Covered Bond Framework Q1 2021

Loan To Value (LTV) Continuous distribution where each loan can exist in multiple buckets Q1 2021 Weighted Average LTV - Unindexed LTV buckets >0 - <=40% >40 - <=50 % >50 - <=60% >60 - <=70% Total Weighted Average LTV - Indexed LTV buckets >0 - <=40 % >40 - <=50% >50<=60 % >60 - <=70 % Total 10 52.4% Nominal (EURM) % Residential Loans 17 236 75% 2 543 11% 1 945 8% 1 337 6% 23 061 100% 51.0% Nominal (EURM) % Residential Loans 17 551 76% 2 447 11% 1 829 8% 1 234 5% 23 061 100% Nordea

View entire presentation