Capital and Risk Management Report 2023
Appendix F Nordea Kredit Realkreditaktieselskab
Confidential
Table of contents
Table name | Table Number |
Capital Position | |
EU KM1 - Key metrics template | 1 |
EU CC1 - Composition of regulatory own funds | 2 |
EU CC2 - Reconciliation of regulatory own funds to balance sheet in the audited financial statements | 3 |
EU OV1 - Overview of total risk exposure amounts | 4 |
Credit Risk | |
EU CR1 - Performing and non-performing exposures and related provisions | 5 |
EU CR1-A - Maturity of exposures | 6 |
EU CR2 - Changes in the stock of non-performing loans and advances | 7 |
EU CR3 - CRM techniques overview: Disclosure of the use of credit risk mitigation techniques | 8 |
EU CR4 - standardised approach - Credit risk exposure and CRM effects | 9 |
EU CR7 - IRB approach - Effect on the RWEAs of credit derivatives used as CRM techniques | 10 |
EU CR7-A - IRB approach - Disclosure of the extent of the use of CRM techniques | 11 |
EU CR8 - RWEA flow statements of credit risk exposures under the IRB approach | 12 |
EU CQ1 - Credit quality of forborne exposures | 13 |
EU CQ3 - Credit quality of performing and non-performing exposures by past due days | 14 |
EU CQ4 - Quality of non-performing exposures by geography | 15 |
EU CQ5 - Credit quality of loans and advances to non-financial corporations by industry | 16 |
EU CQ7 - Collateral obtained by taking possession and execution processes | 17 |
Liquidity | |
EU LIQ1 - Quantitative information of LCR | 18 |
EU LIQ2 - Net Stable Funding Ratio | 19 |
Operational Risk | |
EU OR1 - Operational risk own funds requirements and risk-weighted exposure amounts | 20 |
Other | |
EU LR1 - LRSum: Summary reconciliation of accounting assets and leverage ratio exposures | 21 |
EU LR2 - LRCom: Leverage ratio common disclosure | 22 |
EU LR3 - LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures) | 23 |
EU CCyB1 - Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer | 24 |
EU CCyB2 - Amount of institution-specific countercyclical capital buffer | 25 |
Not applicable template list
1
Table 1 - EU KM1 - Key metrics template
During the second half of 2023, total own funds for RealKredit decreased by EUR 5m. CET1 capital decreased by EUR 5m, while AT1 capital and T2 capital remained stable. Total REA increased by EUR 31m over the period, the CET1 ratio decreased by 0.1pp to 28.5% and the TCR decreased by 0.1pp to 30.7%. The leverage ratio remained stable at 4.8% during the period.
a | b | c | d | e | ||
Available own funds (amounts) | 2023 Q4 | 2023 Q3 | 2023 Q2 | 2023 Q1 | 2022 Q4 | |
1 | Common Equity Tier 1 (CET1) capital | 2,771 | 2,776 | 2,774 | ||
2 | Tier 1 capital | 2,771 | 2,776 | 2,774 | ||
3 | Total capital | 2,980 | 2,984 | 2,982 | ||
Risk-weighted exposure amounts | ||||||
4 | Total risk exposure amount | 9,717 | 9,686 | 9,783 | ||
Capital ratios (as a percentage of risk-weighted exposure amount) | ||||||
5 | Common Equity Tier 1 ratio (%) | 28.5% | 28.7% | 28.4% | ||
6 | Tier 1 ratio (%) | 28.5% | 28.7% | 28.4% | ||
7 | Total capital ratio (%) | 30.7% | 30.8% | 30.5% | ||
Additional own funds requirements to address risks other than the risk of excessive leverage (as a percentage of risk-weighted exposure amount) | ||||||
EU 7a | Additional own funds requirements to address risks other than the risk of excessive | 2.6% | 2.2% | 2.2% | ||
leverage (%) | ||||||
EU 7b | of which: to be made up of CET1 capital (percentage points) | 1.5% | 1.2% | 1.2% | ||
EU 7c | of which: to be made up of Tier 1 capital (percentage points) | 1.9% | 1.6% | 1.6% | ||
EU 7d | Total SREP own funds requirements (%) | 10.6% | 10.2% | 10.2% | ||
Combined buffer and overall capital requirement (as a percentage of risk-weighted exposure amount) | ||||||
8 | Capital conservation buffer (%) | 2.5% | 2.5% | 2.5% | ||
EU 8a | Conservation buffer due to macro-prudential or systemic risk identified at the level of a | 0.0% | 0.0% | 0.0% | ||
Member State (%) | ||||||
9 | Institution specific countercyclical capital buffer (%) | 2.5% | 2.5% | 2.0% | ||
EU 9a | Systemic risk buffer (%) | 0.0% | 0.0% | 0.0% | ||
10 | Global Systemically Important Institution buffer (%) | 0.0% | 0.0% | 0.0% | ||
EU 10a | Other Systemically Important Institution buffer (%) | 1.5% | 1.5% | 1.5% | ||
11 | Combined buffer requirement (%) | 6.5% | 6.5% | 6.0% | ||
EU 11a | Overall capital requirements (%) | 17.1% | 16.6% | 16.1% | ||
12 | CET1 available after meeting the total SREP own funds requirements (%) | 20.1% | 20.7% | 20.3% | ||
Leverage ratio | ||||||
13 | Total exposure measure | 57,685 | 57,345 | 57,263 | ||
14 | Leverage ratio (%) | 4.8% | 4.8% | 4.8% | ||
Additional own funds requirements to address the risk of excessive leverage (as a percentage of total exposure measure) | ||||||
EU 14a | Additional own funds requirements to address the risk of excessive leverage (%) | 0.0% | 0.0% | 0.0% | ||
EU 14b | of which: to be made up of CET1 capital (percentage points) | 0.0% | 0.0% | 0.0% | ||
EU 14c | Total SREP leverage ratio requirements (%) | 3.0% | 3.0% | 3.0% | ||
Leverage ratio buffer and overall leverage ratio requirement (as a percentage of total exposure measure) | ||||||
EU 14d | Leverage ratio buffer requirement (%) | 0.0% | 0.0% | 0.0% | ||
EU 14e | Overall leverage ratio requirement (%) | 3.0% | 3.0% | 3.0% | ||
Liquidity Coverage Ratio | ||||||
15 | Total high-quality liquid assets (HQLA) (Weighted value -average) | 2,477 | 2,495 | 2,537 | 2,634 | 2,701 |
EU 16a | Cash outflows - Total weighted value | 534 | 589 | 598 | 560 | 496 |
EU 16b | Cash inflows - Total weighted value | 388 | 432 | 383 | 326 | 362 |
16 | Total net cash outflows (adjusted value) | 332 | 352 | 351 | 329 | 266 |
17 | Liquidity coverage ratio (%) | 1894% | 1831% | 1776% | 2451% | 2925% |
Net Stable Funding Ratio | ||||||
18 | Total available stable funding | 3,558 | 3,556 | 3,568 | 3,567 | 3,580 |
19 | Total required stable funding | 424 | 551 | 496 | 501 | 494 |
20 | NSFR ratio (%) | 838.3% | 645.6% | 719.0% | 711.6% | 724.8% |
2
Table 2 - EU CC1 - Composition of regulatory own funds
At the end of 2023, Tier 1 capital, CET1 capital and Total own funds decreased by EUR -3m compared to 2022. Tier 2 capital remained unchanged.
EURm | (a) | (b) |
Source based on reference
numbers/letters of the
Amounts balance sheet under the regulatory scope of
consolidation
Common Equity Tier 1 (CET1) capital: instruments and reserves | |||
1 | Capital instruments and the related share premium accounts | 230 | 1 |
of which: Instrument type 1 | 230 | ||
of which: Instrument type 2 | |||
of which: Instrument type 3 | |||
2 | Retained earnings | 2,615 | 2.3 |
3 | Accumulated other comprehensive income (and other reserves) | 0 | |
EU-3a | Funds for general banking risk |
- Amount of qualifying items referred to in Article 484 (3) CRR and the related share premium accounts subject to phase out from CET1
- Minority interests (amount allowed in consolidated CET1)
EU-5a | Independently reviewed interim profits net of any foreseeable charge or dividend | |
6 | Common Equity Tier 1 (CET1) capital before regulatory adjustments | 2,846 |
Common Equity Tier 1 (CET1) capital: regulatory adjustments | ||
7 | Additional value adjustments (negative amount) | -31 |
8 | Intangible assets (net of related tax liability) (negative amount) | |
10 | Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net | 7 |
of related tax liability where the conditions in Article 38 (3) CRR are met) (negative amount) | ||
11 | Fair value reserves related to gains or losses on cash flow hedges of financial instruments that are not | |
valued at fair value | ||
12 | Negative amounts resulting from the calculation of expected loss amounts | -38 |
- Any increase in equity that results from securitised assets (negative amount)
- Gains or losses on liabilities valued at fair value resulting from changes in own credit standing
- Defined-benefitpension fund assets (negative amount)
- Direct, indirect and synthetic holdings by an institution of own CET1 instruments (negative amount)
- Direct, indirect and synthetic holdings of the CET 1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)
- Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)
- Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above 10% threshold and net
of eligible short positions) (negative amount)
EU-20a Exposure amount of the following items which qualify for a RW of 1250%, where the institution opts for the deduction alternative
EU-20b of which: qualifying holdings outside the financial sector (negative amount)
EU-20c of which: securitisation positions (negative amount)
EU-20d of which: free deliveries (negative amount)
- Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability where the conditions in Article 38 (3) CRR are met) (negative amount)
- Amount exceeding the 17.65% threshold (negative amount)
- of which: direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial
sector entities where the institution has a significant investment in those entities | |
24 Not applicable | N/A |
25 of which: deferred tax assets arising from temporary differences EU-25aLosses for the current financial year (negative amount)
EU-25b Foreseeable tax charges relating to CET1 items except where the institution suitably adjusts the amount of CET1 items insofar as such tax charges reduce the amount up to which those items may be used to cover
risks or losses (negative amount) | ||
26 | Not applicable | N/A |
27 | Qualifying AT1 deductions that exceed the AT1 items of the institution (negative amount) | |
27a | Other regulatory adjustments | -6 |
28 | Total regulatory adjustments to Common Equity Tier 1 (CET1) | -74 |
29 | Common Equity Tier 1 (CET1) capital | 2,771 |
3
EURm | (a) | (b) |
Source based on reference
numbers/letters of the
Amounts balance sheet under the regulatory scope of
consolidation
Additional Tier 1 (AT1) capital: instruments
- Capital instruments and the related share premium accounts
- of which: classified as equity under applicable accounting standards
- of which: classified as liabilities under applicable accounting standards
- Amount of qualifying items referred to in Article 484 (4) CRR and the related share premium accounts
subject to phase out from AT1
EU-33a Amount of qualifying items referred to in Article 494a(1) CRR subject to phase out from AT1 EU-33b Amount of qualifying items referred to in Article 494b(1) CRR subject to phase out from AT1
- Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held by third parties
- of which: instruments issued by subsidiaries subject to phase out
- Additional Tier 1 (AT1) capital before regulatory adjustments
Additional Tier 1 (AT1) capital: regulatory adjustments
- Direct, indirect and synthetic holdings by an institution of own AT1 instruments (negative amount)
- Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)
- Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)
- Direct, indirect and synthetic holdings by the institution of the AT1 instruments of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative
amount)
-
Qualifying T2 deductions that exceed the T2 items of the institution (negative amount)
42a Other regulatory adjustments to AT1 capital - Total regulatory adjustments to Additional Tier 1 (AT1) capital
- Additional Tier 1 (AT1) capital
45 | Tier 1 capital (T1 = CET1 + AT1) | 2,771 | |
Tier 2 (T2) capital: instruments | |||
46 | Capital instruments and the related share premium accounts | 208 | 1 |
47 | Amount of qualifying items referred to in Article 484(5) CRR and the related share premium accounts | ||
subject to phase out from T2 as described in Article 486(4) CRR | |||
EU-47a | Amount of qualifying items referred to in Article 494a(2) CRR subject to phase out from T2 | ||
EU-47b | Amount of qualifying items referred to in Article 494b(2) CRR subject to phase out from T2 |
- Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties
- of which: instruments issued by subsidiaries subject to phase out
50 | Credit risk adjustments | 0 |
51 | Tier 2 (T2) capital before regulatory adjustments | 208 |
4
EURm | (a) | (b) |
Source based on reference
numbers/letters of the
Amounts balance sheet under the regulatory scope of
consolidation
Tier 2 (T2) capital: regulatory adjustments
- Direct, indirect and synthetic holdings by an institution of own T2 instruments and subordinated loans (negative amount)
- Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)
- Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)
- Direct, indirect and synthetic holdings by the institution of the T2 instruments and subordinated loans of financial sector entities where the institution has a significant investment in those entities (net of eligible
short positions) (negative amount) | ||
EU-56a | Qualifying eligible liabilities deductions that exceed the eligible liabilities items of the institution (negative | |
amount) | ||
EU-56b | Other regulatory adjustments to T2 capital | |
57 | Total regulatory adjustments to Tier 2 (T2) capital | |
58 | Tier 2 (T2) capital | 208 |
59 | Total capital (TC = T1 + T2) | 2,980 |
60 | Total Risk exposure amount | 9,717 |
Capital ratios and requirements including buffers | ||
61 | Common Equity Tier 1 capital | 28.5% |
62 | Tier 1 capital | 28.5% |
63 | Total capital | 30.7% |
64 | Institution CET1 overall capital requirements | 12.4% |
65 | of which: capital conservation buffer requirement | 2.5% |
66 | of which: countercyclical capital buffer requirement | 2.5% |
67 of which: systemic risk buffer requirement
EU-67a | of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution | 1.5% |
(O-SII) buffer requirement | ||
EU-67b | of which: additional own funds requirements to address the risks other than the risk of excessive | 1.5% |
leverage | ||
68 | Common Equity Tier 1 capital (as a percentage of risk exposure amount) available after meeting the | 20.1% |
minimum capital requirements |
Amounts below the thresholds for deduction (before risk weighting)
- Direct and indirect holdings of own funds and eligible liabilities of financial sector entities where the institution does not have a significant investment in those entities (amount below 10% threshold and net of eligible short positions)
- Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount below 17.65% thresholds and net of
eligible short positions) | ||
75 | Deferred tax assets arising from temporary differences (amount below 17.65% threshold, net of related tax | 0 |
liability where the conditions in Article 38 (3) CRR are met) | ||
Applicable caps on the inclusion of provisions in Tier 2 | ||
76 | Credit risk adjustments included in T2 in respect of exposures subject to standardised approach (prior to | |
the application of the cap) | ||
77 | Cap on inclusion of credit risk adjustments in T2 under standardised approach | |
78 | Credit risk adjustments included in T2 in respect of exposures subject to internal ratings-based approach | 0 |
(prior to the application of the cap) | ||
79 | Cap for inclusion of credit risk adjustments in T2 under internal ratings-based approach | 50 |
Capital instruments subject to phase-out arrangements (only applicable between 1 Jan 2014 and 1 Jan 2022)
- Current cap on CET1 instruments subject to phase out arrangements
- Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities)
- Current cap on AT1 instruments subject to phase out arrangements
- Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities)
- Current cap on T2 instruments subject to phase out arrangements
- Amount excluded from T2 due to cap (excess over cap after redemptions and maturities)
5
Table 3 - EU CC2 - reconciliation of regulatory own funds to balance sheet in the audited financial statements
At the end of the fourth quarter of 2023 total assets as published in the financial statements stood at EUR 57.7bn (EUR 57.2bn in Q4 2022), total liabilities amounted to EUR 54.5bn (EUR 54.0bn in Q4 2022) and equity amounted to EUR 3.0bn (EUR 3.0bn in Q4 2022).
EURm | a & b | c | |
Balance sheet as in | |||
published financial | Reference | ||
statements | |||
As at period end | |||
Assets - Breakdown by asset classes according to the balance sheet in the published financial statements | |||
1 | Cash in hand and demand deposits with central banks | 942 | |
2 | Receivables from credit institutions and central banks | 4,293 | |
3 | Loans and receivables at fair value | 52,420 |
4 Loans and receivables at amortised cost
5 | Investment in associated undertaking | 3 | |
6 | Tangible assets | ||
7 | Deferred tax assets | 0 | 10 |
8 | Current tax assets | 10 | |
9 | Assets held temporarily | 1 | |
10 | Other assets | 19 | |
11 | Prepaid expenses | 1 | |
Total assets | 57,689 | ||
Liabilities - Breakdown by liability classes according to the balance sheet in the published financial statements | |||
1 | Debt to credit institutions and central banks | 1,089 | |
2 | Bonds in issue at fair value | 52,915 | |
3 | Other liabilities | 477 |
4 Deferred income
Total liabilities | 54,481 | ||
Subordinated debt | |||
Subordinated debt | 208 | ||
1 | of which: T2 Capital instruments and the related share premium accounts | 208 | 46 |
Shareholders' Equity | |||
1 | Share capital | 230 | 1 |
2 | Other reserves | 3 | 2 |
3 | Retained earnings | 2,612 | 2 |
4 | Proposed dividends | 154 | |
Total shareholders' equity | 3,000 | ||
Total liabilities and shareholders' equity | 57,689 |
Contingent liabilities
1 | Guarantees etc | |
2 | Credit commitments | 139 |
Total contingent liabilities | 139 |
6
Table 4 - EU OV1 - Overview of total risk exposure amounts
The table provides an overview of total REA for 2023. Credit risk was the largest risk type, accounting for approximately 94% of Pillar I REA, followed by operational risk which was the second largest risk type. REA decreased by EUR 0.1bn during the period, mainly driven by counterparty credit risk.
EURm
Total risk exposure amounts (TREA) Total own funds requirements
a | b | c | ||
Q4 2023 | Q4 2022 | Q4 2023 | ||
1 | Credit risk (excluding CCR) | 9,121 | 9,068 | 730 |
2 | Of which the standardised approach | 819 | 887 | 65 |
3 | Of which the Foundation IRB (F-IRB) approach | 42 | 52 | 3 |
4 Of which slotting approach
EU 4a | Of which equities under the simple riskweighted approach | |||
5 | Of which the Advanced IRB (A-IRB) approach | 8,260 | 8,128 | 661 |
6 | Counterparty credit risk - CCR | 2 | 129 | 0 |
7 | Of which the standardised approach | 2 | 129 | 0 |
- Of which internal model method (IMM) EU 8a Of which exposures to a CCP
EU 8b Of which credit valuation adjustment - CVA - Of which other CCR
- Settlement risk
- Securitisation exposures in the non-trading book (after the cap)
- Of which SEC-IRBA approach
- Of which SEC-ERBA (including IAA)
- Of which SEC-SA approach
EU 19a Of which 1250% / deduction
- Position, foreign exchange and commodities risks (Market risk)
- Of which the standardised approach
- Of which IMA
EU 22a | Large exposures | |||
23 | Operational risk | 590 | 584 | 47 |
EU 23a | Of which basic indicator approach | |||
EU 23b | Of which standardised approach | 590 | 584 | 47 |
EU 23c | Of which advanced measurement approach | |||
24 | Amounts below the thresholds for deduction (subject to 250% risk weight) | 1 | 1 | 0 |
29 | Total | 9,713 | 9,780 | 777 |
Additional risk exposure amount related to Finnish RW floor due to Article 458 CRR | ||||
Additional risk exposure amount related to Swedish RW floor due to Article 458 CRR | 4 | 3 | 0 | |
Article 3 CRR Buffer | ||||
Pillar 1 total | 9,717 | 9,783 | 777 | |
7
Table 5 - EU CR1 - Performing and non-performing exposures and related provisions
Total gross carrying amount of performing and non-performing loans and advances amounted to EUR 57bn at the end of 2023, of which non-performing amounted to EUR 396m. Allowances in stage 3 for non-performing loans and advances were EUR 30m at the end of 2023. The coverage ratio, including loans and advances fair value through profit and loss (FV through PL), was 8%.
EURm | a | b | c | d | e | f | g | h | i | j | k | l | m | n | o | ||
Gross carrying amount/nominal amount | Accumulated impairment, accumulated negative changes in fair value due to | Collaterals and financial | |||||||||||||||
credit risk and provisions | guarantees received | ||||||||||||||||
Non-performing exposures - | Accumulate | ||||||||||||||||
Performing exposures - accumulated | accumulated impairment, | ||||||||||||||||
Performing exposures | Non-performing exposures | d partial | On | On non- | |||||||||||||
impairment and provisions | accumulated negative changes in fair | ||||||||||||||||
write-off | performing | performing | |||||||||||||||
value due to credit risk and provisions | |||||||||||||||||
exposures | exposures | ||||||||||||||||
Q4 2023 | of which: | of which: | of which: | of which: | of which: | of which: | of which: | of which: | |||||||||
stage 1 | stage 2 | stage 2 | stage 3 | stage 1 | stage 2 | stage 2 | stage 3 | ||||||||||
005 | Cash balances at central banks | 1,145 | 1,145 | ||||||||||||||
and other demand deposits | |||||||||||||||||
010 | Loans and advances | 56,391 | 56,391 | 396 | 396 | -30 | -30 | 52,333 | 314 | ||||||||
020 | Central banks | ||||||||||||||||
030 | General governments | 15 | 15 | 15 | |||||||||||||
040 | Credit institutions | 4,058 | 4,058 | ||||||||||||||
050 | Other financial corporations | 816 | 816 | 1 | 1 | -0 | -0 | 816 | 1 | ||||||||
060 | Non-financial corporations | 16,379 | 16,379 | 127 | 127 | -5 | -5 | 16,379 | 121 | ||||||||
070 | Of which SMEs | 9,829 | 9,829 | 76 | 76 | -0 | -0 | 9,829 | 75 | ||||||||
080 | Households | 35,123 | 35,123 | 269 | 269 | -25 | -25 | 35,123 | 192 |
- Debt securities
- Central banks
- General governments
- Credit institutions
- Other financial corporations
- Non-financialcorporations
150 | Off-balance-sheet exposures | 95 | 95 | 0 | 0 | -0 | -0 | ||||
160 | Central banks | ||||||||||
170 | General governments | ||||||||||
180 | Credit institutions | ||||||||||
190 | Other financial corporations | 1 | 1 | ||||||||
200 | Non-financial corporations | 52 | 52 | ||||||||
210 | Households | 42 | 42 | 0 | 0 | -0 | -0 | ||||
220 | Total | 57,632 | 57,632 | 396 | 396 | -0 | -0 | -30 | -30 | 52,333 | 314 |
8
Table 6 - EU CR1-A - Maturity of exposures
EU CR1-A discloses net exposure values for on-balance and off-balance sheet exposures. For exposures classified as loans and advances, about 98% were in the >5 years bucket, whereas for exposure classified as debt securities, 100% were in the No stated maturity bucket. At the end of 2023, the total exposure amount for both groups amounted to EUR 53.7bn.
EURm | a | b | c | d | e | f | |
Net exposure value | |||||||
On demand | <= 1 year | > 1 year <= 5 | > 5 years | No stated | Total | ||
years | maturity | ||||||
1 | Loans and advances | 204 | 112 | 692 | 51,760 | 54 | 52,822 |
2 | Debt securities | 942 | 942 | ||||
3 | Total | 204 | 112 | 692 | 51,760 | 995 | 53,763 |
9
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Nordea Bank Abp published this content on 15 March 2024 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 15 March 2024 16:15:14 UTC.