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SpareBank 1 Sørøst-Norge

Quarterly Report Aug 12, 2020

3753_rns_2020-08-12_321cba50-78bf-464f-b375-4c4f67a52530.pdf

Quarterly Report

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INTERIM REPORT FOR THE SECOND QUARTER

We are together

Together we create value Learning – Engaged – Close

SPAREBANK 1 BV NO 944 521 836 TEL. +45 915 02480

Business concept, vision, values and goals

Business idea

Business areas

SpareBank 1 BV's mission is to contribute to value creation in local communities by providing a wide range of financial services, as well as appropriate advice to individuals and businesses.

We aim to offer a broad range of relevant, high-quality, competitive products in all of our business areas. Each business area must provide good advice and maintain an active focus on sales. Our sales and advice must be based on expertise, quality and ethical standards in line with the best traditions of the savings bank industry.

Market area

SpareBank 1 BV's geographical market area covers Buskerud, centred around Kongsberg and Drammen, and Vestfold, where the Bank's geographical area extends from Holmestrand in the north to Larvik in the south.

The SpareBank 1 BV Group's registered head office is in Tønsberg and it has branches in Drammen, Mjøndalen, Lier, Kongsberg, Holmestrand, Horten, Tønsberg, Nøtterøy, Sandefjord and Larvik.

Resource management

Within the priority areas described in the business concept, our resources must be employed to yield the best return on capital for the benefit of our equity certificate holders, customers, employees and region.

Vision, values and goals

Vision Together we create value

Our core values

Customer first – together we are best.

Our values

Learning – engaged – close

Main strategic objective

The Group's main strategic objective is to create value for our customers and the region of which the Group is a part. We want to help local initiatives, companies and people thrive so that together we can contribute to growth and development. This will also create value for our owners and employees.

  • BUSINESS AREAS
  • BOARD OF DIREC TORS ' INTERIM REPORT
  • INTERIM FINANCIAL STATEMENTS
  • SUMMARY OF RESULTS AND KEY FIGURES
  • INCOME STATEMENT IFRS
  • BAL ANCE SHEE T
  • RESULTS FROM QUARTERLY FINANCIAL STATEMENTS
  • CHANGE IN EQUITY
  • CASH FLOW STATEMENT

NOTES TO THE FINANCIAL STATEMENTS

    1. ACCOUNTING POLICIES
    1. IMPAIRMENT OF LOANS AND GUARANTEES
    1. IMPAIRMENT PROVISIONS FOR LOANS AND GUARANTEES
    1. LOANS TO CUSTOMERS BY STAGES 1, 2 AND 3
    1. OTHER ASSETS
    1. OTHER LIABILITIES
    1. DEPOSITS FROM CUSTOMERS BY SEC TOR AND INDUSTRY
    1. LOAN TO CUSTOMERS BY SEC TOR AND INDUSTRY
    1. CAPITAL ADEQUACY
    1. DERIVATIVES
  • 1 1 . NE T RESULT FROM OTHER FINANCIAL INVESTMENTS
  • 1 2 . SECURITIES ISSUED AND SUBORDINATED LOAN CAPITAL
    1. SEGMENT INFORMATION
    1. CRITIC AL ACCOUNTING ESTIMATES AND DISCRETIONARY VALUATIONS
    1. SALE OF LOANS
    1. LIQUIDITY RISK
    1. ME ASURING FAIR VALUE OF FINANCIAL INSTRUMENTS
    1. EVENTS AFTER THE BALANCE SHEET DATE
  • DECLARATION BY THE BOARD AND CEO
  • THE BANK'S EQUITY CERTIFICATES
  • STATEMENTS ON FUTURE MATTERS
  • AUDIT STATEMENT

Business areas

SpareBank 1 BV has a solid position in the retail market. Knowledge of the Bank is on the increase throughout the market area. One in four retail customers in the market area has a customer relationship with the Bank, and approximately 16% use it as their main bank. Lending has grown by 5.2% in the past 12 months, while average growth in the market was 4.4%.

The Bank has almost 77,000 active customers in the retail market.

A combined offer of good digital services, a modern customer service centre and a well-developed branch network provides the customer with quick and easy access to financial services and competence in all channels.

Customers are pleased with the Group's services and customer satisfaction is high. The Group uses customer data in ways that make becoming a customer easy and that enable us to take relevant initiatives in relation to the customer. This is about both simplifying customers' everyday lives and improving the efficiency of the Bank's processes; in both cases with digitalisation as a clear driver. Building strong customer relationships is about combining the best of two worlds: artificial intelligence through smart technology and robotics, and emotional intelligence through personal contact with highly qualified employees.

As at 30 June 2020, Eiendomsmegler 1 BV and Z-eiendom AS posted total housing sales of NOK 3.8 billion from approximately 1,050 units.

Corporate market

The corporate market customer portfolio consists of about 8,000 active SME customers. Most of the lending portfolio is within the real estate industry. The focus on cooperation across business areas means that customers are offered an integrated product range. Lending has grown by 11.9% in the past 12 months, while average growth in the market was 4.3%.

SpareBank 1 BV supplies financial services packages to businesses. The Group is continuously striving to put in place more digital sales and self-service solutions for corporate customers.

One out of every four corporate customers (SMEs) in the market area has a customer relationship with the Bank.

The Bank has a solid market position in Kongsberg, Sandefjord and in Færder Municipality, and is in a challenger position in the other market areas. The corporate market wants to be seen by customers as: easy to deal with, accessible, important contributors and socially involved.

The SpareBank 1 BV Group

The SpareBank 1 BV Group is a regional business and its market area is Nedre Buskerud and Vestfold.

The Group's main activity consists of the parent bank, as well as the wholly-owned subsidiaries Eiendoms-Megler 1 BV AS and SpareBank 1 Regnskapshuset BV AS. It also owns 60% of Z-Eiendom AS. The companies are located in Kongsberg, Mjøndalen, Drammen, Lier, Norway, Horten, Tønsberg, Vestfold, Sandefjord and Larvik.

The interim financial statements have been prepared in accordance with IAS 34 Interim reporting.

The comments and figures below refer to the Group unless explicitly stated otherwise. Figures in brackets relate to the corresponding period last year.

Second quarter highlights

  • Profit after tax: NOK 149.7 million (134.6 million).
  • Annualised return on equity: 12.1% (11.6%).
  • Net interest income: NOK 151.8 million (151.7 million).
  • Net commission and other income: NOK 111.2 million (113.4 million).
  • Net income from financial assets: NOK 77.9 million (42.5 million).
  • ° Including one-time effect from revaluation of properties in the SpareBank 1 Gruppen's life company of NOK 18.1 million.
  • Operating expenses: NOK 139.6 million (141.6 million).
  • Net impairment of loans and guarantees: NOK 16.7 million (-2.1 million).

Highlights January – June

  • Profit after tax: NOK 243.6 million (314.7 million).
  • ° The result for financial assets was NOK 68.2 million lower than last year.
  • ° Losses increased by NOK 40.2 million compared with last year.
  • Annualised return on equity: 9.8% (13.6%).
  • Net interest income: NOK 331.3 million (297.0 million).
  • Net commission and other income: NOK 221.0 million (212.7 million).
  • Net income from financial assets: NOK 85.2 million (153.4 million).
  • ° Including share of capital gains from the insurance merger (pension insurance products): NOK 53.0 million.
  • ° Last year included the share of capital gains from the insurance merger: NOK 71,9 million.

  • ° Including one-time effect from revaluation of properties in the SpareBank 1 Gruppen's life company of NOK 18.1 million.

  • Operating expenses: NOK 293.1 million (286.4 million).
  • Net impairment of loans and guarantees: NOK 43.9 million (3.7 million).
  • Total growth in lending in the past 12 months, including portfolio transferred to SpareBank 1 Boligkreditt AS/SpareBank 1 Næringskreditt AS: 6.4% (5.1%).
  • Deposit growth in past 12 months: 5.1% (12.6%).
  • Tier 1 capital ratio, proportional consolidation: 20.3% (18.2%).
  • Common Equity Tier 1 capital, proportional consolidation: 18.6% (16.6%).
  • Leverage ratio, proportional consolidation: 8.6% (8.2%).

Financial performance

Cumulative figures as at 30.06 unless explicitly stated otherwise.

Profit

The SpareBank 1 BV Group achieved a profit from ordinary operations before losses of NOK 344.3 million (376.8 million). Profit after tax was NOK 243.6 million (314.7 million), which represents 1.25% (1.69%) of average total assets. The Group's annualised return on equity was 9.8% (13.6%).

The change in profit compared with the first half of 2019 was mainly due to a NOK 68.2 million reduction in profit from financial assets and NOK 40.2 million in higher losses.

The Group's annualised return on equity was significantly affected by gains related to the insurance merger (Fremtind) of NOK 53.0 million in 2020 and NOK 71.9 million in 2019, respectively. Excluding these items, the Group's annualised return on equity was 7.7% (10.5%). Please see the 'Net income from financial assets' and 'Losses and impairment provisions' sections for further details about the non-recurring effects, as well as the negative impact the coronavirus pandemic is having on the results.

Earnings per equity certificate in the parent bank were NOK 1.85 (2.63).

Quarterly performance of profit after tax and return on

Quarterly change in net interest income:

Return on equity

equity:

Net interest income

Net interest income amounted to NOK 331.3 million (297.0 million). Net interest income as a percentage of average total assets was 1.70% (1.60%).

The weak development in the net interest income in the second quarter was mainly attributable to lower money market rates. Lending rates were adjusted earlier than deposit rates, and the repricing of borrowing has resulted in some lag in funding expenses.

At the end of the quarter, the Bank had transferred mortgages worth NOK 12,587 million (11,980 million) to SpareBank 1 Boligkreditt AS, and NOK 834 million (542 million) to SpareBank 1 Næringskreditt AS. Earnings from these loan portfolios are shown under net commission income and amounted to NOK 47.8 million (47.6 million).

Net commission and other income

Net commission and other income totalled NOK 221.0 million (212.7 million).

Net commission income

Net commission income amounted to NOK 137.1 million (132.8 million). The increase in commissions from the financial institutions SpareBank 1 Boligkreditt AS and SpareBank 1 Næringskreditt AS accounted for NOK 0.2 million of this.

Other operating income

Other operating income amounted to NOK 83.9 million (79.9 million).

Net income from financial assets

Net income from financial assets amounted to NOK 85.2 million (153.4 million). The key items in 2020 are made up of dividends received totalling NOK 21.9 million (18.6 million) and net income from ownership interests of NOK 59.9 million (111.3 million). The latter item includes the share of the gains from the insurance merger for personal risk products (Fremtind) amounting to NOK 53.0 million (71.9 million), as well as the Bank's NOK -0.6 million (34.3 million) share of the result in SpareBank 1 Gruppen AS for the first half-year. The Bank's share of the profit in SpareBank 1 Gruppen AS amounted to NOK 16.9 million (NOK 28.9 million) for the second quarter in isolation.

The weak result in SpareBank 1 Gruppen for this half-year was mainly due to negative value changes in financial assets, as well as weak results in insurance activities in the first quarter.

In addition, net income from the Bank's other financial investments amounted to NOK 3.4 million (23.5 million). The bond and equities market developed positively in the second quarter. Net income from the Bank's other financial investments amounted to NOK 50.0 million (8.6 million) for the quarter in isolation.

Quarterly change in income (NOK millions):

  • Net interest income
  • Commission income from SB 1 Boligkreditt/Næringskreditt
  • Net commission and other income
  • Net income from financial assets
  • Revaluation Eiendom SB1 Forsikring
  • Profit in the future

Operating expenses

Total operating expenses were NOK 293.1 million (286.4 million). Operating expenses as a percentage of total operating income for the Group came to 46.0% (43.2%). The corresponding cost-income ratio for the parent bank was 42.1% (37.6%).

Costs were reduced somewhat in the second quarter due to cost-cutting measures and slightly lower activity levels during the pandemic.

Personnel expenses

Personnel expenses amounted to NOK 171.0 million (166.6 million). The average number of FTEs in the Group has increased by eight compared to the same period last year. However, net staffing was stable as costs related to the use of temping agencies were reduced in the same period.

Other operating expenses

Other operating expenses amounted to NOK 122.1 million (119.7 million).

Quarterly change in operating expenses:

Losses and impairment provisions

Net impairment of loans and guarantees amounted to NOK 43.9 million (3.7 million) as at 30 June. Net impairments as a percentage of average gross lending amounted to 0.14% (0.01%). The net increase in impairment provisions in Stage 3 amounted to NOK 10.3 million. In Stages 1 and 2, the increases in provisions amounted to NOK 9.7 million and NOK 14.4 million, respectively. In addition to this, previous impairments of NOK 7.7 million were recognised as losses.

A considerable amount of uncertainty remains about how long the crisis will last and what the impact of the ongoing pandemic will be on losses, both in the short term and in the longer term. The low interest rates and support measures established by the government are having a positive impact for corporate and retail customers who have been hit hard by the pandemic.

Mortgages for retail customers account for around 80% of the Bank's total lending. The Bank has no direct exposure to the oil sector and has relatively little loan exposure within industries such as hotels, restaurants, tourism, wholesale and retail trade, services and the transport sector. These industries have been especially hard hit by the pandemic.

CM – volume in commercial property and other industries:

Other sectors:

Commercial property:

As a result of the coronavirus outbreak and abrupt shutdown of the Norwegian economy from 12 March, the credit risk picture has changed. The Bank's IFRS model was not designed to be able to estimate on the basis of a sharp negative shift in general conditions since the model is largely based on historical data. Given this, the Bank conducted comprehensive reviews in both the first and second quarter of the retail and corporate market portfolios with an emphasis on the most vulnerable industries. Customers with weak operations and liquidity have been identified and individual impairment provisions have been made. Few commitments requiring individual impairment were identified in the second quarter. The PD and LGD levels in the IFRS model have not been recalibrated as at the end of the first half-year, although some customers were moved from Stage 1 to Stage 2 in the IFRS model based on the review of the portfolio.

In addition to expanded individual loss assessments, the Bank also changed the model's scenario weightings in this quarter based on an assessment. The scenario weightings for RM were unchanged from the first quarter. For CM, the best-case scenario was reduced from 5% to 0%, the worst-case scenario increased from 15% to 20%, and the normal-case scenario kept unchanged at 80% in the second quarter. The adjustments were made due to changes in the general outlook for the corporate market. The change in probability weightings from 31 March 2020 results, in isolation, in an increase of approximately NOK 9 million in increased impairment provisions. Reference is also made to sensitivity analysis of the loss model in note 3.

Quarterly change in impairment provisions:

Balance sheet performance

The Group's total assets amounted to NOK 40,494 million. This represents an increase of NOK 1,646 million over the past 12 months. The Group's business capital (total assets including loans transferred to SpareBank 1 Boligkreditt AS and SpareBank 1 Næringskreditt AS) amounted to NOK 53,915 million (51,370 million).

Lending and deposit performance

Gross lending (including volume transferred to Spare-Bank 1 Boligkreditt AS/SpareBank 1 Næringskreditt AS) amounted to NOK 45,601 million. The past 12 months have seen an increase of NOK 2,732 million, equivalent to growth of 6.4%. NOK 1,848 million, or 5.2%, of the growth came in the retail market and NOK 885 million, or 11.9%, in the corporate market. The retail market's share of lending (including SpareBank 1 Boligkreditt) at the end of the quarter was 82% (83%).

At the end of the quarter, the Group had a deposit volume of NOK 25,948 million (24,689 million) with deposit growth of 5.1% in the past 12 months. NOK 869 million, or 5.6%, of the growth came in the retail market and NOK 390 million, or 4.2%, in the corporate market. The Group had a deposit coverage ratio of 80.6%, compared with 81.4% at the same time last year. Including the volume transferred to SpareBank 1 Boligkreditt AS/ SpareBank 1 Næringskreditt AS, the deposit coverage ratio amounts to 56.9% (57.6%). The retail market share of deposits at the end of the quarter was 63% (63%).

Liquidity

The Bank's liquidity situation at the end of the quarter was very good. The Bank had a liquidity portfolio of NOK 4,713 million as at 30 June. The Bank aims to keep liquidity risk low. In a normal market, SpareBank 1 BV's goal is to be able to maintain ordinary operations for a minimum of 12 months without access to external financing. As at 30 June, the Bank is well above this target. The Bank can report an LCR of 211% (276%) as at 30 June.

At the end of the quarter, mortgages totalling NOK 12,587 million had been transferred to SpareBank 1 Boligkreditt AS, an increase of NOK 548 million from the start of year. As at 30 June, the Bank had a portfolio of loans approved for transfer to SpareBank 1 Boligkreditt AS worth NOK 12,900 million. The Bank had also transferred NOK 834 million of loans to SpareBank 1 Næringskreditt AS as at 30 June.

In 2020, the Group's target is to increase the average time to maturity of its bond debt to a minimum of 2.5 years. At the end of the quarter, the average term to maturity was 3.0 years.

SpareBank 1 BV has an issuer rating from Moody's of A2 with a stable outlook; see Moody's latest credit analysis dated 9 January 2020.

NOK billions

Equity Capital adequacy

SpareBank 1 BV uses the standard method for calculating credit risk and the basic method for operational risk.

On 13 March, the Ministry of Finance decided to reduce the countercyclical buffer from 2.5% to 1% with immediate effect. Based on this, the regulatory requirement for Common Equity Tier 1 capital is a minimum of 11%. In September 2018, the Financial Supervisory Authority of Norway set a Pillar 2 requirement for SpareBank 1 BV of 1.9% from 31 December 2018, although the total may be no lower than NOK 457 million above the minimum requirement and buffer requirement in Pillar 1. The current total requirement for Common Equity Tier 1 capital is thus 12.9%. The Group's target for Common Equity Tier 1 capital ratio is a minimum of 15.5%.

At the end of the quarter, the Common Equity Tier 1 capital ratio was 18.6% (16.6%). The leverage ratio was 8.6% (8.2%) at the end of the quarter. The regulatory requirement for the leverage ratio is 5.0%.

In December 2019, the Ministry of Finance adopted changes relating to capital requirements for banks. The systemic risk buffer will be increased by 1.5 percentage points at the end of 2020 for IRBA banks and at the end of 2022 for standard banks. In addition to this, an SME discount of 24% was introduced from 31 December 2019 for customers with commitments of under EUR 1.5 million and an annual turnover of under EUR 50 million.

SpareBank 1 BV is expected to receive requirements for primary capital and eligible liabilities during the second half of 2020. This capital can be written down or converted to equity (MREL). This will entail a need to issue subordinated debt (Tier 3). The Tier 3 capital will replace portions of today's unsecured senior debt when this falls due. SpareBank 1 BV does not expect the effect of new Tier 3 capital to particularly increase the Bank's financing costs.

The Financial Supervisory Authority of Norway will set a new Pillar 2 requirement, which will be effective from 2021.

Quarterly change in capital adequacy (proportional consolidation); Kvartalsvis utvikling kapitaldekning (forholdsmessig konsolidert)

Apart from Z-Eiendom AS, the Bank owns a 100% stake in all of its subsidiaries and subsidiaries of these. The Bank owns a 60% stake in Z-Eiendom AS.

EiendomsMegler 1 BV AS includes the joint venture EiendomsMegler 1 Næringsmegling AS (the brokerage business is owned 50/50 with SpareBank 1 Telemark). EiendomsMegler 1 BV AS has a good position in the Group's market area, and is part of the national Eiendoms Megler 1 chain, which has been the market leader in Norway for 11 years in a row. The business activities consist of commercial real estate brokerage, property settlement, purchase and sale of holiday homes, new construction and resale homes.

Z-Eiendom AS has a solid market share in the Tønsberg region. The business activities consist of brokerage of used homes, new builds and holiday homes.

SpareBank 1 Regnskapshuset BV AS has accounting offices in Larvik, Sandefjord, Vestfold, Drammen and Kongsberg. The company offers a broad range of services, including accounting, payroll, annual reports and accounts and advisory services. The company focuses on good customer experiences from simplifying and digitalising accounting services, and offers several different systems adapted to different industry needs.

Subsidiaries
Excluding
parent bank
eliminations
EiendomsMegler 1
BV AS
Z-Eiendom AS SpareBank 1
Regnskapshuset BV AS
Other
subsidiaries
Total subsidiaries
NOK millions 30.06.2020 30.06.2019 30.06.2020 30.06.2019 30.06.2020 30.06.2019 30.06.2020 30.06.2019 30.06.2020 30.06.2019
Operating
income
41.4 41.0 16.4 16.6 21.4 21.4 0.1 0.1 79.4 79.1
Operating
expenses
(33.8) (35.7) (14.1) (14.2) (17.5) (17.8) (0.5) (0.5) (65.8) (68.2)
Financial items (0.1) 0.0 0.0 (0.0) (0.2) (0.2) (0.1) (0.0) (0.3) (0.2)
Profit before
tax
7.5 5.3 2.4 2.3 3.8 3.4 (0.5) (0.5) 13.2 10.7

Transactions with close associates

Apart from the transaction related to the transfer of personal risk products discussed section below, the Group has not carried out any transactions with close associates that had a significant impact on the company's position or results during the reporting period.

SpareBank 1 Gruppen AS

SpareBank 1 Gruppen AS posted a profit after tax of NOK 21 million (1,287 million) for the first half-year. The ongoing pandemic has had a significant impact on the results with substantial insurance provisions/payments on travel insurance claims and negative financial returns. The Group's share of the result from SpareBank 1 Gruppen amounted to NOK -0.6 million. The result effect of the transfer of personal risk products from SpareBank 1 Forsikring AS to Fremtind Forsikring AS amounted to a total of around NOK 1.7 billion and was recognised as income in the first quarter. The Group's share of this gain from the merger amounted to NOK 53.0 million.

Letter of intent Helgeland Sparebank

On 18 March 2020, Helgeland Sparebank signed a letter of intent regarding becoming a SpareBank 1 bank through the acquisition of a 3% stake in the SamSpar companies Samarbeidende Sparebanker AS and Samarbeidende Sparebanker Utvikling DA. The transaction is valued at NOK 150 million and will involve SpareBank 1 BV selling around 0.3% of its shares in Samarbeidende Sparebanker AS and Samarbeidende Sparebanker Utvikling DA for a total of NOK 16.9 million. Following this, SpareBank 1 BV will own a 15.23% stake in Samarbeidende Sparebanker AS, which provides an indirect ownership interest of 2.97% in SpareBank 1 Gruppen AS, and a 26.49% stake in Samarbeidende Sparebanker Utvikling DA, which in turn provides an indirect ownership interest of 4.77% in SpareBank 1 Utvikling DA. The gain from the transaction has been calculated as being around NOK 9 million. The transaction is expected to be completed with accounting effect in the spring of 2021. The Norwegian Competition Authority cleared completion of the transaction on 19 June 2020.

Future outlook

The Board is pleased with the performance and growth trends in a challenging quarter. The Bank's liquidity and financial strength were very good at the end of the

second quarter and it had a Common Equity Tier 1 capital ratio of 18.6%, which is well above the regulatory requirement of at least 12.9% and the Bank's internal target of 15.5%.

Measures aimed at combating the pandemic, including closing down many businesses from 12 March, resulted in a sharp contraction of the Norwegian economy. Unemployment rose to more than 10% and forecasts suggested GDP would fall by around 6% this year. During the first half-year, Norges Bank cut its policy rate by 1.5 percentage points to 0.00% and expects a stable, low rate until the second half of 2022. In addition to cutting its policy rate, Norges Bank has contributed liquidity support during the pandemic. The authorities have also introduced substantial support schemes for Norwegian companies and households to compensate for lost earnings, postponed deadlines for paying taxes, and established favourable loan schemes for business backed by government guarantees.

The Norwegian economy has recovered faster than the economies of many other countries. At the end of June, the proportion of people who were 100% unemployed had fallen to around 5% and the price of oil had risen to more than USD 40 per barrel. GDP forecasts have improved to indicate a reduction of around 4.5%.

The housing market in the Bank's market area has enjoyed a good balance between supply and demand, with moderate price rises in both May and June. While May and June saw the Norwegian economy develop positively, there is still a risk of an increase in the spread of infection, which could result in a new economic downturn. However, the proportion of the Bank's borrowers in particularly exposed industries is low.

Net interest income is expected to develop more positively compared with the second quarter in isolation. At the same time, net interest income is expected to come under pressure in the second half-year due to strong competition within mortgages, generally low interest rates and the prospect of lower credit growth.

Uncertainty regarding changes in the general market outlook remains. The Bank's target of a return on equity of 10% will consequently be difficult to achieve in 2020.

Tønsberg, 11 August 2020 The Board of Directors of SpareBank 1 BV

Finn Haugan Chair of the Board

Heine Wang Deputy Chair Elisabeth Haug

Janne Sølvi Weseth Gisle Dahn

Hanne Myhre Gravdal Employee representative Geir Arne Vestre Employee representative Rune Fjeldstad Managing Director

Interim financial statements

Summary of results and key figures (Group)

(NOK thousands) 30.06.2020 % 30.06.2019 % 31.12.2019 %
Net interest income 331,323 1.70 297,023 1.60 656,524 1.72
Net commission and other income 220,969 1.13 212,698 1.14 427,065 1.12
Net income from financial assets 85,158 0.44 153,406 0.82 171,875 0.45
Total net income 637,451 3.26 663,126 3.56 1,255,464 3.29
Total operating expenses 293,112 1.50 286,351 1.54 588,334 1.54
Operating profit before losses/profit before losses
and tax
344,339 1.76 376,775 2.02 667,130 1.75
Impairment of loans and guarantees 43,894 0.22 3,700 0.02 2,318 0.01
Profit before tax 300,446 1.54 373,075 2.00 664,812 1.74
Tax expense 56,860 0.29 58,384 0.31 126,247 0.33
Profit after tax 243,586 1.25 314,692 1.69 538,564 1.41
Total other comprehensive income recognised as
equity
2,727 0.01 - 0.00 4,838 0.01
Total comprehensive income 246,313 1.26 314,692 1.69 543,403 1.43
30.06.2020 30.06.2019 31.12.2019
Profitability
Return on equity, profit before other comprehensive
income 1 9.8% 13.6% 11.3%
Return on equity, comprehensive income 9.9% 13.6% 11.4%
Cost-income ratio 2 46.0% 43.2% 46.9%
Cost-income ratio excl. financial investments 53.1% 56.2% 54.3%
Balance sheet figures
Gross lending to customers 32,179,822 30,346,185 31,409,938
Gross lending to customers incl. SpareBank 1
Boligkreditt/Næringskreditt
45,600,925 42,868,495 44,292,346
Deposits from customers 25,948,098 24,689,449 24,443,290
Deposit coverage 80.6% 81.4% 77.8%
Liquidity coverage ratio (LCR), liquidity reserve 211.0% 276.0% 230.0%
Lending growth incl. SpareBank 1 Boligkreditt/
Næringskreditt in the past 12 months
6.4% 5.1% 5.8%
Deposit growth in the past 12 months 5.1% 12.6% 10.4%
Total assets 40,493,970 38,847,703 38,822,442
Business capital (incl. SpareBank 1 Boligkreditt/
Næringskreditt)
53,915,073 51,370,013 51,704,849
30.06.2020 30.06.2019 31.12.2019
Loss
Loss rate on lending 3 0.14% 0.01% 0.01%
Loans in Stage 3 as % of gross lending 0.77% 0.87% 0.82%
Loss
(incl. SpareBank 1 Boligkreditt/Næringskreditt)
Loss rate on lending 3
(incl. SpareBank 1 Boligkreditt/Næringskreditt)
0.10% 0.01% 0.01%
Loans in Stage 3 as % of gross lending (incl. SpareBank
1 Boligkreditt/Næringskreditt)
0.54% 0.62% 0.58%
Financial strength in terms of proportional
consolidation
Capital adequacy ratio 22.3% 20.2% 22.1%
Tier 1 capital ratio 20.3% 18.2% 20.0%
Common Equity Tier 1 capital ratio 18.57% 16.6% 18.5%
Net primary capital 5,678,194 5,345,857 5,464,361
Tier 1 capital 5,168,679 4,829,062 4,949,961
Common Equity Tier 1 capital 4,725,936 4,383,846 4,579,307
Basis for calculation 25,445,007 26,472,532 24,780,727
Leverage ratio, proportional consolidation 8.6% 8.2% 8.6%
Offices and staffing
Number of bank branches 10 10 10
Number of brokerage offices 10 12 12
Number of accounting offices 5 5 5
Number of FTEs, parent bank (avg. YTD) 235 227 230
Number of FTEs, group (avg. YTD) 342 334 337
Equity certificates 30.06.2020 30.06.2019 31.12.2019 31.12.2018
Equity certificate fractions 54.69% 56.15% 56.15% 57.99%
Market price 36.40 38.00 39.60 35.60
Market value (NOK thousands) 2,296,889 2,397,851 2,498,814 2,246,408
Book equity per certificate (parent bank) 41.55 40.42 42.19 40.73
Book equity per certificate (Group) 43.35 41.87 43.71 42.06
Earnings per equity certificate (parent bank) 4 1.78 2.63 4.43 4.98
Earnings per equity certificate (Group) 4 2.05 2.72 4.63 5.40
Dividend per equity certificate - - 2.42 2.95
Price/earnings per equity certificate (parent bank) 20.49 14.43 8.94 7.15
Price/earnings per equity certificate (Group) 17.74 13.98 8.56 6.59
Price/book equity (parent bank) 0.88 0.94 0.94 0.87
Price/book equity (Group) 0.84 0.91 0.91 0.85
  1. Surplus as a percentage of average equity (OB+CB)/2, excl. hybrid capital.

  2. Total operating expenses as percentage of total operating income.

  3. Net loss as a percentage of average gross lending so far this year.

4.Adjusted profit/loss for the year (see section on 'The Bank's equity certificates') multiplied by equity certificate ratio and divided by the average number of outstanding equity certificates.

Income Statement IFRS

Parent bank Group
31.12.
2019
Q2/2019 Q2/2020 30.06.
2019
30.06.
2020
(NOK thousands) Note 30.06.
2020
30.06.
2019
Q2/2020 Q2/2019 31.12.
2019
151,610 38,766 27,338 74,810 60,657 Interest income measured at
fair value
60,657 74,810 27,338 38,766 151,610
974,467 228,256 219,265 440,932 494,170 Interest income measured at
amortised cost
494,222 441,268 219,252 228,416 975,018
468,398 115,188 94,490 218,520 223,022 Interest expenses 223,556 219,056 94,811 115,442 470,104
657,679 151,834 152,113 297,222 331,805 Net interest income 331,323 297,023 151,778 151,740 656,524
296,832 72,771 69,949 141,340 145,559 Commission income 145,559 141,340 69,949 72,771 296,832
16,617
5,983
4,331
1,638
4,086
1,106
8,515
3,337
8,461
6,046
Commission expenses
Other operating income
8,461
83,872
8,515
79,874
4,086
45,365
4,331
44,993
16,617
146,849
Net commission and other
286,198 70,079 66,969 136,162 143,144 income 220,969 212,698 111,227 113,434 427,065
128,793 105,541 36,938 121,911 57,547 Dividends 21,891 18,640 6,533 2,270 25,522
7,536 - 956 7,536 1,907 Net result from ownership
interests
Net result from other
59,905 111,305 21,413 31,680 125,437
20,916 8,567 49,974 23,461 3,362 financial investments 11 3,362 23,461 49,974 8,567 20,916
157,245 114,108 87,868 152,907 62,817 Net income from financial
assets
85,158 153,406 77,919 42,516 171,875
1,101,122 336,021 306,950 586,291 537,766 Total net income 637,451 663,126 340,925 307,690 1,255,464
239,064 52,251 53,527 112,500 117,880 Personnel expenses 171,030 166,628 80,583 81,144 344,184
218,627 54,502 52,481 108,109 108,723 Other operating expenses 122,082 119,723 59,008 60,503 244,150
457,691 106,753 106,008 220,609 226,602 Total operating expenses 293,112 286,351 139,591 141,647 588,334
643,431 229,268 200,942 365,682 311,164 Profit before losses and tax 344,339 376,775 201,334 166,043 667,130
2,718 (2,108) 17,752 3,900 46,270 Impairment of loans and
guarantees
2, 14 43,894 3,700 16,659 (2,108) 2,318
640,713 231,376 183,190 361,783 264,894 Profit before tax 300,446 373,075 184,675 168,151 664,812
124,997 31,600 32,500 57,264 53,850 Tax expense 56,860 58,384 35,007 33,502 126,247
515,717 199,776 150,690 304,518 211,044 Profit before other
comprehensive income
243,586 314,692 149,668 134,649 538,564
- - - - - Controlling interest's share
of profit
242,843 313,960 148,787 134,166 537,930
- - - - - Non-controlling interest's
share of profit
742 732 881 483 634
8,318 - 2,447 - 2,727 Items reversed through
profit or loss
Change in value of loans
classified at fair value
Items not reversed through
profit or loss
2,727 - 2,447 - 8,318
(2,275) - - - - Estimation difference, IAS 19
Pensions
- - - - (3,479)
6,043 - 2,447 - 2,727 Total other comprehensive
income recognised as equity
2,727 - 2,447 - 4,838
521,759 199,776 153,137 304,518 213,771 Total comprehensive income 246,313 314,692 152,115 134,649 543,403
- - - - - Controlling interest's share
of profit
245,570 313,960 - - 542,768
- - - - - Non-controlling interest's
share of profit
742 732 - - 634
4.43 1.76 1.23 2.63 1.78 Earnings per equity certificate
before other comprehensive
income
2.05 2.72 1.21 1.17 4.63

Balance sheet

Parent bank Group
31.12.2019 30.06.2019 30.06.2020 (NOK thousands) Note 30.06.2020 30.06.2019 31.12.2019
94,784 98,139 97,316 Cash and receivables from central
banks
97,316 98,139 94,784
Loans to and receivables from
1,034,557
31,286,021
1,437,707
30,209,625
1,310,665
32,027,676
financial institutions
Net lending to customers
3, 4, 8 1,367,236
32,006,335
1,493,148
30,186,198
1,070,874
31,265,305
4,129,073 4,805,316 4,624,275 Certificates, bonds and other
securities at fair value
4,624,275 4,805,316 4,129,073
Shareholdings and other equity
1,418,440 1,403,506 1,400,722 interests 1,400,722 1,403,506 1,418,440
Ownership interests in Group
36,682 36,682 37,532 companies - - -
454,943 454,943 485,298 Interests in joint ventures and
associated companies
671,120 600,254 615,878
97,271 104,641 90,029 Tangible assets 18 110,747 132,242 121,536
- - - Goodwill 24,654 24,654 24,654
9,872 11,911 8,963 Deferred tax assets 9,671 12,585 10,829
56,593 76,258 169,132 Other assets 5, 10 181,895 91,660 71,068
38,618,237 38,638,729 40,251,608 Total assets 40,493,970 38,847,703 38,822,442
- - 200,000 Deposits from financial institutions 200,000 - -
24,463,240 24,699,595 25,975,867 Deposits from customers 7 25,948,098 24,689,449 24,443,290
Liabilities from the issuance of
8,279,389 8,190,220 7,976,121 securities 12 7,976,121 8,190,220 8,279,389
125,688 82,935 67,013 Tax payable 71,624 84,568 128,257
288,831 321,216 460,348 Other liabilities 6, 3, 10 516,799 374,600 333,927
444,404 443,059 400,764 Subordinated loan capital 12 400,764 443,059 444,404
33,601,552 33,737,024 35,080,114 Total liabilities 35,113,407 33,781,895 33,629,268
946,501 946,516 946,501 Equity share capital 946,501 946,516 946,501
1,026,427 1,026,427 1,026,427 Share premium fund 1,026,427 1,026,427 1,026,427
536,885 411,299 536,885 Risk equalisation fund 536,885 411,299 536,885
6,540 6,540 6,540 Endowment fund 6,540 6,540 6,540
2,072,392 1,855,062 2,072,392 Sparebankens fond 2,072,392 1,855,062 2,072,392
25,234 9,879 27,961 Fund for unrealised gains 27,961 9,879 25,234
250,000 347,500 350,000 Additional Tier 1 capital 350,000 347,500 250,000
152,705 - - Other equity 175,986 153,389 328,019
- 298,481 204,788 Unallocated 236,587 307,923 -
- - - Non-controlling interest's share 1,283 1,273 1,175
5,016,685 4,901,705 5,171,494 Total equity 5,380,562 5,065,808 5,193,174
38,618,237 38,638,729 40,251,608 Liabilities and equity 40,493,970 38,847,703 38,822,442

Results from quarterly financial statements

Group

(NOK thousands) Q2/2020 Q1/2020 Q4/2019 Q3/2019 Q2/2019 Q1/2019 Q4/2018 Q3/2018 Q2/2018
Interest income 246,589 308,290 316,668 293,881 267,182 248,896 252,456 239,268 232,726
Interest expenses 94,811 128,745 129,323 121,725 115,442 103,614 96,554 88,758 86,595
Net interest income 151,778 179,545 187,345 172,156 151,740 145,283 155,903 150,510 146,131
Commission income 69,949 75,610 76,838 78,654 72,771 68,569 72,889 69,192 67,963
Commission expenses 4,086 4,375 3,924 4,177 4,331 4,185 3,988 3,703 4,249
Other operating income 45,365 38,507 31,623 35,353 44,993 34,880 34,447 37,427 64,061
Net commission and other income 111,227 109,742 104,538 109,829 113,434 99,265 103,348 102,916 127,775
Dividends 6,533 15,358 6,868 14 2,270 16,370 - 4,351 9,055
Net result from ownership interests 21,413 38,492 3,544 10,588 31,680 79,626 9,154 13,157 15,291
Net result from other financial
investments
49,974 (46,611) 5,452 (7,996) 8,567 14,894 (19,542) 11,424 27,255
Net income from financial assets 77,919 7,239 15,864 2,606 42,516 110,889 (10,388) 28,932 51,600
Total net income 340,925 296,526 307,747 284,591 307,690 355,436 248,862 282,358 325,506
Personnel expenses 80,583 90,447 100,644 76,912 81,144 85,485 88,248 76,674 (14,432)
Other operating expenses 59,008 63,074 66,521 57,907 60,503 59,220 61,061 55,154 57,421
Total operating expenses 139,591 153,521 167,164 134,818 141,647 144,704 149,310 131,827 42,989
Profit before losses and tax 201,334 143,005 140,582 149,773 166,043 210,732 99,553 150,531 282,517
Impairment of loans and guarantees 16,659 27,235 (3,520) 2,139 (2,108) 5,808 (9,374) (8,074) 11,294
Profit before tax 184,675 115,771 144,102 147,634 168,151 204,924 108,927 158,604 271,223
Tax expense 35,007 21,853 31,782 36,081 33,502 24,882 24,387 32,017 50,689
Profit before other comprehensive
income
149,668 93,918 112,320 111,553 134,649 180,042 84,540 126,587 220,534
Parent bank
Earnings per equity certificate (quarter
in isolation)
1.23 0.55 0.97 0.82 1.76 0.87 0.73 0.99 2.42
Diluted earnings per equity certificate
(quarter in isolation)
1.23 0.55 0.97 0.82 1.76 0.87 0.73 0.99 2.42

Change in equity as at Q2/2020

Group

Share Risk Spare Fund for
Ownership premium equalisation Endowment bankens unrealised Hybrid Other Minority Total
(NOK thousands) interest 1 fund fund fund fond gains capital equity Unallocated share equity
Equity as at 31.12.2018 946,516 1,026,427 411,299 6,540 1,855,062 9,879 250,000 341,129 - 1,581 4,848,433
Employee equity certificate
savings scheme
(15) - - - - - - - - - (15)
Interest expenses on subordinated
bonds reclassified as equity
- - - - - - - (10,783) - - (10,783)
Additional Tier 1 capital issued - - - - - - 150,000 - - - 150,000
Buy-back and maturity of
subordinated bond
- - - - - - (150,000) - - - (150,000)
Dividends from 2018, for payment
2019
- - - - - - - (186,149) - (1,040) (187,189)
Change in carrying value of
subsidiaries, joint ventures and
associated companies
- - - - - - - (674) - - (674)
Profit before other
comprehensive income
- - 126,864 - 218,327 7,037 - 185,702 - 634 538,564
Items reversed through profit or
loss:
Change in value of loans classified
at fair value
- - - - - 8,318 - - - - 8,318
Items not reversed through profit/
loss:
Estimation difference, IAS 19
Pensions
- - (1,277) - (998) - - (1,205) - - (3,479)
Equity as at 31.12.2019 946,501 1,026,427 536,885 6,540 2,072,392 25,234 250,000 328,019 - 1,175 5,193,174
Equity as at 31.12.2019 946,501 1,026,427 536,885 6,540 2,072,392 25,234 250,000 328,019 - 1,175 5,193,174
Interest expenses on subordinated
bonds reclassified as equity
- - - - - - - - (6,256) - (6,256)
Additional Tier 1 capital issued - - - - - - 100,000 - - - 100,000
Dividend from 2019, for payment
in 2020
- - - - - - - (152,705) - (634) (153,340)
Change in carrying value of
subsidiaries, joint ventures and
associated companies
- - - - - - - 671 - - 671
Profit before other
comprehensive income
- - - - - - - - 242,843 742 243,586
Items reversed through profit or
loss:
Change in value of loans classified
at fair value
- - - - - 2,727 - - - - 2,727
Equity as at 30.06.2020 946,501 1,026,427 536,885 6,540 2,072,392 27,961 350,000 175,986 236,587 1,283 5,380,562
  1. The equity share capital has been deducted 20,000 in own holdings

Parent bank

Ownership Share
premium
Risk
equalisation
Endowment Spare
bankens
Fund for
unrealised
Hybrid Other Total
(NOK thousands) interest 1 fund fund fund fond gains capital equity Unallocated equity
Equity as at 31.12.2018 946,516 1,026,427 411,299 6,540 1,855,062 9,879 250,000 186,149 - 4,691,873
Employee equity certificate
savings scheme
(15) - - - - - - - - (15)
Interest expenses on subordinated
bonds reclassified as equity
- - - - - - - (10,783) - (10,783)
Additional Tier 1 capital issued - - - - - - 150,000 - - 150,000
Buy-back and maturity of
subordinated bond
- - - - - - (150,000) - - (150,000)
Dividends from 2018, for payment
2019
- - - - - - - (186,149) - (186,149)
Profit before other
comprehensive income
- - 126,864 - 218,327 7,037 - 163,488 - 515,717
Items reversed through profit or
loss:
Change in value of loans classified
at fair value
- - - - - 8,318 - - - 8,318
Items not reversed through profit
or loss:
Estimation difference, IAS 19
Pension adjustment
- - (1,277) - (998) - - - - (2,275)
Equity as at 31.12.2019 946,501 1,026,427 536,885 6,540 2,072,392 25,234 250,000 152,705 - 5,016,685
Equity as at 31.12.2019 946,501 1,026,427 536,885 6,540 2,072,392 25,234 250,000 152,705 - 5,016,685
Interest expenses on subordinated
bonds reclassified as equity
- - - - - - - - (6,256) (6,256)
Additional Tier 1 capital issued - - - - - - 100,000 - - 100,000
Dividend from 2019, for payment
in 2020
- - - - - - - (152,705) - (152,705)
Profit before other
comprehensive income
- - - - - - - - 211,044 211,044
Items reversed through profit or
loss:
Change in value of loans classified
at fair value
- - - - - 2,727 - - - 2,727
Equity as at 31.03.2020 946,501 1,026,427 536,885 6,540 2,072,392 27,961 350,000 - 204,788 5,171,494
  1. The equity share capital has been deducted 20,000 in own holdings

Cash flow statement

Parent bank Group
31.12.2019 30.06.2019 30.06.2020 (NOK thousands) 30.06.2020 30.06.2019 31.12.2019
Cash flow from operating activities
(1,902,368) (805,723) (708,014) Change in lending to customers (705,015) (801,815) (1,902,952)
1,004,129 458,713 523,862 Interest received on loans to customers 523,914 459,050 1,004,681
2,303,616 2,449,798 1,418,202 Change in deposits from customers 1,410,382 2,463,408 2,307,423
(258,198) (31,381) (25,435) Interest paid on deposits from customers (25,969) (31,917) (259,904)
Change in receivables from and liabilities to financial
- - 200,000 institutions 200,000 - -
Interest on receivables from and liabilities to financial
21,278 10,458 7,776 institutions 7,776 10,458 21,278
(104,565) (765,158) (489,851) Change in certificates and bonds (476,301) (765,158) (104,565)
94,762 44,265 44,223 Interest received on certificates and bonds 44,223 44,265 94,762
286,198 136,162 142,871 Net commission income 220,697 212,698 427,065
26,954 1,201 (3,214) Capital gains from trading securities (3,214) 1,201 26,954
(447,568) (207,752) (214,050) Payments to operations (287,523) (270,638) (571,468)
(136,302) (80,803) (157,770) Tax paid (159,021) (82,150) (139,427)
28,593 (7,142) 84,926 Other accruals 101,773 4,200 38,677
916,530 1,202,638 823,526 Net cash flow from operating activities (A) 851,722 1,243,602 942,523
Cash flow from investing activities
(4,678) - (2,097) Investment in property, plant and equipment (3,784) - (7,299)
- - 6,029 Receipts from sale of property, plant and equipment 6,029 - -
(166,712) (133,589) (19,699) Net cash flow from investments in shares 14,262 (36,274) (70,889)
136,329 129,446 59,454 Dividends from investments in shares 21,891 18,640 25,522
(35,061) (4,143) 43,687 Net cash flow from investing activities (B) 38,398 (17,634) (52,666)
Cash flow from financing activities
1,523,468 500,000 450,195 Change in liabilities from the issuance of securities 450,195 500,000 1,523,468
- - - Change in subordinated loan capital - - -
- 97,000 100,000 Change in additional Tier 1 capital 100,000 97,000 -
(1,988,226) (1,059,000) (889,136) Repayment of issued securities (889,136) (1,059,000) (1,988,226)
- - (40,000) Repayment of subordinated loan capital (40,000) - -
- - - Repayment of additional Tier 1 capital - - -
23,460 7,710 73,540 Net change in collateral agreements 73,540 7,710 23,460
Interest payments on liabilities from the issuance of
(170,695) (100,426) (102,090) securities (102,090) (100,426) (170,695)
(15,012) (8,800) (9,938) Interest payments on subordinated loans (9,938) (8,800) (15,012)
(10,783) 6,037 (6,256) Interest payments on additional Tier 1 capital (6,256) 6,037 (10,783)
(16,829) (7,952) (11,291) Rent payments on capitalised leases (13,310) (9,971) (20,689)
(186,149) (186,149) (152,705) Dividend payments (153,339) (186,783) (186,669)
(1,878) (1,586) (892) Payment from endowment fund and grant funds (892) (1,586) (1,878)
(842,643) (753,166) (588,574) Net cash flow from financing activities (C) (591,227) (755,818) (847,024)
38,825 445,329 278,639 Net change in cash and cash equivalents in the
period (A+B+C)
298,893 470,150 42,833
1,090,516 1,090,516 1,129,342 Cash and cash equivalents OB 1,165,658 1,122,825 1,122,825
1,129,342 1,535,846 1,407,981 Cash and cash equivalents at end of period 1,464,551 1,591,287 1,165,658
Cash and cash equivalents, specified
94,784 98,139 97,316 Cash and receivables from central banks 97,316 98,139 94,784
1,034,557 1,437,707 1,310,665 Receivables from financial institutions 1,367,236 1,493,148 1,070,874
1,129,342 1,535,846 1,407,981 Cash and cash equivalents 1,464,551 1,591,287 1,165,658

Note 1 Accounting policies

The interim report for SpareBank 1 BV covers the period 1 January - 30 June 2020. The interim financial statements have been prepared in accordance with IFRS and IAS 34 Interim Financial Reporting, and in line with the same policies applied in the annual financial statements for 2019.

For a detailed description of the accounting policies that have been applied, please see note 2 in the Bank's official annual financial statements for 2019.

Note 2 Impairment of loans and guarantees

Parent bank Group
31.12.2019 30.06.2019 30.06.2020 (NOK thousands) 30.06.2020 30.06.2019 31.12.2019 Q2 2020
6,337 5,117 9,725 Change in impairment provisions in
the period, Stage 1
9,725 5,117 6,337 3,353
4,427 (3,303) 14,366 Change in impairment provisions in
the period, Stage 2
14,366 (3,303) 4,427 7,552
(9,655) 1,701 12,683 Change in impairment provisions in
the period, Stage 3
10,307 1,501 (10,055) 2,649
859 - 7,683 Losses for the period with previous
impairments
7,683 - 859 1,608
1,496 1,327 855 Losses for the period without previous
impairments
855 1,327 1,496 235
(565) 286 (273) Previously recognised write-downs at
start of period.
(273) 286 (565) (207)
(181) (1,230) 1,231 Other corrections/amortisation of
impairments
1,231 (1,230) (181) 1,469
2,718 3,900 46,270 Impairment of loans and guarantees
for the period
43,894 3,700 2,318 16,659

Note 3 Impairment provisions for loans and guarantees

Stage 1 Stage 2 Stage 3 Total
41,600 41,628 86,855 170,083
3,961 (3,961) - -
(4,407) 4,595 (189) -
(363) (2,098) 2,461 -
13,652 5,230 160 19,042
12,284 22,756 27,138 62,178
(8,030) (5,231) (4,827) (18,088)
(7,373) (6,926) (4,377) (18,676)
- - (7,683) (7,683)
51,326 55,994 99,538 206,857
(14,726) - - (14,726)
36,600 55,994 99,538 192,131
29,201 53,815 97,822 180,837
7,399 2,178 1,716 11,294
631 24,445 23,828 48,903
35,969 31,549 75,710 143,228
Parent bank
Group
Impairment provisions for loans and guarantees Stage 1 Stage 2 Stage 3 Total
01.01.2020 41,600 41,628 81,880 165,108
Impairment provisions transferred to Stage 1 3,961 (3,961) - -
Impairment provisions transferred to Stage 2 (4,407) 4,595 (189) -
Impairment provisions transferred to Stage 3 (363) (2,098) 2,461 -
New financial assets issued or purchased 13,652 5,230 160 19,042
Increase existing loans 12,284 22,756 24,762 59,802
Reduction existing loans (8,030) (5,231) (4,827) (18,088)
Financial assets that have been deducted (7,373) (6,926) (4,377) (18,676)
Changes due to recognised impairments (recognised losses) - - (7,683) (7,683)
30.06.2020 51,326 55,994 92,187 199,506
- reversal of impairment provisions related to fair value through OCI (14,726) - - (14,726)
Capitalised impairment provisions as at 30 June 2020 36,600 55,994 92,187 184,780
Of which, impairment provisions for capitalised loans 29,201 53,815 90,470 173,486
Of which, impairment provisions for unused credits and guarantees 7,399 2,178 1,716 11,294
Of which: impairment provisions, retail market - amortised cost 631 24,445 23,828 48,903
Of which: impairment provisions, corporate market - amortised cost 35,969 31,549 68,359 135,877

Sensitivity analysis – loss model

The model calculates impairments on commitments in three different scenarios where the probability of the individual scenario occurring is weighted. The basic scenario for the IFRS 9 calculations is mainly based on the benchmark trajectory of the Monetary Policy Report from Norges Bank and contains expectations regarding macroeconomic factors such as unemployment, GDP growth, interest rates, house prices, etc.

At the same time, the loss model is based on multiple input factors from the portfolios, where the events have incurred as of the balance sheet date but where there is some natural delay before updated information is entered into the model. Because of this delay factor, the Bank has conducted an expanded review of our CM portfolio this quarter in order to identify and make provisions for individual commitments that we believe will experience specific problems making it through the crisis. PD/LGD levels cannot be recalibrated in the model as per 30 June.

In addition to expanded individual loss assessments, the Bank changed the model's scenario weighting based on an assessment. The scenario weightings for RM were unchanged from the previous quarter. For CM, the best-case scenario was reduced from 5% to 0%, the worst-case scenario increased from 15% to 20%, and the normal-case scenario kept unchanged at 80%. The change in probability weighting from 31 March 2020 results, in isolation, in an increase of approximately NOK 9 million in increased impairment provisions. As at 31 December 2019, the scenario weightings were 80%/10%/10% for the entire loan portfolio.

The bottom table shows the sensitivity associated with the 10-percentage point reduction in probability of the normal case and corresponding 10 percentage point increase in probability of the worst case. Such a change would result in impairment provisions increasing by approximately NOK 30 million, which illustrates the sensitivity of a moderate deterioration in national and/ or regional macroeconomic factors.

Weighting RM/
Scenario weightings used as of 30.06.2020 CM RM CM Total
Scenario 1 (normal case) 80%/80% 37,051 86,918 123,969
Scenario 2 (worst case) 15%/20% 29,487 52,122 81,609
Scenario 3 (best case) 5%/0% 1,502 - 1,502
Total 68,040 139,040 207,080
Change in impairment provisions in the event of a change in Weighting RM/
weighting CM RM CM Total
Scenario 1 (normal case) 70%/70% (4,631) (10,865) (15,496)
Scenario 2 (worst case) 25%/30% 19,658 26,061 45,719
Scenario 3 (best case) 5%/0% - - -
Total 15,027 15,196 30,223

Note 4 Loans to customers by Stages 1, 2 and 3

Parent bank
Loans to customers by Stages 1, 2 and 3 Stage 1 Stage 2 Stage 3 Total
01.01.2020 27,440,928 1,947,235 273,126 29,661,289
Loans transferred to Stage 1 409,674 (409,669) (5) -
Loans transferred to Stage 2 (584,480) 600,048 (15,568) -
Loans transferred to Stage 3 (14,990) (41,725) 56,714 -
New financial assets issued or purchased 8,222,385 197,826 9,125 8,429,336
Increase existing loans 405,088 43,543 1,479 450,110
Reduction existing loans (1,104,604) (122,644) (23,563) (1,250,811)
Financial assets that have been deducted (6,317,163) (350,035) (28,904) (6,696,102)
Changes due to recognised impairments (recognised losses) (106) - (9,131) (9,237)
30.06.2020 28,456,732 1,864,579 263,273 30,584,584
Impairment provisions as % of gross lending 0.18% 3.00% 37.81% 0.68%
Group
Loans to customers by Stages 1, 2 and 3 Stage 1 Stage 2 Stage 3 Total
01.01.2020 27,430,833 1,947,235 257,529 29,635,597
Loans transferred to Stage 1 409,674 (409,669) (5) -
Loans transferred to Stage 2 (584,480) 600,048 (15,568) -
Loans transferred to Stage 3 (14,990) (41,725) 56,714 -
New financial assets issued or purchased 8,222,385 197,826 9,125 8,429,336
Increase existing loans 402,315 43,543 1,252 447,110
Reduction existing loans (1,104,604) (122,644) (23,563) (1,250,811)
Financial assets that have been deducted (6,317,163) (350,035) (28,904) (6,696,102)
Changes due to recognised impairments (recognised losses) (106) - (9,131) (9,237)
31.03.2020 28,443,865 1,864,579 247,449 30,555,893
Impairment provisions as % of gross lending 0.18% 3.00% 37.25% 0.65%

Note 5 Other assets

Parent bank Group
31.12.2019 30.06.2019 30.06.2020 (NOK thousands) 30.06.2020 30.06.2019 31.12.2019
21,058 14,386 28,461 Prepaid, unaccrued costs, and accrued income not
yet received
36,757 28,673 32,420
16,117 21,236 11,927 Other assets 16,394 22,352 19,230
19,418 40,635 128,744 Derivatives and other financial instruments at fair
value
128,744 40,635 19,418
56,593 76,258 169,132 Total other assets 181,895 91,660 71,068

Note 6 Other liabilities

Parent bank Group
31.12.2019 30.06.2019 30.06.2020 (NOK thousands) 30.06.2020 30.06.2019 31.12.2019
46,181 49,320 43,664 Accrued expenses and unaccrued income received 61,600 63,626 62,100
71,151 59,988 74,248 Provision for accrued expenses and liabilities 74,725 59,246 71,627
134,052 173,976 206,139 Other liabilities 244,179 213,796 162,752
37,447 37,931 136,296 Derivatives and other financial instruments at fair
value
136,296 37,931 37,447
288,831 321,216 460,348 Total other liabilities 516,799 374,600 333,927

Note 7 Deposits from customers by sector and industry

Parent bank Group
31.12.2019 30.06.2019 30.06.2020 (NOK thousands) 30.06.2020 30.06.2019 31.12.2019
15,285,830 15,422,796 16,291,590 Employees, etc. 16,291,590 15,422,796 15,285,830
3,197,454 3,189,182 3,078,500 Property management/business services, etc. 3,050,731 3,179,035 3,177,504
754,043 709,228 846,674 Wholesale and retail trade/hotels and restaurants 846,674 709,228 754,043
188,906 226,571 195,156 Agriculture/forestry 195,156 226,571 188,906
633,708 551,092 612,591 Building and construction 612,591 551,092 633,708
1,412,784 1,343,129 1,591,995 Transport and service Industries 1,591,995 1,343,129 1,412,784
307,646 272,075 337,016 Production (manufacturing) 337,016 272,075 307,646
1,969,637 2,326,388 2,232,509 Public administration 2,232,509 2,326,388 1,969,637
713,232 659,134 789,836 Abroad and others 789,836 659,134 713,232
24,463,240 24,699,595 25,975,867 Total deposits 25,948,098 24,689,449 24,443,290

Note 8 Loan to customers by sector and industry

Parent bank Group
31.12.2019 30.06.2019 30.06.2020 (NOK thousands) 30.06.2020 30.06.2019 31.12.2019
24,140,703 23,427,051 24,667,770 Employees, etc. 24,667,770 23,427,051 24,140,703
5,513,943 5,084,619 5,715,447 Property management/business services, etc. 5,686,755 5,056,416 5,488,251
348,044 373,956 354,927 Wholesale and retail trade/hotels and restaurants 354,927 373,956 348,044
236,036 302,872 212,338 Agriculture/forestry 212,338 302,872 236,036
324,524 300,072 329,545 Building and construction 329,545 300,072 324,524
346,830 370,040 362,394 Transport and service Industries 362,394 370,040 346,830
277,769 259,206 299,344 Production (manufacturing) 299,344 259,206 277,769
1.843 2,100 1,352 Public administration 1,352 2,100 1.843
245,938 254,471 265,396 Abroad and others 265,396 254,471 245,938
31,435,630 30,374,387 32,208,513 Gross lending 32,179,822 30,346,185 31,409,938
8,353,979 27,957,530 8,525,973 - Of which, measured at amortised cost 8,497,281 27,929,328 8,328,288
21,307,310 - 22,058,612 - Of which, measured at fair value through OCI 22,058,612 - 21,307,310
1,774,341 2,416,857 1,623,929 - Of which, measured at fair value 1,623,929 2,416,857 1,774,341
(149,609) (164,762) (180,837) - Impairment provisions for loans (173,486) (159,987) (144,634)
31,286,021 30,209,625 32,027,676 Net lending 32,006,335 30,186,198 31,265,305
31,435,630 30,374,387 32,208,513 Gross lending 32,179,822 30,346,185 31,409,938
12,039,621 11,980,035 12,587,138 Gross loans transferred to SB1 Boligkreditt 12,587,138 11,980,035 12,039,621
842,787 542,275 833,965 Gross loans transferred to SB1 Næringskreditt 833,965 542,275 842,787
Gross lending including SB1 Boligkreditt and
44,318,037 42,896,697 45,629,616 Næringskreditt 45,600,925 42,868,495 44,292,346

Note 9 Capital adequacy

SpareBank 1 BV uses the standard method for credit risk and the basic method for operational risk. As at 31 December 2019, the requirement for the capital conservation buffer was 2.5%, for the systemic risk buffer 3.0%, and for the countercyclical capital buffer 2.5%. On 12 March 2020, the countercyclical capital buffer was reduced to 1.0% with immediate effect. This was done in connection with Covid-19. These requirements are additional to the Common Equity Tier 1 capital requirement of 4.5%, meaning that the overall minimum requirement for Common Equity Tier 1 capital is 11.0%. In addition, the Financial Supervisory Authority of Norway has set a Pillar 2 requirement for SpareBank 1 BV of 1.9%. The regulatory minimum requirement for Common Equity Tier 1 capital, including the Pillar 2 requirement, is thus 12.9%.

The Group's target for Common Equity Tier 1 capital ratio is a minimum of 15.5% at the end of 2020.

Extended consolidation for owner companies in the Samarbeidende Sparebanker grouping

Under the CRD IV rules, SpareBank 1 BV is currently below the materiality threshold for reporting fully consolidated capital adequacy. Consequently, capital adequacy is not worked out at a consolidated level.

The Bank has carried out proportional consolidation of interests in the cooperative group since 2018. The provision applies to interests in other financial institutions engaged in the activities to which the cooperation relates; see Financial Institutions Act, section 17-13.

Proportional consolidation

30.06.2020 30.06.2019 31.12.2019
Primary capital
Common Equity Tier 1 capital 4,725,936 4,383,846 4,579,307
Tier 1 capital 5,168,679 4,829,062 4,949,961
Primary capital 5,678,194 5,345,857 5,464,361
Basis for calculation 25,445,007 26,472,532 24,780,727
Capital adequacy
Common Equity Tier 1 capital 18.57% 16.56% 18.48%
Tier 1 capital ratio 20.31% 18.24% 19.98%
Capital adequacy 22.32% 20.19% 22.05%
Leverage ratio 8.55% 8.20% 8.58%

The following companies are included in proportional consolidation:

  • SpareBank 1 Boligkreditt
  • SpareBank 1 Næringskreditt
  • SpareBank 1 Kreditt AS
  • SpareBank 1 SMN Finans AS
  • BN Bank
  • Parent bank
Primary capital 30.06.2020 30.06.2019 31.12.2019
Equity capital 946,501 946,516 946,501
Share premium fund 1,026,427 1,026,427 1,026,427
Risk equalisation fund 536,885 411,299 411,299
Sparebankens fond 2,072,392 1,855,062 1,855,062
Fund for unrealised gains/losses 27,961 9,879 9,879
Endowment fund 6,540 6,540 6,540
Allocated dividend classified as equity
Other equity (IAS pensions and interest paid on hybrid capital) (6,256) (6,037) (4,740)
Profit for the period 211,044 304,518 515,717
Total capitalised equity (excluding additional Tier 1 capital) 4,821,494 4,554,205 4,766,685
Value adjustments on shares and bonds measured at fair value (AVA) (29,768) (7,442) (7,425)
Deduction for non-material interests in the financial sector (969,465) (1,177,476) (953,926)
Dividends allocated for distribution, classified as equity - - -
Profit for the period (211,044) (304,518) (515,717)
Interim profit included in Tier 1 capital 153,329 219,018 363,012
Total Common Equity Tier 1 capital 3,764,546 3,283,786 3,652,628
Additional Tier 1 capital 350,000 347,500 250,000
Additional Tier 1 capital - 24,000 24,000
Deduction for non-material interests in the financial sector - (57,400) -
Total Tier 1 capital 4,114,546 3,597,886 3,926,628
Supplementary capital in excess of Tier 1 capital
Time-limited primary capital 400,000 400,000 400,000
Deduction for non-material interests in the financial sector (4,897) (27,582) (4,925)
Net primary capital 4,509,649 3,970,304 4,321,703
Risk-weighted basis for calculation
Assets not included in the trading portfolio 18,038,439 16,977,286 17,445,730
Operational risk 1,919,857 1,931,036 2,048,828
Position risk in the trading portfolio - - -
CVA surcharge (counterparty risk derivatives) 90,167 26,850 27,781
Total basis for calculation 20,048,464 18,935,173 19,522,339
Common Equity Tier 1 capital 18.78% 17.34% 18.71%
Tier 1 capital ratio 20.52% 19.00% 20.11%
Capital adequacy 22.49% 20.97% 22.14%
Leverage ratio 10.06% 8.98% 10.05%
Buffer requirements
Capital conservation buffer (2.50%) 501,212 473,379 488,058
Countercyclical buffer (1.0%/2.0%/2.5%) 200.485 378,703 488,058
Systemic risk buffer (3.00%) 601,454 568,055 585,670
Total buffer requirement for Common Equity Tier 1 capital 1,303,150 1,420,138 1,561,787
Minimum requirement for Common Equity Tier 1 capital (4.50%) 902,181 852,083 878,505
Available Common Equity Tier 1 capital in excess of minimum requirement 1,559,215 1,011,565 1,212,336
Total credit risk 18,038,439 16,977,286 17,445,730
Other commitments 146,184 180,184 120,258
Equity items 1,185,556 604,845 1,196,285
Shares in mutual funds 35.081 54,539 25,858
Receivables from institutions and companies with short-term ratings 201,133 226,541 145,911
Covered bonds 351,164 406,664 203,526
High-risk commitments - - -
Commitments past due 154,400 52,543 150,127
Mortgaged against commercial property 1,640,994 2,051,089 2,040,958
Mortgaged against residential and holiday property 8,554,438 8,396,844 8,504,153
Mass market 2,950,330 2,522,369 2,197,800
Companies 2,571,105 2,283,731 2,655,744
Institutions 168,394 110,908 111,259
Publicly owned companies 10,069 10,091 10,134
Local and regional authorities 69,591 76,938 83,717
30.06.2020 30.06.2019 31.12.2019

Note 10 Derivatives

2020 2019
Contract sum Fair value 30.06.2020 Contract sum Fair value 30.06.2019
30.06.2020 Assets Liabilities (NOK thousands) 30.06.2019 Assets Liabilities
Derivatives – hedging
4,945,000 128,744 136,296 Derivatives at fair value 4,835,000 40,635 37,931
4,945,000 128,744 136,296 Total derivatives for fair value hedging 4,835,000 40,635 37,931

Note 11 Net result from other financial investments

Parent bank Group
31.12.2019 30.06.2019 30.06.2020 (NOK thousands) 30.06.2020 30.06.2019 31.12.2019
19,099 15,658 (4,861) Net change in value of stocks, shares, etc. measured
at fair value
(4,861) 15,658 19,099
(6,430) 3,579 7,560 Net change in value of bonds/certificates measured
at fair value
7,560 3,579 (6,430)
2,158 1,684 (8,770) Net change in value of financial derivatives measured
at fair value
(8,770) 1,684 2,158
6,089 2,540 9,433 Exchange rate gains/losses on currency 9,433 2,540 6,089
20,916 23,461 3,362 Net result from other financial investments 3,362 23,461 20,916

Note 12 Securities issued and subordinated loan capital

SpareBank 1 BV issues and redeems securities issued as part of its liquidity management. The refinancing requirement has also been partly funded by the transfer of the loan portfolio to SpareBank 1 Boligkreditt AS. The breakdown is the same for the parent bank and the Group.

Securities debt Parent bank/Group
(NOK thousands) 30.06.2020 30.06.2019 31.12.2019
Certificate debt, nominal value - - -
Bond debt, nominal value 7,856,000 8,183,000 8,290,000
Value adjustments and accrued interest 120,121 7,220 (10,611)
Total securities issued 7,976,121 8,190,220 8,279,389
Change in securities issued
(NOK thousands)
Certificate debt, nominal value
Parent bank/Group
30.06.2020 Issued in 2020 Redeemed in
2020
31.12.2019
- - - -
Bond debt, nominal value 7,856,000 450,000 (884,000) 8,290,000
Value adjustments and accrued interest 120,121 - - (10,611)
Total securities issued 7,976,121 450,000 (884,000) 8,279,389
Subordinated loan capital Parent bank/Group
(NOK thousands) 30.06.2020 30.06.2019 31.12.2019
Subordinated loan capital 400,000 440,000 440,000
Value adjustments and accrued interest 764 3,059 4,404
Total subordinated loan capital 400,764 443,059 444,404
Change in subordinated loan capital Parent bank/Group
Redeemed in
30.06.2020 Issued in 2020 2020 31.12.2019
Subordinated loan capital 400,000 - (40,000) 440,000
Value adjustments and accrued interest 764 - - 4,404
Total subordinated loan capital 400,764 - (40,000) 444,404

Note 13 Segment information

The segment information is related to the way in which the Group is managed and followed up internally by the business through performance and capital reporting, proxies and procedures. The reporting of segments is divided into the following areas: Retail market (RM) and corporate market (CM) customers,

which include the parent bank and subsidiaries related to real estate and accounting services. Other subsidiaries include subsidiary companies that manage property. Group eliminations are shown together with undivided operations in a separate column (nonreportable segments).

Group 30.06.2020

Other Non-reportable
(NOK thousands) RM CM subsidiaries segments Total
Profit
Net interest income 183,218 129.932 (57) 18,230 331,323
Net commission and other income 167,020 58,105 90 80,913 306,128
Operating expenses 188,271 78,616 489 25,736 293,112
Profit before losses 161,967 109,421 (456) 73,407 344,339
Impairment of loans and guarantees 11,485 32,300 - 109 43,894
Profit before tax 150,482 77,121 (456) 73,298 300,446
Other Non-reportable
RM CM subsidiaries segments Total
Balance sheet
Net lending to customers 24,042,882 7,172,202 - 791,251 32,006,335
Other assets 81,539 34,869 12,889 8,358,337 8,487,634
Total assets per segment 24,124,421 7,207,071 12,889 9,149,589 40,493,970
Deposits from and liabilities to customers 16,499,789 9,037,767 - 410,542 25,948,098
Other equity and liabilities 7,624,632 (1,830,696) 12,889 8,739,047 14,545,872
Total equity and liabilities per segment 24,124,421 7,207,071 12,889 9,149,589 40,493,970

Group 30.06.2019

Other Non-reportable
(NOK thousands) RM CM subsidiaries segments Total
Profit
Net interest income 166,376 113,188 (35) 17,494 297,023
Net commission and other income 167,341 52,911 120 145,732 366,104
Operating expenses 194,452 78,294 539 13,066 286,351
Profit before losses 139,265 87,805 (454) 150,159 376,775
Impairment of loans and guarantees 3,725 380 - (405) 3,700
Profit before tax 135,540 87,425 (454) 150,564 373,075
RM CM Other
subsidiaries
Non-reportable
segments
Total
Balance sheet
Lending to customers 22,628,781 6,781,932 - 935,473 30,346,185
Loss provisions on loans (47,085) (112,669) - (233) (159,987)
Other assets 109,195 27,834 13,273 8,511,203 8,661,505
Total assets per segment 22,690,890 6,684,501 13,273 9,446,443 38,847,703
Deposits from and liabilities to customers 15,732,231 8,524,695 - 432,523 24,689,449
Other equity and liabilities 6,958,659 (1,840,194) 13,273 9,026,515 14,158,254
Total equity and liabilities per segment 22,690,890 6,684,501 13,273 9,459,038 38,847,703

Group 31.12.2019

Profit before tax 303,856 198,000 (2,221) 165,177 664,812
Impairment of loans and guarantees 8,365 (5,614) - (433) 2,318
Profit before losses 312,221 192,386 (2,221) 164,744 667,130
Operating expenses 394,895 159,367 1,719 32,353 588,334
Net commission and other income 339,218 103,005 240 156,477 598,940
Net interest income 367,898 248,748 (742) 40,620 656,524
Profit
(NOK thousands) RM CM subsidiaries segments Total
Other Non-reportable
Other Non-reportable
RM CM subsidiaries segments Total
Balance sheet
Net lending to customers 23,358,345 6,967,092 - 939,868 31,265,305
Other assets 91,591 25,163 12,219 7,428,164 7,557,137
Total assets per segment 23,449,936 6,992,255 12,219 8,368,032 38,822,442
Deposits from and liabilities to customers 15,451,151 8,577,994 - 414,145 24,443,290
Other equity and liabilities 7,998,785 (1,585,739) 12,219 7,953,887 14,379,152
Total equity and liabilities per segment 23,449,936 6,992,255 12,219 8,368,032 38,822,442

Note 14 Critical accounting estimates and discretionary valuations

In preparing the consolidated accounts, the management makes estimates and discretionary assessments, as well as assumptions that affect the impact of applying the accounting policies. This will therefore affect the reported amounts for assets, liabilities, income and expenses. In the financial statements for 2019, note 3 'Critical estimates and assessments regarding the use of accounting policies', gives more details of significant estimates and assumptions.

The IFRS 9 loss model is based on multiple input factors from the portfolios, where the events have incurred as of the balance sheet date but where there is some natural delay before updated information is entered into the

model. Because of this delay factor, the Bank has conducted an expanded review of our CM portfolio this quarter in order to identify and make provisions for individual commitments that we believe will experience specific problems making it through the crisis. PD/LGD levels cannot be recalibrated in the model as per 30 June.

In addition to expanded individual loss assessments, the Bank changed the model's scenario weighting this quarter based on an assessment. Please see the more detailed comments in note 3 and the Board of Directors' Interim Report.

Note 15 Sale of loans

SpareBank 1 BV and other owners have agreed to establish a liquidity facility for SpareBank 1 Boligkreditt AS and SpareBank 1 Næringskreditt AS. This means that the banks commit to buy bonds issued by the company up to a total value of 12 months' term to maturity. Each owner is principally liable for its share of the requirement, and secondarily for twice the primary liability under the same agreement. The bonds can be deposited with Norges Bank, so carry no significant added risk for SpareBank 1 BV.

The Bank has signed an agreement for the legal sale of loans with high security and collateral in real estate to SpareBank 1 Boligkreditt AS and SpareBank 1 Næringskreditt AS. For more information on the accounting treatment of the agreements, see note 2 and note 9 to the annual financial statements for 2019.

Note 16 Liquidity risk

Liquidity risk is the risk that the Bank may be unable to meet its payment obligations, and/or the risk of not being able to finance the desired growth in assets. SpareBank 1 BV draws up an annual liquidity strategy which addresses the Bank's liquidity risk, among other things.

The Group's liquidity risk is covered by the Bank's liquidity reserve/buffer. The main objective of Spare-Bank 1 BV is to maintain the viability of the Bank in a normal situation, without external funding, for 12

months. The Bank should also be able to survive a minimum of 150 days in a 'highly stressed' situation where there is no access to funding from the capital markets. The Bank exercises daily governance according to the above goals. A contingency plan has also been established to handle liquidity crises. The average remaining term to maturity in the portfolio of senior bond loans was 3 years as at 30 June 2020. Overall LCR was 211% at the end of the second quarter and average total LCR was 228% in the quarter.

Note 17 Measuring fair value of financial instruments

Financial instruments at fair value are classified at different levels.

Level 1: Valuation based on quoted prices on an active market. The fair value of financial instruments traded on active markets is based on the market price at the balance sheet date. A market is considered to be active if the market prices are easily and regularly available from a stock exchange, dealer, broker, economic grouping, pricing service or regulatory authority, and these prices represent actual and regularly occurring market transactions at arm's length. The category includes listed shares and units in mutual funds, treasury bills, government bonds and certificates that are traded in active markets.

Level 2 Valuation based on observable market data. Level 2 consists of instruments which are valued using information other than quoted prices, but where prices are directly or indirectly observable for the assets or liabilities, and also include

quoted prices on inactive markets.

  • These valuation methods maximise the use of observable data where it is available and rely as little as possible on the Bank's own estimates.
  • The fair value of interest rate swaps is calculated as the present value of estimated future cash flows based on the observable rate curve.
  • The fair value of bonds and certificates (assets and liabilities) is calculated as the present value of the estimated cash flow based on the observable yield curve, including an indicated credit spread on the issuer from a reputable brokerage firm or Reuters/ Bloomberg pricing services.
  • This category includes bonds, certificates, equity instruments, own securities issued measured at fair value, and derivatives.

Level 3: Valuation based on other than observable data. If no valuation is available in relation to level 1 and 2, valuation methods based on non-observable information are used.

  • Fair value of fixed rate deposits and loans: The Bank uses the base rate/reference rate on the loans, and discounts using its own swap curve to calculate the funding margin. The Bank has no 'day 1 profit'. For valuations at later dates, the Bank reads in reads customer interest and adjusts for funding and customer margins. Swap interest will be charged on the discount date. This is then compared with the swap rate on the calculation date taking account of the remaining term to maturity. Changes to the customer margin (administrative markup, markup for anticipated losses and return on equity) in the term of the loan are not assessed/taken into account.
  • Equity investments are valued at fair value under the following conditions:
    1. Price at the time of the last capital increase or last sale between independent parties, adjusted for changes in market conditions since the capital increase/sale.
    1. Fair value based on expected future cash flows for the investment.
  • On the remaining financial instruments, fair value is determined on the basis of value estimates obtained from external parties. For those unlisted shares where it is not possible to make a sufficiently reliable measurement of fair value, acquisition cost or impaired book value is used.
  • This category includes other equity instruments, loans at fair value over extended profit and the Bank's own fixed rate loans.
  • The fair value of mortgages is understood to be: Loans in loss category 1 - the nominal value of the loan (not equal to amortised cost). Loan in loss category 2, and 3 - the loan's nominal value decreases by the expected losses (= amortised cost). Loans in loss category 3K - the loan's nominal value decreases by individual impairment provisions (= amortised cost)

The Group's assets and liabilities measured at fair value as at 30 June 2020

Assets Level 1 Level 2 Level 3 Total
Financial assets at fair value
- Fixed-rate loans - - 1,623,929 1,623,929
- Loans at fair value through OCI - - 22,058,612 22,058,612
- Loans approved for Boligkreditt - - - -
- Bonds and certificates 210,440 4,406,550 - 4,616,990
- Equity Instruments 222,281 - 1,178,440 1,400,721
- Derivatives - 128,744 - 128,744
Total assets 432,721 4,535,294 24,860,981 29,828,996
Liabilities Level 1 Level 2 Level 3 Total
Financial liabilities at fair value
- Securities issued at fair value - 2,873,380 - 2,873,380
- Derivatives - 136,296 - 136,296
Total liabilities - 3,009,676 - 3,009,676

The Group's assets and liabilities measured at fair value as at 30 June 2019

Level 1 Level 2 Level 3 Total
1,701,865
- - 714,992 714,992
205,700 4,586,747 - 4,792,447
285,847 - 1,117,659 1,403,506
- 40,635 - 40,635
491,547 8,653,445
- - 1,701,865
4,627,382
3,534,516
Total liabilities - 2,711,091 - 2,711,091
- Derivatives - 37,931 - 37,931
- Securities issued at fair value - 2,673,160 - 2,673,160
Financial liabilities at fair value
Liabilities Level 1 Level 2 Level 3 Total

The Group's assets and liabilities measured at fair value as at 31 December 2019

Assets Level 1 Level 2 Level 3 Total
Financial assets at fair value
- Fixed-rate loans - - 1,774,341 1,774,341
- Loans at fair value through OCI - - 21,307,310 21,307,310
- Approved loans to Boligkreditt - - - -
- Bonds and certificates 702,701 3,412,312 - 4,115,013
- Equity Instruments 240,683 - 1,177,757 1,418,440
- Derivatives - 19,418 - 19,418
Total assets 943,384 3,431,730 24,259,408 28,634,522
Liabilities Level 1 Level 2 Level 3 Total
Financial liabilities at fair value
- Fixed rate deposits - - - -
- Securities issued at fair value - 2,784,981 - 2,784,981
- Derivatives - 37,447 - 37,447
Total liabilities - 2,822,428 - 2,822,428

Changes in instruments classified as Level 3 as at 30 June 2020

Fixed-rate loans Shares at fair
value through
profit or loss
Loans approved
for Boligkreditt
Lending at fair
value through
OCI
Opening balance 01.01.2020 1,774,341 1,177,757 - 21,307,310
Additions 91,588 - - 7,015,229
Disposals (242,000) (1,000) - (6,263,927)
Net gain/loss on financial instruments - 1,683 - -
Closing balance 30.06.2020 1,623,929 1,178,440 - 22,058,612
Changes in instruments classified as Level 3 as at 30 June 2019 Shares available Loans approved
for Boligkreditt
821,136
Fixed-rate loans for sale
Opening balance 01.01.2019 1,686,961 1,051,757
Additions 123,000 85,000 276,000
Disposals (108,096) (20,000) (412,000)
Net gain/loss on financial instruments - 902 -
Closing balance 30.06.2019 1,701,865 1,117,659 685,136

Changes in instruments classified as Level 3 as at 31 December 2019

Fixed-rate loans Shares at fair
value through
profit or loss
Loans approved
for Boligkreditt
Lending at fair
value through
OCI
Opening balance 01.01.2019 1,686,961 1,051,757 821,136 -
Change as a result of the reassessment retail market - - - 21,307,310
Additions 332,000 154,000 276,000 -
Disposals (244,620) (20,000) (1,097,136) -
Net gain/loss on financial instruments - (8,000) - -
Closing balance 31.12.2019 1,774,341 1,177,757 - 21,307,310

Note 18 Events after the balance sheet date

No events with a material bearing on the financial statements have occurred since the balance sheet day. However, the ongoing pandemic means there is considerable uncertainty associated with critical accounting estimates and discretionary assessments as at 30 June 2020. In connection with this, please see in particular the discussions in the Board of Directors' Interim Report, note 3 and note 14.

Declaration by the Board and CEO

We declare that, to the best of our knowledge and belief, the interim accounts for the period 1 January to 30 June 2020 have been prepared in accordance with IAS 34 'Interim reporting', and that the information in the financial statements gives a true picture of the Bank's and the Group's assets, liabilities, financial position and results as a whole.

We also declare that, to the best of our knowledge and belief, the interim report provides an accurate summary of key events in the accounting period and their influence on preliminary annual accounts, the major risk and uncertainty factors facing the business In the coming accounting period, and significant transactions with close associates.

Tønsberg, 11 August 2020 The Board of Directors of SpareBank 1 BV

Finn Haugan Chair of the Board

Heine Wang Deputy Chair Elisabeth Haug

Janne Sølvi Weseth Gisle Dahn

Hanne Myhre Gravdal Employee representative Geir Arne Vestre Employee representative Rune Fjeldstad Managing Director

Earnings per equity certificate

Earnings per equity certificate are calculated by dividing the portion of the profit for the year that is assigned to the company's equity certificate holders (minus own equity certificates) by a weighted average of the number of equity certificates over the year.

Diluted earnings per equity certificate

In the calculation of diluted earnings per equity certificate, the weighted average number of issued ordinary equity certificates in circulation is adjusted for the effect of converting potential equity certificates which could lead to dilution. The Bank has no potential equity certificates that could cause dilution as at 30 June 2020. Diluted earnings per equity certificate is therefore equal to earnings per equity certificate.

Parent bank
30.06.2020
(NOK thousands)
Based on profit for the year divided between equity certificate holders and primary capital 204,911
Number of equity certificates issued 63,101
Earnings per equity certificate 1.78
Par value 15.00

Calculation of equity certificate fraction (based on OB 2020)

Adjusted primary capital 01.01.2020
Total equity 5,016,685
- fund for unrealised gains (FUG) (25,234)
- additional Tier 1 capital (250,000)
- allocated dividends classified as equity (152,705)
Total adjusted primary capital 4,588,745
Equity certificate fraction
Equity certificate capital 946,501
Share premium fund 1,026,427
Risk equalisation fund 536,885
Total equity certificate holders 2,509,813
Equity certificate fraction 54.69%
Adjusted profit for the year 30.06.2020
Profit for the year 211,044
- corrected for interest on additional Tier 1 capital recognised directly against equity (6,256)
- corrected for FUG 123
Adjusted profit for the year 204,911

Change in price June 2019 – June 2020

20 largest shareholders

Quantity Share
SpareBank 1 Stiftelsen BV 13,642,787 21.62%
Sparbankstiftelsen Nøtterøy-Tønsberg 10,925,503 17.31%
Verdipapirfondet Eika 1,998,674 3.17%
Pareto AS 1,532,868 2.43%
Landkreditt Utbytte 1,000,000 1.58%
Wenaasgruppen AS 907,432 1.44%
Melesio Capital NYE AS 853,368 1.35%
Bergen Kommunale Pensjonskasse 780,000 1.24%
Catilina Invest AS 731,950 1.16%
Foretakskonsulenter AS 621,230 0.98%
Sanden AS 588,000 0.93%
Hamjern Invest AS 453,545 0.72%
JAG Holding AS 400,000 0.63%
Norgesinvestor Proto AS 400,000 0.63%
Johansen Kjell Petter 372,000 0.59%
Salt Value AS 370,750 0.59%
Verdipapirfondet Nordea Norge 336,849 0.53%
Hausta Investor AS 330,000 0.52%
Espedal & Co AS 299,198 0.47%
Lindvard Invest AS 277,000 0.44%
Total for 20 largest shareholders 36,821,154 58.35%
Other owners 26,280,199 41.65%
Equity certificates issued 63,101,353 100.00%

Dividend policy

SpareBank 1 BV aims to achieve results that deliver a good return on the Bank's equity. This will ensure its owners a competitive, stable, long-term return in terms of dividends and higher prices for its equity certificates.

Each year's profit will be distributed proportionately between equity share capital and the primary capital fund based on their relative share of the Bank's equity.

The Bank's policy is that a minimum 50% of the equity certificate holders' share of each year's profit should be paid out as a cash dividend.

The following factors will be considered in determining the level of the total annual dividend from the Bank:

  • The Bank's financial strength
  • Financial performance
  • External conditions
  • Long-term goal of stable ownership fractions

Statements on future matters

The report contains statements about future circumstances that reflect the executive management team's current view of certain future events and potential financial performance.

Although SpareBank 1 BV believes that the expectations expressed in such statements about the future are reasonable, there can be no guarantee that the expectation will prove to have been correct. Results could therefore vary greatly from those assumed in the statements regarding future circumstances.

Important factors that can cause such differences for SpareBank 1 BV include, but are not limited to: (i) macroeconomic developments, (ii) changes in the market, and (iii) changes in interest rates.

This report does not mean that SpareBank 1 BV undertakes to revise these statements on future matters beyond that which is required by applicable law or applicable stock exchange rules if and when circumstances arise that will cause changes compared with the situation on the date when the statements were made.

Sørkedalsveien 6 Postboks 7000 Majorstuen 0306 Oslo KPMG AS Sørkedalsveien 6 Postboks 7000 Majorstuen 0306 Oslo

Fax +47 22 60 96 01 Internet www.kpmg.no Enterprise 935 174 627 MVA Telephone +47 04063 Fax +47 22 60 96 01 Internet www.kpmg.no Enterprise 935 174 627 MVA

To the Board of Directors of SpareBank 1 BV To the Board of Directors of SpareBank 1 BV

Report on Review of Interim Financial Information Report on Review of Interim Financial Information

Introduction

We have reviewed the accompanying consolidated condensed interim balance sheet of SpareBank 1 BV as of 30 June 2020, which shows an equity of TNOK 5 171 494 for the parent company and TNOK 5 380 562 for the group, the condensed income statements for the six-month period of 1 January 2020 - 30 June 2020 which shows an interim result before tax of TNOK 264 894 for the parent company and TNOK 300 446 for the group, the condensed statement of changes in equity and the condensed cash flow statement, 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. Introduction We have reviewed the accompanying consolidated condensed interim balance sheet of SpareBank 1 BV as of 30 June 2020, which shows an equity of TNOK 5 171 494 for the parent company and TNOK 5 380 562 for the group, the condensed income statements for the six-month period of 1 January 2020 - 30 June 2020 which shows an interim result before tax of TNOK 264 894 for the parent company and TNOK 300 446 for the group, the condensed statement of changes in equity and the condensed cash flow statement, 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. Scope of Review We conducted our review in accordance with International Standard on Review Engagements 2410, Review of Interim Financial Information Performed by the Independent Auditor of the Entity. A review of interim financial information consists of making inquiries, primarily of persons responsible for financial and accounting matters, and applying analytical and other review procedures. A review is substantially less in scope than an audit conducted in accordance with International Standards on Auditing (ISAs), and consequently does not enable us to obtain assurance that we would become aware of all significant matters that might be identified in an audit. Accordingly, we do not express an audit opinion.

Conclusion

Based on our review, nothing has come to our attention that causes us to believe that the accompanying consolidated interim financial information does not present fairly, in all material respects, the financial position of the entity as at 30 June 2020, and its financial performance and its cash flows for the six-month period then ended in accordance with IAS 34 Interim Financial Reporting. Conclusion Based on our review, nothing has come to our attention that causes us to believe that the accompanying consolidated interim financial information does not present fairly, in all material respects, the financial position of the entity as at 30 June 2020, and its financial performance and its

Oslo, 11 August 2020 KPMG AS Oslo, 11 August 2020

Svein Arthur Lyngroth State Authorised Public Accountant Svein Arthur Lyngroth

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

Oslo Elverum Mo i Rana Stord
Alta Finnsnes Molde Straume
Arendal Hamar Skien Tromsø
Bergen Haugesund Sandefjord Trondheim
Bodø Knarvik Sandnessjøen Tynset
Drammen Kristiansand Stavanger Ålesund

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