounted to NOK 716m (704m), an increase of NOK 12m compared with the same period of 2019, corresponding to 1.8 per cent.

The parent bank's costs rose by NOK 34m to NOK 367m compared with the first quarter of 2019, an increase of 10.2 per cent. The increase is attributable to staff increases in customer facing positions and to resources deployed to meet regulatory requirements.

Overall costs among the subsidiaries were reduced by NOK 21m to NOK 350m (371m) in the last 12 months. The decline in costs is down to the disposal of BN Bank in the fourth quarter of 2019, and to SpareBank 1 Markets' cost reduction due to a lower activity level. SpareBank 1 Regnskapshuset SMN shows increased costs after several business acquisitions in 2019.

The group is not satisfied with the underlying cost trend and has therefore set itself the target of restricting annual cost growth to 2 per cent. A profitability project has been established under the name "One SMN". The project will prioritise synergies between the group's business lines along with digitalisation, process efficiencies and general cost reductions across the entire group. As a consequence of lower activity since the lockdown the 2020 cost target is tightened, the target now being to restrict growth to below 2 per cent.

The group's cost-income ratio was 52 per cent (37 per cent), while the parent bank's cost-income ratio was 44 per cent (27 per cent).

Losses and defaults

Loan losses in the first quarter of 2020 totalled NOK 308m (67m). Net loan losses measure 0.73 per cent of total outstanding loans (0.17 per cent).

A loss of NOK 259m (57m) was recorded on loans to the group's corporate clients. NOK 143m of this figure relates to a single exposure. In addition, increased provisions of NOK 34m have been made in stage 1 and 2 in light of weaker prospects for the Norwegian economy and NOK 38m due to negative migration in the portfolio. Further, stage 3 write-downs are recorded in the offshore sector (NOK 25m) and in other sectors (NOK 26m).

Overall loan losses of NOK 49m are recorded on loans to retail borrowers (loss of 11m), of which NOK 43m is related to changed assumptions resulting from the bank's loss model.

Write-downs on loans and guarantees totalled NOK 1,276m (971m) as at 31 March 2020.

Overall problem loans (defaulted and doubtful) come to NOK 2,746m (1,880m), corresponding to 1.61 per cent (1.17 per cent) of gross outstanding loans, including loans sold to SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt.

Defaults in excess of 90 days totalled NOK 649m (288m). Defaults measure 0.38 per cent of gross outstanding loans (0.18 per cent). The increase in defaults has been greatest with regard to residential mortgages.

Other doubtful exposures total NOK 2,097m (1,591m). Other doubtful exposures measure 1.23 per cent (0.99 per cent) of gross outstanding loans.

A low proportion of the bank's overall loan exposure is to exposed industries as a result of the corona crisis and oil price crisis, and only five per cent of the overall exposure is to industries considered to be highly exposed – oil, offshore, retail trade, hotels and service industries.

Total assets of NOK 185bn

The bank's assets totalled NOK 185bn as at 31 March 2020 (165bn), having risen by NOK 20bn, i.e. by 12.1 per cent, over the last 12 months. Total assets have risen as a result of a higher lending volume and liquidity holding, as well as an increase in the market value of derivatives.

As at 31 March 2020 loans worth a total of NOK 43bn (41bn) had been sold from SpareBank 1 SMN to SpareBank 1 Boligkreditt and to SpareBank 1 Næringskreditt. These loans do not figure as loans in the bank's balance sheet. The comments covering lending growth take account of loans sold to SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt.

Lending

Total outstanding loans rose by NOK 9.7bn (10.0bn) or 6.0 per cent (6.6 per cent) in the last 12 months to reach NOK 170.8bn (161.1bn) as at 31 March 2020.

  • Lending to personal borrowers rose in the last 12 months by NOK 8.3bn (8.3bn) to NOK 117.0bn (108.7bn). Growth in the period was 7.6 per cent (8.3 per cent).
  • Lending to corporate borrowers rose in the last 12 months by NOK 1.4bn (1.7bn) to NOK 53.8bn (52.4bn). Growth in the period was 2.7 per cent (3.4 per cent).
  • Lending to personal borrowers accounted for 69 per cent (68 per cent) of total outstanding loans to customers as at 31 March 2020.

The group shows good growth in the retail market and is strengthening its market position, with particularly good growth in lending to members of the LO (Norwegian Trade Union Confederation).

(For distribution by sector, see note 5).

Deposits

Customer deposits rose in the last 12 months by NOK 7.0bn (5.2bn) to reach NOK 88.2bn (81.1bn). This represents a growth of 8.7 per cent (6.8 per cent).

  • Personal deposits rose by NOK 3.1bn (2.0bn) or 9.2 per cent (6.3 per cent) to reach NOK 37.2bn.
  • Corporate deposits rose by NOK 3.9bn (3.2bn) or 8.3 per cent (7.2 per cent) to reach NOK 51.0bn.

The deposit-to-loan ratio at SpareBank 1 SMN was 69 per cent (68 per cent), excluding SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt. The deposit-to-loan ratio including SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt was 52 per cent (50 per cent).

(For distribution by sector, see note 9).

Investment products

The customer portfolio of off-balance sheet investment products totalled NOK 10.0bn (9.8bn) as 31 March 2020. Sales have been good, but are counteracted by value changes.

January - March
Saving products, customer portfolio (NOKm) 2020 2019 Change
Equity funds 6.165 5.932 233
Pension products 766 755 11
Active management 3.083 3.147 -64
Total 10.014 9.834 180

Insurance

The bank's insurance portfolio has increased by 11 per cent over the last 12 months. Growth has been satisfactory for non-life and personal insurances alike.

January - March
Insurance, premium volume (NOKm) 2020 2019 Change
Non-life insurance 904 812 92
Personal insurance 379 351 28
Occupational pensions 326 289 37
Total 1.609 1.452 157

Retail Banking

Outstanding loans to retail borrowers total NOK 121bn (113bn) while deposits total NOK 44bn (41bn) as at 31 March 2020. These are loans to and deposits from wage earners, agricultural customers and sole proprietorships.

Retail Banking's operating income totalled NOK 550m (518m) in the first quarter of 2020. Net interest income accounted for NOK 354m (330m) and commission income for NOK 198m (188m). The income growth is mainly due to increased lending and improved margins on deposits. Overall income rose by NOK 32m. Return on capital employed in the retail banking segment was 9.5 per cent (12.7 per cent). Capital employed is regulatory capital of 16.9 per cent, corresponding to the Group's targeted CET1 ratio.

The lending margin in the first quarter of 2020 was 1.63 per cent (1.60 per cent), while the deposit margin was 0.50 per cent (0.46 per cent) measured against three-month NIBOR. The market interest rate in terms of three-month NIBOR was 35 points higher in the first quarter of 2020 than in the same quarter of 2019, even though NIBOR fell substantially in March.

Retail lending and retail deposits grew by 7.3 per cent (7.6 per cent) and 7.9 per cent (7.6 per cent) respectively in the last 12 months.

Lending to retail borrowers consistently carries low risk, as reflected in continued low losses. The loan portfolio is secured by residential property. In the second half of March, the number of mortgage deferred payments increased significantly, and then normalized during April.

Corporate Banking

Outstanding loans to corporates total NOK 41bn (39bn) and deposits total NOK 43bn (39bn) as at 31 March 2020. This is a diversified portfolio of loans to and deposits from corporate borrowers in Trøndelag and in Møre and Romsdal.

Operating income in the corporate segment came to NOK 373m (340m) in the first quarter of 2020. Net interest income was NOK 308m (284m), and commission income and return on financial investments came to NOK 64m (57m). The lending margin was 2.67 per cent (2.69 per cent) and the deposit margin was 0.06 per cent (minus 0.02 per cent) in the first quarter of 2020. Lending rose by 1.2 per cent (1.6 per cent) and deposits rose by 8.2 per cent (6.8 per cent) in the last 12 months.

Net losses in the corporate banking segment total NOK 259m (57m) in the first quarter of 2020. NOK 143m of the losses refers to a single exposure. Also noted are increased provisioning as a result of lower expectations of the Norwegian economy along with a general negative migration in the portfolio. Mortgage payment holidays have been granted. The bank's business customers were granted installment deferrals at a much higher level than usual in March. In April, the number has fallen, but is still at a level that is far above the level in a normal situation.

Return on capital employed for the corporate banking segment was 0.2 per cent (10.9) in the first quarter of 2020. Capital employed is regulatory capital of 15.4 per cent, corresponding to the Group's targeted CET1 ratio.

Subsidiaries

The bank's subsidiaries posted an overall pre-tax profit of NOK 35.5m in the first quarter of 2020 (79.3m).

January - March
Pre-tax profit (NOKm) 2020 2019 Change
EiendomsMegler 1 Midt-Norge 0.0 -0.4 0.4
BN Bolig - -8.6 8.6
SpareBank 1 Finans Midt-Norge 27.3 20.7 6.6
SpareBank 1 Regnskapshuset SMN 46.7 39.6 7.2
Sparebank 1 Markets -15.5 2.2 -17.6
SpareBank 1 SMN Invest -18.8 26.0 -44.8
DeBank -7.5 -4.9 -2.6
Other companies 3.3 4.8 -1.6
Total 35.5 79.3 -43.8

Eiendomsmegler 1 Midt-Norge is the market leader in Trøndelag and in Møre and Romsdal and aims to continue to strengthen its market share. Operating income was NOK 83m in the first quarter of 2020 (83m), while operating expenses were NOK 83m (83m). EiendomsMegler 1 pre-tax profit in the first quarter of 2020, as in the first quarter of 2019, was approximately zero. 1,459 dwelling units were sold in the first quarter of 2020 compared with 1,447 in the same period of 2019. The company's market share as at 31 March 2020 was 36.9 per cent (37.0 per cent).

In collaboration with BN Bank, the company established in 2016 BN Bolig in which EiendomsMegler 1 Midt-Norge and BN Bank each hold a 50 per cent stake. BN Bolig's results did not measure up to expectations, and the company was sold in the fourth quarter of 2019.

SpareBank 1 Finans Midt-Norge delivered a pre-tax profit of NOK 46.7m in the first quarter of 2020 (36.9m). The company has shown good income growth with incomes totalling NOK 76.0m (68.8m). Moderate growth in costs has also been noted, and operating expenses in the first quarter of 2020 totalled NOK 24.4m (21.6m). Losses in the first quarter of 2020 came to NOK 4.9m (7.6m).

The company's business lines are mainly leasing to the SMB market and car loans to retail customers. The company manages leasing and car loan agreements worth a total of NOK 8.7bn (7.8bn), of which leasing agreements account for NOK 3.5bn (3.4bn) and car loans for NOK 5.2bn (4.4bn). The company also offers consumer loans, and at quarter-end this portfolio was worth NOK 216m (272m).

Good growth is noted, in particular for car loans where growth in the last 12 months was 19 per cent. The growth in leasing to the SMB market was 6 per cent. The corona crisis situation as from mid-March is expected to impact the company negatively through lower demand and sales. This will primarily affect the top line. It may, combined with somewhat higher defaults and losses, bring lower profitability.

The Samspar banks in SpareBank 1 held a 27.9 per cent stake in SpareBank 1 Finans Midt-Norge as at 31 December 2019, while Sparebanken Sogn og Fjordane held a stake of 7.5 per cent. SpareBank 1 SMN holds 61.2 per cent of the shares of SpareBank 1 Finans Midt-Norge.

SpareBank 1 Regnskapshuset SMN posted a pre-tax profit of NOK 27.3m (20.7m) in the first quarter of 2020, thereby achieving a profit growth of 32 per cent compared with the same period of 2019. Operating income increased to NOK 156.3m, a growth of 11.7 per cent comprising 2.5 per cent organic growth and 9.2 per cent growth resulting from acquisitions.

The strong profit growth is mainly ascribable to the following:

  • Initiated efficiency projects have contributed to increased operating income per FTE (the proportion of staff costs down from 70.7 per cent to 68.9 per cent)
  • A continued strong focus on costs has contributed to a significant reduction in operating expenses (the proportion of operating expenses down from 11.2 per cent to 10.5 per cent)

With 12 per cent growth from the first quarter of 2019, the company has expanded its market position to 25 per cent, an increase of more than 2 percentage points over the last 12 months. This is calculated as the company's proportion of the accounting industry's overall turnover in Trøndelag, Møre and Romsdal and Gudbrandsdal.

The company can thus point to significantly higher growth and profitability than the industry average. In addition, the company is well underway on creating new income flows beyond the traditional accounting industry.

The company is maintaining approximately the same activity level as prior to the coronavirus outbreak and no so significant long-term effects of the outbreak are expected. The company's ambitions of continued strong growth stand firm.

SpareBank 1 SMN Invest invests in shares, mainly in regional businesses. The company posted a negative pre-tax result of NOK 18.8m in the first quarter of 2020 (profit of 26.0m).

The company holds shares worth NOK 405m (447m) as at 31 March 2020.

Value changes and realisation of losses or gains on the company's overall shareholding account for a net loss of NOK 17.4m of the company's net total income.

SpareBank 1 Markets is a subsidiary of SpareBank 1 SMN which holds a 66.7 per cent stake. Other owners are SpareBank 1 Nord-Norge, SpareBank 1 SR Bank, SpareBank 1 Østlandet and the SamSpar banks. SpareBank 1 Markets is headquartered in Oslo and has offices in Trondheim, Ålesund and Stavanger. It has 151 full time equivalents.

SpareBank 1 Markets wholly owns SpareBank 1 Kapitalforvaltning. The company is at centre-stage of SpareBank 1 Markets' focus on asset management with aggregate total assets of NOK 17bn. The company has a staff of 17.

SpareBank 1 Markets' consolidated pre-tax result for the first quarter of 2020 was a loss of NOK 15.5m (profit of 2.2m). First-quarter incomes reflect effects of the coronavirus. Incomes from investment banking and own account trading have fallen, at the same time as incomes from secondary equity market trading and currency trading rose sharply. SpareBank 1 Kapitalforvaltning also shows lower commission earnings after the stock exchange fall. Overall income including SpareBank 1 Kapitalforvaltning came to NOK 105m (144m).

SpareBank 1 Markets is the leading capital market unit in SpareBank 1 SMN's market area. SpareBank 1 Markets' main focus is on clients in regard to which the group itself has a strong competitive position alone or in conjunction with the parent banks.

SpareBank 1 SMN Spire Finans (formerly DeBank)

SpareBank 1 SMN holds 100 per cent of the shares of SpareBank 1 SMN Spire Finans. SpareBank 1 SMN Spire Finans caters specifically to small and medium-sized businesses that specialise in factoring. SpareBank 1 SMN Spire Finans is headquartered in Trondheim and has 19 employees. As at 31 March 2020 the company had loanable capital of NOK 76m, operating income of NOK 3.7m and a pre-tax result in 2019 of minus NOK 7.5m (minus 4.9m). SpareBank 1 SMN Spire Finans will operate as a subsidiary of SpareBank 1 SMN. SpareBank 1 SMN is increasing its focus on small and medium-sized businesses and will strengthen its offering in the factoring field through this acquisition.

Satisfactory funding and good liquidity

The bank has a conservative liquidity strategy. The strategy attaches importance to maintaining liquidity reserves that ensure the bank's ability to survive 12 months of ordinary operation without need of fresh external funding.

At the turn of the quarter the bank has liquidity reserves of NOK 30bn and the funding needed for 26 months of ordinary operation without fresh external finance. In the first quarter of 2020 a loss of NOK 104m was recorded on the liquidity portfolio as a result of increased credit margins.

The government authorities require all credit institutions to maintain sufficient liquidity buffers to withstand periods of limited access to market funding. The liquidity coverage ratio (LCR) measures the size of banks' liquid assets relative to net liquidity outflow 30 days ahead given a stressed situation.

The LCR is calculated at 182 per cent as at 31 March 2020 (180 per cent). The requirement is 100 per cent.

The Group's deposit-to-loan ratio at 31 March 2020, including SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt, was 50 per cent (50 per cent).

The bank's funding sources and products are amply diversified. As at end-March 2020 the proportion of the bank's overall money market funding in excess of one year's maturity was 89 per cent (89 per cent).

SpareBank 1 Boligkreditt is the bank's most important funding source, and mortgages totalling NOK 39bn (36bn) had been sold as at 31 March 2020.

SpareBank 1 SMN has established and published a framework for green bond issuance. The framework is approved by the rating agency Sustainalytics.

Rating

The bank has a rating of A1 (stable outlook) with Moody's and a rating of A- (negative outlook) with Fitch Ratings.

Financial soundness

As of 31 March 2020 the countercyclical buffer was lowered from 2.5 per cent to 1 per cent, bringing the CET1 requirement down to 11 per cent, including combined buffer requirements. Taking into account a Pillar 2 requirement of 1.9 per cent, the overall government requirement is 12.9 per cent. The add-on refers mainly to owner risk, market risk and credit concentration risk. The add-on is subject to review by Finanstilsynet (Norway's FSA) every second year.

SpareBank 1 SMN aims for a management buffer of about 1 per cent over and above the combined Pillar 1 and Pillar 2 requirements with a view to absorbing fluctuations in risk weighted assets and in the group's financial results. The Ministry of Finance has announced that the systemic risk buffer for IRB banks is to increase by 1.5 per cent to 4.5 per cent with effect from 31 December 2020. The CET1 ratio requirement will accordingly rise to 14.4 per cent at end-2020, and to 15.4 per cent including the management buffer. Any increase of the countercyclical buffer requires a notice period of at least 12 months. In the current situation the board of directors considers the likelihood of an increase of the countercyclical buffer to be low.

The CET1 ratio at 31 March 2020 was 16.3 per cent (14.8 per cent) – in keeping with the targeted level. The authorities' CET1 ratio requirement is 14.4 per cent.

The CET1 ratio has fallen by 0.8 per cent in the first quarter. The changed distribution of the net profit for 2019 has strengthened CET1 capital by 0.3 per cent. In the CET1 calculation, the entire net profit for the first quarter is included. Risk weighted assets have increased by 7 per cent as of 31 March 2020. A significant portion of the growth, about 4 per cent, relates to higher market values of derivative positions, along with an increase in capital needed to cover CVA risk on the same positions.

A leverage ratio of 6.9 per cent (7.4 per cent) shows that the bank is financially very solid. The bank will continue to focus on capital efficiency and effectiveness with a view to strengthening its profitability and financial soundness.

The bank's equity certificate (MING)

The book value of the equity certificate (EC) at 31 March 2020 was NOK 86.85 (83.86), and earnings per EC were NOK 1.26 (5.02).

The Price / Income ratio was 13.46 (4.35) and the Price / Book ratio was 0.78 (1.04).

At quarter-end the EC was priced at NOK 67.60, and dividend of NOK 5.00 per EC has been paid in 2020 for the year 2019.

Transfer of personal insurance products from SpareBank 1 Forsikring to Fremtind Livsforsikring

The demerger of personal risk products as of 1 January 2020 has brought an increase in equity capital for SpareBank 1 Gruppen at consolidated level. The majority's (the SpareBank 1 banks and the Trade Union Confederation (LO)) share of this increase is about NOK 1.7bn. SpareBank 1 SMN's share of the increase (19.5 per cent) amounts to NOK 340m and has been taken to income in the first quarter of 2020.

SpareBank 1 Gruppen (parent company) has made a tax-free gain of NOK 937m as a result of this demerger. SpareBank 1 Gruppen's basis for dividend payments increases by the same margin as this gain. SpareBank 1 Gruppen's share of any future dividend of NOK 937m (19.5 per cent) amounts to NOK 183m.

Due to the circumstances related to the coronavirus situation, DNB chose not to exercise the option expiring on 31 March 2020 to increase its stake in Fremtind Forsikring from 35 per cent to 40 per cent.

DNB states that it is pleased with the collaboration and with the progress of Fremtind Forsikring, and is of a mind to expand its ownership interest in the longer term.

Risk factors

Growth prospects for the global economy are considerably impaired due to the coronavirus pandemic. The infection protection measures introduced in a number of countries have led to lockdown of community life and jobs and consequent reduction of economic activity levels. The uncertainties have brought a significant fall in stock market values, which affected the group's financial performance both directly and indirectly in the first quarter of 2020.

There is much uncertainty regarding the likely depth of the crisis and its duration, and macroeconomic estimates vary widely. Most observers expect a sharp economic setback in the current year before growth gradually resumes towards the end of 2020 and in 2021. Fear of new waves of infection, increased saving rates and changes in consumer patterns could contribute to damping the upturn. The IMF expects activity levels to fall by 6 per cent in the current year, and to recover by 4.5 per cent in 2021.

In addition to the impact of the infection protection measures, the substantial fall in oil prices has strengthened the negative effects for the Norwegian economy. Norges Bank has lowered its key policy rate to 0.25 per cent, and the krone exchange rate has depreciated markedly. Unemployment in Norway has risen to just over 10 per cent. When businesses in Norges Bank's regional network were interviewed in April, more than one third of them reported impaired growth prospects as a result of the coronavirus outbreak, the measures taken to curb the spread of the disease and the oil price fall. While the damaging economic effects of the virus outbreak and the infection protection measures are counteracted by very wide-ranging support arrangements and expansionary monetary policies, they will be very large nonetheless. Statistics Norway expects Norway's very strong financial position to provide the government with unique opportunities to put in place compensatory measures. That will help to dampen the negative impacts.

The regional economy is also heavily marked by the negative effects of the infection protection measures taken. Unemployment in Trøndelag and in Møre and Romsdal stands at just over 9 per cent, and house prices fell in the month of March. SpareBank 1 SMN's corporate expectations barometer as of March 2020 shows a steep change of sentiment throughout Central Norway with 75 per cent of business leaders fearing negative consequences of the corona crisis.

The marked decline in activity levels has also led to increased uncertainty and impaired profitability among portions of SMN's clients. The bank's advisers are in close dialogue with clients, and have surveyed the

volume of exposed businesses. Instruments employed are primarily mortgage payment holidays and provision of loans backed by state guarantee. SpareBank 1 SMN has a robust loan portfolio of which 69 per cent consists of loans to retail borrowers. About NOK 8bn of the loans to corporates relate to industries that are hard hit by the infection protection measures and the low oil price.

Outlook

The corona crisis and low oil price creates considerable uncertainty as regards developments ahead. The group assumes and expects that activity levels will gradually normalise over the course of the year. The impact of the infection protection measures, both in Norway and in the world at large, will nonetheless have negative consequences for the Norwegian economy in the years immediately ahead. The group expects unemployment to remain at a higher level going forward. Combined with an expectation of lower wage growth, and the risk of negative growth in real wages, the bank considers house prices ahead to be a matter of increased uncertainty. This could affect credit demand. The bank monitors the situation in the credit markets carefully and is able to adapt the business to different scenarios.

The group's write-down assessments incorporate a gradual normalisation in most sectors, but a somewhat weaker trend in the baseline scenario than under the assumptions employed at the end of the fourth quarter of 2019. Good compensation schemes from the authorities will dampen the consequenses. The situation in the offshore industry is negatively impacted by low oil prices and continues to call for a separate loss assessment for that industry.

The board of directors recommended reducing the payout ratio from 53.4 per cent to 41.2 per cent when the annual profit for 2019 is distributed, in light of the uncertain macroeconomic situation. The changed distribution reflects a good balance between the need for stability and predictability for the bank's shareholders and investors, and the corporate social responsibility that the group has towards its customers and local communities.

At the end of the first quarter of 2020 the group's CET1 ratio stands at 16.3 per cent, compared with the regulatory requirement of 12.9 per cent. This represents a substantial buffer. The Ministry of Finance reduced the countercyclical buffer from 2.5 per cent 1 per cent as from 13 March 2020.

The group's funding situation is good, with an LCR of 182 per cent and an NSFR of 123 per cent. The bank has ample access to funding via SpareBank 1 Boligkreditt, and will base its choice of funding source on funding costs.

The group's capital situation, and its good liquidity situation, mean that the bank is well prepared to help viable customers through the crisis, and SpareBank 1 SMN is well placed to strengthen its market position and create financial value for its shareholders and investors. A profitability enhancement project has been established under the name "One SMN" which is designed to expand synergies between the groups' business lines, digitalisation, process efficiencies and general cost reductions.

The board of directors considers the level of uncertainty to be higher than at the end of 2019. The board expects 2020 to be a demanding year bringing increased credit losses and low demand for credit. Further, lower earnings are expected in parts of the group along with lower operating expenses due to reduced activity levels and measures prompted by "One SMN".

The group is conscious of its central role as an important social actor in the region, and accordingly chooses to devote large parts of its social dividend to support the voluntary sector within the region.

1st Quarter 2019

Trondheim, 7. May 2020 The Board of Directors of SpareBank 1 SMN

Kjell Bjordal Bård Benum Christian Stav (chair) (deputy chair)

Mette Kamsvåg Morten Loktu Janne Thyø Thomsen

Tonje Eskeland Foss Inge Lindseth Christina Straub

(employee rep.) (employee rep.)

Jan-Frode Janson (Group CEO)

Income statement

Parent bank Group
Jan-March Jan-March
2019 2019 2020 (NOKm) Note 2020 2019 2019
3,732 867 1,002 Interest income effective interest method 1,102 961 4,121
509 115 149 Other interest income 148 114 505
1,916 421 533 Interest expenses 540 426 1,939
2,325 562 618 Net interest 10 710 649 2,687
1,127 262 286 Commission income 349 329 1,437
95 18 25 Commission expenses 50 40 193
30 7 9 Other operating income 271 262 1,046
1,061 250 270 Commission income and other income 570 551 2,290
884 335 76 Dividends 8 2 15
- - - Income from investment in related companies 3 217 555 879
54 88 -139 Net return on financial investments 3 -124 169 307
937 423 -62 Net return on financial investments 101 727 1,201
4,324 1,235 826 Total income 1,381 1,926 6,178
614 162 176 Staff costs 443 447 1,699
750 171 191 Other operating expenses 273 257 1,098
1,364 333 367 Total operating expenses 11 716 704 2,797
2,960 902 459 Result before losses 665 1,223 3,380
245 60 302 Loss on loans, guarantees etc. 6,7 308 67 299
2,715 842 157 Result before tax 3 357 1,155 3,081
452 96 51 Tax charge 67 109 518
- - - Result investment held for sale, after tax 2, 3 0 0 0
2,263 747 106 Net profit 290 1,046 2,563
47 19 23 Attributable to additional Tier 1 Capital holders 24 19 49
1,417 465 53 Attributable to Equity capital certificate holders 162 650 1,572
799 262 30 Attributable to the saving bank reserve 91 367 886
Attributable to non-controlling interests 12 10 56
2,263 747 106 Net profit 290 1,046 2,563
Profit/diluted profit per ECC 17 1.26 5.02 12.14

Other comprehensive income

Parent bank Group
Jan-March Jan-March
2019 2019 2020 (NOKm) 2020 2019 2019
2,263 747 106 Net profit 290 1,046 2,563
Items that will not be reclassified to profit/loss
-33 - -40 Actuarial gains and losses pensions -40 - -33
8 - 10 Tax 10 - 8
- - - Share of other comprehensive income of associates and joint venture 3 1 21
-25 - -30 Total -26 1 -4
Items that will be reclassified to profit/loss
- - - Fair value change on financial assets through other comprehensive income - - -
6 0 3 Value changes on loans measured at fair value 3 0 6
- - - Share of other comprehensive income of associates and joint venture 8 -23 -12
- - - Tax - - -
6 0 3 Total 11 -23 -5
-18 0 -27 Net other comprehensive income -16 -22 -9
2,245 747 79 Total other comprehensive income 274 1,024 2,554
47 19 23 Attributable to additional Tier 1 Capital holders 24 19 49
1,405 466 36 Attributable to Equity capital certificate holders 152 636 1,566
792 262 20 Attributable to the saving bank reserve 86 359 883
Attributable to non-controlling interests 12 10 56
2,245 747 79 Total other comprehensive Income 274 1,024 2,554

Balance sheet

Parent bank Group
31 Dec 31 March 31 March 31 March 31 March 31 Dec
2019 2019 2020 (NOKm) Note 2020 2019 2019
761 647 5,848 Cash and receivables from central banks 5,848 647 761
9,181 14,713 9,408 Deposits with and loans to credit institutions 2,239 8,387 2,110
117,033 111,949 117,784 Net loans to and receivables from customers 5 126,128 119,285 125,279
23,195 20,885 27,473 Fixed-income CDs and bonds 15 27,395 20,806 23,115
2,872 3,008 11,379 Derivatives 15 11,757 3,181 2,972
355 359 358 Shares, units and other equity interests 15 1,437 2,015 2,953
4,526 4,399 4,525 Investment in related companies 6,652 6,386 6,468
2,309 2,630 2,362 Investment in group companies - - -
82 82 82 Investment held for sale 2 40 42 40
512 525 507 Intangible assets 876 846 872
1,241 1,647 1,654 Other assets 12 2,810 3,047 2,092
162,066 160,844 181,379 Total assets 185,182 164,641 166,662
7,585 10,667 12,740 Deposits from credit institutions 13,150 11,601 8,853
86,870 82,195 89,007 Deposits from and debt to customers 9 88,152 81,111 85,917
43,014 43,172 49,303 Debt created by issue of securities 14 49,303 43,172 43,014
3,159 3,069 7,932 Derivatives 15 8,004 3,178 3,528
1,570 3,408 3,503 Other liabilities 13 4,900 4,632 2,841
- - - Investment held for sale 2 1 0 0
2,047 2,229 2,026 Subordinated loan capital 14 2,071 2,273 2,090
144,245 144,741 164,513 Total liabilities 165,582 145,968 146,243
2,597 2,597 2,597 Equity capital certificates 2,597 2,597 2,597
-0 -0 -0 Own holding of ECCs -12 -9 -11
895 895 895 Premium fund 895 895 895
6,144 5,602 6,338 Dividend equalisation fund 6,311 5,580 6,123
840 - - Recommended dividends - - 840
474 - - Provision for gifts - - 474
5,432 5,126 5,541 Ownerless capital 5,541 5,126 5,432
189 155 189 Unrealised gains reserve 189 155 189
- 0 -27 Other equity capital 1,760 1,595 1,827
1,250 981 1,227 Additional Tier 1 Capital 1,268 1,023 1,293
- 747 106 Profit for the period 290 1,046 -
Non-controlling interests 760 665 761
17,822 16,103 16,866 Total equity capital 19,600 18,673 20,420
162,066 160,844 181,379 Total liabilities and equity 185,182 164,641 166,662

Cash flow statement

Parent bank Group
Jan-March Jan-March
2019 2019 2020 (NOKm) 2020 2019 2019
2,263 747 106 Net profit 290 1,046 2,563
109 29 109 Depreciations and write-downs on fixed assets 172 46 172
245 60 302 Losses on loans and guarantees 308 67 299
2,617 836 517 Net cash increase from ordinary operations 770 1,160 3,035
869 348 -8,936 Decrease/(increase) other receivables -9,527 179 1,235
-96 1,653 6,707 Increase/(decrease) short term debt 6,537 2,158 716
-4,613 650 -1,051 Decrease/(increase) loans to customers -1,155 376 -5,843
1,998 -3,534 -227 Decrease/(increase) loans credit institutions -129 -3,313 2,964
5,422 747 2,137 Increase/(decrease) deposits to customers 2,235 496 5,302
-960 2,122 5,155 Increase/(decrease) debt to credit institutions 4,297 2,387 -361
-2,766 -457 -4,278 Increase/(decrease) in short term investments -4,281 -458 -2,766
2,471 2,365 24 A) Net cash flow from operations -1,252 2,985 4,280
-66 -378 270 Increase in tangible fixed assets 414 -641 -120
84 -110 -52 Paid-up capital, associated companies -229 -271 -312
36 32 -2 Net investments in long-term shares and partnerships 1,516 -143 -1,080
54 -456 216 B) Net cash flow from investments 1,701 -1,055 -1,512
-177 5 -21 Increase/(decrease) in subordinated loan capital -19 5 -177
1 -0 -0 Increase/(decrease) in equity -2 -20 -33
-661 -661 -647 Dividend cleared -647 -661 -661
-373 -373 -364 Disbursed from gift fund -364 -373 -373
203 -19 -23 Increase/(decrease) in Additional Tier 1 capital -24 -19 201
-1,639 -1,097 5,902 Increase/(decrease) in other long term loans 5,694 -1,097 -1,846
-2,646 -2,145 4,847 C) Net cash flow from financial activities 4,638 -2,166 -2,890
-121 -236 5,086 A) + B) + C) Net changes in cash and cash equivalents 5,086 -236 -121
883 883 761 Cash and cash equivalents at 1.1 761 883 883
761 647 5,848 Cash and cash equivalents at end of quarter 5,848 647 761
-121 -236 5,086 Net changes in cash and cash equivalents 5,086 -236 -121

Change in equity

Parent Bank Issued equity Earned equity
(NOKm) EC
capital
Premium
fund
Ownerless
capital
Equalisation
fund
Dividend
and gifts
Unrealised
gains
reserve
Other
equity
Additional
Tier 1
Capital
Total
equity
Equity at 1 January 2019
Net profit
2,597
-
895
-
5,126
-
5,602
-
1,034
-
155
-
-
-
1,000
-
16,409
-
Other comprehensive income
Financial assets through OCI - - - - - - -25 - -25
Actuarial gains (losses),
pensions
- - - - - - -18 - -18
Other comprehensive income - - 313 555 1,314 34 -18 47 2,245
Total other comprehensive
income - - - - - - - - -
Transactions with owners
Dividend declared for 2017 - - - - -373 - - - -373
To be disbursed from gift fund - - - - - - - 250 250
Additional Tier 1 Capital - - - - - - - -47 -47
Buyback Additional Tier 1 Capital
issued
-0 - - -0 - - - - -0
Interest payments additional Tier
1 capital
- - -7 -12 - - 18 - -1
Purchase and sale of own ECCs -0 - -7 -12 -1,034 - 18 203 -832
Direct recognitions in equity 2,597 895 5,432 6,144 1,314 189 - 1,250 17,822
Total transactions with owners - - - - - - - - -
Equity at 31 December 2019 2,597 895 5,432 6,144 1,314 189 - 1,250 17,822
Issued equity Earned equity
(NOKm) EC
capital
Premium
fund
Ownerless
capital
Equalisation
fund
Dividend
and gifts
Unrealised
gains
reserve
Other
equity
Additional
Tier 1
Capital
Total
equity
Equity at 1 January 2020 2,597 895 5,432 6,144 1,314 189 - 1,250 17,822
Net profit - - - - - - 106 - 106
Other comprehensive income
Value changes on loans
measured at fair value - - - - - - 3 - 3
Actuarial gains (losses), pensions - - - - - - -30 - -30
Other comprehensive income - - - - - - -27 - -27
Total other comprehensive
income - - - - - 79 - 79
Transactions with owners
Dividend declared for 2019 - - - 194 -840 - - - -647
To be disbursed from gift fund - - 109 - -474 - - - -364
Additional Tier 1 Capital - - - - - - - - -
Interest payments additional Tier
1 capital - - - - - - - -23 -23
Purchase and sale of own ECCs -0 - - -0 - - - - -0
Direct recognitions in equity - - - - - - -
Total transactions with owners -0 - 109 194 -1,314 - - -23 -1,034
Equity at 31 March 2020 2,597 895 5,541 6,338 - 189 79 1,227 16,866

1st Quarter 2019

Attributable to parent company equity holders
Group Issued equity Earned equity
Unrealised Additional
EC Premium Ownerless Equalisation Dividend gains Other Tier 1 Non-controlling Total
(NOKm) capital fund capital fund and gifts reserve equity Capital interests equity
Equity at 1
January 2019 2,592 895 5,126 5,594 1,034 155 1,608 1,043 637 18,686
Net profit - - 313 555 1,314 34 242 49 56 2,563
Other
comprehensive
income
Share of other
comprehensive
income of
associates and
joint ventures - - - - - - 9 - - 9
Value changes on
loans measured at
fair value - - - - - - 6 - - 6
Actuarial gains
(losses), pensions - - - - - - -25 - - -25
Other
comprehensive
income - - - - - - -9 - - -9
Total other
comprehensive
income - - 313 555 1,314 34 232 49 56 2,554
Transactions
with owners
Dividend declared
for 2018 - - - - -661 - - - - -661
To be disbursed
from gift fund - - - - -373 - - - - -373
Additional Tier 1
Capital issued - - - - - - - 250 - 250
Buyback
Additional Tier 1
Capital issued - - - - - - - - - -
Interest payments
additional Tier 1
capital - - - - - - - -49 - -49
Purchase and
sale of own ECCs
-0 - - -0 - - - - - -0
Own ECC held by
SB1 Markets*)
-6 - - -14 - - -12 - - -33
Direct
recognitions in
equity - - -7 -12 - - 22 - - 3
Share of other
transactions from
associates and
joint ventures - - - - - - -24 - - -24
Change in
non-controlling
interests - - - - - - - - 67 67
Total
transactions with
owners -6 - -7 -27 -1,034 - -14 201 67 -820
Equity at 31
December 2019 2,586 895 5,432 6,123 1,314 189 1,827 1,293 761 20,420

*) Holding of own equity certificates as part of SpareBank 1 Markets' trading activity

Attributable to parent company equity holders
Issued equity Earned equity
(NOKm) EC
capital
Premium
fund
Ownerless
capital
Equalisation
fund
Dividend
and gifts
Unrealised
gains
reserve
Other
equity
Additional
Tier 1
Capital
Non-controlling
interests
Total
equity
Equity at 1
January 2020 2,586 895 5,432 6,123 1,314 189 1,827 1,293 761 20,420
Net profit
Other
comprehensive
income
- - - - - - 278 - 12 290
Share of other
comprehensive
income of
associates and
joint ventures - - - - - - 11 - - 11
Value changes on
loans measured at
fair value
- - - - - - 3 - - 3
Actuarial gains
(losses), pensions - - - - - - -30 - - -30
Other
comprehensive
income
- - - - - - -16 - - -16
Total other
comprehensive
income
- - - - - - 262 - 12 274
Transactions
with owners
Dividend declared
for 2019 - - - 194 -840 - - - - -647
To be disbursed
from gift fund
- - 109 - -474 - - - - -364
Additional Tier 1
capital issued
- - - - - - - - - -
Buyback
additional Tier 1
Capital issued
- - - - - - - - - -
Interest payments
additional Tier 1
capital
Purchase and
- - - - - - - -24 - -24
sale of own ECCs
Own ECC held by
-0 - - -0 - - - - - -0
SB1 Markets*)
Direct
-2 - - -6 - - 5 - - -2
recognitions in
equity
Share of other
- - - - -4 - - -4
transactions from
associates and
joint ventures
- - - - - - -40 - - -40
Change in
non-controlling
interests - - - - - - - - -13 -13
Total
transactions with
owners
-2 - 109 188 -1,314 - -39 -24 -13 -1,094
Equity at 31
March 2020
2,584 895 5,541 6,311 - 189 2,050 1,268 760 19,600

*) Holding of own equity certificates as part of SpareBank 1 Markets' trading activity

Note 1 - Accounting principles 28
Note 2 - Critical estimates and assessment concerning the use of accounting principles 29
Note 3 - Account by business line 31
Note 4 - Capital adequacy 34
Note 5 - Distribution of loans by sector/industry 36
Note 6 - Losses on loans and guarantees 37
Note 7 - Losses 38
Note 8 - Gross Loans 41
Note 9 - Distribution of customer deposits by sector/industry 43
Note 10 - Net interest income 44
Note 11 - Operating expenses 45
Note 12 - Other assets 46
Note 13 - Other liabilities 47
Note 14 - Debt created by issue of securities and subordinated debt 48
Note 15 - Measurement of fair value of financial instruments 49
Note 16 - Liquidity risk 52
Note 17 - Earnings per EC 53

Note 1 - Accounting principles

Accounting principles

SpareBank 1 SMN prepares and presents its quarterly accounts in compliance with the Stock Exchange Regulations, Stock Exchange Rules and International Financial Reporting Standards (IFRS) approved by EU, including IAS 34, Interim Financial Reporting. The quarterly accounts do not include all the information required in a complete set of annual financial statements and should be read in conjunction with the annual accounts for 2019. The Group has in this quarterly report used the same accounting principles and calculation methods as in the latest annual report and accounts.

Revised distribution of profit for 2019

The Board of Directors of SpareBank 1 SMN has decided to change its distribution of profit for 2019 based on the economic outlook, reducing the payout ratio from 53.5% to 41.2%. New dividend is NOK 5.00 per equity certificate, down from NOK 6.50 in the annual accounts for 2019. The annual accounts for 2019 were not changed to reflect this. Comparable figures for 2019 has not been restated in the quarterly report, but the effect on the solvency of the changed allocation is shown in note 4

Note 2 - Critical estimates and assessment concerning the use of accounting principles

When it prepares the consolidated accounts the management team makes estimates, discretionary assessments and assumptions which influence the application of accounting principles. This accordingly affects recognised amounts for assets, liabilities, revenues and expenses. Last year's annual accounts give a closer explanation of significant estimates and assumptions in Note 3 Critical estimates and assessments concerning the use of accounting principles.

Pensions

Sparebank1 SMN Group has one pension arrangements; defined contribution plan. For a further description of the pension scheme, see note 25 in the 2019 annual report.

The group's pension liabilities are accounted for under IAS 19R. Estimate variances are therefore directly reflected in equity capital and are presented under other comprehensive income. It was decided to terminate the defined benefit scheme at a board meeting on 21 October 2016. Employees on this scheme transferred to the defined contribution scheme from 1 January 2017, and received a paid-up policy showing rights accumulated under the defined benefit scheme. Paid-up policies are managed by the pension fund, which has been a paid-up pension fund as from 1 January 2017. A framework agreement has been established between SpareBank 1 SMN and the pension fund which covers funding, asset management etc. In view of the responsibility still held by SpareBank 1 SMN, future liabilities will need to be incorporated in the accounts. The board of the pension fund is required to be composed of representatives from the Group and participants in the pension schemes in accordance with the articles of association of the pension fund.

A new calculation of the Group's pension liabilities has been carried out as per 31 March 2020:

Actuarial assumptions 31 Dec 2019 1 January 2019 31 March 2020
Discount rate 2,30 % 2,30 % 1,70 %
Expected rate of return on plan assets 2,30 % 2,30 % 1,70 %
Expected future wage and salary growth 2,00 % 2,00 % 2,00 %
Expected adjustment on basic amount (G) 2,00 % 2,00 % 2,00 %
Expected increase in current pension 0,00 % 0,00 % 0,00 %
Employers contribution 19,10 % 19,10 % 19,10 %
Demographic assumptions:
Mortality base table K2013 BE
Disability IR73
Voluntary exit 2% to 50 years, 0% after 50 years
Movement in net pension liability in the balance sheet Group (NOKm) Funded Unfunded Total
Net pension liability in the balance sheet 1.1 -148 16 -132
OCI accounting 1 Jan - - -
OCI accounting 31 December 40 0 40
Net defined-benefit costs in profit and loss account -1 0 -1
Paid in pension premium, defined-benefit schemes - - -
Paid in pension premium, defined-benefit plan - -1 -1
Net pension liability in the balance sheet 31 March 2020 -109 16 -94
Net pension liability in the balance sheet Group (NOKm) 31 March 2019 31 Dec 2019
Net present value of pension liabilities in funded schemes 659 608
Estimated value of pension assets -756 -743
Net pension liability in the balance sheet before employer's contribution -96 -135
Employers contribution 2 3
Net pension liability in the balance sheet -94 -132
Pension cost Group (NOKm) 31 March 2019 31 Dec 2019
Present value of pension accumulated in the year 0 0
Net interest income -1 -4
Net pension cost related to defined plans, incl unfunded pension commitment -1 -4
Empolyer's contribution subject to accrual accounting 0 0
Cost of defined contribution pension and early retirement pension scheme 26 108
Total pension cost for the period 25 105

Investment held for sale

SpareBank 1 SMN's strategy is that ownership duse to defaulted exposures should at the outset be of brief duration, normally not longer than one year. Investments are recorded at fair value in the Parent Bank's accounts, and is classified as investment held for sale.

2020 Q1 (NOKm) Assets Liabilities Revenue Expenses Profit Ownership
Mavi XV AS Group 40 1 1 1 - 100 %
Total Held for sale 40 1 1 1 -

Losses on loans and guarantees

For a detailed description of the Bank's model for expected credit losses, refer to note 2 and 3 in the annual accounts for 2019.

In the first quarter 2020 the input in the credit loss model have been changed a result of changed expectations due to the corona situation.The crisis and the significant increase in macroeconomic uncertainty have made the assessments extra demanding. The crisis is in early stages and the consequences for the bank's customers and the industries the bank are exposed to are difficult to estimate. The regulators have emphasized the importance of focusing on the expected long-term effects of the crisis and this has also been the bank's focus.

The bank have chosen to leave the scenario weights unchanged in the assessments this quarter, but have changed the assumptions for the base scenario in a negative direction. The reason is that the probability of the defined downside scenarios occurring is considered to be virtually unchanged, while there is little doubt that the most likely scenario is weaker compared to the previous quarter.

The development in the base scenario is prepared using adjustment factors where the development in the business cycle is projected by assumptions about how much the probability of default (PD) or loss of default (LGD) will increase or decrease compared to the base scenario in a five-year period. We expect increased losses related to debtors that have a demanding starting point before the crisis typically debtors in stage 2. The bank has therefore chosen to increase the trajectories for PD and LGD as well as reduce expected repayments in the base scenario, especially from year 2 onwards, since this will affect expected losses mainly for debtors in stage 2. To adjust for migration into stage 2, PD and LGD estimates are also increased in the first year. No first year repayments are assumed for all portfolios in all scenarios.The effect of changes in input assumptions is shown as "Effect of changed assumptions in ECL model" in note 7. The effect is NOK 80 million.

Sensitivity

If the downside scenario's probability were doubled at the expense of the baseline scenario at the end of march 2020, this would have entailed an increase in loss provisions of NOK 80 million for the parent bank and NOK 103 million for the group. A corresponding doubling of the upside scenario's probability at the expense of the baseline scenario would have entailed a reduction in loss provisions of NOK 28 million for the parent bank and NOK 30 million for the group.

2020 Q1

(mill. kr)
Portfolio Increase in accrual for
losses when probability
for worst case is double
Increase in accrual for
losses when probability for
worst case is 100 percent
Reduction in accrual for
losses when probability
for best case is double
Reduction in accrual for
losses when probability for
best case is 100 percent
Retail Market 24 224 -7 -87
Corporate
excl.
Agriculture
and offshore 28 260 -9 -107
Agriculture 5 33 -2 -20
Offshore 22 138 -11 -84
Total Parent
Bank
SpareBank 1
80 655 -28 -297
Finans
Midt-Norge
23 88 -1 -9
Total Group 103 743 -30 -306

Note 3 - Account by business line

For the subsidiaries the figures refer to the respective company accounts, while for joint ventures incorporated by the equity method the Group's profit share is stated, after tax, as well as book value of the investment at group level.

Group 31 March 2020

SB1 SB1
SB1 EM Finans Regnskapshuset SB1 BN
Profit and loss account (NOKm) RM CM Markets 1 MN SMN Gruppen Bank Uncollated Total
Net interest 301 271 -2 -0 82 0 - - 59 710
Interest from allocated capital 53 38 - - - - - - -91 -
Total interest income 354 308 -2 -0 82 0 - - -32 710
Commission income and other
income 198 54 60 83 19 156 - - -1 570
Net return on financial
investments **) -2 10 45 - - - -115 23 140 101
Total income 550 373 103 83 101 156 -115 23 107 1,381
Total operating expenses 246 113 118 83 49 129 - - -22 716
Ordinary operating profit 304 261 -15 -0 52 27 -115 23 130 665
Loss on loans, guarantees etc. 44 258 - - 5 - - - 1 308
Result before tax including held
for sale 260 3 -15 -0 47 27 -115 23 128 357
Post-tax return on equity*) 9.5 % 0.2 % 5.7 %
Balance
Loans and advances to customers 121,269 41,174 - - 8,957 - - - -629 170,771
Adv. of this sold to SB1
Boligkreditt and SB1
Næringskreditt -42,254 -1,245 - - - - - - -0 -43,498
Allowance for credit losses -157 -930 - - -52 - - - -6 -1,144
Other assets 197 7,932 2,636 301 23 551 1,834 1,449 44,132 59,054
Total assets 79,055 46,931 2,636 301 8,928 551 1,834 1,449 43,497 185,182
Deposits to customers 43,961 42,710 - - - - - - 1,482 88,152
Other liabilities and equity 35,095 4,222 2,636 301 8,928 551 1,834 1,449 42,015 97,030
Total liabilites and equity 79,055 46,931 2,636 301 8,928 551 1,834 1,449 43,497 185,182

Group 31 March 2019

SB1 SB1
SB1 EM Finans Regnskaps SB1 BN
Profit and loss account (NOKm) RM CM Markets 1 MN huset SMN Gruppen Bank Uncollated Total
Net interest 278 247 -4 -0 75 -0 - - 52 649
Interest from allocated capital 52 36 - - - - - - -88 -
Total interest income 330 284 -4 -0 75 -0 - - -36 649
Commission income and other
income 188 55 124 115 16 140 - - -85 551
Net return on financial investments
**) 0 2 21 - - - 38 23 643 727
Total income 518 340 140 114 92 140 38 23 522 1,926
Total operating expenses 217 104 138 123 44 119 - - -41 704
Ordinary operating profit 301 236 2 -9 47 21 38 23 564 1,223
Loss on loans, guarantees etc. 6 53 - - 8 - - - - 67
Result before tax including held
for sale 295 183 2 -9 40 21 38 23 564 1,155
Post-tax return on equity*) 12.7 % 10.9% 12.2 %
Balance
Loans and advances to customers 113,040 38,881 - - 7,980 - - - 1,190 161,091
Adv. of this sold to SB1 Boligkreditt
and SB1 Næringskreditt -39,349 -1,642 - - - - - - -0 -40,991
Allowance for credit losses -109 -654 - - -48 - - - -5 -815
Other assets 203 2,886 2,715 993 25 458 1,723 1,263 35,092 45,356
Total assets 73,785 39,471 2,715 993 7,957 458 1,723 1,263 36,277 164,641
Deposits to customers 40,734 39,471 - - - - - - 906 81,111
Other liabilities and equity 33,051 -0 2,715 993 7,957 458 1,723 1,263 35,372 83,530
Total liabilites and equity 73,785 39,471 2,715 993 7,957 458 1,723 1,263 36,277 164,641

Group 31 December 2019

SB 1 SB 1
SB 1 EM Finans Regnskaps SB 1 BN Un
Profit and loss account (NOKm) RM CM Markets 1 MN huset SMN Gruppen Bank collated Total
Net interest 1,160 1,024 -17 -1 313 -0 - - 207 2,687
Interest from allocated capital 211 147 - - - - - - -358 -
Total interest income 1,372 1,171 -17 -1 313 -0 - - -151 2,687
Commission income and other
income 805 205 509 540 73 502 - - -345 2,290
Net return on financial investments **) 0 12 117 - - - 252 107 714 1,201
Total income 2,177 1,388 609 540 386 502 252 107 218 6,178
Total operating expenses 875 410 566 538 184 394 - - -169 2,797
Ordinary operating profit 1,302 978 43 1 202 108 252 107 386 3,380
Loss on loans, guarantees etc. 32 213 - - 52 - - - 2 299
Result before tax including held for
sale 1,279 838 43 1 150 108 252 107 384 3,081
Post-tax return on equity*) 13.1 % 11.7% 13.7 %
Balance
Loans and advances to customers 119,381 40,162 - - 8,897 - - - -663 167,777
Adv. of this sold to SB1 Boligkreditt
and SB1 Næringskreditt -40,122 -1,378 - - - - - - -0 -41,500
Allowance for credit losses -119 -819 - - -56 - - - -4 -998
Other assets 220 5,495 3,669 309 21 527 1,609 1,425 28,109 41,384
Total assets 79,360 43,460 3,669 309 8,861 527 1,609 1,425 27,442 166,662
Deposits to customers 41,639 42,756 - - - - - - 1,522 85,917
Other liabilities and equity 37,721 704 3,669 309 8,861 527 1,609 1,425 25,920 80,745
Total liabilites and equity 79,360 43,460 3,669 309 8,861 527 1,609 1,425 27,442 166,662

*) Calculation of capital employed in Retail Banking and Corporate Banking is based on regulatory capital. This capital is grossed up to 15.4 percent to be in line with the capital plan during the year

**) Specification of net return on financial investments (NOKm) 31 March
2020
31 March
2019
31 Dec
2019
Dividends 8 2 15
Capital gains shares -42 84 120
Gain/(loss) on sertificates and bonds 50 32 -20
Gain/(loss) on derivatives -148 23 132
Gain/(loss) on financial instruments related to hedging -6 -4 -9
Gain/(loss) on other financial instruments at fair value (FVO) -57 10 9
Foreign exchange gain/(loss) 65 9 22
Gain/(loss) om shares and share derivatives at SpareBank 1 Markets 14 15 54
Net return on financial instruments -124 169 307
SpareBank 1 Gruppen -115 38 252
Gain Fremtind Forsikring 340 460 460
SpareBank 1 Boligkreditt -31 14 26
SpareBank 1 Næringskreditt 2 8 21
BN Bank 23 24 113
SpareBank 1 Kredittkort 0 3 13
SpareBank 1 Betaling -2 12 3
Other companies -0 -4 -8
Income from investment in associates and joint ventures 217 555 879
Total net return on financial investments 101 727 1.201
Fair value hedging
Changes in fair value on hedging instrument 359 82 -66
Changes in fair value on hedging item -365 -85 56
Net Gain or Loss from hedge accounting -6 -4 -9

Note 4 - Capital adequacy

SpareBank 1 SMN utilises the Internal Rating Based Approach (IRB) for credit risk. Use of IRB imposes wide-ranging requirements on the bank's organisational set-up, competence, risk models and risk management systems. As from 31 March 2015 the bank has received permission to apply the Advanced IRB Approach to those corporate portfolios that were previously reported under the Basic Indicator Approach.

As of 31 Marc 2020 the capital conservation buffer requirement is 2.5 per cent, the systemic risk requirement is 3.0 per cent and the Norwegian countercyclical buffer is 1.0 per cent. These requirements are additional to the requirement of 4.5 per cent CET1 capital, so that the overall minimum requirement on CET1 capital is 11.0 per cent. In addition the financial supervisory authority has set a Pillar 2 requirement of 1.9 per cent for SpareBank 1 SMN. The total minimum requirement on CET1 capital is accordingly 12.9 per cent.

The Supervisory Board adopted at its meeting on 26 March 2020 a revised proposal for application of the net profit for 2019 entailing an overall reduction of 303 NOK million compared with the original proposal of NOK 1,314 million for distribution as dividends and donations. Historical figures as at 31 December 2019 are not restated, but the effect of the above decision as at 31 December 2019 is shown in the table below.

The EU capital adequacy framework (CRR/CRDIV) was incorporated into Norwegian law with effect from 31 December 2019. The Basel I floor was accordingly removed and an SME rebate introduced. The countercyclical capital buffer was reduced with immediate effect in March 2020 from 2.5 per cent to 1.0 per cent. The systemic risk buffer will rise to 4.5 per cent with effect from 31 December 2020.

The countercyclical buffer is calculated using differentiated rates. For exposures in other countries the countercyclical buffer rate set by the authorities in the country concerned is applied. If that country has not set a rate, the same rate as for exposures in Norway is applied unless the Ministry of Finance sets another rate. For the first quarter of 2020 both the parent bank and the group is below the capital deduction threshold such that the Norwegian rate is applied to all relevant exposures.

The group's hybrid equity and subordinated debt issued under the old rules has now either been redeemed or notice of redemption has been given such that as of the first quarter of 2020 the group has no holdings covered by the transitional provisions.

Parent Bank Group
31 Dec
2019
31 Mar
2019
31 Mar 2020 (NOKm) 31 Mar
2020
31 Mar
2019
31 Dec
2019
17,822 16,103 16,866 Total book equity 19,600 18,673 20,420
Additional Tier 1 capital instruments included in total
-1,250 -981 -1,227 equity -1,268 -1,023 -1,293
-512 -525 -507 Deferred taxes, goodwill and other intangible assets -1,059 -1,073 -1,099
-1,314 - - Deduction for allocated dividends and gifts - - -1,314
- - - Non-controlling interests recognised in other equity
capital
-760 -665 -761
- - - Non-controlling interests eligible for inclusion in CET1
capital
398 392 438
- -747 -106 Net profit -290 -1,046 -
- 237 83 Year-to-date profit included in core capital (0 per cent (50
per cent) pre tax of group profit)
266 537 -
-33 -31 -50 Value adjustments due to requirements for prudent
valuation
-62 -43 -45
-305 -284 -293 Positive value of adjusted expected loss under IRB
Approach
-329 -303 -351
- - - Cash flow hedge reserve 13 5 3
Deduction for common equity Tier 1 capital in significant
-185 -163 -185 investments in financial institutions -353 -333 -168
14,222 13,609 14,582 Common equity Tier 1 capital 16,155 15,122 15,830
1,250 1,000 1,250 Additional Tier 1 capital instruments 1,637 1,377 1,637
Additional Tier 1 capital instruments covered by
275 275 - transitional provisions - 275 275
15,747 14,884 15,832 Tier 1 capital 17,792 16,775 17,742
Supplementary capital in excess of core capital
1,750 1,750 1,750 Subordinated capital 2,240 2,298 2,240
12 184 -0 Subordinated capital covered by transitional provisions -0 184 12
-140 -142 -153 Deduction for significant investments in financial
institutions
-153 -142 -140
1,623 1,792 1,597 Additional Tier 2 capital instruments 2,087 2,340 2,113
17,370 16,676 17,429 Total eligible capital 19,879 19,115 19,854
Minimum requirements subordinated capital
911 962 964 Specialised enterprises 1,153 1,106 1,101
1,139 1,155 1,269 Corporate 1,279 1,161 1,149
1,628 1,515 1,625 Mass market exposure, property 2,310 2,126 2,299
98 95 97 Other mass market 100 97 101
984 1,076 987 Equity investments 1 1 1
4,760 4,802 4,942 Total credit risk IRB 4,842 4,491 4,651
2 2 2 Central government 4 3 3
86 87 101 Covered bonds 152 135 132
419 387 567 Institutions 466 269 282
- - - Local and regional authorities, state-owned enterprises 15 10 5
42 41 30 Corporate 227 251 239
22 73 17 Mass market 474 536 463
9 13 16 Exposures secured on real property 174 211 167
236 231 240 Equity positions 383 365 377
104 91 115 Other assets 150 169 151
918 925 1,088 Total credit risk standardised approach 2,045 1,949 1,818
31 43 47 Debt risk 48 45 34
- - - Equity risk 7 12 15
- - - Currency risk and risk exposure for settlement/delivery 3 3 3
407 387 407 Operational risk 720 654 720
29 28 98 Credit value adjustment risk (CVA) 240 118 115
- - - Transitional arrangements - 929 -
6,145 6,186 6,583 Minimum requirements subordinated capital 7,907 8,200 7,357
76,817 77,327 82,282 Risk weighted assets (RWA) 98,832 102,495 91,956
3,457 3,480 3,703 Minimum requirement on CET1 capital, 4.5 per cent 4,447 4,612 4,138
Capital Buffers
1,920 1,933 2,057 Capital conservation buffer, 2.5 per cent 2,471 2,562 2,299
2,305 2,320 2,468 Systemic rick buffer, 3.0 per cent 2,965 3,075 2,759
1,920 1,547 823 Countercyclical buffer, 1.0 per cent (2.5 and 2.0 per cent) 988 2,050 2,299
6,145 5,800 5,348 Total buffer requirements on CET1 capital 6,424 7,687 7,357
4,620 4,330 5,531 Available CET1 capital after buffer requirements 5,284 2,823 4,335
Capital adequacy
18.5 % 17.6 % 17.7 % Common equity Tier 1 capital ratio 16.3 % 14.8 % 17.2 %
20.5 % 19.2 % 19.2 % Tier 1 capital ratio 18.0 % 16.4 % 19.3 %
22.6 % 21.6 % 21.2 % Capital ratio 20.1 % 18.6 % 21.6 %
Leverage ratio
161,905 156,292 177,198 Balance sheet items 249,366 221,200 230,048
6,830 6,834 7,719 Off-balance sheet items 8,702 8,262 7,897
-851 -840 -1,033 Regulatory adjustments -1,820 -1,600 -1,503
167,885 162,287 183,884 Calculation basis for leverage ratio 256,248 227,862 236,441
15,747 14,884 15,832 Core capital 17,792 16,775 17,742
9.4 % 9.2 % 8.6 % Leverage Ratio 6.9 % 7.4 % 7.5 %
Effect as at 31 December 2019 on the adopted application of net profit, as revised: 31 Dec 2019
Parent Bank Group
Common equity Tier 1 capital 14,525 16,133
Tier 1 capital 16,051 18,045
Total eligible capital 17,673 20,158
Common equity Tier 1 capital ratio 18.9 % 17.5 %
Tier 1 capital ratio 20.9 % 19.6 %
Capital ratio 23.0 % 21.9 %
Leverage Ratio 9.6 % 7.6 %

Note 5 - Distribution of loans by sector/industry

Parent Bank Group
31 Dec
2019
31 March
2019
31 March 2020 (NOKm) 31 March
2020
31 March
2019
31 Dec
2019
13,203 12,327 13,477 Agriculture, forestry, fisheries, hunting 13,853 12,658 13,558
833 866 756 Sea farming industries 1,053 1,176 1,132
2,212 3,148 1,870 Manufacturing 2,255 3,507 2,595
3,157 2,938 3,025 Construction, power and water supply 3,837 3,703 3,970
2,181 2,683 2,266 Retail trade, hotels and restaurants 2,607 3,014 2,517
4,660 4,609 5,177 Maritime sector 5,177 4,609 4,660
14,800 14,840 14,614 Property management 14,689 14,915 14,878
2,445 2,410 2,454 Business services 2,158 2,060 2,146
4,542 4,158 5,546 Transport and other services provision 6,379 4,977 5,409
2 3 6 Public administration 17 15 12
1,890 1,771 1,718 Other sectors 1,742 1,720 1,863
49,926 49,754 50,909 Gross loans in retail market 53,767 52,354 52,740
109,544 103,949 111,460 Wage earners 117,004 108,738 115,036
159,470 153,703 162,369 Gross loans incl. SB1 Boligkreditt /SB1
Næringskreditt
170,771 161,091 167,777
39,833 39,220 41,972 of which SpareBank 1 Boligkreditt 41,972 39,220 39,833
1,667 1,771 1,526 of which SpareBank 1 Næringskreditt 1,526 1,771 1,667
117,970 112,712 118,871 Gross loans in balance sheet 127,272 120,100 126,277
850 717 964 - Loan loss allowance on amortised cost loans 1,019 769 911
87 46 123 - Loan loss allowance on loans at FVOCI 125 46 87
117,033 111,949 117,784 Net loans to and receivables from customers 126,128 119,285 125,279

Note 6 - Losses on loans and guarantees

Parent Bank Jan-March Jan-March Jan - Dec
2020 2019 2019
Losses on loans and guarantees (NOKm) RM CM Total RM CM Total RM CM Total
Change in provision for expected credit losses for the period 44 146 190 6 52 58 28 205 234
Actual loan losses on commitments exceeding provisions made 1 112 112 1 2 3 10 9 19
Recoveries on commitments previously written-off -1 -0 -1 -1 -1 -2 -5 -1 -7
Losses for the period on loans and guarantees
44
302 6 53 60 32 213 245
Group Jan-March Jan-March Jan - Dec
2020 2019 2019
Losses on loans and guarantees (NOKm) RM CM Total RM CM Total RM CM Total
Change in provision for expected credit losses for the period 40 148 188 6 55 61 34 212 246
Actual loan losses on commitments exceeding provisions made 28 115 143 6 3 8 40 22 62
Recoveries on commitments previously written-off -19 -4 -22 -1 -1 -2 -6 -2 -8
Losses for the period on loans and guarantees 49 259 308 11 57 67 68 231 299

Note 7 - Losses

Net
Change in write-offs
Parent Bank (NOKm) 1 Jan 20 provision /recoveries 31 Mar 20
Loans as amortised cost- CM 916 146 -30 1,031
Loans as amortised cost- RM 34 7 -3 39
Loans at fair value over OCI- RM 109 37 - 146
Loans at fair value over OCI- CM 1 -0 - 1
Provision for expected credit losses on loans and guarantees 1,060 190 -33 1,219
Presented as
Provision for loan losses 937 182 -33 1,086
Other debt- provisons 100 6 - 106
Other comprehensive income - fair value adjustment 23 3 - 26
Change in Net write-offs/
Parent Bank (NOKm) 1 Jan 19 provision recoveries 31 Mar 19
Loans as amortised cost- CM 742 50 1 792
Loans as amortised cost- RM 45 17 1 63
Loans at fair value over OCI- RM 75 -12 - 63
Provision for expected credit losses on loans and guarantees 862 55 2 918
Presented as
Provision for loan losses 697 64 2 763
Other debt- provisons 148 -10 - 139
Other comprehensive income - fair value adjustment 17 0 - 17
Net
Parent Bank (NOKm) 1 Jan 19 Change in
provision
write-offs/
recoveries
31 Dec 19
Loans as amortised cost- CM 742 201 -27 916
Loans as amortised cost- RM 45 -6 -5 34
Loans at fair value over OCI- RM 75 34 - 109
Loans at fair value over OCI- CM - 1 - 1
Provision for expected credit losses on loans and guarantees 862 230 -32 1,060
Presented as
Provision for loan losses 697 272 -32 937
Other debt- provisons 148 -48 - 100
Other comprehensive income - fair value adjustment 17 6 - 23
Group (NOKm) 1 Jan 20 Change in
provision
Net
write-offs/
recoveries
31 Mar 20
Loans as amortised cost- CM 948 149 -32 1,065
Loans as amortised cost- RM 63 3 -3 63
Loans at fair value over OCI- RM 109 37 - 146
Loans at fair value over OCI- CM 1 -0 - 1
Provision for expected credit losses on loans and guarantees 1,121 190 -34 1,276
Presented as
Provision for loan losses 998 180 -34 1,144
Other debt- provisons 100 6 - 106
Other comprehensive income - fair value adjustment 23 3 - 26
Group (NOKm) 1 Jan 19 Change in
provision
Net
write-offs/
recoveries
31 Mar 19
Loans as amortised cost- CM 766 57 0 822
Loans as amortised cost- RM 68 17 1 86
Loans at fair value over OCI- RM 75 -12 - 63
Provision for expected credit losses on loans and guarantees 909 62 1 971
Presented as
Provision for loan losses 744 70 1 815
Other debt- provisons 148 -10 - 139
Other comprehensive income - fair value adjustment 17 0 - 17
Group (NOKm) 1 Jan 19 Change in
provision
Net write
offs/
recoveries
31 Dec 19
Loans as amortised cost- CM 766 212 -31 948
Loans as amortised cost- RM 68 0 -5 63
Loans at fair value over OCI- RM 75 34 - 109
Loans at fair value over OCI- CM - 1 - 1
Provision for expected credit losses on loans and guarantees 909 248 -36 1,121
Presented as
Provision for loan losses 744 290 -36 998
Other debt- provisons 148 -48 - 100
Other comprehensive income - fair value adjustment 17 6 - 23
Accrual for losses on loans 31 Mar 20 31 Mar 19 31 Dec 19
Parent Bank (NOKm) Stage1 Stage2 Stage3 Total Stage1 Stage2 Stage3 Total Stage1 Stage2 Stage3 Total
Retail market
Opening balance 25 73 45 143 28 63 29 120 27 62 31 120
Transfer to (from) Stage 1 13 -13 -0 - 10 -10 -0 - 10 - 10 0 -
Transfer to (from) Stage 2 -2 2 -0 - -1 1 -0 - - 2 2 0 -
Transfer to (from) Stage 3 -0 -3 3 - -0 -2 2 - 0 - 3 3 -
Net remeasurement of loss
allowances -15 12 9 6 -6 17 3 14 - 11 24 18 30
Originations or purchases 4 2 0 6 - - - - 13 17 1 31
Derecognitions -2 -6 -1 -10 -3 -6 -0 -10 - 11 - 20 - 1 - 33
Changes due to changed input
assumptions 5 38 - 43 - - - -
Actual loan losses -3 -3 1 1 - - - 5 - 5
Closing balance 28 104 53 185 28 63 36 126 25 73 45 143
Corporate market
Opening balance 66 210 540 816 64 148 383 594 64 148 382 594
Transfer to (from) Stage1 9 -9 -0 - 9 -9 -0 - 19 - 19 0 -
Transfer to (from) Stage2 -4 4 -0 - -1 1 - - - 8 8 - -
Transfer to (from) Stage3 -0 -1 1 - -0 -0 1 - 0 0 1 -
Net remeasurement of loss
allowances -8 33 148 173 -0 28 58 86 - 17 98 185 266
Originations or purchases 14 2 1 17 - - - - 27 20 1 48
Derecognitions -11 -72 -0 -83 -6 -21 -0 -27 - 20 - 43 0 - 63
Changes due to changed input
assumptions 4 30 - 34 - - - -
Actual loan losses - - -30 -30 1 1 - - - 27 - 27
Closing balance 70 197 660 927 64 147 441 654 66 210 541 817
Total accual for loan losses 98 301 713 1,112 92 210 477 780 91 283 586 961

1st Quarter 2019

31 Mar 20 31 Mar 19 31 Dec 19
Group (NOKm) Stage1 Stage2 Stage3 Total Stage1 Stage 2 Stage 3 Total Stage1 Stage 2 Stage3 Total
Retail market
Opening balance 32 84 56 172 34 72 37 143 33 71 39 143
Transfer to (from) Stage
1 14 -14 -0 -0 11 -11 -0 - 12 -11 - -
Transfer to (from) Stage 2 -2 3 -1 0 -1 3 -1 - -2 4 -1 -
Transfer to (from) Stage
3 -0 -4 4 -0 -0 -3 3 - - -3 4 -
Net remeasurement of loss
allowances -16 12 11 8 -7 18 4 15 -14 24 22 32
Originations or purchases 5 2 0 7 5 3 0 8 17 23 3 44
Derecognitions -3 -7 -7 -17 -3 -7 -2 -12 -13 -23 -5 -41
Changes due to changed input
assumptions 5 38 - 43 - - - - - - - -
Actual loan losses - - -3 -3 - - 1 1 - - -5 -5
Closing balance 35 114 61 210 38 74 42 155 32 84 56 172
Corporate market
Opening balance 71 218 557 846 68 152 397 618 70 152 397 619
Transfer to (from) Stage
1 9 -9 -0 - 10 -9 -1 - 20 -20 - -
Transfer to (from) Stage 2 -4 4 -0 - -2 2 -0 - -9 9 - -
Transfer to (from) Stage
3 -0 -1 1 - -0 -1 1 0 - -1 1 -
Net remeasurement of loss
allowances -9 33 151 175 -9 25 57 73 -19 100 188 268
Originations or purchases 14 2 3 20 9 7 0 16 30 21 7 59
Derecognitions -11 -73 -1 -85 -6 -21 -0 -28 -20 -44 -2 -66
Changes due to changed input
assumptions 4 30 - 34 - - - - - - - -
Actual loan losses - - -31 -31 - - -1 -1 - - -31 -31
Closing balance 75 204 680 960 70 156 452 678 71 218 560 849
Total accrual for loan losses 110 318 741 1,170 108 230 494 832 104 302 616 1,021

Accrual for losses on

guarantees and unused credit
lines
31 Mar 20 31 Mar 19 31 Dec 19
Parent bank and Group
(NOKm)
Stage1 Stage2 Stage3 Total Stage1 Stage2 Stage3 Total Stage1 Stage2 Stage3 Total
Opening balance 14 29 57 100 11 47 90 148 11 47 90 148
Provision for credit losses
Transfer to (from) Stage 1 1 -1 -0 - 1 -1 -0 -0 3 -3 -0 0
Transfer to (from) Stage 2 -0 0 - - -0 0 - - -1 1 - -
Transfer to (from) Stage 3 -0 -0 0 - -0 -0 0 0 -0 -0 0 0
Net remeassurement of loss
allowances -3 8 -0 5 -0 2 -10 -8 -2 3 -33 -33
Origination or purchases 2 0 0 3 - - - - 7 1 0 8
Derecognitions -1 -3 -0 -4 -1 -0 -0 -1 -3 -20 -0 -24
Changes due to changed input
assumptions 1 2 - 3 - - - - - - -
Actual loan losses - - - - - -
Closing Balance 14 36 57 106 10 48 81 139 14 29 57 100

Note 8 - Gross Loans

Parent Bank (NOKm) 31 March 2020
Loans subject to impairment
Fixed
interest
Gross loan - Total Stage 1 Stage 2 Stage 3 loans at FV Total
Balance at 1 January 2020 102,235 9,101 1,957 4,677 117,970
Transfer to stage 1 1,482 -1,471 -11 - -
Transfer to stage 2 -1,799 1,872 -73 - -
Transfer to stage 3 -79 -600 679 - -
Net increase/decrease amount excisting loans -1,661 100 61 33 -1,467
New loans 20,231 382 85 89 20,787
Derecognitions -16,994 -852 -98 -362 -18,305
Financial assets with actual loan losses 0 -110 -4 0 -114
Balance at 31 March 2020 103,416 8,421 2,596 4,438 118,871
Parent Bank 31 March 2019
Loans subject to impairment
Gross loan Stage 1 Stage 2 Stage 3 Total
Balance at 1 January 97,458 9,888 1,543 loans at FV
4,467
113,356
Transfer to stage 1 1,571 -1,567 -4 - -0
Transfer to stage 2 -1,148 1,165 -17 - 0
Transfer to stage 3 -10 -238 248 - -
Net increase/decrease amount excisting loans -2,630 5 -1 -28 -2,654
New loans 13,347 292 11 337 13,987
Derecognitions -10,947 -865 -39 -126 -11,977
Balance at 31 March 97,640 8,680 1,741 4,650 112,712
Parent Bank 31 December 2019
Loans subject to impairment
Gross loan - Total Stage 1 Stage 2 Fixed
interest
Stage 3
loans at FV
Total
Balance at 1 January 2019 97,458 9,888 1,543 4,467 113,356
Transfer to stage 1 2,479 -2,438 -41 0 -
Transfer to stage 2 -3,252 3,318 -66 0 -
Transfer to stage 3 -67 -361 429 0 -
Net increase/decrease amount excisting loans -3,481 -213 -28 -133 -3,856
New loans 54,871 1,793 497 1,022 58,184
Derecognitions -45,771 -2,879 -335 -678 -49,665
Financial assets with actual loan losses -2 -6 -41 0 -49
Balance at 31 December 2019 102,235 9,101 1,957 4,677 117,970
Group (NOKm) 31 March 2020
Loans subject to impairment
Fixed
interest
Gross loan - Total Stage 1 Stage 2 Stage 3
loans at FV
Total
Balance at 1 January 2020 109,140 10,350 2,110 4,677 126,277
Transfer to stage 1 1,596 -1,582 -14 - -
Transfer to stage 2 -1,988 2,075 -87 - -
Transfer to stage 3 -98 -649 748 - -
Net increase/decrease amount excisting loans -1,620 87 60 33 -1,440
New loans 21,173 408 85 89 21,756
Derecognitions -17,329 -913 -130 -362 -18,734
Financial assets with actual loan losses -393 -167 -25 - -585
Balance at 31 March 2020 110,480 9,608 2,747 4,438 127,273
Group 31 March 2019
Loans subject to impairment
Gross loan Stage
1
Stage 2 Stage 3 Total
Balance at 1 January 103,494 10,829 1,682 4,467 120,473
Transfer to stage 1 1,571 -1,567 -4 - -
Transfer to stage 2 -1,148 1,165 -17 - -
Transfer to stage 3 -10 -238 248 - -
Net increase/decrease amount excisting loans -2,359 5 -1 -28 -2,382
New loans 13,348 292 11 337 13,988
Derecognitions -10,947 -865 -40 -126 -11,978
Balance at 31 March 103,949 9,622 1,880 4,650 120,100
Group 31 December 2019
Loans subject to impairment
Gross loan - Total Stage 1 Stage 2
Stage 3
Fixed
interest
loans at
FV
Total
Balance at 1 January 2019 103,494 10,829 1,683 4,467 120,473
Transfer to stage 1 2,712 -2,665 -47 0 -
Transfer to stage 2 -3,865 3,953 -88 0 -
Transfer to stage 3 -126 -402 527 0 -
Net increase/decrease amount excisting loans -4,553 -441 -53 -133 -5,180
New loans 58,443 2,164 524 1,022 62,153
Derecognitions -46,963 -3,082 -396 -678 -51,119
Financial assets with actual loan losses -2 -6 -41 - -49
Balance at 31 December 2019 109,140 10,350 2,110 4,677 126,277
Parent Bank Group
31 Dec
2019
31 March
2019
31 March 2020 (NOKm) 31 March
2020
31 March
2019
31 Dec
2019
3,064 3,382 3,578 Agriculture, forestry, fisheries, hunting 3,578 3,382 3,064
645 985 923 Sea farming industries 923 985 645
1,582 1,544 1,525 Manufacturing 1,525 1,544 1,582
3,363 3,200 3,026 Construction, power and water supply 3,026 3,200 3,363
4,197 3,857 3,810 Retail trade, hotels and restaurants 3,810 3,857 4,197
1,059 1,127 295 Maritime sector 295 1,127 1,059
5,027 4,911 5,631 Property management 5,318 4,606 4,718
7,643 6,912 7,633 Business services 7,633 6,912 7,643
8,186 7,487 9,847 Transport and other services provision 9,479 6,979 7,819
13,162 11,680 12,004 Public administration 12,004 11,680 13,162
3,278 3,058 3,545 Other sectors 3,370 2,787 3,001
51,206 48,143 51,817 Total 50,962 47,059 50,253
35,664 34,052 37,190 Wage earners 37,190 34,052 35,664
86,870 82,195 89,007 Total deposits 88,152 81,111 85,917

Note 9 - Distribution of customer deposits by sector/industry

Note 10 - Net interest income

Parent Bank Group
January - March January - March
2019 2019 2020 (NOKm) 2020 2019 2019
Interest Income
246 49 67 Interest income from loans to and claims on central banks and credit
institutions (amortised cost)
22 19 103
1,693 406 430 Interest income from loans to and claims on customers (amortised
cost)
565 517 2,177
1.792 413 505 Interest income from loans to and claims on customers (Fair value
over OCI)
509 418 1.814
134 32 33 Interest income from loans to and claims on customers (Fair value
over Profit and loss)
33 32 134
375 83 116 Interest income from money market instruments, bonds and other
fixed income securities (Fair value over Profit and loss)
115 82 371
- - - Other interest income 7 7 26
4,241 982 1,151 Total interest income 1,250 1,075 4,626
Interest expense
170 35 45 Interest expenses on liabilities to credit institutions 52 39 190
1,042 209 301 Interest expenses relating to deposits from and liabilities to customers 295 206 1,019
545 140 148 Interest expenses related to the issuance of securities 148 140 545
84 20 20 Interest expenses on subordinated debt 21 21 86
10 2 2 Other interest expenses 9 8 33
65 13 16 Guarantee fund levy 16 13 65
1,916 421 533 Total interest expense 540 426 1,939
2,325 562 618 Net interest income 710 648 2,687

Note 11 - Operating expenses

Parent Bank Group
January - March January - March
2019 2019 2020 (NOKm) 2020 2019 2019
234 57 63 IT costs 86 81 321
19 4 4 Postage and transport of valuables 5 5 23
63 12 15 Marketing 24 26 101
109 29 27 Ordinary depreciation 42 46 172
42 10 7 Operating expenses, real properties 9 13 57
134 24 38 Purchased services 53 36 193
149 35 37 Other operating expense 53 50 231
750 171 191 Total other operating expenses 273 257 1,098

Note 12 - Other assets

Parent Bank Group
31.12.19 31.03.2019 31.3.20 (NOKm) 31.3.20 31.3.19 31.12.19
- - - Deferred tax asset 156 177 158
85 91 79 Fixed assets 215 235 222
342 362 338 Right to use assets 488 599 499
107 110 134 Earned income not yet received 186 178 132
13 565 422 Accounts receivable, securities 1,102 998 292
148 179 109 Pensions 109 179 148
546 340 571 Other assets 554 681 640
1,241 1,647 1,654 Total other assets 2,810 3,047 2,092

1st Quarter 2019

Note 13 - Other liabilities

Parent Bank Group
31.12.19 31.3.19 31.3.20 (NOKm) 31.3.20 31.3.19 31.12.19
48 84 38 Deferred tax 103 147 115
475 311 120 Payable tax 179 361 546
10 10 10 Capital tax 10 10 10
76 303 246 Accrued expenses and received, non-accrued income 602 625 455
127 173 291 Provision for accrued expenses and commitments 291 173 127
100 139 106 Losses on guarantees and unutilised credits 106 139 100
16 21 16 Pension liabilities 16 21 16
347 363 344 Lease liabilities 494 601 505
68 63 42 Drawing debt 42 63 68
6 53 5 Creditors 58 104 57
9 812 1,097 Debt from securities 1,677 1,129 197
- - - Equity Instruments 34 30 244
287 1,076 1,188 Other liabilities 1,286 1,230 401
1,570 3,408 3,503 Total other liabilites 4,900 4,632 2,841

Note 14 - Debt created by issue of securities and subordinated debt

Group

Fallen
31 Dec due/ Other 31 March
Change in securities debt (NOKm) 2019 Issued Redeemed changes 2020
Bond debt, nominal value 42,722 2,500 1,614 5,040 48,649
Value adjustments 73 - - 387 460
Accrued interest 218 - - -24 195
Total 43,014 2,500 1,614 5,403 49,303
Change in subordinated debt and hybrid equity (NOKm) 31 Dec
2019
Issued Fallen
due/
Redeemed
Other
changes
31 March
2020
Ordinary subordinated loan capital, nominal value 1,793 - - - 1,793
Hybrid equity, nominal value 287 - 24 - 263
Value adjustments 1 - - -1 0
Accrued interest 10 - - 6 16
Total 2,090 - 24 5 2,071

Note 15 - Measurement of fair value of financial instruments

Financial instruments at fair value are classified at various levels.

Level 1: Valuation based on quoted prices in an active market

Fair value of financial instruments that are traded in the active markets is based on market price on the balance sheet date. A market is considered active if market prices are easily and regularly available from a stock exchange, dealer, broker, industry group, price-setting service or regulatory authority, and these prices represent actual and regularly occurring market transactions at an arm's length. This category also includes quoted shares and Treasury bills.

Level 2: Valuation based on observable market data

Level 2 consists of instruments that are valued by the use of information that does not consist in quoted prices, but where the prices are directly or indirectly observable for the assets or liabilities concerned, and which also include quoted prices in non-active markets.

Level 3: Valuation based on other than observable data

If valuation data are not available for level 1 and 2, valuation methods are applied that are based on non-observable information.

The following table presents the Group's assets and liabilities measured at fair value at 31 March 2020:

Assets (NOKm) Level 1 Level 2 Level 3 Total
Financial assets at fair value through profit/loss
- Derivatives 2 11,755 - 11,757
- Bonds and money market certificates 3,537 23,859 - 27,395
- Equity instruments 989 42 406 1,437
- Fixed interest loans - 43 4.396 4,439
Financial assets through other comprehensive income
- Loans at fair value through other comprehensive income - - 71,461 71,461
Total assets 4,527 35,699 76,263 116,489
Liabilities Level 1 Level 2 Level 3 Total
Financial liabilities through profit/loss
- Derivatives 18 7,986 - 8,004
- Equity instruments 34 - - 34
Total liabilities 52 7,986 - 8,038

The following table presents the Group's assets and liabilities measured at fair value at 31 March 2019:

Assets (NOKm) Level 1 Level 2 Level 3 Total
Financial assets at fair value through profit/loss
- Derivatives 8 3,173 - 3,181
- Bonds and money market certificates 2,578 18,228 - 20,806
- Equity instruments 1,520 72 423 2,015
- Fixed interest loans - 43 4,607 4,650
Financial assets through other comprehensive income
- Loans at fair value through other comprehensive income - - 60,332 60,332
Total assets 4,106 21,515 65,362 90,984
Liabilities Level 1 Level 2 Level 3 Total
Financial liabilities through profit/loss
- Derivatives 7 3,171 - 3,178
- Equity instruments 30 - - 30
Total liabilities 37 3,171 - 3,208

The following table presents the Group's assets and liabilities measured at fair value at 31 December 2019:

Assets (NOKm) Level 1 Level 2 Level 3 Total
Financial assets at fair value through profit/loss
- Derivatives 3 2,969 - 2,972
- Bonds and money market certificates 2,913 20,202 - 23,115
- Equity instruments 2,506 43 405 2,953
- Fixed interest loans - 43 4,636 4,678
Financial assets through other comprehensive income
- Loans at fair value through other comprehensive income - - 71,336 71,336
Total assets 5,421 23,256 76,377 105,053
Liabilities Level 1 Level 2 Level 3 Total
Financial liabilities through profit/loss
- Derivatives 2 3,525 - 3,528
- Equity instruments 244 - - 244
Total liabilities 247 3,525 - 3,772

The following table presents the changes in the instruments classified in level 3 as at 31 March 2020:

Equity
instruments
through
Fixed
interest
Loans at fair
value
(NOKm) profit/loss loans through OCI Total
Opening balance 1 January 405 4,636 71,336 76,377
Investment in the period 6 91 14,177 14,274
Disposals in the period -11 -395 -14,016 -14,421
Expected credit loss - - -38 -38
Gain or loss on financial instruments 5 64 3 72
Closing balance 406 4,396 71,461 76,263

The following table presents the changes in the instruments classified in level 3 as at 31 March 2019:

(NOKm) Equity
instruments
through
profit/loss
Fixed
interest
loans
Loans at
fair value
through
OCI
Total
Opening balance 1 January 550 4,425 61,294 66,269
Investment in period 5 337 4,817 5,159
Disposals in the period -166 -161 -5,780 -6,107
Expected credit loss - - -0 -0
Gain or loss on financial instruments 35 7 0 42
Closing balance 423 4,607 60,332 65,362

The following table presents the changes in the instruments classified in level 3 as at 31 December 2019:

(NOKm) Equity
instruments
through
profit/loss
Fixed
interest
loans
Loans at
fair value
through
OCI
Total
Opening balance 1 January 550 4,425 61,294 66,269
Investment in period 24 1,054 44,421 45,499
Disposals in the period -256 -818 -34,350 -35,424
Expected credit loss - - -36 -36
Gain or loss on financial instruments 87 -25 6 68
Closing balance 405 4,636 71,336 76,377

1st Quarter 2019

Valuation method

The valuation method applied is adapted to each financial instrument, and is intended to utilise as much of the information that is available in the market as possible.

The method for valuation of financial instruments in level 2 and 3 is described in the following:

Fixed interest loans to customers (level 3)

The loans consist for the most part of fixed interest loans denominated in Norwegian kroner. The value of the fixed interest loans is determined such that agreed interest flows are discounted over the term of the loan by a discount factor that is adjusted for margin requirements. The discount factor is raised by 10 points when calculating sensitivity.

Loans at fair value through other comprehensive income (level 3)

Floating rate mortgages classified at fair value through other comprehensive income (OCI) are valued based on carrying amounts and expected credit losses. Mortgages without significant increase in credit risk since initial recognition, are valued at nominal amount. For loans with a significant increase in credit risk since initial recognition, expected credit loss will be calculated as for assets at amortised cost. Estimated fair value on these mortgages are the carrying amount less lifetime expected credit losses. With a doble likelihood of the worst case scenario in the expected credit loss model, the calculated fair value is reduced by NOK 7 million.

Short-term paper and bonds (level 2 and 3)

Valuation on level 2 is based for the most part on observable market information in the form of interest rate curves, exchange rates and credit margins for the individual credit and the bond's or certificate's characteristics. For paper valued under level 3 the valuation is based on indicative prices from a third party or comparable paper.

Equity instruments (level 3)

Shares that are classified to level 3 include essentially investments in unquoted shares. Among other a total of NOK 279 million in Private Equity investments, property funds, hedge funds and unquoted shares through the company SpareBank 1 SMN Invest AS. The valuations are in all essentials based on reporting from managers of the funds who utilise cash flow based models or multiples when determining fair value. The Group does not have full access to information on all the elements in these valuations and is therefore unable to determine alternative assumptions.

Financial derivatives (level 2)

Financial derivatives at level 2 include for the most part currency futures and interest rate and exchange rate swaps. Valuation is based on observable interest rate curves. In addition the item includes derivatives related to FRAs. These are valued with a basis in observable prices in the market. Derivatives classified to level 2 also include equity derivatives related to SpareBank 1 Markets' market-making activities. The bulk of these derivatives refer to the most sold shares on Oslo Børs, and the valuation is based on the price of the actual/underlying share and observable or calculated volatility.

Sensitivity analyses, level 3 as at 31 March 2020:

Effect from
change in reasonable
possible alternative
(NOKm) Book value assumtions
Fixed interest loans 4,396 -1
Equity instruments through profit/loss* 406 -
Loans at fair value through other comprehensive income 71,584 -7

* As described above, the information to perform alternative calculations are not available

Note 16 - Liquidity risk

Liquidity risk is the risk that the group will be unable to refinance its debt or to finance asset increases. Liquidity risk management starts out from the group's overall liquidity strategy which is reviewed and adopted by the board of directors at least once each year. The liquidity strategy reflects the group's moderate risk profile.

The group mitigates liquidity risk by diversifying its funding across different markets, funding sources, maturities and instruments and through the use of long-term funding. Contingency plans exist both for the group and the SpareBank 1 alliance for managing the liquidity situation in periods of capital market turbulence. These plans address both bank-specific and systemic crises and a combination of the two. The group's objective is to survive twelve months of ordinary operations without access to fresh external funding while housing prices fall 30 per cent. In the same period minimum requirements to LCR shall be fulfilled.

The average residual maturity on the portfolio of senior bonds and covered bonds at the end of the first quarter 2020 was 3.4 years. The overall LCR at the same point was 185 per cent and the average overall LCR in the first quarter was 175 per cent. The LCR in Norwegian kroner at quarter-end was 137 per cent. In euro there was a net cash inflow.

Note 17 - Earnings per EC

ECC owners share of profit have been calculated based on net profit allocated in accordance to the average number of certificates outstanding in the period. There is no option agreements in relation to the Equity Capital certificates, diluted net profit is therefore equivalent to Net profit per ECC.

Jan-March
(NOKm) 2020 2019 2019
Adjusted Net Profit to allocate between ECC owners and Savings Bank
Reserve 1) 254 1,017 2,458
Allocated to ECC Owners 2) 162 650 1,572
Issues Equity Captial Certificates adjusted for own certificates 129,261,369 129,516,409 129,496,367
Earnings per Equity Captial Certificate 1.26 5.02 12.14
Jan-March
1) Adjusted Net Profit 2020 2019 2019
Net Profit for the group 290 1,046 2,563
Adjusted for non-controlling interests share of net profit -12 -10 -56
Adjusted for Tier 1 capital holders share of net profit -24 -19 -49
Adjusted Net Profit 254 1,017 2,458
2) Equity capital certificate ratio (parent bank) (NOKm) 31 March 2020 31 March 2019 31 Dec 2019
ECC capital 2,597 2,597 2,597
Dividend equalisation reserve 6,338 5,602 6,144
Premium reserve 895 895 895
Unrealised gains reserve 121 99 121
Other equity capital -17 0 -
A. The equity capital certificate owners' capital 9,934 9,193 9,758
Ownerless capital 5,541 5,126 5,432
Unrealised gains reserve 68 56 68
Other equity capital -10 0 -
B. The saving bank reserve 5,599 5,182 5,500
To be disbursed from gift fund - - 474
Dividend declared - - 840
Equity ex. profit 15,533 14,375 16,572
Equity capital certificate ratio A/(A+B) 64.0 % 64.0 % 64.0 %
Equity capital certificate ratio for distribution 64.0 % 64.0 % 64.0 %

Results from quarterly accounts

Group (NOKm) 1Q 4Q 3Q 2Q 1Q 4Q 3Q 2Q 1Q
2020 2019 2019 2019 2019 2018 2018 2018 2018
Interest income effective interest method 1.250 1.235 1.190 1.127 1.075 1.082 1.025 989 962
Interest expenses 540 538 512 463 426 438 414 408 394
Net interest 710 697 678 664 649 644 610 581 568
Commission income 349 371 374 363 329 343 344 361 339
Commission expenses 50 47 55 51 40 42 45 45 36
Other operating income 271 255 235 294 262 242 186 291 239
Commission income and other income 570 579 554 606 551 543 486 607 542
Dividends 8 1 1 11 2 2 0 4 2
Income from investment in related companies 217 8 85 231 555 130 105 102 79
Net return on financial investments -124 8 35 95 169 -37 77 195 99
Net return on financial investments 101 17 121 336 727 95 182 300 180
Total income 1.381 1.292 1.353 1.607 1.926 1.282 1.277 1.488 1.290
Staff costs 443 411 404 438 447 391 376 413 403
Other operating expenses 273 309 269 263 257 311 240 248 241
Total operating expenses 716 720 673 701 704 701 616 661 645
Result before losses 665 572 680 907 1.223 580 661 827 645
Loss on loans, guarantees etc. 308 103 71 59 67 67 69 78 48
Result before tax 357 469 609 848 1.155 513 592 748 596
Tax charge 67 123 121 165 109 104 119 156 131
Result investment held for sale, after tax 0 0 -0 0 0 -8 6 150 1
Net profit 290 346 488 683 1.046 401 480 743 466

Key figures from quarterly accounts

Group (NOKm) 1Q
2020
4Q
2019
3Q
2019
2Q
2019
1Q
2019
4Q
2018
3Q
2018
2Q
2018
1Q
2018
Profitability
Return on equity per quarter 1) 5,7% 7,1% 10,2% 14,9% 23,3% 9,0% 11,1% 17,9% 11,2%
Cost-income ratio 1) 52 % 56 % 50 % 44 % 37 % 55 % 48 % 44 % 50 %
Balance sheet figures
Gross loans to customers 127.272 126.277 123.967 121.895 120.100 120.473 118.044 115.787 113.174
Gross loans incl. SB1 Boligkreditt and SB1
Næringskreditt
170.771 167.777 165.380 163.627 161.091 160.317 157.825 154.790 151.065
Deposits from customers 88.152 85.917 83.641 86.553 81.111 80.615 77.529 80.343 75.937
Total assets 185.182 166.662 166.475 167.289 164.641 160.704 159.337 159.584 152.083
Quarterly average total assets 175.922 166.569 166.882 165.965 162.673 160.021 159.460 155.833 152.668
Growth in loans incl. SB1 Boligkreditt and SB1
Næringskredtt last 12 months 1) 6,0 % 6,3 % 6,8 % 5,7 % 6,6 % 7,8 % 7,3 % 7,6 % 7,9 %
Growth in deposits last 12 months 8,7 % 10,8 % 4,1 % 7,7 % 6,8 % 5,4 % 6,1 % 6,3 % 8,2 %
Losses and defaults in % of gross loans incl.
SB1 Boligkreditt and SB1 Næringskreditt
Impairment losses ratio 1) 0,73 % 0,25 % 0,17 % 0,14 % 0,17 % 0,17 % 0,18 % 0,20 % 0,13 %
Non-performing commitm. as a percentage of gross
loans 1) 0,38 % 0,26 % 0,26 % 0,22 % 0,18 % 0,19 % 0,18 % 0,18 % 0,19 %
Other doubtful commitm. as a percentage of gross
loans 1) 1,23 % 1,00 % 1,03 % 1,00 % 0,99 % 0,86 % 0,86 % 0,95 % 0,90 %
Solidity 2)
Common equity Tier 1 capital ratio 16,3 % 17,2 % 15,1 % 15,0 % 14,8 % 14,6 % 14,9 % 15,0 % 14,6 %
Tier 1 capital ratio 18,0 % 19,3 % 16,7 % 16,6 % 16,4 % 16,3 % 16,7 % 17,0 % 16,3 %
Capital ratio 20,1 % 21,6 % 18,9 % 18,8 % 18,6 % 18,5 % 19,2 % 19,0 % 18,2 %
Tier 1 capital 17.792 17.742 17.417 17.284 16.775 16.472 16.542 16.488 15.697
Total eligible capital 19.879 19.854 19.765 19.634 19.115 18.743 18.969 18.418 17.518
Liquidity Coverage Ratio (LCR) 185 % 148 % 181 % 165 % 180 % 183 % 150 % 150 % 162 %
Leverage Ratio 6,9 % 7,5 % 7,4 % 7,5 % 7,4 % 7,4 % 7,5 % 7,4 % 7,3 %
Key figures ECC
ECC share price at end of period (NOK) 67,60 100,20 98,50 97,70 87,40 84,20 90,90 84,50 80,90
Number of certificates issued, millions 1) 129,22 129,30 129,48 129,66 129,41 129,62 129,44 129,31 129,38
Booked equity capital per ECC (including dividend)
1) 86,85 90,75 89,36 87,04 83,86 83,87 82,57 80,21 76,53
Profit per ECC, majority 1) 1,26 1,60 2,30 3,21 5,02 1,90 2,32 3,54 2,21
Price-Earnings Ratio 1) 13,46 15,67 10,69 7,61 4,35 11,05 9,77 5,97 9,16
Price-Book Value Ratio 1) 0,78 1,10 1,10 1,12 1,04 1,00 1,10 1,05 1,06

1) Defined as alternative performance measures, see attachment to the quarterly report

2) Comparables have not been restated since revised distribution of profit for 2019.

Equity capital certificates

Stock price compared with OSEBX and OSEEX

OSEBX = Oslo Stock Exchange Benchmark Index (rebased) OSEEX = Oslo Stock Exchange ECC Index (rebased)

Trading statistics

1 April 2018 to 31 March 2020

Total number of ECs traded (1000)

1st Quarter 2019

20 largest ECC holders Number Share
VPF Nordea Norge 4,864,385 3.75 %
Sparebankstiftelsen SMN 3,965,391 3.05 %
Euroclear Bank S.A./N.V. 3,537,174 2.72 %
VPF Odin Norge 3,342,919 2.57 %
Danske Invest Norske aksjer institusjon II. 3,162,149 2.44 %
Vertex Markets SA 3,000,000 2.31 %
J.P. Morgan Securities plc 2,761,083 2.13 %
VPF Pareto aksje Norge 2,397,025 1.85 %
State Street Bank and Trust Comp (nominee) 2,262,954 1.74 %
VPF Alfred Berg Gambak 2,163,100 1.67 %
State Street Bank and Trust Comp (nominee) 2,157,539 1.66 %
Morgan Stanley & Co. International 2,100,862 1.62 %
Pareto Invest AS 1,782,600 1.37 %
Forsvarets personellservice 1,779,246 1.37 %
VPF Eika egenkapitalbevis 1,719,305 1.32 %
KBC bank NV 1,413,000 1.09 %
VPF Nordea kapital 1,408,636 1.08 %
MP pensjon PK 1,352,771 1.04 %
J. P. Morgan Bank Luxembourg S.A. (nominee) 1,352,299 1.04 %
Danske invest norske aksjer institusjon I 1,341,275 1.03 %
The 20 largest ECC holders in total 47,863,713 36.86 %
Others 81,972,730 63.14 %
Total issued ECCs 129,836,443 100.00 %

Dividend policy

SpareBank 1 SMN aims to manage the Group's resources in such a way as to provide equity certificate holders with a good, stable and competitive return in the form of dividend and a rising value of the bank's equity certificate.

The net profit for the year will be distributed between the owner capital (the equity certificate holders) and the ownerless capital in accordance with their respective shares of the bank's total equity capital.

SpareBank 1 SMN's intention is that about one half of the owner capital's share of the net profit for the year should be disbursed in dividends and, similarly, that about one half of the owner capital's share of the net profit for the year should be disbursed as gifts or transferred to a foundation. This is on the assumption that capital adequacy is at a satisfactory level. When determining dividend payout, account will be taken of the profit trend expected in a normalised market situation, external framework conditions and the need for tier 1 capital.

To the Board of Directors of SpareBank 1 SMN

Report on Review of Interim Financial Information

Introduction

We have reviewed the accompanying consolidated interim balance sheet of SpareBank 1 SMN as of 31 March 2020, the income statement, the statement of comprehensive income, the statement of changes in equity and the cash flow statement for the three-month period then ended, and a summary of significant accounting policies and other explanatory notes. Management is responsible for the preparation and fair presentation of this interim financial information in accordance with IAS 34 Interim Financial Reporting. Our responsibility is to express a conclusion on this interim financial information based on our review.

Scope of Review

We conducted our review in accordance with International Standard on Review Engagements 2410, Review of Interim Financial Information Performed by the Independent Auditor of the Entity. A review of interim financial information consists of making inquiries, primarily of persons responsible for financial and accounting matters, and applying analytical and other review procedures. A review is substantially less in scope than an audit conducted in accordance with International Standards on Auditing (ISAs), and consequently does not enable us to obtain assurance that we would become aware of all significant matters that might be identified in an audit. Accordingly, we do not express an audit opinion.

Conclusion

Based on our review, nothing has come to our attention that causes us to believe that the accompanying consolidated interim financial information does not present fairly, in all material respects, the financial position of the entity as at 31 March 2020, and its financial performance and its cash flows for the three-month period then ended in accordance with IAS 34 Interim Financial Reporting.

Trondheim, 7 May 2020 PricewaterhouseCoopers AS

Rune Kenneth S. Lædre State Authorised Public Accountant

Note: This translation from Norwegian has been prepared for information purposes only.

PricewaterhouseCoopers AS, Brattørkaia 17B, Postboks 6365 Torgard, NO-7492 Trondheim T: 02316, org. no.: 987 009 713 MVA, www.pwc.no Statsautoriserte revisorer, medlemmer av Den norske Revisorforening og autorisert regnskapsførerselskap

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