Investor Presentation - First Nine Months 2022 slide image

Investor Presentation - First Nine Months 2022

Investor Presentation - First nine months 2022 Danske Bank covered bond universe, a transparent pool structure¹ Danske Bank www Residential mortgages . Denmark, D-pool • Norway, I-pool • Sweden, Danske Hypotek AB Finland, Danske Mortgage Bank Plc Commercial mortgages • Sweden and Norway, C-pool Danske Bank REALKREDIT Danmark Residential and commercial mortgages ΕΠ Capital Centre T (adjustable-rate mortgages] Capital Centre S (fixed-rate callable mortgages) Danske Bank A/S I-pool S&P AAA Fitch AAA + Norway Danske Bank A/S C-pool S&P AAA Fitch AAA + + Realkredit Danmark A/S S&P AAA Fitch AAA Scope AAA Danske Bank A/S D-pool S&P AAA Fitch AAA + Denmark 1 The migration of Swedish residential loans from Danske Bank's I-pool and Swedish residential-like loans from Danske Bank's C-pool to Danske Hypotek AB, is ongoing. Details of the composition of individual cover pools can be found on the respective issuers' website. Sweden + Danske Hypotek AB S&P AAA Nordic Credit Rating AAA Finland Danske Mortgage Bank Plc Moody's Aaa 41
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