Financial and Mortgage Portfolio Overview slide image

Financial and Mortgage Portfolio Overview

Strong capital position and dividend capacity Opportunity exists to optimise capital composition and to continue consistent dividends Highlights Current and long-term expected total capital requirements of 17.9% and 19.0% respectively Additional AT1 issuance potential of ISK 6-7bn to optimise capital structure Increase in REA in 2Q22 due to strong and profitable loan growth in 2Q22. This leads to drop in CET1 ratio and a reduction in excess capital Capital ratios and leverage ratio % of REA (% of total exposure for leverage ratio) 24.7% 25.3% 22.9% 22.5% 2.8% 2.8% 21.5% 2.8% 1.2% 2.6% 2.3% 1.1% 1.0% 13.2% 13.6% 12.4% 20.1% 12.4% 12.5% 20.6% 21.3% 18.8% 18.2% 16.5% 30.6.21 30.9.21 CET1 ratio 31.12.21 AT1 31.3.22 Tier 2 30.6.22 CET1 target Leverage ratio Risk exposure amount (REA) ISKbn 69% 65% 64% 63% 63% 992 924 918 945 902 81 85 81 85 81 19 20 20 14 19 819 819 802 845 892 30/6/21 30/9/21 31/12/21 Credit risk Market risk 31/3/22 Operational risk 30/6/22 REA/Total assets Capital distribution plans - ISK 30-35bn of excess CET1 capital Plan to optimise capital structure before year-end 2023 Distribution in the form of share buybacks or special dividends, method and timing subject to the market conditions ISK 15bn of capital release planned in the coming months, subject to market conditions 14 August-September 2022
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