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SpareBank 1 SMN

Quarterly Report Oct 28, 2022

3751_rns_2022-10-28_0ecb4e0f-0682-4932-a5b3-0216c5913d80.pdf

Quarterly Report

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Third Quarter Report 2022

Steinvikholmen

Main figures 3
Report of the Board of Directors 5
Income statement 24
Balance sheet 26
Cash flow statement 27
Change in equity 28
Notes 31
Results from quarterly accounts 63
Key figures from quarterly accounts 64
Equity capital certificates 65
Auditor's report 67

Main figures

Third quarter January - September
From the income statement (NOKm) 2022 2021 2022 2021 2021
Net interest 811 707 2,370 2,073 2,796
Net commission income and other income 540 623 1,921 2,161 2,832
Net return on financial investments 148 248 427 808 1,026
Total income 1,499 1,578 4,718 5,042 6,655
Total operating expenses 688 698 2,208 2,228 2,993
Results before losses 810 880 2,511 2,814 3,662
Loss on loans, guarantees etc 22 31 -26 129 161
Results before tax 788 849 2,536 2,685 3,501
Tax charge 172 175 520 497 609
Result investment held for sale, after tax 1 1 0 11 10
Net profit 617 675 2,017 2,199 2,902
Interest Tier 1 Capital 12 10 45 40 50
Net profit excl. Interest Tier 1 Capital 604 665 1,971 2,159 2,852
Balance sheet figures 30 Sep
2022
30 Sep
2021
31 Dec
2021
Gross loans to customers 150,247 143,972 147,301
Gross loans to customers incl. SB1 Boligkreditt and SB1 Næringskreditt 208,900 191,976 195,353
Deposits from customers 120,558 109,691 111,286
Average total assets 210,562 195,571 196,229
Total assets 218,918 200,124 198,845
Third quarter January - September
Key figures 2022 2021 2022 2021 2021
Profitability
Return on equity 1) 10.9 % 12.4 % 12.0 % 13.8 % 13.5 %
Cost-income ratio 1) 46 % 44 % 47 % 44 % 45 %
Deposit-to-loan ratio excl. SB1 Boligkreditt and SB1 Næringskreditt 80 % 76 % 80 % 76 % 76 %
Deposit-to-loan ratio incl. SB1 Boligkreditt and SB1 Næringskreditt 1) 58 % 57 % 58 % 57 % 57 %
Growth in loans (gross) last 12 months (incl. SB1 Boligkreditt and SB1
Næringskreditt) 1) 1.7 % 1.6 % 8.8 % 7.0 % 6.9 %
Growth in deposits last 12 months -2.6 % -0.4 % 9.9 % 15.0 % 14.1 %
Losses in % of gross loans incl. SB1 Boligkreditt and SB1
Næringskreditt
Impairment losses ratio 1) 0.04 % 0.07 % -0.02 % 0.09 % 0.09 %
Stage 3 as a percentage of gross loans 1) 1.02 % 1.80 % 1.02 % 1.80 % 1.68 %
30 Sep 30 Sep 31 Dec
Solidity 2022 2021 2021
Capital ratio 23.0 % 21.8 % 21.6 %
Tier 1 capital ratio 20.8 % 19.7 % 19.6 %
Common equity Tier 1 capital ratio 19.2 % 18.1 % 18.0 %
Tier 1 capital 21,252 19,265 19,322
Total eligible capital 23,546 21,338 21,333
Liquidity Coverage Ratio (LCR) 180 % 163 % 138 %
Leverage Ratio 7.3 % 6.9 % 6.9 %
Branches and staff
Number of branches 40 42 40
No. Of full-time positions 1,608 1,529 1,548

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

3rd quarter 2022

Key figures ECC 30 Sep
2022
30 Sep
2021
31 Dec
2021
31 Dec
2020
31 Dec
2019
31 Dec
2018
ECC ratio 64 % 64 % 64 % 64 % 64.0 % 64.0 %
Number of certificates issued,
millions 1) 129.29 129.39 129.39 129.39 129.30 129.62
ECC share price at end of period
(NOK) 111.40 129.80 149.00 97.60 100.20 84.20
Stock value (NOKM) 14,402 16,794 19,279 12,629 12,956 10,914
Booked equity capital per ECC
(including dividend) 1) 107.19 103.57 103.48 94.71 90.75 83.87
Profit per ECC, majority 1) 9.29 10.11 13.31 8.87 12.14 9.97
Dividend per ECC 0.00 0.00 7.50 4.40 6.50 5.10
Price-Earnings Ratio 1) 9.00 9.62 11.19 11.01 8.26 8.44
Price-Book Value Ratio 1) 1.04 1.25 1.44 1.03 1.10 1.00

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

Report of the Board of Directors

Third quarter 2022

(Consolidated figures. Figures in parenthesis refer to the same period of 2021 unless otherwise stated)

  • Pre-tax profit: NOK 788m (849m)
  • Post-tax profit: NOK 617m (675m)
  • Return on equity: 10.9 per cent (12.4 per cent )
  • CET1 ratio: 19.2 per cent (18.1 per cent)
  • Growth in lending: 1.7 per cent (1.6 per cent), in deposits a decline of 2.6 per cent (decline of 0.4 per cent )
  • Lending to personal customers rose 1.3 per cent in the quarter (2.0 per cent), 1.5 percentage point lower growth than in the second quarter. Lending to corporates rose 2.4 per cent (0.7 per cent) which was 0.5 percentage point lower than in the second quarter.
  • Deposits from personal customers declined 1.9 per cent (decline of 0.5 per cent), compared with growth of 6.6 per cent in the second quarter. Deposits from corporate clients declined 3.1 per cent (decline of 0.3 per cent) compared with growth of 9.9 per cent in the second quarter
  • Net result of ownership interests: NOK 109m (179m)
  • Net result of financial instruments (incl. dividends): NOK 39m (69m)
  • Losses on loans and guarantees: NOK 22m (31m), 0.04 per cent of gross outstanding loans (0.07 per cent)
  • Earnings per equity certificate (EC): NOK 2.89 (3.22). Book value per EC: NOK 107.19 (103.57)

Year to 30 September 2022

  • Pre-tax profit: NOK 2,536m (2,685m)
  • Post-tax profit: NOK 2,017m (2,199m)
  • Return on equity: 12.0 per cent (13.8 per cent)
  • Growth in lending: 8.8 per cent (7.0 per cent) and in deposits: 9.9 per cent (15.0 per cent) in the last 12 months.
  • Growth in lending to personal customers was 7.3 per cent (6.8 per cent) in the last 12 months. Growth in lending to corporate customers was 12.0 per cent (7.5 per cent) in the last 12 months
  • Lending to retail customers accounts for 67 per cent (68 per cent) of total lending
  • Deposits from personal customers rose 8.4 per cent (8.4 per cent) in the last 12 months. Deposits from corporate customers rose 10.9 per cent (19.8 per cent) in the last 12 months.
  • Net result of ownership interests: NOK 248m (519m)
  • Net result of financial instruments (incl. dividends): NOK 179m (289m)
  • Net recovery of losses on loans and guarantees: NOK 26m (loss of 129m), minus 0.02 per cent (0.09 per cent) of gross outstanding loans
  • Earnings per equity certificate (EC): NOK 9.29 (10.11)

Events in the quarter

Rising interest rates and inflation, but signs of easing pressures in the economy

Norges Bank hiked its base rate to 1.75 per cent in August and further to 2.25 per cent in September. Like other banks, SpareBank 1 SMN has raised its interest rates on mortgages and deposits. Base rates have been raised in several countries, and further increases are expected.

Inflation has risen rapidly and has been higher than expected, also when energy prices are excluded. The labour market is tight, but there are clear signs that the economy is cooling. Easing pressures in the economy are expected to contribute to lower price growth.

Businesses and households alike experience tighter finances when prices rise in tandem with interest rate hikes. Rapid interest rate increases in the second half of 2022 are expected to reduce the risk of inflation stabilising at an excessively high level. If this is borne out, there will be less need for subsequent base rate hikes by Norges Bank (Norway's central bank). Norges Bank's forecasts assume an increase in the base rate to about 3 per cent over the course of the winter. However, much uncertainty attends the forecasts for inflation and the wider economy, and this will be decisive for interest rate decisions ahead.

For SpareBank 1 SMN's part the risk trend in the corporate portfolio is acceptable. Continued improvement is in evidence in the offshore segment, but increased risk is noted in the wider business sector due to high inflation and higher interest rates. Industries viewed as more exposed than others are construction, retail trade and commercial property. That said, SpareBank 1 SMN is well placed as a driver in a geographical area not affected by high energy costs.

Merger of SpareBank 1 SMN and SpareBank 1 Søre Sunnmøre adopted by the banks' boards of directors

An agreement of intent to merge SpareBank 1 SMN and SpareBank 1 Søre Sunnmøre was signed in June. At meetings of the boards of directors on 3 October the banks adopted a merger plan. Implementation of the plan requires a final decision to be taken by the supervisory boards and general meetings of the respective banks in week 45, and is also conditional on public authority approvals.

The overarching aim of the merged bank is take its place as the leading banking actor in Sunnmøre and in Fjordane. A merged bank will provide greater competitive power, an increased presence and will be attractive to customers, staff and shareholders alike.

The aim is to implement the merger at the start of the second quarter of 2023.

Rating

Moody's retained SpareBank 1 SMN's A1 credit rating in October 2022, changing the outlook from stable to positive. Confirmation of the positive outlook reflects SpareBank 1 SMN's solid capital position combined with sound, profitable operations, an improved risk profile and reduced dependence on market funding.

Results in the third quarter 2022

The third quarter net profit was NOK 617m (675m) and return on equity was 10.9 per cent (12.4 per cent). The third quarter profit is NOK 85m lower than in the second quarter of 2022 and is essentially down to weaker results among the subsidiaries in the summer months. The decline compared with last year's third quarter is related to weaker results posted by the insurance companies in SpareBank 1 Gruppen and lower return on financial investments.

Earnings per equity certificate were NOK 2.89 (3.22) and the EC's book value was NOK 107.19 (103.57). In the second quarter of 2022 earnings per EC were NOK 3.20.

Net interest income totalled NOK 811m (707m), which is NOK 10m higher than in the second quarter and NOK 104m better than in the third quarter of 2021. Market interest rates have risen substantially, and NIBOR was 105 points higher in the third quarter of 2022 than in the preceding quarter and 200 points higher than in the third quarter of 2021. This has resulted in lower margins on lending and higher margins on deposits. Increased lending volume and higher return on equity have strengthened net interest income.

Net commission and other income were reduced from the preceding quarter by NOK 205m to NOK 540m (623m). The reduction is essentially due to lower income from securities services after the high income recorded in both the first and second quarter. Estate agency services and accounting services showed, as expected, reduced income in the summer months of July and August.

The group's share of the results of related companies was NOK 109m (179m). The second quarter's profit share was NOK 77m. The decline from the third quarter of 2021 is down to weaker results posted by the insurance companies in SpareBank 1 Gruppen. Part of the insurers' profit impairment relates to losses on securities in an unsettled market.

Return on financial instruments (incl. dividends) amounted to NOK 39m (69m), and in the second quarter to minus NOK 32m.

Operating expenses were NOK 688m (698m) compared with NOK 758m in the second quarter. The decline from the second quarter is mainly attributable to lower variable remuneration at SpareBank 1 Markets following a strong second quarter. Expenses at the bank rose from the second to the third quarter as a result of new staff appointments and the year's pay settlement.

Losses on loans and guarantees came to NOK 22m (31m) in the third quarter, as compared with a net recovery of NOK 48m in the second quarter.

Good growth is noted in lending and deposits in the last 12 months, although deposits showed some decline in the third quarter. Overall lending rose 8.8 per cent (7.0 per cent) and deposits rose 9.9 per cent (15.0 per cent) in the last 12 months. In the third quarter lending growth was 1.7 (1.6) per cent and deposit growth minus 2.6 per cent (minus 0.4 per cent). Growth in lending to personal customers was 1.3 per cent, down from the previous quarter, while lending to corporate customers rose 2.4 per cent, also slightly down from the second quarter. Deposits were reduced in the third quarter both in the personal market and corporate market following high growth in the second quarter.

As at 30 September 2022 the CET1 ratio was 19.2 per cent (18.1 per cent), an increase of 0.4 percentage points from the previous quarter. The bank's CET1 target ratio is 17.2 per cent.

The price of the bank's equity certificate (MING) at quarter-end was NOK 111.40 (129.80).

Net interest income

Norges Bank raised its base rate to 1.75 per cent in August and further to 2.25 per cent in September. Market rates in terms of NIBOR have risen substantially and stood at 2.80 per cent at the end of September. The bank has raised its mortgage and deposit rates in step with the changes in the base rate. After the base rate hike in August, rate increases were carried out with effect from 4 October, and, following the base rate hike in September, increases were announced with effect from 10 November. NIBOR climbed 105 points from the second to third quarter and has risen 200 points since the third quarter of 2021.

Net interest income totalled NOK 811m (707m) compared with NOK 801m in the second quarter. Lags in interest rate adjustments related to the required period of notice of rate changes to customers resulted in reduced lending margins in the third quarter at the same time as deposit margins rose.

An increased deposit margin, growth in lending and higher return on equity strengthened net interest income in the third quarter while reduced lending margins pulled in the opposite direction. This is also the key reason for the change compared with the same quarter of 2021.

Norges Bank has signalled a further increase in the base rate, and the central bank's own forecast indicates a base rate of 3.0 per cent in the course of the winter. Quickening inflation is the chief contributor to higher base rates. Many factors are involved, and the forecasts for the economy and inflation are uncertain.

Commission income and other operating income

Commission income and other operating income totalled NOK 540m (623m) compared with NOK 745m in the second quarter of 2022.

A high proportion of multi-product customers makes for high customer satisfaction and a diversified income flow for the group.

Commission income (NOKm) 3Q 22 2Q 22 3Q 21
Payment transfers 83 72 61
Creditcard 16 15 14
Saving products 9 10 17
Insurance 60 59 54
Guarantee commission 15 8 13
Real estate agency 105 125 107
Accountancy services 115 167 114
Markets 57 198 110
Other commissions 12 9 7
Commissions ex SB1 Boligkreditt and SB1 Næringskreditt 473 664 497
Commissions SB1 Boligkreditt 63 77 123
Commissions SB1 Næringskreditt 4 4 3
Total commissions 540 745 623

Commission income on loans sold to SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt altogether totalled NOK 67m (126m). In the second quarter of 2022 commissions came to NOK 81m. The decline from last year is down to reduced margins on loans sold to SpareBank 1 Boligkreditt.

Other commission income amounted to NOK 473m (497m) compared with NOK 664m in the second quarter. The decline of NOK 191m from the second quarter refers mainly to reduced income from securities services at SpareBank 1 Markets following a good second quarter, and a decline in real estate agency and accounting services due to seasonally low income in the summer months. Income from payment services has picked up in 2022 after the pandemic.

Return on financial investments

Overall return on financial investments in the third quarter came to NOK 31m (68m), and in the second quarter 2022 to minus NOK 36m. A decline of NOK 66m in share values was noted (gain of NOK 36m), referring largely to shareholdings at SpareBank 1 SMN Invest. Financial instruments, including bonds and CDs, showed a gain of NOK 41m in the third quarter (gain of NOK 14m) ascribable to gains on derivatives in connection with the bank's funding, and losses due to increased credit margins on the bank's liquidity portfolio. Income of NOK 30m (16m) from forex transactions refers to income from currency trading at SpareBank 1 Markets. Gains on shares and share derivatives at SpareBank 1 Markets totalled NOK 26m (2m).

Return on financial investments (NOKm) 3Q 22 2Q 22 3Q 21
Capital gains/losses shares -66 -35 36
Gain/(loss) on financial instruments 41 -82 14
Foreign exchange gain/(loss) 30 29 16
Gain/(loss) on shares and share derivatives at SpareBank 1 Markets 26 52 2
Net return on financial instruments 31 -36 68

Product companies and other related companies

The product companies provide SpareBank 1 SMN with a broad product range and commission income along with return on invested capital. The overall profit share from the product companies and other related companies was NOK 109m (179m). In the second quarter the figure was NOK 77m.

Income from investment in associated companies (NOKm) 3Q 22 2Q 22 3Q 21
SpareBank 1 Gruppen (19.5%) 17 16 83
SpareBank 1 Boligkreditt (20.9%) 10 -4 11
SpareBank 1 Næringskreditt (14.9%) 0 2 -1
BN Bank (35.0 %) 53 47 40
SpareBank 1 Kreditt (18.7 %) 3 3 10
SpareBank 1 Betaling (20.8%) -3 0 0
SpareBank 1 Forvaltning (19.6%) 10 11 13
Other companies 19 2 23
Income from investment in associated companies 109 77 179

SpareBank 1 Gruppen

This company owns 100 per cent of the shares of SpareBank 1 Forsikring, SpareBank 1 Factoring, SpareBank 1 Spleis and Modhi Finance, and 65 per cent of Fremtind Forsikring. The remaining shares of Fremtind are held by DNB.

SpareBank 1 Gruppen's profit after tax for the third quarter 2022 was NOK 207m (621m), and in the second quarter 2022 NOK 142m. Of the post-tax profit of NOK 207m, NOK 89m (425m) accrues to the owner banks in SpareBank 1 Gruppen. The group's share of SpareBank 1 Gruppen's profit was NOK 17m (83m), and in the second quarter 2022 NOK 16m.

Fremtind Group posted a third quarter profit of NOK 390m (559m) after tax. The quarter's underwriting result was NOK 559m (690m) yielding a claims ratio for the quarter of 61.6 per cent (57.2 per cent) and a

cost ratio of 24.1 per cent (23.5 per cent). The increase in the claims ratio is largely due to higher travel activity and a negative outcome for retail market car insurance. Financial income was minus NOK 51m (512m) in the third quarter due to a weak equity market and higher interest rates.

SpareBank 1 Forsikring reported a third quarter 2022 result of minus NOK 105m (72m) after tax. The risk result came to NOK 40m (32m). The administration result was minus NOK 44m (minus 32m). Insurance fee income in the third quarter was NOK 16m lower than in the same quarter last year, due mainly to the introduction of a pension account. The quarter's interest result was minus NOK 462m (99m). Property value adjustment made a negative contribution, and net financial income in the collective portfolio was minus NOK 353m. Return on financial assets in the company portfolio was minus NOK 17m in the third quarter.

SpareBank 1 Factoring earned a profit after tax of NOK 17m (12m). Overall net income came to NOK 44m (29m) corresponding to an increase of 52 per cent measured against the same quarter last year. Activity levels among clients affected by the pandemic have picked up again, bringing an increase in the volume of factoring loans.

Modhi Finance posted a pre-tax profit in the third quarter of minus NOK 3m (15m) and minus NOK 1m (plus 11m) after tax. The result reflects a write-down of portfolio values in the third quarter, whereas last year saw a write-up of portfolio values in the third quarter. The third quarter result also reflects one-time costs related to the merger with the debt collection company Kredinor.

SpareBank 1 Boligkreditt

SpareBank 1 Boligkreditt was established by the banks making up SpareBank 1-alliansen 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 30 September 2022 the bank had sold residential mortgages totalling NOK 57.1bn (46.7bn) to SpareBank 1 Boligkreditt, corresponding to 40.6 per cent (35.7 per cent) of the bank's overall lending to retail customers.

The bank's share of the company's profit was NOK 10m (11m).

SpareBank 1 Næringskreditt

SpareBank 1 Næringskreditt was established along the same lines and with the same administration as SpareBank 1 Boligkreditt. As at 30 September 2022, commercial loans worth NOK 1.6bn (1.3bn) had been sold to SpareBank 1 Næringskreditt.

SpareBank 1 SMN's share of the profit was NOK 0m (-1m).

SpareBank 1 Forvaltning

SpareBank 1 Forvaltning Group consists of Odin Forvaltning, SpareBank 1 Kapitalforvaltning, SpareBank 1 SR Forvaltning and SpareBank 1 Verdipapirservice. The aim is to be market leader in bank distribution of savings services and products. The group posted a profit in third quarter of NOK 49m (54m). SpareBank 1 SMN's profit share in the third quarter was NOK 10m (13m) and in the second quarter NOK 11m. The result is satisfactory in an unsettled market.

SpareBank 1 Kreditt

SpareBank 1 Kreditt recorded a third-quarter profit of NOK 21.5m (70.4m). The decline is attributable to a substantial reversal of loss write-downs last year. The company's overall portfolio as at 30 September 2022 was NOK 7.2bn (5.7bn). The growth refers in all essentials to refinancing loans.

SpareBank 1 SMN's share of the third quarter 2022 profit was NOK 2.9m (10.1m), and its share of the portfolio is NOK 1,229m (998m).

BN Bank

While BN Bank's personal market business is nationwide in scope, the bank's largest customer base is Oslo and south-eastern Norway. In the corporate market the bank is a pure real estate specialist, with the Oslo region as its market area. BN Bank shows good growth in lending to the personal segment with 12.1 per cent in the last 12 months (14.2 per cent) and growth of 2.3 per cent (3.2 per cent) in the third quarter. Growth in lending to corporate customers was 9.9 per cent in the last 12 months (1.1 per cent) and 2.7 per cent in the last quarter (decline of 2.7 per cent). Outstanding loans total NOK 55bn (50bn).

BN Bank recorded a profit of NOK 154m (117m) in the third quarter, providing a return on equity of 12.5 per cent (9.5 per cent). Lower losses are the main reason for the profit growth. SpareBank 1 SMN's share of BN Bank's profit is NOK 53m (40m).

SpareBank 1 Betaling

SpareBank 1 Betaling is the SpareBank 1 banks' parent company in Vipps AS. On 30 June 2021 Vipps signed an agreement to merge Vipps' mobile payments arm with Danish MobilePay and Finnish Pivo, thus opening the way for cross-border mobile payments. In the third quarter 2022, it became known that the merger will take place without Pivo after the European Commission raised concerns related to the consolidation of mobile wallets in Finland. During the quarter, a formal application was submitted to the European Commission and the companies hope to receive approval in the fourth quarter of 2022. In parallel with the merger, BankAxept and BankID are to be spun off from Vipps to become a new Norwegian-owned company which will remain 100 per cent owned by the Norwegian banks.

SpareBank1 Betaling recorded a profit of minus NOK17m (minus 2m), and SpareBank 1 SMN's profit share is minus NOK 3m (0m) in the third quarter.

Operating expenses

Overall group expenses came to NOK 688m (698m), a decline of NOK 10m, or 1.4 per cent, compared with the same period of 2021. Overall expenses in the second quarter 2022 were NOK 758m.

Operating expenses (NOKm) 3Q 22 2Q 22 3Q 21
Staff costs 417 490 423
IT costs 95 93 85
Marketing 18 26 19
Ordinary depreciation 32 34 56
Operating expenses, real properties 18 9 14
Purchased services 63 54 60
Other operating expense 45 52 41
Total operating expenses 688 758 698

The decline in group expenses in the third quarter refers in all essentials to lower variable remuneration at SpareBank 1 Markets. The company showed a decline in income compared with the preceding quarter and the same quarter last year and thus reduced variable remuneration.

Compared with the third quarter 2021, some cost growth is noted at SpareBank 1 Regnskapshuset SMN related to company acquisitions, and at the bank as a result of the year's pay settlement and new staff appointments. The same factors underlie cost growth at the bank from the second quarter.

The cost-income ratio for the group was 46 per cent (44 per cent), and 36 per cent (37 per cent) for the parent bank.

Continued low losses

Loan losses were NOK 22m (31m) and the second quarter saw a net recovery of NOK 48m. Losses in the quarter measure 0.04 per cent of gross lending (0.07 per cent).

Impairment losses (NOKm) 3Q 22 2Q 22 3Q 21
RM 17 -4 3
CM 5 -44 28
Total impairment losses 22 -48 31

Losses on loans to personal customers were NOK 17m (3m), while losses on loans to corporates came to NOK 5m (28m).

The effects of the Covid pandemic on defaults and losses proved substantially smaller than expected, due in part to the actions taken by public authorities. The bank accordingly decided to reverse the Covid-related add-ons in the baseline scenario in the third quarter 2021 for the retail market and in the first quarter 2022 for the corporate market. In the second and third quarters of 2022, changes have been made to model assumptions to take account of increased risk as a result of increased interest rates, increased expected defaults and lower property values.

In the third quarter of 2022 the weighting of the downside scenario was also increased at the subsidiary SpareBank 1 SMN Finans Midt-Norge from 10 to 25 per cent for the corporate business and from 10 to 15 per cent for the retail business. See note 2 for further details of the changed assumptions.

Overall write-downs on loans and guarantees total NOK 1,199m (1,680m).

Problem loans (Stage 3) amount to NOK 2,139m (3,448m) corresponding to 1.02 per cent (1.80 per cent) of gross outstanding loans, including loans sold to SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt. A significant portion of the decline is due to the fact that a large offshore exposure has completed its quarantine period, and to the downscaling of the bank's exposure in another offshore commitment due to vessel sales. This took place in the second quarter of 2022.

Total assets of NOK 219bn

The group's total assets amounted to NOK 219bn (200bn), having risen by NOK 19bn, or 9.4 per cent, in the past year. Total assets have risen as a result of higher lending volumes and a higher liquidity holding.

Loans totalling NOK 59bn (48bn) have 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 into account loans sold to SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt.

Lending

Total outstanding loans rose in the last 12 months by NOK 16.9bn (12.6bn), or 8.8 per cent (7.0 per cent), to reach NOK 208.9bn (192.0bn). Growth in the third quarter was 1.7 per cent (1.6 per cent).

  • Lending to personal customers rose in the last 12 months by NOK 9.6bn (8.3bn) to NOK 140.4bn (130.8bn). Growth in that period was 7.3 per cent (6.8 per cent). Third-quarter growth was 1.3 per cent (2.0 per cent)
  • Lending to corporate clients rose in the last 12 months by NOK 7.3bn (4.3bn) to NOK 68.5bn (61.1bn). Growth in that period was 12.0 per cent (7.5 per cent). Third quarter growth was 2.4 per cent (0.7 per cent)
  • Lending to personal customers accounted for 67 per cent (68 per cent) of total lending to customers.

Good, but somewhat receding, growth is noted in lending to personal customers. The growth in lending over time has exceeded the growth in credit to households (C2), and the group is strengthening its market position. The growth in lending to corporate clients is mainly to small and medium-sized businesses throughout the market area. The growth is distributed across a number of industries, and industry and singlename concentrations are avoided.

(For distribution sector, see note 5).

Deposits

Customer deposits rose in in the last 12 months by NOK 10.9bn (14.3bn) to NOK 120.6bn (109.7bn). This represents a growth of 9.9 per cent (15.0 per cent). Growth in the third quarter was minus 2.6 per cent (decline of 0.4 per cent).

  • Personal deposits rose by NOK 3.7bn (3.4bn), or by 8.4 per cent (8.4 per cent), to NOK 47.7bn (44.0 m). In the third quarter growth was minus 1.9 per cent (minus 0.5 per cent)
  • Corporate deposits rose by NOK 7.2bn (10.9bn), or by 10.9 per cent (19.8 per cent), to NOK 72.9bn (65.7bn). In the third quarter growth was minus 3.1 per cent (decline of 0.3 per cent)
  • The deposit-to-loan ratio including SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt was 58 per cent (57 per cent).

Deposit growth has been very high in the last two years owing to the pandemic but has normalised in 2022. Decline in deposits from private customers are mainly due to increased consumption in the summer months. Deposits from business customers has also decreased in the third quarter, and is considered to be within normal fluctuations. The bank has made plans to strengthen deposit growth within the retail market. Deposit coverage within the retail market is lower than desired, while deposits are an important source of funding for the bank.

(For distribution by sector, see note 9).

Personal customers

The Personal Banking Division and EiendomsMegler 1 Midt-Norge offer private individuals a broad range of financial services. Constant improvement of the coordination between the bank and the real estate agency business affords customers an enhanced service offering and contributes to increased growth and profitability for the group.

3rd quarter 2022

Result before tax (NOKm) 3Q 22 2Q 22 3Q 21
Personal market 322 329 311
EiendomsMegler 1 12 38 8
Total 335 367 319

The Personal Banking Division achieved a pre-tax profit of NOK 322m (311m), and NOK 329m in the previous quarter. Return on capital employed was 14.7 per cent (13.8 per cent) in the quarter.

Loans granted by the Personal Banking Division total NOK 145bn (135bn) and deposits total NOK 54bn (50bn). These are loans to and deposits from wage earners, agricultural customers and sole proprietorships.

Overall operating income came to NOK 575m (539m), and to NOK 541 in the previous quarter. Net interest income accounted for NOK 367m (300m) and for NOK 335m in the second quarter.

Net interest income rose compared with the third quarter of 2021 as a result of growth, a strengthened deposit margin and increased return on the personal market's share of the group's equity capital, while lower margins on lending have weakened net interest income. Commission income was NOK 208m (239m) and NOK 206m in the previous quarter. Incomes have declined compared with the third quarter of 2021 due to lower commisions from SpareBank 1 Boligkreditt, while there is increased income from insurance and payment services.

The lending margin was 0.39 per cent (1.57 per cent), and in the second quarter of 2022 1.08 per cent. The deposit margin was 1.67 per cent (0.06 per cent), and 0.78 per cent in the previous quarter (measured against three-month NIBOR). The market interest rate (measured against three-month NIBOR) rose from the second quarter of 2022 by 105 points, thereby weakening the lending margin but strengthening the deposit margin in the third quarter.

Growth in lending to and deposits from retail customers was 7.5 per cent (6.6 per cent) and 9.1 per cent (4.9 per cent) respectively in the last 12 months. In the third quarter growth in lending and deposits was 1.3 per cent (1.8 per cent) and minus 2.5 per cent (minus 2.7 per cent) respectively.

Lending to personal customers consistently carries low risk, as reflected in continued low losses. The loan portfolio is largely secured by residential property. Loan losses of NOK 11m in the third quarter (loss of minus 1m) are due mainly to write-downs in the agriculture segment of the portfolio.

Profit and loss account (NOKm) 3Q 22 2Q 22 3Q 21
Net interest 367 335 300
Comission income and other income 208 206 239
Total income 575 541 539
Total operating expenses 241 215 230
Ordinary operating profit 334 326 310
Loss on loans, guarantees etc. 11 -2 -1
Result before tax including held for sale 322 329 311
Balance
Loans and advances to customers 145,433 143,544 135,344
Adv.of this sold to SB1 Boligkreditt and SB1 Næringskreditt -57,299 -55,464 -46,687
Deposits to customers 54,458 55,829 49,909
Key figures
Return on equity per quarter 1) 14.7 % 13.5 % 13.8 %
Lending margin 0.39 % 1.08 % 1.57 %
Deposit margin 1.67 % 0.78 % 0.06 %

1) Calculation of capital employed in Retail Banking and Corporate Banking is based on regulatory capital in accordance with the capital plan.

Eiendomsmegler 1 Midt-Norge is the market leader in Trøndelag and in Møre and Romsdal. Operating income totalled NOK 107m (108m) and operating expenses NOK 95m (100m). EiendomsMegler 1 Midt-Norge's pre-tax profit was NOK 12m (8m). The number of dwelling units on the market has increased since the summer, and as per September is higher than at the same point last year. At the same time there are signs that inflation and increased mortgage interest rates are affecting the demand side. When adjusted for seasonal variations, the price change in September was minus 0.5 per cent in Trondheim and minus 0.6 per cent on a nationwide basis. Activity levels ahead are a matter of much uncertainty viewed in light of a continuing rise in interest rates and what affect this will have on the market.

1,761 dwelling units were sold in the third quarter (1,919). New assignments numbered 1,956 – 38 fewer than in the third quarter of 2021. The company's market share as at 30 September 2022 was 36 per cent (36 per cent).

EiendomsMegler 1 Midt-Norge (87%) 3Q 22 2Q 22 3Q 21
Total income 107 134 108
Total operating expenses 95 96 100
Result before tax (NOKm) 12 38 8
Operating margin 11 % 28 % 8 %

Corporate customers

The corporate business at SpareBank 1 SMN consists of the bank's corporate banking arm, SpareBank 1 Regnskapshuset SMN, SpareBank 1 Finans Midt-Norge and SpareBank 1 Markets. These business lines provide business and industry with a complete range of banking and capital market services. Interaction between the business lines has a high priority and part of the growth achieved is ascribed to this focus.

Result before tax (NOKm) 3Q 22 2Q 22 3Q 21
Corporate banking 322 361 200
SpareBank 1 Regnskapshuset SMN (88.7%) 22 30 21
SpareBank 1 Finans Midt-Norge (56.5%) 44 50 33
SpareBank 1 Markets (66.7%) 0 79 23
Total 388 521 277

The Corporate Banking Division achieved a pre-tax profit of NOK 322m (NOK 200m), and NOK 361m in the second quarter of 2022. The profit growth from last year is attributable to increased income and low losses. Return on capital employed was 18.4 per cent (11.6 per cent).

Outstanding loans to the bank's corporate customers total NOK 52bn (47bn) and deposits total NOK 63bn (59bn) as at 30 September 2022. This is a diversified portfolio of loans to and deposits from corporate clients in Trøndelag and Møre and Romsdal.

Operating income came to NOK 436m (334m), and NOK 420m in the second quarter of 2022. Net interest income was NOK 361m (273m), and NOK 356m in the second quarter. A high proportion of the loans are linked to three-month NIBOR, thereby contributing to a stable margin trend over time. Margins on these loans taken as a whole will however fluctuate between quarters given differing times of interest rate adjustment on the loans. An increase in NIBOR brought reduced lending margins in the quarter, but

increased deposit margins. Increased loan and deposit volumes have strengthened the earnings base at the same time as increased return on the business line's share of the equity capital has strengthened net interest income both from the second to third quarter and compared with last year's third quarter.

Commission income totalled NOK 75m (61m) compared with NOK 64m in the second quarter, and income from guarantees and payment services has risen from the previous quarter.

Loan and deposit margins were 2.05 per cent (2.60 per cent) and minus 0.27 per cent (minus 0.31 per cent) respectively. Lending rose 11.1 per cent (7.2 per cent) and deposits 6.2 per cent (27.2 per cent) in the last 12 months. Lending growth was 1.7 per cent (minus 0.2 per cent) while deposit growth was minus 2.8 per cent (growth of 2.3 per cent) in the quarter.

Losses on loans to the bank's corporate customers were NOK 1m (25m), and a net recovery of NOK 51m was recorded in the second quarter.

SpareBank 1 SMN and SpareBank 1 Regnskapshuset SMN each have a large proportion of businesses in the market area as customers. Developing the customer offering so as to encourage customers to see the benefits of utilising the services of both entities is given priority.

As a result of the strengthened focus on SMEs, many new customers have opted for SpareBank 1 SMN as their bank in 2022 and 2021. Corporate customers have strong links with the bank and customer churn is extremely low.

Profit and loss account (NOKm) 3Q 22 2Q 22 3Q 21
Net interest 361 356 273
Comission income and other income 75 64 61
Total income 436 420 334
Total operating expenses 114 109 109
Ordinary operating profit 322 311 225
Loss on loans, guarantees etc. 1 -51 25
Result before tax including held for sale 322 361 200
Balance
Loans and advances to customers 52,047 51,193 46,857
Adv.of this sold to SB1 Boligkreditt and SB1 Næringskreditt -1,354 -1,359 -1,237
Deposits to customers 62,638 64,415 59,006
Key figures
Return on equity per quarter 1) 18.4 % 18.5 % 11.6 %
Lending margin 2.05 % 2.53 % 2.60 %
Deposit margin -0.27 % -0.05 % -0.31 %

1) Calculation of capital employed in Retail Banking and Corporate Banking is based on regulatory capital in accordance with the capital plan.

SpareBank 1 Regnskapshuset SMN recorded a pre-tax profit of NOK 22m (21m).

Operating income was NOK 125m (122m) and expenses were NOK 103m (101m). Three company acquisitions were carried through in 2022.

Increased organic customer growth has a high priority, and good results have been achieved in 2022. Customer recruitment has risen, at the same time as the company has succeeded in reducing customer churn. The company seeks to create a broader income platform beyond the traditional production of accounts.

Digitalisation and use of new technological solutions in business and industry places heavy requirements on the accounting industry in terms of readjustment and adaptability. This applies both as regards increasing the individual employee's skills and achieving greater breadth in the service offering to customers.

Income from advisory services has risen by 19 per cent in the last 12 months while 600 companies have relocated to modern, cloud-based accounting systems as of 30 September 2022.

The company's market share in Trøndelag, Møre and Romsdal and Gudbrandsdal is 25 per cent.

SpareBank 1 Regnskapshuset SMN (88.7%) 3Q 22 2Q 22 3Q 21
Total income 125 177 122
Total operating expenses 103 147 101
Result before tax (NOKm) 22 30 21
Operating margin 17 % 17 % 18 %

SpareBank 1 Finans Midt-Norge delivered a pre-tax profit of NOK 44m (33m). The company's focal areas are leasing to SMEs, car loans to personal customers and invoice purchases from small businesses.

The company's income totalled NOK 83m (89m). Income is weakened due to margin pressures in the corporate and personal market alike. Costs in the third quarter of 2022 were NOK 28m (49m). The decrease compared to the third quarter of 2021 is mainly due to the write-down of IT systems carried out last year. Losses totalled NOK 10m (7m).

The company has leasing agreements with and loans to corporate customers worth NOK 4.9bn (4.1bn) and car loans worth NOK 6.8bn (5.9bn).

SpareBank 1 Finans Midt-Norge and other SpareBank 1 banks own 47 per cent of the shares of the car subscription company Fleks. This company offers flexible car subscription solutions. The car subscription system along with electrification of the car population make for reduced emissions. Fleks currently has 2,500 cars and is the market leader in Norway.

SpareBank 1 Finans Midt-Norge (56.5%) 3Q 22 2Q 22 3Q 21
Total income 83 81 89
Total operating expenses 28 26 49
Loss on loans, guarantees etc. 10 5 7
Result before tax (NOKm) 44 50 33

SpareBank 1 Markets is headquartered in Oslo and has offices in Trondheim, Ålesund and Stavanger. It employs 163 FTEs.

SpareBank 1 Markets' pre-tax profit was NOK 0m (23m).

Activity levels in the business areas were lower than at the start of the year. Public issue management business was very quiet in the quarter due to market turbulence, resulting in lower income for Investment Banking and stockbroking. Income from fixed income and forex activities and debt capital was stable. Overall income came to NOK 110m (139m). Operating expenses totalled NOK 110m (115m).

SpareBank 1 Markets has developed into one of the largest Norwegian brokerages with a strong position in a number of product areas, and is the leading capital markets unit in SpareBank 1 SMN's market area. The foreshadowed transaction entailing the merger of the capital markets units of SpareBank 1 Markets,

SpareBank 1 SR-Bank and SpareBank 1 Nord-Norge is expected to contribute to a higher and more diversified income base. The merger is currently scheduled for 1 March 2023, but this is dependent on the authorities' process.

SpareBank 1 Markets (66.7%) 3Q 22 2Q 22 3Q 21
Total income 110 257 139
Total operating expenses 110 178 115
Result before tax (NOKm) 0 79 23
Operating margin 0 % 31 % 17 %

SpareBank 1 SMN Invest

This company owns shares in regional businesses. The portfolio is managed together with other long-term shareholdings of the bank and will be scaled down. The company's shares are worth NOK 604m (606m) as at 30 September 2022.

The company's pre-tax profit in the third quarter of 2022 was minus NOK 30m (plus 61m), and in the second quarter minus NOK 29m. The third quarter result – as in the second quarter – is down to net unrealised losses in the equity portfolio.

Year to 30 September

Good performance

SpareBank 1 SMN reports a post-tax profit of NOK 2,017m (2,199m), and a return on equity of 12.0 per cent (13.8 per cent). This result is NOK 182m weaker than in the same period of 2021, mainly due to profit impairments among the insurers in SpareBank 1 Gruppen and lower return on financial investments. Increased income from the business lines and reduced losses helped to strengthen the result. Earnings per equity certificate were NOK 9.29 (10.11).

Net interest income was NOK 2,370m (2,073m). Norges Bank raised the base rate to 1.75 per cent in August and further to 2.25 per cent in September. The market interest rate in terms of NIBOR was 200 points higher on 30 September than on the same date in 2021, which has substantially raised the bank's funding costs. Lending margins have weakened and deposit margins have concurrently strengthened compared with last year, at the same time as return on the bank's equity capital has risen. Both lending and deposit volumes have increased, contributing to strengthened net interest income. From the second half of last year the bank has raised mortgage and deposit rates on a general basis on six occasions, including an announced increase effective from 10 November.

Net commission income was NOK 1,921m (2,161m). The decline is ascribable to lower commission on loans sold to SpareBank 1 Boligkreditt and reduced income from securities services. A positive trend is noted in income from payment services, insurance and accounting services.

Return on financial investments (including dividends) was NOK 179m (289m). The decline refers to unrealised losses on shares and negative return on the bank's liquidity portfolios due to changed credit margins.

The result from related companies was NOK 248m (519m). Both Fremtind Forsikring and SpareBank 1 Forsikring report impaired profit, while profit growth was noted at BN Bank.

Operating expenses came to NOK 2,208m (2,228m). Expenses are down at SpareBank 1 Markets and EiendomsMegler 1 Midt-Norge but have risen at the bank and at SpareBank 1 Regnskapshuset SMN. Expenses at the bank have risen as a result of pay growth and new staff appointments, at Regnskapshuset as a result of acquisitions and investments in technology.

A net recovery of NOK 26m was recorded on loan losses (loss of NOK 129m) as at 30 September. A net recovery of NOK 39m was noted on losses on loans to the group's corporate customers (132m), while NOK 14m, net, was recovered on loan losses to personal customers (net recovery of NOK 3m).

Lending growth was 6.9 per cent (5.0 per cent). Growth in lending to retail customers was 5.7 per cent (5.1 per cent). Lending to corporate customers rose 9.6 per cent (4.8 per cent).

Deposits rose 8.3 per cent (12.5 per cent). Deposits from personal customers rose 6.9 per cent (8.3 per cent). Deposits from corporate customers rose 9.3 per cent (15.5 per cent).

Personal customers

Result before tax (NOKm) Jan-Sep 2022 Jan-Sep 2021
Personal market 924 880
EiendomsMegler 1 64 71
Total 989 951

The bank's personal banking arm recorded a pre-tax profit of NOK 924m (880m) as at 30 September 2022. Return on capital employed in the retail segment was 14.0 per cent (13.0 per cent).

Overall operating income totalled NOK 1,631m (1,542m). Net interest income came to NOK 1,015m (859m) and commission income to NOK 616m (684m). Net interest income has risen with increased deposit margins, growth in lending and deposits and increased return on the business line's share of the equity capital. Reduced margins on loans have reduced net interest income. Commission income is down mainly as a result of lower commissions from SpareBank 1 Boligkreditt.

Lending and deposit growth in this business line were 7.5 per cent (6.6 per cent) and 9.1 per cent (4.9 per cent) respectively in the last 12 months.

The lending margin was 0.83 per cent (1.63 per cent) while the deposit margin was 1.06 per cent (0.02 per cent) measured against three-month NIBOR.

There was a net loss of NOK 2m (net recovery of NOK 11m).

EiendomsMegler 1 Midt-Norge. Operating income was NOK 336m (353m), while operating expenses came to NOK 271m (282m). EiendomsMegler 1 Midt-Norge's pre-tax profit was NOK 64m (71m). Activity in 2022 reflects a housing market with few dwellings available, which has pushed up both the turnover rate and prices. The consequence is a lower sales volume for EiendomsMegler 1 Midt-Norge so far this year, i.e. 5,400 as against 5,995 in the same period of 2021.

Corporate customers
Result before tax (NOKm) Jan-Sep 2022 Jan-Sep 2021
Corporate banking 959 566
SpareBank 1 Regnskapshuset SMN (88.7%) 76 82
SpareBank 1 Finans Midt-Norge (56.5%) 141 151
SpareBank 1 Markets (66.7%) 119 203
Total corporate customers 1,295 1,002

The bank's corporate banking arm achieved a pre-tax profit of NOK 959m (566m) as at 30 September 2022. The profit growth is attributable to increased net interest income and lower losses. Return on capital employed for the corporate segment was 18.6 per cent (11.1 per cent).

Operating income totalled NOK 1,260m (1,016m), of which net interest income accounted for 1,047m (828m) and commission income (incl. income from forex business) for NOK 213m (188m). Growth in lending and deposits, an increased deposit margin and increased return on the banking arm's share of the equity capital have strengthened net interest income, while a lower lending margin pulls in the opposite direction. Increased commission income is noted on guarantees and payments.

Lending grew 11.1 per cent (8.7 per cent) and deposits 6.2 per cent (27.2 per cent) in the last 12 months.

Margins on lending and deposits were 2.32 per cent (2.69 per cent) and 0.05 per cent (minus 0.32 per cent) respectively.

There was an overall net recovery of NOK 47m on losses in the bank's corporate segment (loss of NOK 125m).

SpareBank 1 Finans Midt-Norge report a pre-tax profit of NOK 141m (151m).

The company's income totalled NOK 243m (271m). Expenses in the year to 30 September 2022 were NOK 83m (106m). Losses amounted to NOK 20m (13m).

SpareBank 1 Regnskapshuset SMN posted a pre-tax profit of NOK 76m (82m). Operating income was NOK 468m (439m) while expenses came to NOK 392m (357m).

SpareBank 1 Markets' pre-tax profit was NOK 119m (203m). High activity in the business lines has yielded high earnings and good profit performances both in 2021 and 2022.

So far this year the company's income amounts to NOK 545m (689m), NOK 144m lower than the same period in 2021.

Ample liquidity

Price growth continued to quicken both in Norway and elsewhere in the third quarter. Central banks in a number of countries raised their base rates and signalled a speedier rate increase ahead. Uncertain growth and inflation prospects internationally have contributed to substantial fluctuations in financial markets. Credit spreads have widened.

The bank has ample liquidity and access to funding. The bank has a conservative liquidity strategy, with liquidity reserves that ensure the bank's survival for 12 months of ordinary operation without need of fresh external funding.

The bank is required 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 180 per cent as at 30 September 2022 (163 per cent). The requirement is 100 per cent.

The group's deposit-to-loan ratio at 30 September 2022, including SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt, was 58 per cent (57 per cent).

The bank's funding sources and products are well diversified.

SpareBank 1 Boligkreditt and Næringskreditt are important funding sources for the bank, and loans totalling NOK 59bn (48bn) had been sold to these mortgage companies as at 30 September 2022. Thus far in 2022 residential mortgages totalling NOK 10.4bn have been sold to SpareBank 1 Boligkreditt.

In the third quarter the bank issued a senior green bond worth EUR 0.5bn and senior non-preferred debt (MREL) worth NOK 1.6bn.

As at 30 September 2022 SpareBank 1 SMN had issued senior non-preferred debt (MREL) in an amount of NOK 7.1bn. SpareBank 1 SMN will meet the MREL requirements by the end of 2023.

Rating

The bank has a rating of A1 (positive outlook) with Moody's.

Financial soundness

The CET1 ratio at 30 September 2022 was 19.2 per cent (18.1 per cent). The requirement is 14.9 per cent, including combined buffer requirements and a Pillar 2 requirement of 1.9 per cent. Finanstilsynet (Norway's FSA) set a new Pillar 2 requirement for SpareBank 1 SMN on 30 April 2022. The rate of 1.9 per cent is unchanged, but the bank is subject to a temporary add-on of 0.7 per cent to its Pillar 2 requirement pending consideration of its application for adjustment of its IRB models.

Finanstilsynet has decided that SpareBank 1 SMN is to be subject to a Pillar 2 guidance of 1.25 per cent over and above its overall capital requirement. The bank's long-term CET1 target ratio is accordingly raised to 17.2 per cent.

The CET1 ratio showed a 0.4 percentage point increase from the second quarter. Risk weighted assets rose 1.4 per cent in the third quarter. A good profit performance and basis swap effects from SpareBank 1 Boligkreditt are the main explanation for the 3.7 per cent increase in CET1 capital. Value changes on base swaps i SpareBank 1 Boligkreditt will reverse over the term of the derivative. A payout ratio of 50 per cent of the group' net profit for 2022 is assumed.

A leverage ratio of 7.3 per cent (6.9 per cent) shows the bank to be very solid.

Sustainability

Sustainability is one of five strategic priorities in the group strategy, and the group's sustainability strategy stands firm.

Over the course of the quarter SpareBank 1 SMN has elucidated the content of the group's long-term climate ambition. This has involved clarifying work processes and frameworks, and the drawing up of plans for the transition to net zero emissions at industry level with a view to making an active contribution to an organised readjustment to a low-emissions society. In order to realise the ambition, milestones are drawn up. This and the status of transition plans will be communicated during the fourth quarter.

Calculating the loan portfolio's emissions is still a matter of much uncertainty. This is mainly due to data quality and access to relevant data from our customers. The uncertainty is naturally greater the longer the time perspective we apply. The group has nonetheless estimated emission paths for the period to 2050 utilising Science Based Target Initiatives as a basis for setting sectoral emissions reduction targets for the path towards net zero emissions in 2050.

The group will continue its work to develop data and methodology and will revise the group's materiality analysis in the fourth quarter.

The bank's equity certificate (MING)

The book value of the equity certificate (EC) as at 30 September 2022 was NOK 107.19 (103.57), and earnings per EC were NOK 9.29 (10.11).

The Price / Income ratio was 9.00 (9.62) and the Price / Book ratio was 1.04 (1.25).

Outlook

SpareBank 1 SMN delivered a good performance as per 30 September 2022 with a return on equity of 12 per cent and good capitalisation. This is viewed as satisfactory in a situation of much market unrest. The business lines have performed well and the group has a solid basis on which to attain its ambitions for growth and profitability. The ROE objective of a minimum of 12 per cent and other key financial targets stand firm.

Rising market interest rates and price growth impact the personal and corporate market alike and contribute to increased uncertainty. The risk trend in the loan portfolio is acceptable, and loan losses are low. The offshore segment continues to improve, although there are signs of increased risk elsewhere in business and industry. The region enjoys low energy prices and unemployment remains very low.

Greater uncertainty attends house prices and expectations of receding credit growth. Interest rate hikes and growth in prices will reduce households' purchasing power and consumption. Thus far there are few signs of increased risk in the personal customer portfolio, but the expectation is that more customers will be in need of flexible solutions and financial advice in the period ahead. The bank is well prepared to handle this situation through its customer relationship concept and physical presence in Trøndelag and in Møre and Romsdal.

SpareBank 1 SMN is a full-fledged finance centre, it leads the field in its market area and has a broadbased product platform with profitable subsidiaries and product companies. Good results have been achieved in 2022 along with broad growth and a strengthened market position. However, macroeconomic prospects are uncertain. The ambition to further strengthen the group's market position nonetheless stands firm. This is underpinned by a modern, customer-oriented and effective distribution system. The merger with SpareBank 1 Søre Sunnmøre has been approved by both banks' boards of directors and presented for a final decision by the banks' general meetings and supervisory boards in November. The merger will make for an improved customer offering and a stronger presence in Sunnmøre and in Fjordane.

SpareBank 1 SMN has set itself the goal of achieving net zero carbon emissions from the group's customer portfolios and day-to-day operations by 2050 at the latest. The bank has started work on establishing

transitional plans for reduced emissions from the group's customer portfolios as well as plans for reduction of its own emissions. In addition priority is given to developing competence, data quality and climate reporting.

The uncertainty in the economy is greater than for a long time both nationally and internationally. A strong capital position, ample liquidity and access to funding put SpareBank 1 SMN in an good position to manage the uncertainty.

Kjell Bjordal
(chair)
Christian Stav
(deputy chair)
Morten Loktu
Mette Kamsvåg Tonje Eskeland Foss Eli Skrøvset
Freddy Aursø Inge Lindseth
(employee rep.)
Christina Straub
(employee rep.)

Jan-Frode Janson (Group CEO)

Page 23 of 67

Income statement

Parent bank Group
January - January -
Third quarter September September Third quarter
2021 2021 2022 2021 2022 (NOKm) Note 2022 2021 2022 2021 2021
3,067 767 1,220 2,240 3,163 Interest income effective interest method 3,513 2,584 1,341 883 3,524
395 91 181 287 450 Other interest income 448 285 180 90 392
1,109 263 705 788 1,576 Interest expenses 1,591 796 710 266 1,120
2,353 595 697 1,739 2,037 Net interest 10 2,370 2,073 811 707 2,796
1,306 340 307 969 909 Commission income 1,102 1,179 369 405 1,583
97 27 25 69 66 Commission expenses 163 152 60 54 207
47 9 17 31 36 Other operating income 982 1,134 230 272 1,456
1,256 321 298 930 880 Commission income and other income 11 1,921 2,161 540 623 2,832
733 2 3 713 584 Dividends 13 21 8 1 22
Income from investment in related
- - - - - companies
3
519 109 179 705
-53 15 29 -13 -92 Net return on financial investments 166 267 31 68 299
680 17 32 700 491 Net return on financial investments 248 1,026
4,289 933 1,027 3,369 3,408 Total income 4,718 5,042 1,499 1,578 6,655
650 169 179 487 505 Staff costs 1,383 1,419 417 423 1,882
745 176 190 540 580 Other operating expenses 12 825 809 271 275 1,111
1,395 345 369 1,027 1,086 Total operating expenses 2,208 2,228 688 698 2,993
2,895 588 658 2,342 2,322 Result before losses 2,511 2,814 810 880 3,662
134 24 12 115 -45 Loss on loans, guarantees etc. 6,7 -26 129 22 31 161
2,760 564 646 2,228 2,367 Result before tax 3 2,536 2,685 788 849 3,501
518 155 159 387 438 Tax charge 520 497 172 175 609
- - - - - Result investment held for sale, after tax 2, 3 0 11 1 1 10
2,242 408 487 1,841 1,930 Net profit 2,017 2,199 617 675 2,902
Attributable to additional Tier 1 Capital
48 9 12 39 44 holders 45 40 12 10 50
Attributable to Equity capital certificate
1,403 255 304 1,153 1,206 holders 1,201 1,308 374 416 1,722
791 144 171 650 680 Attributable to the saving bank reserve 677 737 211 234 971
Attributable to non-controlling interests 93 113 19 15 160
2,242 408 487 1,841 1,930 Net profit 2,017 2,199 617 675 2,902
Profit/diluted profit per ECC 19 9.29 10.11 2.89 3.22 13.31

Other comprehensive income

Parent bank Group
Third January - January - Third
quarter September September quarter
2021 2021 2022 2021 2022 (NOKm) 2022 2021 2022 2021 2021
2,242 408 487 1,841 1,930 Net profit 2,017 2,199 617 675 2,902
Items that will not be reclassified to profit/loss
-49 - 171 - 171 Actuarial gains and losses pensions 171 - 171 - -49
12 - -43 - -43 Tax -43 - -43 - 12
Share of other comprehensive income of associates and
- - - - - joint venture 7 2 1 - 4
-37 - 128 - 128 Total 136 2 129 - -33
Items that will be reclassified to profit/loss
Fair value change on financial assets through other
- - - - - comprehensive income - - - - -
-1 -1 3 -1 3 Value changes on loans measured at fair value 3 -1 3 -1 -1
Share of other comprehensive income of associates and
- - - - - joint venture 234 -17 142 25 21
- - - - - Tax - - - - -
-1 -1 3 -1 3 Total 237 -18 145 24 20
-38 -1 131 -1 131 Net other comprehensive income 372 -16 274 24 -13
2,204 407 618 1,840 2,060 Total comprehensive income 2,389 2,183 891 699 2,889
48 9 12 39 44 Attributable to additional Tier 1 Capital holders 45 40 12 10 50
1,379 255 388 1,152 1,290 Attributable to Equity capital certificate holders 1,439 1,298 550 431 1,714
777 143 219 649 727 Attributable to the saving bank reserve 811 732 310 243 966
Attributable to non-controlling interests 93 113 19 15 160
2,204 407 618 1,840 2,060 Total comprehensive Income 2,389 2,183 891 699 2,889

Balance sheet

Parent bank Group
31 Dec 21 30 Sep 21 30 Sep 22 (NOKm) Note 30 Sep 22 30 Sep 21 31 Dec 21
1,252 1,206 317 Cash and receivables from central banks 317 1.206 1,252
13,190 15,701 26,596 Deposits with and loans to credit institutions 16,773 7,338 4,704
135,766 132,507 137,727 Net loans to and receivables from customers 5 149,162 142,404 145,890
30,762 30,032 30,560 Fixed-income CDs and bonds 17 30,561 30,032 30,762
3,192 3,662 7,242 Derivatives 17 7,480 3,732 3,224
402 357 399 Shares, units and other equity interests 17 1,974 2,525 2,654
4,590 4,782 4,676 Investment in related companies 7,714 7,324 7,384
2,374 2,374 2,374 Investment in group companies - - -
98 98 98 Investment held for sale 2 111 60 59
458 500 465 Intangible assets 864 894 853
1,082 3,261 2,671 Other assets 3,962 4,609 2,062
193,165 194,480 213,124 Total assets 218,918 200,124 198,845
14,342 13,909 13,715 Deposits from credit institutions 14,495 14,601 15,065
112,028 110,328 121,148 Deposits from and debt to customers 9 120,558 109,691 111,286
40,332 41,895 46,158 Debt created by issue of securities 16 46,158 41,895 40,332
3,500 3,405 8,024 Derivatives 17 8,115 3,741 3,909
1,855 3,561 2,217 Other liabilities
15
3,672 5,323 3,215
- - - Investment held for sale 2 2 1 1
1,753 1,752 2,010 Subordinated loan capital 16 2,054 1,795 1,796
173,809 174,850 193,273 Total liabilities 195,054 177,047 175,603
2,597 2,597 2,597 Equity capital certificates 2,597 2,597 2,597
-0 -0 -0 Own holding of ECCs -11 -9 -9
895 895 895 Premium fund 895 895 895
7,007 6,556 7,007 Dividend equalisation fund 6,958 6,524 6,974
970 401 - Recommended dividends - 401 970
547 226 - Provision for gifts - 226 547
5,918 5,664 5,918 Ownerless capital 5,918 5,664 5,918
171 239 171 Unrealised gains reserve 171 239 171
- -2 128 Other equity capital 3,158 2,241 2,896
1,250 1,211 1,206 Additional Tier 1 Capital 1,247 1,252 1,293
1,841 1,930 Profit for the period 2,017 2,199
Non-controlling interests 913 848 989
19,356 19,629 19,852 Total equity capital 23,863 23,077 23,241
193,165 194,480 213,124 Total liabilities and equity 218,918 200,124 198,845

Cash flow statement

Parent bank Group
January - September January - September
2021 2021 2022 (NOKm) 2022 2021 2021
2,242 1,841 1,930 Net profit 2,017 2,199 2,902
95 74 57 Depreciations and write-downs on fixed assets 100 149 186
134 115 -45 Losses on loans and guarantees -26 129 161
-418 -418 -252 Adjustments for undistributed profits of related companies -248 -549 -705
-2,423 -1,591 -993 Other adjustments -1,032 -1,726 -2,574
-369 21 697 Net cash increase from ordinary operations 812 201 -31
3,843 1,201 -5,643 Decrease/(increase) other receivables -6,144 1,357 4,387
-2,993 -1,343 5,013 Increase/(decrease) short term debt 4,792 -1,197 -3,159
-11,686 -8,408 -1,913 Decrease/(increase) loans to customers -3,243 -9,403 -12,920
-288 -2,800 -13,406 Decrease/(increase) loans credit institutions -12,069 -2,247 387
13,862 12,163 9,120 Increase/(decrease) deposits to customers 9,272 12,163 13,757
-290 -721 -626 Increase/(decrease) debt to credit institutions -569 -494 -32
-4,077 -3,347 202 Increase/(decrease) in short term investments 201 -3,425 -4,156
- - - Increase/(decrease) in shares held for trading 689 18 -59
-1,999 -3,236 -6,557 A) Net cash flow from operations -6,260 -3,028 -1,826
-75 -44 -64 Increase in tangible fixed assets -126 -154 -145
60 - - Proceeds from sales of property, plant and equipment - - 4
Cash flows from losing control of subsidiaries or other
- - - businesses - 17 99
Cash flows used in obtaining control of subsidiaries or other
-73 -73 -0 businesses -52 - -
418 418 252 Dividends received from investments in related companies 252 419 419
Other cash receipts from sales of interests in associates and
548 341 6 joint ventures
Other cash payments to acquire interests in associates and
6 361 544
-204 -190 -92 joint ventures -117 -275 -307
Other cash receipts from sales of equity instruments of other
672 574 551 entities 587 593 737
Other cash payments to acquire equity instruments of other
-766 -618 -549 entities -557 -640 -826
580 409 104 B) Net cash flow from investments -8 321 526
- - 1,000 Increase in subordinated loan capital 1,000 - -
- - -750 Decrease in subordinated loan capital -750 - -
-0 -0 -0 Purchase of treasury shares -21 -6 -5
-569 -168 -970 Dividend cleared -970 -168 -569
- - - Dividends paid to non-controlling interests -162 -113 -113
-321 -95 -547 Disbursed from gift fund -547 -95 -321
-48 -39 -44 Interest payments Additional Tier 1 Capital -45 -40 -50
7,867 7,867 13,225 Increase in other long term loans 13,225 7,867 7,867
-7,021 -6,296 -6,397 Decrease in other long term loans -6,397 -6,296 -7,021
-93 1,269 5,517 C) Net cash flow from financial activities 5,332 1,149 -212
-1,512 -1,558 -935 A) + B) + C) Net changes in cash and cash equivalents -935 -1,558 -1,512
2,764 2,764 1,252 Cash and cash equivalents at 1.1 1,252 2,764 2,764
1,252 1,206 317 Cash and cash equivalents at end of quarter 317 1,206 1,252
-1,512 -1,558 -935 Net changes in cash and cash equivalents -935 -1,558 -1,512

Change in equity

Parent Bank Issued equity Earned equity
(NOKm) EC
capital
Premium
fund
Owner
less
capital
Equali
sation
fund
Dividend
and gifts
Un
realised
gains
reserve
Other
equity
Additional
Tier 1
Capital
Total
equity
Equity at 1 January 2021 2,597 895 5,664 6,556 890 239 - 1,250 18,092
Net profit - - 268 476 1,517 -68 - 48 2,242
Other comprehensive income
Financial assets through OCI - - - - - - -1 - -1
Actuarial gains (losses), pensions - - - - - - -37 - -37
Other comprehensive income - - - - - - -38 - -38
Total comprehensive income - - 268 476 1,517 -68 -38 48 2,204
Transactions with owners
Dividend declared for 2020 - - - - -569 - - - -569
To be disbursed from gift fund - - - - -321 - - - -321
Additional Tier 1 Capital - - - - - - - - -
Interest payments additional Tier 1
capital - - - - - - - -48 -48
Purchase and sale of own ECCs 0 - - -0 - - - - -0
Direct recognitions in equity - - -14 -25 - - 38 - -2
Total transactions with owners 0 - -14 -25 -890 - 38 -48 -940
Equity at 31 December 2021 2,597 895 5,918 7,007 1,517 171 - 1,250 19,356
Parent Bank Issued equity Earned equity
(NOKm) EC
capital
Premium
fund
Owner
less
capital
Equali
sation
fund
Dividend
and gifts
Un
realised
gains
reserve
Other
equity
Additional
Tier 1
Capital
Total
equity
Equity at 1 January 2022
Net profit
2,597
-
895
-
5,918
-
7,007
-
1,517
-
171
-
-
1,930
- 1,250 19,356
1,930
Other comprehensive income
Value changes on loans measured
at fair value
- - - - - - 3 - 3
Actuarial gains (losses), pensions - - - - - - 128 - 128
Other comprehensive income - - - - - - 131 - 131
Total comprehensive income - - - - - - 2,060 - 2,060
Transactions with owners
Dividend declared for 2021
- - - - -970 - - - -970
To be disbursed from gift fund - - - - -547 - - - -547
Additional Tier 1 Capital - - - - - - - - -
Interest payments additional Tier 1
capital
- - - - - - - -44 -44
Purchase and sale of own ECCs 0 - - -0 - - - - -0
Direct recognitions in equity - - - - - - -3 - -3
Total transactions with owners 0 - - -0 -1,517 - -3 -44 -1,564
Equity at 30 September 2022 2,597 895 5,918 7,007 - 171 2,057 1,206 19,852

3rd quarter 2022

Attributable to parent company equity holders
Group Issued equity Earned equity
(NOKm) EC
capital
Premium
fund
Owner
less
capital
Equali
sation
fund
Dividend
and gifts
Un
realised
gains
reserve
Other
equity
Additional
Tier 1
Capital
NCI Total
equity
Equity at 1 January 2021 2,588 895 5,664 6,536 890 239 2,366 1,293 838 21,310
Net profit - - 268 476 1,517 -68 499 50 160 2,902
Other comprehensive income
Share of other comprehensive
income of associates and joint
ventures
Value changes on loans
- - - - - - 26 - - 26
measured at fair value - - - - - - -1 - - -1
Actuarial gains (losses),
pensions
- - - - - - -38 - - -38
Other comprehensive income - - - - - - -13 - - -13
Total comprehensive income - - 268 476 1,517 -68 486 50 160 2,889
Transactions with owners
Dividend declared for 2020
To be disbursed from gift fund
Additional Tier 1 Capital issued
Buyback Additional Tier 1
Capital issued
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-569
-321
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-569
-321
-
-
Interest payments additional
Tier 1 capital
- - - - - - - -50 - -50
Purchase and sale of own
ECCs
Own ECC held by SB1
0 - - -0 - - - - - -0
Markets*) -0 - - -13 - - 7 - - -5
Direct recognitions in equity - - -14 -25 - - 50 - - 11
Share of other transactions
from associates and joint
ventures
Change in non-controlling
interests
-
-
-
-
-
-
-
-
-
-
-
-
-14
-
-
-
-
-9
-14
-9
Total transactions with owners -0 - -14 -38 -890 - 43 -50 -9 -958
Equity at 31 December 2021 2,588 895 5,918 6,974 1,517 171 2,896 1,293 989 23,241

*) 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
Owner
less
capital
Equali
sation
fund
Dividend
and gifts
Un
realised
gains
reserve
Other
equity
Additional
Tier 1
Capital
NCI Total
equity
Equity at 1 January 2022 2,588 895 5,918 6,974 1,517 171 2,896 1,293 989 23,241
Net profit - - - - - - 1,924 - 93 2,017
Other comprehensive
income
Share of other comprehensive
income of associates and joint
ventures
- - - - - - 241 - - 241
Value changes on loans
measured at fair value - - - - - - 3 - - 3
Actuarial gains (losses),
pensions - - - - - - 128 - - 128
Other comprehensive income - - - - - - 372 - - 372
Total comprehensive income - - - - - - 2,296 - 93 2,389
Transactions with owners
Dividend declared for 2021 - - - - -970 - - - - -970
To be disbursed from gift fund - - - - -547 - - - - -547
Additional Tier 1 capital issued - - - - - - - - - -
Buyback additional Tier 1
Capital issued
- - - - - - - - - -
Interest payments additional
Tier 1 capital
- - - - - - - -45 - -45
Purchase and sale of own
ECCs
0 - - -0 - - - - - -0
Own ECC held by SB1
Markets*)
-2 - - -16 - - -2 - - -21
Direct recognitions in equity - - - - - - -8 - - -8
Share of other transactions
from associates and joint
ventures - - - - - - -5 - - -5
Change in non-controlling
interests
- - - - - - - - -170 -170
Total transactions with owners -2 - - -16 -1,517 - -16 -45 -170 -1,767
Equity at 30 September 2022 2,586 895 5,918 6,958 - 171 5,175 1,247 913 23,863

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

Note 1 - Accounting principles 32
Note 2 - Critical estimates and assessment concerning the use of accounting principles 33
Note 3 - Account by business line 36
Note 4 - Capital adequacy 38
Note 5 - Distribution of loans by sector/industry 40
Note 6 - Losses on loans and guarantees 41
Note 7 - Losses 42
Note 8 - Gross loans 48
Note 9 - Distribution of customer deposits by sector/industry 50
Note 10 - Net interest income 51
Note 11 - Net commission income and other income 52
Note 12 - Operating expenses 53
Note 13 - Net return on financial investments 54
Note 14 - Other assets 55
Note 15 - Other liabilities 56
Note 16 - Debt created by issue of securities and subordinated debt 57
Note 17 - Measurement of fair value of financial instruments 58
Note 18 - Liquidity risk 61
Note 19 - Earnings per EC 62

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 2021. The Group has in this quarterly report used the same accounting principles and calculation methods as in the latest annual report and accounts.

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 arrangement; defined contribution plan. For a further description of the various pension schemes, see note 22 in the 2021 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.

The Group has obtained a new calculation of pensions as of 30 September 2022:

Actuarial assumptions 31 Dec 2021 1 Jan 2021 30 Sep 2022
Discount rate 1.6 % 1.5 % 3.2 %
Expected rate of return on plan assets 1.6 % 1.5 % 3.2 %
Expected future wage and salary growth 2.3 % 2.0 % 3.5 %
Expected adjustment on basic amount (G) 2.3 % 2.0 % 3.5 %
Expected increase in current pension 0.0 % 0.0 % 0.0 %
Employers contribution 19.1 % 19.1 % 19.1 %
Demographic assumptions:
Mortality base table K2013BE
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.January 2022 -62 8 -54
OCI accounting Opening balance 0 0 0
OCI accounting Closing balance -170 -1 -171
Net defined-benefit costs in profit and loss account -1 0 -1
Paid in pension premium, defined-benefit schemes 0 0 0
Paid in pension premium, defined-benefit plan 0 -1 -1
Net pension liability in the balance sheet 30 September 2022 -233 7 -226
Net pension liability in the balance sheet Group (NOKm) 30 Sep 2022 31 Dec 2021
Net present value of pension liabilities in funded schemes 520 645
Estimated value of pension assets -748 -701
Net pension liability in the balance sheet before employer's contribution -227 -56
Employers contribution 1 1
Net pension liability in the balance sheet -226 -54
Pension cost Group (NOKm) 30 Sep 2022 31 Dec 2021
Present value of pension accumulated in the year 0 0
Net interest income -1 -2
Net pension cost related to defined plans, incl unfunded pension commitment -1 -1
Empolyer's contribution subject to accrual accounting 0 0
Cost of defined contribution pension and early retirement pension scheme 90 115

Investment held for sale

SpareBank 1 SMN's strategy is that ownership due 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.

Jan-Sep 2022 (NOKm) Assets Liabilities Revenue Expenses Profit Ownership
Mavi XV AS Group 111 2 9 -9 0 100 %
Total Held for sale 111 2 9 -9 0

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 2021.

The input in the credit loss model have been changed in 2020 and 2021 a result of increased uncertainty due to the corona situation. This uncertainty has been significantly reduced, but in 2022 macroeconomic uncertainty has increased as a result of the war in Ukraine, a strong increase in energy and raw material prices, challenges in the supply chains and the prospect of permanently higher inflation and interest rates made the assessments extra demanding. The bank has focused on the expected long-term effects of the crisis.

In 2020, the bank changed the assumptions for the base scenario in a negative direction. These assumptions were continued in 2021. The bank's exposure to hotels and tourism, including commercial real estate with the income mainly towards this industry, was separated into a separate portfolio with its own assessments of PD and LGD courses as well as special scenarios and weighting of these to reflect this portfolio's exposure to the effects of corona. In addition, this entire portfolio is included in stage 2 or 3.

The central drivers of losses in the individual scenarios are projections of trajectories for the probability of default (PD) and losses in case of default (LGD). In addition, the expected loss is affected by the probability weight for the individual scenario. The expected negative effects of the corona pandemic were in the assessments for 2020/2021 primarily linked to debtors who had a demanding starting point before the crisis – typically debtors in stage 2. The bank therefore chose to increase the trajectories for PD and LGD, as well as reduce expected repayments in the base scenario, especially from year two onwards. This change affects the expected loss for debtors in stage 2. To adjust for migration into stage 2, the PD and LGD estimates were also increased in the first year. No first year repayments are assumed for all portfolios in the downside scenario. The effects of the corona pandemic was significantly smaller than expected. This is due, among other things, to implemented authority measures. The bank therefore decided to reverse the pandemic-related mark-ups in the trajectories in the base scenario in the third quarter of 2021 for PM and in the first quarter of 2022 for BM. In second and third quarter 2022, upward adjustments have been made to the PD and LGD trajectories throughout the assessment period against the backdrop of a rising interest rate market which, in combination with the inflation, leads to an expectation of an increased level of default and lower asset values in the future

The applied scenario weighting was changed in 2020 to reflect further increased uncertainty. For corporate market including offshore, as well as agriculture, the downside scenario was changed from a weighting with a 10 percent probability, to a weighting of a 20 percent probability. For retail market, the weighting of the downside scenario was changed from 10 to 15 per cent. In 2022, the weighting of the downside scenario was increased to 25 per cent in the agriculture and other business portfolios (excluding offshore) and hotels/tourism to take into account increased uncertainty as a result of the war in Ukraine as well as generally greater uncertainty with regard to future economical growth. In the third quarter of 2022, the weighting of the downside scenario has also been increased in the subsidiary SpareBank1 Finans Midt-Norge from respectively 10 to 25 per cent for BM and from 10 to 15 per cent for PM.

The effect of changes in input assumptions is shown as "Effect of changed assumptions in ECL model" in note 7.

The write-downs are reduced as a result of the removal of mark-ups in the base scenario for the business portfolio (excl. offshore and hotels) and reduced markup in PD and LGD projectories for hotel/tourism (down from a very high level). On the other hand, write-downs are increasing both for business and industry the personal market portfolio as a result of a new mark-up in PD and LGD trajectories as a result of a significantly increased interest rate level. In addition, increased weight on low scenario for the business portfolio result in increased write-downs. In total, this amounts to NOK 82 million for the bank and NOK 98 million for the group in reduced write-downs

Sensitivity

The first part of the table below show total calculated expected credit loss as of 30 September 2022 in each of the three scenarios, distributed in the portfolios Retail Market, Corporate Market (excl offshore and agriculture) and offshore, tourism and agriculture, which adds up to parent bank. In addition the subsidiary SpareBank 1 Finans Midt-Norge is included with portfolios Corporate and Retail Market. ECL for the parent bank and the subsidiary is summed up in the coloumn "Group".

The second part of the table show the ECL distributed by portfolio using the scenario weight applied, in addition to a alternative weighting where downside scenario weight has been doubled.

If the downside scenario's probability were doubled at the expense of the baseline scenario at the end of September 2022, this would have entailed an increase in loss provisions of NOK 259 million for the parent bank and NOK 280 million for the group.

3rd quarter 2022

SB 1 SB 1
CM RM Offshore Tourism Agriculture Total
parent
Finans
MN, CM
Finans
MN, RM
Group
ECL base case 465 71 314 15 41 905 36 20 962
ECL worst case 1,069 236 512 74 148 2,038 82 70 2,190
ECL best case 361 28 218 7 22 635 24 13 672
ECL with scenario weights
used 60/25/15
601 - - 65 665 44 - 709
ECL with scenario weights
used 65/20/15
- - 339 - 339 - - 339
ECL with scenario weights
used 60/30/10
- 32 32 - 32
ECL with scenario weights
used 70/15/15
- 89 - - - 89 - 26 115
Total ECL used 601 89 339 32 65 1,126 44 26 1,196
ECL alternative scenario
weights 35/50/15
752 - - - 91 843 57 - 900
ECL alternative scenario
weights 45/40/15
- - 379 - - 379 - - 379
ECL alternative scenario
weights 30/60/10
- - - 49 - 49 - - 49
ECL alternative scenario
weights 55/30/15
114 - 114 33 147
Total ECL alternative
weights 752 - 379 49 91 1,385 57 33 1,476
Change in ECL if
alternative weights were
used 151 25 40 18 27 259 14 7 280

The table reflects that there are some significant differences in underlying PD and LGD estimates in the different scenarios and that there are differentiated levels and level differences between the portfolios. At group level, the ECL in the upside scenario, which largely reflects the loss and default picture in recent years, is about 70 per cent of the ECL in the expected scenario. The downside scenario gives over double the ECL than in the expected scenario. Applied scenario weighting gives about 25 percent higher ECL than in the expected scenario.

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 30 September 2022

SB 1 SB 1
Profit and loss account SB1 Finans Regnskaps
(NOKm) RM CM Markets EM 1 MN huset SMN Other Uncollated Total
Net interest 930 977 4 4 339 1 - 116 2,370
Interest from allocated capital 85 69 - - - - - -155 -
Total interest income 1,015 1,047 4 4 339 1 - -39 2,370
Comission income and other
income 620 206 461 324 -78 467 - -79 1,921
Net return on financial
investments *) -3 7 78 8 -18 - 265 89 427
Total income 1,631 1,260 543 336 243 468 265 -28 4,718
Total operating expenses 705 348 426 271 83 392 - -17 2,208
Ordinary operating profit 926 913 117 64 160 76 265 -11 2,511
Loss on loans, guarantees
etc. 2 -47 - - 20 - - -0 -26
Result before tax 924 959 117 64 141 76 265 -11 2,536

Group 30 September 2021

SB 1 SB 1
Profit and loss account SB1 Finans Regnskaps
(NOKm) RM CM Markets EM 1 MN huset SMN Other Uncollated Total
Net interest 840 826 -3 1 340 -0 - 69 2,073
Interest from allocated capital 19 2 - - - - - -21 -
Total interest income 859 828 -3 1 340 -0 - 47 2,073
Comission income and other
income 682 178 611 342 -67 439 - -23 2,161
Net return on financial
investments *) 2 10 81 10 -2 - 521 186 808
Total income 1,542 1,016 689 353 271 439 521 210 5,042
Total operating expenses 673 325 486 282 106 357 - -2 2,228
Ordinary operating profit 869 691 203 71 165 82 521 212 2,814
Loss on loans, guarantees
etc. -11 125 - - 13 - - 1 129
Result before tax 880 566 203 71 151 82 521 212 2,685

Group 31 December 21

SB 1 SB 1
Profit and loss account SB1 Finans Regnskaps
(NOKm) RM CM Markets EM 1 MN huset SMN Other Uncollated Total
Net interest 1,128 1,106 -7 2 450 0 - 117 2,796
Interest from allocated capital 37 14 - - - - - -52 -
Total interest income 1,165 1,120 -7 2 450 0 - 66 2,796
Comission income and other
income
906 251 782 441 -90 562 - -20 2,832
Net return on financial
investments *)
2 15 126 10 4 - 701 168 1,026
Total income 2,074 1,386 901 453 364 562 701 214 6,655
Total operating expenses 916 446 647 382 141 477 - -16 2,993
Ordinary operating profit
Loss on loans, guarantees
1,157 940 254 71 224 85 701 230 3,662
etc. -10 145 - - 25 - - 1 161
Result before tax 1,167 795 254 71 198 85 701 229 3,501
*) Specification of other (NOKm) 30 Sep 22 30 Sep 21 31 Dec 21
SpareBank 1 Gruppen 46 298 471
SpareBank 1 Boligkreditt 2 18 16
SpareBank 1 Næringskreditt 2 6 7
BN Bank 149 122 164
SpareBank 1 Kreditt 9 11 13
SpareBank 1 Betaling -9 -4 -15
SpareBank 1 Forvaltning 28 20 32
Other companies 38 49 13
Income from investment in associates and joint ventures 265 521 701
SpareBank 1 Mobilitet Holding -18 -2 4
Net income from investment in associates and joint ventures 248 519 705

Note 4 - Capital adequacy

Capital adequacy is calculated and reported in accordance with the EU capital requirements regulations for banks and investment firms (CRR/CRD IV). SpareBank 1 SMN utilises the Internal Rating Based Approach (IRB) for credit risk. Advanced IRB Apporoach is used for the corporate portfolios. Use of IRB imposes wide-ranging requirements on the bank's organisational set-up, competence, risk models and risk management systems.

As of 30 September 2022 the overall minimum requirement on CET1 capital is 13.0 per cent. The capital conservation buffer requirement is 2.5 per cent, the systemic risk requirement for Norwegian IRB-banks is 4.5 per cent and the Norwegian countercyclical buffer is 1.5 per cent. These requirements are additional to the requirement of 4.5 per cent CET1 capital. In addition the financial supervisory authority has set a Pillar 2 requirement of 1.9 per cent for SpareBank 1 SMN, however not below NOK 1,794 million in monetary terms. From 30 April 2022, SpareBank 1 SMN has received a new Pillar 2 requirement. The rate of 1.9 per cent is unchanged, but in addition the bank must have an additional 0.7 per cent in Pillar 2 requirements until the application for modeling has been processed. The Norwegian countercyclical buffer will rise to 1.5 per cent with effect from 30 June 2022, and to 2.0 per cent from 31 December 2022.

Under the CRR/CRDIV regulations the average risk weighting of exposures secured on residential property in Norway cannot be lower than 20 per cent. As of 30 September 2022 an adjustment was made in both the parent bank and the group to bring the average risk weight up to 20 per cent. This is presented in the note together with 'mass market exposure, property' under 'credit risk IRB'.

The systemic risk buffer stands at 4.5 per cent for the Norwegian exposures. For exposures in other countries, the particular country's systemic buffer rate shall be employed. As of 30 September 2022 the effective rate for the parent bank and for the group is accordingly 4.4 per cent.

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. As of 30 September 2022 both the parent bank and the group is below the capital deduction threshold such that the Norwegian rate is applied to all relevant exposures.

Parent Bank Group
31 Dec 21 30 Sep 21 30 Sep 22 (NOKm) 30 Sep 22 30 Sep 21 31 Dec 21
19,356 19,629 19,852 Total book equity 23,863 23,077 23,241
-1,250 -1,211 -1,206 Additional Tier 1 capital instruments included in total equity -1,247 -1,252 -1,293
-458 -500 -465 Deferred taxes, goodwill and other intangible assets -955 -1,040 -961
-1,517 -627 - Deduction for allocated dividends and gifts - -627 -1,517
- - - Non-controlling interests recognised in other equity capital -913 -848 -989
- - - Non-controlling interests eligible for inclusion in CET1 capital 701 504 568
- -1,841 -1,930 Net profit -2,017 -2,199 -
Year-to-date profit included in core capital (50 per cent (50 per
- 723 900 cent) pre tax of group profit) 986 1,079 -
-41 -40 -51 Value adjustments due to requirements for prudent valuation -68 -52 -56
-495 -581 -141 Positive value of adjusted expected loss under IRB Approach -213 -616 -560
- - - Cash flow hedge reserve -5 5 3
Deduction for common equity Tier 1 capital in significant
-202 -187 -219 investments in financial institutions -449 -360 -648
15,393 15,365 16,739 Common equity Tier 1 capital 19,683 17,671 17,790
1,250 1,250 1,250 Additional Tier 1 capital instruments 1,615 1,594 1,581
-48 - -46 Deduction for significant investments in financial institutions -46 - -48
16,595 16,615 17,943 Tier 1 capital 21,252 19,265 19,322
-
- Supplementary capital in excess of core capital
1,750 1,750 2,000 Subordinated capital 2,502 2,247 2,226
-214 -174 -208 Deduction for significant investments in financial institutions -208 -174 -214
1,536 1,576 1,792 Additional Tier 2 capital instruments 2,294 2,072 2,011
18,130 18,190 19,735 Total eligible capital 23,546 21,338 21,333
Minimum requirements subordinated capital
1,049 1,074 1,123 Specialised enterprises 1,315 1,254 1,248
1,016 955 945 Corporate 965 968 1,030
1,400 1,415 1,352 Mass market exposure, property 2,433 2,348 2,384
93 100 101 Other mass market 104 103 95
1,000 1,045 1,201 Equity positions IRB - 1 1
4,558 4,590 4,722 Total credit risk IRB 4,817 4,675 4,758
3 3 6 Central government 6 4 4
106 130 92 Covered bonds 136 151 133
398 379 361 Institutions 248 324 299
1 - 117 Local and regional authorities, state-owned enterprises 132 31 29
188 147 224 Corporate 446 382 432
7 11 14 Mass market 653 506 466
25 28 29 Exposures secured on real property 111 120 128
279 264 90 Equity positions 503 513 521
92 94 87 Other assets 154 154 142
1,098 1,056 1,020 Total credit risk standardised approach 2,390 2,186 2,154
35 36 39 Debt risk 41 38 36
- - - Equity risk 16 22 34
- - - Currency risk and risk exposure for settlement/delivery 17 2 1
433 421 433 Operational risk 810 777 817
26 25 31 Credit value adjustment risk (CVA) 98 131 93
6,150 6,128 6,245 Minimum requirements subordinated capital 8,189 7,830 7,893
76,873 76,599 78,063 Risk weighted assets (RWA) 102,367 97,879 98,664
3,459 3,447 3,513 Minimum requirement on CET1 capital, 4.5 per cent 4,607 4,405 4,440
Capital Buffers
1,922 1,915 1,952 Capital conservation buffer, 2.5 per cent 2,559 2,447 2,467
3,459 3,447
769 3,513 Systemic risk buffer, 4.5 per cent 4,607 4,405 4,440
766 1,171 Countercyclical buffer, 1.0 per cent 1,536 979 987
6,150 6,128 6,635 Total buffer requirements on CET1 capital 8,701 7,830 7,893
5,784 5,790 6,591 Available CET1 capital after buffer requirements 6,375 5,436 5,457
Capital adequacy
20.0 % 20.1 % 21.4 % Common equity Tier 1 capital ratio 19.2 % 18.1 % 18.0 %
21.6 % 21.7 % 23.0 % Tier 1 capital ratio 20.8 % 19.7 % 19.6 %
23.6 % 23.7 % 25.3 % Capital ratio 23.0 % 21.8 % 21.6 %
Leverage ratio
191,697 189,698 197,794 Balance sheet items 283,339 270,700 269,857
10,782 12,601 6,811 Off-balance sheet items 8,100 11,887 11,341
-1,042 -1,121 -923 Regulatory adjustments -1,736 -1,911 -2,110
201,437 201,179 203,682 Calculation basis for leverage ratio 289,703 280,677 279,088
16,595
8.2 %
16,615
8.3 %
17,943 Core capital
8.8 % Leverage Ratio
21,252
7.3 %
19,265
6.9 %
19,322
6.9 %

Note 5 - Distribution of loans by sector/industry

Parent Bank Group
31 Dec 21 30 Sep 21 30 Sep 22 (NOKm) 30 Sep 22 30 Sep 21 31 Dec 21
9,433 9,205 9,975 Agriculture and forestry 10,389 9,546 9,783
5,853 5,851 6,994 Fisheries and hunting 7,016 5,869 5,870
1,926 1,843 2,251 Sea farming industries 2,507 2,093 2,176
2,151 2,203 2,237 Manufacturing 2,833 2,835 2,766
3,169 2,884 4,298 Construction, power and water supply 5,436 3,825 4,124
2,572 2,320 2,889 Retail trade, hotels and restaurants 3,471 2,662 2,966
4,715 5,237 5,313 Maritime sector 5,313 5,237 4,715
16,924 16,724 18,392 Property management 18,501 16,839 17,044
4,497 4,083 3,869 Business services 4,530 4,500 4,990
5,714 5,433 5,756 Transport and other services provision 6,721 6,367 6,667
2 2 104 Public administration 139 35 34
1,383 1,392 1,673 Other sectors 1,619 1,339 1,325
58,337 57,176 63,752 Gross loans in Corporate market 68,473 61,147 62,458
126,828 124,841 133,641 Wage earners 140,426 130,828 132,894
Gross loans incl. SB1 Boligkreditt /SB1
185,165 182,017 197,393 Næringskreditt 208,900 191,976 195,353
46,650 46,675 57,051 of which SpareBank 1 Boligkreditt 57,051 46,675 46,650
1,402 1,329 1,601 of which SpareBank 1 Næringskreditt 1,601 1,329 1,402
Total Gross loans to and receivables
137,113 134,013 138,740 from customers 150,247 143,972 147,301
- Loan loss allowance on amortised cost
1,250 1,411 921 loans 993 1,472 1,313
97 95 92 - Loan loss allowance on loans at FVOCI 92 95 97
Net loans to and receivables from
135,766 132,507 137,727 customers 149,162 142,404 145,890

Note 6 - Losses on loans and guarantees

January - September Third quarter
2022 2021 2022 2021 2021
Parent Bank (NOKm) RM CM Total RM CM Total RM CM Total RM CM Total RM CM Total
Change in provision for
expected credit losses
3 -68 -65 -14 102 88 10 7 17 -2 24 22 -11 39 27
Actual loan losses on
commitments exceeding
provisions made
4 27 31 8 23 31 3 -5 -3 3 1 4 10 107 117
Recoveries on commitments
previously written-off
-5 -6 -11 -5 -0 -5 -1 -2 -3 -2 -0 -2 -9 -1 -10
Losses for the period on
loans and guarantees
2 -47 -45 -11 125 115 11 1 12 -1 25 24 -10 145 134
January - September 3rd quarter
2022 2021 2022 2021 2021
Group (NOKm) RM CM Total RM CM Total RM CM Total RM CM Total RM CM Total
Change in provision for
expected credit losses
10 -65 -55 -23 104 81 14 12 26 -3 27 24 -20 50 30
Actual loan losses on
commitments exceeding
provisions made
9 32 41 25 29 53 5 -5 -0 7 2 9 30 112 142
Recoveries on commitments
previously written-off
-5 -7 -11 -5 -0 -5 -1 -2 -3 -2 -0 -2 -9 -3 -12
Losses for the period on
loans and guarantees
14 -39 -26 -3 132 129 17 5 22 3 28 31 1 159 161

Note 7 - Losses

Net write
Change in offs
Parent Bank (NOKm) 1 Jan 22 provision /recoveries 30 Sep 22
Loans as amortised cost- CM 1,298 -68 -260 969
Loans as amortised cost- RM 31 6 -5 31
Loans at fair value over OCI- RM 128 -3 - 125
Loans at fair value over OCI- CM 1 1 - 2
Provision for expected credit losses on loans and guarantees 1,458 -65 -265 1,127
Presented as
Provision for loan losses 1,348 -69 -265 1,014
Other debt- provisons 79 1 - 79
Other comprehensive income - fair value adjustment 31 3 - 34
Net write
Change in offs
Parent Bank (NOKm) 1 Jan 21 provision /recoveries 30 Sep 21
Loans as amortised cost- CM 1,377 102 -19 1,459
Loans as amortised cost- RM 35 8 -9 33
Loans at fair value over OCI- RM 147 -21 - 126
Loans at fair value over OCI- CM 0 0 - 1
Provision for expected credit losses on loans and guarantees 1,559 88 -29 1,619
Presented as
Provision for loan losses 1,446 89 -29 1,506
Other debt- provisons 81 1 - 82
Other comprehensive income - fair value adjustment 32 -1 - 31
Net write
Change in offs
Parent Bank (NOKm) 1 Jan 21 provision /recoveries 31 Dec 21
Loans as amortised cost- CM 1,377 38 -117 1,298
Loans as amortised cost- RM 35 8 -12 31
Loans at fair value over OCI- RM 147 -19 - 128
Loans at fair value over OCI- CM 0 1 - 1
Provision for expected credit losses on loans and guarantees 1,559 27 -129 1,458
Presented as
Provision for loan losses 1,446 30 -129 1,348
Other debt- provisons 81 -2 - 79
Other comprehensive income - fair value adjustment 32 -1 - 31
Net write
Change in offs
Group (NOKm) 1 Jan 22 provision /recoveries 30 Sep 22
Loans as amortised cost- CM 1,343 -65 -261 1,016
Loans as amortised cost- RM 49 12 -5 56
Loans at fair value over OCI- RM 128 -3 - 125
Loans at fair value over OCI- CM 1 11 -1 2
Provision for expected credit losses on loans and guarantees 1,520 -45 -268 1,199
Presented as
Provision for loan losses 1,410 -59 -267 1,085
Other debt- provisons 79 1 - 79
Other comprehensive income - fair value adjustment 31 3 - 34
Net write
Change in offs
Group (NOKm) 1 Jan 21 provision /recoveries 30 Sep 21
Loans as amortised cost- CM 1,421 103 -20 1,503
Loans as amortised cost- RM 62 -2 -9 51
Loans at fair value over OCI- RM 147 -21 - 126
Loans at fair value over OCI- CM 0 0 - 1
Provision for expected credit losses on loans and guarantees 1,630 81 -30 1,680
Presented as
Provision for loan losses 1,517 81 -30 1,568
Other debt- provisons 81 1 - 82
Other comprehensive income - fair value adjustment 32 -1 - 31
Net write
Change in offs
Group (NOKm) 1 Jan 21 provision /recoveries 31 Dec 21
Loans as amortised cost- CM 1,421 50 -128 1,343
Loans as amortised cost- RM 62 -1 -12 49
Loans at fair value over OCI- RM 147 -19 - 128
Loans at fair value over OCI- CM 0 1 - 1
Provision for expected credit losses on loans and guarantees 1,630 30 -140 1,520
Presented as
Provision for loan losses 1,517 33 -140 1,410
Other debt- provisons 81 -2 - 79
Other comprehensive income - fair value adjustment 32 -1 - 31

3rd quarter 2022

Accrual for losses on loans

30 Sep 22 30 Sep 21 31 Dec 2021
Parent Bank (NOKm) Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total
Retail market
Opening balance 39 82 36 156 35 97 47 180 35 97 47 180
Transfer to
(from) stage 1 20 -20 -0 - 22 -22 -0 - 20 -20 -0 -
Transfer to
(from) stage 2 -2 2 -0 - -2 2 -0 - -2 2 -0 -
Transfer to
(from) stage 3 -0 -5 5 - -0 -4 5 - -1 -6 7 -
Net remeasurement of
loss allowances -26 16 2 -8 -22 25 -5 -2 -22 24 -3 -1
Originations or
purchases 13 11 2 26 14 11 1 26 19 17 1 37
Derecognitions -9 -20 -2 -32 -10 -26 -3 -38 -12 -32 -4 -48
Changes due to
changed input
assumptions 4 12 -0 16 1 -1 - 0 1 -0 - 1
Transfer to
Actual loan losses
Closing balance
Corporate Market
Opening balance
(from) stage 1
Transfer to
(from) stage 2
Transfer to
(from) stage 3
Net remeasurement of
loss allowances
Originations or
purchases
Derecognitions
Changes due to
changed input
assumptions
Actual loan losses
Closing balance
Total accrual for loan
losses
0
39
84
34
-5
-1
21
66
-27
-59
-
112
152
0
78
268
-33
96
-2
-9
19
-19
5
-
326
404
-5
36
871
-1
-91
4
-2
4
-24
-43
-260
456
492
-5
154
1,223
-
-
-
10
89
-70
-98
-260
894
1,048
-
37
88
11
-3
-2
-20
23
-16
1
-
83
120
-
83
387
-11
3
-26
14
19
-141
9
-
253
337
-9
36
823
-
-
28
102
112
-1
-
-19
1,045
1,080
-9
156
1,299
-
-
-
97
154
-159
11
-19
1,381
1,537
0
39
88
15
-5
-2
-26
32
-20
1
-
84
123
0
82
387
-15
5
-26
26
21
-145
14
-
268
350
-12
36
823
-
-
28
38
100
-1
-
-117
871
907
-12
156
1,299
-
-
-
39
153
-166
15
-117
1,223
1,379

3rd quarter 2022

30 Sep 22 30 Sep 21 31 Dec 2021
Group (NOKm) Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total
Retail market
Opening balance 45 89 40 174 42 107 58 207 42 107 58 207
Transfer to
(from) stage 1 22 -22 -0 - 23 -23 -0 - 22 -22 -0 -
Transfer to
(from) stage 2 -3 3 -1 - -3 3 -0 - -2 3 -0 -
Transfer to
(from) stage 3 -0 -5 5 - -0 -5 6 - -1 -7 8 -
Net remeasurement of
loss allowances -26 20 3 -2 -23 27 -2 1 -23 26 -1 2
Originations or
purchases 18 14 2 33 16 13 3 32 22 20 1 43
Derecognitions -11 -21 -4 -35 -12 -30 -8 -49 -14 -37 -9 -60
Changes due to
changed input
assumptions 4 11 -1 14 -0 -2 -5 -7 -0 -2 -4 -5
Actual loan losses - - -5 -5 - - -9 -9 - - -12 -12
Closing balance 49 89 41 179 43 90 41 174 45 89 40 174
Corporate Market
Opening balance 94 278 896 1,268 98 399 845 1,342 98 399 845 1,342
Transfer to
(from) stage 1 37 -35 -1 - 16 -16 -0 - 20 -20 -0 -
Transfer to
(from) stage 2 -6 98 -91 0 -4 4 -0 - -7 7 -0 -
Transfer to
(from) stage 3 -1 -2 4 - -2 -27 29 - -2 -27 29 -
Net remeasurement of
loss allowances 21 -5 9 25 -23 17 108 102 -29 31 42 44
Originations or
purchases 71 20 4 95 26 20 113 159 35 23 112 169
Derecognitions -28 -20 -26 -74 -17 -143 -2 -162 -21 -146 -2 -169
Changes due to
changed input
assumptions -61 4 -54 -112 -1 8 -2 4 -2 12 -2 9
Actual loan losses - - -261 -261 - - -20 -20 - - -128 -128
Closing balance 125 337 478 941 92 263 1,069 1,425 94 278 896 1,268
Total accrual for loan
losses 174 426 519 1,119 136 353 1,110 1,599 138 367 936 1,442

Accrual for losses on guarantees and unused credit lines

30 Sep 22 30 Sep 21 31 Dec 2021
Parent Bank and
Group (NOKm)
Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total
Opening balance 19 55 5 79 27 50 4 81 27 50 4 81
Transfer to
(from) stage 1
Transfer to
3 -3 -0 - 5 -5 -0 - 6 -6 -0 -
(from) stage 2
Transfer to
-1 1 -0 - -6 6 - - -7 7 - -
(from) stage 3
Net remeasurement of
-0 -0 0 - -0 -1 1 - -0 -1 1 -
loss allowances
Originations or
-11 -1 5 -7 -7 7 -2 -2 -9 4 0 -4
purchases 10 6 0 16 8 3 0 10 7 4 0 11
Derecognitions
Changes due to
changed input
-2 -6 -0 -9 -5 -4 -0 -9 -6 -5 -0 -11
assumptions -1 0 0 0 0 1 - 2 0 2 - 2
Actual loan losses - - - - - - - - - - - -
Closing balance 18 51 10 79 22 57 3 82 19 55 5 79
Of which
Retail market
Corporate Market
2
77
3
79
2
76

3rd quarter 2022

30 Sep 22 30 Sep 21 31 Dec 2021
Parent Bank (NOKm) Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total
Agriculture and forestry 3 32 12 47 2 31 3 36 2 31 6 39
Fisheries and hunting 10 11 0 21 7 0 0 8 6 7 0 13
Sea farming industries 2 1 1 4 1 0 0 2 1 0 0 2
Manufacturing 5 42 4 50 7 25 14 46 5 36 15 56
Construction, power
and water supply 20 23 9 52 12 12 22 46 13 16 14 43
Retail trade, hotels
and restaurants 9 28 2 39 7 28 9 44 8 28 11 46
Maritime sector 18 144 200 362 14 122 730 866 14 118 555 687
Property management 27 47 28 102 18 47 35 100 20 50 36 105
Business services 14 23 198 235 11 15 223 249 13 12 222 247
Transport and other
services 8 11 16 35 7 8 10 25 7 6 17 30
Public administration 0 - - 0 0 - - 0 0 0 0 0
Other sectors 1 0 - 1 0 0 - 1 0 0 0 0
Wage earners 1 42 24 67 2 47 32 82 2 47 30 79
Total provision for
losses on loans 117 404 492 1,014 89 337 1,080 1,506 91 350 907 1,348
loan loss allowance on
loans at FVOCI 34 34 31 31 31 31
Total loan loss
allowance 152 404 492 1,048 120 337 1,080 1,537 123 350 907 1,379

Provision for credit losses specified by industry

30 Sep 22 30 Sep 21 31 Dec 2021
Group (NOKm) Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total
Agriculture and forestry 4 34 13 51 3 32 4 39 3 33 7 42
Fisheries and hunting 10 11 0 21 7 0 0 8 6 7 0 13
Sea farming industries 3 1 4 8 2 1 0 3 1 1 1 3
Manufacturing 9 45 6 59 9 27 20 56 7 38 21 66
Construction, power
and water supply 24 26 12 62 15 15 25 54 16 19 18 53
Retail trade, hotels
and restaurants 10 29 5 44 8 28 11 47 9 28 16 53
Maritime sector 18 144 200 362 14 122 730 866 14 118 555 687
Property management 28 48 28 103 18 48 36 101 20 50 36 106
Business services 16 24 202 242 12 16 226 255 14 14 227 255
Transport and other
services 11 14 21 46 9 10 21 40 8 7 22 37
Public administration 0 - - 0 0 - 0 0 0 0 0 0
Other sectors 1 0 - 1 0 0 - 1 0 0 0 0
Wage earners 8 52 28 88 7 53 36 97 7 53 34 95
Total provision for
losses on loans 140 426 519 1,085 105 353 1,110 1,568 107 367 936 1,410
loan loss allowance on
loans at FVOCI 34 34 31 31 31 31
Total loan loss
allowance 174 426 519 1,119 136 353 1,110 1,599 138 367 936 1,442

Note 8 - Gross loans

30 Sep 22 30 Sep 21 31 Dec 21
Parent Bank (NOKm) Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total
Retail Market
Opening balance 82,299 3,892 444 86,636 73,297 4,430 381 78,108 73,297 4,430 381 78,108
Transfer to
stage 1 1,164 -1,148 -16 - 1,216 -1,212 -4 - 1,007 -1,002 -6 -
Transfer to
stage 2 -1,133 1,142 -9 - -1,009 1,012 -3 - -1,325 1,332 1 -
Transfer to
stage 3 -25 -96 121 - -50 -77 127 - -61 -87 148 -
Net increase/decrease
amount existing loans -2,241 -90 -14 -2,345 -2,228 -72 -20 -2,319 -2,513 -102 -15 -2,630
New loans 31,416 695 87 32,197 35,597 721 70 36,388 43,464 1,198 118 44,780
Derecognitions -31,882 -1,230 -113 -33,226 -26,274 -1,532 -128 -27,935 -31,569 -1,876 -156 -33,601
Financial assets with
actual loan losses 0 -1 -9 -10 -0 -1 -16 -17 -0 -1 -20 -21
Closing balance 79,599 3,163 490 83,253 80,549 3,268 408 84,225 82,299 3,892 444 86,636
Corporate Market
Opening balance 38,359 5,186 2,656 46,201 35,587 5,979 1,702 43,268 35,587 5,979 1,702 43,268
Transfer to
stage 1 978 -963 -15 - 414 -414 - - 647 -647 -0 -
Transfer to
stage 2 -1,593 2,463 -869 - -690 690 -0 - -1,434 1,434 - -
Transfer to
stage 3 -64 -73 137 - -16 -594 609 - -43 -593 637 -
Net increase/decrease
amount existing loans -274 -152 49 -377 -963 -162 -27 -1,152 -1,202 -196 -39 -1,437
New loans 12,908 1,016 93 14,017 9,799 110 1,305 11,214 13,125 -550 1,074 13,649
Derecognitions -7,590 -912 -504 -9,006 -6,431 -745 -711 -7,888 -8,320 -236 -524 -9,081
Financial assets with
actual loan losses -2 -5 -59 -66 0 0 -21 -21 -1 -4 -193 -199
Closing balance 42,721 6,560 1,489 50,770 37,699 4,865 2,856 45,420 38,359 5,186 2,656 46,201
Fixed interest loans at 4,718 4,718 4,367 4,367 4,276 - - 4,276
FV
Total gross loans at
the end of the period 127,039 9,723 1,979 138,740 122,615 8,133 3,264 134,013 124,934 9,079 3,100 137,113
30 Sep 22 30 Sep 21 31 Dec 21
Group (NOKm) Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Total
Retail Market
Opening balance 87,577 4,612 531 92,721 78,206 5,208 453 83,867 78,206 5,208 453 83,867
Transfer to
stage 1 1,358 -1,341 -17 - 1,418 -1,413 -4 - 1,227 -1,221 -6 -
Transfer to
stage 2 -1,447 1,462 -15 - -1,245 1,253 -7 - -1,598 1,609 -11 -
Transfer to
stage 3 -31 -126 157 - -59 -119 178 - -74 -132 206 -
Net increase/decrease
amount existing loans -1,956 -134 -20 -2,110 -2,254 -106 -29 -2,388 -2,599 -154 -28 -2,782
New loans 33,803 912 92 34,807 37,915 892 74 38,881 46,190 1,465 125 47,781
Derecognitions -33,780 -1,427 -131 -35,338 -28,197 -1,772 -142 -30,111 -33,775 -2,161 -189 -36,125
Financial assets with
actual loan losses -0 -1 -9 -10 -0 -1 -16 -17 -0 -1 -20 -21
Closing balanse 85,524 3,958 587 90,070 85,785 3,941 507 90,233 87,577 4,612 531 92,721
Corporate Market
Opening balance 41,855 5,768 2,759 50,382 38,107 6,587 1,802 46,496 38,107 6,587 1,802 46,496
Transfer to
stage 1 1,224 -1,184 -40 - 649 -646 -3 - 879 -876 -2 -
Transfer to
stage 2 -1,862 2,739 -877 - -985 987 -3 - -1,795 1,797 -1 -
Transfer to
stage 3 -75 -92 167 - -26 -617 643 - -57 -626 683 -
Net increase/decrease
amount existing loans -301 -202 45 -457 -480 -198 -33 -711 -652 -257 -53 -963
New loans 14,284 1,079 108 15,471 10,685 179 1,306 12,170 14,533 -455 1,085 15,164
Derecognitions -8,225 -1,016 -552 -9,793 -6,936 -875 -751 -8,562 -9,159 -397 -561 -10,117
Financial assets with
actual loan losses -2 -5 -59 -66 0 0 -21 -21 -1 -4 -193 -199
Closing balance 46,897 7,087 1,551 55,536 41,014 5,416 2,941 49,372 41,855 5,768 2,759 50,382
Fixed interest loans at
FV
4,640 4,640 4,367 4,367 4,198 4,198
Total gross loans at
the end of the period 137,062 11,046 2,139 150,247 131,166 9,357 3,448 143,972 133,630 10,381 3,290 147,301

Note 9 - Distribution of customer deposits by sector/industry

Parent Bank Group
31 Dec 21 30 Sep 21 30 Sep 22 (NOKm) 30 Sep 22 30 Sep 21 31 Dec 21
1,958 2,247 2,286 Agriculture and forestry 2,286 2,247 1,958
991 964 1,285 Fisheries and hunting 1,285 964 991
1,050 915 685 Sea farming industries 685 915 1,050
2,562 2,297 3,149 Manufacturing 3,149 2,297 2,562
5,535 5,293 6,423 Construction, power and water supply 6,423 5,293 5,535
6,649 5,436 5,138 Retail trade, hotels and restaurants 5,138 5,436 6,649
1,006 1,102 1,071 Maritime sector 1,071 1,102 1,006
5,692 6,170 6,560 Property management 6,495 6,112 5,635
11,469 11,534 13,416 Business services 13,416 11,534 11,469
9,247 9,494 9,007 Transport and other services provision 8,521 9,057 8,750
16,826 16,300 20,624 Public administration 20,624 16,300 16,826
4,453 4,610 3,836 Other sectors 3,797 4,468 4,267
67,439 66,362 73,482 Total 72,892 65,725 66,697
44,589 43,967 47,666 Wage earners 47,666 43,967 44,589
112,028 110,328 121,148 Total deposits 120,558 109,691 111,286

Note 10 - Net interest income

Parent bank Group
January - January -
Third quarter September September Third quarter
2021 2021 2022 2021 2022 (NOKm) 2022 2021 2022 2021 2021
Interest income
Interest income from loans to and claims
on central banks and credit institutions
128 27 107 90 231 (amortised cost) 99 22 53 5 33
Interest income from loans to and claims
1,654 421 644 1,206 1,700 on customers (amortised cost) 2,163 1,591 812 549 2,169
Interest income from loans to and claims
1,285 320 469 943 1,232 on customers (FVOCI) 1,232 954 469 323 1,300
Interest income from loans to and claims
116 29 33 88 91 on customers (FVPL) 91 88 33 29 116
Interest income from money market
instruments, bonds and other fixed
279 62 149 199 359 income securities 356 197 148 61 276
- - - - - Other interest income 19 17 7 5 23
3,462 858 1,402 2,527 3,613 Total interest income 3,961 2,869 1,521 973 3,916
Interest expense
Interest expenses on liabilities to credit
51 9 77 32 152 institutions 163 35 82 10 55
Interest expenses relating to deposits
547 130 423 372 917 from and liabilities to customers 906 367 418 128 540
Interest expenses related to the issuance
395 95 167 297 400 of securities 400 297 167 95 395
33 8 16 24 43 Interest expenses on subordinated debt 45 26 17 8 35
8 2 2 6 6 Other interest expenses 18 15 7 5 20
75 19 20 57 59 Guarantee fund levy 59 57 20 19 75
1,109 263 705 788 1,576 Total interest expense 1,591 796 710 266 1,120
2,353 595 697 1,739 2,037 Net interest income 2,370 2,073 811 707 2,796

Note 11 - Net commission income and other income

Parent bank Group
January - January -
Third quarter September September Third quarter
2021 2021 2022 2021 2022 (NOKm) 2022 2021 2022 2021 2021
Commission income
76 17 19 51 50 Guarantee commission 47 49 17 16 73
- - - - - Broker commission 205 221 66 69 291
63 18 11 48 32 Portfolio commission, savings products 32 48 11 18 63
Commission from SpareBank 1
450 123 63 348 224 Boligkreditt 224 348 63 123 450
Commission from SpareBank 1
14 3 4 11 12 Næringskreditt 12 11 4 3 14
413 107 129 294 346 Payment transmission services 343 291 128 106 409
214 54 60 159 176 Commission from insurance services 176 159 60 54 214
77 19 22 58 70 Other commission income 64 53 20 17 69
1,306 340 307 969 909 Total commission income 1,102 1,179 369 405 1,583
Commission expenses
84 24 22 60 58 Payment transmission services 81 83 29 31 115
13 3 3 10 8 Other commission expenses 82 69 30 23 92
97 27 25 69 66 Total commission expenses 163 152 60 54 207
- - -
Other operating income
26 3 8 21 22 Operating income real property 21 21 8 3 27
Property administration and sale of
- - - - - property 119 120 39 38 150
- - - - - Securities trading 379 561 57 110 719
- - - - - Accountant's fees 437 416 115 114 529
21 6 9 10 15 Other operating income 25 17 11 7 31
47 9 17 31 36 Total other operating income 982 1,134 230 272 1,456
Total net commission income and
1,256 321 298 930 880 other operating income 1,921 2,161 540 623 2,832

Note 12 - Operating expenses

Parent bank Group
Third quarter January -
September
January -
September
Third quarter
2021 2021 2022 2021 2022 (NOKm) 2022 2021 2022 2021 2021
265 62 71 192 217 IT costs 286 262 95 85 359
10 3 3 8 9 Postage and transport of valuables 11 10 3 4 14
53 14 12 40 41 Marketing 66 56 18 19 77
95 24 19 74 57 Ordinary depreciation 100 149 32 56 189
44 9 11 32 36 Operating expenses, real properties 51 47 18 14 57
143 36 40 105 120 Purchased services 178 167 63 60 224
134 27 34 88 101 Other operating expense 132 119 42 38 190
745 176 190 540 580 Total other operating expenses 825 809 271 275 1,111

Note 13 - Net return on financial investments

Parent Bank Group
Third quarter January - September January -
September
Third quarter
2021 2021 2022 2021 2022 (NOKm) 2022 2021 2022 2021 2021
Valued at fair value through profit/loss
-433 -94 -100 -293 -479 Value change in interest rate instruments -388 -194 -67 -72 -283
Value change in derivatives/hedging
Net value change in hedged bonds and
-6
3
13 -7 11 derivatives* 11 -7 13 3 -6
Net value change in hedged fixed rate
12
-12
-29 0 -66 loans and derivatives -66 0 -29 -12 12
301
96
122 232 386 Other derivatives 503 263 150 98 332
Income from equity instruments
Income from owner interests 248 519 109 179 705
726
-0
- 709 574 Dividend from owner instruments
Value change and gain/loss on owner
8
13
- 8 4 instruments 4 -2 - 0 13
6
2
3 5 9 Dividend from equity instruments 13 21 8 1 22
Value change and gain/loss on equity
-4
-7
-8 1 -19 instruments 32 162 -66 36 163
Total net income from financial assets
and liabilities at fair value through
610
1
1 656 422 profit/(loss) 358 764 117 232 959
Valued at amortised cost
Value change in interest rate instruments
-2
-0
0 -2 -0 held to maturity -0 -2 0 0 -2
Total net income from financial assets
-2
-0
0 -2 -0 and liabilities at amortised cost -0 -2 0 0 -2
72
15
30 47 69 Total net gain from currency trading 69 46 30 16 70
Total net return on financial
680
17
32 700 491 investments 427 808 148 248 1,026
* Fair value hedging
Changes in fair value on hedging
-664 -106
657
109
-781
794
-460
454
-2,144 instrument
2,156 Changes in fair value on hedging item
-2,144
2,156
-460
454
-781
794
-106
109
-664
657
-6
3
13 -7 11 Net Gain or Loss from hedge
accounting
11 -7 13 3 -6

Note 14 - Other assets

Parent Bank Group
31 Dec 21 30 Sep 21 30 Sep 22 (NOKm) 30 Sep 22 30 Sep 21 31 Dec 21
3 - 3 Deferred tax asset 79 97 90
84 86 106 Fixed assets 229 211 210
253 265 231 Right to use assets 456 468 460
152 121 110 Earned income not yet received 144 156 186
20 2,225 645 Accounts receivable, securities 1,182 2,823 300
62 112 233 Pension assets 233 112 62
508 452 1,343 Other assets 1,639 741 752
1,082 3,261 2,671 Total other assets 3,962 4,609 2,062

Note 15 - Other liabilities

Parent Bank Group
31 Dec 21 30 Sep 21 30 Sep 22 (NOKm) 30 Sep 22 30 Sep 21 31 Dec 21
- 8 43 Deferred tax 99 81 56
513 350 615 Payable tax 682 440 583
12 11 12 Capital tax 12 11 12
118 88 44 Accrued expenses and received, non-accrued income 594 706 774
347 307 486 Provision for accrued expenses and commitments 486 307 347
78 82 79 Losses on guarantees and unutilised credits 79 82 78
8 10 7 Pension liabilities 7 10 8
262 274 241 Lease liabilities 473 481 476
84 57 79 Drawing debt 79 57 84
92 1 64 Creditors 144 33 150
157 2,052 306 Debt from securities 701 2,621 351
- - - Equity Instruments 8 90 31
185 323 241 Other liabilities 309 405 266
1,855 3,561 2,217 Total other liabilites 3,672 5,323 3,215

Note 16 - Debt created by issue of securities and subordinated debt

Group
Fallen due/
Change in securities debt (NOKm) 31 Dec 21 Issued Redeemed Other changes 30 Sep 22
Bond debt, nominal value 36,805 9,625 6,397 1,267 41,301
Senior non preferred, nominal value 3,500 3,600 - -41 7,059
Value adjustments -152 - - -2,298 -2,450
Accrued interest 178 - - 70 248
Total 40,332 13,225 6,397 -1,002 46,158
Change in subordinated debt and hybrid
equity (NOKm)
31 Dec 21 Issued Fallen due/
Redeemed
Other changes 30 Sep 22
Ordinary subordinated loan capital, nominal
value
1,793 1,000 750 - 2,043
Accrued interest 3 - - 8 11
Total 1,796 1,000 750 8 2,054

Note 17 - 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 30 September 22:

Assets (NOKm) Level 1 Level 2 Level 3 Total
Financial assets at fair value through profit/loss
- Derivatives 0 7,479 - 7,480
- Bonds and money market certificates 2,346 28,215 - 30,561
- Equity instruments 1,261 102 611 1,974
- Fixed interest loans - 78 4,640 4,718
Financial assets through other comprehensive income
- Loans at fair value through other comprehensive income - - 79,839 79,839
Total assets 3,608 35,874 85,090 124,571
Liabilities Level 1 Level 2 Level 3 Total
Financial liabilities through profit/loss
- Derivatives 2 8,113 - 8,115
- Equity instruments 8 - - 8
Total liabilities 11 8,113 - 8,124

The following table presents the Group's assets and liabilities measured at fair value at 30 September 21:

Assets (NOKm) Level 1 Level 2 Level 3 Total
Financial assets at fair value through profit/loss
- Derivatives 1 3,731 - 3,732
- Bonds and money market certificates 2,360 27,672 - 30,032
- Equity instruments 1,908 57 559 2,525
- Fixed interest loans - 43 4,246 4,289
Financial assets through other comprehensive income
- Loans at fair value through other comprehensive income - - 80,832 80,832
Total assets 4,269 31,503 85,638 121,410
Liabilities Level 1 Level 2 Level 3 Total
Financial liabilities through profit/loss
- Derivatives 1 3,740 - 3,741
- Equity instruments 90 - - 90
Total liabilities 91 3,740 - 3,831

The following table presents the Group's assets and liabilities measured at fair value at 31 December 2021:

Assets (NOKm) Level 1 Level 2 Level 3 Total
Financial assets at fair value through profit/loss
- Derivatives 4 3,221 - 3,224
- Bonds and money market certificates 2,377 28,385 - 30,762
- Equity instruments 1,984 106 564 2,654
- Fixed interest loans - - 4,198 4,198
Financial assets through other comprehensive income
- Loans at fair value through other comprehensive income - - 83,055 83,055
Total assets 4,364 31,712 87,817 123,893
Liabilities Level 1 Level 2 Level 3 Total
Financial liabilities through profit/loss
- Derivatives 0 3,909 - 3,909
- Equity instruments 31 - - 31
Total liabilities 31 3,909 - 3,940

The following table presents the changes in the instruments classified in level 3 as at 30 September 22:

Equity
instruments
through profit
Fixed interest Loans at fair
value through
(NOKm) /loss loans OCI Total
Opening balance 1 January 564 4,198 83,055 87,817
Investment in the period 15 1,250 29,075 30,340
Disposals in the period -2 -575 -32,296 -32,872
Expected credit loss - - 2 2
Gain or loss on financial instruments 34 -233 3 -196
Closing balance 30 September 22 610 4,640 79,839 85,090

The following table presents the changes in the instruments classified in level 3 as at 30 September 21:

(NOKm) Equity
instruments
through profit
/loss
Fixed interest
loans
Loans at fair
value through
OCI
Total
Opening balance 1 January 432 4,242 74,761 79,435
Investment in the period 21 922 33,175 34,118
Disposals in the period -2 -827 -27,123 -27,952
Expected credit loss - - 19 19
Gain or loss on financial instruments 107 -91 1 17
Closing balance 30 September 21 559 4,246 80,832 85,638

The following table presents the changes in the instruments classified in level 3 as at 31 December 2021:

(NOKm) Equity
instruments
through profit
/loss
Fixed interest
loans
Loans at fair
value through
OCI
Total
Opening balance 1 January 432 4,242 74,761 79,435
Investment in period 26 1,201 40,891 42,118
Disposals in the period -12 -1,150 -32,615 -33,778
Expected credit loss - - 19 19
Gain or loss on financial instruments 118 -95 -1 22
Closing balance 31 December 564 4,198 83,055 87,817

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)

Property Loans at floating interest classified at fair value over other comprehensive income is valued based on nominal amount reduced by expected credit loss. Loans with no significant credit risk detoriation since first recognition is assessed at nominal amount. For loans with a significant increase in credit risk since first recognition or objective evidence of loss, the calculation of expected credit losses over the life of the asset is in line with loan losses for loans at amortised cost. Estimated fair value is the nominal amount reduced by expected lifetime credit loss. If the likelihood of the worst case scenario in the model is doubled, fair value is reduced by NOK 6 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 521 million in Private Equity investments, property funds, hedge funds and unquoted shares through the company SpareBank SMN 1 Invest. 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 30 September 22:

(NOKm) Book value Effect from change in reasonable
possible alternative assumtions
Fixed interest loans 4,640 -13
Equity instruments through profit/loss* 610 -
Loans at fair value through other comprehensive income 79,839 -6

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

Note 18 - 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 reduces its liquidity risk through guidelines and limits designed to achieve a diversified balance sheet, both on the asset and liability side. Preparedness plans have been drawn up both for the group and the SpareBank 1 Alliance to handle the liquidity situation in periods of turbulent capital markets. The bank's liquidity situation is stress tested on a monthly basis using various maturities and crisis scenarios: bank-specific, for the financial market in general or a combination of internal and external factors. 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 debt created by issue of securities at the end of the third quarter 2022 was 3.6 years. The overall LCR at the same point was 180 per cent and the average overall LCR in the third quarter was 179 per cent. The LCR in Norwegian kroner and euro at quarter-end was 166 and 405 per cent respectively.

Note 19 - 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.

January - September
(NOKm) 2022 2021 2021
Adjusted Net Profit to allocate between ECC owners and Savings Bank
Reserve 1) 1,878 2,046 2,692
Allocated to ECC Owners 2) 1,201 1,308 1,722
Issues Equity Captial Certificates adjusted for own certificates 129,341,667 129,340,421 129,339,665
Earnings per Equity Captial Certificate 9.29 10.11 13.31
January - September
1) Adjusted Net Profit 2022 2021 2021
Net Profit for the group 2,017 2,199 2,902
adjusted for non-controlling interests share of net profit -93 -113 -160
Adjusted for Tier 1 capital holders share of net profit -45 -40 -50
Adjusted Net Profit 1,878 2,046 2,692
2) Equity capital certificate ratio (parent bank) (NOKm) 30.9.22 30.9.21 31.12.21
ECC capital 2,597 2,597 2,597
Dividend equalisation reserve 7,007 6,556 7,007
Premium reserve 895 895 895
Unrealised gains reserve 109 153 109
Other equity capital 82 -1 -
A. The equity capital certificate owners' capital 10,690 10,200 10,609
Ownerless capital 5,918 5,664 5,918
Unrealised gains reserve 62 86 62
Other equity capital 46 -1 -
B. The saving bank reserve 6,025 5,749 5,980
To be disbursed from gift fund - 226 547
Dividend declared - 401 970
Equity ex. profit 16,716 16,577 18,106
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) 3Q 2Q 1Q 4Q 3Q 2Q 1Q 4Q 3Q
2022 2022 2022 2021 2021 2021 2021 2020 2020
Interest income effective interest method 1,521 1,281 1,158 1,047 973 958 939 945 972
Interest expenses 710 480 400 324 266 260 271 258 277
Net interest 811 801 758 723 707 698 668 688 695
Commission income 369 377 357 404 405 400 374 393 399
Commission expenses 60 54 50 55 54 48 51 54 50
Other operating income 230 421 331 322 272 395 468 399 277
Commission income and other income 540 745 637 671 623 748 790 738 625
Dividends 8 4 2 1 1 17 4 27 2
Income from investment in related companies 109 77 62 186 179 212 128 117 170
Net return on financial investments 31 -36 172 32 68 42 158 53 32
Net return on financial investments 148 44 235 219 248 270 289 197 205
Total income 1,499 1,590 1,630 1,613 1,578 1,716 1,748 1,622 1,525
Staff costs 417 490 476 463 423 465 531 553 415
Other operating expenses 271 268 286 302 275 269 265 271 261
Total operating expenses 688 758 762 765 698 735 796 824 675
Result before losses 810 832 868 848 880 981 952 798 850
Loss on loans, guarantees etc. 22 -48 -0 32 31 39 59 242 231
Result before tax 788 880 868 816 849 942 893 556 619
Tax charge 172 178 169 112 175 191 131 105 102
Result investment held for sale, after tax 1 0 -1 -0 1 4 6 -0 2
Net profit 617 702 698 703 675 755 768 450 519

Key figures from quarterly accounts

Group (NOKm) 3Q 2Q 1Q 4Q 3Q 2Q 1Q 4Q 3Q
2022 2022 2022 2021 2021 2021 2021 2020 2020
Profitability
Return on equity per quarter 1) 10.9% 12.9% 12.5% 12.7% 12.4% 14.3% 14.8% 8.9% 10.5%
Cost-income ratio 1) 46 % 48 % 47 % 47 % 44 % 43 % 46 % 51 % 45 %
Balance sheet figures
Gross loans to customers 150,247 148,681 147,023 147,301 143,972 141,935 137,471 134,648 133,640
Gross loans incl. SB1 Boligkreditt and SB1
Næringskreditt
208,900 205,504 199,965 195,353 191,976 189,015 185,342 182,801 179,423
Deposit from customers 120,558 123,812 114,053 111,286 109,691 110,133 102,390 97,529 95,391
Total assets 218,918 217,458 207,027 198,845 200,124 200,426 193,822 187,912 186,900
Quarterly average total assets
Growth in loans incl. SB1 Boligkreditt and SB1
218,188 212,243 202,936 199,492 200,275 197,124 190,867 187,406 188,692
Næringskredtt last 12 months 1) 1.7 % 2.8 % 2.4 % 1.8 % 1.6 % 2.0 % 1.4 % 1.9 % 2.5 %
Growth in deposits last 12 months -2.6 % 8.6 % 2.5 % 1.5 % -0.4 % 7.6 % 5.0 % 2.2 % 1.2 %
Losses in % of gross loans incl. SB1
Boligkreditt and SB1 Næringskreditt
Impairment losses ratio 1) 0.04 % -0.09 % 0.00 % 0.07 % 0.07 % 0.08 % 0.13 % 0.54 % 0.52 %
Stage 3 as a percentage of gross loans 1) 1.07 % 1.08 % 1.62 % 1.68 % 1.80 % 1.87 % 1.66 % 1.23 % 1.30 %
Solidity
Common equity Tier 1 capital ratio 19.2 % 18.8 % 18.3 % 18.0 % 18.1 % 18.3 % 18.0 % 18.3 % 17.6 %
Tier 1 capital ratio 20.8 % 20.4 % 19.8 % 19.6 % 19.7 % 20.0 % 19.7 % 20.0 % 19.2 %
Capital ratio 23.0 % 22.7 % 21.9 % 21.6 % 21.8 % 22.2 % 21.9 % 22.3 % 21.4 %
Tier 1 capital 21,252 20,547 19,797 19,322 19,265 19,011 18,636 18,636 18,290
Total eligible capital 23,546 22,910 21,839 21,333 21,338 21,105 20,741 20,759 20,373
Liquidity Coverage Ratio (LCR) 180 % 204 % 155 % 138 % 163 % 184 % 190 % 171 % 140 %
Leverage Ratio 7.3 % 6.9 % 7.0 % 6.9 % 6.9 % 7.0 % 7.0 % 7.1 % 7.1 %
Key figures ECC
ECC share price at end of period (NOK) 111,40 115,80 141,20 149,00 129,80 119,20 107,40 97.60 84.30
Number of certificates issued, millions 1) 129,29 129,31 129,39 129,39 129,39 129,36 129,22 129.39 129.44
Booked equity capital per ECC (NOK) 1) 107.19 102.91 99.55 103.48 103.57 100.18 96.70 94.71 92.73
Profit per ECC, majority (NOK) 1) 2.89 3.20 3.20 3.20 3.22 3.51 3.40 1.99 2.35
Price-Earnings Ratio (annualised) 1) 9.62 9.06 11.05 11.65 10.09 8.50 7.91 12.28 8.96
Price-Book Value Ratio 1) 1.04 1.13 1.42 1.44 1.25 1.19 1.11 1.03 0.91

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

Equity capital certificates

Stock price compared with OSEBX and OSEEX

1 October 2020 to 30 September 2022

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

Trading statistics

1 October 2021 to 30 September 2022

Total number of ECs traded (1000)

20 largest ECC holders No. Of ECCs Holding
Sparebankstiftelsen SMN 3,965,391 3.05 %
State Street Bank and Trust Comp 3,157,183 2.43 %
Pareto Aksje Norge VPF 2,860,493 2.20 %
VPF Alfred Berg Gamba 2,703,934 2.08 %
VPF Eika Egenkapitalbevis 2,667,813 2.05 %
VPF Odin Norge 2,574,707 1.98 %
J. P. Morgan Chase Bank, N.A., London 2,555,343 1.97 %
Pareto Invest Norge AS 2,321,604 1.79 %
State Street Bank and Trust Comp 2,286,042 1.76 %
KLP 2,230,268 1.72 %
Danske Invest Norske Aksjer Institusjon II. 2,225,568 1.71 %
Forsvarets personellservice 2,014,446 1.55 %
The Bank of New York Mellon SA/NV 1,991,067 1.53 %
Spesialfondet Borea Utbytte 1,888,933 1.45 %
J. P. Morgan SE (nominee) 1,775,331 1.37 %
VPF Nordea Norge 1,573,914 1.21 %
RBC Investor Services Trust 1,462,774 1.13 %
MP Pensjon PK 1,352,771 1.04 %
J. P. Morgan SE (nominee) 1,293,702 1.00 %
J. P. Morgan SE (nominee) 1,229,700 0.95 %
The 20 largest ECC holders in total 44,130,984 33.99 %
Others 85,705,459 66.01 %
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 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 30 September 2022, the statement of changes in equity and the cash flow statement for the nine-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 30 September 2022, and its financial performance and its cash flows for the nine-month period then ended in accordance with IAS 34 Interim Financial Reporting.

Trondheim, 27 October 2022 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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