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{"sheet":"Overview of tables","index":0,"n_rows":98,"n_cols":13,"rows_kept":98,"cut":false,"hidden":false,"merged":[[8,3,8,5]]}
[]
[]
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[]
[null,null,null,"Jyske Bank Disclosure Q2 2024"]
[null,null,null,"Reference date 2024-30-06"]
[]
[null,null,null,null,"Jyske Bank Group"]
[]
[null,null,null,null,"Composition of capital"]
[null,null,null,null,null,"EU KM1 - Key metrics template",null,null,null,null,null,null,"Er"]
[null,null,null,null,null,"EU CC1 - Composition of regulatory own funds"]
[null,null,null,null,null,"EU CC2 - reconciliation of regulatory own funds to balance sheet in the audited financial statements"]
[]
[null,null,null,null,"Risk Exposure Amount"]
[null,null,null,null,null,"EU OV1 – Overview of total risk exposure amounts"]
[]
[null,null,null,null,"Credit risk"]
[null,null,null,null,null,"EU CQ1 - Credit quality of forborne exposures"]
[null,null,null,null,null,"EU CQ7 - Collateral obtained by taking possession and execution processes "]
[null,null,null,null,null,"EU CR1 - Performing and non-performing exposures and related provisions. "]
[null,null,null,null,null,"EU CR2 - Changes in the stock of non-performing loans and advances"]
[null,null,null,null,null,"EU CR3 –  CRM techniques overview:  Disclosure of the use of credit risk mitigation techniques"]
[null,null,null,null,null,"EU CR4 – standardised approach – Credit risk exposure and CRM effects"]
[null,null,null,null,null,"EU CR5 – standardised approach"]
[null,null,null,null,null,"EU CR7 – IRB approach – Effect on the RWEAs of credit derivatives used as CRM techniques"]
[null,null,null,null,null,"EU CR7-A – IRB approach – Disclosure of the extent of the use of CRM techniques"]
[null,null,null,null,null,"EU CR8 –  RWEA flow statements of credit risk exposures under the IRB approach "]
[]
[null,null,null,null,"Countercyclical capital buffer"]
[null,null,null,null,null,"EU CCyB1 - Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer"]
[null,null,null,null,null,"EU CCyB2 - Amount of institution-specific countercyclical capital buffer"]
[]
[null,null,null,null,"Leverage ratio"]
[null,null,null,null,null,"EU LR1 - LRSum: Summary reconciliation of accounting assets and leverage ratio exposures"]
[null,null,null,null,null,"EU LR2 - LRCom: Leverage ratio common disclosure"]
[null,null,null,null,null,"EU LR3 - LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)"]
[]
[null,null,null,null,"Liquidity coverage ratio"]
[null,null,null,null,null,"EU LIQ1 - Quantitative information of LCR"]
[null,null,null,null,null,"EU LIQ2: Net Stable Funding Ratio "]
[null,null,null,null,null,"EU LIQB  on qualitative information on LCR, which complements template EU LIQ1."]
[]
[null,null,null,null,"Counterparty credit risk"]
[null,null,null,null,null,"EU CCR1 – Analysis of CCR exposure by approach"]
[null,null,null,null,null,"EU CCR2 – Transactions subject to own funds requirements for CVA risk"]
[null,null,null,null,null,"EU CCR3 – Standardised approach – CCR exposures by regulatory exposure class and risk weights"]
[null,null,null,null,null,"EU CCR4 – IRB approach – CCR exposures by exposure class and PD scale"]
[null,null,null,null,null,"EU CCR5 – Composition of collateral for CCR exposures"]
[null,null,null,null,null,"EU CCR6 – Credit derivatives exposures"]
[null,null,null,null,null,"EU CCR8 – Exposures to CCPs"]
[]
[null,null,null,null,"Securitisations"]
[null,null,null,null,null,"EU SEC1 - Securitisation exposures in the non-trading book"]
[null,null,null,null,null,"EU SEC4 - Securitisation exposures in the non-trading book and associated regulatory capital requirements - institution acting as investor"]
[]
[null,null,null,null,"Market risk"]
[null,null,null,null,null,"EU MR1 - Market risk under the standardised approach"]
[]
[null,null,null,null,"IRRBB"]
[null,null,null,null,null,"EU IRRBB1 - Interest rate risks of non-trading book activities"]
[]
[null,null,null,null,"Jyske Realkredit"]
[]
[null,null,null,null,"Composition of capital"]
[null,null,null,null,null,"EU CC1 - Composition of regulatory own funds"]
[null,null,null,null,null,"EU CC2 - Reconciliation of regulatory own funds to balance sheet in the audited financial statements"]
[]
[null,null,null,null,"Risk Exposure Amount"]
[null,null,null,null,null,"EU OV1 – Overview of total risk exposure amounts"]
[]
[null,null,null,null,"Credit risk"]
[null,null,null,null,null,"EU CQ1 - Credit quality of forborne exposures"]
[null,null,null,null,null,"EU CQ7 - Collateral obtained by taking possession and execution processes "]
[null,null,null,null,null,"EU CR1 - Performing and non-performing exposures and related provisions. "]
[null,null,null,null,null,"EU CR2 - Changes in the stock of non-performing loans and advances"]
[null,null,null,null,null,"EU CR3 –  CRM techniques overview:  Disclosure of the use of credit risk mitigation techniques"]
[null,null,null,null,null,"EU CR4 – standardised approach – Credit risk exposure and CRM effects"]
[null,null,null,null,null,"EU CR5 – standardised approach"]
[null,null,null,null,null,"EU CR7 – IRB approach – Effect on the RWEAs of credit derivatives used as CRM techniques"]
[null,null,null,null,null,"EU CR7-A – IRB approach – Disclosure of the extent of the use of CRM techniques"]
[null,null,null,null,null,"EU CR8 –  RWEA flow statements of credit risk exposures under the IRB approach "]
[]
[null,null,null,null,"Leverage ratio"]
[null,null,null,null,null,"EU LR1 - LRSum: Summary reconciliation of accounting assets and leverage ratio exposures"]
[null,null,null,null,null,"EU LR2 - Leverage ratio common disclosure"]
[null,null,null,null,null,"EU LR3 - LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)"]
[]
[null,null,null,null,"Counterparty credit risk"]
[null,null,null,null,null,"EU CCR3 – Standardised approach – CCR exposures by regulatory exposure class and risk weights"]
[]
[null,null,null,null,"Liquidity coverage ratio"]
[null,null,null,null,null,"EU LIQ1 - Quantitative information of LCR"]
[null,null,null,null,null,"EU LIQ2: Net Stable Funding Ratio "]

{"sheet":"EU KM1","index":1,"n_rows":50,"n_cols":8,"rows_kept":50,"cut":false,"hidden":false,"merged":[[33,2,33,7],[37,2,37,7],[40,2,40,7],[46,2,46,7],[1,1,1,7],[5,2,5,7],[9,2,9,7],[11,2,11,7],[15,2,15,7],[20,2,20,7],[30,2,30,7]]}
[]
[null,"EU KM1 - Key metrics template"]
[]
[null,null,null,"a","b","c","d","e"]
[null,null,null,"30.06.2024","31.03.2024","31.12.2023","30.09.2023","30.06.2023"]
[null,null,"Available own funds (amounts)"]
[null,1,"Common Equity Tier 1 (CET1) capital ",38361.435122000003,38451.125602,{"$f":"38038575006.2/1000000","v":38038.575006199993},36929.702960120827,35928.775373999997]
[null,2,"Tier 1 capital ",43198.940122,43280.701059999999,{"$f":"41295988525.2/1000000","v":41295.988525199995},40176.338160185638,39156.130374]
[null,3,"Total capital ",50717.290121999999,50814.601060000001,{"$f":"47408008525.2/1000000","v":47408.008525199999},46249.306592549641,45161.740374000001]
[null,null,"Risk-weighted exposure amounts"]
[null,4,"Total risk-weighted exposure amount",231188.35270883003,230949.96099999998,{"$f":"225520611599.96/1000000","v":225520.61159995999},221366.10338965,222525.10405339001]
[null,null,"Capital ratios (as a percentage of risk-weighted exposure amount)"]
[null,5,"Common Equity Tier 1 ratio (%)",0.16593152151706483,0.16649115434143763,0.16867005962929352,0.16682636769874803,0.16145942572843375]
[null,6,"Tier 1 ratio (%)",0.18685604110000001,0.18740293729688054,0.18311403215974306,0.18149272876465192,0.17596275565385197]
[null,7,"Total capital ratio (%)",0.2193764943,0.22002428941739463,0.21021585649694297,0.20892677733564891,0.20295121624569601]
[null,null,"Additional own funds requirements to address risks other than the risk of excessive leverage (as a percentage of risk-weighted exposure amount)"]
[null,"EU 7a","Additional own funds requirements to address risks other than the risk of excessive leverage (%) ",3.3029412137458206E-2,3.0757567874194189E-2,3.2451635017000005E-2,3.1674715609035092E-2,3.1399999999999997E-2]
[null,"EU 7b","     of which: to be made up of CET1 capital (percentage points)",{"$f":"4.5/8*D17","v":1.857904432732024E-2},{"$f":"E17*4.5/8","v":1.7301131929234232E-2},1.8254044696999996E-2,1.7817027530082241E-2,1.7641435132190741E-2]
[null,"EU 7c","     of which: to be made up of Tier 1 capital (percentage points)",{"$f":"D17*6/8","v":2.4772059103093654E-2},{"$f":"E17*6/8","v":2.3068175905645642E-2},2.4338726263000002E-2,2.3756036706776319E-2,2.3521913509587655E-2]
[null,"EU 7d","Total SREP own funds requirements (%)",{"$f":"D17+8%","v":0.11302941213745821},{"$f":"E17+8%","v":0.11075756787419419},0.11245163501700001,0.11167471560903509,0.11136255134611689]
[null,null,"Combined buffer requirement (as a percentage of risk-weighted exposure amount)"]
[null,8,"Capital conservation buffer (%)",2.5000000000000001E-2,2.5000000000000001E-2,2.5000000000000001E-2,2.5000000000000001E-2,2.5000000000000001E-2]
[null,"EU 8a","Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State (%)"]
[null,9,"Institution specific countercyclical capital buffer (%)",2.43146114835587E-2,2.424804903906214E-2,2.4277992933647598E-2,2.424693388074782E-2,2.4199999999999999E-2]
[null,"EU 9a","Systemic risk buffer (%)",7.5403711890085117E-3,0,0,0,0]
[null,10,"Global Systemically Important Institution buffer (%)",0,0,0,0,0]
[null,"EU 10a","Other Systemically Important Institution buffer",1.4999999999999999E-2,1.4999999999999999E-2,1.5000000000000001E-2,1.4999999999999999E-2,1.5000000000125956E-2]
[null,11,"Combined buffer requirement (%)",{"$f":"SUM(D27,D25,D24,D22)","v":7.1854982672567208E-2},6.4248049039062144E-2,6.4277992933647596E-2,6.4246933880747814E-2,6.4236384951855199E-2]
[null,"EU 11a","Overall capital requirements (%)",0.18488439481002544,0.17500561691325633,0.17672962795032596,0.17592164948978289,0.17559893629797207]
[null,12,"CET1 available after meeting the total SREP own funds requirements (%)",3.0497494517177377E-2,3.9941973373141267E-2,4.1138023512398356E-2,3.9762406287917988E-2,3.4581605644387801E-2]
[null,null,"Leverage ratio"]
[null,13,"Total exposure measure",{"$f":"822435477865.43/1000000","v":822435.47786543006},{"$f":"819558856840.79/1000000","v":819558.85684079002},824490.04885894991,808632.82412400004,823564.24346200004]
[null,14,"Leverage ratio (%)",{"$f":"5.252562903443%","v":5.2525629034429998E-2},5.2809753319289998E-2,5.0086703389439997E-2,4.9683999999999999E-2,4.7544999999999997E-2]
[null,null,"Additional own funds requirements to address the risk of excessive leverage (as a percentage of total exposure measure)"]
[null,"EU 14a","Additional own funds requirements to address the risk of excessive leverage (%) ",0,0,0,0,0]
[null,"EU 14b","     of which: to be made up of CET1 capital (percentage points)",0,0,0,0,0]
[null,"EU 14c","Total SREP leverage ratio requirements (%)",0.03,0.03,0.03,0.03,0.03]
[null,null,"Leverage ratio buffer and overall leverage ratio requirement (as a percentage of total exposure measure)"]
[null,"EU 14d","Leverage ratio buffer requirement (%)",0,0,0,0,0]
[null,"EU 14e","Overall leverage ratio requirements (%)",0.03,0.03,0.03,0.03,0.03]
[null,null,"Liquidity Coverage Ratio"]
[null,15,"Total high-quality liquid assets (HQLA) (Weighted value - average)",140400.12599495749,144142.83728993058,150202.30894755473,150526.18953968131,145138.97157698829]
[null,"EU 16a","Cash outflows - Total weighted value ",91809.124592414737,96034.407623448191,99049.391016803464,97231.712967263476,92438.751934093161]
[null,"EU 16b","Cash inflows - Total weighted value ",27632.898663487576,27199.290513000506,25194.909240414891,24311.038388152905,23604.302881640342]
[null,16,"Total net cash outflows (adjusted value)",64133.723902249229,68834.086955708306,73854.481776388318,72920.67457911036,68834.449052452692]
[null,17,"Liquidity coverage ratio (%)",2.3323681161005556,2.1896365246371627,2.1163265597505361,2.1909601163144505,2.2449662669211401]
[null,null,"Net Stable Funding Ratio"]
[null,18,"Total available stable funding",247614.67718392602,238294.7753195728,240579.27403950653,237103.60602265046,235517.38335447302]
[null,19,"Total required stable funding",171470.01466531632,176542.97993353632,176649.60965111453,173876.7390732785,176848.733183773]
[null,20,"NSFR ratio (%)",1.4440698431573185,1.3497833525257361,1.3619009660686723,1.3636303929229192,1.3317448144213409]

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[]
[null,"EU CC1 - Composition of regulatory own funds"]
[]
[null,"Reported in DKKm",null,"At 30 June 2024","Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation"]
[null,"Common Equity Tier 1 (CET1) capital:  instruments and reserves                                                                                       "]
[null,1,"Capital instruments and the related share premium accounts ",642.721,"a"]
[null,null,"     of which: Instrument type 1",642.721,"a"]
[null,null,"     of which: Instrument type 2"]
[null,null,"     of which: Instrument type 3"]
[null,2,"Retained earnings ",40996.681159250002,"c"]
[null,3,"Accumulated other comprehensive income (and other reserves)",163.89099999999982,"b"]
[null,"EU-3a","Funds for general banking risk"]
[null,4,"Amount of qualifying items referred to in Article 484 (3) and the related share premium accounts subject to phase out from CET1 "]
[null,5,"Minority interests (amount allowed in consolidated CET1)"]
[null,"EU-5a","Independently reviewed interim profits net of any foreseeable charge or dividend ",1745.7284885250001,"d"]
[null,6,"Common Equity Tier 1 (CET1) capital before regulatory adjustments",43549.021647775]
[null,"Common Equity Tier 1 (CET1) capital: regulatory adjustments "]
[null,7,"Additional value adjustments (negative amount)",-247.124335]
[null,8,"Intangible assets (net of related tax liability) (negative amount)",-3361.3160656099999,"e"]
[null,9,"Empty set in the EU"]
[null,10,"Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability where the conditions in Article 38 (3) are met) (negative amount)"]
[null,11,"Fair value reserves related to gains or losses on cash flow hedges of financial instruments that are not valued at fair value"]
[null,12,"Negative amounts resulting from the calculation of expected loss amounts "]
[null,13,"Any increase in equity that results from securitised assets (negative amount)"]
[null,14,"Gains or losses on liabilities valued at fair value resulting from changes in own credit standing"]
[null,15,"Defined-benefit pension fund assets (negative amount)"]
[null,16,"Direct and indirect holdings by an institution of own CET1 instruments (negative amount)",-1222.1464204000001]
[null,17,"Direct, indirect and synthetic holdings of the CET 1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)"]
[null,18,"Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)"]
[null,19,"Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)"]
[null,20,"Empty set in the EU"]
[null,"EU-20a","Exposure amount of the following items which qualify for a RW of 1250%, where the institution opts for the deduction alternative"]
[null,"EU-20b","     of which: qualifying holdings outside the financial sector (negative amount)"]
[null,"EU-20c","     of which: securitisation positions (negative amount)"]
[null,"EU-20d","     of which: free deliveries (negative amount)"]
[null,21,"Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability where the conditions in Article 38 (3) are met) (negative amount)"]
[null,22,"Amount exceeding the 17,65% threshold (negative amount)"]
[null,23,"     of which: direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities"]
[null,24,"Empty set in the EU"]
[null,25,"     of which: deferred tax assets arising from temporary differences"]
[null,"EU-25a","Losses for the current financial year (negative amount)"]
[null,"EU-25b","Foreseeable tax charges relating to CET1 items except where the institution suitably adjusts the amount of CET1 items insofar as such tax charges reduce the amount up to which those items may be used to cover risks or losses (negative amount)"]
[null,26,"Empty set in the EU"]
[null,27,"Qualifying AT1 deductions that exceed the AT1 items of the institution (negative amount)"]
[null,"27a","Other regulatory adjusments",-356.99970500000001]
[null,28,"Total regulatory adjustments to Common Equity Tier 1 (CET1)",-5187.5865260099999]
[null,29,"Common Equity Tier 1 (CET1) capital ",38361.435121764996]
[null,"Additional Tier 1 (AT1) capital: instruments"]
[null,30,"Capital instruments and the related share premium accounts ",4847.5050000000001,"f"]
[null,31,"     of which: classified as equity under applicable accounting standards",4847.5050000000001,"f"]
[null,32,"     of which: classified as liabilities under applicable accounting standards"]
[null,33,"Amount of qualifying items referred to in Article 484 (4) and the related share premium accounts subject to phase out from AT1"]
[null,"EU-33a","Amount of qualifying items referred to in Article 494a(1) subject to phase out from AT1"]
[null,"EU-33b","Amount of qualifying items referred to in Article 494b(1) subject to phase out from AT1"]
[null,34,"Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held by third parties "]
[null,35,"    of which: instruments issued by subsidiaries subject to phase out "]
[null,36,"   Additional Tier 1 (AT1) capital before regulatory adjustments",4847.5050000000001]
[null,"Additional Tier 1 (AT1) capital: regulatory adjustments"]
[null,37,"Direct and indirect holdings by an institution of own AT1 instruments (negative amount)",-10]
[null,38,"Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)"]
[null,39,"Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)"]
[null,40,"Direct, indirect and synthetic holdings by the institution of the AT1 instruments of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)"]
[null,41,"Not applicable"]
[null,42,"Qualifying T2 deductions that exceed the T2 items of the institution (negative amount)"]
[null,"42a","Other regulatory adjustments to AT1 capital"]
[null,43,"Total regulatory adjustments to Additional Tier 1 (AT1) capital",-10]
[null,44,"Additional Tier 1 (AT1) capital ",4837.5050000000001]
[null,45,"Tier 1 capital (T1 = CET1 + AT1)",43198.940121765001]
[null,"Tier 2 (T2) capital: instruments"]
[null,46,"Capital instruments and the related share premium accounts",7586.51,"g"]
[null,47,"Amount of qualifying  items referred to in Article 484 (5) and the related share premium accounts subject to phase out from T2 as described in Article 486 (4) CRR"]
[null,"EU-47a","Amount of qualifying  items referred to in Article 494a (2) subject to phase out from T2"]
[null,"EU-47b","Amount of qualifying  items referred to in Article 494b (2) subject to phase out from T2"]
[null,48,"Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties "]
[null,49,"   of which: instruments issued by subsidiaries subject to phase out"]
[null,50,"Credit risk adjustments"]
[null,51,"Tier 2 (T2) capital before regulatory adjustments",7586.51]
[null,"Tier 2 (T2) capital: regulatory adjustments "]
[null,52,"Direct and indirect holdings by an institution of own T2 instruments and subordinated loans (negative amount)",-18]
[null,53,"Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)"]
[null,54,"Direct and indirect holdings of the T2 instruments and subordinated loans of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)  "]
[null,"54a","Not applicable"]
[null,55,"Direct and indirect holdings by the institution of the T2 instruments and subordinated loans of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)",-50.16]
[null,56,"Not applicable"]
[null,"EU-56a ","Qualifying eligible liabilities deductions that exceed the eligible liabilities items of the institution (negative amount)"]
[null,"56b","Other regulatory adjusments to T2 capital"]
[null,57,"Total regulatory adjustments to Tier 2 (T2) capital",-68.16]
[null,58,"Tier 2 (T2) capital ",7518.35]
[null,59,"Total capital (TC = T1 + T2)",50717.290121765]
[null,60,"Total risk exposure amount",231188.35270883]
[null,"Capital ratios and requirements including buffers "]
[null,61,"Common Equity Tier 1",0.16593152151604834]
[null,62,"Tier 1",0.18685604017505097]
[null,63,"Total capital",0.21937649335492626]
[null,64,"Institution CET1 overall capital requirements",0.13543402699988744]
[null,65,"of which: capital conservation buffer requirement ",2.5000000000000001E-2]
[null,66,"of which: countercyclical capital buffer requirement ",2.43146114835587E-2]
[null,67,"of which: systemic risk buffer requirement ",7.5403711890085117E-3]
[null,"EU-67a","of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer requirement",1.4999999999999999E-2]
[null,"EU-67b","of which: additional own funds requirements to address the risks other than the risk of excessive leverage",1.857904432732024E-2]
[null,68,"Common Equity Tier 1 capital (as a percentage of risk exposure amount) available after meeting the minimum capital requirements",{"$f":"D92-D95","v":3.0497494516160906E-2}]
[null,"Amounts below the thresholds for deduction (before risk weighting) "]
[null,72,"Direct and indirect holdings of own funds and eligible liabilities of financial sector entities where the institution does not have a significant investment in those entities (amount below 10% threshold  and net of eligible short positions)   ",1553.3375010043058,"i"]
[null,73,"Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount below 17.65% thresholds and net of eligible short positions) ",556.82765398999993,"j"]
[null,74,"Not applicable"]
[null,75,"Deferred tax assets arising from temporary differences (amount below 17.65%  threshold, net of related tax liability where the conditions in Article 38 (3) are met)",446.23399999999998,"h"]
[null,"Applicable caps on the inclusion of provisions in Tier 2 "]
[null,76,"Credit risk adjustments included in T2 in respect of exposures subject to standardised approach (prior to the application of the cap)"]
[null,77,"Cap on inclusion of credit risk adjustments in T2 under standardised approach",160.00850169712498]
[null,78,"Credit risk adjustments included in T2 in respect of exposures subject to internal ratings-based approach (prior to the application of the cap)"]
[null,79,"Cap for inclusion of credit risk adjustments in T2 under internal ratings-based approach",932.41363917120009]
[null,"Capital instruments subject to phase-out arrangements (only applicable between 1 Jan 2014 and 1 Jan 2022)"]
[null,80,"Current cap on CET1 instruments subject to phase out arrangements"]
[null,81,"Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities)"]
[null,82,"Current cap on AT1 instruments subject to phase out arrangements"]
[null,83,"Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities)"]
[null,84,"Current cap on T2 instruments subject to phase out arrangements"]
[null,85,"Amount excluded from T2 due to cap (excess over cap after redemptions and maturities)"]

{"sheet":"EU CC2","index":3,"n_rows":18,"n_cols":6,"rows_kept":18,"cut":false,"hidden":false,"merged":[[5,1,5,5],[9,1,9,5],[12,1,12,5],[1,1,1,5],[4,3,4,4]]}
[]
[null,"EU CC2 - reconciliation of regulatory own funds to balance sheet in the audited financial statements"]
[]
[null,"Reported in DKKm",null,"Balance sheet as in published financial statements","Under regulatory scope of consolidation","Reference"]
[null,null,null,"At 30 June 2024 "]
[null,"Assets - Breakdown by asset clases according to the balance sheet in the published financial statements"]
[null,8,"Intangible assets ",3361.3159999999998,3361.3160656099999,"e"]
[null,10,"Deferred tax assets ",446.23399999999998,446.23399999999998,"h"]
[null,14,"Total assets",769893.41099999996]
[null,"Liabilities - Breakdown by liability clases according to the balance sheet in the published financial statements"]
[null,8,"Subordinated debt",7580.2550000000001,7586.51,"g"]
[null,9,"Total liabilities",720670.91599999997]
[null,"Shareholders' Equity"]
[null,1,"Share capital ",642.721,642.721,"a"]
[null,2,"Revaluation reserve",163.89099999999999,163.89099999999982,"b"]
[null,3,"Retained profit",43490.578999999998,42742.409647774999,"c, d"]
[null,4,"Holders of additional tier 1 capital (AT1) ",4925.3040000000001,4847.5050000000001,"f"]
[null,5,"Total shareholders' equity",49222.495000000003]

{"sheet":"EU OV1","index":4,"n_rows":35,"n_cols":6,"rows_kept":35,"cut":false,"hidden":false,"merged":[[3,1,5,2],[3,3,3,4],[1,1,1,5]]}
[]
[null,"EU OV1 – Overview of total risk exposure amounts"]
[]
[null,"Reported in DKKm",null,"Risk weighted exposure amounts (RWEAs)",null,"Total own funds requirements"]
[null,null,null,"a","b","c"]
[null,null,null,"30.06.2024","31.03.2024","30.06.2024"]
[null,1,"Credit risk (excluding CCR)",{"$f":"169113649140.05\n- (60167061.08 +1061326235.96+0+314598595.99 + 3652970253.87 + 0+ 0 +0+ 0)\n- 0 -1428390374.14 + 0 + 0","v":162596196619.00998},158956.33774547998,{"$f":"D7*0.08/1000000","v":13007.695729520798}]
[null,2,"Of which the standardised approach ",{"$f":"12432394166.74 - (60167061.08 + 1061326235.96 + 0)","v":11310900869.700001},10736.416847049999,{"$f":"D8*0.08/1000000","v":904.87206957600006}]
[null,3,"Of which the Foundation IRB (F-IRB) approach ",{"$f":"0 - (0+ 0 + 0 + 0) + 5688404345.57","v":5688404345.5699997},null,{"$f":"D9*0.08/1000000","v":455.07234764559996}]
[null,4,"Of which:  slotting approach",null,null,{"$f":"D10*0.08","v":0}]
[null,"EU 4a","Of which: equities under the simple riskweighted approach",null,null,0]
[null,5,"Of which the Advanced IRB (A-IRB) approach ",{"$f":"149564460253.6 - (314598595.99 + 3652970253.87 +0 + 0)","v":145596891403.74002},148219.92089842999,{"$f":"D12*0.08/1000000","v":11647.751312299202}]
[null,6,"Counterparty credit risk - CCR ",{"$f":"60167061.08 + 1061326235.96 + 0 + 314598595.99 + 3652970253.87 +0 + 0 + 0 + 0 + 0 + 1198836684.97","v":6287898831.8699999},9590.3633435599986,{"$f":"D13*0.08/1000000","v":503.03190654960002}]
[null,7,"Of which the standardised approach ",null,null,0]
[null,8,"Of which internal model method (IMM)",null,null,0]
[null,"EU 8a","Of which exposures to a CCP",{"$f":"18965756.22 + 0","v":18965756.219999999},null,{"$f":"D16*0.08/1000000","v":1.5172604975999999}]
[null,"EU 8b","Of which credit valuation adjustment - CVA",1198836684.97,1058.53674428,{"$f":"D17*0.08/1000000","v":95.906934797600002}]
[null,9,"Of which other CCR",8329.1348426700006,{"$f":"E13-E17","v":8531.8265992799988},666.33078741360009]
[null,15,"Settlement risk ",17765.2,0,1421.2160000000001]
[null,16,"Securitisation exposures in the non-trading book (after the cap)",{"$f":"1428390374.14/1000000","v":1428.3903741400002},1451.76211182,114.27122993120001]
[null,17,"Of which SEC-IRBA approach ",{"$f":"1428390374.14/1000000","v":1428.3903741400002},1451.76211182,114.27122993120001]
[null,18,"Of which SEC-ERBA (including IAA)",null,null,0]
[null,19,"Of which SEC-SA approach ",null,null,0]
[null,"EU 19a","Of which 1250%",null,null,0]
[null,20,"Position, foreign exchange and commodities risks (Market risk)",{"$f":"10159.47001869*1000000","v":10159470018.690001},10779.81317782,{"$f":"D25*0.08/1000000","v":812.75760149519999}]
[null,21,"Of which the standardised approach ",{"$f":"10159.47001869*1000000","v":10159470018.690001},10779.81317782,{"$f":"D26*0.08/1000000","v":812.75760149519999}]
[null,22,"Of which IMA ",null,null,0]
[null,"EU 22a","Large exposures",null,null,0]
[null,23,"Operational risk",19492684534.639999,19492.68453464,{"$f":"D29*0.08/1000000","v":1559.4147627712}]
[null,"EU 23a","Of which basic indicator approach ",null,null,0]
[null,"EU 23b","Of which standardised approach ",19492684534.639999,19492.68453464,{"$f":"D31*0.08/1000000","v":1559.4147627712}]
[null,"EU 23c","Of which advanced measurement approach ",null,null,0]
[null,24,"Amounts below the thresholds for deduction (subject\nto 250% risk weight) (For information)",null,null,0]
[null,null,"Other",30706,30679,2456.48]
[null,29,"Total",231188.3527086,230949.96091331996,18495.068216688]

{"sheet":"EU CQ1","index":5,"n_rows":18,"n_cols":13,"rows_kept":18,"cut":false,"hidden":false,"merged":[[7,12,7,14],[8,12,8,14],[9,12,9,14],[10,12,10,14],[11,12,11,14],[12,12,12,14],[13,12,13,14],[14,12,14,14],[15,12,15,14],[16,12,16,14],[17,12,17,14],[17,5,17,6],[7,10,7,11],[8,10,8,11],[9,10,9,11],[10,10,10,11],[11,10,11,11],[12,10,12,11],[13,10,13,11],[14,10,14,11],[15,10,15,11],[16,10,16,11],[17,10,17,11],[12,5,12,6],[13,5,13,6],[14,5,14,6],[15,5,15,6],[16,5,16,6],[7,5,7,6],[8,5,8,6],[9,5,9,6],[10,5,10,6],[11,5,11,6],[22,1,22,3],[22,6,22,7],[22,11,22,12],[65,1,65,2],[65,3,65,6],[65,7,65,11],[65,12,65,13],[31,2,31,3],[31,6,31,7],[31,11,31,12],[32,1,32,3],[32,6,32,7],[32,11,32,12],[4,3,4,7],[4,8,4,9],[4,10,4,14],[5,3,6,3],[5,4,5,7],[5,8,6,8],[5,9,6,9],[5,10,5,11],[5,12,6,14],[6,5,6,6],[6,10,6,11],[3,5,3,6],[3,10,3,11],[3,12,3,14],[2,11,2,12],[2,13,2,15]]}
[]
[null,"EU CQ1 - Credit quality of forborne exposures"]
[]
[null,"Reported in DKKm",null,"a","b","c",null,"d","e","f","g",null,"h"]
[null,null,null,"Gross carrying amount/ Nominal amount of exposures with forbearance measures",null,null,null,null,"Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions",null,"Collaterals received and financial guarantees received on forborne exposures"]
[null,null,null,"Performing forborne","Non-performing forborne",null,null,null,"On performing forborne exposures","On non-performing forborne exposures",null,null,"Of which: Collateral and financial guarantees received on non-performing exposures with forbearance measures"]
[null,null,null,null,null,"Of which defaulted",null,"Of which impaired"]
[null,5,"Cash balances at central banks and other\n demand deposits"]
[null,10,"Loans and advances",2214.5917734099999,5086.6529819099997,4812.3940926100004,null,1986.3174354500009,40.547944540000024,942.31604680000032,5165.8818883500098,null,3513.2237336000003]
[null,20,"Central banks"]
[null,30,"General governments",0.74116176000000011,1.2631222,1.0574409299999998,null,1.0574409299999998,3.7799999999999994E-6,0.34781632999999995]
[null,40,"Credit institutions"]
[null,50,"Other financial corporations",45.437839099999991,497.4948378499999,497.49483785000001,null,497.4394029,0.87446915999999997,269.96262523000001,119.77119293,null,112.02166068000001]
[null,60,"Non-financial corporations",1105.6195732799999,2882.8423558799991,2741.2771218499988,null,1053.3545380900007,26.445603110000004,377.52712687000036,2762.4843877600097,null,2034.3576669000001]
[null,70,"Households",1062.7931992700001,1705.0526659800009,1572.564691980001,null,434.46605353000001,13.227868490000015,294.47847837,2283.6263076599998,null,1366.84440602]
[null,80,"Debt Securities"]
[null,90,"Loan commitments given",40.677313139999995,144.13784436000009,143.99128046000004,null,144.08229236000003,1.1878700699999998,13.189385189999996]
[null,100,"Total",2255.2690865499999,5230.7908262699993,4956.3853730700002,null,2130.399727810001,41.73581461000002,955.50543199000026,5165.8818883500098,null,3513.2237336000003]

{"sheet":"EU CQ7","index":6,"n_rows":14,"n_cols":5,"rows_kept":14,"cut":false,"hidden":false,"merged":[[1,1,1,4],[35,1,35,6],[36,1,36,6],[37,1,37,6],[38,1,38,6],[29,1,29,6],[30,1,30,6],[31,1,31,6],[32,1,32,6],[33,1,33,6],[34,1,34,6],[23,1,23,6],[24,1,24,6],[25,1,25,6],[26,1,26,6],[27,1,27,6],[28,1,28,6],[4,3,4,4],[15,1,15,2],[18,1,18,6],[19,1,19,6],[20,1,20,6]]}
[]
[null,"EU CQ7 - Collateral obtained by taking possession and execution processes "]
[]
[null,"Reported in DKKm",null,"a","b"]
[null,null,null,"Collateral obtained by taking possession"]
[null,null,null,"Value at initial recognition","Accumulated negative changes"]
[null,"010","Property Plant and Equipment (PP&E)"]
[null,"020","Other than PP&E",133909155,0]
[null,"030","     Residential immovable property",2389076,0]
[null,"040","     Commercial Immovable property"]
[null,"050","     Movable property (auto, shipping, etc.)"]
[null,"060","     Equity and debt instruments",128520079]
[null,"070","     Other collateral",3000000]
[null,"080","Total",133909155,0]

{"sheet":"EU CR1","index":7,"n_rows":32,"n_cols":18,"rows_kept":32,"cut":false,"hidden":false,"merged":[[1,1,1,17],[2,1,2,10],[4,3,4,8],[4,9,4,14],[4,15,8,15],[4,16,4,17],[5,3,7,5],[5,6,7,8],[5,9,7,11],[5,12,7,14],[5,16,8,16],[5,17,8,17]]}
[]
[null,"EU CR1 - Performing and non-performing exposures and related provisions. "]
[]
[null,"Reported in DKKm",null,"a","b","c","d","e","f","g","h","i","j","k","l","m","n","o"]
[null,null,null,"Gross carrying values",null,null,null,null,null,"Accumulated impairment, accumulated negative changes in fair value due\n to credit risk and provisions",null,null,null,null,null,"Accumulated\n partial\n write-of","Collateral and financial\n guarantees received"]
[null,null,null,"Performing exposures",null,null,"Non-performing exposures",null,null,"Performing exposures – \naccumulated impairment and provisions",null,null,"Non-performing exposures – accumulated \nimpairment, accumulated negative changes in fair value due to credit risk and provisions",null,null,null,"On performing\n exposures","On non-performing\n exposures"]
[]
[]
[null,null,null,null,"Of which\n stage 1","Of which\n stage 2",null,"Of which\n stage 2","Of which\n stage 3",null,"Of which\n stage 1","Of which\n stage 2",null,"Of which\n stage 2","Of which\n stage 3"]
[null,"005","Cash balances at central banks\n and other demand deposits",85392.040603279995,84392.152092289994,999.88851098999999,0,0,0,5.2404157900000001,0.90842729,4.3319884999999996,0,0,0,0,0,0]
[null,"010","Loans and advances",547589.02700061316,527905.90006949322,19683.126931120001,7833.9677047100013,273.97838726999998,7559.9893174400004,1496.7316051199957,634.51850354999499,862.21310157000096,1799.5285465699994,6.0069677799999974,1793.5215787899995,947.66383814999983,419535.11382748291,5272.7106930599994]
[null,"020","Central banks",84.393611000000007,84.393611000000007,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"030","General governments",12913.817095840001,12904.04468196,9.7724138799999984,1.2631222,0.20568127,1.0574409299999998,5.1349586799999996,0.63281692999999994,4.5021417499999998,0.34781632999999995,1.6557479999999999E-2,0.33125884999999999,0,204.05597684,0]
[null,"040","Credit institutions",2430.9454074899991,2429.7292110999992,1.2161963899999857,0,0,0,0.29169953000000015,0.29169953000000015,0,0,0,0,4.3048999999999995E-4,5.0399896699999998,0]
[null,"050","Other financial corporations",56717.328920340202,55411.197720350203,1306.1311999899999,865.26378021999994,0,865.26378021999994,279.11687563999999,77.143425240000013,201.97345040000002,474.07753188999993,0,474.07753188999993,0,7591.9558105600054,260.10528768]
[null,"060","Non-financial corporations",260351.57231014993,252498.30613272992,7853.2661774200005,4045.3937931100004,141.56523402999997,3903.828559080001,902.24623972000097,371.28803479000101,530.95820492999997,678.41251121000016,1.4438876299999999,676.96862358000021,414.95753311999994,208599.85414824987,2790.11907509]
[null,"070","          Of which SMEs",84906.019708439911,80141.511342229904,4764.5083662099996,2409.4238914500006,140.97390402999997,2268.4499874200005,467.03297824999999,195.18452056999999,271.84845768000002,548.2320933100001,1.4418915499999998,546.79020176000006,374.64915503999998,63913.168999349902,1655.1925850799998]
[null,"080","Households",215090.96965579299,204578.22871235301,10512.74094344,2922.0470091799998,132.20747197,2789.8395372099999,309.94183154999496,185.16252705999398,124.779304490001,646.69068713999934,4.5465226699999981,642.1441644699994,532.70587453999985,203134.20790216301,2222.4863302899998]
[null,"090","Debt securities",74477.945812400023,74477.945812400023,0,0,0,0,1.7498779599999996,1.7498779599999996,0,0,0,0,0,0,0]
[null,"100","Central banks",412.09418290999997,412.09418290999997,0,0,0,0,6.7686999999999999E-3,6.7686999999999999E-3,0,0,0,0,0,0,0]
[null,"110","General governments",4827.6443138599998,4827.6443138599998,0,0,0,0,0.17322522000000001,0.17322522000000001,0,0,0,0,0,0,0]
[null,"120","Credit institutions",61453.731786400022,61453.731786400022,0,0,0,0,1.2589271299999998,1.2589271299999998,0,0,0,0,0,0,0]
[null,"130","Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"140","Non-financial corporations",7784.4755292299969,7784.4755292299969,0,0,0,0,0.31095690999999998,0.31095690999999998,0,0,0,0,0,0,0]
[null,"150","Off-balance-sheet exposures",104968.93629312009,103236.68549122008,1732.2508018999981,1131.9075065900006,5.5551999999999997E-2,1131.8519545900006,256.73804359000002,166.45823511000006,90.279808479999971,252.73870765000007,3.3257199999999999E-3,252.73538193000007,0,0,493.31624277000094]
[null,"160","Central banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"170","General governments",7864.8303148899995,7836.1845500700001,28.645764819999997,0,0,0,4.9353770900000002,3.7477696999999996,1.1876073899999999,0,0,0,0,0,0]
[null,"180","Credit institutions",395.2147263,271.73018304999999,123.48454324999999,0,0,0,1.5102660299999997,0.93126207999999977,0.57900394999999993,0,0,0,0,0,0]
[null,"190","Other financial corporations",7178.1154249900055,6902.3796497100057,275.73577528000004,72.589307640000001,0,72.589307640000001,24.151782510000007,9.5594903100000082,14.592292200000001,123.26826859000001,0,123.26826859000001,0,0,1.1451536299999998]
[null,"200","Non-financial corporations",71918.379417030039,70837.902337280044,1080.4770797499987,936.14132862000065,5.5551999999999997E-2,936.08577662000062,130.65857080000012,69.226910330000152,61.431660469999983,108.07764740000006,3.3257199999999999E-3,108.07432168000007,0,0,480.14814851000096]
[null,"210","Households",17612.396409910027,17388.488771110027,223.90763879999983,123.17687033000001,0,123.17687033000001,95.482047159999922,82.992802689999934,12.48924446999999,21.392791660000004,0,21.392791660000004,0,0,12.022940629999995]
[null,"220","Total",812427.94970941334,790012.68346540327,22415.266244010003,8965.875211300001,274.03393926999996,8691.8412720300003,1760.4599424599958,803.63504390999503,956.82489855000108,2052.2672542199994,6.0102934999999968,2046.2569607199996,947.66383814999983,419535.11382748291,5766.0269358300002]

{"sheet":"EU CR1-A","index":8,"n_rows":9,"n_cols":9,"rows_kept":9,"cut":false,"hidden":false,"merged":[[4,3,4,8]]}
[]
[null,"EU CR1-A: Maturity of exposures"]
[]
[null,"Reported in DKKm",null,"a","b","c","d","e","f"]
[null,null,null,"Net exposure value"]
[null,null,null,"On demand","<= 1 year","> 1 year <= 5 years","> 5 years","No stated maturity","Total"]
[null,1,"Loans and advances",2.2999999999999998,40613.160000000003,117450.42,423821.55,null,581887.42000000004]
[null,2,"Debt securities",2012.52,101470.28,41032.49,12348.09,null,156863.38]
[null,3,"Total",2014.82,142083.44,158482.91,436169.63,null,738750.8]

{"sheet":"EU CR2","index":9,"n_rows":11,"n_cols":4,"rows_kept":11,"cut":false,"hidden":false,"merged":[[1,1,1,3]]}
[]
[null,"EU CR2 - Changes in the stock of non-performing loans and advances"]
[]
[null,"Reported in DKKm",null,"a"]
[null,null,null,"Gross carrying amount               "]
[null,"010","Initial stock of non-performing loans and advances",7692.6186048]
[null,"020","Inflows to non-performing portfolios",1659.43864218]
[null,"030","Outflows from non-performing portfolios",926.62191057999996]
[null,"040","Outflows due to write-offs",244.45465300000001]
[null,"050","Outflow due to other situations",347.01297869000001]
[null,"060","Final stock of non-performing loans and advances",7833.9677047100004]

{"sheet":"EU CR3","index":10,"n_rows":13,"n_cols":8,"rows_kept":13,"cut":false,"hidden":false,"merged":[[1,1,1,7],[4,3,6,3]]}
[]
[null,"EU CR3 - CRM techniques overview:  Disclosure of the use of credit risk mitigation techniques"]
[]
[]
[null,"Reported in DKKm",null,"Unsecured carrying amount ","Secured carrying amount"]
[null,null,null,null,null,"Of which secured by collateral ","Of which secured by financial guarantees"]
[null,null,null,null,null,null,null,"Of which secured by credit derivatives"]
[null,null,null,"a","b","c","d","e"]
[null,1,"Loans and advances",212705.71022008001,424807.82452053996,383307.78213261999,41500.042387919995,0]
[null,2,"Debt securities ",74476.195934440009,0,0,0,0]
[null,3,"Total",287181.90615451999,424807.82452053996,383307.78213261999,41500.042387919995,0]
[null,4,"     Of which non-performing exposures",761.72846508000089,5272.7106930599994,5267.2382327799996,5.47246028,0]
[null,"EU-5","            Of which defaulted ",761.69535505012323,5027.7800683298765,0,0,0]

{"sheet":"EU CR4","index":11,"n_rows":24,"n_cols":9,"rows_kept":24,"cut":false,"hidden":false,"merged":[[4,2,6,2],[1,1,1,8],[3,7,4,8],[3,5,4,6],[3,3,4,4]]}
[]
[null,"EU CR4 – standardised approach – Credit risk exposure and CRM effects"]
[]
[null,"Reported in DKKm",null,"Exposures before CCF and before CRM",null,"Exposures post CCF and post CRM",null,"RWAs and RWAs density"]
[null,null," Exposure classes"]
[null,null,null,"On-balance-sheet exposures","Off-balance-sheet exposures","On-balance-sheet exposures","Off-balance-sheet exposures","RWEA","RWEA density (%) "]
[null,null,null,"a","b","c","d","e","f"]
[null,1,"Central governments or central banks",84955051470,11322193501,85342982571,1009508355,1115585772,1.29E-2]
[null,2,"Regional government or local authorities",9046172301,7651214477,9047445743,3847657202,28684896,2.2000000000000001E-3]
[null,3,"Public sector entities",63316689,498841607,16475234,249420804,53179208,0.2]
[null,4,"Multilateral development banks",459074893," -   ",459074893," -   "," -   ",0]
[null,5,"International organisations"]
[null,6,"Institutions",1676955238,625399589,1681043570,373207739,462331835,0.22509999999999999]
[null,7,"Corporates",1494205688,307641653,1464502220,74094475,1097152124,0.71309999999999996]
[null,8,"Retail",340390562,341972267,203427258,120631367,210812565,0.65049999999999997]
[null,9,"Secured by mortgages on immovable property",424431295,73052223,424431295,38065976,155348412,0.33589999999999998]
[null,10,"Exposures in default",587314728,8951263,578527673,2000723,583329552,1.0047999999999999]
[null,11,"Exposures associated with particularly high risk",84731," -   ",84731," -   ",127097,1.5]
[null,12,"Covered bonds",54890067259," -   ",54890067259," -   ",5489006726,0.1]
[null,13,"Institutions and corporates with a short-term credit assessment"]
[null,14,"Collective investment undertakings"]
[null,15,"Equity",1679354975," -   ",1679354975," -   ",2483628652,1.4789000000000001]
[null,16,"Other items"]
[null,17,"TOTAL",155616419829,20829266580,155787417424,5714586641,11679186839,7.2300000000000003E-2]

{"sheet":"EU CR5","index":12,"n_rows":24,"n_cols":20,"rows_kept":24,"cut":false,"hidden":false,"merged":[[4,2,6,2],[4,3,4,17],[4,18,5,18],[4,19,5,19],[1,1,1,19]]}
[]
[null,"EU CR5 – standardised approach"]
[]
[null,"Reported in DKKm"]
[null,null," Exposure classes","Risk weight",null,null,null,null,null,null,null,null,null,null,null,null,null,null,"Total","Of which unrated"]
[null,null,null,0,0.02,0.04,0.1,0.2,0.35,0.5,0.7,0.75,1,1.5,2.5,3.7,12.5,"Others"]
[null,null,null,"a","b","c","d","e","f","g","h","i","j","k","l","m","n","o","p","q"]
[null,1,"Central governments or central banks",85906256617," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",446234309," -   "," -   "," -   ",86352490925,0]
[null,2,"Regional government or local authorities",12780363362," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",114739584,12895102945," -   "]
[null,3,"Public sector entities"," -   "," -   "," -   "," -   ",265896038," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",265896038,0]
[null,4,"Multilateral development banks",459074893," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",459074893,0]
[null,5,"International organisations",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,0]
[null,6,"Institutions"," -   "," -   "," -   "," -   ",1884454915," -   ",169253739," -   "," -   "," -   ",542655," -   "," -   "," -   "," -   ",2054251309,0]
[null,7,"Corporates"," -   "," -   "," -   "," -   ",534384918," -   ",467014," -   "," -   ",1002096231,1648532," -   "," -   "," -   "," -   ",1538596695,1034124124]
[null,8,"Retail"," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",324058625," -   "," -   "," -   "," -   "," -   "," -   ",324058625,324058625]
[null,9,"Secured by mortgages on immovable property"," -   "," -   "," -   "," -   "," -   ",391103898,71393373," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",462497271,85916276628]
[null,10,"Exposures in default"," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",574926084,5602312," -   "," -   "," -   "," -   ",580528396,580528396]
[null,11,"Exposures associated with particularly high risk"," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",84731," -   "," -   "," -   "," -   ",84731,84731]
[null,12,"Covered bonds"," -   "," -   "," -   ",54890067259," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",54890067259,0]
[null,13,"Institutions and corporates with a short-term credit assessment"]
[null,14,"Unit or shares in collective investment undertakings"]
[null,15,"Equity"," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",1143172524," -   ",536182451," -   "," -   "," -   ",1679354975,1679354975]
[null,16,"Other items"]
[null,17,"TOTAL",99145694871," -   "," -   ",54890067259,2684735871,391103898,241114127," -   ",324058625,2720194839,7878230,982416760," -   "," -   ",114739584,161502004064,89534427479]

{"sheet":"EU CR6-A","index":13,"n_rows":22,"n_cols":8,"rows_kept":22,"cut":false,"hidden":false,"merged":[[1,1,1,7]]}
[]
[null,"EU CR6-A - Scope of the use of IRB and SA approaches"]
[]
[]
[null,"Reported in DKKm",null,"Exposure value as defined in Article 166 CRR for exposures subject to IRB approach","Total exposure value for exposures subject to the Standardised approach and to the IRB approach","Percentage of total exposure value subject to the permanent partial use of the SA (%)","Percentage of total exposure value subject to a roll-out plan (%)","Percentage of total exposure value subject to IRB Approach (%)"]
[null,null,null,"a","b","c","e","e"]
[null,1,"Central governments or central banks "," -   ",99220960942,1,0,0]
[null,1.1000000000000001,"Of which Regional governments or local authorities ",null,12872511378,1,0,0]
[null,1.2,"Of which Public sector entities ",null," -   ",0,0,0]
[null,2,"Institutions"," -   ",57259543212,1,0,0]
[null,3,"Corporates",274785953620,276773589025,7.1999999999999998E-3,0,0.99280000000000002]
[null,3.1,"Of which Corporates - Specialised lending, excluding slotting approach",null,188727692,1.5E-3,0,0.99850000000000005]
[null,3.2,"Of which Corporates - Specialised lending under slotting approach",null," -   ",0,0,0]
[null,4,"Retail",225166202422,226760521805,7.0000000000000001E-3,0,0.99299999999999999]
[null,4.0999999999999996,"of which Retail – Secured by real estate SMEs",null,33910538544,5.5999999999999999E-3,0,0.99439999999999995]
[null,4.2,"of which Retail – Secured by real estate non-SMEs",null,163704794377,3.8E-3,0,0.99619999999999997]
[null,4.3,"of which Retail – Qualifying revolving",null," -   ",0,0,0]
[null,4.4000000000000004,"of which Retail – Other SMEs",null,10445153433,4.07E-2,0,0.95930000000000004]
[null,4.5,"of which Retail – Other non-SMEs",null,18700035451,1.95E-2,0,0.98050000000000004]
[null,5,"Equity"," -   ",1679354975,1,0,0]
[null,6,"Other non-credit obligation assets",5688404346,5688404346,0,0,1]
[null,7,"Total ",505640560388,667382374306,0.2424,0,0.75760000000000005]

{"sheet":"EU CR6-B","index":14,"n_rows":148,"n_cols":15,"rows_kept":148,"cut":false,"hidden":false,"merged":[[1,1,1,14],[4,1,5,1],[24,1,24,2],[147,1,147,2],[45,1,45,2],[145,1,145,2],[65,1,65,2],[85,1,85,2],[105,1,105,2],[125,1,125,2]]}
[]
[null,"EU CR6-B - IRB approach – Credit risk exposures by exposure class and PD range"]
[]
[null,"Reported in DKKm"]
[null,"A-IRB","PD scale","On-balance sheet exposures","Off-balance-sheet exposures pre-CCF","Exposure weighted average CCF","Exposure post CCF and post CRM","Exposure weighted average PD (%)","Number of obligors","Exposure weighted average LGD (%)","Exposure weighted average maturity ( years)","Risk weighted exposure amount after supporting factors","Density of risk weighted exposure amount","Expected loss amount","Value adjust-ments and provisions"]
[null,null,"a","b","c","d","e","f","g","h","i","j","k","l","m"]
[null,"Corporate "]
[null,null,"0.00 to <0.15",5519085393,10180360768,0.56440000000000001,11264439466,8.9999999999999998E-4,88,0.50760000000000005,1,2698284524,0.23949999999999999,5268317,-9175986]
[null,null,"0.00 to <0.10",3265029836,6348309474,0.63300000000000001,7283815872,6.9999999999999999E-4,53,0.46360000000000001,1,1268331926,0.1741,2376372,-3828415]
[null,null,"0.10  to <0.15",2254055556,3832051294,0.4506,3980623594,1.1999999999999999E-3,35,0.58819999999999995,1,1429952598,0.35920000000000002,2891945,-5347571]
[null,null,"0.15 to <0.25",18658637925,5705149878,0.51,21546823169,1.8E-3,167,0.39679999999999999,3,8073992470,0.37469999999999998,15490119,-33441854]
[null,null,"0.25 to <0.50",56915677033,17172339053,0.45469999999999999,64723906356,3.0000000000000001E-3,1248,0.21229999999999999,4,16018845530,0.2475,44143515,-118607153]
[null,null,"0.50 to <0.75",14638608176,3976941255,0.55200000000000005,16833192916,6.1999999999999998E-3,682,0.247,4,6656783319,0.39550000000000002,24580497,-46046199]
[null,null,"0.75 to <2.50",75828864517,14550295445,0.43390000000000001,82102142293,1.3100000000000001E-2,2338,0.1555,4,30223910795,0.36809999999999998,159840418,-304921178]
[null,null,"0.75 to <1.75",62331157698,11788710722,0.4486,67579431697,1.17E-2,1675,0.15409999999999999,4,23573964454,0.3488,113730990,-233917968]
[null,null,"1.75 to <2.5",13497706819,2761584722,0.37119999999999997,14522710597,0.02,663,0.1618,4,6649946341,0.45789999999999997,46109428,-71003210]
[null,null,"2.50 to <10.00",21200558086,2885955727,0.44059999999999999,22348662439,4.1599999999999998E-2,1875,0.1797,4,13236806941,0.59230000000000005,167977262,-251977834]
[null,null,"2.5 to <5",16845226040,2361232572,0.41039999999999999,17707692926,3.4500000000000003E-2,1361,0.18090000000000001,4,10050077059,0.56759999999999999,110889011,-161751891]
[null,null,"5 to <10",4355332046,524723155,0.57679999999999998,4640969513,6.9099999999999995E-2,514,0.17530000000000001,4,3186729882,0.68669999999999998,57088251,-90225942]
[null,null,"10.00 to <100.00",3367303925,252467066,0.79169999999999996,3539635574,0.25750000000000001,398,0.2485,3,4526061506,1.2786999999999999,215400087,-349026358]
[null,null,"10 to <20",1494959110,65391798,0.56069999999999998,1531621639,0.13769999999999999,280,0.12180000000000001,4,909983109,0.59409999999999996,25523763,-21096875]
[null,null,"20 to <30",1361275375,187075268,0.87239999999999995,1496944495,0.23769999999999999,71,0.42709999999999998,1,3427535518,2.2896999999999998,153414307,-325038022]
[null,null,"30.00 to <100.00",511069440," -   ",0,511069440,0.67479999999999996,47,0.105,5,188542879,0.36890000000000001,36462018,-2891461]
[null,null,"100.00 (Default)",2512590484,1060241743,9.6000000000000002E-2,2595031683,1,192,0.23730000000000001,3,2720125397,1.0482,635236231,-643979354]
[null,"Subtotal (exposure class)",null,198641325538,55783750935,0.46489999999999998,224953833896,2.6100000000000002E-2,6988,0.22420000000000001,4,84154810483,0.37409999999999999,1267936447,-1757175915]
[]
[]
[null,"Corporate SL"]
[null,null,"0.00 to <0.15"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ","-"," -   "," -   "]
[null,null,"0.00 to <0.10"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ","-"," -   "," -   "]
[null,null,"0.10  to <0.15"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ","-"," -   "," -   "]
[null,null,"0.15 to <0.25"," -   ",7300000,0.85,6240000,2.3999999999999998E-3,1,0.56999999999999995,1,2238759,0.35880000000000001,8677,-20638]
[null,null,"0.25 to <0.50",279179,12237292,0.91,11386138,3.8E-3,5,0.34960000000000002,1,3695235,0.32450000000000001,15225,-32721]
[null,null,"0.50 to <0.75",18448532,14701468,0.86,31113808,5.7999999999999996E-3,4,4.7800000000000002E-2,1,1189960,3.8199999999999998E-2,8431,-14856]
[null,null,"0.75 to <2.50",102451128,57396516,0.65,139534996,1.0699999999999999E-2,8,0.35199999999999998,2,111617256,0.79990000000000006,623016,-1100691]
[null,null,"0.75 to <1.75",102447428,16996516,0.98,119131296,9.1999999999999998E-3,7,0.31119999999999998,3,83925388,0.70450000000000002,391030,-728696]
[null,null,"1.75 to <2.5",3700,40400000,0.5,20403700,1.9300000000000001E-2,1,0.59,1,27691868,1.3571983620000001,231986,-371994]
[null,null,"2.50 to <10.00"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ","-"," -   "," -   "]
[null,null,"2.5 to <5"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ","-"," -   "," -   "]
[null,null,"5 to <10"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ","-"," -   "," -   "]
[null,null,"10.00 to <100.00"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ","-"," -   "," -   "]
[null,null,"10 to <20"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ","-"," -   "," -   "]
[null,null,"20 to <30"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ","-"," -   "," -   "]
[null,null,"30.00 to <100.00"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ","-"," -   "," -   "]
[null,null,"100.00 (Default)",171314,78686,0,171314,1,1,0.55000000000000004,1," -   ",0,177141,-171314]
[null,"Subtotal (exposure class)",null,121350153,91713961,0.70379999999999998,188446257,1.01E-2,19,0.309,2,118741210,0.63009999999999999,832490,-1340220]
[]
[null,"Corporate  SME"]
[null,null,"0.00 to <0.15",2727265210,2702815935,0.42699999999999999,3860060226,1E-3,67,0.45379999999999998,2,828179061,0.21460000000000001,1789717,-5680790]
[null,null,"0.00 to <0.10",1322389933,600913234,0.68620000000000003,1734724845,6.9999999999999999E-4,36,0.43330000000000002,2,286328579,0.1651,546918,-3389553]
[null,null,"0.10  to <0.15",1404875277,2101902700,0.35299999999999998,2125335381,1.1999999999999999E-3,31,0.47060000000000002,2,541850482,0.25490000000000002,1242798,-2291237]
[null,null,"0.15 to <0.25",1323441192,266622431,0.69059999999999999,1507557981,1.9E-3,65,0.23180000000000001,2,241525129,0.16020000000000001,638134,-3796259]
[null,null,"0.25 to <0.50",5341334292,3358962575,0.4713,6924538588,3.5000000000000001E-3,201,0.21290000000000001,3,1315425930,0.19,4784572,-35688793]
[null,null,"0.50 to <0.75",5371650579,1166117451,0.68420000000000003,6168166848,6.1000000000000004E-3,177,0.18049999999999999,3,1378687630,0.2235,6705107,-27738139]
[null,null,"0.75 to <2.50",16281658253,3890833948,0.52490000000000003,18256726426,1.43E-2,708,0.2198,3,7185753188,0.39360000000000001,57459753,-115947345]
[null,null,"0.75 to <1.75",10650734919,2923516931,0.56830000000000003,12250598915,1.1599999999999999E-2,494,0.21149999999999999,3,4314601184,0.35220000000000001,29230345,-72907105]
[null,null,"1.75 to <2.5",5630923334,967317017,0.39379999999999998,6006127510,1.9900000000000001E-2,214,0.23680000000000001,3,2871152005,0.47799999999999998,28229409,-43040239]
[null,null,"2.50 to <10.00",8564771063,1809598918,0.35570000000000002,9189176324,4.3799999999999999E-2,505,0.18429999999999999,3,4368530524,0.47539999999999999,74510932,-198531568]
[null,null,"2.5 to <5",6479519931,1073858974,0.46029999999999999,6956109272,3.5299999999999998E-2,374,0.1792,4,3036009099,0.4365,43644943,-75702962]
[null,null,"5 to <10",2085251132,735739944,0.20300000000000001,2233067052,6.9900000000000004E-2,131,0.19989999999999999,3,1332521425,0.59670000000000001,30865990,-122828606]
[null,null,"10.00 to <100.00",1783641613,364226333,0.29699999999999999,1869848214,0.23130000000000001,91,0.2208,3,1684818928,0.90100000000000002,88388514,-107784581]
[null,null,"10 to <20",746630284,293433899,0.17100000000000001,796812435,0.13700000000000001,42,0.21929999999999999,3,677684823,0.85050000000000003,23434590,-33582333]
[null,null,"20 to <30",886514788,70792435,0.81899999999999995,922539238,0.2432,43,0.2394,3,953298350,1.0333000000000001,53549496,-66236075]
[null,null,"30.00 to <100.00",150496541," -   ",0,150496541,0.65690000000000004,6,0.1149,5,53835756,0.35770000000000002,11404429,-7966173]
[null,null,"100.00 (Default)",1464362070,177851562,0.22040000000000001,1472277247,1,71,0.2878,3,1501435630,1.0198,437529980,-431146494]
[null,"Subtotal (exposure class)",null,42858124273,13737029153,0.4854,49248351853,5.3600000000000002E-2,1885,0.2281,3,18504356020,0.37569999999999998,671806709,-926313970]
[]
[null,"Retail Mort"]
[null,null,"0.00 to <0.15",2677224046,1140064748,0.73019999999999996,3509709659,8.9999999999999998E-4,9804,6.6699999999999995E-2," -   ",57228172,1.6299999999999999E-2,227369,-5713144]
[null,null,"0.00 to <0.10",1718794998,759736926,0.72189999999999999,2267256619,6.9999999999999999E-4,6425,5.8900000000000001E-2," -   ",27874657,1.23E-2,105150,-560812]
[null,null,"0.10  to <0.15",958429049,380327821,0.74680000000000002,1242453040,1.1999999999999999E-3,3379,8.09E-2," -   ",29353515,2.3599999999999999E-2,122219,-5152331]
[null,null,"0.15 to <0.25",1313141658,374461537,0.76849999999999996,1600904275,2E-3,3661,8.3299999999999999E-2," -   ",56679123,3.5400000000000001E-2,267310,-8621062]
[null,null,"0.25 to <0.50",4097889675,401286948,0.77039999999999997,4407052986,4.0000000000000001E-3,7980,7.7899999999999997E-2," -   ",240081437,5.45E-2,1364576,-12826209]
[null,null,"0.50 to <0.75",39837147491,278292750,0.54930000000000001,39990011720,6.4000000000000003E-3,54662,9.3700000000000006E-2," -   ",3677377253,9.1999999999999998E-2,24003167,-56699433]
[null,null,"0.75 to <2.50",93701429892,1180293785,0.28179999999999999,94034036687,1.29E-2,89733,0.10489999999999999," -   ",15460617913,0.16439999999999999,129982203,-127443417]
[null,null,"0.75 to <1.75",79413911940,332246405,0.42299999999999999,79554453973,1.15E-2,77891,9.9500000000000005E-2," -   ",11373743786,0.14299999999999999,90142348,-99151336]
[null,null,"1.75 to <2.5",14287517953,848047380,0.22650000000000001,14479582714,2.0899999999999998E-2,11842,0.13469999999999999," -   ",4086874127,0.2823,39839856,-28292082]
[null,null,"2.50 to <10.00",14705162724,89159674,0.45040000000000002,14745322259,4.7500000000000001E-2,12579,0.11169999999999999," -   ",5415294866,0.36730000000000002,78026826,-99123989]
[null,null,"2.5 to <5",9412133672,70840040,0.48,9446136006,3.44E-2,8047,0.1094," -   ",2912423403,0.30830000000000002,35207881,-38458702]
[null,null,"5 to <10",5293029052,18319634,0.33610000000000001,5299186253,7.0900000000000005E-2,4532,0.1158," -   ",2502871463,0.4723,42818945,-60665287]
[null,null,"10.00 to <100.00",3086472616,16884044,0.66900000000000004,3097768202,0.2366,3061,0.1215," -   ",2104774729,0.6794,89461493,-92125624]
[null,null,"10 to <20",1581656776,7701232,0.5423,1585833450,0.1343,1446,0.1222," -   ",1034987985,0.65259999999999996,26149997,-49379586]
[null,null,"20 to <30",657307047,8238262,0.84119999999999995,664237049,0.23089999999999999,824,0.11559999999999999," -   ",467608727,0.70399999999999996,17845156,-23430098]
[null,null,"30.00 to <100.00",847508793,944551,0.2,847697703,0.43240000000000001,791,0.1249," -   ",602178016,0.71040000000000003,45466341,-19315940]
[null,null,"100.00 (Default)",1695143984,23567511,0.3826,1704160852,1,2296,0.14680000000000001," -   ",1819790314,1.0679000000000001,144585296,-147286457]
[null,"Subtotal (exposure class)",null,161113612086,3504010997,0.3987,163088966640,2.8400000000000002E-2,183776,0.1018," -   ",28831843807,0.17680000000000001,467918239,-549839335]
[]
[null,"Retail Mort SME"]
[null,null,"0.00 to <0.15",141366605,26185690,0.71440000000000003,160074843,8.9999999999999998E-4,33,0.1255," -   ",3436180,2.1499999999999998E-2,17433,-447034]
[null,null,"0.00 to <0.10",126475779,6142554,0.2,127704289,8.0000000000000004E-4,19,0.1225," -   ",2429580,1.9E-2,11907,-410881]
[null,null,"0.10  to <0.15",14890827,20043136,0.87209999999999999,32370554,1.1999999999999999E-3,14,0.13719999999999999," -   ",1006600,3.1099999999999999E-2,5526,-36153]
[null,null,"0.15 to <0.25",1910914607,54811887,0.90329999999999999,1960424063,1.9E-3,222,9.5699999999999993E-2," -   ",57947815,2.9600000000000001E-2,352256,-6761027]
[null,null,"0.25 to <0.50",2226489266,307831917,0.82869999999999999,2481595055,3.7000000000000002E-3,543,9.9900000000000003E-2," -   ",134096342,5.3999999999999999E-2,966372,-7732915]
[null,null,"0.50 to <0.75",3321895843,297615630,0.74519999999999997,3543675416,5.7999999999999996E-3,697,0.10440000000000001," -   ",258256299,7.2900000000000006E-2,2145742,-12922458]
[null,null,"0.75 to <2.50",18439466437,2492584895,0.39479999999999998,19423448805,1.43E-2,1816,0.1091," -   ",2709872066,0.13950000000000001,30385581,-72837497]
[null,null,"0.75 to <1.75",12798625430,528785868,0.77510000000000001,13208505712,1.14E-2,1374,0.1086," -   ",1583470087,0.11990000000000001,16350072,-51580825]
[null,null,"1.75 to <2.5",5640841007,1963799027,0.2923,6214943094,2.0500000000000001E-2,442,0.11," -   ",1126401978,0.1812,14035509,-21256672]
[null,null,"2.50 to <10.00",4666892457,147875271,0.83799999999999997,4790806794,4.4600000000000001E-2,804,0.1072," -   ",1298971895,0.27110000000000001,23671009,-30600943]
[null,null,"2.5 to <5",3513439978,112238010,0.87780000000000002,3611962754,3.5200000000000002E-2,585,0.1037," -   ",835424778,0.23130000000000001,13322944,-16676636]
[null,null,"5 to <10",1153452478,35637261,0.71250000000000002,1178844040,7.3200000000000001E-2,219,0.1179," -   ",463547117,0.39319999999999999,10348065,-13924307]
[null,null,"10.00 to <100.00",880177585,27807473,0.78869999999999996,902109975,0.33600000000000002,200,0.11269999999999999," -   ",395292676,0.43819999999999998,33094650,-22337882]
[null,null,"10 to <20",450755945,6082930,0.50190000000000001,453808891,0.1502,71,0.1173," -   ",225867693,0.49769999999999998,8002807,-7795812]
[null,null,"20 to <30",130406093,21724543,0.86899999999999999,149285538,0.22639999999999999,106,0.1118," -   ",78518190,0.52600000000000002,3771348,-8165224]
[null,null,"30.00 to <100.00",299015546," -   ",0,299015546,0.67269999999999996,23,0.106," -   ",90906793,0.30399999999999999,21320496,-6376846]
[null,null,"100.00 (Default)",448720419,15052818,0.74270000000000003,459900569,1,152,0.11509999999999999," -   ",435808694,0.9476,26470186,-27578608]
[null,"Subtotal (exposure class)",null,32035923219,3369765581,0.57289999999999996,33722035521,3.8199999999999998E-2,4467,0.1071," -   ",5293681966,0.157,117103230,-181218363]
[]
[null,"Retail Other"]
[null,null,"0.00 to <0.15",1818707321,4528518200,0.83919999999999995,5619038823,8.9999999999999998E-4,41982,0.4572," -   ",637326284,0.1134,2403219,-28190287]
[null,null,"0.00 to <0.10",1097077354,2889552081,0.84219999999999995,3530686372,8.0000000000000004E-4,26144,0.45269999999999999," -   ",345721158,9.7900000000000001E-2,1234598,-4260841]
[null,null,"0.10  to <0.15",721629966,1638966118,0.83389999999999997,2088352451,1.1999999999999999E-3,15838,0.46489999999999998," -   ",291605127,0.1396,1168621,-23929446]
[null,null,"0.15 to <0.25",842751889,1138712322,0.8498,1810397915,2E-3,22418,0.44," -   ",337376469,0.18640000000000001,1569158,-27907007]
[null,null,"0.25 to <0.50",1177660116,1015722268,0.85170000000000001,2042636623,3.3999999999999998E-3,20952,0.4753," -   ",583575315,0.28570000000000001,3294941,-31534337]
[null,null,"0.50 to <0.75",342576882,495034074,0.91339999999999999,794741097,6.1000000000000004E-3,4476,0.4834," -   ",325434655,0.40949999999999998,2339663,-13909234]
[null,null,"0.75 to <2.50",5017447141,1016426027,0.86019999999999996,5891633157,1.46E-2,60014,0.29499999999999998," -   ",2115216162,0.35899999999999999,24958171,-66850390]
[null,null,"0.75 to <1.75",3806294293,834845424,0.85519999999999996,4520287057,1.2800000000000001E-2,45675,0.29609999999999997," -   ",1565651738,0.34639999999999999,16689461,-47195751]
[null,null,"1.75 to <2.5",1211152848,181580603,0.88280000000000003,1371346100,2.0500000000000001E-2,14339,0.29120000000000001," -   ",549564424,0.4007,8268710,-19654639]
[null,null,"2.50 to <10.00",1397339444,479197314,0.54390000000000005,1657599621,4.3499999999999997E-2,13025,0.29959999999999998," -   ",758882312,0.45779999999999998,20915101,-42205829]
[null,null,"2.5 to <5",1010500128,365522886,0.57979999999999998,1222065175,3.2099999999999997E-2,9610,0.3054," -   ",555878014,0.45490000000000003,12006593,-27984050]
[null,null,"5 to <10",386839316,113674428,0.4284,435534446,7.5399999999999995E-2,3415,0.28349999999999997," -   ",203004297,0.46610000000000001,8908508,-14221779]
[null,null,"10.00 to <100.00",241003808,31113582,0.55279999999999996,258026918,0.20069999999999999,3260,0.3155," -   ",187390043,0.72619999999999996,15792784,-32905363]
[null,null,"10 to <20",116174943,16844747,0.63929999999999998,126769338,0.16650000000000001,1705,0.36930000000000002," -   ",102391932,0.80769999999999997,7855792,-16358893]
[null,null,"20 to <30",105464021,13791882,0.46410000000000001,111863359,0.21249999999999999,1398,0.2717," -   ",73385554,0.65600000000000003,6432840,-13986725]
[null,null,"30.00 to <100.00",19364844,476953,6.1600000000000002E-2,19394221,0.35580000000000001,157,0.2162," -   ",11612556,0.5988,1504151,-2559746]
[null,null,"100.00 (Default)",257788409,30991956,9.3600000000000003E-2,260559280,1,3204,0.39839999999999998," -   ",199145958,0.76429999999999998,158884538,-157710535]
[null,"Subtotal (exposure class)",null,11095275009,8735715743,0.81030000000000002,18334633433,2.6800000000000001E-2,169331,0.38950000000000001," -   ",5144347198,0.28060000000000002,230157573,-401212982]
[]
[null,"Retail Other SME"]
[null,null,"0.00 to <0.15",50427555,758502256,0.58189999999999997,491829745,1.1000000000000001E-3,64,0.51300000000000001," -   ",54185569,0.11020000000000001,279893,-427822]
[null,null,"0.00 to <0.10",16104708,154049783,0.69620000000000004,123349333,5.9999999999999995E-4,23,0.48549999999999999," -   ",8002205,6.4899999999999999E-2,36016,-50378]
[null,null,"0.10  to <0.15",34322847,604452473,0.55279999999999996,368480412,1.2999999999999999E-3,41,0.5222," -   ",46183364,0.12529999999999999,243877,-377444]
[null,null,"0.15 to <0.25",91035013,495542741,0.69589999999999996,434613428,1.9E-3,226,0.48010000000000003," -   ",69506043,0.15989999999999999,397960,-1000476]
[null,null,"0.25 to <0.50",256960335,1131011842,0.68720000000000003,1025842483,3.7000000000000002E-3,1073,0.44040000000000001," -   ",225371304,0.21970000000000001,1676968,-3008098]
[null,null,"0.50 to <0.75",265343471,1167479206,0.62450000000000006,983493873,6.1999999999999998E-3,950,0.46339999999999998," -   ",310088688,0.31530000000000002,2796335,-5686127]
[null,null,"0.75 to <2.50",1123621130,2893330233,0.63500000000000001,2919585634,1.35E-2,2804,0.42209999999999998," -   ",1123474242,0.38479999999999998,16299675,-19377960]
[null,null,"0.75 to <1.75",796838299,2184288031,0.66069999999999995,2216037630,1.14E-2,2139,0.43859999999999999," -   ",847225392,0.38229999999999997,11004174,-13303200]
[null,null,"1.75 to <2.5",326782831,709042203,0.55579999999999996,703548003,2.0299999999999999E-2,665,0.37030000000000002," -   ",276248849,0.39269999999999999,5295500,-6074760]
[null,null,"2.50 to <10.00",2662537751,1315847925,0.38679999999999998,3165100391,4.9700000000000001E-2,8900,0.24829999999999999," -   ",936470856,0.2959,37841137,-46980370]
[null,null,"2.5 to <5",1444461755,828784878,0.40620000000000001,1778524671,3.6400000000000002E-2,5414,0.26040000000000002," -   ",536062348,0.3014,16485050,-20564044]
[null,null,"5 to <10",1218075995,487063047,0.35360000000000003,1386575720,6.6699999999999995E-2,3486,0.23280000000000001," -   ",400408508,0.2888,21356087,-26416325]
[null,null,"10.00 to <100.00",447569316,240779173,0.48099999999999998,542146200,0.18160000000000001,1050,0.24460000000000001," -   ",236464054,0.43619999999999998,24838110,-56422777]
[null,null,"10 to <20",325156341,143821435,0.35870000000000002,362250577,0.158,668,0.19009999999999999," -   ",114848514,0.317,10633374,-21469709]
[null,null,"20 to <30",109551731,96679808,0.66369999999999996,166978793,0.22020000000000001,331,0.3715," -   ",117972238,0.70650000000000002,13613399,-33607208]
[null,null,"30.00 to <100.00",12861244,277930,0.2,12916830,0.34410000000000002,51,0.1331," -   ",3643301,0.28210000000000002,591337,-1345860]
[null,null,"100.00 (Default)",300977554,149314935,0.44629999999999997,353122151,1,691,0.33539999999999998," -   ",585856716,1.6591,130647154,-134275537]
[null,"Subtotal (exposure class)",null,5198472124,8151808311,0.54500000000000004,9915733905,6.6500000000000004E-2,15758,0.3669," -   ",3541417471,0.35720000000000002,214777231,-267179167]
[]
[null,"Total (all exposures classes)",null,451064082402,93373794681,0.46700000000000003,499452001505,3.1199999999999999E-2,382224,0.1857,2,145589198155,0.29149999999999998,2970531920,-4084279953]

{"sheet":"EU CR7","index":15,"n_rows":24,"n_cols":5,"rows_kept":24,"cut":false,"hidden":false,"merged":[[4,1,4,2],[1,1,1,4]]}
[]
[null,"EU CR7 - IRB approach – Effect on the RWEAs of credit derivatives used as CRM techniques"]
[]
[null,"Reported in DKKm",null,"Pre-credit derivatives risk weighted exposure amount","Actual risk weighted exposure amount"]
[null,null,null,"a","b"]
[null,1,"Exposures under F-IRB"," "," "]
[null,2,"Central governments and central banks"," "," "]
[null,3,"Institutions"," "," "]
[null,4,"Corporates "," "," "]
[null,4.0999999999999996,"of which Corporates - SMEs"," "," "]
[null,4.2,"of which Corporates - Specialised lending"," "," "]
[null,5,"Exposures under A-IRB",145589198155,145589198155]
[null,6,"Central governments and central banks"]
[null,7,"Institutions"]
[null,8,"Corporates ",102777907712,102777907712]
[null,8.1,"of which Corporates - SMEs",18504356020,18504356020]
[null,8.1999999999999993,"of which Corporates - Specialised lending",118741209,118741209]
[null,9,"Retail",42811290442,42811290442]
[null,9.1,"of which Retail – SMEs - Secured by immovable property collateral ",5293681966,5293681966]
[null,9.1999999999999993,"of which Retail – non-SMEs - Secured by immovable property collateral",28831843807,28831843807]
[null,9.3000000000000007,"of which Retail – Qualifying revolving"]
[null,9.4,"of which Retail – SMEs - Other",3541417472,3541417472]
[null,9.5,"of which Retail – Non-SMEs- Other",5144347198,5144347198]
[null,10,"TOTAL (including F-IRB exposures and A-IRB exposures)",145589198155,145589198155]

{"sheet":"EU CR7-A","index":16,"n_rows":22,"n_cols":17,"rows_kept":22,"cut":false,"hidden":false,"merged":[[1,1,1,16],[6,9,7,9],[6,13,7,13],[6,14,7,14],[4,1,8,2],[4,3,6,3],[4,4,4,14],[4,15,4,16],[5,4,5,12],[5,13,5,14],[5,15,7,15],[5,16,7,16],[6,4,7,4],[6,5,7,5]]}
[]
[null,"EU CR7-A - IRB approach – Disclosure of the extent of the use of CRM techniques"]
[]
[null,"Reported in DKKm"]
[null,"A-IRB",null,"Total exposures\n","Credit risk Mitigation techniques",null,null,null,null,null,null,null,null,null,null,"Credit risk Mitigation methods in the calculation of RWEAs"]
[null,null,null,null,"\nFunded credit \nProtection (FCP)",null,null,null,null,null,null,null,null," \nUnfunded credit \nProtection (UFCP)",null,"RWEA without substitution effects\n(reduction effects only)\n","RWEA with substitution effects\n(both reduction and sustitution effects)\n"]
[null,null,null,null," \nPart of exposures covered by Financial Collaterals (%)","Part of exposures covered by Other eligible collaterals (%)",null,null,null,"Part of exposures covered by Other funded credit protection (%)",null,null,null,"\nPart of exposures covered by Guarantees (%)","Part of exposures covered by Credit Derivatives (%)"]
[null,null,null,null,null,null,"Part of exposures covered by Immovable property Collaterals (%)","Part of exposures covered by Receivables (%)","Part of exposures covered by Other physical collateral (%)",null,"Part of exposures covered by Cash on deposit (%)","Part of exposures covered by Life insurance policies (%)","Part of exposures covered by Instruments held by a third party (%)"]
[null,null,null,"a","b","c","d","e","f","g","h","i","j","k","l","m","n"]
[null,1,"Central governments and central banks",0,0,0,0,0,0,0,0,0,0,0,0,"No mapping to reporting",0]
[null,2,"Institutions",0,0,0,0,0,0,0,0,0,0,0,0,"No mapping to reporting",0]
[null,3,"Corporates",274390632006,0.02,0.62,0.57999999999999996,0,0.04,0,0,0,0,0.01,0,103477814296,102777907712]
[null,3.1,"Of which Corporates – SMEs",49248351853,0.04,0.61,0.47,0,0.13,0,0,0,0,0.02,0,18873651353,18504356020]
[null,3.2,"Of which Corporates – Specialised lending",188446257,0,0.46,0.46,0,0,0,0,0,0,0,0,118741209,118741209]
[null,3.3,"Of which Corporates – Other",224953833896,0.02,0.62,0.6,0,0.02,0,0,0,0,0,0,84485421734,84154810483]
[null,4,"Retail",388150336139,0,0.37,0.35,0,0.02,0,0,0,0,0,0,42950508202,42811290442]
[null,4.0999999999999996,"Of which Retail –  Immovable property SMEs",196811002161,0,0.16,0.16,0,0,0,0,0,0,0,0,5296588148,5293681966]
[null,4.2,"Of which Retail – Immovable property non-SMEs",163088966640,0,0.64,0.64,0,0,0,0,0,0,0,0,28831843807,28831843807]
[null,4.3,"Of which Retail – Qualifying revolving",163088966640,0,0.64,0.64,0,0,0,0,0,0,0,0,28831843807,28831843807]
[null,4.4000000000000004,"Of which Retail – Other SMEs",9915733905,7.0000000000000007E-2,0.21,0,0,0.21,0,0,0,0,0.06,0,3676618436,3541417472]
[null,4.5,"Of which Retail – Other non-SMEs",18334633433,0.05,0.24,0,0,0.24,0,0,0,0,0,0,5145457812,5144347198]
[null,5,"Total",499452001505,0.02,0.63,0.59,0,0.03,0,0,0,0,0,0,146428322499,145589198155]

{"sheet":"EU CR8","index":17,"n_rows":14,"n_cols":4,"rows_kept":14,"cut":false,"hidden":false,"merged":[[1,1,1,3]]}
[]
[null,"EU CR8 - RWEA flow statements of credit risk exposures under the IRB approach "]
[]
[null,"Reported in DKKm",null,"Risk weighted exposure amount"]
[null,null,null,"a"]
[null,1,"Risk weighted exposure amount as at the end of the previous reporting period",144024.60126900909]
[null,2,"Asset size (+/-)",-335.725527]
[null,3,"Asset quality (+/-)",1853]
[null,4,"Model updates (+/-)",0]
[null,5,"Methodology and policy (+/-)",0]
[null,6,"Acquisitions and disposals (+/-)",0]
[null,7,"Foreign exchange movements (+/-)",47.322446375097812]
[null,8,"Other (+/-)",0]
[null,9,"Risk weighted exposure amount as at the end of the reporting period",145589.198]

{"sheet":"EU CRD","index":18,"n_rows":8,"n_cols":4,"rows_kept":8,"cut":false,"hidden":false,"merged":[[0,1,0,3],[1,1,1,3]]}
[]
[null,"EU CRD - Qualitative disclosure requirements related to standardised model"]
[]
[null,"Legal basis","Row number","Qualitative information - Free format"]
[null,"Article 444  (a) CRR","(a)","Names of the external credit assessment institutions (ECAIs) and export credit agencies (ECAs) nominated by the institution, and the reasons for any changes over the disclosure period;"]
[null,"Article 444  (b) CRR","(b)","The exposure classes for which each ECAI or ECA is used;"]
[null,"Article 444 (c) CRR","(c )","A description of the process used to transfer the issuer and issue credit ratings onto comparable assets  items not included in the trading book;"]
[null,"Article 444 (d) CRR","(d)","The association of the external rating of each nominated ECAI or ECA  (as referred to in row (a)) with the risk weights that correspond with the credit quality steps as set out in Chapter 2 of Title II of Part Three CRR (except where the institution complies with the standard association published by the EBA)."]

{"sheet":"EU CCyB1","index":19,"n_rows":33,"n_cols":16,"rows_kept":33,"cut":false,"hidden":false,"merged":[[4,14,6,14],[4,15,6,15],[1,1,1,15],[4,3,5,4],[4,5,5,6],[4,7,6,7],[4,8,6,8],[4,9,5,12],[4,13,6,13]]}
[]
[null,"EU CCyB1 - Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer"]
[]
[null,"Reported in DKKm",null,"a","b","c","d","e","f","g","h","i","j","k","l","m"]
[null,null,null,"General credit exposures",null,"Relevant credit exposures – Market risk",null,"Securitisation exposures  Exposure value for non-trading book","Total exposure value","Own fund requirements",null,null,null,"Risk-weighted exposure amounts ","Own fund requirements weights\n(%)","Countercyclical buffer rate\n(%)"]
[]
[null,null,null,"Exposure value under the standardised approach","Exposure value under the IRB approach","Sum of long and short positions of trading book exposures for SA","Value of trading book exposures for internal models",null,null,"Relevant credit risk exposures - Credit risk","Relevant credit exposures – Market risk","Relevant credit exposures – Securitisation positions in the non-trading book "," Total"]
[]
[null,"0102","Australia",0.90139400000000003,1.5582339999999999,1.1724999999999999E-2,null,null,{"$f":"SUM(D9:H9)","v":2.4713530000000001},7.9105999999999996E-2,9.3800000000000003E-4,null,8.0044000000000004E-2,{"$f":"(M9*12.5)/1000000","v":1.0005500000000001E-6},0,0.01]
[null,"0103","Belgium",31.482095000000001,22.378242,6.8971850000000003,null,null,{"$f":"SUM(D10:H10)","v":60.757522000000002},1.1239140000000001,0.82759799999999994,null,1.9515119999999999,2.4393899999999997E-5,1E-4,5.0000000000000001E-3]
[null,"0104","Bulgaria",null,11.765186,null,null,null,11.765186,0.32616299999999998,null,null,0.32616299999999998,4.0770374999999993E-6,0,0.02]
[null,"0105","Cyprus",null,0.41285300000000003,3.0000000000000001E-6,null,null,0.412856,1.9999999999999999E-6,null,null,1.9999999999999999E-6,2.4999999999999998E-11,0,0.01]
[null,"0106","Czech Republic",null,9.8532890000000002,null,null,null,9.8532890000000002,0.46138499999999999,null,null,0.46138499999999999,5.7673124999999998E-6,0,1.7500000000000002E-2]
[null,"0107","Germany",66.174921999999995,1562.1294210000001,26.859036,null,22.495073999999999,1677.658453,55.383248000000002,2.1487229999999999,0.35992099999999999,57.891891999999999,7.2364865000000003E-4,4.3E-3,7.4999999999999997E-3]
[null,"0108","Denmark",54536.500370000002,500849.55082100001,896.70132699999999,null,null,556282.75251800008,12581.738857,72.441046999999998,null,12654.179904000001,0.1581772488,0.94220000000000004,2.5000000000000001E-2]
[null,"0109","Estonia",null,43.349980000000002,null,null,null,43.349980000000002,3.1868460000000001,null,null,3.1868460000000001,3.9835575E-5,2.0000000000000001E-4,1.4999999999999999E-2]
[null,"0110","France",1002.292211,449.78142300000002,43.371915999999999,null,680.29820600000005,2175.7437559999998,81.464855,3.4697529999999999,10.884771000000001,95.819378999999998,1.1977422374999998E-3,7.1000000000000004E-3,0.01]
[null,"0111","United Kingdom",81.542564999999996,780.28756399999997,43.624718000000001,null,null,905.45484699999997,18.687342999999998,2.3870840000000002,null,21.074428000000001,2.6343035000000006E-4,1.6000000000000001E-3,0.02]
[null,"0112","Hong Kong, SAR China",2.3E-5,42.527974,4.1999999999999998E-5,null,null,42.528039,0.70814600000000005,3.0000000000000001E-6,null,0.70814999999999995,8.851874999999999E-6,1E-4,0.01]
[null,"0113","Croatia",null,0.17598800000000001,null,null,null,0.17598800000000001,5.0000000000000004E-6,null,null,5.0000000000000004E-6,6.2500000000000004E-11,0,1.4999999999999999E-2]
[null,"0114","Ireland",6.5799999999999995E-4,39.933439999999997,0.60458999999999996,null,3675.8288729999999,3716.367561,3.0424760000000002,4.8367E-2,58.813262000000002,61.904105000000001,7.7380131250000001E-4,4.5999999999999999E-3,1.4999999999999999E-2]
[null,"0115","Iceland",null,6.5288649999999997,0.30146299999999998,null,null,6.8303279999999997,0.60910500000000001,2.4117E-2,null,0.63322199999999995,7.9152750000000002E-6,0,2.5000000000000001E-2]
[null,"0116","Lithuania",null,18.01698,null,null,null,18.01698,3.9193570000000002,null,null,3.9193570000000002,4.8991962500000002E-5,2.9999999999999997E-4,0.01]
[null,"0117","Luxembourg",1.497681,60.551718999999999,71.834085999999999,null,null,133.883486,2.8649789999999999,7.2694989999999997,null,10.134478,1.2668097499999998E-4,8.0000000000000004E-4,5.0000000000000001E-3]
[null,"0118","Monaco",15.270835999999999,1.5305690000000001,null,null,null,16.801404999999999,1.2389250000000001,null,null,1.2389250000000001,1.5486562500000003E-5,1E-4,0.01]
[null,"0119","Netherlands",105.56245800000001,0.66194600000000003,9.6963410000000003,null,254.101744,370.02248900000001,1.206375,0.78936200000000001,4.0656280000000002,6.0613650000000003,7.5767062500000002E-5,5.0000000000000001E-4,0.02]
[null,"0120","Norway",293.88657000000001,2940.2069219999998,21.735154999999999,null,null,3255.8286469999998,112.347495,1.738812,null,114.08630700000001,1.4260788375E-3,8.5000000000000006E-3,2.5000000000000001E-2]
[null,"0121","Romania",null,0.80799200000000004,null,null,null,0.80799200000000004,2.3830000000000001E-3,null,null,2.3830000000000001E-3,2.9787500000000001E-8,0,0.01]
[null,"0122","Sweden",559.08873300000005,4580.9433330000002,6.9371200000000002,null,null,5146.9691859999994,192.39860999999999,0.64738200000000001,null,193.04599300000001,2.4130749125000003E-3,1.44E-2,0.02]
[null,"0123","Slovenia",null,1.4978999999999999E-2,null,null,null,1.4978999999999999E-2,2.4800000000000001E-4,null,null,2.4800000000000001E-4,3.1000000000000005E-9,0,5.0000000000000001E-3]
[null,"0124","Slovakia",null,14.891075000000001,null,null,null,14.891075000000001,0.57687299999999997,null,null,0.57687299999999997,7.210912499999999E-6,0,1.4999999999999999E-2]
[null,"0125","Other",2801.3883907600002,4229.6025251399997,105.83839428,null,2264.14294634,9400.9722565200009,161.39581232,5.4813141100000005,36.996414189999996,203.87354062,2548.4192577499998,1.52E-2,0]
[null,"020","Total",59495.588907999998,515667,1234.4131010000001,null,6896.8668429999998,{"$f":"SUM(D33:H33)","v":583293.8688520001},13222.762509,97.274001339999998,111.1199965,13431.156507,{"$f":"(M33*12.5)/1000000","v":0.16788945633749999},{"$f":"SUM(O9:O32)","v":0.99999999999999989}]

{"sheet":"EU CCyB2","index":20,"n_rows":7,"n_cols":4,"rows_kept":7,"cut":false,"hidden":false,"merged":[[1,1,1,3]]}
[]
[null,"EU CCyB2 - Amount of institution-specific countercyclical capital buffer"]
[]
[null,"Reported in DKKm",null,"a"]
[null,1,"Total risk exposure amount",231188.35270883003]
[null,2,"Institution specific countercyclical capital buffer rate",2.43146114835587E-2]
[null,3,"Institution specific countercyclical capital buffer requirement",{"$f":"D6*D5","v":5621.2549756391381}]

{"sheet":"EU LR1","index":21,"n_rows":20,"n_cols":4,"rows_kept":20,"cut":false,"hidden":false,"merged":[[1,1,1,3],[4,1,4,2]]}
[]
[null,"EU LR1 - LRSum: Summary reconciliation of accounting assets and leverage ratio exposures"]
[]
[null,"Reported in DKKm",null,"a"]
[null,"At 30 June 2024",null,"Applicable amount"]
[null,1,"Total assets as per published financial statements",769893.41129168996]
[null,2,"Adjustment for entities which are consolidated for accounting purposes but are outside the scope of prudential consolidation"]
[null,3,"(Adjustment for securitised exposures that meet the operational requirements for the recognition of risk transference)"]
[null,4,"(Adjustment for temporary exemption of exposures to central banks (if applicable))"]
[null,5,"(Adjustment for fiduciary assets recognised on the balance sheet pursuant to the applicable accounting framework but excluded from the total exposure measure in accordance with point (i) of Article 429a(1) CRR)"]
[null,6,"Adjustment for regular-way purchases and sales of financial assets subject to trade date accounting"]
[null,7,"Adjustment for eligible cash pooling transactions"]
[null,8,"Adjustments for derivative financial instruments",9694.2926567999966]
[null,9,"Adjustment for securities financing transactions (SFTs)",285.8265839700012]
[null,10,"Adjustment for off-balance sheet items (ie conversion to credit equivalent amounts of off-balance sheet exposures)",50516.852108010004]
[null,11,"(Adjustment for prudent valuation adjustments and specific and general provisions which have reduced Tier 1 capital)"]
[null,"EU-11a","(Adjustment for exposures excluded from the total exposure measure in accordance with point (c ) of Article 429a(1) CRR)"]
[null,"EU-11b","(Adjustment for exposures excluded from the total exposure measure in accordance with point (j) of Article 429a(1) CRR)"]
[null,12,"Other adjustments",-7954.9047750399914]
[null,13,"Total exposure measure",822435.47786542994]

{"sheet":"EU LR2","index":22,"n_rows":71,"n_cols":5,"rows_kept":71,"cut":false,"hidden":false,"merged":[[1,1,1,4],[3,3,3,4],[4,1,4,2]]}
[]
[null,"EU LR2 - Leverage ratio common disclosure"]
[]
[null,"Reported in DKKm",null,"CRR leverage ratio exposures"]
[null,null,null,"2024-06-30","2023-12-31"]
[null,"On-balance sheet exposures (excluding derivatives and SFTs)"]
[null,1,"On-balance sheet items (excluding derivatives, SFTs, but including collateral)",704061.39053069998,703832.55894443009]
[null,2,"Gross-up for derivatives collateral provided where deducted from the balance sheet assets pursuant to the applicable accounting framework"]
[null,3,"(Deductions of receivables assets for cash variation margin provided in derivatives transactions)",-2757.3182490300001,-3443.3322854899998]
[null,4,"(Adjustment for securities received under securities financing transactions that are recognised as an asset)"]
[null,5,"(General credit risk adjustments to on-balance sheet items)"]
[null,6,"(Asset amounts deducted in determining Tier 1 capital)",-5197.5865260099999,-4057.1461766100001]
[null,7,"Total on-balance sheet exposures (excluding derivatives and SFTs) ",696106.48575565999,696332.08048233006]
[null,"Derivative exposures"]
[null,8,"Replacement cost associated with SA-CCR derivatives transactions (ie net of eligible cash variation margin)",10092.444167279999,9590.8667359400006]
[null,"EU-8a","Derogation for derivatives: replacement costs contribution under the simplified standardised approach"]
[null,9,"Add-on amounts for potential future exposure associated with  SA-CCR derivatives transactions ",14395.646279549999,13998.08594574]
[null,"EU-9a","Derogation for derivatives: Potential future exposure contribution under the simplified standardised approach"]
[null,"EU-9b","Exposure determined under Original Exposure Method"]
[null,10,"(Exempted CCP leg of client-cleared trade exposures) (SA-CCR)"]
[null,"EU-10a","(Exempted CCP leg of client-cleared trade exposures) (simplified standardised approach)"]
[null,"EU-10b","(Exempted CCP leg of client-cleared trade exposures) (original Exposure Method)"]
[null,11,"Adjusted effective notional amount of written credit derivatives",349.58575000000002,384.0558383]
[null,12,"(Adjusted effective notional offsets and add-on deductions for written credit derivatives)",-349.58575000000002,-384.0558383]
[null,13,"Total derivatives exposures ",24488.09044683,23588.952681679999]
[null,"Securities financing transaction (SFT) exposures"]
[null,14,"Gross SFT assets (with no recognition of netting), after adjustment for sales accounting transactions",51038.22297096,57629.690721589999]
[null,15,"(Netted amounts of cash payables and cash receivables of gross SFT assets)"]
[null,16,"Counterparty credit risk exposure for SFT assets",285.82658397,764.07900259999997]
[null,"EU-16a","Derogation for SFTs: Counterparty credit risk exposure in accordance with Articles 429e(5) and 222 CRR "]
[null,17,"Agent transaction exposures"]
[null,"EU-17a","(Exempted CCP leg of client-cleared SFT exposure)"]
[null,18,"Total securities financing transaction exposures",51324.049554930003,58393.769724190002]
[null,"Other off-balance sheet exposures "]
[null,19,"Off-balance sheet exposures at gross notional amount",119242.05416761,113158.19766063]
[null,20,"(Adjustments for conversion to credit equivalent amounts)",-68725.202059599993,-66982.951689879992]
[null,21,"(General provisions deducted in determining Tier 1 capital and specific provisions associated with off-balance sheet exposures)"]
[null,22,"Off-balance sheet exposures",50516.852108010004,46175.245970750002]
[null,"Excluded exposures "]
[null,"EU-22a","(Exposures excluded from the total exposure measure in accordance with point (c ) of Article 429a(1) CRR)"]
[null,"EU-22b","(Exposures exempted in accordance with point (j) of Article 429a (1) CRR (on and off balance sheet))"]
[null,"EU-22c","(Excluded exposures of public development banks (or units) - Public sector investments)"]
[null,"EU-22d","(Excluded exposures of public development banks (or units) - Promotional loans): \n- Promotional loans granted by a public development credit institution\n- Promotional loans granted by an entity directly set up by the central government, regional governments or local authorities of a Member State\n- Promotional loans granted by an entity set up by the central government, regional governments or local authorities of a Member State through an intermediate credit institution)"]
[null,"EU-22e","( Excluded passing-through promotional loan exposures by non-public development banks (or units)):\n- Promotional loans granted by a public development credit institution\n- Promotional loans granted by an entity directly set up by the central government, regional governments or local authorities of a Member State\n - Promotional loans granted by an entity set up by the central government, regional governments or local authorities of a Member State through an intermediate credit institution)"]
[null,"EU-22f","(Excluded guaranteed parts of exposures arising from export credits )"]
[null,"EU-22g","(Excluded excess collateral deposited at triparty agents )"]
[null,"EU-22h","(Excluded CSD related services of CSD/institutions in accordance with point (o) of Article 429a(1) CRR)"]
[null,"EU-22i","(Excluded CSD related services of designated institutions in accordance with point (p) of Article 429a(1) CRR)"]
[null,"EU-22j","(Reduction of the exposure value of pre-financing or intermediate loans )"]
[null,"EU-22k","(Total exempted exposures)"]
[null,"Capital and total exposure measure"]
[null,23,"Tier 1 capital",43198.94081511,41295.988524739994]
[null,24,"Total exposure measure",822435.47786542994,824490.04885895003]
[null,"Leverage ratio"]
[null,25,"Leverage ratio",5.2525629034425453E-2,5.0086703389436202E-2]
[null,"EU-25","Leverage ratio excluding the impact of the exemption of public sector investments and promotional loans) (%)",5.2525629034425453E-2,5.0086703389436202E-2]
[null,"25a","Leverage ratio (excluding the impact of any applicable temporary exemption of\ncentral bank reserves)",5.2525629034425453E-2,5.0086703389436202E-2]
[null,26,"Regulatory minimum leverage ratio requirement (%)",0.03,0.03]
[null,"EU-26a","Additional own funds requirements to address the risk of excessive leverage (%) ",0,0]
[null,"EU-26b","     of which: to be made up of CET1 capital (percentage points)",0,0]
[null,27,"Leverage ratio buffer requirement (%)",0,0]
[null,"EU-27a","Overall leverage ratio requirement (%)",0.03,0.03]
[null,"Choice on transitional arrangements and relevant exposures"]
[null,"EU-27b","Choice on transitional arrangements for the definition of the capital measure","Transitional","Transitional"]
[null,"Disclosure of mean values"]
[null,28,"Mean value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables",50435.991874847998,49697.207435141601]
[null,29,"Quarter-end value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables",51038.22297096,57629.690721589999]
[null,30,"Total exposure measure (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)",821833.24676931801,816557.56557250163]
[null,"30a","Total exposure measure (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)",821833.24676931801,816557.56557250163]
[null,31,"Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)",5.2564119284450893E-2,5.0573272805067591E-2]
[null,"31a","Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)",5.2564119284450893E-2,5.0573272805067591E-2]

{"sheet":"EU LR3","index":23,"n_rows":17,"n_cols":4,"rows_kept":17,"cut":false,"hidden":false,"merged":[[1,1,1,3],[4,1,4,2]]}
[]
[null,"EU LR3 - LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)"]
[]
[null,"Reported in DKKm",null,"a"]
[null,"At 30 June 2024",null,"CRR leverage ratio exposures"]
[null,"EU-1","Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which:",704061.39053099998]
[null,"EU-2","Trading book exposures",33889.784864000001]
[null,"EU-3","Banking book exposures, of which:",670171.60566699994]
[null,"EU-4","Covered bonds",54890.067259000003]
[null,"EU-5","Exposures treated as sovereigns",94478.298664000002]
[null,"EU-6","Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns",63.316688999999997]
[null,"EU-7","Institutions",1728.205571]
[null,"EU-8","Secured by mortgages of immovable properties",320123.908161]
[null,"EU-9","Retail exposures",84063.998451000007]
[null,"EU-10","Corporates",83127.853984999994]
[null,"EU-11","Exposures in default",6834.9518010000002]
[null,"EU-12","Other exposures (eg equity, securitisations, and other non-credit obligation assets)",24861.005086000001]

{"sheet":"EU LIQ1","index":24,"n_rows":44,"n_cols":11,"rows_kept":44,"cut":false,"hidden":false,"merged":[[42,3,42,6],[43,3,43,6],[1,1,1,10],[38,7,39,7],[38,8,39,8],[38,9,39,9],[38,10,39,10],[40,1,40,10],[41,3,41,6],[36,7,37,7],[36,8,37,8],[36,9,37,9],[36,10,37,10],[38,1,39,1],[38,2,39,2],[38,3,39,3],[38,4,39,4],[38,5,39,5],[38,6,39,6],[34,7,35,7],[34,8,35,8],[31,9,32,9],[31,10,32,10],[34,9,35,9],[34,10,35,10],[36,1,37,1],[36,2,37,2],[36,3,37,3],[36,4,37,4],[36,5,37,5],[36,6,37,6],[34,1,35,1],[34,2,35,2],[34,3,35,3],[34,4,35,4],[34,5,35,5],[34,6,35,6],[31,1,32,1],[31,2,32,2],[31,3,32,6],[31,7,32,7],[31,8,32,8],[17,3,17,6],[22,11,22,20],[24,3,24,6],[25,1,25,10],[29,1,30,1],[29,2,30,2],[29,3,30,6],[29,7,30,7],[29,8,30,8],[29,9,30,9],[29,10,30,10],[9,1,9,2],[9,3,9,10],[4,3,4,6],[4,7,4,10],[7,1,7,2],[7,3,7,10],[8,3,8,6]]}
[]
[null,"EU LIQ1 - Quantitative information of LCR"]
[]
[null,"Reported in DKKm",null,"a","b","c","d","e","f","g","h"]
[null,null,null,"Total unweighted value (average)",null,null,null,"Total weighted value (average)"]
[null,"EU 1a","Quarter ending on (DD Month YYY)","T","T-1 ","T-2","T-3","T","T-1 ","T-2","T-3"]
[null,"EU 1b","Number of data points used in the calculation of averages",12,12,12,12,12,12,12,12]
[null,"HIGH-QUALITY LIQUID ASSETS"]
[null,1,"Total high-quality liquid assets (HQLA), after application of haircuts in line with Article 9 of regulation (EU) 2015/61",null,null,null,null,140400.12599495749,144142.83728993058,150202.30894755473,150526.18953968131]
[null,"CASH - OUTFLOWS"]
[null,2,"retail deposits and deposits from small business customers, of which:",116240.55097495906,114568.18416436572,112617.92753068038,107892.43106350608,7258.2182571340481,7247.0358110831139,7212.7547534213018,7001.8541712258912]
[null,3,"Stable deposits",71667.782066043321,71941.853214464063,71805.991681649233,69785.666832998584,3583.3891033021659,3597.0926607232036,3590.299584082461,3489.2833416499288]
[null,4,"Less stable deposits",35325.252475959198,35208.963474517062,35145.996865737608,34233.851410690018,3628.3690449077149,3608.7927061574087,3596.3529713438388,3494.8008558209599]
[null,5,"Unsecured wholesale funding",101191.61622637778,105942.72196846687,110822.90781244624,108092.70793162385,65719.939772089303,70032.217832175229,73430.557673863193,71860.687736509892]
[null,6,"Operational deposits (all counterparties) and deposits in networks of cooperative banks",0,0,0,0,0,0,0,0]
[null,7,"Non-operational deposits (all counterparties)",69461.354087954271,70135.832381003755,72685.304135415921,71329.752204142089,33989.677633665793,34225.328244712116,35292.953996832875,35097.732009028128]
[null,8,"Unsecured debt",31730.262138423503,35806.889587463113,38137.603677030325,36762.955727481756,31730.262138423503,35806.889587463113,38137.603677030325,36762.955727481756]
[null,9,"Secured wholesale funding",null,null,null,null,1122.1310185393679,1108.374113244849,1090.9018786077559,1048.3625684345898]
[null,10,"Additional requirements",76609.455945025693,76294.486992096354,75847.678433904526,72810.663475765148,11210.620773087037,10925.748465258906,10705.481663446113,10146.204220989977]
[null,11,"Outflows related to derivative exposures and other collateral requirements",4966.7983035333327,4904.1071364983327,5032.4085273516685,4718.5620251158334,4637.3224804855827,4332.9755202593333,4086.1538092574183,3735.2013026203331]
[null,12,"Outflows related to loss of funding on debt products",0,0,0,0,0,0,0,0]
[null,13,"Credit and liquidity facilities",71642.657641492362,71390.379855598017,70815.269906552858,68092.101450649308,6573.2982926014556,6592.7729449995732,6619.3278541886939,6411.0029183696452]
[null,14,"Other contractual funding obligations",19569.543592434991,19733.364923212775,19835.878330046111,20320.538630679908,5053.6220946258272,5381.1836086316653,5294.2931926616675,5930.0061796196278]
[null,15,"Other contingent funding obligations",19749.512520536442,19379.012400762502,18580.753233157495,18208.439245070414,1444.5926769391576,1339.8477930544259,1315.4018548034162,1244.5980904834992]
[null,16,"TOTAL CASH OUTFLOWS",null,null,null,null,91809.124592414737,96034.407623448191,99049.391016803464,97231.712967263476]
[null,"CASH - INFLOWS"]
[null,17,"Secured lending (e.g. reverse repos)",53917.850602996667,53921.966834277489,52734.658273451663,52598.009761651672,8903.2742461142589,9324.7504729078682,8879.7764625177842,9093.9669802255266]
[null,18,"Inflows from fully performing exposures",12260.54881667661,11673.520197824959,10240.775645524363,9502.6931070708815,9097.8119252083543,8509.419675512665,7370.355486300401,6710.2327357731701]
[null,19,"Other cash inflows",9631.8124921649669,9365.1203645799724,8944.7772915967034,8506.8386721542047,9631.8124921649669,9365.1203645799724,8944.7772915967034,8506.8386721542065]
[null,"EU-19a","(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)",null,null,null,null,0,0,0,0]
[null,null,null,null,null,null,null,0,0,0,0]
[null,"EU-19b","(Excess inflows from a related specialised credit institution)",null,null,null,null,0,0,0,0]
[null,null,null,null,null,null,null,0,0,0,0]
[null,20,"TOTAL CASH INFLOWS",75810.211911838254,74960.607396682419,71920.211210572728,70607.541540876759,27632.898663487576,27199.290513000506,25194.909240414891,24311.038388152905]
[null,"EU-20a","Fully exempt inflows",0,0,0,0,0,0,0,0]
[]
[null,"EU-20b","Inflows subject to 90% cap",0,0,0,0,0,0,0,0]
[]
[null,"EU-20c","Inflows subject to 75% cap",0,0,0,0,0,0,0,0]
[]
[null,"TOTAL ADJUSTED VALUE "]
[null,21,"LIQUIDITY BUFFER",null,null,null,null,140400.12599495694,144142.83728992991,150202.308947554,150526.18953968066]
[null,22,"TOTAL NET CASH OUTFLOWS",null,null,null,null,64133.723902249229,68834.086955708306,73854.481776388318,72920.67457911036]
[null,23,"LIQUIDITY COVERAGE RATIO",null,null,null,null,2.3323681161005556,2.1896365246371627,2.1163265597505361,2.1909601163144505]

{"sheet":"EU LIQ2","index":25,"n_rows":43,"n_cols":28,"rows_kept":43,"cut":false,"hidden":false,"merged":[[37,10,37,11],[37,15,37,16],[37,20,37,21],[37,25,37,26],[6,8,6,12],[21,13,21,17],[21,18,21,22],[21,23,21,27],[38,15,38,16],[38,20,38,21],[38,25,38,26],[3,13,3,17],[3,18,3,22],[3,23,3,27],[4,13,4,16],[4,17,5,17],[4,18,4,21],[4,22,5,22],[4,23,4,26],[4,27,5,27],[6,13,6,17],[6,18,6,22],[6,23,6,27],[3,1,3,2],[3,3,3,7],[3,8,3,12],[38,5,38,6],[37,5,37,6],[21,1,21,2],[6,1,6,2],[6,3,6,7],[21,3,21,7],[21,8,21,12],[4,1,5,2],[4,3,4,6],[4,7,5,7],[4,8,4,11],[4,12,5,12],[38,10,38,11]]}
[]
[null,"EU LIQ2: Net Stable Funding Ratio "]
[]
[null,"Reported in DKKm",null,"2024-06-30",null,null,null,null,"2024-03-31",null,null,null,null,"2023-12-31",null,null,null,null,"2023-09-30",null,null,null,null,"2023-06-30"]
[null,null,null,"Unweighted value by residual maturity",null,null,null,"Weighted value","Unweighted value by residual maturity",null,null,null,"Weighted value","Unweighted value by residual maturity",null,null,null,"Weighted value","Unweighted value by residual maturity",null,null,null,"Weighted value","Unweighted value by residual maturity",null,null,null,"Weighted value"]
[null,null,null,"No maturity","< 6 months","6 months to < 1yr","≥ 1yr",null,"No maturity","< 6 months","6 months to < 1yr","≥ 1yr",null,"No maturity","< 6 months","6 months to < 1yr","≥ 1yr",null,"No maturity","< 6 months","6 months to < 1yr","≥ 1yr",null,"No maturity","< 6 months","6 months to < 1yr","≥ 1yr"]
[null,"Available stable funding (ASF) Items"]
[null,1,"Capital items and instruments",47182.543526519985,0,0,7586.51,54769.05352651998,47449.828351059965,1545.4005853400001,0,7552.1423599999998,55001.97071105997,44771.006064439949,671.9,0,6130.0200999999997,50901.026164439951,44139.644499350092,0,646.6,6090.93995,50230.584449350092,42289.148944,0,630.79999999999995,6005.61,48294.758944000001]
[null,2,"Own funds",47182.543526519985,0,0,7586.51,54769.05352651998,47449.828351059965,1545.4005853400001,0,7552.1423599999998,55001.97071105997,44771.006064439949,671.9,0,6130.0200999999997,50901.026164439951,44139.644499350092,0,646.6,6090.93995,50230.584449350092,42289.148944,0,630.79999999999995,6005.61,48294.758944000001]
[null,3,"Other capital instruments",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,4,"Retail deposits",null,114670.70270129418,3642.6890152699762,106.2057138,110453.51155441123,null,110511.71294444558,4099.7912189999579,624.64284867000015,107507.33683822847,null,114161.63236333616,1447.0671625800005,1525.9240734999985,109309.20266799758,null,108042.29891688205,2784.5159161582856,2493.5792529329256,105875.96228811651,null,107168.30068697664,3786.7953669935387,2522.3505601827051,106066.94807061311]
[null,5,"Stable deposits",null,75170.348787110343,2134.7171269600021,52.219550730000002,73492.032169096812,null,72198.297135499757,2448.5077136499999,390.46785346999968,71304.932460162265,null,73925.000508160752,783.97991530000093,955.86357141999849,71929.39497370772,null,71146.221645151629,1618.7720637941313,2363.1011593611101,71489.845182859572,null,71501.791523431792,2198.4297137134022,2343.4885758770974,72358.698751165022]
[null,6,"Less stable deposits",null,39500.353914183834,1507.9718883099738,53.986163069999996,36961.479385314422,null,38313.415808945821,1651.2835053499582,234.17499520000047,36202.404378066203,null,40236.631855175401,663.0872472799997,570.06050207999999,37379.807694289862,null,36896.077271730428,1165.7438523641542,130.47809357181524,34386.117105256941,null,35666.509163544848,1588.3656532801365,178.86198430560768,33708.249319448092]
[null,7,"Wholesale funding:",null,162538.04824376959,13381.355112069999,34941.977969420004,81500.445181184841,null,170890.63196909879,5544.4462497000004,32034.879511429997,74917.161206474368,null,199644.66610995799,11944.72727048,33332.983967290005,79964.276645259,null,200571.15922863624,11816.299453152249,29591.384468631022,80412.418925373888,null,184052.29697955231,12974.531626841113,27704.889492078273,80163.995567049889]
[null,8,"Operational deposits",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,9,"Other wholesale funding",null,162538.04824376959,13381.355112069999,34941.977969420004,81500.445181184841,null,170890.63196909879,5544.4462497000004,32034.879511429997,74917.161206474368,null,199644.66610995799,11944.72727048,33332.983967290005,79964.276645259,null,200571.15922863624,11816.299453152249,29591.384468631022,80412.418925373888,null,184052.29697955231,12974.531626841113,27704.889492078273,80163.995567049889]
[null,10,"Interdependent liabilities",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,11,"Other liabilities: ",2015.6609586500012,11047.504107288773,-4.7683715820312498E-13,891.66692180999632,891.6669218099961,1051.1578998699968,10217.718419068024,0.80400399999964234,867.90456181000468,868.30656381000449,2204.2602684300059,10647.808429085122,750.80400399999905,29.366559809996605,404.76856180999613,1653.7367140700005,9039.6058670069051,750.00000000000091,209.64035980999731,584.64035980999779,1947.596096830001,20532.784195755063,0,991.68077280999989,991.68077280999989]
[null,12,"NSFR derivative liabilities ",2015.6609586500012,null,null,null,null,1051.1578998699968,null,null,null,null,2204.2602684300059,null,null,null,null,1653.7367140700005,null,null,null,null,1947.596096830001]
[null,13,"All other liabilities and capital instruments not included in the above categories",null,11047.504107288773,-4.7683715820312498E-13,891.66692180999632,891.6669218099961,null,10217.718419068024,0.80400399999964234,867.90456181000468,868.30656381000449,null,10647.808429085122,750.80400399999905,29.366559809996605,404.76856180999613,null,9039.6058670069051,750.00000000000091,209.64035980999731,584.64035980999779,null,20532.784195755063,0,991.68077280999989,991.68077280999989]
[null,14,"Total available stable funding (ASF)",null,null,null,null,247614.67718392602,null,null,null,null,238294.7753195728,null,null,null,null,240579.27403950653,null,null,null,null,237103.60602265046,null,null,null,null,235517.38335447302]
[null,"Required stable funding (RSF) Items"]
[null,15,"Total high-quality liquid assets (HQLA)",null,null,null,null,11598.143123361113,null,null,null,null,13103.086763665389,null,null,null,null,12229.11103130156,null,null,null,null,9799.5420076095761,null,null,null,null,10336.359917302796]
[null,"EU-15a","Assets encumbered for a residual maturity of one year or more in a cover pool",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,16,"Deposits held at other financial institutions for operational purposes",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,17,"Performing loans and securities:",null,29091.56134938043,16242.773311999152,143853.17522393598,145897.45269155383,null,28593.821171720399,14550.229924356234,150293.81958420773,149769.24855112698,null,26680.339693565627,11867.202853241417,154018.94045253418,150337.37810096858,null,27871.762925046896,12828.897849806763,152012.4241223085,149656.40796834783,null,29050.011457010907,13876.680413357899,153502.14670441829,151655.31238301529]
[null,18,"Performing securities financing transactions with financial customers collateralised by Level 1 HQLA subject to 0% haircut",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,1394.2201079599997,0,0,0]
[null,19,"Performing securities financing transactions with financial customer collateralised by other assets and loans and advances to financial institutions",null,3574.9426612077746,14.655592880000114,1857.2318490499649,2158.1571453792426,null,4011.2166507999955,33.484739769999507,1985.1482337400016,2317.8183501665012,null,4752.3384295004871,106.01238376999861,3265.17418480999,3673.482491725038,null,3516.8627624725532,1.1349521186285285,3060.7183305813701,3352.2422127789396,null,3124.4938492700326,9.3811207575875635,3229.5781315424128,3521.7441042457099]
[null,20,"Performing loans to non- financial corporate clients, loans to retail and small business customers, and loans to sovereigns, and PSEs, of which:",null,24360.451575370465,14268.839860404001,115828.77647213606,117842.77911314539,null,23782.436359132076,13476.717543440003,118954.54494858003,119827.45457270306,null,21691.259383720146,11600.305075699998,120359.45544378989,119031.96873941398,null,24147.120380704346,11717.798281358804,120055.75602366107,120050.65457002398,null,24312.579950900876,13128.157548640313,120732.05647192977,121411.5830034484]
[null,21,"With a risk weight of less than or equal to 35% under the Basel II Standardised Approach for credit risk",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,22,"Performing residential mortgages, of which: ",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,23,"With a risk weight of less than or equal to 35% under the Basel II Standardised Approach for credit risk",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,24,"Other loans and securities that are not in default and do not qualify as HQLA, including exchange-traded equities and trade finance on-balance sheet products",null,1156.1671128021903,1959.2778587151499,26167.166902749963,25896.516433029206,null,800.16816178832528,1040.027641146231,29354.126401887672,27623.975628257402,null,236.7418803449946,160.88539377141964,30394.310823934287,27631.92686982956,null,207.77978186999999,1109.9646163293287,28895.949768066046,26253.511185544936,null,218.71754888000007,739.14174395999999,29540.512100946104,26721.985275321189]
[null,25,"Interdependent assets",null,1742.090707917838,45.109498491915254,352970.6652199598,0,null,4175.4663398759485,326.42526940248916,349781.52392594051,0,null,3073.8085858927366,673.35334848261084,352226.43991648057,0,null,6323.3567430252679,184.07486701823322,337143.70839263703,0,null,6544.9220472993538,122.60263718190932,334191.53689065907,0]
[null,26,"Other assets: ",0,17493.261929389191,0,3892.5254519200003,10424.823119463883,0,15737.543155047879,0,4264.2459318400006,10223.661983032445,0,16968.040986508116,0,5108.4982155299995,10477.790798953902,0,18905.246455914807,0,5439.6498345300024,11007.301426664608,0,17850.00388855593,0,5351.564325639999,11007.180280437466]
[null,27,"Physical traded commodities",null,null,null,0,0,null,null,null,0,0,null,null,null,0,0,null,null,null,0,0,null,null,null,0,0]
[null,28,"Assets posted as initial margin for derivative contracts and contributions to default funds of CCPs",null,819.7395371622498,0,0,696.77860658791235,null,523.235634,0,0,444.75028889999999,null,600.97686779955006,0,0,510.83033762961753,null,618.82916190744993,0,0,526.00478762133241,null,766.93806900000004,0,0,651.89735865]
[null,29,"NSFR derivative assets ",null,0.75513955999999727,null,null,0.75513955999999727,null,0,null,null,0,null,0,null,null,0,null,0,null,null,0,null,0,null,null,0]
[null,30,"NSFR derivative liabilities before deduction of variation margin posted ",null,8295.2828705500015,null,null,414.7641435275001,null,7588.0207399700002,null,null,379.40103699850005,null,9850.9737462999965,null,null,492.54868731499988,null,11486.509066149996,null,null,574.32545330749974,null,10412.93705029,null,null,520.6468525145001]
[null,31,"All other assets not included in the above categories",null,8377.4843821169397,0,3892.5254519200003,9312.5252297884708,null,7626.2867810778798,0,4264.2459318400006,9399.5106571339456,null,6516.0903724085692,0,5108.4982155299995,9474.4117740092843,null,6799.9082278573596,0,5439.6498345300024,9906.9711857357761,null,6670.1287692659298,0,5351.564325639999,9834.636069272965]
[null,32,"Off-balance sheet items",null,70983.527020749956,0,8.3875980000000006,3549.595730937498,null,68931.502300230059,0,8.1504139999999996,3446.982635711503,null,72098.443983810008,0,8.1504139999999996,3605.3297198905007,null,68262.711162129897,0,7.0422510000000003,3413.4876706564951,null,76989.809157349155,0,7.8029029999999997,3849.8806030174578]
[null,33,"Total RSF",null,null,null,null,171470.01466531632,null,null,null,null,176542.97993353632,null,null,null,null,176649.60965111453,null,null,null,null,173876.7390732785,null,null,null,null,176848.733183773]
[null,34,"Net Stable Funding Ratio (%)",null,null,null,null,1.4440698431573185,null,null,null,null,1.3497833525257361,null,null,null,null,1.3619009660686723,null,null,null,null,1.3636303929229192,null,null,null,null,1.3317448144213409]

{"sheet":"EU LIQA","index":26,"n_rows":18,"n_cols":4,"rows_kept":18,"cut":false,"hidden":false,"merged":[[4,2,4,3],[13,1,17,1],[13,3,17,3],[1,1,1,3]]}
[]
[null,"EU LIQA - Liquidity risk management "]
[null,"in accordance with Article 451a(4) CRR"]
[]
[null,"Row number","Qualitative information - Free format"]
[null,"(a)","Strategies and processes in the management of the liquidity risk, including policies on diversification in the sources and tenor of planned funding, ","A Liquidity Policy (Policy moving forward) has been approved and adopted by The Group Supervisory Board of Directors. The policy defines the overall risk profile, the organisational structuring and liquidity management of the Group. The policy ensures that sufficient liquidity is available on all horizons to fulfill all of the Group's liabilities.\n\nThe Policy states two overall risk elements that constitutes the Group's overall risk appetite. The first states that the Group should at all times ensure a suitable distance to default on debt, i.e. in time of a crisis there must be sufficient time to react to events and avoid financial and regulatory default. The second states that the dependency of the financial markets in terms of funding shall be limited such that the Group isn't vulnerable to opinions of investors, market stress and dysfunctionality. \n\nTo accommodate the overall risk appetite the Policy contains declarations that together ensures the Group's desired risk profile, i.e. low: \n\n- The Group maintains a balanced ratio between deposits and loans.\n\n- The Group aims at having a diversificated funding structure where no volatile funding sources alone or in general are dominant.\n\n- The Group maintains a significant, diversified and high-liquid liquidity buffer that can withstand an unlikely but plausible scenario of crisis.\n\n- The Group maintains a buffer to the regulatory requirement of the Liquidity Coverage Ratio (LCR). \n\n- The Group maintans a stable funding profile measured by the regulatory Net Stable Funding Ratio. "]
[null,"(b)","Structure and organisation of the liquidity risk management function (authority, statute, other arrangements).","See section 'Organisation, management, and monitoring' in 'Risk and Capital Management 2023'"]
[null,"(c)","A description of the degree of centralisation of liquidity management and interaction between the group’s units","See section 'Organisation, management, and monitoring' in 'Risk and Capital Management 2023'"]
[null,"(d)","Scope and nature of liquidity risk reporting and measurement systems.","See chapter 'Liquidity Risk' in 'Risk and Capital Management 2023'"]
[null,"(e)","Policies for hedging and mitigating the liquidity risk and strategies and processes for monitoring the continuing effectiveness of hedges and mitigants.","See chapter 'Liquidity Risk' in 'Risk and Capital Management 2023'"]
[null,"(f)","An outline of the bank`s contingency funding plans.","See section 'Liquidity contingency plan' in 'Risk and Capital Management 2023'"]
[null,"(g)","An explanation of how stress testing is used.","The Group employs stress testing as an integrated part of the liquidity risk management. As of today three scenarios have been adopted that together reveal the most relevant sensitivitites in the Group's liquidity risk profile. To accommodate the risk profile minimum survival horizons for each scenario have been specified. If relevant the Group can make use of ad hoc liquidity stress testing. "]
[null,"(h)","A declaration approved by the management body on the adequacy of liquidity risk management arrangements of the institution providing assurance that the liquidity risk management systems put in place are adequate with regard to the institution’s profile and strategy.","The Supervisory Board of the Group has approved and adopted a suplementary document to the liquidity policy where the Group's risk appetite and profile have been quantified."]
[null,"(i)","A concise liquidity risk statement approved by the management body succinctly describing the institution’s overall liquidity risk profile associated with the business strategy. This statement shall include key ratios and figures (other than those already covered in the EU LIQ1 template under this ITS ) providing external stakeholders with a comprehensive view of the institution’s management of liquidity risk, including how the liquidity risk profile of the institution interacts with the risk tolerance set by the management body.\n\nThese ratios may include:","See chapter 'Liquidity Risk' in 'Risk and Capital Management 2023'"]
[null,null,"·         Concentration limits on collateral pools and sources of funding (both products and counterparties)"]
[null,null,"·         Customised measurement tools or metrics that assess the structure of the bank’s balance sheet or that project cash flows and future liquidity positions, taking into account off-balance sheet risks which are specific to that bank"]
[null,null,"·         Liquidity exposures and funding needs at the level of individual legal entities, foreign branches and subsidiaries, taking into account legal, regulatory and operational limitations on the transferability of liquidity"]
[null,null,"·         Balance sheet and off-balance sheet items broken down into maturity buckets and the resultant liquidity gaps"]

{"sheet":"EU LIQB","index":27,"n_rows":11,"n_cols":4,"rows_kept":11,"cut":false,"hidden":false,"merged":[[3,2,3,3],[1,1,1,3]]}
[]
[null,"EU LIQB  on qualitative information on LCR, which complements template EU LIQ1."]
[null,"in accordance with Article 451a(2) CRR"]
[null,"Row \nnumber","Qualitative information - Free format"]
[null,"(a)","Explanations on the main drivers of LCR results and the evolution of the contribution of inputs to the LCR’s calculation over time","Timing of maturing and issuances of CP is a large driver to LCR net-outflow. "]
[null,"(b)","Explanations on the changes in the LCR over time","See section 'Liquidity risk legislation and supervisory diamond' in 'Risk and Capital Management 2023'"]
[null,"(c)","Explanations on the actual concentration of funding sources","See section 'Group funding structure' in 'Risk and Capital Mangement 2023'"]
[null,"(d)","High-level description of the composition of the institution`s liquidity buffer.","See section 'The Group's liquidity buffer' in 'Risk and Capital Management 2023'"]
[null,"(e)","Derivative exposures and potential collateral calls","The impact of an adverse market scenario is calculated using the Historical Look Back Approach (HLBA)."]
[null,"(f)","Currency mismatch in the LCR","Jyske Bank Group complies with the requirements set forth by the Danish FSA to have a minimum LCR of 100% for Euro."]
[null,"(g)","Other items in the LCR calculation that are not captured in the LCR disclosure template but that the institution considers relevant for its liquidity profile","None"]

{"sheet":"EU CCR1","index":28,"n_rows":16,"n_cols":11,"rows_kept":16,"cut":false,"hidden":false,"merged":[[1,1,1,10],[3,1,4,2]]}
[]
[null,"EU CCR1 - Analysis of CCR exposure by approach"]
[]
[null,"Reported in DKKm",null,"a","b","c","d","e","f","g","h"]
[null,null,null,"Replacement cost (RC)","Potential future exposure  (PFE)","EEPE","Alpha used for computing regulatory exposure value","Exposure value pre-CRM","Exposure value post-CRM","Exposure value","RWEA"]
[null,"EU1","EU - Original Exposure Method (for derivatives)",null,null,null,"1.4"]
[null,"EU2","EU - Simplified SA-CCR (for derivatives)",null,null,null,"1.4"]
[null,1,"SA-CCR (for derivatives)",1952.23199196,9079.5284489500009,null,"1.4",25364.19428806,14890.53187124,14890.53187124,4695.3307336099997]
[null,2,"IMM (for derivatives and SFTs)",null,null,null,null,0,0,0,0]
[null,"2a","Of which securities financing transactions netting sets",null,null,null,null,0,0,0,0]
[null,"2b","Of which derivatives and long settlement transactions netting sets",null,null,null,null,0,0,0,0]
[null,"2c","Of which from contractual cross-product netting sets",null,null,null,null,0,0,0,0]
[null,3,"Financial collateral simple method (for SFTs)",null,null,null,null,0,0,0,0]
[null,4,"Financial collateral comprehensive method (for SFTs)",null,null,null,null,76024.753585409999,2220.7056156999997,2220.7056156999997,374.76565706999997]
[null,5,"VaR for SFTs",null,null,null,null,0,0,0,0]
[null,6,"Total",null,null,null,null,101388.94787347,17111.237486940001,17111.237486940001,5070.0963906800007]

{"sheet":"EU CCR2","index":29,"n_rows":12,"n_cols":5,"rows_kept":12,"cut":false,"hidden":false,"merged":[[4,2,5,2],[4,3,5,3],[4,4,5,4],[1,1,1,4]]}
[]
[null,"EEU CCR2 – Transactions subject to own funds requirements for CVA risk"]
[]
[null,"Reported in DKKm",null,"a","b"]
[null,null,null,"Exposure value","RWEA"]
[]
[null,1,"Total transactions subject to the Advanced method"]
[null,2,"   (i) VaR component (including the 3× multiplier)"]
[null,3,"   (ii) stressed VaR component (including the 3× multiplier)"]
[null,4,"Transactions subject to the Standardised method",9462.0189163100003,1198.8366849700001]
[null,"EU4","Transactions subject to the Alternative approach (Based on the Original Exposure Method)",0,0]
[null,5,"Total transactions subject to own funds requirements for CVA risk ",9462.0189163100003,1198.8366849700001]

{"sheet":"EU CCR3","index":30,"n_rows":18,"n_cols":15,"rows_kept":18,"cut":false,"hidden":false,"merged":[[4,2,6,2],[4,3,4,13],[1,1,1,14]]}
[]
[null,"EU CCR3 - Standardised approach – CCR exposures by regulatory exposure class and risk weights"]
[]
[null,"Reported in DKKm"]
[null,null,"Exposure classes","Risk weight"]
[null,null,null,"a","b","c","d","e","f","g","h","i","j","k"," l"]
[null,null,null,0,0.02,0.04,0.1,0.2,0.5,0.7,0.75,1,1.5,"Others","Total exposure value "]
[null,1,"Central governments or central banks ",539392570,"    ","    ","    ","    ","    ","    ","    ","    ","    ","    ",539392570]
[null,2,"Regional government or local authorities ",1118502939,"    ","    ","    ","    ","    ","    ","    ","    ","    ","    ",1118502939]
[null,3,"Public sector entities","    ","    ","    ","    ",11972513,"    ","    ","    ","    ","    ","    ",11972513]
[null,4,"Multilateral development banks",555989784,"    ","    ","    ","    ","    ","    ","    ","    ","    ","    ",555989784]
[null,5,"International organisations","    ","    ","    ","    ","    ","    ","    ","    ","    ","    ","    ","    "]
[null,6,"Institutions","    ",948287811,"    ","    ",3641285046,689434123,"    ","    ",7204086,"    ","    ",5286211066]
[null,7,"Corporates","    ","    ","    ","    ","    ","    ","    ","    ",19079619,"    ","    ",19079619]
[null,8,"Retail","    ","    ","    ","    ","    ","    ","    ",1321335,"    ","    ","    ",1321335]
[null,9,"Institutions and corporates with a short-term credit assessment","    ","    ","    ","    ","    ","    ","    ","    ","    ","    ","    ","    "]
[null,10,"Other items","    ","    ","    ","    ","    ","    ","    ","    ","    ","    ","    ","    "]
[null,11,"Total exposure value",2213885293,948287811,"    ","    ",3653257559,689434123,"    ",1321335,26283705,"    ","    ",7532469826]

{"sheet":"EU CCR4","index":31,"n_rows":37,"n_cols":11,"rows_kept":37,"cut":false,"hidden":false,"merged":[[7,8,8,8],[7,2,8,2],[7,3,8,3],[7,4,8,4],[7,5,8,5],[7,6,8,6],[24,10,25,10],[36,2,36,3],[1,1,1,10],[7,9,8,9],[7,10,8,10],[24,2,25,2],[24,3,25,3],[24,4,25,4],[24,5,25,5],[24,6,25,6],[24,7,25,7],[24,8,25,8],[24,9,25,9],[7,7,8,7]]}
[]
[null,"EU CCR4 – IRB approach – CCR exposures by exposure class and PD scale"]
[]
[null,"Reported in DKKm"]
[null,null,"Exposure class X =","Corporates (A-IRB)"]
[]
[null,null,null,null,"a","b","c","d","e","f","g"]
[null,null,null,"PD scale","Exposure value","Exposure weighted average PD (%)","Number of obligors","Exposure weighted average LGD (%)","Exposure weighted average maturity (years)","RWEA","Density of risk weighted exposure amount"]
[]
[null,"1 … x","Exposure class X"]
[null,1,null,"0.00 to <0.15",5651.7880789999999,6.9999999999999999E-4,123,0.56879999999999997,1,957.60498800000005,0.1694]
[null,2,null,"0.15 to <0.25",2095.62,1.8E-3,42,0.56720000000000004,1,716.43947800000001,0.34189999999999998]
[null,3,null,"0.25 to <0.50",1069.0027829999999,3.3E-3,64,0.59370000000000001,2,788.44660999999996,0.73760000000000003]
[null,4,null,"0.50 to <0.75",956.171019,5.7999999999999996E-3,31,0.56950000000000001,0,681.09506599999997,0.71230000000000004]
[null,5,null,"0.75 to <2.50",508.440719,1.2999999999999999E-2,97,0.56520000000000004,1,507.92408599999999,0.999]
[null,6,null,"2.50 to <10.00",156.09621200000001,3.5999999999999997E-2,32,0.54869999999999997," -   ",207.49091899999999,1.3292999999999999]
[null,7,null,"10.00 to <100.00",27.112079000000001,0.2273,11,0.53680000000000005,2,80.235411999999997,2.9594]
[null,8,null,"100.00 (Default)",7.36402,1,7,0.39450000000000002,2,7.584314,1.0299]
[null,"x",null,"Sub-total (Exposure class X)",10471.594911,4.1000000000000003E-3,407,0.57040000000000002,1,3946.8208730000001,0.37690000000000001]
[]
[]
[null,null,"Exposure class X =","Retail (A-IRB)"]
[]
[null,null,null,null,"a","b","c","d","e","f","g"]
[null,null,null,"PD scale","Exposure value","Exposure weighted average PD (%)","Number of obligors","Exposure weighted average LGD (%)","Exposure weighted average maturity (years)","RWEA","Density of risk weighted exposure amount"]
[]
[null,"1 … x","Exposure class X"]
[null,1,null,"0.00 to <0.15",4.7871750000000004,1.1000000000000001E-3,7,0.55520000000000003," -   ",0.59314599999999995,0.1239]
[null,2,null,"0.15 to <0.25",0.41725099999999998,1.8E-3,4,0.52590000000000003," -   ",6.7194000000000004E-2,0.161]
[null,3,null,"0.25 to <0.50",18.124189000000001,4.0000000000000001E-3,29,0.54830000000000001," -   ",5.0834859999999997,0.28050000000000003]
[null,4,null,"0.50 to <0.75",8.1954360000000008,5.7999999999999996E-3,20,0.51739999999999997," -   ",2.6715230000000001,0.32600000000000001]
[null,5,null,"0.75 to <2.50",14.427384,1.3899999999999999E-2,37,0.55879999999999996," -   ",7.4366260000000004,0.51549999999999996]
[null,6,null,"2.50 to <10.00",5.4468800000000002,5.28E-2,20,0.53769999999999996," -   ",4.0316229999999997,0.74019999999999997]
[null,7,null,"10.00 to <100.00",1.12032,0.2,5,0.41849999999999998," -   ",0.86438000000000004,0.77149999999999996]
[null,8,null,"100.00 (Default)",2.941926,1,2,0.5181," -   "," -   ",0]
[null,"x",null,"Sub-total (Exposure class X)",55.460560999999998,6.8099999999999994E-2,124,0.54159999999999997," -   ",20.747976999999999,0.37409999999999999]
[null,"y","Total (all CCR relevant exposure classes)",null,10527.055472,4.4000000000000003E-3,531,0.57030000000000003,1,3967.5688500000001,0.37690000000000001]

{"sheet":"EU CCR5","index":32,"n_rows":16,"n_cols":11,"rows_kept":16,"cut":false,"hidden":false,"merged":[[1,1,1,10],[4,3,4,6],[4,7,4,10],[5,2,6,2],[5,3,5,4],[5,5,5,6],[5,7,5,8],[5,9,5,10]]}
[]
[null,"EU CCR5 – Composition of collateral for CCR exposures"]
[]
[null,"Reported in DKKm",null,"a","b","c","d","e","f","g","h"]
[null,null,null,"Collateral used in derivative transactions",null,null,null,"Collateral used in SFTs"]
[null,null,"Collateral type","Fair value of collateral received",null,"Fair value of posted collateral",null,"Fair value of collateral received",null,"Fair value of posted collateral"]
[null,null,null,"Segregated","Unsegregated","Segregated","Unsegregated","Segregated","Unsegregated","Segregated","Unsegregated"]
[null,1,"Cash – domestic currency",2895.8874346699999,54.58,0,376.23476499999998,0,24385.668896990002]
[null,2,"Cash – other currencies",329.94530076000001,1105.49691699,579.30964405999998,2903.9158026700002,0,0]
[null,3,"Domestic sovereign debt",0,1480.78601015,60.894724100000005,1761.13988713,0,0]
[null,4,"Other sovereign debt",105.92128254000001,995.5179056799999,50.711808130000001,62.269494250000001,0,0]
[null,5,"Government agency debt",0,0,0,0,0,0]
[null,6,"Corporate bonds",0,0,0,0,0,0]
[null,7,"Equity securities",0,0,0,0,0,0]
[null,8,"Other collateral",0,393.23804598999999,0,17.706204679999999,0,49827.32631407,null,0]
[null,9,"Total",3331.7540179699999,4029.6188788000004,690.91617628999995,5121.26615373,0,74212.995211059999,null,0]

{"sheet":"EU CCR6","index":33,"n_rows":15,"n_cols":5,"rows_kept":15,"cut":false,"hidden":false,"merged":[[1,1,1,4]]}
[]
[null,"EU CCR6 – Credit derivatives exposures"]
[]
[null,"Reported in DKKm",null,"a","b"]
[null,null,null,"Protection bought","Protection sold"]
[null,"Notionals"]
[null,1,"Single-name credit default swaps",170.60095000000001,170.60095000000001]
[null,2,"Index credit default swaps",238.6464,178.98480000000001]
[null,3,"Total return swaps",0,0]
[null,4,"Credit options",0,0]
[null,5,"Other credit derivatives",0,0]
[null,6,"Total notionals",409.24734999999998,349.58575000000002]
[null,"Fair values"]
[null,7,"Positive fair value (asset)",0,18.3590415]
[null,8,"Negative fair value (liability)",-19.38550146,0]

{"sheet":"EU CCR8","index":34,"n_rows":25,"n_cols":5,"rows_kept":25,"cut":false,"hidden":false,"merged":[[1,1,1,4]]}
[]
[null,"EU CCR8 – Exposures to CCPs"]
[]
[null,"Reported in DKKm",null,"a","b"]
[null,null,null,"Exposure value ","RWEA"]
[null,1,"Exposures to QCCPs (total)",null,18.965756219999999]
[null,2,"Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which",948.28781111000001,18.965756219999999]
[null,3,"   (i) OTC derivatives",167.03354236999999,3.34067085]
[null,4,"   (ii) Exchange-traded derivatives",781.25426874000004,15.625085369999999]
[null,5,"   (iii) SFTs",0,0]
[null,6,"   (iv) Netting sets where cross-product netting has been approved",0,0]
[null,7,"Segregated initial margin",533.16032395000002]
[null,8,"Non-segregated initial margin",285.77253481000002,0]
[null,9,"Prefunded default fund contributions",0]
[null,10,"Unfunded default fund contributions",0]
[null,11,"Exposures to non-QCCPs (total)"]
[null,12,"Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which"]
[null,13,"   (i) OTC derivatives"]
[null,14,"   (ii) Exchange-traded derivatives"]
[null,15,"   (iii) SFTs"]
[null,16,"   (iv) Netting sets where cross-product netting has been approved"]
[null,17,"Segregated initial margin"]
[null,18,"Non-segregated initial margin"]
[null,19,"Prefunded default fund contributions"]
[null,20,"Unfunded default fund contributions"]

{"sheet":"EU SEC1","index":35,"n_rows":21,"n_cols":18,"rows_kept":21,"cut":false,"hidden":false,"merged":[[20,1,22,17],[1,1,1,17],[5,16,7,16],[6,3,6,4],[6,5,6,6],[6,7,7,7],[6,8,7,8],[6,9,7,9],[6,10,7,10],[6,11,7,11],[6,13,7,13],[6,14,7,14],[4,3,4,9],[4,10,4,13],[4,14,4,17],[5,3,5,6],[6,17,7,17],[5,7,5,8],[5,10,5,11],[5,12,7,12],[5,14,5,15],[6,15,7,15]]}
[]
[null,"EU SEC1 - Securitisation exposures in the non-trading book"]
[]
[null,"Reported in DKKm",null,"a","b","c","d","e","f","g","h","i","j","k","l","m","n","o"]
[null,null,null,"Institution acts as originator",null,null,null,null,null,null,"Institution acts as sponsor",null,null,null,"Institution acts as investor"]
[null,null,null,"Traditional",null,null,null,"Synthetic",null,"Sub-total","Traditional",null,"Synthetic","Sub-total","Traditional",null,"Synthetic","Sub-total"]
[null,null,null,"STS",null,"Non-STS",null,null,"of which SRT",null,"STS","Non-STS",null,null,"STS","Non-STS"]
[null,null,null,null,"of which SRT",null,"of which SRT"]
[null,1,"Total exposures",null,null,null,null,null,null,null,null,null,null,null,6953138868.1916656,null,null,6953138868.1916656]
[null,2,"Retail (total)",null,null,null,null,null,null,null,null,null,null,null,243368188.33049425,null,null,243368188.33049425]
[null,3,"   residential mortgage",null,null,null,null,null,null,null,null,null,null,null,243368188.33049425,null,null,243368188.33049425]
[null,4,"   credit card"]
[null,5,"   other retail exposures "]
[null,6,"   re-securitisation"]
[null,7,"Wholesale (total)",null,null,null,null,null,null,null,null,null,null,null,6709770679.8611717,null,null,6709770679.8611717]
[null,8,"   loans to corporates",null,null,null,null,null,null,null,null,null,null,null,6709770679.8611717,null,null,6709770679.8611717]
[null,9,"   commercial mortgage "]
[null,10,"   lease and receivables"]
[null,11,"   other wholesale"]
[null,12,"   re-securitisation"]
[null,"Note: The mapping below assumes that institutions do not simultaneously hold positions in one and the same securitisation in both the trading and the banking book. Where that assumption does not hold, the mapping is not direct and institutions will need to do some additional assessment of the part of the securitisation that relates to the trading and to the banking book.  "]

{"sheet":"EU SEC4","index":36,"n_rows":21,"n_cols":21,"rows_kept":21,"cut":false,"hidden":false,"merged":[[1,1,1,20],[13,2,13,3],[14,2,14,3],[15,2,15,3],[16,2,16,3],[20,1,20,9],[4,4,4,8],[4,9,4,12],[4,13,4,16],[4,17,4,20],[6,2,6,3],[17,2,17,3],[18,2,18,3],[7,2,7,3],[8,2,8,3],[9,2,9,3],[10,2,10,3],[11,2,11,3],[12,2,12,3]]}
[]
[null,"EU SEC4 - Securitisation exposures in the non-trading book and associated regulatory capital requirements - institution acting as investor"]
[]
[null,"Reported in DKKm",null,null,"a","b","c","d","e","f","g","h","i","j","k","l","m","n","o","EU-p","EU-q"]
[null,null,null,null,"Exposure values (by RW bands/deductions)",null,null,null,null,"Exposure values (by regulatory approach)",null,null,null,"RWEA (by regulatory approach)",null,null,null,"Capital charge after cap"]
[null,null,null,null,"≤20% RW"," >20% to 50% RW"," >50% to 100% RW"," >100% to <1250% RW","1250% RW/ deductions","SEC-IRBA","SEC-ERBA\n(including IAA)","SEC-SA","1250% RW / deductions","SEC-IRBA","SEC-ERBA\n(including IAA)","SEC-SA","1250% RW","SEC-IRBA","SEC-ERBA\n(including IAA)","SEC-SA","1250% RW"]
[null,1,"Total exposures",null,6852318738.3676586,44548105.009143665,56272024.814863659,null,null,null,6953138868.1916656,null,null,null,1428390374.1505558,null,null,null,null,114271229.93204448]
[null,2,"Traditional) securitisation ",null,6852318738.3676586,44548105.009143665,56272024.814863659,null,null,null,6953138868.1916656,null,null,null,1428390374.1505558,null,null,null,null,114271229.93204448]
[null,3,"   securitisation",null,6852318738.3676586,44548105.009143665,56272024.814863659,null,null,null,6953138868.1916656,null,null,null,1428390374.1505558,null,null,null,null,114271229.93204448]
[null,4,"       Retail underlying",null,142548058.50648689,44548105.009143665,56272024.814863659,null,null,null,243368188.3304942,null,null,null,86436238.178321421,null,null,null,null,6914899.0542657133]
[null,5,"       Of which STS",null,null,null,null,null,null,null,0]
[null,6,"       Wholesale",null,6709770679.8611717,null,0,null,null,null,6709770679.8611717,null,null,null,1341954135.9722345,null,null,null,null,107356330.87777877]
[null,7,"       Of which STS"]
[null,8,"   Re-securitisation"]
[null,9,"Synthetic securitisation "]
[null,10,"   securitisation"]
[null,11,"       Retail underlying"]
[null,12,"       Wholesale"]
[null,13,"   Re-securitisation"]
[]
[null,"Note: The mapping below assumes that institutions do not simultaneously hold positions in one and the same securitisation in both the trading and the banking book. Where that assumption does not hold, the mapping is not direct and institutions will need to do some additional assessment of the part of the securitisation that relates to the trading and to the banking book.  \nThe same applies for when institutions hold positions with different risk weights in the same transactions for columns a to e."]

{"sheet":"EU MR1","index":37,"n_rows":16,"n_cols":4,"rows_kept":16,"cut":false,"hidden":false,"merged":[[19,2,19,4],[1,1,1,3]]}
[]
[null,"EU MR1 - Market risk under the standardised approach"]
[]
[null,"Reported in DKKm",null,"a"]
[null,null,null,"RWEAs"]
[null,null,"Outright products"]
[null,1,"Interest rate risk (general and specific)",8618.8564031000005]
[null,2,"Equity risk (general and specific)",1518.2314357400001]
[null,3,"Foreign exchange risk"]
[null,4,"Commodity risk ",19.925605189999999]
[null,null,"Options"]
[null,5,"Simplified approach"]
[null,6,"Delta-plus approach",2.4565772999999997]
[null,7,"Scenario approach"]
[null,8,"Securitisation (specific risk)"]
[null,9,"Total",10159.470021329998]

{"sheet":"EU IRRBB1","index":38,"n_rows":15,"n_cols":10,"rows_kept":15,"cut":false,"hidden":false,"merged":[[14,2,16,2],[14,3,16,9],[1,1,1,9],[3,1,5,2],[4,3,4,4],[4,5,4,9]]}
[]
[null,"EU IRRBB1 - Interest rate risks of non-trading book activities"]
[]
[null,"Supervisory shock scenarios",null,"a","b","c","040","050",null,"d"]
[null,null,null,"Changes of the economic value of equity",null,"Changes of the net interest income"]
[null,null,null,"Current period","Last period","Current period","requirement",null,null,"Last period"]
[null,1,"Parallel up",1277,1866.7643752860035,840,null,null,null,825.27236782541343]
[null,2,"Parallel down ",-2000,-2074.65757271639,-890,null,null,null,-868.70602271101166]
[null,3,"Steepener ",503,584.232545766371]
[null,4,"Flattener",-276,-246.59159951854835]
[null,5,"Short rates up",477,679.53349572658556]
[null,6,"Short rates down",-583,-771.4195885365458]
[]
[]
[null,null,"According to Art. 446 CRR: ","Institutions shall disclose the approaches for the assessment of own funds requirements for operational risk that the institution qualifies for \na description of the methodology set out in Article 312(2), if used by the institution, including a discussion of relevant internal and external factors considered in the institution's measurement approach\nand in the case of partial use, the scope and coverage of the different methodologies used."]

{"sheet":"JYSKE REALKREDIT","index":39,"n_rows":0,"n_cols":0,"rows_kept":0,"cut":false,"hidden":false,"merged":[]}

{"sheet":"EU CC1 JR","index":40,"n_rows":119,"n_cols":5,"rows_kept":119,"cut":false,"hidden":false,"merged":[[58,1,58,4],[1,1,1,4],[4,1,4,2],[5,1,5,4],[17,1,17,4],[48,1,48,4],[112,1,112,4],[69,1,69,4],[78,1,78,4],[91,1,91,4],[102,1,102,4],[107,1,107,4]]}
[]
[null,"EU CC1 - Composition of regulatory own funds"]
[]
[null,"Reported in DKKm",null,"(a}","(b)"]
[null,null,null,"At 30 June 2024\n(DKK million)","Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation"]
[null,"Common Equity Tier 1 (CET1) capital:  instruments and reserves                                                                                       "]
[null,1,"Capital instruments and the related share premium accounts ",601.84100000000001,"a"]
[null,null,"     of which: Instrument type 1",601.84100000000001,"a"]
[null,null,"     of which: Instrument type 2"]
[null,null,"     of which: Instrument type 3"]
[null,2,"Retained earnings ",23586.685666000001,"c"]
[null,3,"Accumulated other comprehensive income (and other reserves)"]
[null,"EU-3a","Funds for general banking risk"]
[null,4,"Amount of qualifying items referred to in Article 484 (3) and the related share premium accounts subject to phase out from CET1 "]
[null,5,"Minority interests (amount allowed in consolidated CET1)"]
[null,"EU-5a","Independently reviewed interim profits net of any foreseeable charge or dividend ",1205.344615,"d"]
[null,6,"Common Equity Tier 1 (CET1) capital before regulatory adjustments",25393.871281]
[null,"Common Equity Tier 1 (CET1) capital: regulatory adjustments "]
[null,7,"Additional value adjustments (negative amount)",-38.792349999999999]
[null,8,"Intangible assets (net of related tax liability) (negative amount)"]
[null,9,"Empty set in the EU"]
[null,10,"Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability where the conditions in Article 38 (3) are met) (negative amount)"]
[null,11,"Fair value reserves related to gains or losses on cash flow hedges of financial instruments that are not valued at fair value"]
[null,12,"Negative amounts resulting from the calculation of expected loss amounts "]
[null,13,"Any increase in equity that results from securitised assets (negative amount)"]
[null,14,"Gains or losses on liabilities valued at fair value resulting from changes in own credit standing"]
[null,15,"Defined-benefit pension fund assets (negative amount)"]
[null,16,"Direct and indirect holdings by an institution of own CET1 instruments (negative amount)"]
[null,17,"Direct, indirect and synthetic holdings of the CET 1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)"]
[null,18,"Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)"]
[null,19,"Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)"]
[null,20,"Empty set in the EU"]
[null,"EU-20a","Exposure amount of the following items which qualify for a RW of 1250%, where the institution opts for the deduction alternative"]
[null,"EU-20b","     of which: qualifying holdings outside the financial sector (negative amount)"]
[null,"EU-20c","     of which: securitisation positions (negative amount)"]
[null,"EU-20d","     of which: free deliveries (negative amount)"]
[null,21,"Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability where the conditions in Article 38 (3) are met) (negative amount)"]
[null,22,"Amount exceeding the 17,65% threshold (negative amount)"]
[null,23,"     of which: direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities"]
[null,24,"Empty set in the EU"]
[null,25,"     of which: deferred tax assets arising from temporary differences"]
[null,"EU-25a","Losses for the current financial year (negative amount)"]
[null,"EU-25b","Foreseeable tax charges relating to CET1 items except where the institution suitably adjusts the amount of CET1 items insofar as such tax charges reduce the amount up to which those items may be used to cover risks or losses (negative amount)"]
[null,26,"Empty set in the EU"]
[null,27,"Qualifying AT1 deductions that exceed the AT1 items of the institution (negative amount)"]
[null,"27a","Other regulatory adjusments",-56.724769000000002]
[null,28,"Total regulatory adjustments to Common Equity Tier 1 (CET1)",-95.517119000000008]
[null,29,"Common Equity Tier 1 (CET1) capital ",25298.354162]
[null,"Additional Tier 1 (AT1) capital: instruments"]
[null,30,"Capital instruments and the related share premium accounts "]
[null,31,"     of which: classified as equity under applicable accounting standards"]
[null,32,"     of which: classified as liabilities under applicable accounting standards"]
[null,33,"Amount of qualifying items referred to in Article 484 (4) and the related share premium accounts subject to phase out from AT1"]
[null,"EU-33a","Amount of qualifying items referred to in Article 494a(1) subject to phase out from AT1"]
[null,"EU-33b","Amount of qualifying items referred to in Article 494b(1) subject to phase out from AT1"]
[null,34,"Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held by third parties "]
[null,35,"    of which: instruments issued by subsidiaries subject to phase out "]
[null,36,"   Additional Tier 1 (AT1) capital before regulatory adjustments"]
[null,"Additional Tier 1 (AT1) capital: regulatory adjustments"]
[null,37,"Direct and indirect holdings by an institution of own AT1 instruments (negative amount)"]
[null,38,"Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)"]
[null,39,"Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)"]
[null,40,"Direct, indirect and synthetic holdings by the institution of the AT1 instruments of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)"]
[null,41,"Not applicable"]
[null,42,"Qualifying T2 deductions that exceed the T2 items of the institution (negative amount)"]
[null,"42a","Other regulatory adjustments to AT1 capital"]
[null,43,"Total regulatory adjustments to Additional Tier 1 (AT1) capital"]
[null,44,"Additional Tier 1 (AT1) capital "]
[null,45,"Tier 1 capital (T1 = CET1 + AT1)",25298.354162]
[null,"Tier 2 (T2) capital: instruments"]
[null,46,"Capital instruments and the related share premium accounts"]
[null,47,"Amount of qualifying  items referred to in Article 484 (5) and the related share premium accounts subject to phase out from T2 as described in Article 486 (4) CRR"]
[null,"EU-47a","Amount of qualifying  items referred to in Article 494a (2) subject to phase out from T2"]
[null,"EU-47b","Amount of qualifying  items referred to in Article 494b (2) subject to phase out from T2"]
[null,48,"Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties "]
[null,49,"   of which: instruments issued by subsidiaries subject to phase out"]
[null,50,"Credit risk adjustments"]
[null,51,"Tier 2 (T2) capital before regulatory adjustments"]
[null,"Tier 2 (T2) capital: regulatory adjustments "]
[null,52,"Direct and indirect holdings by an institution of own T2 instruments and subordinated loans (negative amount)"]
[null,53,"Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)"]
[null,54,"Direct and indirect holdings of the T2 instruments and subordinated loans of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)  "]
[null,"54a","Not applicable"]
[null,55,"Direct and indirect holdings by the institution of the T2 instruments and subordinated loans of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)"]
[null,56,"Not applicable"]
[null,"EU-56a ","Qualifying eligible liabilities deductions that exceed the eligible liabilities items of the institution (negative amount)"]
[null,"56b","Other regulatory adjusments to T2 capital"]
[null,57,"Total regulatory adjustments to Tier 2 (T2) capital"]
[null,58,"Tier 2 (T2) capital "]
[null,59,"Total capital (TC = T1 + T2)",25298.354162]
[null,60,"Total risk exposure amount",88314.411022]
[null,"Capital ratios and requirements including buffers "]
[null,61,"Common Equity Tier 1",0.28645782573013961]
[null,62,"Tier 1",0.28645782573013961]
[null,63,"Total capital",0.28645782573013961]
[null,64,"Institution CET1 overall capital requirements",0.14679578331686799]
[null,65,"of which: capital conservation buffer requirement ",2.4999999999999994E-2]
[null,66,"of which: countercyclical capital buffer requirement ",2.5000000000000001E-2]
[null,67,"of which: systemic risk buffer requirement ",1.6098999999999999E-2]
[null,"EU-67a","of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer requirement"]
[null,"EU-67b","of which: additional own funds requirements to address the risks other than the risk of excessive leverage",2.0714222107320102E-2]
[null,68,"Common Equity Tier 1 capital (as a percentage of risk exposure amount) available after meeting the minimum capital requirements",0.22980608170696418]
[null,"Amounts below the thresholds for deduction (before risk weighting) "]
[null,72,"Direct and indirect holdings of own funds and eligible liabilities of financial sector entities where the institution does not have a significant investment in those entities (amount below 10% threshold  and net of eligible short positions)   ",0.12]
[null,73,"Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount below 17.65% thresholds and net of eligible short positions) "]
[null,74,"Not applicable"]
[null,75,"Deferred tax assets arising from temporary differences (amount below 17.65%  threshold, net of related tax liability where the conditions in Article 38 (3) are met)",98.522242000000006,"h"]
[null,"Applicable caps on the inclusion of provisions in Tier 2 "]
[null,76,"Credit risk adjustments included in T2 in respect of exposures subject to standardised approach (prior to the application of the cap)"]
[null,77,"Cap on inclusion of credit risk adjustments in T2 under standardised approach"]
[null,78,"Credit risk adjustments included in T2 in respect of exposures subject to internal ratings-based approach (prior to the application of the cap)"]
[null,79,"Cap for inclusion of credit risk adjustments in T2 under internal ratings-based approach"]
[null,"Capital instruments subject to phase-out arrangements (only applicable between 1 Jan 2014 and 1 Jan 2022)"]
[null,80,"Current cap on CET1 instruments subject to phase out arrangements"]
[null,81,"Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities)"]
[null,82,"Current cap on AT1 instruments subject to phase out arrangements"]
[null,83,"Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities)"]
[null,84,"Current cap on T2 instruments subject to phase out arrangements"]
[null,85,"Amount excluded from T2 due to cap (excess over cap after redemptions and maturities)"]

{"sheet":"EU CC2 JR","index":41,"n_rows":14,"n_cols":6,"rows_kept":14,"cut":false,"hidden":false,"merged":[[1,1,1,5],[8,1,8,5],[4,3,4,4],[5,1,5,5],[10,1,10,5]]}
[]
[null,"EU CC2 - Reconciliation of regulatory own funds to balance sheet in the audited financial statements"]
[]
[null,"Reported in DKKm",null,"Balance sheet as in published financial statements","Under regulatory scope of consolidation","Reference"]
[null,null,null,"At 30 June 2024"]
[null,"Assets - Breakdown by asset clases according to the balance sheet in the published financial statements"]
[null,10,"Deferred tax assets ",98.522242000000006,98.522242000000006,"h"]
[null,14,"Total assets",382248.61427000002]
[null,"Liabilities - Breakdown by liability clases according to the balance sheet in the published financial statements"]
[null,9,"Total liabilities",356854.74299]
[null,"Shareholders' Equity"]
[null,1,"Share capital ",601.84100000000001,601.84100000000001,"a"]
[null,3,"Retained profit",24792.030279999999,24792.030279999999,"c, d"]
[null,5,"Total shareholders' equity",25393.871279999999]

{"sheet":"EU OV1 JR","index":42,"n_rows":34,"n_cols":6,"rows_kept":34,"cut":false,"hidden":false,"merged":[[1,1,1,5],[3,1,5,2],[3,3,3,4]]}
[]
[null,"EU OV1 – Overview of total risk exposure amounts"]
[]
[null,"Reported in DKKm",null,"Risk weighted exposure amounts (RWEAs)",null,"Total own funds requirements"]
[null,null,null,"a","b","c"]
[null,null,null,"T","T-1","T"]
[null,1,"Credit risk (excluding CCR)",{"$f":"+SUM(D8:D12)","v":83923.460579999999},83839.787377000001,{"$f":"+D7*0.08","v":6713.8768464000004}]
[null,2,"Of which the standardised approach ",{"$f":"2606.374082-D14-D16-D18","v":2463.7837129999998},2200.117377,{"$f":"+D8*0.08","v":197.10269703999998}]
[null,3,"Of which the Foundation IRB (F-IRB) approach ",0,0,0]
[null,4,"Of which:  slotting approach",0,0,0]
[null,"EU 4a","Of which: equities under the simple riskweighted approach",0,0,0]
[null,5,"Of which the Advanced IRB (A-IRB) approach ",{"$f":"69210.876535+622.277+11626.523332","v":81459.676867000002},81639.67,6516.7741493600006]
[null,6,"Counterparty credit risk - CCR ",{"$f":"+SUM(D14:D18)","v":259.528369},287.20393999999999,20.76226952]
[null,7,"Of which the standardised approach ",127.27,135.642,10.1816]
[null,8,"Of which internal model method (IMM)",null,null,0]
[null,"EU 8a","Of which exposures to a CCP",8.3003689999999999,2.2320000000000002,0.66402952000000004]
[null,"EU 8b","Of which credit valuation adjustment - CVA",116.938,135.77593999999999,9.3550400000000007]
[null,9,"Of which other CCR",7.02,13.554,0.56159999999999999]
[null,15,"Settlement risk ",0,0,0]
[null,16,"Securitisation exposures in the non-trading book (after the cap)",0,0,0]
[null,17,"Of which SEC-IRBA approach ",null,null,0]
[null,18,"Of which SEC-ERBA (including IAA)",null,null,0]
[null,19,"Of which SEC-SA approach ",null,null,0]
[null,"EU 19a","Of which 1250%/ deduction",null,null,0]
[null,20,"Position, foreign exchange and commodities risks (Market risk)",0,0,0]
[null,21,"Of which the standardised approach ",null,null,0]
[null,22,"Of which IMA ",null,null,0]
[null,"EU 22a","Large exposures",0,0,0]
[null,23,"Operational risk",{"$f":"+D31","v":4131.4210000000003},3341.5457000000001,330.51368000000002]
[null,"EU 23a","Of which basic indicator approach ",null,null,0]
[null,"EU 23b","Of which standardised approach ",4131.4210000000003,3341.5457000000001,330.51368000000002]
[null,"EU 23c","Of which advanced measurement approach ",null,null,0]
[null,24,"Amounts below the thresholds for deduction (subject\nto 250% risk weight) (For information)",0,0,0]
[null,29,"Total",{"$f":"+D7+D13+D19+D20+D28+D29+D33+D25","v":88314.409949000008},87468.53701700001,7065.1527959200012]

{"sheet":"EU CQ1 JR","index":43,"n_rows":18,"n_cols":13,"rows_kept":18,"cut":false,"hidden":false,"merged":[[13,12,13,14],[14,12,14,14],[15,12,15,14],[16,12,16,14],[17,12,17,14],[8,12,8,14],[9,12,9,14],[10,12,10,14],[11,12,11,14],[12,12,12,14],[13,10,13,11],[14,10,14,11],[15,10,15,11],[16,10,16,11],[17,10,17,11],[8,10,8,11],[9,10,9,11],[10,10,10,11],[11,10,11,11],[12,10,12,11],[13,5,13,6],[14,5,14,6],[15,5,15,6],[16,5,16,6],[17,5,17,6],[8,5,8,6],[9,5,9,6],[10,5,10,6],[11,5,11,6],[12,5,12,6],[4,3,4,7],[4,8,4,9],[4,10,4,14],[5,3,6,3],[5,4,5,7],[5,8,6,8],[5,9,6,9],[5,10,5,11],[2,11,2,12],[2,13,2,15],[3,5,3,6],[3,10,3,11],[3,12,3,14],[7,5,7,6],[7,10,7,11],[7,12,7,14],[5,12,6,14],[6,5,6,6],[6,10,6,11],[22,1,22,3],[22,6,22,7],[22,11,22,12],[31,2,31,3],[31,6,31,7],[31,11,31,12],[32,1,32,3],[32,6,32,7],[32,11,32,12],[65,1,65,2],[65,3,65,6],[65,7,65,11],[65,12,65,13]]}
[]
[null,"EU CQ1 - Credit quality of forborne exposures"]
[]
[null,"Reported in DKKm",null,"a","b","c",null,"d","e","f","g",null,"h"]
[null,null,null,"Gross carrying amount/ Nominal amount of exposures with forbearance measures",null,null,null,null,"Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions",null,"Collaterals received and financial guarantees received on forborne exposures"]
[null,null,null,"Performing forborne","Non-performing forborne",null,null,null,"On performing forborne exposures","On non-performing forborne exposures",null,null,"Of which: Collateral and financial guarantees received on non-performing exposures with forbearance measures"]
[null,null,null,null,null,"Of which defaulted",null,"Of which impaired"]
[null,5,"Cash balances at central banks and other\n demand deposits"]
[null,10,"Loans and advances",1562.9733850099988,3074.1038067600007,2820.0418648600016,null,null,null,112.70425434999997,4504.7379921199963,null,2961.9908136899976]
[null,20,"Central banks"]
[null,30,"General governments"]
[null,40,"Credit institutions"]
[null,50,"Other financial corporations",null,5.5434949999999997E-2,5.5434949999999997E-2,null,null,null,1.6894199999999999E-3,5.374553E-2,null,5.374553E-2]
[null,60,"Non-financial corporations",694.16425941999989,1817.0339927099999,1687.92258376,null,null,null,39.307188429999997,2464.4171645200008,null,1777.7268042799992]
[null,70,"Households",868.8091255899991,1257.014379100001,1132.0638461500014,null,null,null,73.395376499999969,2040.2670820699952,null,1184.2102638799984]
[null,80,"Debt Securities"]
[null,90,"Loan commitments given",0.41577542000000001,8.3003754999999995,8.3003754999999995,null,8.3003754999999995,null,null,8.376484249999999,null,7.9607088299999988]
[null,100,"Total",1563.3891604299988,3082.4041822600007,2828.3422403600016,null,8.3003754999999995,null,112.70425434999997,4513.1144763699958,null,2969.9515225199975]

{"sheet":"EU CQ3 JR","index":44,"n_rows":30,"n_cols":29,"rows_kept":30,"cut":false,"hidden":false,"merged":[[1,1,1,28],[2,1,2,28],[3,27,3,28],[3,5,3,7],[3,8,3,9],[3,10,3,11],[3,12,3,13],[3,14,3,15],[3,16,3,18],[3,19,3,20],[3,21,3,22],[3,23,3,24],[3,25,3,26],[4,2,4,3],[4,4,4,28],[5,2,5,3],[5,4,5,9],[5,10,5,28],[6,2,6,3],[6,5,6,7],[6,8,6,9],[6,10,6,11],[6,12,6,13],[6,27,6,28],[6,14,6,15],[6,16,6,18],[6,19,6,20],[6,21,6,22],[6,23,6,24],[6,25,6,26],[7,23,7,24],[7,25,7,26],[7,27,7,28],[8,2,8,3],[8,5,8,7],[8,8,8,9],[8,10,8,11],[8,12,8,13],[8,14,8,15],[8,16,8,18],[8,19,8,20],[8,21,8,22],[8,23,8,24],[8,25,8,26],[8,27,8,28],[7,2,7,3],[7,5,7,7],[7,8,7,9],[7,10,7,11],[7,12,7,13],[7,14,7,15],[7,16,7,18],[7,19,7,20],[7,21,7,22],[9,2,9,3],[9,5,9,7],[9,8,9,9],[9,10,9,11],[9,12,9,13],[9,27,9,28],[10,2,10,3],[10,5,10,7],[10,8,10,9],[10,10,10,11],[10,12,10,13],[10,14,10,15],[10,16,10,18],[10,19,10,20],[10,21,10,22],[9,14,9,15],[9,16,9,18],[9,19,9,20],[9,21,9,22],[9,23,9,24],[9,25,9,26],[10,23,10,24],[10,25,10,26],[10,27,10,28],[11,23,11,24],[11,25,11,26],[11,27,11,28],[12,2,12,3],[12,5,12,7],[12,8,12,9],[12,10,12,11],[12,12,12,13],[12,27,12,28],[12,14,12,15],[12,16,12,18],[12,19,12,20],[12,21,12,22],[12,23,12,24],[12,25,12,26],[11,2,11,3],[11,5,11,7],[11,8,11,9],[11,10,11,11],[11,12,11,13],[11,14,11,15],[11,16,11,18],[11,19,11,20],[11,21,11,22],[13,23,13,24],[13,25,13,26],[13,27,13,28],[14,2,14,3],[14,5,14,7],[14,8,14,9],[14,10,14,11],[14,12,14,13],[14,14,14,15],[14,16,14,18],[14,19,14,20],[14,21,14,22],[14,23,14,24],[14,25,14,26],[14,27,14,28],[13,2,13,3],[13,5,13,7],[13,8,13,9],[13,10,13,11],[13,12,13,13],[13,14,13,15],[13,16,13,18],[13,19,13,20],[13,21,13,22],[15,2,15,3],[15,5,15,7],[15,8,15,9],[15,10,15,11],[15,12,15,13],[15,27,15,28],[16,2,16,3],[16,5,16,7],[16,8,16,9],[16,10,16,11],[16,12,16,13],[16,14,16,15],[16,16,16,18],[16,19,16,20],[16,21,16,22],[15,14,15,15],[15,16,15,18],[15,19,15,20],[15,21,15,22],[15,23,15,24],[15,25,15,26],[16,23,16,24],[16,25,16,26],[16,27,16,28],[17,23,17,24],[17,25,17,26],[17,27,17,28],[18,2,18,3],[18,5,18,7],[18,8,18,9],[18,10,18,11],[18,12,18,13],[18,27,18,28],[18,14,18,15],[18,16,18,18],[18,19,18,20],[18,21,18,22],[18,23,18,24],[18,25,18,26],[17,2,17,3],[17,5,17,7],[17,8,17,9],[17,10,17,11],[17,12,17,13],[17,14,17,15],[17,16,17,18],[17,19,17,20],[17,21,17,22],[19,23,19,24],[19,25,19,26],[19,27,19,28],[20,2,20,3],[20,5,20,7],[20,8,20,9],[20,10,20,11],[20,12,20,13],[20,14,20,15],[20,16,20,18],[20,19,20,20],[20,21,20,22],[20,23,20,24],[20,25,20,26],[20,27,20,28],[19,2,19,3],[19,5,19,7],[19,8,19,9],[19,10,19,11],[19,12,19,13],[19,14,19,15],[19,16,19,18],[19,19,19,20],[19,21,19,22],[21,2,21,3],[21,5,21,7],[21,8,21,9],[21,10,21,11],[21,12,21,13],[21,27,21,28],[22,2,22,3],[22,5,22,7],[22,8,22,9],[22,10,22,11],[22,12,22,13],[22,14,22,15],[22,16,22,18],[22,19,22,20],[22,21,22,22],[21,14,21,15],[21,16,21,18],[21,19,21,20],[21,21,21,22],[21,23,21,24],[21,25,21,26],[22,23,22,24],[22,25,22,26],[22,27,22,28],[23,23,23,24],[23,25,23,26],[23,27,23,28],[24,2,24,3],[24,5,24,7],[24,8,24,9],[24,10,24,11],[24,12,24,13],[24,27,24,28],[24,14,24,15],[24,16,24,18],[24,19,24,20],[24,21,24,22],[24,23,24,24],[24,25,24,26],[23,2,23,3],[23,5,23,7],[23,8,23,9],[23,10,23,11],[23,12,23,13],[23,14,23,15],[23,16,23,18],[23,19,23,20],[23,21,23,22],[25,23,25,24],[25,25,25,26],[25,27,25,28],[26,2,26,3],[26,5,26,7],[26,8,26,9],[26,10,26,11],[26,12,26,13],[26,14,26,15],[26,16,26,18],[26,19,26,20],[26,21,26,22],[26,23,26,24],[26,25,26,26],[26,27,26,28],[25,2,25,3],[25,5,25,7],[25,8,25,9],[25,10,25,11],[25,12,25,13],[25,14,25,15],[25,16,25,18],[25,19,25,20],[25,21,25,22],[27,2,27,3],[27,5,27,7],[27,8,27,9],[27,10,27,11],[27,12,27,13],[27,27,27,28],[28,2,28,3],[28,5,28,7],[28,8,28,9],[28,10,28,11],[28,12,28,13],[28,14,28,15],[28,16,28,18],[28,19,28,20],[28,21,28,22],[27,14,27,15],[27,16,27,18],[27,19,27,20],[27,21,27,22],[27,23,27,24],[27,25,27,26],[28,23,28,24],[28,25,28,26],[28,27,28,28],[29,23,29,24],[29,25,29,26],[29,27,29,28],[30,1,30,16],[30,18,30,19],[30,20,30,21],[30,22,30,23],[30,24,30,25],[30,26,30,27],[29,2,29,3],[29,5,29,7],[29,8,29,9],[29,10,29,11],[29,12,29,13],[29,14,29,15],[29,16,29,18],[29,19,29,20],[29,21,29,22],[33,1,33,27],[34,1,34,27],[35,1,35,27],[36,1,36,27],[37,1,37,27],[38,1,38,27],[31,22,31,23],[31,24,31,25],[31,26,31,27],[32,1,32,16],[32,18,32,19],[32,20,32,21],[32,22,32,23],[32,24,32,25],[32,26,32,27],[31,1,31,2],[31,3,31,5],[31,7,31,8],[31,9,31,10],[31,11,31,12],[31,13,31,14],[31,15,31,16],[31,18,31,19],[31,20,31,21],[39,1,39,27],[40,1,40,2],[40,3,40,5],[40,7,40,8],[40,9,40,10],[40,11,40,12],[40,13,40,14],[40,15,40,16],[40,18,40,19],[40,20,40,21],[42,1,42,27],[42,28,44,28],[43,1,43,27],[44,1,44,27],[46,1,46,15],[40,22,40,23],[40,24,40,25],[40,26,40,27],[41,1,41,16],[41,18,41,19],[41,20,41,21],[41,22,41,23],[41,24,41,25],[41,26,41,27]]}
[]
[null,"EU CQ3 - Credit quality of performing and non-performing exposures by past due days"]
[]
[null,"Reported in DKKm",null,null,"a","b",null,null,"c",null,"d",null,"e",null,"f",null,"g",null,null,"h",null,"i",null,"j",null,"k",null,"l"]
[null,null,null,null,"Gross carrying amount / Nominal amount"]
[null,null,null,null,"Performing exposures",null,null,null,null,null,"Non-performing exposures"]
[null,null,null,null,null,"Not past due or Past due < 30 days",null,null,"Past due > 30 days < 90 days",null,null,null,"Unlikely to pay that are not past-due or past-due < = 90 days",null,"Past due > 90 days <= 180 days",null,"Past due > 180 days < =1 year",null,null,"Past due > 1 year <= 2 years",null,"Past due > 2 year <= 5 years",null,"Past due > 5 year <= 7 years",null,"Past due > 7 years",null,"Of which defaulted"]
[null,"005","Cash balances at central banks and other demand deposits",null,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"010","Loans and advances",null,359526659059.94299,359448259894.01349,359448259894.01349,359448259894.01349,78399165.929999977,78399165.929999977,3074103806.7600002,3074103806.7600002,2944357789.21,2944357789.21,63615558.99000001,63615558.99000001,43947142.63000001,43947142.63000001,43947142.63000001,22090314.84,22090314.84,93001.09,93001.09,0,0,0,0,2820041864.8899999,2820041864.8899999]
[null,"020","     Central banks",null,6003312513.2299995,6003312513.2299995,6003312513.2299995,6003312513.2299995,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"030","     General governments",null,135642960.44,135642960.44,135642960.44,135642960.44,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"040","     Credit institutions",null,2109606745.6499996,2109606745.6499996,2109606745.6499996,2109606745.6499996,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"050","     Other financial corporations",null,1010249712.8000003,1010249712.8000003,1010249712.8000003,1010249712.8000003,0,0,55434.95,55434.95,0,0,55434.95,55434.95,0,0,0,0,0,0,0,0,0,0,0,55434.95,55434.95]
[null,"060","     Non-financial corporations",null,176150051540.03036,176150051540.03036,176150051540.03036,176150051540.03036,0,0,1817033992.71,1817033992.71,1810351336.5,1810351336.5,5389129.9899999993,5389129.9899999993,1293526.22,1293526.22,1293526.22,0,0,0,0,0,0,0,0,1687922583.76,1687922583.76]
[null,"070","      Of which SMEs",null,42415927675.000069,42415927675.000069,42415927675.000069,42415927675.000069,0,0,755327940.17000008,755327940.17000008,748645283.96000004,748645283.96000004,5389129.9899999993,5389129.9899999993,1293526.22,1293526.22,1293526.22,0,0,0,0,0,0,0,0,626807861.22000003,626807861.22000003]
[null,"080","     Households",null,174117795587.79312,174039396421.86313,174039396421.86313,174039396421.86313,78399165.929999977,78399165.929999977,1257014379.1000001,1257014379.1000001,1134006452.7100003,1134006452.7100003,58170994.050000012,58170994.050000012,42653616.410000011,42653616.410000011,42653616.410000011,22090314.84,22090314.84,93001.09,93001.09,0,0,0,0,1132063846.1799998,1132063846.1799998]
[null,"090","Debt Securities",null,19792127347.549999,19792127347.549999,19792127347.549999,19792127347.549999,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"100","     Central banks",null,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"110","     General governments",null,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"120","     Credit institutions",null,19792127347.549999,19792127347.549999,19792127347.549999,19792127347.549999,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"130","     Other financial corporations",null,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"140","     Non-financial corporations",null,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"150","Off-balance sheet exposures",null,14749573437.520004,null,null,null,null,null,8300375.5,8300375.5,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,8300375.5,8300375.5]
[null,"160","     Central banks",null,0,null,null,null,null,null,0,0,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,0,0]
[null,"170","     General governments",null,0,null,null,null,null,null,0,0,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,0,0]
[null,"180","     Credit institutions",null,0,null,null,null,null,null,0,0,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,0,0]
[null,"190","     Other financial corporations",null,178201301.31,null,null,null,null,null,0,0,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,0,0]
[null,"200","     Non-financial corporations",null,13265860844.630003,null,null,null,null,null,0,0,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,0,0]
[null,"210","     Households",null,1305511291.5800009,null,null,null,null,null,8300375.5,8300375.5,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,8300375.5,8300375.5]
[null,"220","Total",null,394068359845.01349,379240387241.56348,379240387241.56348,379240387241.56348,78399165.929999977,78399165.929999977,3082404182.2600002,3082404182.2600002,2944357789.21,2944357789.21,63615558.99000001,63615558.99000001,43947142.63000001,43947142.63000001,43947142.63000001,22090314.84,22090314.84,93001.09,93001.09,0,0,0,0,2828342240.3899999,2828342240.3899999]

{"sheet":"EU CQ7 JR","index":45,"n_rows":15,"n_cols":5,"rows_kept":15,"cut":false,"hidden":false,"merged":[[29,1,29,6],[1,1,2,4],[5,3,5,4],[16,1,16,2],[19,1,19,6],[20,1,20,6],[21,1,21,6],[24,1,24,6],[25,1,25,6],[26,1,26,6],[27,1,27,6],[28,1,28,6],[36,1,36,6],[37,1,37,6],[38,1,38,6],[39,1,39,6],[30,1,30,6],[31,1,31,6],[32,1,32,6],[33,1,33,6],[34,1,34,6],[35,1,35,6]]}
[]
[null,"EU CQ7 - Collateral obtained by taking possession and execution processes "]
[]
[]
[null,"Reported in DKKm",null,"a","b"]
[null,null,null,"Collateral obtained by taking possession"]
[null,null,null,"Value at initial recognition","Accumulated negative changes"]
[null,"010","Property Plant and Equipment (PP&E)"]
[null,"020","Other than PP&E",130909155,0]
[null,"030","     Residential immovable property",2389076,0]
[null,"040","     Commercial Immovable property"]
[null,"050","     Movable property (auto, shipping, etc.)"]
[null,"060","     Equity and debt instruments",128520079]
[null,"070","     Other collateral"]
[null,"080","Total",130909155,0]

{"sheet":"EU CR1 JR","index":46,"n_rows":32,"n_cols":18,"rows_kept":32,"cut":false,"hidden":false,"merged":[[1,1,1,17],[4,3,4,8],[4,9,4,14],[4,15,8,15],[4,16,4,17],[5,3,7,5],[5,6,7,8],[5,9,7,11],[5,12,7,14],[5,16,8,16],[5,17,8,17]]}
[]
[null,"EU CR1 - Performing and non-performing exposures and related provisions. "]
[]
[null,"Reported in DKKm",null,"a","b","c","d","e","f","g","h","i","j","k","l","m","n","o"]
[null,null,null,"Gross carrying values",null,null,null,null,null,"Accumulated impairment, accumulated negative changes in fair value due\n to credit risk and provisions",null,null,null,null,null,"Accumulated\n partial\n write-of","Collateral and financial\n guarantees received"]
[null,null,null,"Performing exposures",null,null,"Non-performing exposures",null,null,"Performing exposures – \naccumulated impairment and provisions",null,null,"Non-performing exposures – accumulated \nimpairment, accumulated negative changes in fair value due to credit risk and provisions",null,null,null,"On performing\n exposures","On non-performing\n exposures"]
[]
[]
[null,null,null,null,"Of which\n stage 1","Of which\n stage 2",null,"Of which\n stage 2","Of which\n stage 3",null,"Of which\n stage 1","Of which\n stage 2",null,"Of which\n stage 2","Of which\n stage 3"]
[null,5,"Cash balances at central banks\n and other demand deposits",0,0,0]
[null,10,"Loans and advances",359526659059.93311,350737794874.77307,8788864185.1600132,3074103806.7599993,254061941.90000001,2820041864.8599987,1074293060.5099955,627733515.17999446,446559545.330001,112704254.34999999,3046926.4499999988,109657327.89999999,0,350503081891.38306,2961399552.4099989]
[null,20,"Central banks",6003312513.2299995,6003312513.2299995,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,30,"General governments",135642960.44000003,135642960.44000003,0,0,0,0,358.41,358.41,0,0,0,0,0,135642602.03000003,0]
[null,40,"Credit institutions",2109606745.6499996,2108390549.2599995,1216196.3899999999,0,0,0,0,0,0,0,0,0,0,16336165.4,0]
[null,50,"Other financial corporations",1010249712.8000001,945861336.60000002,64388376.199999996,55434.95,0,55434.95,152042.24000000008,138694.31000000008,13347.929999999998,1689.4199999999998,0,1689.4199999999998,0,1010097670.5600001,53745.53]
[null,60,"Non-financial corporations",176150051540.02966,174676361282.98965,1473690257.0400007,1817033992.7099998,129111408.94999999,1687922583.7599998,591654767.07000077,381793706.96000075,209861060.11000004,39307188.43,778.09999999999991,39306410.329999998,0,175705695758.39966,1777726804.2799997]
[null,70,"          Of which SMEs",42415927675.000046,41576966773.520042,838960901.48000062,755327940.16999984,128520078.94999999,626807861.21999979,90636639.799999997,65084940.559999995,25551699.239999998,14766489.379999999,0,14766489.379999999,0,42325291035.20005,740561450.78999972]
[null,80,"Households",174117795587.78342,166868226232.25342,7249569355.5300121,1257014379.0999992,124950532.95000002,1132063846.1499991,482485892.7899946,245800755.49999365,236685137.29000098,73395376.499999985,3046148.3499999987,70349228.149999991,0,173635309694.99344,1183619002.5999992]
[null,90,"Debt securities",19792127347.549999,19792127347.549999,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,100,"Central banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,110,"General governments",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,120,"Credit institutions",19792127347.549999,19792127347.549999,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,130,"Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,140,"Non-financial corporations",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,150,"Off-balance-sheet exposures",14749573437.520006,14749573437.520006,0,8300375.5,0,8300375.5,6629639.7699999996,5886231.2699999996,743408.50000000012,0,0,0,null,0,0]
[null,160,"Central banks",null,0,0,0,0,0,0,0,0,0,0,0,null,0,0]
[null,170,"General governments",0,0,0,0,0,0,0,0,0,0,0,0,null,0,0]
[null,180,"Credit institutions",0,0,0,0,0,0,0,0,0,0,0,0,null,0,0]
[null,190,"Other financial corporations",178201301.31,178201301.31,0,0,0,0,0,0,0,0,0,0,null,0,0]
[null,200,"Non-financial corporations",13265860844.630007,13265860844.630007,0,0,0,0,6500170.9799999995,5756762.4799999995,743408.50000000012,0,0,0,null,0,0]
[null,210,"Households",1305511291.5799994,1305511291.5799994,0,8300375.5,0,8300375.5,129468.78999999998,129468.78999999998,0,0,0,0,null,0,0]
[null,"220","Total",394068359845.00311,385279495659.84308,8788864185.1600132,3082404182.2599993,254061941.90000001,2828342240.3599987,1080922700.2799954,633619746.44999444,447302953.830001,112704254.34999999,3046926.4499999988,109657327.89999999,0,350503081891.38306,2961399552.4099989]

{"sheet":"EU CR1-A JR","index":47,"n_rows":9,"n_cols":9,"rows_kept":9,"cut":false,"hidden":false,"merged":[[4,3,4,8]]}
[]
[null,"EU CR1-A: Maturity of exposures"]
[]
[null,"Reported in DKKm",null,"a","b","c","d","e","f"]
[null,null,null,"Net exposure value"]
[null,null,null,"On demand","<= 1 year","> 1 year <= 5 years","> 5 years","No stated maturity","Total"]
[null,1,"Loans and advances",0,6354.2,9386,338896.2,null,354636.4]
[null,2,"Debt securities",91.57,7102.63,14177.06,132.06,null,21503.31]
[null,3,"Total",91.57,13456.83,23563.06,339028.26,null,376139.72]

{"sheet":"EU CR2 JR","index":48,"n_rows":11,"n_cols":4,"rows_kept":11,"cut":false,"hidden":false,"merged":[[1,1,1,3]]}
[]
[null,"EU CR2 - Changes in the stock of non-performing loans and advances"]
[]
[null,"Reported in DKKm",null,"a"]
[null,null,null,"Gross carrying amount               "]
[null,"010","Initial stock of non-performing loans and advances",3118941284.5100002]
[null,"020","Inflows to non-performing portfolios",721473453.36999941]
[null,"030","Outflows from non-performing portfolios",364234754.5]
[null,"040","Outflows due to write-offs",210109607]
[null,"050","Outflow due to other situations",191966569.62000301]
[null,"060","Final stock of non-performing loans and advances",3074103806.7599964]

{"sheet":"EU CR3 JR","index":49,"n_rows":12,"n_cols":8,"rows_kept":12,"cut":false,"hidden":false,"merged":[[1,1,1,7],[3,3,5,3]]}
[]
[null,"EU CR3 - CRM techniques overview:  Disclosure of the use of credit risk mitigation techniques"]
[]
[null,"Reported in DKKm",null,"Unsecured carrying amount ","Secured carrying amount"]
[null,null,null,null,null,"Of which secured by collateral ","Of which secured by financial guarantees"]
[null,null,null,null,null,null,null,"Of which secured by credit derivatives"]
[null,null,null,"a","b","c","d","e"]
[null,1,"Loans and advances",9285494030.8331299,352128271521,310681811678,41446459843,0]
[null,2,"Debt securities ",19792127347.549999,0,0,0,0]
[null,3,"Total",29077621378.383129,352128271521,310681811678,41446459843,0]
[null,4,"     Of which non-performing exposures",0,2961399552.4099989,2961399552.4099989,0,0]
[null,"EU-5","            Of which defaulted ",0,2961399552.4099989]

{"sheet":"EU CR4 JR","index":50,"n_rows":24,"n_cols":9,"rows_kept":24,"cut":false,"hidden":false,"merged":[[1,1,1,8],[4,2,6,2],[4,3,4,4],[4,5,4,6],[4,7,4,8]]}
[]
[null,"EU CR4 – standardised approach – Credit risk exposure and CRM effects"]
[]
[null,"Reported in DKKm"]
[null,null," Exposure classes","Exposures before CCF and before CRM",null,"Exposures post CCF and post CRM",null,"RWAs and RWAs density"]
[null,null,null,"On-balance-sheet exposures","Off-balance-sheet exposures","On-balance-sheet exposures","Off-balance-sheet exposures","RWEA","RWEA density (%) "]
[null,null,null,"a","b","c","d","e","f"]
[null,1,"Central governments or central banks",6101834755," -   ",6101834755," -   ",246305605,4.0399999999999998E-2]
[null,2,"Regional government or local authorities",135642602," -   ",135642602," -   "," -   ",0]
[null,3,"Public sector entities"]
[null,4,"Multilateral development banks"]
[null,5,"International organisations"]
[null,6,"Institutions",831780497," -   ",831780497," -   ",166388833,0.2]
[null,7,"Corporates",5899498,8387598,5899498,8316430,14215928,1]
[null,8,"Retail"]
[null,9,"Secured by mortgages on immovable property"]
[null,10,"Exposures in default"]
[null,11,"Exposures associated with particularly high risk",79815," -   ",79815," -   ",119722,1.5]
[null,12,"Covered bonds",19791712161," -   ",19791712161," -   ",1979171216,0.1]
[null,13,"Institutions and corporates with a short-term credit assessment"]
[null,14,"Collective investment undertakings"]
[null,15,"Equity",57581948," -   ",57581948," -   ",57581948,1]
[null,16,"Other items"]
[null,17,"TOTAL",26924531277,8387598,26924531277,8316430,2463783253,9.1499999999999998E-2]

{"sheet":"EU CR5 JR","index":51,"n_rows":24,"n_cols":20,"rows_kept":24,"cut":false,"hidden":false,"merged":[[1,1,1,19],[4,2,6,2],[4,3,4,17],[4,18,5,18],[4,19,5,19]]}
[]
[null,"EU CR5 – standardised approach"]
[]
[null,"Reported in DKKm"]
[null,null," Exposure classes","Risk weight",null,null,null,null,null,null,null,null,null,null,null,null,null,null,"Total","Of which unrated"]
[null,null,null,0,0.02,0.04,0.1,0.2,0.35,0.5,0.7,0.75,1,1.5,2.5,3.7,12.5,"Others"]
[null,null,null,"a","b","c","d","e","f","g","h","i","j","k","l","m","n","o","p","q"]
[null,1,"Central governments or central banks",6003312513," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",98522242," -   "," -   "," -   ",6101834755," -   "]
[null,2,"Regional government or local authorities",135642602," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",135642602," -   "]
[null,3,"Public sector entities"]
[null,4,"Multilateral development banks"]
[null,5,"International organisations"]
[null,6,"Institutions"," -   "," -   "," -   "," -   ",831671386," -   ",109111," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",831780497," -   "]
[null,7,"Corporates"," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",14215928," -   "," -   "," -   "," -   "," -   ",14215928,14215928]
[null,8,"Retail"]
[null,9,"Secured by mortgages on immovable property"]
[null,10,"Exposures in default"]
[null,11,"Exposures associated with particularly high risk"," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",79815," -   "," -   "," -   "," -   ",79815,79815]
[null,12,"Covered bonds"," -   "," -   "," -   ",19791712161," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",19791712161," -   "]
[null,13,"Institutions and corporates with a short-term credit assessment"]
[null,14,"Unit or shares in collective investment undertakings"]
[null,15,"Equity"," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   "," -   ",57581948," -   "," -   "," -   "," -   "," -   ",57581948,57581948]
[null,16,"Other items"]
[null,17,"TOTAL",6138955115," -   "," -   ",19791712161,831671386," -   ",109111," -   "," -   ",71797877,79815,98522242," -   "," -   "," -   ",26932847707,71877692]

{"sheet":"EU CR6-A JR","index":52,"n_rows":21,"n_cols":8,"rows_kept":21,"cut":false,"hidden":false,"merged":[[1,1,1,7],[3,1,3,2]]}
[]
[null,"EU CR6-A - Scope of the use of IRB and SA approaches"]
[]
[null,"Reported in DKKm",null,"Exposure value as defined in Article 166 CRR for exposures subject to IRB approach","Total exposure value for exposures subject to the Standardised approach and to the IRB approach","Percentage of total exposure value subject to the permanent partial use of the SA (%)","Percentage of total exposure value subject to a roll-out plan (%)","Percentage of total exposure value subject to IRB Approach (%)"]
[null,null,null,"a","b","c","e","e"]
[null,1,"Central governments or central banks "," -   ",6237477716,1,0,0]
[null,1.1000000000000001,"Of which Regional governments or local authorities ",null,135642960,1,0,0]
[null,1.2,"Of which Public sector entities ",null," -   ",0,0,0]
[null,2,"Institutions"," -   ",20623492658,1,0,0]
[null,3,"Corporates",157716552556,157730848563,1E-4,0,0.99990000000000001]
[null,3.1,"Of which Corporates - Specialised lending, excluding slotting approach",null," -   ",0,0,0]
[null,3.2,"Of which Corporates - Specialised lending under slotting approach",null," -   ",0,0,0]
[null,4,"Retail",181034763859,181034763859,0,0,1]
[null,4.0999999999999996,"of which Retail – Secured by real estate SMEs",null,30085416252,0,0,1]
[null,4.2,"of which Retail – Secured by real estate non-SMEs",null,150949347607,0,0,1]
[null,4.3,"of which Retail – Qualifying revolving",null," -   ",0,0,0]
[null,4.4000000000000004,"of which Retail – Other SMEs",null," -   ",0,0,0]
[null,4.5,"of which Retail – Other non-SMEs",null," -   ",0,0,0]
[null,5,"Equity"," -   ",57581948,1,0,0]
[null,6,"Other non-credit obligation assets",493084927,493084927,0,0,1]
[null,7,"Total ",339244401342,366177249671,7.3599999999999999E-2,0,0.9264]

{"sheet":"EU CR6-B JR","index":53,"n_rows":90,"n_cols":15,"rows_kept":90,"cut":false,"hidden":false,"merged":[[86,1,86,2],[89,1,89,2],[1,1,1,14],[4,1,5,1],[24,1,24,2],[46,1,46,2],[66,1,66,2]]}
[]
[null,"EU CR6-B - IRB approach – Credit risk exposures by exposure class and PD range"]
[]
[null,"Reported in DKKm"]
[null,"A-IRB","PD scale","On-balance sheet exposures","Off-balance-sheet exposures pre-CCF","Exposure weighted average CCF","Exposure post CCF and post CRM","Exposure weighted average PD (%)","Number of obligors","Exposure weighted average LGD (%)","Exposure weighted average maturity ( years)","Risk weighted exposure amount after supporting factors","Density of risk weighted exposure amount","Expected loss amount","Value adjust-ments and provisions"]
[null,null,"a","b","c","d","e","f","g","h","i","j","k","l","m"]
[null,"Corporate "]
[null,null,"0.00 to <0.15",333052115,373518,0.2,333126819,8.0000000000000004E-4,11,0.32050000000000001,5,82960228,0.249,80090,-150795]
[null,null,"0.00 to <0.10",332579721,373518,0.2,332654424,8.0000000000000004E-4,10,0.32079999999999997,5,82916378,0.24929999999999999,80027,-148819]
[null,null,"0.10  to <0.15",472394," -   ",0,472394,1.2999999999999999E-3,1,0.1057,3,43850,9.2799999999999994E-2,63,-1976]
[null,null,"0.15 to <0.25",8627985064," -   ",0,8627985064,1.8E-3,68,0.1943,5,2486656387,0.28820000000000001,2996587,-11952378]
[null,null,"0.25 to <0.50",39977079888,4662244376,0.4824,42226308991,3.0000000000000001E-3,1019,4.4499999999999998E-2,5,3692518950,8.7400000000000005E-2,6723025,-40393439]
[null,null,"0.50 to <0.75",9929081909,262366851,0.41410000000000002,10037731308,6.4000000000000003E-3,507,6.59E-2,5,1555085345,0.15490000000000001,4184653,-9650824]
[null,null,"0.75 to <2.50",61019338144,6207663220,0.40910000000000002,63558950016,1.34E-2,1695,8.2600000000000007E-2,5,15787342802,0.24840000000000001,70648338,-142132955]
[null,null,"0.75 to <1.75",49970787348,5319152081,0.43819999999999998,52301872743,1.1900000000000001E-2,1207,7.8899999999999998E-2,5,12028779242,0.23,47927859,-110514297]
[null,null,"1.75 to <2.5",11048550796,888511139,0.23469999999999999,11257077274,2.0299999999999999E-2,488,0.1,5,3758563559,0.33389999999999997,22720480,-31618658]
[null,null,"2.50 to <10.00",16336989613,206888536,0.44629999999999997,16429324011,4.1099999999999998E-2,700,9.7299999999999998E-2,5,6031248972,0.36709999999999998,66753018,-33541422]
[null,null,"2.5 to <5",12918238537,188908590,0.46970000000000001,13006976945,3.39E-2,543,9.5500000000000002E-2,5,4529533752,0.34820000000000001,42391738,-23035038]
[null,null,"5 to <10",3418751076,17979946,0.2,3422347065,6.8199999999999997E-2,157,0.1042,5,1501715220,0.43880000000000002,24361279,-10506384]
[null,null,"10.00 to <100.00",1916236686," -   ",0,1916236686,0.28649999999999998,124,0.1052,5,940104580,0.49059999999999998,58180142,-12600353]
[null,null,"10 to <20",1289678683," -   ",0,1289678683,0.1363,82,0.1046,5,678011952,0.52569999999999995,18498824,-7527066]
[null,null,"20 to <30",119780562," -   ",0,119780562,0.25330000000000003,19,0.1087,5,74153327,0.61909999999999998,3272176,-2658063]
[null,null,"30.00 to <100.00",506777440," -   ",0,506777440,0.6764,23,0.1057,5,187939301,0.37090000000000001,36409143,-2415224]
[null,null,"100.00 (Default)",1166640259," -   ",0,1166640259,1,46,0.11899999999999999,5,1190516878,1.0205,47554911,-47554303]
[null,"Subtotal (exposure class)",null,139306403679,11339536500,0.40150000000000002,144296303154,2.3900000000000001E-2,4170,7.9799999999999996E-2,5,31766434141,0.22009999999999999,257120764,-297976470]
[]
[]
[]
[null,"Corporate  SME"]
[null,null,"0.00 to <0.15",509153833,69587000,0.2,523071233,8.0000000000000004E-4,7,0.25090000000000001,5,102622101,0.19620000000000001,98415,-1145567]
[null,null,"0.00 to <0.10",509153833,69587000,0.2,523071233,8.0000000000000004E-4,7,0.25090000000000001,5,102622101,0.19620000000000001,98415,-1145567]
[null,null,"0.10  to <0.15"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ",0," -   "," -   "]
[null,null,"0.15 to <0.25",81228345," -   ",0,81228345,1.8E-3,3,0.37569999999999998,5,33348657,0.41060000000000002,54673,-33665]
[null,null,"0.25 to <0.50",344356445,21861000,0.2,348728645,3.5999999999999999E-3,17,0.1484,5,71409100,0.20480000000000001,189370,-654865]
[null,null,"0.50 to <0.75",951724708," -   ",0,951724708,6.8999999999999999E-3,13,0.1069,5,212235452,0.223,700334,-402103]
[null,null,"0.75 to <2.50",6712418917," -   ",0,6712418917,1.5100000000000001E-2,164,0.1207,5,2002810205,0.2984,12013085,-23530500]
[null,null,"0.75 to <1.75",4327765666," -   ",0,4327765666,1.23E-2,123,0.1263,5,1269366273,0.29330000000000001,6639487,-14085472]
[null,null,"1.75 to <2.5",2384653251," -   ",0,2384653251,2.0400000000000001E-2,41,0.1106,5,733443932,0.30759999999999998,5373597,-9445028]
[null,null,"2.50 to <10.00",3474015660,16363268,0.2,3477288314,4.3099999999999999E-2,69,0.122,5,1367727385,0.39329999999999998,18392500,-14074498]
[null,null,"2.5 to <5",2792117601,9827320,0.2,2794083065,3.6600000000000001E-2,45,0.1229,5,1084021908,0.38800000000000001,12642279,-11073796]
[null,null,"5 to <10",681898059,6535948,0.2,683205249,6.9699999999999998E-2,24,0.1183,5,283705478,0.4153,5750221,-3000702]
[null,null,"10.00 to <100.00",853980743," -   ",0,853980743,0.2868,19,0.1429,5,575455796,0.67390000000000005,35401493,-15963891]
[null,null,"10 to <20",383266150," -   ",0,383266150,0.13950000000000001,7,0.10290000000000001,5,187841071,0.49009999999999998,5474781,-1813724]
[null,null,"20 to <30",320218052," -   ",0,320218052,0.28920000000000001,6,0.20399999999999999,5,333778969,1.0423,18522283,-6183994]
[null,null,"30.00 to <100.00",150496541," -   ",0,150496541,0.65690000000000004,6,0.1149,5,53835756,0.35770000000000002,11404429,-7966173]
[null,null,"100.00 (Default)",471808497," -   ",0,471808497,1,8,0.37309999999999999,5,683735610,1.4492,124886400,-122623676]
[null,"Subtotal (exposure class)",null,13398687148,107811268,6.4799999999999996E-2,13420249402,7.2800000000000004E-2,300,0.13769999999999999,5,5049344307,0.37619999999999998,191736269,-178428765]
[]
[null,"Retail Mort"]
[null,null,"0.00 to <0.15",9617497," -   ",0,9617497,2.9999999999999997E-4,15,0," -   "," -   ",0," -   ",-4401]
[null,null,"0.00 to <0.10",9617497," -   ",0,9617497,2.9999999999999997E-4,15,0," -   "," -   ",0," -   ",-4401]
[null,null,"0.10  to <0.15"," -   "," -   ",0," -   ",0," -   ",0," -   "," -   ",null," -   "," -   "]
[null,null,"0.15 to <0.25",34793242," -   ",0,34793242,2.5000000000000001E-3,31,6.6600000000000006E-2," -   ",1153207,3.3099999999999997E-2,5729,-2054]
[null,null,"0.25 to <0.50",2218663072,14715176,0.2,2221606107,4.4000000000000003E-3,4075,7.3999999999999996E-2," -   ",124417355,5.6000000000000001E-2,726693,-839678]
[null,null,"0.50 to <0.75",38822094201,122572571,0.2,38846608716,6.4000000000000003E-3,52830,9.4100000000000003E-2," -   ",3590507579,9.2399999999999996E-2,23445230,-50217627]
[null,null,"0.75 to <2.50",91369687028,1033534888,0.2,91576394006,1.29E-2,86234,0.1057," -   ",15171076884,0.16569999999999999,127510325,-110163879]
[null,null,"0.75 to <1.75",77559941577,218240358,0.2,77603589648,1.15E-2,75093,0.10009999999999999," -   ",11169413461,0.1439,88507492,-86835490]
[null,null,"1.75 to <2.5",13809745451,815294530,0.2,13972804357,2.0899999999999998E-2,11141,0.13669999999999999," -   ",4001663422,0.28639999999999999,39002833,-23328390]
[null,null,"2.50 to <10.00",13937210301,54788523,0.2,13948168005,4.7800000000000002E-2,11761,0.11310000000000001," -   ",5185337196,0.37180000000000002,74675408,-87497933]
[null,null,"2.5 to <5",8854935802,40257425,0.2,8862987287,3.44E-2,7402,0.1119," -   ",2792819102,0.31509999999999999,33735648,-32035999]
[null,null,"5 to <10",5082274499,14531098,0.2,5085180718,7.1099999999999997E-2,4359,0.1153," -   ",2392518093,0.47049999999999997,40939759,-55461933]
[null,null,"10.00 to <100.00",2886006531,3956605,0.2,2886797852,0.24110000000000001,2658,0.1244," -   ",2004359354,0.69430000000000003,86337677,-85802160]
[null,null,"10 to <20",1438719908,3012054,0.2,1439322318,0.13120000000000001,1173,0.12590000000000001," -   ",963442591,0.6694,24025787,-44975300]
[null,null,"20 to <30",599777831," -   ",0,599777831,0.23419999999999999,694,0.1202," -   ",439604307,0.7329,16902691,-21534630]
[null,null,"30.00 to <100.00",847508793,944551,0.2,847697703,0.43240000000000001,791,0.12479999999999999," -   ",601312457,0.70930000000000004,45409198,-19292230]
[null,null,"100.00 (Default)",1421823492,17693451,0.2,1425362182,1,1706,0.14410000000000001," -   ",1617143728,1.1345000000000001,91470192,-90911524]
[null,"Subtotal (exposure class)",null,150699895364,1247261213,0.19989999999999999,150949347607,2.8000000000000001E-2,159310,0.1037," -   ",27693995303,0.1835,404171254,-425439257]
[]
[null,"Retail Mort SME"]
[null,null,"0.00 to <0.15",139765014,6142554,0.2,140993525,8.0000000000000004E-4,25,0.1178," -   ",2680021,1.9E-2,13328,-441997]
[null,null,"0.00 to <0.10",126475779,6142554,0.2,127704289,8.0000000000000004E-4,19,0.11899999999999999," -   ",2360341,1.8499999999999999E-2,11569,-410881]
[null,null,"0.10  to <0.15",13289236," -   ",0,13289236,1.2999999999999999E-3,6,0.1057," -   ",319680,2.41E-2,1759,-31116]
[null,null,"0.15 to <0.25",1635886429," -   ",0,1635886429,1.9E-3,134,0.1046," -   ",52727896,3.2199999999999999E-2,320244,-6439057]
[null,null,"0.25 to <0.50",1837110939,23600231,0.2,1841830985,3.7000000000000002E-3,272,9.4299999999999995E-2," -   ",93488260,5.0799999999999998E-2,682002,-4643280]
[null,null,"0.50 to <0.75",3035960030,24255533,0.2,3040811136,5.7999999999999996E-3,450,0.10009999999999999," -   ",209217721,6.88E-2,1725934,-11063969]
[null,null,"0.75 to <2.50",17600868718,1934398435,0.26769999999999999,18118780234,1.44E-2,1106,0.1081," -   ",2505920335,0.13830000000000001,28159572,-64899667]
[null,null,"0.75 to <1.75",12117146163,59397633,0.2356,12131142077,1.1299999999999999E-2,829,0.10780000000000001," -   ",1436252669,0.11840000000000001,14809772,-45677915]
[null,null,"1.75 to <2.5",5483722555,1875000802,0.26879999999999998,5987638157,2.0500000000000001E-2,277,0.1086," -   ",1069667665,0.17860000000000001,13349800,-19221752]
[null,null,"2.50 to <10.00",4212424034,5329398,0.2,4213489914,4.53E-2,392,0.1106," -   ",1181600377,0.28039999999999998,21521364,-25502268]
[null,null,"2.5 to <5",3141812694,2223918,0.2,3142257478,3.5499999999999997E-2,253,0.1081," -   ",757088206,0.2409,12054957,-13143714]
[null,null,"5 to <10",1070611340,3105480,0.2,1071232436,7.4099999999999999E-2,139,0.1182," -   ",424512171,0.39629999999999999,9466408,-12358554]
[null,null,"10.00 to <100.00",797630014,3159815,0.2,798261977,0.35449999999999998,94,0.1091," -   ",330892385,0.41449999999999998,30353522,-13253044]
[null,null,"10 to <20",437628178,3159815,0.2,438260141,0.15060000000000001,56,0.1114," -   ",207551982,0.47360000000000002,7404294,-5989495]
[null,null,"20 to <30",60986290," -   ",0,60986290,0.25990000000000002,15,0.1105," -   ",33031864,0.54159999999999997,1741092,-886703]
[null,null,"30.00 to <100.00",299015546," -   ",0,299015546,0.67269999999999996,23,0.10539999999999999," -   ",90308538,0.30199999999999999,21208136,-6376846]
[null,null,"100.00 (Default)",295362052," -   ",0,295362052,1,33,0.12740000000000001," -   ",324575790,1.0989,12991405,-12978826]
[null,"Subtotal (exposure class)",null,29555007230,1996885966,0.22800000000000001,30085416252,3.5099999999999999E-2,2506,0.10680000000000001," -   ",4701102784,0.15629999999999999,95767371,-139222107]
[]
[]
[null,"Total (all exposures classes)",null,332959993421,14691494947,0.28289999999999998,338751316415,2.87E-2,166286,9.5100000000000004E-2,2,69210876535,0.20430000000000001,948795658,-1041066599]

{"sheet":"EU CR7 JR","index":54,"n_rows":25,"n_cols":5,"rows_kept":25,"cut":false,"hidden":false,"merged":[[1,1,2,4],[5,1,5,2]]}
[]
[null,"EU CR7 - IRB approach – Effect on the RWEAs of credit derivatives used as CRM techniques"]
[]
[]
[null,"Reported in DKKm",null,"Pre-credit derivatives risk weighted exposure amount","Actual risk weighted exposure amount"]
[null,null,null,"a","b"]
[null,1,"Exposures under F-IRB"]
[null,2,"Central governments and central banks"]
[null,3,"Institutions"]
[null,4,"Corporates "]
[null,4.0999999999999996,"of which Corporates - SMEs"]
[null,4.2,"of which Corporates - Specialised lending"]
[null,5,"Exposures under A-IRB",69210876535,69210876535]
[null,6,"Central governments and central banks"," -   "," -   "]
[null,7,"Institutions"," -   "," -   "]
[null,8,"Corporates ",36815778448,36815778448]
[null,8.1,"of which Corporates - SMEs",5049344307,5049344307]
[null,8.1999999999999993,"of which Corporates - Specialised lending"," -   "," -   "]
[null,9,"Retail",32395098087,32395098087]
[null,9.1,"of which Retail – SMEs - Secured by immovable property collateral ",4701102784,4701102784]
[null,9.1999999999999993,"of which Retail – non-SMEs - Secured by immovable property collateral",27693995303,27693995303]
[null,9.3000000000000007,"of which Retail – Qualifying revolving"," -   "," -   "]
[null,9.4,"of which Retail – SMEs - Other"," -   "," -   "]
[null,9.5,"of which Retail – Non-SMEs- Other"," -   "," -   "]
[null,10,"TOTAL (including F-IRB exposures and A-IRB exposures)",69210876535,69210876535]

{"sheet":"EU CR7-A JR","index":55,"n_rows":23,"n_cols":17,"rows_kept":23,"cut":false,"hidden":false,"merged":[[1,1,1,16],[5,1,9,2],[5,3,7,3],[5,4,5,14],[5,15,5,16],[6,4,6,12],[6,13,6,14],[6,15,8,15],[6,16,8,16],[7,4,8,4],[7,5,8,5],[7,9,8,9],[7,13,8,13],[7,14,8,14]]}
[]
[null,"EU CR7-A - IRB approach – Disclosure of the extent of the use of CRM techniques"]
[]
[]
[null,"Reported in DKKm"]
[null,"A-IRB",null,"Total exposures\n","Credit risk Mitigation techniques",null,null,null,null,null,null,null,null,null,null,"Credit risk Mitigation methods in the calculation of RWEAs"]
[null,null,null,null,"\nFunded credit \nProtection (FCP)",null,null,null,null,null,null,null,null," \nUnfunded credit \nProtection (UFCP)",null,"RWEA without substitution effects\n(reduction effects only)\n","RWEA with substitution effects\n(both reduction and sustitution effects)\n"]
[null,null,null,null," \nPart of exposures covered by Financial Collaterals (%)","Part of exposures covered by Other eligible collaterals (%)",null,null,null,"Part of exposures covered by Other funded credit protection (%)",null,null,null,"\nPart of exposures covered by Guarantees (%)","Part of exposures covered by Credit Derivatives (%)"]
[null,null,null,null,null,null,"Part of exposures covered by Immovable property Collaterals (%)","Part of exposures covered by Receivables (%)","Part of exposures covered by Other physical collateral (%)",null,"Part of exposures covered by Cash on deposit (%)","Part of exposures covered by Life insurance policies (%)","Part of exposures covered by Instruments held by a third party (%)"]
[null,null,null,"a","b","c","d","e","f","g","h","i","j","k","l","m","n"]
[null,1,"Central governments and central banks"]
[null,2,"Institutions"]
[null,3,"Corporates",157716552556,0,0.92,0.92,0,0,0,0,0,0,0,0,36815778448,36815778448]
[null,3.1,"Of which Corporates – SMEs",13420249402,0,0.97,0.97,0,0,0,0,0,0,0,0,5049344307,5049344307]
[null,3.2,"Of which Corporates – Specialised lending"]
[null,3.3,"Of which Corporates – Other",144296303154,0,0.91,0.91,0,0,0,0,0,0,0,0,31766434141,31766434141]
[null,4,"Retail",331984111466,0,0.37,0.37,0,0,0,0,0,0,0,0,32395098087,32395098087]
[null,4.0999999999999996,"Of which Retail –  Immovable property SMEs",181034763859,0,0.16,0.16,0,0,0,0,0,0,0,0,4701102784,4701102784]
[null,4.2,"Of which Retail – Immovable property non-SMEs",150949347607,0,0.62,0.62,0,0,0,0,0,0,0,0,27693995303,27693995303]
[null,4.3,"Of which Retail – Qualifying revolving"]
[null,4.4000000000000004,"Of which Retail – Other SMEs"]
[null,4.5,"Of which Retail – Other non-SMEs"]
[null,5,"Total",338751316415,0,0.79,0.79,0,0,0,0,0,0,0,0,69210876535,69210876535]

{"sheet":"EU CR8 JR","index":56,"n_rows":14,"n_cols":4,"rows_kept":14,"cut":false,"hidden":false,"merged":[[1,1,1,3]]}
[]
[null,"EU CR8 - RWEA flow statements of credit risk exposures under the IRB approach "]
[]
[null,"Reported in DKKm",null,"Risk weighted exposure amount"]
[null,null,null,"a"]
[null,1,"Risk weighted exposure amount as at the end of the previous reporting period",67375.190870254693]
[null,2,"Asset size (+/-)",1116.1291720269098]
[null,3,"Asset quality (+/-)",719.55681758504295]
[null,4,"Model updates (+/-)",0]
[null,5,"Methodology and policy (+/-)",0]
[null,6,"Acquisitions and disposals (+/-)",0]
[null,7,"Foreign exchange movements (+/-)",-3.2470545405818602E-4]
[null,8,"Other (+/-)",0]
[null,9,"Risk weighted exposure amount as at the end of the reporting period",69210.876535157586]

{"sheet":"EU LR1 JR","index":57,"n_rows":20,"n_cols":4,"rows_kept":20,"cut":false,"hidden":false,"merged":[[1,1,1,3]]}
[]
[null,"EU LR1 - LRSum: Summary reconciliation of accounting assets and leverage ratio exposures"]
[]
[null,"Reported in DKKm",null,"a"]
[null,"At 30 June 2024 ",null,"Applicable amount"]
[null,1,"Total assets as per published financial statements",382248.61427020002]
[null,2,"Adjustment for entities which are consolidated for accounting purposes but are outside the scope of prudential consolidation"]
[null,3,"(Adjustment for securitised exposures that meet the operational requirements for the recognition of risk transference)"]
[null,4,"(Adjustment for temporary exemption of exposures to central banks (if applicable))"]
[null,5,"(Adjustment for fiduciary assets recognised on the balance sheet pursuant to the applicable accounting framework but excluded from the total exposure measure in accordance with point (i) of Article 429a(1) CRR)"]
[null,6,"Adjustment for regular-way purchases and sales of financial assets subject to trade date accounting"]
[null,7,"Adjustment for eligible cash pooling transactions"]
[null,8,"Adjustments for derivative financial instruments",212.70915858000004]
[null,9,"Adjustment for securities financing transactions (SFTs)",0]
[null,10,"Adjustment for off-balance sheet items (ie conversion to credit equivalent amounts of off-balance sheet exposures)",5812.9151975020013]
[null,11,"(Adjustment for prudent valuation adjustments and specific and general provisions which have reduced Tier 1 capital)"]
[null,"EU-11a","(Adjustment for exposures excluded from the total exposure measure in accordance with point (c ) of Article 429a(1) CRR)"]
[null,"EU-11b","(Adjustment for exposures excluded from the total exposure measure in accordance with point (j) of Article 429a(1) CRR)"]
[null,12,"Other adjustments",-95.893409460783005]
[null,13,"Total exposure measure",388324.34521682124]

{"sheet":"EU LR2 JR","index":58,"n_rows":71,"n_cols":5,"rows_kept":71,"cut":false,"hidden":false,"merged":[[1,1,1,4],[3,3,3,4],[4,1,4,2]]}
[]
[null,"EU LR2 - Leverage ratio common disclosure"]
[]
[null,"Reported in DKKm",null,"CRR leverage ratio exposures"]
[null,"At 30 June 2024 (DKK million)",null,"2024-06-30","2023-12-31"]
[null,"On-balance sheet exposures (excluding derivatives and SFTs)"]
[null,1,"On-balance sheet items (excluding derivatives, SFTs, but including collateral)",380562.02645006997,358550.92074179003]
[null,2,"Gross-up for derivatives collateral provided where deducted from the balance sheet assets pursuant to the applicable accounting framework"]
[null,3,"(Deductions of receivables assets for cash variation margin provided in derivatives transactions)",0,0]
[null,4,"(Adjustment for securities received under securities financing transactions that are recognised as an asset)"]
[null,5,"(General credit risk adjustments to on-balance sheet items)"]
[null,6,"(Asset amounts deducted in determining Tier 1 capital)",-95.517119100747493,-62.159256672470377]
[null,7,"Total on-balance sheet exposures (excluding derivatives and SFTs) ",380466.50933096925,358488.76148511755]
[null,"Derivative exposures"]
[null,8,"Replacement cost associated with SA-CCR derivatives transactions (ie net of eligible cash variation margin)",7.3906181099999992,9.573597684000001]
[null,"EU-8a","Derogation for derivatives: replacement costs contribution under the simplified standardised approach"]
[null,9,"Add-on amounts for potential future exposure associated with  SA-CCR derivatives transactions ",759.59474561000002,706.42421572447108]
[null,"EU-9a","Derogation for derivatives: Potential future exposure contribution under the simplified standardised approach"]
[null,"EU-9b","Exposure determined under Original Exposure Method"]
[null,10,"(Exempted CCP leg of client-cleared trade exposures) (SA-CCR)"]
[null,"EU-10a","(Exempted CCP leg of client-cleared trade exposures) (simplified standardised approach)"]
[null,"EU-10b","(Exempted CCP leg of client-cleared trade exposures) (original Exposure Method)"]
[null,11,"Adjusted effective notional amount of written credit derivatives",0,0]
[null,12,"(Adjusted effective notional offsets and add-on deductions for written credit derivatives)"]
[null,13,"Total derivatives exposures ",766.98536372000001,715.99781340847107]
[null,"Securities financing transaction (SFT) exposures"]
[null,14,"Gross SFT assets (with no recognition of netting), after adjustment for sales accounting transactions",1277.9353246300002,0]
[null,15,"(Netted amounts of cash payables and cash receivables of gross SFT assets)"]
[null,16,"Counterparty credit risk exposure for SFT assets",0,0]
[null,"EU-16a","Derogation for SFTs: Counterparty credit risk exposure in accordance with Articles 429e(5) and 222 CRR "]
[null,17,"Agent transaction exposures"]
[null,"EU-17a","(Exempted CCP leg of client-cleared SFT exposure)"]
[null,18,"Total securities financing transaction exposures",1277.9353246300002,0]
[null,"Other off-balance sheet exposures "]
[null,19,"Off-balance sheet exposures at gross notional amount",14766.26141101,13713.695102700001]
[null,20,"(Adjustments for conversion to credit equivalent amounts)",-8953.346213507999,-8256.5200657000023]
[null,21,"(General provisions deducted in determining Tier 1 capital and specific provisions associated with off-balance sheet exposures)"]
[null,22,"Off-balance sheet exposures",5812.9151975020013,5457.175037]
[null,"Excluded exposures "]
[null,"EU-22a","(Exposures excluded from the total exposure measure in accordance with point (c ) of Article 429a(1) CRR)"]
[null,"EU-22b","(Exposures exempted in accordance with point (j) of Article 429a (1) CRR (on and off balance sheet))"]
[null,"EU-22c","(Excluded exposures of public development banks (or units) - Public sector investments)"]
[null,"EU-22d","(Excluded exposures of public development banks (or units) - Promotional loans): \n- Promotional loans granted by a public development credit institution\n- Promotional loans granted by an entity directly set up by the central government, regional governments or local authorities of a Member State\n- Promotional loans granted by an entity set up by the central government, regional governments or local authorities of a Member State through an intermediate credit institution)"]
[null,"EU-22e","( Excluded passing-through promotional loan exposures by non-public development banks (or units)):\n- Promotional loans granted by a public development credit institution\n- Promotional loans granted by an entity directly set up by the central government, regional governments or local authorities of a Member State\n - Promotional loans granted by an entity set up by the central government, regional governments or local authorities of a Member State through an intermediate credit institution)"]
[null,"EU-22f","(Excluded guaranteed parts of exposures arising from export credits )"]
[null,"EU-22g","(Excluded excess collateral deposited at triparty agents )"]
[null,"EU-22h","(Excluded CSD related services of CSD/institutions in accordance with point (o) of Article 429a(1) CRR)"]
[null,"EU-22i","(Excluded CSD related services of designated institutions in accordance with point (p) of Article 429a(1) CRR)"]
[null,"EU-22j","(Reduction of the exposure value of pre-financing or intermediate loans )"]
[null,"EU-22k","(Total exempted exposures)"]
[null,"Capital and total exposure measure"]
[null,23,"Tier 1 capital",25298.354683999256,22096.37330253753]
[null,24,"Total exposure measure",388324.34521682124,364661.93433552602]
[null,"Leverage ratio"]
[null,25,"Leverage ratio",6.5147485589330992E-2,6.059413177523109E-2]
[null,"EU-25","Leverage ratio excluding the impact of the exemption of public sector investments and promotional loans) (%)",6.5147485589330992E-2,6.059413177523109E-2]
[null,"25a","Leverage ratio (excluding the impact of any applicable temporary exemption of\ncentral bank reserves)",6.5147485589330992E-2,6.059413177523109E-2]
[null,26,"Regulatory minimum leverage ratio requirement (%)",0,0]
[null,"EU-26a","Additional own funds requirements to address the risk of excessive leverage (%) ",0,0]
[null,"EU-26b","     of which: to be made up of CET1 capital (percentage points)",0,0]
[null,27,"Leverage ratio buffer requirement (%)",0,0]
[null,"EU-27a","Overall leverage ratio requirement (%)",0,0]
[null,"Choice on transitional arrangements and relevant exposures"]
[null,"EU-27b","Choice on transitional arrangements for the definition of the capital measure","Transitional","Transitional"]
[null,"Disclosure of mean values"]
[null,28,"Mean value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables",843.46693435777786,13687.005778682811]
[null,29,"Quarter-end value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables",1277.9353246300002,0]
[null,30,"Total exposure measure (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)",387889.87682654901,378348.94011420885]
[null,"30a","Total exposure measure (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)",387889.87682654901,378348.94011420885]
[null,31,"Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)",6.5220456102059635E-2,5.8402101763169977E-2]
[null,"31a","Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)",6.5220456102059635E-2,5.8402101763169977E-2]

{"sheet":"EU LR3 JR","index":59,"n_rows":17,"n_cols":4,"rows_kept":17,"cut":false,"hidden":false,"merged":[[4,1,4,2],[1,1,1,3]]}
[]
[null,"EU LR3 - LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)"]
[]
[null,"Reported in DKKm",null,"a"]
[null,"At 30 June 2024 (DKK million)",null,"CRR leverage ratio exposures"]
[null,"EU-1","Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which:",380562.02645006997]
[null,"EU-2","Trading book exposures",0]
[null,"EU-3","Banking book exposures, of which:",380562.02645006997]
[null,"EU-4","Covered bonds",19791.712160660001]
[null,"EU-5","Exposures treated as sovereigns",6237.4773572600006]
[null,"EU-6","Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns",0]
[null,"EU-7","Institutions",831.78049738999994]
[null,"EU-8","Secured by mortgages of immovable properties",264257.93438598997]
[null,"EU-9","Retail exposures",56772.268451849995]
[null,"EU-10","Corporates",7813.0575113999994]
[null,"EU-11","Exposures in default",3081.5659704099999]
[null,"EU-12","Other exposures (eg equity, securitisations, and other non-credit obligation assets)",21776.23011511]

{"sheet":"EU CCR3 JR","index":60,"n_rows":18,"n_cols":15,"rows_kept":18,"cut":false,"hidden":false,"merged":[[1,1,1,14],[4,2,6,2],[4,3,4,13]]}
[]
[null,"EU CCR3 - Standardised approach – CCR exposures by regulatory exposure class and risk weights"]
[]
[null,"Reported in DKKm"]
[null,null,"Exposure classes","Risk weight"]
[null,null,null,"a","b","c","d","e","f","g","h","i","j","k"," l"]
[null,null,null,0,0.02,0.04,0.1,0.2,0.5,0.7,0.75,1,1.5,"Others","Total exposure value "]
[null,1,"Central governments or central banks "]
[null,2,"Regional government or local authorities "]
[null,3,"Public sector entities"]
[null,4,"Multilateral development banks"]
[null,5,"International organisations"]
[null,6,"Institutions",null,76253359,null,null,87737147,246977668,null,null,null,null,null,410968173]
[null,7,"Corporates"]
[null,8,"Retail"]
[null,9,"Institutions and corporates with a short-term credit assessment"]
[null,10,"Other items",null," "," "," "," "," ",null,null,null,null,null," "]
[null,11,"Total exposure value",null,76253359,null,null,87737147,246977668,null,null,null,null,null,410968173]

{"sheet":"EU LIQ1 JR","index":61,"n_rows":44,"n_cols":11,"rows_kept":44,"cut":false,"hidden":false,"merged":[[42,3,42,6],[43,3,43,6],[38,7,39,7],[38,8,39,8],[38,9,39,9],[38,10,39,10],[40,1,40,10],[41,3,41,6],[36,7,37,7],[36,8,37,8],[36,9,37,9],[36,10,37,10],[38,1,39,1],[38,2,39,2],[38,3,39,3],[38,4,39,4],[38,5,39,5],[38,6,39,6],[34,7,35,7],[34,8,35,8],[34,9,35,9],[34,10,35,10],[36,1,37,1],[36,2,37,2],[36,3,37,3],[36,4,37,4],[36,5,37,5],[36,6,37,6],[34,1,35,1],[34,2,35,2],[34,3,35,3],[34,4,35,4],[34,5,35,5],[34,6,35,6],[22,11,22,20],[24,3,24,6],[29,10,30,10],[31,1,32,1],[31,2,32,2],[31,3,32,6],[31,7,32,7],[31,8,32,8],[31,9,32,9],[31,10,32,10],[29,1,30,1],[29,2,30,2],[29,3,30,6],[29,7,30,7],[29,8,30,8],[29,9,30,9],[25,1,25,10],[1,1,1,10],[4,3,4,6],[4,7,4,10],[7,1,7,2],[7,3,7,10],[8,3,8,6],[9,1,9,2],[9,3,9,10],[17,3,17,6]]}
[]
[null,"EU LIQ1 - Quantitative information of LCR"]
[]
[null,"Reported in DKKm",null,"a","b","c","d","e","f","g","h"]
[null,null,null,"Total unweighted value (average)",null,null,null,"Total weighted value (average)"]
[null,"EU 1a","Quarter ending on (DD Month YYY)","T","T-1 ","T-2","T-3","T","T-1 ","T-2","T-3"]
[null,"EU 1b","Number of data points used in the calculation of averages",12,12,12,12,12,12,12,12]
[null,"HIGH-QUALITY LIQUID ASSETS"]
[null,1,"Total high-quality liquid assets (HQLA), after application of haircuts in line with Article 9 of regulation (EU) 2015/61",null,null,null,null,15848.906613307099,16397.889088515029,16986.271215012806,16098.721126074412]
[null,"CASH - OUTFLOWS"]
[null,2,"retail deposits and deposits from small business customers, of which:",0,0,0,0,0,0,0,0]
[null,3,"Stable deposits",0,0,0,0,0,0,0,0]
[null,4,"Less stable deposits",0,0,0,0,0,0,0,0]
[null,5,"Unsecured wholesale funding",1720.9564621991638,1621.2342085916691,1235.8436632708365,1135.0472169408338,1720.9564621991638,1621.2342085916691,1235.8436632708365,1135.0472169408338]
[null,6,"Operational deposits (all counterparties) and deposits in networks of cooperative banks",0,0,0,0,0,0,0,0]
[null,7,"Non-operational deposits (all counterparties)",0,0,0,0,0,0,0,0]
[null,8,"Unsecured debt",1720.9564621991638,1621.2342085916691,1235.8436632708365,1135.0472169408338,1720.9564621991638,1621.2342085916691,1235.8436632708365,1135.0472169408338]
[null,9,"Secured wholesale funding",null,null,null,null,0,0,0,0]
[null,10,"Additional requirements",520.97620700200002,510.669179224,510.670607002,476.53338477999995,520.97620700200002,510.669179224,510.670607002,476.53338477999995]
[null,11,"Outflows related to derivative exposures and other collateral requirements",520.97620700200002,510.669179224,510.670607002,476.53338477999995,520.97620700200002,510.669179224,510.670607002,476.53338477999995]
[null,12,"Outflows related to loss of funding on debt products",0,0,0,0,0,0,0,0]
[null,13,"Credit and liquidity facilities",0,0,0,0,0,0,0,0]
[null,14,"Other contractual funding obligations",1624.6423375999991,1542.8815097052773,1275.5720804319444,1367.5724241552789,1592.5173375999991,1511.457898594166,1245.1276359874998,1337.2113130441678]
[null,15,"Other contingent funding obligations",7.6491004166666672,9.2276503333333331,11.592045583333334,14.221100333333334,0.58361142083333328,0.56263769166666666,0.57960227916666662,0.71105501666666671]
[null,16,"TOTAL CASH OUTFLOWS",null,null,null,null,3835.0336182219962,3643.9239241015016,2992.2215085395028,2949.5029697816685]
[null,"CASH - INFLOWS"]
[null,17,"Secured lending (e.g. reverse repos)",4910.9091443500001,5562.4270483974997,6177.8794427949997,5786.8674706333331,423.78303461619998,469.38928789952496,522.36164638695004,414.97141382393335]
[null,18,"Inflows from fully performing exposures",2373.4886573174945,2256.2792985291662,1769.6335923991678,1632.6303915749979,1880.7697483358293,1786.2601082366668,1399.8130234870853,1270.4105331124981]
[null,19,"Other cash inflows",352.49480066833331,287.92486943500001,217.29870115333335,302.69234675966675,352.49480066833331,287.92486943500001,217.29870115333335,302.69234675966675]
[null,"EU-19a","(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)",null,null,null,null,0,0,0,0]
[null,null,null,null,null,null,null,0,0,0,0]
[null,"EU-19b","(Excess inflows from a related specialised credit institution)",null,null,null,null,0,0,0,0]
[null,null,null,null,null,null,null,0,0,0,0]
[null,20,"TOTAL CASH INFLOWS",7636.8926023358281,8106.6312163616658,8164.8117363475012,7722.1902089679979,2657.0475836203627,2543.5742655711915,2139.4733710273686,1988.0742936960983]
[null,"EU-20a","Fully exempt inflows",0,0,0,0,0,0,0,0]
[]
[null,"EU-20b","Inflows subject to 90% cap",0,0,0,0,0,0,0,0]
[]
[null,"EU-20c","Inflows subject to 75% cap",0,0,0,0,0,0,0,0]
[]
[null,"TOTAL ADJUSTED VALUE "]
[null,21,"LIQUIDITY BUFFER",null,null,null,null,14677.021206381838,15569.410430299798,16157.792556797578,15854.174865135665]
[null,22,"TOTAL NET CASH OUTFLOWS",null,null,null,null,1787.0362306370241,1664.0038940784675,1416.8197390441751,1466.6701690666771]
[null,23,"LIQUIDITY COVERAGE RATIO",null,null,null,null,98.619040484622118,99.962573808550715,98.431399014687642,15.435689032323273]

{"sheet":"EU LIQ2 JR","index":62,"n_rows":43,"n_cols":28,"rows_kept":43,"cut":false,"hidden":false,"merged":[[37,5,37,6],[37,10,37,11],[37,15,37,16],[37,20,37,21],[37,25,37,26],[38,5,38,6],[38,10,38,11],[38,15,38,16],[38,20,38,21],[38,25,38,26],[4,27,5,27],[6,23,6,27],[21,1,21,2],[21,3,21,7],[21,8,21,12],[21,13,21,17],[21,18,21,22],[21,23,21,27],[6,1,6,2],[6,3,6,7],[6,8,6,12],[6,13,6,17],[6,18,6,22],[3,18,3,22],[3,23,3,27],[4,13,4,16],[3,1,3,2],[3,3,3,7],[3,8,3,12],[3,13,3,17],[4,1,5,2],[4,3,4,6],[4,7,5,7],[4,8,4,11],[4,12,5,12],[4,17,5,17],[4,18,4,21],[4,22,5,22],[4,23,4,26]]}
[]
[null,"EU LIQ2: Net Stable Funding Ratio "]
[]
[null,"Reported in DKKm",null,"2024-06-30",null,null,null,null,"2024-03-31",null,null,null,null,"2023-12-31",null,null,null,null,"2023-09-30",null,null,null,null,"2023-06-30"]
[null,null,null,"Unweighted value by residual maturity",null,null,null,"Weighted value","Unweighted value by residual maturity",null,null,null,"Weighted value","Unweighted value by residual maturity",null,null,null,"Weighted value","Unweighted value by residual maturity",null,null,null,"Weighted value","Unweighted value by residual maturity",null,null,null,"Weighted value"]
[null,null,null,"No maturity","< 6 months","6 months to < 1yr","≥ 1yr",null,"No maturity","< 6 months","6 months to < 1yr","≥ 1yr",null,"No maturity","< 6 months","6 months to < 1yr","≥ 1yr",null,"No maturity","< 6 months","6 months to < 1yr","≥ 1yr",null,"No maturity","< 6 months","6 months to < 1yr","≥ 1yr"]
[null,"Available stable funding (ASF) Items"]
[null,1,"Capital items and instruments",25393.871803099999,0,0,0,25393.871803099999,24702.147654230001,0,0,0,24702.147654230001,24188.527187970001,0,0,0,24188.527187970001,23497.9756247,0,0,0,23497.9756247,23041.36625571,0,0,0,23041.36625571]
[null,2,"Own funds",25393.871803099999,0,0,0,25393.871803099999,24702.147654230001,0,0,0,24702.147654230001,24188.527187970001,0,0,0,24188.527187970001,23497.9756247,0,0,0,23497.9756247,23041.36625571,0,0,0,23041.36625571]
[null,3,"Other capital instruments",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,4,"Retail deposits",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,5,"Stable deposits",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,6,"Less stable deposits",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,7,"Wholesale funding:",null,4.2,0,0,0,null,4.5028375400000069,0,0,0,null,0,0,0,0,null,16.890986560000002,0,0,0,null,83.107901010000006,0,0,0]
[null,8,"Operational deposits",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,9,"Other wholesale funding",null,4.2,0,0,0,null,4.5028375400000069,0,0,0,null,0,0,0,0,null,16.890986560000002,0,0,0,null,83.107901010000006,0,0,0]
[null,10,"Interdependent liabilities",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,11,"Other liabilities: ",0,4157.8321415999999,0,0,0,4.7361666300000023,4427.4483966300486,0,0,0,4.8901031599999998,3765.318830339992,750,0,375,1.2776561100000041,3827.1384971199868,750,0,375,0,3533.5813543499935,0,750,750]
[null,12,"NSFR derivative liabilities ",0,null,null,null,null,4.7361666300000023,null,null,null,null,4.8901031599999998,null,null,null,null,1.2776561100000041,null,null,null,null,0]
[null,13,"All other liabilities and capital instruments not included in the above categories",null,4157.8321415999999,0,0,0,null,4427.4483966300486,0,0,0,null,3765.318830339992,750,0,375,null,3827.1384971199868,750,0,375,null,3533.5813543499935,0,750,750]
[null,14,"Total available stable funding (ASF)",null,null,null,null,25393.871803099999,null,null,null,null,24702.147654230001,null,null,null,null,24563.527187970001,null,null,null,null,23872.9756247,null,null,null,null,23791.36625571]
[null,"Required stable funding (RSF) Items"]
[null,15,"Total high-quality liquid assets (HQLA)",null,null,null,null,5773.4748422763105,null,null,null,null,6898.8290049389934,null,null,null,null,6248.6024066713562,null,null,null,null,4506.3695908218788,null,null,null,null,5291.8779187497921]
[null,"EU-15a","Assets encumbered for a residual maturity of one year or more in a cover pool",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,16,"Deposits held at other financial institutions for operational purposes",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,17,"Performing loans and securities:",null,3007.4248813499407,734.61150065515028,1076.4618571099452,2522.2494324904674,null,6008.1754381783257,610.10020253623122,331.89954733763847,1282.5000492153654,null,3607.785649275444,180.07769717141991,1658.3979648543495,1915.3155022456608,null,1864.9169250125501,844.94023833932874,1349.0493516960532,1864.1717196122042,null,7219.8859251499998,457.92650173000004,1632.4492852760916,2302.750142720678]
[null,18,"Performing securities financing transactions with financial customers collateralised by Level 1 HQLA subject to 0% haircut",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,19,"Performing securities financing transactions with financial customer collateralised by other assets and loans and advances to financial institutions",null,2090.6105319177504,0,0,145.16428696027504,null,5915.86523579,0,0,341.31750108700004,null,3398.0267346104501,0,0,219.87094554104507,null,1804.0883872725501,0,0,119.67896861825501,null,7166.88240701,0,0,441.67576824899999]
[null,20,"Performing loans to non- financial corporate clients, loans to retail and small business customers, and loans to sovereigns, and PSEs, of which:",null,68.274428579999991,0.13146869,263.13630205000004,331.54219932000001,null,91.869413530000003,2.6802748499999978,261.59713956000002,356.14682793999998,null,73.585971319999999,4.1384564000000026,278.58112414999999,356.30555186999999,null,60.828537740000002,0.12256625,268.84711256999992,329.79821655999996,null,53.003518139999997,2.7279977299999985,274.00329734999997,329.73481321999998]
[null,21,"With a risk weight of less than or equal to 35% under the Basel II Standardised Approach for credit risk",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,22,"Performing residential mortgages, of which: ",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,23,"With a risk weight of less than or equal to 35% under the Basel II Standardised Approach for credit risk",null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0,null,0,0,0,0]
[null,24,"Other loans and securities that are not in default and do not qualify as HQLA, including exchange-traded equities and trade finance on-balance sheet products",null,848.53992085219011,734.48003196515026,813.32555505994515,2045.5429462101924,null,0.44078885832511999,607.41992768623118,70.302407777638436,585.03572018836542,null,136.17294334499425,175.93924077141992,1379.8168407043495,1339.1390048346157,null,0,844.81767208932877,1080.2022391260532,1414.6945344339492,null,0,455.19850400000001,1358.4459879260917,1531.3395612516779]
[null,25,"Interdependent assets",null,1742.090707917838,45.109498491915254,352970.6652199598,0,null,4175.4663398759485,326.42526940248916,351482.3114042505,0,null,3073.8085858927366,673.35334848261084,352226.43991648057,0,null,6323.3567430252679,184.07486701823322,337143.70839263703,0,null,6544.9220472993538,122.60263718190932,337399.47077178909,0]
[null,26,"Other assets: ",0,15.964059392249998,0,891.24159763,903.72117760741253,0,4.7361666300000023,0,1159.1737265499999,1159.4105348814999,0,22.169946199549997,0,1200.9615962400001,1215.8939679816176,0,23.871523517450001,0,1246.1131225300026,1262.2254296398351,0,1.1462874600000008,0,1045.7530066399993,1046.7720042744993]
[null,27,"Physical traded commodities",null,null,null,0,0,null,null,null,0,0,null,null,null,0,0,null,null,null,0,0,null,null,null,0,0]
[null,28,"Assets posted as initial margin for derivative contracts and contributions to default funds of CCPs",null,13.704993032250002,0,0,11.649244077412499,null,0,0,0,0,null,17.279843039549998,0,0,14.687866583617499,null,18.648413667450001,0,0,15.8511516173325,null,0,0,0,0]
[null,29,"NSFR derivative assets ",null,0.75513955999999727,null,null,0.75513955999999727,null,0,null,null,0,null,0,null,null,0,null,0,null,null,0,null,1.0122981700000009,null,null,1.0122981700000009]
[null,30,"NSFR derivative liabilities before deduction of variation margin posted ",null,1.5039267999999999,null,null,7.519634E-2,null,4.7361666300000023,null,null,0.23680833150000014,null,4.8901031599999998,null,null,0.244505158,null,5.2231098500000011,null,null,0.26115549250000009,null,0.13398929000000001,null,null,6.6994645000000019E-3]
[null,31,"All other assets not included in the above categories",null,0,0,891.24159763,891.24159763,null,0,0,1159.1737265499999,1159.1737265499999,null,0,0,1200.9615962400001,1200.9615962400001,null,0,0,1246.1131225300026,1246.1131225300026,null,0,0,1045.7530066399993,1045.7530066399993]
[null,32,"Off-balance sheet items",null,0,0,8.3875980000000006,0.41937990000000003,null,0,0,8.1504139999999996,0.40752070000000001,null,0,0,8.1504139999999996,0.40752070000000001,null,0,0,7.0422510000000003,0.35211255000000002,null,0,0,7.8029029999999997,0.39014515]
[null,33,"Total RSF",null,null,null,null,9199.8648322741901,null,null,null,null,9341.147109735859,null,null,null,null,9380.2193975986356,null,null,null,null,7633.1188526239184,null,null,null,null,8641.7902108949693]
[null,34,"Net Stable Funding Ratio (%)",null,null,null,null,2.7602440107614798,null,null,null,null,2.6444447736492722,null,null,null,null,2.6186516697315567,null,null,null,null,3.127551933308828,null,null,null,null,2.7530599187325215]