Komplett Bank Annual Report 2020

SENSITIVITY ANALYSIS CHANGING PARAMETERS IN THE LOAN LOSS MODEL 2020: Consumer loans NOK million Norway Finland Sweden Credit cards POS Finance Total Sensitivity by changing loss given default parameters at the end of 2020 Profit or loss effect at 1% change 9.7 11.0 4.9 2.7 1.7 30.0 Profit or loss effect at 2% change 19.4 22.0 9.8 5.4 3.4 60.0 Profit or loss effect at 5% change 48.5 55.1 24.4 13.4 8.5 149.9 Sensitivity by changing probability of default parameters at the end of 2020 Profit or loss effect at 0.5% change 4.5 3.6 3.3 1.2 1.0 13.6 Profit or loss effect at 1% change 9.1 7.2 6.6 2.4 2.1 27.3 Profit or loss effect at 2% change 18.1 14.3 13.2 4.8 4.1 54.6 Sensitivity by changing macro adjustments at the end of 2020 Profit or loss effect at 1% change 0.8 1.0 0.7 0.2 0.1 2.9 Profit or loss effect at 2% change 1.6 2.1 1.5 0.5 0.3 5.9 Profit or loss effect at 5% change 4.0 5.2 3.7 1.2 0.7 14.7 The effect is measured as changes in percentage points. 2019: Consumer loans NOK million Norway Finland Sweden Credit cards POS Finance Total Sensitivity by changing loss given default parameters at the end of 2019 Profit or loss effect at 1% change 8.2 7.2 3.1 2.2 1.3 22.0 Profit or loss effect at 2% change 16.4 14.4 6.2 4.5 2.5 44.0 Profit or loss effect at 5% change 41.0 35.9 15.6 11.2 6.3 110.0 Sensitivity by changing probability of default parameters at the end of 2019 Profit or loss effect at 0.5% change 5.3 1.1 2.0 0.5 0.3 9.2 Profit or loss effect at 1% change 10.7 5.3 3.9 1.0 0.7 21.6 Profit or loss effect at 2% change 21.3 13.6 7.9 2.2 1.4 46.3 Sensitivity by changing macro adjustments at the end of 2019 Profit or loss effect at 1% change 1.3 1.3 0.4 0.2 0.1 3.4 Profit or loss effect at 2% change 2.7 2.7 0.8 0.4 0.2 6.7 Profit or loss effect at 5% change 6.7 6.6 2.1 0.9 0.5 16.9 The effect is measured as changes in percentage points. 82 Notes to the financial statements