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NOTES TO THE FINANCIAL STATEMENTS

NOTE 32 By term to maturity

Cash in hand and balances at call with central banks

Balances at call 323,267 304,623 323,267 304,623

Cash in hand and balances at call with central banks, year-end 323,267 304,623 323,267 304,623

Balances due from credit institutions and central banks

Balances at call 432,539 554,086 432,539 554,086

Up to and including 3 months 178,315 - 178,315 -

Balances due from credit institutions and central banks, year-end 610,854 554,086 610,854 554,086

Loans and advances

Deposits at call 930,480 1,108,802 930,839 1,110,874

Up to and including 3 months 543,299 472,363 245,174 361,464

Over 3 months and up to and including 1 year 1,361,991 1,870,238 1,001,409 1,116,911

Over 1 year and up to and including 5 years 1,063,670 1,289,913 960,116 1,402,359

Over 5 years 4,201,100 4,402,690 4,202,004 4,404,386

Deposits at call, year-end 8,100,540 9,144,006 7,339,542 8,395,994

Bonds at fair value

Up to and including 1 year 2,552,445 1,220,682 2,588,469 1,220,683

Over 1 year and up to and including 5 years 1,189,609 2,352,326 1,256,214 2,352,326

Over 5 years 1,490,562 2,212,646 2,110,718 3,070,249

Bonds at fair value 5,232,616 5,785,654 5,955,401 6,643,258

As collateral for positive and negative fair values of derivative financial instruments, respectively, cash in the amount of DKK 1 million was received and cash in the amount of DKK 340 million was paid at 31 December 2013 (2012: DKK 0 million and DKK 432 million).

As part of its current operations, at 31 December 2013 the bank provided security in the form of bonds representing a nominal value of DKK 1,281 million (2012: DKK 1,704 million) and loans representing a loan value of DKK 478 million (2012: DKK 530 million).

For Danish tax purposes, the company is taxed jointly with Alm. Brand A/S as administration company. As a result, the company is liable according to the rules of the Danish Corporation Tax Act with effect from the 2013 financial year for income taxes etc. for the jointly taxed companies and with effect from 1 July 2012 also for any obligation to withhold tax on interest, royalties and dividends on behalf of the jointly taxed companies.

Alm. Brand Bank A/S has entered into operating leases with Alm. Brand Leasing A/S. The residual value of future lease payments under these operating leases totalled DKK 6 million at 31 December 2013 (2012: DKK 7 million).

Alm. Brand Bank A/S is a member of Bankdata, which operates the bank's key banking systems. Termination of this membership would cause the bank to incur a significant liability which would have to be calculated in accordance with Bankdata's by-laws.

Being an active financial services group, the group is a party to a number of lawsuits. The cases are reviewed on an ongoing basis, and the necessary provisions are made. Management believes that these cases will not inflict further losses on the group.

Monetary counterparties in Danmarks Nationalbank can only obtain credit by providing collateral security in the form of pledging of approved securities.

NOTES TO THE FINANCIAL STATEMENTS

Parent company Group DKK '000 2013 2012 2013 2012 NOTE 32 By term to maturity - continued

Payables to credit institutions and central banks

Payables at call 103,494 104,783 103,495 104,783

Up to and including 3 months 772,164 - 772,164 -

Over 3 months and up to and including 1 year - - 316,625 291,625

Over 1 year and up to and including 5 years 1,002,804 1,000,506 1,002,804 1,000,506

Payables to credit institutions and central banks, year-end 1,880,440 1,105,289 2,197,066 1,396,914

Deposits and other payables

Deposits at call 4,031,236 3,376,890 4,030,303 3,376,890

Up to and including 3 months 5,782,327 6,688,395 5,782,327 6,688,395

Over 3 months and up to and including 1 year 23,154 20,891 23,154 20,891

Over 1 year and up to and including 5 years 192,444 225,689 192,444 225,689

Over 5 years 908,215 1,013,067 908,216 1,013,067

Deposits and other payables, year-end 10,937,376 11,324,932 10,936,444 11,324,932

Bonds issued

Over 3 months and up to and including 1 year - 2,000,000 - 2,000,000

Over 1 year and up to and including 5 years - - - -

Bonds issued, year-end - 2,000,000 - 2,000,000

Guarantees

Up to and including 1 year 103,888 95,553 103,888 95,553

Over 1 year and up to and including 5 years 6,862 12,121 6,862 12,121

Over 5 years 542,646 862,241 542,646 862,241

Guarantees, year-end 653,396 969,915 653,396 969,915

Financial liabilities - - - -

Up to and including 3 months 44,891 61,983 45,225 62,174

Over 3 months and up to and including 1 year 165,172 10,109 165,172 10,109

Over 1 year and up to and including 5 years 38,071 280,670 38,071 280,670

Over 5 years 24,369 42,060 24,369 42,060

Financial liabilities, year-end 272,503 394,822 272,837 395,013

notes to the financial statements

NOTES TO THE FINANCIAL STATEMENTS

Parent company Group DKK '000 2013 2012 2013 2012 NOTE 33 Credit risk

Loans and advances and guarantee debtors by sector and industry

Public authorities 0.0% 0.0% 0.0% 0.0% Business sectors:

Agriculture, hunting, forestry and fishery 9.3% 9.2% 10.4% 10.2% Manufacturing and raw materials extraction 0.1% 0.1% 0.1% 0.1% Utilities 0.2% 0.2% 0.3% 0.2% Construction 0.1% 0.2% 0.2% 0.3%

Trade 0.2% 0.3% 0.3% 0.4%

Transport, hotels and restaurants 0.1% 0.1% 0.1% 0.1% Information and communication 0.0% 0.0% 0.0% 0.0% Financing and insurance 15.6% 14.3% 6.1% 5.0% Real property 14.9% 17.3% 16.3% 18.8% Other business 7.9% 7.3% 8.9% 8.3% Total business sector 48.4% 49.0% 42.7% 43.4%

Private customers 51.6% 51.0% 57.3% 56.6% Total 100.0% 100.0% 100.0% 100.0% Impairment

Individual assessment:

Impairment, beginning of year 1,424,308 1,563,393 1,427,378 1,569,656

Impairment during the year 331,978 434,356 333,074 436,165

Reversal of impairment 120,265 236,532 121,293 239,909

Loss (written off) 301,708 336,909 303,020 338,534

Impairment, year-end 1,334,312 1,424,308 1,336,139 1,427,378

Group assessment:

Impairment, beginning of year 127,261 45,394 129,653 50,054

Impairment during the year 50,824 104,527 50,986 104,877

Reversal of impairment 61,407 22,660 62,897 25,278

Impairment, year-end 116,678 127,261 117,742 129,653

Total impairment, year-end 1,450,990 1,551,569 1,453,881 1,557,031

NOTES TO THE FINANCIAL STATEMENTS

Parent company Group DKK '000 2013 2012 2013 2012 NOTE 33 Credit risk - continued

Reasons for individual impairment writedowns and provisions

Loans, advances and other receivables before impairment and provisions:

Estate administration 234,394 144,472 234,394 144,472

Debt collection 82,258 95,360 84,476 101,374

Uncollectible claims 1,787,066 2,006,032 1,787,066 2,006,032

Loans, advances and other receivables before impairment and provisions,

year-end 2,103,718 2,245,864 2,105,936 2,251,878

Impairment and provisions:

Estate administration 228,704 141,238 228,704 141,238

Debt collection 70,882 78,779 72,709 81,849

Uncollectible claims 1,034,726 1,204,291 1,034,726 1,204,291

Impairment and provisions, year-end 1,334,312 1,424,308 1,336,139 1,427,378

Loans, advances and other receivables after impairment and provisions,

year-end 769,406 821,556 769,797 824,500 Description of value of collateral for loans impaired after individual

assessment

Value of security:

Real property, private 58,734 44,616 58,734 44,616

Real property, commercial 734,381 895,343 734,381 895,343

Cash, deposits and highly marketable securities 6,266 13,089 6,266 13,089

Cars 787 2,606 2,054 5,447

Other security 42,092 33,401 42,092 33,401

Total value of collateral for loans impaired after individual assessment,

year-end 842,260 989,055 843,527 991,896

The collateral security is marked to market on the basis of the following:

Real property: Estate agent valuation, reasoned internal assessment or public assessment considering type of property, location, condition and estimated marketability.

Cash and cash equivalents: Official price where available and otherwise the transaction price obtainable in a transaction between independent parties.

Goods, cars: Assessment from BilpriserPro considering type, model and age. Goods, other security: Based on an individual assessment.

The collateral security stated is unstressed. In the calculation of impairment writedowns on agricultural and property exposures in financial difficulty, the value of collateral security is calculated on the basis of realisable value upon a sale within six months.

notes to the financial statements

NOTES TO THE FINANCIAL STATEMENTS

Parent company Group DKK '000 2013 2012 2013 2012 NOTE 33 Credit risk - continued

Realised security, including conditions

Value of realised security:

Real property, private 11,240 41,957 11,240 41,957

Real property, commercial 131,500 - 131,500 -

Securities 35,146 141,923 35,146 141,923

Cars - - 4,550 8,257

Total value of realised collateral 177,886 183,880 182,436 192,137

Loans, advances and other receivables, etc. in arrears

Age distribution of assets due but not impaired at the balance sheet date:

Up to 3 months 8,814 29,170 8,939 29,431

3 to 6 months 350 447 351 447

6 to 12 months 538 1,216 538 1,217

More than 12 months 451 4,987 781 5,317

Arrears, year-end 10,153 35,820 10,609 36,412 Value of security for loans in arrears

Value of security:

Real property, private 68,960 129,630 68,960 129,630

Real property, commercial 409,265 583,850 409,265 583,850

Cash and marketable securities 18,502 34,603 18,502 34,603

Cars 2,364 5,486 4,691 10,734

Other securities 59,149 33,304 59,149 33,304

Total value of collateral for loans in arrears, year-end 558,240 786,873 560,567 792,121

Forced realisation of collateral becomes necessary if the bank cannot induce the creditor or the provider of collateral security to enter into a voluntary agreement on realisation. The bank always seeks to maximise the value of collateral by way of forced realisation.

Before forced realisation of collateral is initiated, the debtor and/or the provider of collateral will receive typically eight daysʼ notice, however, shorter notice may be given in the case of an obvious risk of imminent impairment of the value of the collateral.

NOTES TO THE FINANCIAL STATEMENTS

Parent company Group DKK '000 2013 2012 2013 2012 NOTE 33 Credit risk - continued

Maximum exposure to credit risk

Maximum credit risk at the balance sheet date without taking into account security.

On-balance sheet exposures:

Cash in hand and balances at call with central banks 323,267 304,623 323,267 304,623

Balances due from credit institutions and central banks 610,854 554,086 610,854 554,086

Loans, advances and other receivables at fair value 2,497,207 2,930,050 2,497,207 2,930,050

Loans, advances and other receivables at amortised cost 5,603,333 6,213,956 4,842,336 5,465,944

Bonds at fair value 5,232,616 5,785,654 5,955,401 6,643,258

Shares, etc. 273,064 247,873 606,167 539,356

Other assets 334,730 392,411 367,044 414,480

Maximum exposure to credit risk, year-end 14,875,071 16,428,653 15,202,276 16,851,797

Off-balance sheet items:

Contingent liabilities 653,396 969,915 653,396 969,915 Total value of security at the balance sheet date

Value of securitiy:

Real property, private 2,553,699 2,778,141 2,553,699 2,778,141

Real property, commercial 2,773,501 3,289,808 2,773,501 3,289,808

Cash and marketable securities 759,093 981,932 187,060 293,417

Cars 31,334 62,528 107,661 204,321

Other security 170,351 104,911 170,351 104,911

Total value of collateral, year-end 6,287,978 7,217,320 5,792,272 6,670,598

notes to the financial statements

NOTES TO THE FINANCIAL STATEMENTS

Parent company Group DKK '000 2013 2012 2013 2012 NOTE 33 Credit risk - continued

Credit quality

Loans, advances and other receivables at fair value - by credit quality category:

Loans and advances with normal credit quality 1,470,759 1,627,955 1,470,759 1,627,955

Loans and advances with certain indications of weakness 168,603 202,949 168,603 202,949

Loans and advances with substantial weaknesses 281,420 343,438 281,420 343,438

Loans that are neither due nor impaired 1,920,782 2,174,342 1,920,782 2,174,342

Loans and advances with an objective indication of impairment 1,323,140 1,471,093 1,323,140 1,471,093

Total residual debt before value adjustments etc. 3,243,922 3,645,435 3,243,922 3,645,435

Value adjustments etc. -746,715 -715,385 -746,715 -715,385

Loans, advances and other receivables at fair value, year-end 2,497,207 2,930,050 2,497,207 2,930,050

Loans, advances and other receivables at amortised cost - by credit quality category:

Loans and advances with normal credit quality 2,661,373 2,874,332 1,896,892 2,117,212

Loans and advances with certain indications of weakness 1,292,463 1,512,319 1,296,220 1,521,362

Loans and advances with substantial weaknesses 708,804 797,536 708,873 797,536

Loans that are neither due nor impaired 4,662,640 5,184,187 3,901,985 4,436,110

Loans and advances with an objective indication of impairment 2,383,533 2,574,244 2,386,081 2,579,421

Total gross loans and advances before value adjustments etc. 7,046,173 7,758,431 6,288,066 7,015,531

Impairment writedowns etc. -1,442,840 -1,544,475 -1,445,731 -1,549,587

Loans, advances and other receivables at amortised cost, year-end 5,603,333 6,213,956 4,842,335 5,465,944

Guarantee debtors - by credit quality category:

Guarantee debtors with normal credit quality 365,219 299,281 365,219 299,281

Guarantee debtors with certain indications of weakness 138,208 511,765 138,208 511,765

Guarantee debtors with substantial weaknesses 28,526 29,429 28,526 29,429

Guarantee debtors that are neither due nor impaired 531,953 840,475 531,953 840,475

Guarantee debtors with an objective indication of impairment 129,593 136,534 129,593 136,534

Total guarantee debtors before provisions etc. 661,546 977,009 661,546 977,009

Provisions etc. -8,150 -7,094 -8,150 -7,094

Total guarantee debtors, year-end 653,396 969,915 653,396 969,915

The credit quality is quantified on the basis of the credit quality categories of the Danish FSA, according to which loans and advances with normal credit quality are categorised in 2a and 3, loans and advances with certain indications of weakness are categorised in 2b, loans and advances with substantial weaknesses are categorised in 2c and loans and advances with an objective evidence of impairment are categorised in category 1.

An overview of lending developments pursuant to the Danish Act on State-Funded Capital Injections is available from the groupʼs website, www.almbrand.dk//bankpakkeII.

NOTES TO THE FINANCIAL STATEMENTS

Parent company Group DKK '000 2013 2012 2013 2012 NOTE 34 Market risk

Foreign exchange risk

Foreign currency positions:

Long positions 3,746,086 3,892,508 3,917,737 3,990,576

Short positions 3,638,393 3,886,388 3,638,393 3,886,388

Net positions -107,693 -6,120 -279,344 -104,188

Foreign currency positions distributed on the five largest net positions:

Positioner i fremmed valuta opdelt på de fem største nettopositioner: -179,938 -5,280 -273,115 -23,416

EUR 79,767 4,594 61,008 -6,983

CHF -9,482 11,861 -46,548 -23,811

SEK -17,235 -2,149 -29,977 -14,352

USD -1,099 -84 -10,056 -8,677

Other 20,294 -15,062 19,344 -26,949

Total foreign currency positions -107,693 -6,120 -279,344 -104,188

Exchange rate indicator 1 208,993 23,057 360,935 104,669

Exchange rate indicator 1 as a percentage of Tier 1 capital after deductions 12.5% 1.6% 21.3% 7.1%

Exchange rate indicator 2 3,241 350 2,966 1,836

Exchange rate indicator 2 as a percentage of Tier 1 capital after deductions 0.2% 0.0% 0.2% 0.1% Interest rate risk

The Danish Financial Supervisory Authority's method:

Total interest rate exposure on debt instruments, etc. 41,587 -25,841 58,307 22,697

Interest rate exposure by currency subject to the greatest risk:

DKK 32,083 -38,698 44,776 5,853 EUR 5,019 7,826 9,046 11,147 SEK 4,830 4,980 4,830 4,980 CHF -253 10 -253 10 CZK -63 - -63 - NOK -40 - -40 - Other 11 41 11 707

Total interest rate risk 41,587 -25,841 58,307 22,697

The banking group's own method 11,692 -44,735

The internal calculation approach is used for the management of day-to-day risk. The calculation approach applies modified option-adjusted durations for the calculation of interest rate risk in the event of a 1 percentage point increase in interest rates.

notes to the financial statements

NOTES TO THE FINANCIAL STATEMENTS

Parent company Group DKK '000 2013 2012 2013 2012 NOTE 35 Genuine purchase and resale transactions

Of the assets below, genuine purchase and resale transactions amount to:

Balances due from credit institutions and central banks 178,315 - 178,315 -

Genuine purchase and resale transactions, year-end 178,315 - 178,315 - NOTE 36 Genuine sale and repurchase transactions

Of the liabilities below, genuine sale and repurchase transactions amount to:

Payables to credit institutions and central banks 772,164 - 772,164 -

Genuine sale and repurchase transactions, year-end 772,164 - 772,164 - NOTE 37 Related parties

Related parties comprise:

Loans, etc.

Management Board, Alm. Brand Bank A/S - 100 - 100

Board of Directors, Alm. Brand Bank A/S 4,328 28,714 5,849 29,354

Key Employees, Alm. Brand Bank A/S 422 1,016 422 1,016

Management Board, Alm. Brand A/S 1,991 2,000 1,991 2,000

Board of Directors, Alm. Brand A/S 670 25,920 2,192 26,560 Guarantees

Management Board, Alm. Brand Bank A/S - - - -

Board of Directors, Alm. Brand Bank A/S 1,812 17,096 3,134 17,736

Key Employees, Alm. Brand Bank A/S - - - -

Management Board, Alm. Brand A/S 450 600 450 600

Board of Directors, Alm. Brand A/S - 15,603 1,322 16,243

(a) members of the company's Management Board, Board of Directors and Key Employees and their related family members (b) companies controlled by members of the Management Board or Board of Directors

(c) the parent company's Management Board or Board of Directors, and

(d) the Alm. Brand Group, Midtermolen 7, DK-2100 Copenhagen Ø, which exercises a controlling influence on the company.

Amount of loans granted, mortgages received from and guarantees with related security issued by the Alm. Brand Bank Group for the below- mentioned officers, their related family members and any companies controlled by them:

NOTES TO THE FINANCIAL STATEMENTS

Parent company Group DKK '000 2013 2012 2013 2012 NOTE 37 Related parties - continued

Other than the above, no material intra-group transactions have taken place.

Financial relations, Alm. Brand af 1792 fmba

Receivables - - - -

Payables 79,030 78,775 79,030 78,775

Guarantees - - - -

Interest and fee income - - - -

Interest and fee expenses 4,391 4,397 4,391 4,397

Administration fee - - - -

Purchase of securities, etc. 65,892 5,061 65,892 5,061

Sale of securities, etc. 65,802 47,011 65,802 47,011 NOTE 37 Related parties - continued

Financial relations, Alm. Brand Formue

Receivables 403,052 550,164 - -

Payables 933 33 - -

Guarantees - - - -

Interest and fee income 19,770 16,235 - -

Interest and fee expenses - - - -

Administration fee 1,779 1,577 - -

Purchase of securities, etc. 1,398,784 1,019,562 - -

Sale of securities, etc. 1,269,615 1,208,743 - -

The company has also signed an agreement with Alm. Brand Formue concerning the management of Alm. Brand Formue's portfolio. All specific investment decisions are made by Alm. Brand Bank pursuant to this asset management agreement. Accordingly, Alm. Brand Formue buys and sells securities through the bank.

In addition, the bank has made an asset management agreement with the other companies of the Alm. Brand Group, according to which a substantial proportion of the group's assets are under management with the bank.

Salaries and remuneration to members of the bank's Management Board, Board of Directors and Key Employees are disclosed in the note relating to staff costs and administrative expenses. No other financial relations have been identified to members of the Management Board, Board of Directors, etc.

Alm. Brand Bank is the Alm. Brand Group's primary banker. This involves the conclusion of a number of agreements between the company and the group's other enterprises, and a number of transactions are regularly made between the company and the rest of the group. All agreements and transactions between the company and the bank are made on an arm's length or cost-recovery basis in accordance with applicable legislation for intra-group transactions.

An agreement has been made on interest accruing on accounts between the bank and the other group companies on an arm's length basis. The Alm. Brand Group maintains cross-cutting functions that solve joint administrative tasks for the group's companies. The consideration paid for this administrative function is fixed on an arm's length basis or, where there is no specific market, on a cost-recovery basis. The bank reinvoices part of the administration fee to its subsidiaries.

notes to the financial statements

NOTES TO THE FINANCIAL STATEMENTS

Group DKK '000 Positive Negative Positive Negative Positive Negative Positive Negative NOTE 38 Derivatives

Foreign exchange contracts

Forward transactions/futures, bought 4,046 1,499 8,046 1,190 4,393 2,386 5,735 1,445 Forward transactions/futures, sold 2,887 2,886 1,363 7,905 3,439 4,618 2,481 5,262 Swaps - - - - 132 2,306 Options, bought 3,639 41 - - 46,187 140 - - Options, written 259 4,186 - - 175 48,570 - -

Interest rate contracts

Forward transactions/futures, bought - 94 - - 140 3,992 3,992 15,752 Forward transactions/futures, sold - - - 28 4,068 197 13,349 1,546 Swaps 163,992 221,818 218,945 332,798 170,818 250,163 202,873 296,032 Options, bought 528 119 - - 404 13 2,752 - Options, written 119 60 - 9 19 464 - 3,678 Share contracts Forward transactions/futures, bought 628 - 629 501 691 18,390 271 7,203 Forward transactions/futures, sold - 628 1,323 2,614 20,489 4,007 3,863 8,016 Options, bought 1,345 - 34 - 3,005 - 1,785 - Options, written - - - 34 - 3,193 - 1,658 Commodity contracts Forward transactions/futures, bought - - - - 122 3 Forward transactions/futures, sold - - - - Derivatives, year-end 177,443 231,331 230,340 345,079 253,828 336,133 237,355 342,901 Unsettled spot transactions

Foreign exchange contracts,

bought 316 106 933 324 Foreign exchange contracts,

sold 94 81 32 2,672 Interest rate contracts, bought 812 1,350 1,933 320 Interest rate contracts, sold 888 353 357 1,592 Share contracts, bought 383 101 40 231 Share contracts, sold 117 364 231 26 Unsettled spot transactions,

year-end 2,610 2,355 3,526 5,165

Total 180,053 233,686 233,866 350,244

Average

market value 2013 market value 2012Average Market value 2013 Market value 2012

NOTES TO THE FINANCIAL STATEMENTS

Group DKK '000 2013 2012 2011 2010 2009 NOTE 39 Financial highlights and key ratios

Net interest and fee income 425,668 395,143 495,298 710,577 610,870

Value adjustments -232,074 -96,125 -430,684 -351,099 -256,954

Staff costs and administrative expenses 423,201 442,560 459,569 513,028 557,826

Impairment of loans, advances and receivables, etc. 196,316 309,120 768,450 659,772 1,451,210

315 -2,345 385 11,145 1,153

Profit for the year -366,066 -352,523 -950,204 -642,898 -1,396,276

Loans and advances 7,339,542 8,395,994 10,217,017 12,484,676 14,822,922

Shareholders' equity 1,695,946 1,168,636 1,233,700 1,759,284 1,589,527

Total assets 16,295,985 17,902,640 21,392,869 25,596,792 26,539,295

Solvency ratio 18.4 18.5 16.8 18.8 16.0

Tier 1 ratio 17.7 13.9 11.0 16.2 12.9

Return on equity before tax (%) -33.8 -41.6 -94.5 -67.2 -321.7

Return on equity after tax (%) -27.9 -30.6 -75.8 -50.0 -243.7

Income/cost ratio 0.4 0.4 0.1 0.3 0.2

Interest rate risk (%) 3.4 1.5 -0.9 1.1 8.4

Foreign exchange position (%) 21.3 7.1 5.3 4.6 3.0

Foreign exchange risk (%) 0.2 0.1 0.2 0.1 0.1

Loans and advances as a percentage of deposits (%) 80.3 87.8 148.0 160.2 149.8

Gearing of loans and advances 4.3 7.2 8.3 7.1 9.3

Annual growth in lending (%) -12.6 -17.8 -18.2 -15.8 -14.3

Excess cover relative to statutory liquidity requirement (%) 201.6 248.7 319.6 256.8 104.1

Total amount of large exposures (%) 63.0 60.9 68.0 69.1 73.9

Impairment ratio for the year 2.1 2.8 6.0 4.3 7.9

Financial highlights and key ratios have been prepared in accordance with IFRS and "Recommendations & Financial Ratios 2010" issued by the Danish Society of Financial Analysts.

Profit/loss from investments in associates group enterprises

notes to the financial statements

NOTES TO THE FINANCIAL STATEMENTS

Parent company DKK '000 2013 2012 2011 2010 2009 NOTE 39 Financial highlights and key ratios - continued

Net interest and fee income 402,147 374,096 469,197 649,742 540,043

Value adjustments -272,682 -165,476 -374,181 -298,302 -176,103

Staff costs and administrative expenses 387,904 409,912 426,952 471,089 498,838

Impairment of loans, advances and receivables, etc. 196,419 309,657 766,625 678,803 1,409,980

4,673 28,776 -24,548 -13,628 -27,719

Profit for the year -391,707 -391,193 -918,219 -646,974 -1,324,523

Loans and advances 8,100,540 9,144,006 10,521,202 12,847,819 15,069,289

Shareholders' equity 1,502,912 995,440 1,092,861 1,563,910 1,362,203

Total assets 15,614,866 17,406,694 20,895,193 24,586,939 26,038,202

Solvency ratio 20.3 19.4 16.8 17.9 14.7

Tier 1 ratio 19.2 14.1 10.7 15.3 11.3

Return on equity before tax (%) -43.2 -52.1 -106.3 -80.7 -321.7

Return on equity after tax (%) -34.7 -39.3 -84.6 -60.1 -243.7

Income/cost ratio 0.22 0.32 0.06 0.29 0.16

Interest rate risk (%) 2.5 -1.8 -2.4 -0.9 5.0

Foreign exchange position (%) 12.5 1.6 10.6 1.5 1.1

Foreign exchange risk (%) 0.2 0.0 0.1 0.0 0.0

Loans and advances as a percentage of deposits (%) 87.3 94.4 151.6 164.3 151.5

Gearing of loans and advances 5.4 9.2 9.6 8.2 11.1

Annual growth in lending (%) -11.4 -13.1 -18.1 -14.7 -11.3

Excess cover relative to statutory liquidity requirement (%) 202.0 255.6 327.3 265.9 106.4

Total amount of large exposures (%) 52.6 62.1 68.7 67.6 96.9

Impairment ratio for the year 1.9 2.7 5.8 4.4 7.6

Financial highlights and key ratios have been prepared in accordance with the Danish Financial Business Act.

Profit/loss from investments in associates group enterprises

NOTES TO THE FINANCIAL STATEMENTS

Group

DKK '000 2013 2012

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