SENSITIVITY AS AT 31 DECEMBER 2022: Consumer loans Credit cards POS Amounts in NOK million Norway Finland Sweden NO/FI/SE NO/SE Total Sensitivity by changing loss given default (LGD) Profit or loss effect at 1% change 3.2 3.0 2.7 0.6 2.0 11.6 Profit or loss effect at 2% change 6.5 6.1 5.4 1.3 2.4 21.5 Profit or loss effect at 5% change 16.2 15.2 13.4 3.1 3.5 51.4 Sensitivity by changing probability of default (PD) Profit or loss effect at 1% change 15.3 14.3 12.0 3.1 0.1 44.8 Profit or loss effect at 2% change 30.6 28.7 24.1 6.2 0.1 89.7 Profit or loss effect at 5% change 76.6 71.7 60.2 15.5 0.3 224.2 Sensitivity by changing macroeconomic adjustments Resultateffekt ved 1 %-poeng endring 1.0 1.2 1.1 0.1 1.7 5.1 Resultateffekt ved 2 %-poeng endring 1.9 2.4 2.3 0.2 1.7 8.6 Resultateffekt ved 5 %-poeng endring 4.8 6.0 5.6 0.6 1.9 18.9 SENSITIVITY AS AT 31 DECEMBER 2021: Consumer loans Credit cards POS Amounts in NOK million Norway Finland Sweden NO/FI/SE NO/SE Total Sensitivity by changing loss given default (LGD) Profit or loss effect at 1% change 7.3 2.9 2.0 2.3 0.5 15.1 Profit or loss effect at 2% change 14.7 5.8 4.0 4.6 1.0 30.1 Profit or loss effect at 5% change 36.7 14.6 10.0 11.5 2.6 75.4 Sensitivity by changing probability of default (PD) Profit or loss effect at 1% change 10.9 9.8 7.6 2.7 0.1 31.0 Profit or loss effect at 2% change 21.7 19.6 15.1 5.4 0.1 62.0 Profit or loss effect at 5% change 54.2 49.0 37.8 13.6 0.3 155.0 Sensitivity by changing macroeconomic adjustments Resultateffekt ved 1 %-poeng endring 3.7 1.4 1.1 1.3 0.1 7.7 Resultateffekt ved 2 %-poeng endring 7.5 2.9 2.1 2.6 0.1 15.2 Resultateffekt ved 5 %-poeng endring 18.7 7.2 5.3 6.5 0.3 38.0 The Bank’s management of the Credit assessment is monitored on a regular basis. The Credit Policy contains trigger levels of PD and Net loss rate. If the trigger levels are reached, evaluation is conducted and/or action to mitigate reached levels are implemented. All our policy rules are reviewed monthly including the performance on our loss estimates, PD (scorecards). Komplett Bank / Annual Report 2022 73
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