Key Financial Indicators and Balance Sheet Analysis Q1 2023 slide image

Key Financial Indicators and Balance Sheet Analysis Q1 2023

Net financial income Improving market conditions support results Net financial income (ISK m) Solid performance both in equity and bond holdings Bond holdings fluctuate between quarters in line with changes in liquidity management No held-to-maturity (HTM) accounting within bond portfolio, with all market value changes incorporated in capital position Average duration of total ISK 123bn portfolio is 203 days, 98 days for ISK 77bn FX bond portfolio and 388 days for ISK 46bn portfolio Total investment portfolio of Vördur is ISK 26.3bn; ISK 18.5bn of bonds and ISK 7.8bn in equity instruments, yielding a profit of ISK 722m in the quarter Equity holdings in the market making business vary between quarters, increased slightly from year end 2022 to ISK 2.2bn Active reduction of unlisted equity holdings and expected to continue near term 15 All amounts in ISK bn Bond holdings 991 427 564 839 157.2 151.7 148.3 722 14.6 138.2 157 16.0 18.5 146 117 17.5 (802) 11 106.0 51.4 76.5 46.6 (1,966) 16.6 43.8 (530) (1,332) (945) (2,911) 50.7 82.4 77.1 72.4 60.8 32.8 Q1 2022 Q2 2022 Q3 2022 Q4 2022 Q1 2023 5.3 1.9 5.9 31.12.20 31.12.21 31.03.22 4.5 6.1 31.12.22 31.03.23 ■Arion Bank and other subs. ■ Vördur ■Market making FX ISK ■ Vördur Net financial income by type Q1 2023 (ISK m) Equity holdings 26.7 25.1 8.7 18.6 8.8 17.8 17.2 2.3 6.7 2.0 7.8 7.8 0.8 7.4 425 336 9.4 0.7 0.2 4.5 2.2 6.1 5.8 2.7 2.2 6.1 1.5 1.2 3.9 74 4 2.7 1.7 2.2 Equity holdings Bond holdings Derivatives and FX difference 31.12.20 31.12.21 31.03.22 31.12.22 31.03.23 hedge ■Market making Listed accounting ■ Unlisted ■ Unlisted bond funds ■ Vördur
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