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SpareBank 1 SMN

Quarterly Report May 6, 2022

3751_rns_2022-05-06_15e1a310-96c2-4122-9ec6-5e99cd64bd6d.pdf

Quarterly Report

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First Quarter Report 2022

Main figures 3
Report of the Board of Directors 5
Income statement 20
Balance sheet 22
Cash flow statement 23
Change in equity 24
Notes 26
Results from quarterly accounts 54
Key figures from quarterly accounts 55
Equity capital certificates 56
Auditor's report 58

Main figures

January - March
From the income statement (NOKm) 2022 2021 2021
Net interest 758 668 2,796
Net commission income and other income 637 790 2,832
Net return on financial investments 235 289 1,026
Total income 1,630 1,748 6,655
Total operating expenses 762 796 2,993
Results before losses 868 952 3,662
Loss on loans, guarantees etc 0 59 161
Results before tax 868 893 3,501
Tax charge 169 131 609
Result investment held for sale, after tax -1 6 10
Net profit 698 768 2,902
Interest Tier 1 Capital 21 20 50
Net profit excl. Interest Tier 1 Capital 677 748 2,852
Balance sheet figures 31 March 2022 31 March 2021 31 Dec 2021
Gross loans to customers 147,023 137,471 147,301
Gross loans to customers incl. SB1 Boligkreditt and SB1 Næringskreditt 199,965 185,342 195,353
Deposits from customers 114,053 102,390 111,286
Average total assets 202,936 190,867 196,229
Total assets 207,027 193,822 198,845
January - March
Key figures 2022 2021 2021
Profitability
Return on equity1) 12.5 % 14.8 % 13.5 %
Cost-income ratio1) 47 % 46 % 45 %
Deposit-to-loan ratio excl. SB1 Boligkreditt and SB1 Næringskreditt 78 % 74 % 76 %
Deposit-to-loan ratio incl. SB1 Boligkreditt and SB1 Næringskreditt 1) 57 % 55 % 57 %
Growth in loans (gross) last 12 months (incl. SB1 Boligkreditt and SB1 Næringskreditt) 1) 7.9 % 8.5 % 6.9 %
Growth in deposits last 12 months 11.4 % 16.2 % 14.1 %
Losses in % of gross loans incl. SB1 Boligkreditt and SB1 Næringskreditt
Impairment losses ratio1)
0.00 % 0.13 % 0.09 %
Stage 3 as a percentage of gross loans1) 1.62 % 1.66 % 1.68 %
31 March 2022 31 March 2021 31 Dec 2021
Solidity
Capital ratio
21.9 % 21.9 % 21.6 %
Tier 1 capital ratio 19.8 % 19.7 % 19.6 %
Common equity Tier 1 capital ratio 18.3 % 18.0 % 18.0 %
Tier 1 capital 19,797 18,636 19,322
Total eligible capital 21,839 20,741 21,333
Liquidity Coverage Ratio (LCR) 155 % 190 % 138 %
Leverage Ratio 7.0 % 7.0 % 6.9 %
Branches and staff
Number of branches 40 42 40
No. Of full-time positions 1,556 1,544 1,548

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

1st Quarter 2022

Key figures ECC 31 March
2022
31 March
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, millions1) 129.39 129.22 129.39 129.39 129.30 129.62
ECC share price at end of period (NOK) 141.20 107.40 149.00 97.60 100.20 84.20
Stock value (NOKM) 18,270 13,878 19,279 12,629 12,956 10,914
Booked equity capital per ECC (including dividend) 1) 99.55 96.70 103.48 94.71 90.75 83.87
Profit per ECC, majority 1) 3.20 3.40 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) 11.05 7.91 11.19 11.01 8.26 8.44
Price-Book Value Ratio 1) 1.42 1.11 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

First quarter 2022

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

  • Net profit: NOK 698m (768m)
  • Return on equity: 12.5 per cent (14.8 per cent)
  • CET1 ratio: 18.3 per cent (18.0 per cent )
  • Growth in lending: 2.4 per cent (1.4 per cent ) and in deposits: 2.5 per cent (growth of 5.0 per cent )
  • Lending to personal customers rose by 1.6 per cent in the quarter (0.8 per cent), the same growth as in the fourth quarter. Lending to corporate clients rose by 4.0 per cent (2.6 per cent) which was 1.9 percentage points higher than in the fourth quarter of 2021
  • Deposits from personal customers rose by 2.2 per cent (1.8 per cent ), 0.8 percentage point higher than in the fourth quarter. Deposits from corporate clients rose by 2.6 per cent (7.3 per cent ), 0.9 percentage point higher than in the fourth quarter of 2021
  • Net result of ownership interests: NOK 62m (128m)
  • Net result of financial instruments (incl. dividends): NOK 173m (161m)
  • Losses on loans and guarantees: NOK 0m (59m), 0.00 per cent of gross lending (0.13 per cent)
  • Earnings per equity certificate (EC): NOK 3.20 (3.40). Book value per EC: NOK 99.55 (96.70)

Events in the quarter

The upturn in the Norwegian economy is expected to continue despite the war in Ukraine Norges Bank raised its base rate to 0.75 in March. Like other banks, SpareBank 1 SMN has increased its interest rates on mortgages and deposits.

Activity levels in the Norwegian economy continued to rise following the removal of infection protection measures this winter. Unemployment has been further reduced and there is very high utilisation of the capacity in the economy. The war in Ukraine creates uncertainty, but a continued recovery in the Norwegian economy is in prospect. Wage and price growth has been higher than anticipated. Increased expectations as to wage growth along with higher prices of imported goods are likely to bring higher inflation ahead.

The war and ensuing sanctions along with changed behaviour abroad and at home affect the Norwegian economy both directly and indirectly. The war reduces trade between the countries involved and the rest of the world, causing a shortage of goods and higher prices of energy, food and other commodities. As would be expected, financial markets are experiencing increased disquiet and volatility, resulting in wider credit spreads in the bond market. Despite this, the impact on the Norwegian economy is not expected to be dramatic, with employment remaining high and a limited decline in expected GDP growth. For SpareBank 1 SMN's part, the corporate portfolio is so far little affected by the repercussions of the pandemic or by the war in Ukraine. It is emphasised that there are many uncertainties in both the international and Norwegian economies in the first part of 2022. The conditions in the economy can change rapidly, and thus also the economic outlook.

Norges Bank signals further, relatively frequent changes in the base rate ahead, and the forecast following the interest rate decision in March 2022 indicates a base rate of 2.50 per cent at the end of 2023. The main rationale for this is the need to slow the inflation resulting from capacity constraints in the economy and rising wage and price growth.

Results for the first quarter of 2022

The first quarter net profit was NOK 698m (768m) and return on equity was 12.5 per cent (14.8 per cent). The profit is NOK 5m lower than in the fourth quarter. The profit decline compared with last year's first quarter is largely down to weaker performances by the insurance companies in SpareBank 1 Gruppen.

Earnings per equity certificate (EC) were NOK 3.20 (3.40) and the EC's book value was NOK 99.55 (96.70). In the fourth quarter of 2021 earnings per EC were NOK 3.20.

Net interest income totalled NOK 758m (668m), which is NOK 35m higher than in the fourth quarter and NOK 89m better than in the first quarter of last year. The market interest rate in terms of NIBOR, which is an important component of the banks' funding costs, was about 40 points higher in the first quarter of 2022 than in the fourth quarter and about 70 points higher than in the first quarter of 2021. This has resulted in lower margins on loans and higher margins on deposits. Increased lending and deposit volumes have strengthened net interest income.

Net commission and other income declined from the previous quarter by NOK 34m to NOK 637m (790m). The change from the fourth quarter is largely due to reduced incomes from securities services at SpareBank 1 Markets and lower commission incomes from SpareBank 1 Boligkreditt. The substantial decline from the same quarter of 2021 relates mainly to securities services at SpareBank 1 Markets which posted very high revenues in the first quarter of 2021.

The group's share of the result of ownership interests and related companies was NOK 62m (128m). The fourth quarter's profit share was NOK 186m. The decline is mainly attributable to weak results posted by the insurance companies in SpareBank 1 Gruppen in the first quarter.

Return on financial instruments (incl. dividends) was NOK 173m (161m), and in the fourth quarter NOK 33m. High returns in both the first quarter of 2022 and 2021 refer to gains on shares at SpareBank 1 SMN Invest.

Operating expenses came to NOK 762m (796m). In the fourth quarter operating expenses totalled NOK 765m. The bank reports increased costs compared with the first quarter of 2021, while overall costs at the subsidiaries have fallen.

Net losses on loans and guarantees were NOK 0m (59m) in the first quarter, and in the fourth quarter NOK 32m. The low losses are ascribable to improved prospects in the oil and offshore industry and sound finances among households and the business sector in general.

Good growth is noted in lending and deposits. Overall lending grew by 7.9 per cent (8.5 per cent) and deposits by 11.4 per cent (16.2 per cent) in the last 12 months. In the first quarter lending growth was 2.4 (1.4) per cent and deposit growth 2.5 per cent (5.0 per cent).

As at 31 March 2022 the CET1 ratio was 18.3 per cent (18.0 per cent), an increase of 0.3 per cent from the previous quarter. The CET1 ratio target is 16.9 per cent, including a Pillar 2 requirement of 1.9 per

cent. From 30 April 2022, SpareBank 1 SMN has received a new Pillar 2 requirement. The rate of 1.9 per cent is unchanged, but the bank must have an additional 0.7 per cent in Pillar 2 requirements until the application for adjusted IRB-models has been processed.

The financial supervisory authority has decided that SpareBank 1 SMN shall have a pillar 2 guidance of 1.25 per cent above total capital requirements. With this, the bank's long-term target for common equity tier 1 capital adequacy has been increased to 17.2 per cent

Earnings per EC were NOK 3.20 (3.40). The book value was NOK 99.55 (96.70) per EC. In the first quarter a cash dividend of NOK 7.50 was paid for the year 2021 (4.40).

The price of the bank's equity certificate (MING) at quarter-end was NOK 141.20 (107.40).

Increased net interest income

In March 2022 Norges Bank, as expected, raised its base rate further to 0.75 per cent. Market rates in terms of NIBOR have also risen and, partly as a result of low market liquidity, have risen more than the base rate. The bank has increased its mortgage and deposit rates following the changes in the base rate, and has announced a further increase of up to 25 points as from 13 May 2022.

Net interest income totalled NOK 758m (668m) compared with NOK 723m in the fourth quarter of 2021. Market rates rose from the fourth to the first quarter, and margins on residential mortgages declined while margins on deposits increased. Growth in lending and deposits in the quarter, along with increased return on equity, strengthened net interest income.

Norges Bank has signalled further increases in the base rate in 2022 in view of the relatively good prospects for the economy and higher inflation. This could bring residential mortgage margins under further pressure while margins on deposits and return on equity will rise.

Commission income and other operating income

Commission income and other operating income totalled NOK 637m (790m) compared with NOK 671m in the fourth quarter of 2021.

Good customer offerings and a high proportion of multi-product customers make for high customer satisfaction and a diversified income flow for the group.

Commission income (NOKm) 1Q 22 4Q 21 1Q 21
Payment transfers 60 72 49
Creditcard 16 14 14
Saving products 9 13 15
Insurance 57 55 52
Guarantee commission 18 22 14
Real estate agency 94 100 103
Accountancy services 156 114 148
Markets 124 158 275
Other commissions 14 17 5
Commissions ex SB1 Boligkreditt and SB1 Næringskreditt 549 565 675
Commissions SB1 Boligkreditt 84 102 112
Commissions SB1 Næringskreditt 4 3 4
Total commissions 637 671 790

Commission income on loans sold to SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt altogether totalled NOK 88m (116m). In the fourth quarter of 2021 commissions came to NOK 105m. The decline in

the first quarter of 2022 is due to lower margins on loans sold to SpareBank 1 Boligkreditt. Margins are down since the company's funding costs related to NIBOR have risen faster than the bank has adjusted its customer interest rates.

Other commission income totalled NOK 549m (675m) compared with NOK 565m in the fourth quarter. The decline of NOK 16m from the fourth quarter relates mainly to securities services at SpareBank 1 Markets and payments incomes. Incomes from accounting services rose in keeping with seasonal variations.

In the first quarter of 2021 high issuance activity spurred very high incomes from securities services at SpareBank 1 Markets.

Return on financial investments

Return on financial investments in the first quarter was NOK 172m (158m), and in the fourth quarter NOK 32m. Gains of NOK 137m (102m) were noted, mainly on shareholdings at SpareBank 1 SMN Invest. Financial instruments, including bonds and CDs, showed a capital loss of NOK 10m (gain of NOK 20m) ascribable to changed credit margins on the bank's liquidity holdings. Income of NOK 7m (15m) from forex transactions is income from currency trading at SpareBank 1 Markets.

Return on financial investments (NOKm) 1Q 22 4Q 21 1Q 21
Capital gains/losses shares 137 15 102
Gain/(loss) on financial instruments -10 -9 20
Foreign exchange gain/(loss) 7 24 15
Gain/(loss) on shares and share derivatives at SpareBank 1 Markets 37 1 20
Net return on financial instruments 172 32 158

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 62m (128m). In the fourth quarter the figure was NOK 186m.

Income from investment in associated companies 1Q 22 4Q 21 1Q 21
SpareBank 1 Gruppen (19.5%) 13 173 67
SpareBank 1 Boligkreditt (20.9%) -5 -2 4
SpareBank 1 Næringskreditt (14.9%) 0 0 3
SpareBank 1 Kreditt (19.2%) 3 2 0
BN Bank (35%) 49 42 40
SpareBank 1 Betaling (21.5%) -5 -9 -1
SpareBank 1 Forvaltning (19.3%) 8 12 0
Other companies -1 -32 14
Income from investment in associated companies 62 186 128

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. SpareBank 1 Gruppen is the majority owner (65 per cent) of the non-life insurer Fremtind.

SpareBank 1 Gruppen's profit after tax for the first quarter of 2022 was NOK 95m (507m) and in the fourth quarter of 2021 NOK 1,079m. NOK 67m of the post-tax profit of NOK 95m accrues to the majority owners of SpareBank 1. Return on equity in the first quarter of 2022 was 2.5 per cent. The poor performance is down to weak results posted by the insurers Fremtind Forsikring and SpareBank 1 Forsikring.

Fremtind Forsikring posted a first quarter profit of NOK 79m (466m) after tax. The profit impairment is due to a weak equity market and a negative value trend on the insurers' fixed income portfolio, and a poor underwriting result. The quarter's underwriting result was NOK 162m (467m) and the claims ratio 70.1 per cent (63.7 per cent). The claims ratio in the first quarter showed an increase due to an unusually large element of natural damage. Financial incomes were minus NOK 38m (plus 158m) in the first quarter.

SpareBank 1 Forsikring reported a first quarter 2022 profit of NOK 3m (minus 17m) after tax. A weak securities market impaired the return on financial assets, while increased incomes on pension products helped strengthen the profit performance.

The debt collection company Mohdi Finance posted a first quarter profit of NOK 37m after tax (56m). The company's incomes rose as a result of new income flows from portfolios acquired in 2021. A good performance in in the first quarter of 2021 was largely a result of portfolio revaluation.

Modhi and the debt collection company Kredinor have signed an agreement of intent to merge their operations to become a leading company in the field of debt collection and debt servicing with the Nordic region as its home market. Kredinor is somewhat larger than Modhi, but the intention is that the parties should end up with equal stakes in the company.

SpareBank 1 Factoring recorded a first-quarter profit of NOK 17m (11m), and is on a positive trend following the pick-up in customer activity after the pandemic.

The group's profit share from SpareBank 1 Gruppen was NOK 13m (67m) and in the fourth quarter of 2021 NOK 173m.

SpareBank 1 Forvaltning

The company was established in 2021 to strengthen the SpareBank 1 banks' competitive power in the savings market. Odin Forvaltning, SpareBank 1 Kapitalforvaltning, SpareBank 1 SR Forvaltning and SpareBank 1 verdipapirservice make up the SpareBank 1 Forvaltning group. SpareBank 1 SMN owns 19.3 per cent of the company, and its profit share in the first quarter was NOK 8m and in the fourth quarter NOK 12m. The result is satisfactory taking into account a number of start-up costs still affecting the accounts.

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 31 March 2022 the bank had sold loans totalling NOK 51.2bn (46.3bn) to SpareBank 1 Boligkreditt, corresponding to 38.0 per cent (36.9 per cent) of the bank's overall lending to personal borrowers.

The bank's stake in the company is 20.9 per cent, and the share of the company's profit was minus NOK 5m (plus 4m). The negative result is due to increased credit margins on the company's liquidity portfolio.

SpareBank 1 Næringskreditt

SpareBank 1 Næringskreditt was established along the same lines and with the same administration as SpareBank 1 Boligkreditt. As at 31 March 2022, loans worth NOK 1.7bn (1.6bn) had been sold to SpareBank 1 Næringskreditt.

SpareBank 1 SMN share of the profit was NOK 0m (3m). SpareBank 1 SMN's stake in the company is 14.9 per cent.

SpareBank 1 Kreditt

SpareBank 1 SMN's share of the first quarter profit was NOK 3m (0m). SpareBank 1 SMN's customers' portfolio of credit cards and consumer loans totalled NOK 1,076m (893m) and it holds a 19.2 per cent stake. A substantial portion of the growth of NOK 183m in the last 12 months refers to refinancing loans.

BN Bank

BN Bank offers residential mortgage loans and loans to commercial property and its main market is Oslo and south-eastern Norway. BN Bank showed good growth of 14.4 per cent in lending to personal customers in the last 12 months (9.4 per cent) and growth of 2.3 per cent in the first quarter (1.7 per cent). Growth in lending to corporate clients was 5.0 per cent in the last 12 months (11.8 per cent) and 4.2 per cent in the first quarter (5.5 per cent). Total outstanding loans come to NOK 53bn (48bn).

BN Bank recorded a profit of NOK 143m (117m) in the first quarter, providing a return on equity of 11.6 per cent (10.5 per cent). Increased net interest income and commission income explain the profit growth. SpareBank 1 SMN's share of BN Bank's profit is NOK 49m (40m).

SpareBank 1 Betaling

SpareBank 1 Betaling is the SpareBank 1 banks' parent company for Vipps payments solutions. On 30 June 2021 Vipps entered an agreement to merge Vipps' mobile payments arm with Danish MobilePay and Finnish Pivo which opens the way for cross-border mobile payments. BankAxept and BankID are concurrently to be spun off from Vipps to become a Norwegian-owned company with its own management. This company will continue to be 100 per cent owned by the Norwegian banks.

SpareBank 1 SMN stake in the company is 21.5 per cent and its profit share was minus NOK 5m (minus 1m) in the first quarter.

Operating expenses

Overall expenses in the first quarter came to NOK 762m (796m), a decline of NOK 34m compared with the same period of 2021. Overall expenses in the fourth quarter of 2021 were NOK 765m.

Expenses reported by the subsidiaries are down compared with the fourth quarter, mainly as a result of somewhat lower activity at SpareBank 1 Markets. This also essentially explains the decline from the first quarter of 2021 when SpareBank 1 Markets posted extremely high incomes and expenses. The remaining subsidiaries report no increase in expenses.

In the bank, the costs were NOK 389m (344m) and in the previous quarter NOK 368m. Cost increase of NOK 45m from the first quarter of 2021 is mainly increased costs for anti-money laundering, technology development and customer-oriented activity. In addition, some costs in 2022 came earlier in the year than in 2021. Cost growth is expected to slow over the year.

The cost-income ratio was 47 per cent (46 per cent) for the group, 39 per cent (36 per cent) for the parent bank.

Low losses

Losses on loans totalled NOK 0m (59m) and in the fourth quarter NOK 32m.

Impairment losses 1Q 22 4Q 21 1Q 21
RM -5 4 -7
CM 5 27 65
Of which offshore -12 -27 56
Total impairment losses -0 32 59

A loss of NOK 5m (65m) was recorded on loans to corporates, including a net recovery of NOK 12m (loss of NOK 56m) in the offshore portfolio and increased losses of NOK 17m on other business and industry distributed evenly across a number of customers and segments.

A net recovery of NOK 5m was recorded on losses to personal customers (recovery of 7m).

In the first quarter of 2022 the increase in the trajectories for PD in the base scenario as a result for the pandemic has been removed from the loss model. At the same time the downside scenario weighting was increased further in the agriculture and 'other corporate' (corporate exc. offshore and hotels/tourism) portfolios to 25 per cent to take into account increased uncertainty due to the war in Ukraine and generally greater uncertainty with regard to future economic growth. See note 2 for a more detailed description of changed assumptions in the loss model.

Losses on loans were substantially reduced and appear to have stabilised at a relatively low level. The outlook in the offshore industry has brightened and the risk picture as regards lending to other business and industry and personal customers reflects a healthy trend in financial positions in the region, both in business and industry and among households.

Overall write-downs on loans and guarantees total NOK 1,351m (1,665m).

Problem loans (Stage 3) amount to NOK 3,243m (3,073m) corresponding to 1.62 per cent (1.66 per cent) of gross outstanding loans, including loans sold to SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt.

Total assets of NOK 207bn

The bank's total assets were NOK 207bn (194bn), having risen as a result of higher lending volumes.

Loans totalling NOK 53bn (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.

Lending

Total outstanding loans rose in the last 12 months by NOK 14.6bn (14.6bn), corresponding to 7.9 per cent (8.5 per cent), and stood at NOK 200.0bn (185.3bn) at year-end. Growth in the first quarter was 2.4 per cent (1.4 per cent).

  • Lending to personal customers rose in the last 12 months by NOK 9.5bn (8.5bn) to NOK 135.0bn (125.5bn). Growth in the period was 7.6 per cent (7.3 per cent). In the first quarter growth was 1.6 per cent (0.8 per cent)
  • Lending to corporate clients rose in the last 12 months by NOK 5.1bn (6.1bn) to NOK 65.0bn (59.8bn). Growth in the period was 8.6 per cent (11.3 per cent). In the first quarter growth was 4.0 per cent (2.6 per cent)

Lending to personal customers accounted for 68 per cent (68 per cent) of total outstanding loans to customers.

The group reports good growth in lending to personal customers and is strengthening its market position. A substantial portion of the growth is to the LO (Norwegian Trade Unions Confederation) segment. The growth in lending to corporate clients is largely to small and medium-sized businesses throughout the market area. The growth is distributed across a number of industries, and industry and single name concentrations are avoided.

(For distribution by sector, see note 5).

Deposits

Customer deposits rose in in the last 12 months by NOK 11.7bn (14.2bn) to NOK 114.1bn (102.4bn). This represents a growth of 11.4 per cent (16.2 per cent). Growth in the first quarter was 2.5 per cent (5.0 per cent).

  • Personal deposits rose by NOK 4.3bn (4.1bn) to NOK 45.6bn (41.3bn), corresponding to 10.3 per cent (11.1 per cent). In the first quarter growth was 2.2 per cent (1.8 per cent)
  • Corporate deposits rose by NOK 7.4bn (10.1bn) to NOK 68.5bn (61.1bn), corresponding to 12.1 per cent (19.8 per cent). In the first quarter growth was 2.6 per cent (7.3 per cent)
  • The deposit-to-loan ratio including SpareBank 1 Boligkreditt and SpareBank 1 Næringskreditt was 57 per cent (55 per cent).

Deposit growth has been very high in the last two years due to the pandemic.

(For distribution by sector, see note 9).

Personal customers

The Personal Banking Division and EiendomsMegler 1 Midt-Norge offer a broad range of financial services. Improved coordination between the bank and the real estate agency business affords customers a better service offering and contributes to increased growth and profitability.

The Personal Banking Division achieved a pre-tax profit of NOK 274m (280m), and NOK 288m in the previous quarter.

Loans granted by the Personal Banking Division total NOK 140bn (130bn) and deposits total NOK 52bn (48bn). These are loans to and deposits from wage earners, agricultural customers and sole proprietorships.

Operating income posted by the division totalled NOK 515m (496m) and NOK 531 in the previous quarter. Net interest income accounted for NOK 313m (276m) and NOK 306m in the fourth quarter. Commission income totalled NOK 202m (219m) and NOK 225m in the previous quarter. Net interest income rose compared with the fourth quarter of 2021 as a result of growth and a strengthened deposit margin, while lower margins on loans have weakened net interest income and commissions from SpareBank 1 Boligkreditt.

The lending margin was 1.04 per cent (1.59 per cent) and in the fourth quarter of 2021 1.25 per cent. The deposit margin was 0.73 per cent (0.08 per cent) and 0.43 per cent in the previous quarter.

Growth in lending to and deposits from personal customers was 7.3 per cent (7.4 per cent) and 8.0 per cent (10.2 per cent) respectively in the last 12 months. In the first quarter growth in lending and deposits was 1.5 per cent (0.9 per cent) and 3.2 per cent (2.0 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. There was a net recovery of NOK 7m on losses (12m) in the first quarter.

Profit and loss account (NOKm) 1Q 22 4Q 21 1Q 21
Net interest 313 306 276
Comission income and other income 202 225 219
Total income 515 531 496
Total operating expenses 248 244 228
Loss on loans, guarantees etc. -7 0 -12
Result before tax 274 288 280
Balance
Loans and advances to customers 139,759 137,672 130,296
Adv.of this sold to SB1 Boligkreditt and SB1 Næringskreditt -51,477 -46,821 -46,611
Deposits to customers 52,321 50,691 48,439
Key figures
Return on equity per quarter 1) 13.0 % 13.3 % 12.5 %
Lending margin 1.04 % 1.25 % 1.59 %
Deposit margin 0.73 % 0.43 % 0.08 %

Eiendomsmegler 1 Midt-Norge is the market leader in Trøndelag and in Møre and Romsdal.

Operating income totalled NOK 95m (114m) and expenses NOK 81m (93m) in the first quarter, and the pretax profit was NOK 14m (21m).

Activity in the housing market at the start of 2022 was somewhat lower than at the end of 2021. Few dwelling units on the market are the main reason for this, but demand has been high and prices and the turnover rate have risen. There was a close focus on the number of new assignments in the first quarter amidst intense competition. 1,606 dwelling units were sold in the first quarter (1,848). New assignments numbered 2,037, slightly higher than in the first quarter of 2021. The company's market share at 31 March 2022 was 37 per cent (36 per cent).

EiendomsMegler 1 Midt-Norge (87%) 1Q 22 4Q 21 1Q 21
Total income 95 100 114
Total operating expenses 81 100 93
Result before tax 14 1 21
Operating margin 15 % 0 % 18 %

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 accounting, banking and capital market services. Interaction between the business areas has a high priority and part of the growth achieved is attributed to this.

The Corporate Banking Division achieved a pre-tax profit of NOK 277m (NOK 167m) and NOK 229m in the fourth quarter of 2021. Lower losses strengthen the profit performance.

Outstanding loans to corporates total NOK 50bn (46bn) and deposits total NOK 60bn (53bn). This is a diversified portfolio of loans to and deposits from corporate clients in Trøndelag and Møre and Romsdal.

Operating income came to NOK 404m (337m) and NOK 370m in the fourth quarter. Net interest income was NOK 330m (273m) and NOK 291m in the fourth quarter. Commission income totalled NOK 74m (64m) compared with NOK 78m in the fourth quarter. An increase in NIBOR reduced lending margins in the quarter, but increased deposit margins. Increased loan and deposit volumes have strengthened the earnings base. Strong growth in commission income is down to increased guarantee commissions and payments incomes.

The lending margin was 2.38 per cent (2.68 per cent) and the deposit margin was minus 0.05 per cent (minus 0.29 per cent). Lending growth in in the last 12 months was 9.5 per cent (13.0 per cent) while deposits rose 11.9 per cent (24.6 per cent). Lending growth in the quarter was 5.2 per cent (3.2 per cent) and deposit growth was minus 0.1 per cent (7.7 per cent).

Net loan losses to the bank's corporate clients came to NOK 3m (62m) and to NOK 20m in the fourth quarter.

SpareBank 1 SMN and SpareBank 1 Regnskapshuset SMN each have a large proportion of businesses in the market area as customers. Development of the customer offering seeks to ensure that customers see the added value of being a customer of both the bank and Regnskapshuset.

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

Profit and loss account (NOKm) 1Q 22 4Q 21 1Q 21
Net interest 330 291 273
Comission income and other income 74 78 64
Total income 404 370 337
Total operating expenses 124 120 107
Loss on loans, guarantees etc. 3 20 62
Result before tax 277 229 167
Balance
Loans and advances to customers 49,764 47,585 46,190
Adv.of this sold to SB1 Boligkreditt and SB1 Næringskreditt -1,465 -1,231 -1,360
Deposits to customers 59,541 59,619 53,200
Key figures
Return on equity per quarter 1) 15.4 % 11.5 % 9.6 %
Lending margin 2.38 % 2.39 % 2.68 %
Deposit margin -0.05 % -0.16 % -0.29 %

SpareBank 1 Regnskapshuset SMN posted a pre-tax profit of NOK 23m (27m).

Operating income was NOK 166m (155m) and expenses were NOK 143m (128m). The expense growth in the first quarter compared with the same quarter of 2021 is down to business acquisitions along with investments in new services and a new IT platform.

Increased customer growth has a high priority, and good results have been achieved in the first quarter of 2022. Customer recruitment has increased, at the same time as the company has succeeded in reducing customer turnover. The company wishes to create a broader income platform beyond the traditional production of accounts. Over the course of 2021 the company invested heavily to ensure continued

development of its competitive power. This covered advisory competence and capacity, an increased focus on digitalisation along with new income flows.

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

SpareBank 1 Regnskapshuset SMN (88,7%) 1Q 22 4Q 21 1Q 21
Total income 166 123 155
Total operating expenses 143 120 128
Result before tax 23 3 27
Operating margin 14 % 2 % 17 %

SpareBank 1 Finans Midt-Norge delivered a pre-tax profit of NOK 47m (55m). The company provides leasing and invoice purchasing services to businesses and car loans to personal customers.

The company's incomes totalled NOK 86m (91m). Costs in the first quarter of 2022 totalled NOK 28m (29m). Losses totalled NOK 4m (7m).

The company has leasing agreements with and loans to corporate customers worth NOK 4.3bn (3.9bn) and car loans worth NOK 6.2bn (5.5bn). Growth in in the last 12 months was 10.6 per cent and 13.0 per cent respectively. The invoice sales portfolio from SpareBank 1 Spire Finans was included in the company as from 2021 and invoices worth NOK 154m were purchased in the first quarter of 2022.

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 2,400 cars and is the market leader in Norway.

SpareBank 1 Finans Midt-Norge (56,5%) 1Q 22 4Q 21 1Q 21
Total income 86 87 91
Total operating expenses 28 30 29
Loss on loans, guarantees etc. 4 9 7
Result before tax 47 45 55

SpareBank 1 Markets' pre-tax profit for the first quarter was NOK 39m (118m). Activity levels in the business areas were high, but lower than in the first quarter of 2021. SpareBank 1 Markets has facilitated a number of sizeable transactions in the quarter. Earnings from the fixed income and forex business were somewhat lower than in the same quarter last year, and lower activity in the market for debt capital brought reduced earnings. Overall incomes came to NOK 177m (335m). Operating expenses totalled NOK 138m (217m).

SpareBank 1 Markets is headquartered in Oslo and has offices in Trondheim, Ålesund and Stavanger. SpareBank 1 Markets is the leading capital market unit in SpareBank 1 SMN's market area.

SpareBank 1 Markets (66,7%) 1Q 22 4Q 21 1Q 21
Total income 177 212 335
Total operating expenses 138 160 217
Result before tax 39 51 118
Operating margin 22 % 24 % 35 %

SpareBank 1 SMN Invest

The 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 686m (548m) as at 31 March 2022.

The pre-tax profit was NOK 132m (109m) and in the previous quarter minus NOK 4m. A good profit performance in the first quarter of both 2022 and 2021 is down to upward adjustment of the values of a minority of shares in the portfolio.

Good funding and liquidity

The war in Ukraine has prompted increased uncertainty as to the outlook for growth and inflation internationally and has led to substantial financial market fluctuations. The bank expects the uncertainty to persist for a period.

Credit spreads have narrowed somewhat but are wider than prior to the outbreak of the war. The bank has ample liquidity and the markets for the bank's financial instruments are functioning satisfactorily.

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 155 per cent as at 31 March 2022 (190 per cent). The requirement is 100 per cent.

The group's deposit-to-loan ratio at 31 March 2022 was 57 per cent (55 per cent).

The bank's funding sources and products are amply diversified. The proportion of the bank's overall money market funding in excess of one year's maturity is 89 per cent (83 per cent).

SpareBank 1 Boligkreditt and Næringskreditt are the bank's most important funding sources, and loans totalling NOK 53bn (48bn) had been sold to these mortgage companies as at 31 March 2022.

In the first quarter SpareBank 1 SMN issued a senior bond of NOK 2.8bn with a five-year maturity and MREL funding of NOK 0.5bn.

As at 31 March 2022 SpareBank 1 SMN held NOK 4.0bn in senior non-preferred debt (MREL). SpareBank 1 SMN will meet the MREL requirements by the end of 2023.

Rating

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

Financial soundness

The CET1 ratio at 31 March 2022 was 18.3 per cent (18.0 per cent). The CET1 requirement is 14.4 per cent, including combined buffer requirements and a Pillar 2 requirement of 1.9 per cent. 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 adjusting IRB-models has been processed.

The financial supervisory authority has decided that SpareBank 1 SMN shall have a pillar 2 guidance of 1.25 per cent above total capital requirements. With this, the bank's long-term target for common equity tier 1 capital adequacy has been increased to 17.2 per cent. In connection with the introduction of CRD V / CRR 2, the SME rebate will be extended from 30 June 2022. The estimated effect of this is a strengthening of common equity tier 1 capital adequacy by 0.4 percentage points.

The CET1 ratio showed a 0.3 percentage point increase from the fourth quarter. Risk weighted assets grew 1.2 per cent in the first quarter at the same time as CET1 capital increased by 2.4 per cent. A payout ratio of 50 per cent of the group' net profit for 2022 is assumed.

A leverage ratio of 7.0 per cent (7.0 per cent) shows the bank to be very solid.

Sustainability

Sustainability is one of five strategic priorities in the group strategy. SpareBank 1 SMN is in the process of implementing its sustainability strategy within the five target areas of innovation, customer offering, climate footprint, competencies and diversity.

A climate account for 2021 for SpareBank 1 SMN's own business activities has been presented using Klimakost (an environmentally extended input-output model). Work on calculating the loan portfolio's climate burden continued in the first quarter. SpareBank 1 SMN entered the Partnership for Carbon Accounting Financials (PCAF) to that end.

The effort to improve the estimation of the loan portfolio's climate contribution could provide new insights requiring the group to adjust and concretise its climate targets within the framework of the Paris Agreement' s objectives.

SpareBank 1 SMN will in 2022 continue to stimulate innovation and competence development in the sustainability field in the region. SpareBank 1 SMN has in collaboration with Sintef established an innovation programme in which 15 companies are participating. The programme aims to create business models that support the green transition.

SpareBank 1 SMN has also become the first external contributor to Sintef's Global Climate Fund. The Fund is to finance research with regard to climate-positive measures.

SpareBank 1 SMN has signed up to the Women in Finance Charter and to the charter's binding goals and mode of working. Women in Finance is a voluntary initiative that will contribute to a greater gender balance in the financial industry.

The bank has had a good development in sales of new green mortgages, and has sold loans totaling NOK 1.3 billion per 31. March 2022.

SpareBank 1 Regnskapshuset SMN assists both small and large business customers with the preparation of energy and climate accounting and sustainability reporting. The ambition is to further develop the services and competence within sustainability reporting and consulting.

The bank's equity certificate (MING)

The market price of the equity certificate (EC) as at 31 March 2022 was NOK 141.20 (107.40), the book value was NOK 99.55 (96.70), and earnings per EC were NOK 3.20 (3.40). A total cash dividend of NOK 7.50 was paid per EC in 2022 for the year 2021 (4.40).

The Price / Income ratio was 11.05 (7.91) and the Price / Book ratio was 1.42 (1.11).

Outlook

SpareBank 1 SMN delivered a good performance in the first quarter of 2022 with a return on equity of 12.5 per cent and a strong financial position. All business lines are performing well in a demanding market, thus providing a solid basis on which to attain the group's ambitions as to growth and profitability.

Society has reopened and activity is back to the level in effect prior to the pandemic. However, the war in Ukraine and ensuing sanctions are impacting the Norwegian economy and business and industry both directly and indirectly. Trade between affected countries and the rest of the world is reduced, bringing goods shortages and weakened supply lines. The upshot is higher prices on energy and other commodities. There is also increased disquiet in the financial markets. Despite this, continued growth is expected in Norway's economy.

For SpareBank 1 SMN's part, the corporate portfolio is so far little affected by the repercussions of the pandemic or by the war in Ukraine. Loan losses have been substantially reduced since 2020, and the risk picture in the business sector in general and among personal customers reflects sound finances in the region. Given rising inflation and expectations of further – and relatively frequent – interest rate hikes from Norges Bank, it is uncertain how credit growth to households and businesses will pan out. There are many uncertainties and the conditions in the economy can change rapidly, and thus also the economic outlook.

SpareBank 1 SMN aspires to growth in excess of market growth. Data-driven innovation and a modern, customer-oriented and efficient distribution system will ensure that the group achieves the growth its aspires to.

SpareBank 1 SMN has a diversified earnings platform with profitable subsidiaries and product companies which make for increased sales and an expanding customer base. This provides robustness, in particular in periods of market turbulence.

The fight against economic and financial crime is an important societal responsibility. The anti-money laundering effort and sanctions compliance are the focus of much attention. The war in Ukraine has intensified the need to be alert to money laundering, and in the first quarter the bank expended much effort on living up to the sanctions that have been put in place.

The first-quarter figures show return in excess of the target level. Market uncertainties have grown, but SpareBank 1 SMN is well positioned to handle them.

1st Quarter 2022

Trondheim, 5. May 2022 The Board of Directors of SpareBank 1 SMN

Kjell Bjordal Christian Stav Morten Loktu (chair) (deputy chair)

Mette Kamsvåg Tonje Eskeland Foss Eli Skrøvset

Freddy Aursø Christina Straub Inge Lindseth (employee rep.) (employee rep.)

Jan-Frode Janson (Group CEO)

Income statement

Parent bank Group
Jan-March Jan-March
2021 2021 2022 (NOKm) Note 2022 2021 2021
3,067 729 920 Interest income effective interest method 1,035 843 3,524
395 97 124 Other interest income 123 96 392
1,109 267 396 Interest expenses 400 271 1,120
2,353 558 648 Net interest 10 758 668 2,796
1,306 310 299 Commission income 357 374 1,583
97 22 20 Commission expenses 50 51 207
47 9 17 Other operating income 331 468 1,456
1,256 297 296 Commission income and other income 11 637 790 2,832
733 114 63 Dividends 2 4 22
- - - Income from investment in related companies 3 62 128 705
-53 -19 -19 Net return on financial investments 3,13 172 158 299
680 95 43 Net return on financial investments 235 289 1,026
4,289 951 988 Total income 1,630 1,748 6,655
650 166 181 Staff costs 476 531 1,882
745 177 208 Other operating expenses 286 265 1,111
1,395 344 389 Total operating expenses 12 762 796 2,993
2,895 607 599 Result before losses 868 952 3,662
134 51 -4 Loss on loans, guarantees etc. 6,7 -0 59 161
2,760 556 603 Result before tax 3 868 893 3,501
518 106 144 Tax charge 169 131 609
- - - Result investment held for sale, after tax 2,3 -1 6 10
2,242 450 459 Net profit 698 768 2,902
48 19 20 Attributable to additional Tier 1 Capital holders 21 20 50
1,403 276 280 Attributable to Equity capital certificate holders 413 439 1,722
791 155 158 Attributable to the saving bank reserve 233 247 971
Attributable to non-controlling interests 30 61 160
2,242 450 459 Net profit 698 768 2,902
Profit/diluted profit per ECC 19 3.20 3.40 13.31

Other comprehensive income

Parent bank Group
Jan-March Jan-March
2021 2021 2022 (NOKm) 2022 2021 2021
2,242 450 459 Net profit 698 768 2,902
Items that will not be reclassified to profit/loss
-49 - - Actuarial gains and losses pensions - - -49
12 - - Tax - - 12
- - - Share of other comprehensive income of associates and joint venture 1 0 4
-37 - - Total 1 0 -33
Items that will be reclassified to profit/loss
-1 -1 -1 Value changes on loans measured at fair value -1 -1 -1
- - - Share of other comprehensive income of associates and joint venture 75 -28 21
-1 -1 -1 Total 73 -29 20
-38 -1 -1 Net other comprehensive income 74 -28 -13
2,204 450 457 Total other comprehensive income 772 739 2,889
48 19 20 Attributable to additional Tier 1 Capital holders 21 20 50
1,379 275 279 Attributable to Equity capital certificate holders 461 421 1,714
777 155 157 Attributable to the saving bank reserve 260 237 966
Attributable to non-controlling interests 30 61 160
2,204 450 457 Total other comprehensive Income 772 739 2,889

Balance sheet

Parent bank Group
31 Dec 31 March 31 March 31 March 31 March 31 Dec
2021 2021 2022 (NOKm) Note 2022 2021 2021
1,252 37 1,190 Cash and receivables from central banks 1,190 37 1,252
13,190 17,265 18,214 Deposits with and loans to credit institutions 9,456 9,487 4,704
135,766 126,954 135,306 Net loans to and receivables from customers 5 145,773 135,919 145,890
30,762 30,953 32,013 Fixed-income CDs and bonds 17 32,014 30,875 30,762
3,192 4,345 4,321 Derivatives 17 4,077 4,395 3,224
402 296 386 Shares, units and other equity interests 17 2,635 2,051 2,654
4,590 4,922 4,631 Investment in related companies 7,534 7,374 7,384
2,374 2,339 2,374 Investment in group companies - - -
98 82 98 Investment held for sale 2 112 40 59
458 511 457 Intangible assets 854 889 853
1,082 1,108 1,851 Other assets 14 3,384 2,754 2,062
193,165 188,813 200,839 Total assets 207,027 193,822 198,845
14,342 14,015 18,598 Deposits from credit institutions 19,468 14,165 15,065
112,028 103,094 114,717 Deposits from and debt to customers 9 114,053 102,390 111,286
40,332 45,273 37,093 Debt created by issue of securities 16 37,093 45,273 40,332
3,500 4,671 5,164 Derivatives 17 5,147 4,879 3,909
1,855 1,748 5,239 Other liabilities 15 7,030 3,584 3,215
- - - Investment held for sale 2 2 0 1
1,753 1,752 1,753 Subordinated loan capital 16 1,796 1,795 1,796
173,809 170,554 182,564 Total liabilities 184,588 172,088 175,603
2,597 2,597 2,597 Equity capital certificates 2,597 2,597 2,597
-0 -0 -0 Own holding of ECCs -9 -12 -9
895 895 895 Premium fund 895 895 895
7,007 6,556 7,007 Dividend equalisation fund 6,974 6,511 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
- -1 -1 Other equity capital 2,919 2,282 2,896
1,250 1,231 1,230 Additional Tier 1 Capital 1,271 1,273 1,293
450 459 Profit for the period 698 768
Non-controlling interests 1,005 891 989
19,356 18,259 18,275 Total equity capital 22,439 21,734 23,241
193,165 188,813 200,839 Total liabilities and equity 207,027 193,822 198,845

Cash flow statement

Parent bank Group
Jan-March Jan-March
2021 2021 2022 (NOKm) 2022 2021 2021
2,242 450 459 Net profit 698 768 2,902
95 24 19 Depreciations and write-downs on fixed assets 34 54 186
134 51 -4 Losses on loans and guarantees -0 59 161
-418 -38 - Adjustments for undistributed profits of related companies -62 -128 -705
-2,423 -1,710 -1,769 Other adjustments -1,889 -1,800 -2,574
-369 -1,222 -1,295 Net cash increase from ordinary operations -1,219 -1,048 -31
3,843 2,691 -1,881 Decrease/(increase) other receivables -2,145 2,566 4,387
-2,993 -1,892 5,048 Increase/(decrease) short term debt 5,052 -1,800 -3,159
-11,686 -2,791 463 Decrease/(increase) loans to customers 116 -2,847 -12,920
-288 -4,364 -5,024 Decrease/(increase) loans credit institutions -4,751 -4,396 387
13,862 4,928 2,689 Increase/(decrease) deposits to customers 2,767 4,861 13,757
-290 -614 4,257 Increase/(decrease) debt to credit institutions 4,404 -929 -32
-4,077 -4,269 -1,251 Increase/(decrease) in short term investments -1,252 -4,269 -4,156
- - - Increase/(decrease) in shares held for trading 95 374 -59
-1,999 -7,532 3,006 A) Net cash flow from operations 3,067 -7,486 -1,826
-75 -25 -36 Increase in tangible fixed assets -64 -71 -145
60 - - Proceeds from sales of property, plant and equipment - - 4
- - - Cash flows from losing control of subsidiaries or other businesses - 3 99
Cash flows used in obtaining control of subsidiaries or other
-73 -22 - businesses -53 - -
418 38 - Dividends received from investments in related companies - 39 419
Other cash receipts from sales of interests in associates and joint
548 28 2 ventures 2 25 544
Other cash payments to acquire interests in associates and joint
-204 -17 -43 ventures -43 -17 -307
Other cash receipts from sales of equity instruments of other
672 12 138 entities 170 25 737
-766 -5 -122 Other cash payments to acquire equity instruments of other
entities
-124 -9 -826
580 8 -59 B) Net cash flow from investments -112 -5 526
-0 -0 -0 Purchase of treasury shares -0 -23 -5
-569 -168 -970 Dividend cleared -970 -168 -569
- - - Dividends paid to non-controlling interests -7 -9 -113
-321 -95 -547 Disbursed from gift fund -547 -95 -321
-48 -19 -20 Interest payments Additional Tier 1 Capital -21 -20 -50
7,867 6,824 3,380 Increase in other long term loans 3,380 6,824 7,867
-7,021 -1,746 -4,851 Decrease in other long term loans -4,851 -1,746 -7,021
-93 4,796 -3,009 C) Net cash flow from financial activities -3,017 4,764 -212
-1,512 -2,727 -62 A) + B) + C) Net changes in cash and cash equivalents -62 -2,727 -1,512
2,764 2,764 1,252 Cash and cash equivalents at 1.1 1,252 2,764 2,764
1,252 37 1,190 Cash and cash equivalents at end of quarter 1,190 37 1,252
-1,512 -2,727 -62 Net changes in cash and cash equivalents -62 -2,727 -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 other 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
Equity at 1 January 2022
Net profit
2,597
-
895
-
5,918
-
7,007
-
1,517
-
171
-
-
459
- 1,250 19,356
459
Other comprehensive income
Value changes on loans measured at fair value - - - - - - -1 - -1
Actuarial gains (losses), pensions - - - - - - - - -
Other comprehensive income - - - - - - -1 - -1
Total other comprehensive income - - - - - - 457 - 457
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 - - - - - - - -20 -20
Purchase and sale of own ECCs 0 - - -0 - - - - -0
Direct recognitions in equity - - - - - - - - -
Total transactions with owners 0 - - -0 -1,517 - - -20 -1,538
Equity at 31 March 2022 2,597 895 5,918 7,007 - 171 457 1,230 18,275

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
Non
controlling
interests
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 - - - - - - 26 - - 26
Value changes on loans measured at fair value
Actuarial gains (losses), pensions
-
-
-
-
-
-
-
-
-
-
-
-
-1
-38
-
-
-
-
-1
-38
Other comprehensive income - - - - - - -13 - - -13
Total other comprehensive income - - 268 476 1,517 -68 486 50 160 2,889
Transactions with owners
Dividend declared for 2020 - - - - -569 - - - - -569
To be disbursed from gift fund - - - - -321 - - - - -321
Additional Tier 1 Capital issued - - - - - - - - - -
Buyback Additional Tier 1 Capital issued - - - - - - - - - -
Interest payments additional Tier 1 capital - - - - - - - -50 - -50
Purchase and sale of own ECCs 0 - - -0 - - - - - -0
Own ECC held by SB1 Markets*) -0 - - -13 - - 7 - - -5
Direct recognitions in equity - - -14 -25 - - 50 - 11
Share of other transactions from associates and
joint ventures - - - - - - -14 - - -14
Change in non-controlling interests - - - - - - - - -9 -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
Equity at 1 January 2022 2,588 895 5,918 6,974 1,517 171 2,896 1,293 989 23,241
Net profit - - - - - - 668 - 30 698
Other comprehensive income
Share of other comprehensive income of
associates and joint ventures
- - - - - - 75 - - 75
Value changes on loans measured at fair value - - - - - - -1 - - -1
Actuarial gains (losses), pensions - - - - - - - - - -
Other comprehensive income - - - - - - 74 - - 74
Total other comprehensive income - - - - - - 741 - 30 772
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 - - - - - - -21 - -21
Purchase and sale of own ECCs 0 - - -0 - - - - - -0
Own ECC held by SB1 Markets*) - - - - - - - - - -
Direct recognitions in equity - - - - - - -5 - - -5
Share of other transactions from associates and
joint ventures - - - - - - -16 - - -16
Change in non-controlling interests - - - - - - - - -15 -15
Total transactions with owners 0 - - -0 -1,517 - -20 -21 -15 -1,574
Equity at 31 March 2022 2,588 895 5,918 6,974 - 171 3,617 1,271 1,005 22,439

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

Note 1 - Accounting principles 27
Note 2 - Critical estimates and assessment concerning the use of accounting principles 28
Note 3 - Account by business line 30
Note 4 - Capital adequacy 32
Note 5 - Distribution of loans by sector/industry 34
Note 6 - Losses on loans and guarantees 35
Note 7 - Losses 36
Note 8 - Gross Loans 40
Note 9 - Distribution of customer deposits by sector/industry 41
Note 10 - Net interest income 42
Note 11 - Net commission income and other income 43
Note 12 - Operating expenses 44
Note 13 - Net return on financial investments 45
Note 14 - Other assets 46
Note 15 - Other liabilities 47
Note 16 - Debt created by issue of securities and subordinated debt 48
Note 17 - Measurement of fair value of financial instruments 49
Note 18 - Liquidity risk 52
Note 19 - Earnings per EC 53

Note 1 - 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 2022. 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.

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.

In 2020 and 2021 a number of changes were made in inputs to the bank's credit loss model in light of the increased uncertainty triggered by the Covid-19 situation. In the present quarter, increased macroeconomic uncertainty due to the war in Ukraine, a strong increase in energy and commodity prices, supply chain challenges and prospects of lasting higher inflation and interest rate levels have made the assessments extra demanding. The supervisory authorities have underscored the importance of focusing on the expected long-term effects of the crisis, and this has been the focus in the bank's assessments.

In 2020 the bank revised its assumptions for the baseline scenario in a negative direction. This was continued through 2021. The bank's exposure to the hotel and tourism industry, including commercial property with revenues deriving mainly from that industry, was hived off into a separate portfolio with its own assessments of PD and LGD trajectories and separate scenarios and weighting of the latter to reflect the portfolio's vulnerability to the effects of Covid. In addition, the entire portfolio was assigned to stage 2 or 3.

The key assumptions per scenario are projected trajectories for the probability of default (PD) and loss given default (LGD) along with a probability weighting for the individual scenario. In the assessments for 2020/2021, expected effects of the Covid pandemic were linked to debtors who were in a demanding position prior to the crisis – typically debtors in stage 2. We therefore chose to increase the trajectories for PD and LGD as well as reduce expected payments in the baseline scenario especially for year 2 onwards since this will mainly affect expected losses for stage 2 debtors. To allow for migration to stage 2, the PD and LGD estimates were also increased in the first year. In addition, an assumption of no first-year repayments is made for all portfolios in the downside scenario. However, experience shows the effects of the Covid pandemic to be significantly smaller than expected owing to the government measures put in place, and we no longer see a basis for add-ons to the baseline trajectories due to the Covid pandemic.

The scenario weighting applied was also revised in 2020 to reflect a further increase in uncertainty. For business and industry including offshore, along with agriculture, the downside scenario was revised from a 10 per cent probability weighting to a weighting of 20 per cent probability. For the personal market the weighting of the downside scenario was revised from 10 to 15 per cent. In the first quarter of 2022 the downside scenario weighting was increased further in the agriculture and 'other corporate' (corporate exc. offshore and hotels /tourism) portfolios to 25 per cent to take into account increased uncertainty due to the war in Ukraine and generally greater uncertainty with regard to future economic growth.

The effect of the revision of assumptions in 2022 is shown in the line "Changes due to changed input assumptions in the credit loss model" in note 7. Removal of the add-on in the baseline scenario for the corporate portfolio (with the exception of hotels/tourism and offshore where special assumptions are employed) pulls in the direction of reduced write-downs, while increased weight given to a low scenario pulls in the opposite direction. Altogether this amounts to NOK 59 million for the bank and NOK 63 million for the group in terms of reduced write-downs.

Sensitivity

The first part of the table below show total calculated expected credit loss as of 31 mars 2022 in each of the three scenarios, distributed in the portfolios Retail Market, Corporate Market and offshore, tourism and agriculture, which adds up to parent bank. In addition the subsidiary SpareBank 1 Finans Midt-Norge is included. 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 scenaro weight has been doubled.

If the downside scenario's probability were doubled at the expense of the baseline scenario at the end of March 2022, this would have entailed an increase in loss provisions of NOK 355 million for the parent bank and NOK 363 million for the group.

CM (excl
offshore
and
Total SB 1
Finans
agriculture) RM Offshore Tourism Agriculture parent MN Group
ECL base case 412 64 408 30 29 943 51 994
ECL worst case 1,025 278 1,037 90 130 2,560 133 2,693
ECL best case 360 31 326 12 18 746 34 780
ECL with scenario weights used 80/10/10 - - - - - 57 57
ECL with scenario weights used 60/25/15 558 - - 53 610 - 610
ECL with scenario weights used 65/20/15 521 521 521
ECL with scenario weights used 60/30/10 - - - 46 - 46 - 46
ECL with scenario weights used 70/15/15 - 91 - - - 91 - 91
Total ECL used 558 91 521 46 53 1,269 57 1,326
ECL alternative scenario weights 70/20/10 - - - - - - 65 65
ECL alternative scenario weights 35/50/15 711 - - - 78 789 - 789
ECL alternative scenario weights 45/40/15 - - 647 - - 647 - 647
ECL alternative scenario weights 30/60/10 64 64 64
ECL alternative scenario weights 55/30/15 - 123 - - 123 - 123
Total ECL alternative weights 711 123 647 64 78 1,623 65 1,688
Change in ECL if alternative weights were used 153 32 126 18 25 355 8 363

The Tourism portfolio includes commercial real estate with more than 50% of the income from actors in hotels and tourism companies.

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 80 per cent of the ECL in the expected scenario. The downside scenario gives about double the ECL than in the expected scenario. Applied scenario weighting gives about 30 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 31 March 22

SB 1 SB 1
SB1 Finans Regnskaps
Profit and loss account (NOKm) RM CM Markets EM 1 MN huset SMN Other* Uncollated Total
Net interest 287 309 1 1 111 0 - 50 758
Interest from allocated capital 25 22 - - - - - -47 -
Total interest income 313 330 1 1 111 0 - 3 758
Comission income and other income 203 72 153 94 -25 166 - -26 637
Net return on financial investments **) -0 2 23 - - - 62 149 235
Total income 515 404 177 95 86 166 62 125 1,630
Total operating expenses 248 124 138 81 28 143 - -1 762
Ordinary operating profit 266 280 39 14 57 23 62 126 868
Loss on loans, guarantees etc. -7 3 - - 4 - - -0 -0
Result before tax including held for sale 274 277 39 14 53 23 62 126 868

Group 31 March 21

SB 1 SB 1
SB1 Finans Regnskaps
RM CM Markets EM 1 MN huset SMN Total
268 270 -5 0 113 0 - 23 668
9 3 - - - - - -12 -
276 273 -5 0 113 0 - 11 668
219 59 302 103 -22 155 - -27 790
0 5 37 10 - - 128 110 289
496 337 335 114 91 155 128 93 1,748
228 107 217 93 29 128 - -6 796
268 230 118 21 62 27 128 -58 796
-12 62 - - 7 - - 1 59
280 167 118 21 55 27 128 98 893
Other* Uncollated

Group 31 December 21

SB 1 SB 1
SB1 Finans Regnskaps
Profit and loss account (NOKm) RM CM Markets EM 1 MN huset SMN Other* Uncollated Total
Profit and loss account (NOKm) 1,128 1,106 -7 2 450 0 - 117 2,796
Net interest 37 14 - - - - - -52 -
Interest from allocated capital 1,165 1,120 -7 2 450 0 - 66 2,796
Total interest income 906 251 782 441 -90 562 - -20 2,832
Comission income and other income 2 15 126 10 4 - 705 164 1,026
Net return on financial investments **) 2,074 1,386 901 453 364 562 705 210 6,655
Total income 916 446 647 382 141 477 - -16 2,993
Total operating expenses 1,157 940 254 71 224 85 705 226 3,662
Ordinary operating profit -10 145 - - 25 - - 1 161
Loss on loans, guarantees etc. 1,167 795 254 71 198 85 705 225 3,501

1st Quarter 2022

*) Specification of other (NOKm) 31 March 22 31 March 21 31 Dec 21
SpareBank 1 Gruppen 13 67 471
SpareBank 1 Boligkreditt -5 4 16
SpareBank 1 Næringskreditt -0 3 7
BN Bank 49 40 164
SpareBank 1 Kredittkort 3 0 13
SpareBank 1 Betaling -5 -1 -15
SpareBank 1 Forvaltning 8 - 32
Other companies -1 14 17
Income from investment in associates and joint ventures 62 128 705

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 31 March 2022 the overall minimum requirement on CET1 capital is 12.5 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 1.0 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 adjusting IRB-models 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 31 March 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 31 March 2021 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. For the first quarter of 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 31 31 31
31 Dec March March March March 31 Dec
2021 2021 2022 (NOKm) 2022 2021 2021
19,356 18,259 18,275 Total book equity 22,439 21,734 23,241
-1,250 -1,231 -1,230 Additional Tier 1 capital instruments included in total equity -1,271 -1,273 -1,293
-458 -511 -457 Deferred taxes, goodwill and other intangible assets -957 -1,027 -961
-1,517 -627 - Deduction for allocated dividends and gifts - -627 -1,517
- - - Non-controlling interests recognised in other equity capital -1,005 -891 -989
- - - Non-controlling interests eligible for inclusion in CET1 capital 579 489 568
- -450 -459 Net profit -698 -768 -
Year-to-date profit included in core capital (50 per cent (50 per
- 57 100 cent) pre tax of group profit) 338 374 -
-41 -43 -46 Value adjustments due to requirements for prudent valuation -62 -56 -56
-495 -263 -469 Positive value of adjusted expected loss under IRB Approach -529 -292 -560
- - - Cash flow hedge reserve -2 8 3
Deduction for common equity Tier 1 capital in significant
-202 -186 -202 investments in financial institutions -603 -629 -648
15,393 15,005 15,513 Common equity Tier 1 capital 18,229 17,042 17,790
1,250 1,250 1,250 Additional Tier 1 capital instruments 1,616 1,595 1,581
-48 - -47 Deduction for significant investments in financial institutions -47 - -48
16,595 16,255 16,715 Tier 1 capital 19,797 18,636 19,322
Supplementary capital in excess of core capital
1,750 1,750 1,750 Subordinated capital 2,258 2,259 2,226
-214 -154 -217 Deduction for significant investments in financial institutions -217 -154 -214
1,536 1,596 1,533 Additional Tier 2 capital instruments 2,041 2,105 2,011
18,130 17,851 18,249 Total eligible capital 21,839 20,741 21,333
1,049 1,112 1,157 Specialised enterprises 1,376 1,292 1,248
1,016 982 1,052 Corporate 1,072 992 1,030
1,400 1,463 1,356 Mass market exposure, property 2,374 2,218 2,384
93 100 101 Other mass market 104 102 95
1,000 1,025 1,008 Equity positions IRB 1 1 1
4,558 4,682 4,674 Total credit risk IRB 4,927 4,606 4,758
3 3 3 Central government 4 5 4
106 107 97 Covered bonds 144 146 133
398 485 421 Institutions 301 336 299
1 - 1 Local and regional authorities, state-owned enterprises 20 28 29
188 32 139 Corporate 401 270 432
7 18 4 Mass market 485 484 466
25 12 33 Exposures secured on real property 123 131 128
279 272 279 Equity positions 495 428 521
92 89 65 Other assets 125 159 142
1,098 1,018 1,041 Total credit risk standardised approach 2,098 1,986 2,154
35 43 52 Debt risk 54 44 36
- - - Equity risk 30 9 34
- - - Currency risk and risk exposure for settlement/delivery 2 1 1
433 421 433 Operational risk 809 772 817
26 32 28 Credit value adjustment risk (CVA) 67 153 93
6,150 6,196 6,228 Minimum requirements subordinated capital 7,988 7,571 7,893
76,873 77,455 77,846 Risk weighted assets (RWA) 99,847 94,633 98,664
3,459 3,485 3,503 Minimum requirement on CET1 capital, 4.5 per cent 4,493 4,258 4,440
Capital Buffers
1,922 1,936 1,946 Capital conservation buffer, 2.5 per cent 2,496 2,366 2,467
3,459 3,485 3,503 Systemic risk buffer, 4.5 per cent 4,493 4,258 4,440
769 775 778 Countercyclical buffer, 1.0 per cent 998 946 987
6,150 6,196 6,228 Total buffer requirements on CET1 capital 7,988 7,571 7,893
5,784 5,323 5,782 Available CET1 capital after buffer requirements 5,748 5,212 5,457
Capital adequacy
20.0 % 19.4 % 19.9 % Common equity Tier 1 capital ratio 18.3 % 18.0 % 18.0 %
21.6 % 21.0 % 21.5 % Tier 1 capital ratio 19.8 % 19.7 % 19.6 %
23.6 % 23.0 % 23.4 % Capital ratio 21.9 % 21.9 % 21.6 %
Leverage ratio
191,697 181,720 193,702 Balance sheet items 275,296 258,536 269,857
10,782 8,793 9,942 Off-balance sheet items 11,167 9,568 11,341
-1,042 -817 -1,020 Regulatory adjustments -2,062 -1,844 -2,110
201,437 189,696 202,624 Calculation basis for leverage ratio 284,401 266,260 279,088
16,595
8.2 %
16,255
8.6 %
16,715 Core capital
8.2 % Leverage Ratio
19,797
7.0 %
18,636
7.0 %
19,322
6.9 %

Note 5 - Distribution of loans by sector/industry

Parent Bank Group
31 Dec 31 March 31 March 31 March 31 March 31 Dec
2021 2021 2022 (NOKm) 2022 2021 2021
9,433 9,134 9,446 Agriculture and forestry 9,807 9,568 9,783
5,853 5,344 7,069 Fisheries and hunting 7,086 5,362 5,870
1,926 2,005 1,949 Sea farming industries 2,194 2,268 2,176
2,151 2,326 2,259 Manufacturing 2,856 2,848 2,766
3,169 3,080 3,287 Construction, power and water supply 4,266 4,016 4,124
2,572 2,537 2,783 Retail trade, hotels and restaurants 3,212 2,832 2,966
4,715 4,822 5,067 Maritime sector 5,067 4,822 4,715
16,924 16,512 17,468 Property management 17,570 16,595 17,044
4,497 3,641 4,649 Business services 5,207 3,434 4,990
5,714 5,377 5,500 Transport and other services provision 6,448 6,298 6,667
2 2 2 Public administration 32 29 34
1,383 1,746 1,280 Other sectors 1,223 1,757 1,325
58,337 56,525 60,759 Gross loans in Corporate market 64,966 59,830 62,458
126,828 119,780 128,673 Wage earners 134,998 125,512 132,894
Gross loans incl. SB1 Boligkreditt /SB1
185,165 176,305 189,432 Næringskreditt 199,965 185,342 195,353
46,650 46,337 51,233 of which SpareBank 1 Boligkreditt 51,233 46,337 46,650
1,402 1,533 1,709 of which SpareBank 1 Næringskreditt 1,709 1,533 1,402
137,113 128,435 136,490 Gross loans in balance sheet 147,023 137,471 147,301
1,250 1,380 1,098 - Loan loss allowance on amortised cost loans 1,162 1,451 1,313
97 101 87 - Loan loss allowance on loans at FVOCI 87 101 97
135,766 126,954 135,306 Net loans to and receivables from customers 145,773 135,919 145,890

Note 6 - Losses on loans and guarantees

Jan-March
2022 2021 2021
Parent Bank (NOKm) RM CM Total RM CM Total RM CM Total
Change in provision for expected credit losses for the period -6 -13 -18 -13 62 49 -11 39 27
Actual loan losses on commitments exceeding provisions made 1 18 19 2 1 3 10 107 117
Recoveries on commitments previously written-off -2 -3 -5 -1 -0 -1 -9 -1 -10
Losses for the period on loans and guarantees -7 3 -4 -12 63 51 -10 145 134
Jan-March
2022 2021 2021
Group (NOKm) RM CM Total RM CM Total RM CM Total
Change in provision for expected credit losses for the period -5 -12 -16 -11 61 50 -20 50 30
Actual loan losses on commitments exceeding provisions made 2 20 22 6 4 10 30 112 142
Recoveries on commitments previously written-off -2 -3 -5 -1 -0 -2 -9 -3 -12
Losses for the period on loans and guarantees -5 5 -0 -7 65 59 1 159 161

Note 7 - Losses

Net write
Parent Bank (NOKm) 1 Jan 22 Change in
provision
offs/
recoveries
31 March 22
Loans as amortised cost- CM 1,298 -13 -149 1,137
Loans as amortised cost- RM 31 6 -4 32
Loans at fair value over OCI- RM 128 -11 - 116
Loans at fair value over OCI- CM 1 -0 - 1
Provision for expected credit losses on loans and guarantees 1,458 -18 -153 1,286
Presented as
Provision for loan losses 1,348 -10 -153 1,185
Other debt- provisons 79 -7 - 71
Other comprehensive income - fair value adjustment 31 -1 - 30
Net write
Parent Bank (NOKm) 1 Jan 21 Change in
provision
offs/
recoveries
31 Mar 21
Loans as amortised cost- CM 1,377 57 -5 1,429
Loans as amortised cost- RM 35 7 -10 32
Loans at fair value over OCI- RM 147 -15 - 132
Loans at fair value over OCI- CM 0 0 - 1
Provision for expected credit losses on loans and guarantees 1,559 49 -14 1,594
Presented as
Provision for loan losses 1,446 49 -14 1,481
Other debt- provisons 81 0 - 81
Other comprehensive income - fair value adjustment 32 -1 - 31
Net write
Parent Bank (NOKm) 1 Jan 21 Change in
provision
offs/
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 31 March 22
Loans as amortised cost- CM 1,343 -12 -149 1,182
Loans as amortised cost- RM 49 7 -4 51
Loans at fair value over OCI- RM 128 -11 - 116
Loans at fair value over OCI- CM 1 -0 - 1
Provision for expected credit losses on loans and guarantees 1,520 -17 -153 1,351
Presented as
Provision for loan losses 1,410 -8 -153 1,249
Other debt- provisons 79 -7 - 71
Other comprehensive income - fair value adjustment 31 -1 - 30
Net write
Change in offs/
Group (NOKm) 1 Jan 21 provision recoveries 31 Mar 21
Loans as amortised cost- CM 1,421 57 -6 1,472
Loans as amortised cost- RM 62 8 -10 61
Loans at fair value over OCI- RM 147 -15 - 132
Loans at fair value over OCI- CM 0 0 - 1
Provision for expected credit losses on loans and guarantees 1,630 51 -15 1,665
Presented as
Provision for loan losses 1,517 51 -15 1,553
Other debt- provisons 81 0 - 81
Other comprehensive income - fair value adjustment 32 -1 - 31
Group (NOKm) 1 Jan 21 Change in
provision
Net write
offs/
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

Accrual for losses on loans

31 March 2022 31 March 2021 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 15 -15 -0 - 16 -16 -0 - 20 -20 -0 -
Transfer to (from) stage 2 -2 2 -0 - -1 1 -0 - -2 2 -0 -
Transfer to (from) stage 3 -0 -5 5 - -0 -3 3 - -1 -6 7 -
Net remeasurement of loss allowances -16 12 0 -4 -15 17 -11 -10 -22 24 -3 -1
Originations or purchases 5 4 1 10 5 2 0 8 19 17 1 37
Derecognitions -3 -8 -2 -13 -4 -11 -1 -15 -12 -32 -4 -48
Changes due to changed input assumptions -0 2 -2 0 1 3 - 4 1 -0 - 1
Actual loan losses 0 0 -4 -4 - - -5 -5 0 0 -12 -12
Closing balance 38 74 34 146 37 91 34 162 39 82 36 156
Corporate Market
Opening balance 84 268 871 1,223 88 387 823 1,299 88 387 823 1,299
Transfer to (from) stage 1 20 -20 -0 - 7 -7 -0 - 15 -15 - -
Transfer to (from) stage 2 -2 2 - - -2 2 - - -5 5 - -
Transfer to (from) stage 3 -1 -3 4 - -2 -78 81 - -2 -26 28 -
Net remeasurement of loss allowances 38 19 -12 45 -9 13 50 54 -26 26 38 39
Originations or purchases 25 8 2 35 13 1 4 18 32 21 100 153
Derecognitions -6 -10 -15 -31 -5 -9 -1 -15 -20 -145 -1 -166
Changes due to changed input assumptions -55 -6 6 -54 1 4 - 6 1 14 - 15
Actual loan losses - - -149 -149 - - -10 -10 - - -117 -117
Closing balance 104 258 708 1,069 91 312 948 1,351 84 268 871 1,223
Total accrual for loan losses 142 332 741 1,215 128 403 981 1,512 123 350 907 1,379

1st Quarter 2022

31 March 2022 31 March 2021 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 16 - 16 - 0 - 17 - 17 - 0 - 22 - 22 - 0 -
Transfer to (from) stage 2 - 2 2 - 0 - - 1 1 - 0 - - 2 3 - 0 -
Transfer to (from) stage 3 - 0 - 5 5 - - 0 - 5 5 - - 1 - 7 8 -
Net remeasurement of loss allowances - 16 15 1 - 1 - 16 19 - 9 - 6 - 23 26 - 1 2
Originations or purchases 7 5 1 12 6 3 2 11 22 20 1 43
Derecognitions - 4 - 8 - 2 - 14 - 4 - 12 - 3 - 19 - 14 - 37 - 9 - 60
Changes due to changed input assumptions - 1 2 - 3 - 2 1 2 - 1 2 - 0 - 2 - 4 - 5
Actual loan losses - - - 4 - 4 - - - 5 - 5 - - - 12 - 12
Closing balance 45 82 38 165 43 99 48 190 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 21 - 21 - 0 - 8 - 8 0 - 20 - 20 - 0 -
Transfer to (from) stage 2 - 2 2 - 0 - - 2 2 - - - 7 7 - 0 -
Transfer to (from) stage 3 - 1 - 3 4 - - 2 - 79 82 - - 2 - 27 29 -
Net remeasurement of loss allowances 39 20 - 11 48 - 10 14 53 57 - 29 31 42 44
Originations or purchases 27 8 2 37 15 1 4 20 35 23 112 169
Derecognitions - 6 - 11 - 16 - 33 - 5 - 10 - 2 - 16 - 21 - 146 - 2 - 169
Changes due to changed input assumptions - 55 - 7 6 - 56 - 0 3 - 1 2 - 2 12 - 2 9
Actual loan losses - - - 149 - 149 - - - 10 - 10 - - - 128 - 128
Closing balance 115 268 732 1,115 101 322 971 1,394 94 278 896 1,268
Total accrual for loan losses 160 350 770 1,279 145 421 1,019 1,584 138 367 936 1,442

Accrual for losses on guarantees and unused credit lines

31 March 2022 31 March 2021 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 1 -1 -0 - 3 -3 -0 - 6 - 6 - 0 -
Transfer to (from) stage 2 -0 0 -0 - -6 6 - - - 7 7 - -
Transfer to (from) stage 3 -0 -0 0 - -0 -1 1 - - 0 - 1 1 -
Net remeasurement of loss allowances 2 -5 0 -2 -6 6 -1 -1 - 9 4 0 - 4
Originations or purchases 5 1 0 6 3 1 0 4 7 4 0 11
Derecognitions -1 -5 -0 -6 -1 -2 -0 -3 - 6 - 5 - 0 - 11
Changes due to changed input assumptions -5 -1 0 -5 0 1 - 1 0 2 - 2
Actual loan losses - - - - - - - - - - - -
Closing balance 21 45 5 71 20 57 4 81 19 55 5 79
Of which
Retail market 3 3 2
Corporate Market 68 79 76

1st Quarter 2022

Provision for credit losses specified by industry

31 March 2022 31 March 2021 31 Dec 2020
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 2 31 8 41 2 23 2 27 2 31 6 39
Fisheries and hunting 9 10 0 19 8 2 0 10 6 7 0 13
Sea farming industries 1 0 1 2 4 0 0 4 1 0 0 2
Manufacturing 5 31 11 47 7 20 9 36 5 36 15 56
Construction, power and water supply 13 14 8 35 11 12 37 60 13 16 14 43
Retail trade, hotels and restaurants 10 28 11 49 9 26 16 51 8 28 11 46
Maritime sector 22 109 409 539 14 190 657 862 14 118 555 687
Property management 24 45 30 99 20 49 34 102 20 50 36 105
Business services 14 14 221 249 12 12 194 218 13 12 222 247
Transport and other services 7 8 18 33 8 10 1 19 7 6 17 30
Public administration 0 - - 0 0 - - 0 0 0 0 0
Other sectors 0 0 - 0 1 1 - 1 0 0 0 0
Wage earners 3 42 25 70 2 58 31 91 2 47 30 79
Total provision for losses on loans 111 332 741 1,185 97 403 981 1,481 91 350 907 1,348
loan loss allowance on loans at FVOCI 30 30 31 31 31 31
Total loan loss allowance 142 332 741 1,215 128 403 981 1,512 123 350 907 1,379
31 March 2022 31 March 2021 31 Dec 2020
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 3 32 9 44 3 25 3 31 3 33 7 42
Fisheries and hunting 9 10 0 19 8 2 0 10 6 7 0 13
Sea farming industries 2 1 1 4 4 1 0 5 1 1 1 3
Manufacturing 8 34 16 57 9 23 14 45 7 38 21 66
Construction, power and water supply 16 16 11 44 13 14 41 68 16 19 18 53
Retail trade, hotels and restaurants 12 28 19 59 11 26 18 55 9 28 16 53
Maritime sector 22 109 409 539 14 190 657 862 14 118 555 687
Property management 25 45 30 100 20 49 34 103 20 50 36 106
Business services 15 16 225 256 13 13 198 224 14 14 227 255
Transport and other services 10 10 21 41 10 11 11 32 8 7 22 37
Public administration 0 - - 0 0 0 - 0 0 0 0 0
Other sectors 0 0 - 0 1 1 - 1 0 0 0 0
Wage earners 8 49 29 86 7 65 44 116 7 53 34 95
Total provision for losses on loans 130 350 770 1,249 113 421 1,019 1,553 107 367 936 1,410
loan loss allowance on loans at FVOCI 30 30 31 31 31 31
Total loan loss allowance 160 350 770 1,279 145 421 1,019 1,584 138 367 936 1,442

Note 8 - Gross Loans

31 March 2022 31 March 2021 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 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 1,034 -1,022 -12 - 1,034 -1,033 -1 - 1,007 -1,002 -6 -
Transfer to stage 2 -968 968 -0 - -752 753 -0 - -1,325 1,332 -7 -
Transfer to stage 3 -19 -115 133 - -30 -52 82 - -61 -87 148 -
Net increase/decrease amount existing
loans -1,224 -50 -32 -1,306 -1,127 -57 -7 -1,190 -2,513 -102 -15 -2,630
New loans 12,643 234 30 12,906 12,982 175 29 13,186 43,464 1,198 118 44,780
Derecognitions -13,820 -502 -33 -14,355 -10,075 -540 -57 -10,672 -31,569 -1,876 -156 -33,601
Financial assets with actual loan losses 0 0 -6 -6 -0 - -7 -7 -0 -1 -20 -21
Closing balance 79,946 3,406 523 83,875 75,330 3,676 420 79,426 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 1 201 -198 -3 - 220 -218 -2 - 647 -647 -0 -
Transfer to stage 2 -555 555 -0 - -286 286 - - -1,434 1,434 - -
Transfer to stage 3 -66 -73 139 - -86 -474 559 - -43 -593 637 -
Net increase/decrease amount existing
loans 390 -83 -13 294 197 -17 -10 170 -1,202 -196 -39 -1,437
New loans 5,932 261 78 6,271 3,735 28 302 4,064 13,125 -550 1,074 13,649
Derecognitions -3,805 -404 -283 -4,492 -2,548 -137 -138 -2,823 -8,320 -236 -524 -9,081
Financial assets with actual loan losses 0 0 -31 -31 0 0 -10 -10 -1 -4 -193 -199
Closing balance 40,455 5,244 2,543 48,242 36,818 5,448 2,403 44,668 38,359 5,186 2,656 46,201
Fixed interest loans at FV 4,373 4,373 4,341 4,341 4,276 4,276
Total gross loans at the end of the
period 124,774 8,651 3,066 136,490 116,489 9,123 2,823 128,435 124,934 9,079 3,100 137,113
31 March 2022 31 March 2021 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 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 1,141 -1,128 -12 - 1,141 -1,139 -1 - 1,227 -1,221 -6 -
Transfer to stage 2 -1,147 1,150 -2 - -886 888 -1 - -1,598 1,609 -11 -
Transfer to stage 3 -21 -129 149 - -37 -105 142 - -74 -132 206 -
Net increase/decrease amount existing
loans -1,067 -59 -32 -1,158 -1,132 -63 -10 -1,205 -2,599 -154 -28 -2,782
New loans 13,427 248 40 13,715 13,740 192 29 13,961 46,190 1,465 125 47,781
Derecognitions -14,473 -582 -61 -15,117 -10,687 -622 -74 -11,383 -33,775 -2,161 -189 -36,125
Financial assets with actual loan losses - - -6 -6 -0 - -7 -7 -0 -1 -20 -21
Closing balanse 85,436 4,113 606 90,155 80,345 4,358 531 85,233 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 1 250 -235 -15 - 308 -305 -3 - 879 -876 -2 -
Transfer to stage 2 -618 620 -2 - -314 314 - - -1,795 1,797 -1 -
Transfer to stage 3 -70 -80 149 - -91 -508 599 - -57 -626 683 -
Net increase/decrease amount existing
loans 419 -86 -14 319 173 -19 -14 139 -652 -257 -53 -963
New loans 6,390 268 94 6,752 4,090 37 302 4,429 14,533 -455 1,085 15,164
Derecognitions -4,078 -467 -304 -4,849 -2,657 -169 -142 -2,968 -9,159 -397 -561 -10,117
Financial assets with actual loan losses 0 0 -31 -31 -159 -38 -1 -198 -1 -4 -193 -199
Balance at 31 December 44,148 5,788 2,636 52,573 39,457 5,898 2,543 47,897 41,855 5,768 2,759 50,382
Closing balanse
Fixed interest loans at FV 4,295 4,295 4,341 4,341 4,198 4,198
Total gross loans at the end of the
period 133,879 9,901 3,243 147,023 124,142 10,256 3,073 137,471 133,630 10,381 3,290 147,301
Parent Bank Group
31 Dec 2021 31 March 2021 31 March 2022 (NOKm) 31 March 2022 31 March 2021 31 Dec 2021
1,958 2,691 2,453 Agriculture and forestry 2,453 2,691 1,958
991 1,455 1,487 Fisheries and hunting 1,487 1,455 991
1,050 1,295 789 Sea farming industries 789 1,295 1,050
2,562 1,761 2,255 Manufacturing 2,255 1,761 2,562
5,535 4,337 4,552 Construction, power and water supply 4,552 4,337 5,535
6,649 5,341 5,452 Retail trade, hotels and restaurants 5,452 5,341 6,649
1,006 1,118 1,006 Maritime sector 1,006 1,118 1,006
5,692 5,664 5,913 Property management 5,855 5,603 5,635
11,469 9,548 12,452 Business services 12,452 9,548 11,469
9,247 9,863 9,598 Transport and other services provision 9,158 9,509 8,750
16,826 13,928 19,242 Public administration 19,242 13,928 16,826
4,453 4,758 3,929 Other sectors 3,762 4,469 4,267
67,439 61,760 69,127 Total 68,463 61,056 66,697
44,589 41,334 45,590 Wage earners 45,590 41,334 44,589
112,028 103,094 114,717 Total deposits 114,053 102,390 111,286

Note 9 - Distribution of customer deposits by sector/industry

Note 10 - Net interest income

Parent bank
Jan-March
Jan-March Group
2021 2021 2022 (NOKm) 2022 2021 2021
Interest income
Interest income from loans to and claims on central banks
128 35 52 and credit institutions (amortised cost) 18 12 33
Interest income from loans to and claims on customers
1,654 384 501 (amortised cost) 643 512 2,169
Interest income from loans to and claims on customers
1,285 310 368 (FVOCI) 368 313 1,300
Interest income from loans to and claims on customers
116 29 28 (FVPL) 28 29 116
Interest income from money market instruments, bonds and
279 67 96 other fixed income securities 95 67 276
- - - Other interest income 6 6 23
3,462 826 1,044 Total interest income 1,158 939 3,916
Interest expense
51 16 30 Interest expenses on liabilities to credit institutions 33 17 55
Interest expenses relating to deposits from and liabilities to
547 125 225 customers 223 123 540
395 99 109 Interest expenses related to the issuance of securities 109 99 395
33 8 11 Interest expenses on subordinated debt 11 9 35
8 2 2 Other interest expenses 5 5 20
75 17 20 Guarantee fund levy 20 17 75
1,109 267 396 Total interest expense 400 271 1,120
2,353 558 648 Net interest income 758 668 2,796

Note 11 - Net commission income and other income

Parent bank
Jan-March
Jan-March Group
2021 2021 2022 (NOKm) 2022 2021 2021
Commission income
76 18 20 Guarantee commission 19 18 73
-
-
- Broker commission 61 67 291
63 15 10 Portfolio commission, savings products 10 15 63
450 112 84 Commission from SpareBank 1 Boligkreditt 84 112 450
14 4 4 Commission from SpareBank 1 Næringskreditt 4 4 14
413 92 103 Payment transmission services 102 91 409
214 52 57 Commission from insurance services 57 52 214
77 18 21 Other commission income 19 15 69
1,306 310 299 Total commission income 357 374 1,583
Commission expenses
84 17 18 Payment transmission services 26 28 115
13 4 2 Other commission expenses 24 23 92
97 22 20 Total commission expenses 50 51 207
Other operating income
26 6 13 Operating income real property 12 6 27
- - - Property administration and sale of property 33 36 150
- - - Securities trading 125 275 719
- - - Accountant's fees 156 148 529
21 2 4 Other operating income 4 3 31
47 9 17 Total other operating income 331 468 1,456
Total net commission income and other operating
1,256 297 296 income 637 790 2,832

Note 12 - Operating expenses

Parent bank Group
Jan-March Jan-March
2021 2021 2022 (NOKm) 2022 2021 2021
265 64 76 IT costs 98 87 359
10 2 3 Postage and transport of valuables 4 3 14
53 14 14 Marketing 21 20 77
95 24 19 Ordinary depreciation 34 53 189
44 13 21 Operating expenses, real properties 24 18 57
143 30 42 Purchased services 61 46 224
134 31 33 Other operating expense 42 38 190
745 177 208 Total other operating expenses 286 265 1,111

Note 13 - Net return on financial investments

Parent Bank Group
Jan-March Jan-March
2021 2021 2022 (NOKm) 2022 2021 2021
Valued at fair value through profit/loss
-433 -128 -203 Value change in interest rate instruments -179 -83 -283
Value change in derivatives/hedging
-6 -11 -0 Net value change in hedged bonds and derivatives* -0 -11 -6
Net value change in hedged fixed rate loans and
12 10 -3 derivatives -3 10 12
301 105 171 Other derivatives 207 125 332
Income from equity instruments
Income from owner interests 54 128 705
726 112 60 Dividend from owner instruments
8 -3 4 Value change and gain/loss on owner instruments 4 0 13
6 2 3 Dividend from equity instruments 3 4 22
-4 -6 3 Value change and gain/loss on equity instruments 133 102 163
610 80 34 Total net income from financial assets and liabilities at
fair value through profit/(loss)
217 276 959
Valued at amortised cost
Value change in interest rate instruments held to
-2 -2 -0 maturity -0 -2 -2
Total net income from financial assets and liabilities at
-2 -2 -0 amortised cost -0 -2 -2
72 16 10 Total net gain from currency trading 9 15 70
680 95 43 Total net return on financial investments 226 289 1,026
* Fair value hedging
-664 -293 -824 Changes in fair value on hedging instrument -824 -293 -664
657 282 824 Changes in fair value on hedging item 824 282 657
-6 -11 -0 Net Gain or Loss from hedge accounting -0 -11 -6

Note 14 - Other assets

Parent Bank Group
31 Dec 2021 31 March 2021 31 March 2022 (NOKm) 31 March 2022 31 March 2021 31 Dec 2021
3 - 3 Deferred tax asset 87 129 90
84 80 99 Fixed assets 223 206 210
253 291 255 Right to use assets 477 492 460
152 94 119 Earned income not yet received 183 215 186
20 122 974 Accounts receivable, securities 1,752 828 300
62 112 62 Pension assets 62 112 62
508 409 338 Other assets 600 773 752
1,082 1,108 1,851 Total other assets 3,384 2,754 2,062

Note 15 - Other liabilities

Paremt Bank Group
31 Dec 31 March 31 March 31 March 31 March 31 Dec
2021 2021 2022 (NOKm) 2022 2021 2021
- 8 - Deferred tax 56 82 56
513 74 322 Payable tax 367 130 583
12 11 12 Capital tax 12 11 12
118 110 407 Accrued expenses and received, non-accrued income 932 681 774
347 365 542 Provision for accrued expenses and commitments 542 365 347
78 81 71 Losses on guarantees and unutilised credits 71 81 78
8 10 8 Pension liabilities 8 10 8
262 297 265 Lease liabilities 492 501 476
84 133 57 Drawing debt 57 133 84
92 132 240 Creditors 377 211 150
157 110 1,330 Debt from securities 1,940 720 351
- - - Equity Instruments -0 30 31
185 418 1,986 Other liabilities 2,177 629 266
1,855 1,748 5,239 Total other liabilites 7,030 3,584 3,215

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

Group
1 Jan Fallen due/ Other 31 March
Change in securities debt (NOKm) 2022 Issued Redeemed changes 2022
Bond debt, nominal value 36,805 2,850 4,851 -927 33,878
Senior non preferred, nominal value 3,500 530 - - 4,030
Value adjustments -152 - - -798 -950
Accrued interest 178 - - -42 136
Total 40,332 3,380 4,851 -1,768 37,093
Change in subordinated debt and hybrid equity (NOKm) 1 Jan
2022
Issued Fallen due/
Redeemed
Other
changes
31 March
2022
Ordinary subordinated loan capital, nominal value 1,793 - - - 1,793
Value adjustments - - - - -
Accrued interest 3 - - 0 4
Total 1,796 - - 0 1,796

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 31 March 22:

Assets (NOKm) Level 1 Level 2 Level 3 Total
Financial assets at fair value through profit/loss
- Derivatives 2 4,074 - 4,077
- Bonds and money market certificates 3,164 28,850 - 32,014
- Equity instruments 1,861 89 685 2,635
- Fixed interest loans - - 4,294 4,294
Financial assets through other comprehensive income
- Loans at fair value through other comprehensive income - - 80,643 80,643
Total assets 5,027 33,013 85,623 123,662
Liabilities Level 1 Level 2 Level 3 Total
Financial liabilities through profit/loss
- Derivatives 0 5,147 - 5,147
- Equity instruments -0 - - -0
Total liabilities -0 5,147 - 5,146

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

Assets (NOKm) Level 1 Level 2 Level 3 Total
Financial assets at fair value through profit/loss
- Derivatives 2 4,394 - 4,395
- Bonds and money market certificates 2,225 28,650 - 30,875
- Equity instruments 1,536 5 510 2,015
- Fixed interest loans - 43 4.298 4,341
Financial assets through other comprehensive income
- Loans at fair value through other comprehensive income - - 76,297 76,297
Total assets 3,762 33,091 81,105 117,958
Liabilities Level 1 Level 2 Level 3 Total
Financial liabilities through profit/loss
- Derivatives 1 4,878 - 4,879
- Equity instruments 30 - - 30
Total liabilities 31 4,878 - 4,909

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 31 March 22:

Equity Loans at
instruments Fixed fair value
(NOKm) through
profit/loss
interest
loans
through
OCI
Total
Opening balance 1 January 564 4,198 83,055 79,435
Investment in the period 3 460 11,522 11,985
Disposals in the period -2 -264 -13,944 -14,209
Expected credit loss - - 11 11
Gain or loss on financial instruments 120 -100 -1 19
Closing balance 31 March 685 4,294 80,643 77,241

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

Equity
instruments
through
Fixed
interest
Loans at fair
value
(NOKm) profit/loss loans through OCI Total
Opening balance 1 January 432 4,242 74,761 79,435
Investment in the period 4 337 11,848 12,190
Disposals in the period -0 -238 -10,318 -10,556
Expected credit loss - - 6 6
Gain or loss on financial instruments 74 -44 0 30
Closing balance 510 4,298 76,297 81,105

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 8 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 598 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 31 March 22:

(NOKm)
Book value
Effect from
change in
reasonable
possible
alternative
assumtions
Fixed interest loans
4,294
-13
Equity instruments through profit/loss*
685
-
Loans at fair value through other comprehensive income
80,643
-8

* 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 first quarter 2022 was 3.9 years. The overall LCR at the same point was 155 per cent and the average overall LCR in the first quarter was 153 per cent. The LCR in Norwegian kroner and euro at quarter-end was 144 and 266 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.

Jan-March
(NOKm) 2022 2021 2021
Adjusted Net Profit to allocate between ECC owners and Savings Bank
Reserve 1) 646 687 2,692
Allocated to ECC Owners 2) 413 439 1,722
Issues Equity Captial Certificates adjusted for own certificates 129,387,872 129,305,359 129,339,665
Earnings per Equity Captial Certificate 3.20 3.40 13.31
Jan-March
1) Adjusted Net Profit 2022 2021 2021
Net Profit for the group 698 768 2,902
adjusted for non-controlling interests share of net profit -30 -61 -160
Adjusted for Tier 1 capital holders share of net profit -21 -20 -50
Adjusted Net Profit 646 687 2,692

2) Equity capital certificate ratio (parent bank)

(NOKm) 31 March 2022 31 March 2021 31 Dec 2021
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 -1 -0 -
A. The equity capital certificate owners' capital 10,608 10,201 10,609
Ownerless capital 5,918 5,664 5,918
Unrealised gains reserve 62 86 62
Other equity capital -0 -0 -
B. The saving bank reserve 5,979 5,750 5,980
To be disbursed from gift fund - 401 547
Dividend declared - 226 970
Equity ex. profit 16,587 16,578 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) 1Q 4Q 3Q 2Q 1Q 4Q 3Q 2Q 1Q
2022 2021 2021 2021 2021 2020 2020 2020 2020
Interest income effective interest method 1,158 1,047 973 958 939 945 972 1,031 1,250
Interest expenses 400 324 266 260 271 258 277 365 540
Net interest 758 723 707 698 668 688 695 666 710
Commission income 357 404 405 400 374 393 399 316 335
Commission expenses 50 55 54 48 51 54 50 44 47
Other operating income 331 322 272 395 468 399 277 323 271
Commission income and other income 637 671 623 748 790 738 625 595 558
Dividends 2 1 1 17 4 27 2 2 8
Income from investment in related companies 62 186 179 212 128 117 170 177 217
Net return on financial investments 172 32 68 42 158 53 32 269 -124
Net return on financial investments 235 219 248 270 289 197 205 448 101
Total income 1,630 1,613 1,578 1,716 1,748 1,622 1,525 1,709 1,369
Staff costs 476 463 423 465 531 553 415 445 438
Other operating expenses 286 302 275 269 265 271 261 254 268
Total operating expenses 762 765 698 735 796 824 675 699 706
Result before losses 868 848 880 981 952 798 850 1,010 663
Loss on loans, guarantees etc. -0 32 31 39 59 242 231 170 308
Result before tax 868 816 849 942 893 556 619 840 355
Tax charge 169 112 175 191 131 105 102 124 69
Result investment held for sale, after tax -1 -0 1 4 6 -0 2 3 4
Net profit 698 703 675 755 768 450 519 719 290

Key figures from quarterly accounts

Group (NOKm) 1Q 4Q 3Q 2Q 1Q 4Q 3Q 2Q 1Q
2022 2021 2021 2021 2021 2020 2020 2020 2020
Profitability
Return on equity per quarter 1) 12.5% 12.7% 12.4% 14.3% 14.8% 8.9% 10.5% 15.1% 5.7%
Cost-income ratio 1) 47 % 47 % 44 % 43 % 46 % 51 % 45 % 41 % 52 %
Balance sheet figures
Gross loans to customers 147,023 147,301 143,972 141,935 137,471 134,648 133,640 130,627 127,272
Gross loans incl. SB1 Boligkreditt and SB1
Næringskreditt 199,965 195,353 191,976 189,015 185,342 182,801 179,423 175,100 170,771
Deposit from customers 114,053 111,286 109,691 110,133 102,390 97,529 95,391 94,289 88,152
Total assets 207,027 198,845 200,124 200,426 193,822 187,912 186,900 190,484 185,182
Quarterly average total assets 202,936 199,492 200,275 197,124 190,867 187,406 188,692 187,833 175,922
Growth in loans incl. SB1 Boligkreditt and SB1
Næringskredtt last 12 months 1) 2.4 % 1.8 % 1.6 % 2.0 % 1.4 % 1.9 % 2.5 % 2.5 % 1.8 %
Growth in deposits last 12 months 2.5 % 1.5 % -0.4 % 7.6 % 5.0 % 2.2 % 1.2 % 7.0 % 2.6 %
Losses in % of gross loans incl. SB1
Boligkreditt and SB1 Næringskreditt
Impairment losses ratio 1) 0.00 % 0.07 % 0.07 % 0.08 % 0.13 % 0.54 % 0.52 % 0.39 % 0.73 %
Stage 3 as a percentage of gross loans 1) 1.62 % 1.68 % 1.80 % 1.87 % 1.66 % 1.23 % 1.30 % 1.35 % 1.39 %
Solidity 2)
Common equity Tier 1 capital ratio 18.3 % 18.0 % 18.1 % 18.3 % 18.0 % 18.3 % 17.6 % 17.2 % 16.3 %
Tier 1 capital ratio 19.8 % 19.6 % 19.7 % 20.0 % 19.7 % 20.0 % 19.2 % 18.9 % 18.0 %
Capital ratio 21.9 % 21.6 % 21.8 % 22.2 % 21.9 % 22.3 % 21.4 % 21.1 % 20.1 %
Tier 1 capital 19,797 19,322 19,265 19,011 18,636 18,636 18,290 18,182 17,792
Total eligible capital 21,839 21,333 21,338 21,105 20,741 20,759 20,373 20,266 19,879
Liquidity Coverage Ratio (LCR) 155 % 138 % 163 % 184 % 190 % 171 % 140 % 163 % 185 %
Leverage Ratio 7.0 % 6.9 % 6.9 % 7.0 % 7.0 % 7.1 % 7.1 % 6.9 % 6.9 %
Key figures ECC
ECC share price at end of period (NOK) 141.20 149.00 129.80 119.20 107.40 97.60 84.30 78.30 67.60
Number of certificates issued, millions 1) 129.39 129.39 129.39 129.36 129.22 129.39 129.44 129.39 129.22
Booked equity capital per ECC (including dividend)
1) 99.55 103.48 103.57 100.18 96.70 94.71 92.73 90.37 86.85
Profit per ECC, majority 1) 3.20 3.20 3.22 3.51 3.40 1.99 2.35 3.27 1.26
Price-Earnings Ratio 1) 11.05 11.65 10.09 8.50 7.91 12.28 8.96 5.98 13.46
Price-Book Value Ratio 1) 1.42 1.44 1.25 1.19 1.11 1.03 0.91 0.87 0.78

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

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

Equity capital certificates

Stock price compared with OSEBX and OSEEX

1 April 2020 to 31 March 2022

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

Trading statistics

1 April 2021 to 31 March 2022

20 largest ECC holders No. Of ECCs Holding
Sparebankstiftelsen SMN 3,965,391 3.05 %
Pareto Aksje Norge VPF 2,944,317 2.27 %
VPF Alfred Berg Gambak 2,903,934 2.24 %
State Street Bank and Trust Comp (nominee) 2,688,906 2.07 %
VPF Eika Egenkapitalbevis 2,645,271 2.04 %
VPF Odin Norge 2,574,707 1.98 %
J. P. Morgan Chase Bank, N.A., London (nominee) 2,501,610 1.93 %
State Street Bank and Trust Comp (nominee) 2,424,197 1.87 %
The Bank of New York Mellon SA/NV 2,327,086 1.79 %
Danske Invest Norske Aksjer Institusjon II 2,123,568 1.64 %
Forsvarets personellservice 2,014,446 1.55 %
Pareto Invest AS 1,957,702 1.51 %
Spesialfondet Borea Utbytte 1,734,867 1.34 %
VPF Nordea Norge 1,729,650 1.33 %
J. P. Morgan SE 1,649,031 1.27 %
J. P. Morgan Securities plc 1,428,694 1.10 %
KLP 1,380,331 1.06 %
MP Pensjon PK 1,352,771 1.04 %
RBC Investor Services Trust 1,308,197 1.01 %
J. P. Morgan SE 1,229,700 0.95 %
The 20 largest ECC holders in total 42,884,376 33.03 %
Others 86,952,067 66.97 %
Total issued ECCs 129,836,443 100.00 %

Dividend policy

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

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

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

To the Board of Directors of Sparebank 1 SMN

Report on Review ofInterim Financial Information

Introduction

We have reviewed the accompanying consolidated interim balance sheet of Sparebank 1 SMN as of 31 March 2022, the income statement, the statement of changes in equity and the cash flow statement for the three-month period then ended, and a summary of significant accounting policies and other explanatory notes. Management is responsible for the preparation and fair presentation of this interim financial information in accordance with IAS 34 Interim Financial Reporting. Our responsibility is to express a conclusion on this interim financial information based on our review.

Scope of Review

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

Conclusion

Based on our review, nothing has come to our attention that causes us to believe that the accompanying consolidated interim financial information does not present fairly, in all material respects, the financial position of the entity as at 31 March 2022, and of its financial performance and its cash flows for the three-month period then ended in accordance with IAS 34 Interim Financial Reporting.

Trondheim, 5 May 2022 PricewaterhouseCoopers AS

Rune Kenneth S. Lædre State Authorised Public Accountant

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

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