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[null,null,null,"Jyske Bank Disclosure Q3 2024"]
[null,null,null,"Reference date 2024-09-30"]
[]
[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,"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 CR8 –  RWEA flow statements of credit risk exposures under the IRB approach "]
[]
[null,null,null,null,"Liquidity coverage ratio"]
[null,null,null,null,null,"EU LIQ1 - Quantitative information of LCR"]
[null,null,null,null,null,"EU LIQB  on qualitative information on LCR, which complements template EU LIQ1."]
[]
[]
[null,null,null,null,"Jyske Realkredit"]
[null,null,null,null,"Composition of capital"]
[null,null,null,null,null,"EU KM1 - Key metrics template"]
[]
[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 CR8 –  RWEA flow statements of credit risk exposures under the IRB approach "]
[]
[null,null,null,null,"Liquidity coverage ratio"]
[null,null,null,null,null,"EU LIQ1 - Quantitative information of LCR"]

{"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,"2024-09-30","2024-06-30","2024-03-31","2023-12-31","2023-09-30"]
[null,null,"Available own funds (amounts)"]
[null,1,"Common Equity Tier 1 (CET1) capital ",39348.689649,38361.435122000003,38451.125602,38038.575006199993,36929.702960120827]
[null,2,"Tier 1 capital ",44185.024648999999,43198.940122,43280.701059999999,41295.988525199995,40176.338160185638]
[null,3,"Total capital ",51681.314649,50717.290121999999,50814.601060000001,47408.008525199999,46249.306592549641]
[null,null,"Risk-weighted exposure amounts"]
[null,4,"Total risk-weighted exposure amount",228850.30456987003,231188.35270883003,230949.96099999998,225520.61159995999,221366.10338965]
[null,null,"Capital ratios (as a percentage of risk-weighted exposure amount)"]
[null,5,"Common Equity Tier 1 ratio (%)",0.17194073533333007,0.16593152151706483,0.16649115434143763,0.16867005962929352,0.16682636769874803]
[null,6,"Tier 1 ratio (%)",0.19307391673367827,0.18685604110000001,0.18740293729688054,0.18311403215974306,0.18149272876465192]
[null,7,"Total capital ratio (%)",0.22583022009141018,0.2193764943,0.22002428941739463,0.21021585649694297,0.20892677733564891]
[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 (%) ",3.341601053633543E-2,3.3029412137458206E-2,3.0757567874194189E-2,3.2451635017000005E-2,3.1674715609035092E-2]
[null,"EU 7b","     of which: to be made up of CET1 capital (percentage points)",1.8796505926688679E-2,1.857904432732024E-2,1.7301131929234232E-2,1.8254044696999996E-2,1.7817027530082241E-2]
[null,"EU 7c","     of which: to be made up of Tier 1 capital (percentage points)",2.5062007902251573E-2,2.4772059103093654E-2,2.3068175905645642E-2,2.4338726263000002E-2,2.3756036706776319E-2]
[null,"EU 7d","Total SREP own funds requirements (%)",0.11341601053633543,0.11302941213745821,0.11075756787419419,0.11245163501700001,0.11167471560903509]
[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 (%)",2.4348955270088738E-2,2.43146114835587E-2,2.424804903906214E-2,2.4277992933647598E-2,2.424693388074782E-2]
[null,"EU 9a","Systemic risk buffer (%)",8.657687630016184E-3,7.5403711890085117E-3,0,0,0]
[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-2,1.4999999999999999E-2,1.5000000000000001E-2,1.4999999999999999E-2]
[null,11,"Combined buffer requirement (%)",7.3006642900104918E-2,7.1854982672567208E-2,6.4248049039062144E-2,6.4277992933647596E-2,6.4246933880747814E-2]
[null,"EU 11a","Overall capital requirements (%)",0.18642265343644035,0.18488439481002544,0.17500561691325633,0.17672962795032596,0.17592164948978289]
[null,12,"CET1 available after meeting the total SREP own funds requirements (%)",3.5137586506536478E-2,3.0497494517177377E-2,3.9941973373141267E-2,4.1138023512398356E-2,3.9762406287917988E-2]
[null,null,"Leverage ratio"]
[null,13,"Total exposure measure",819534.25270199997,{"$f":"822435477865.43/1000000","v":822435.47786543006},{"$f":"819558856840.79/1000000","v":819558.85684079002},824490.04885894991,808632.82412400004]
[null,14,"Leverage ratio (%)",5.3914999999999998E-2,{"$f":"5.252562903443%","v":5.2525629034429998E-2},5.2809753319289998E-2,5.0086703389439997E-2,4.9683999999999999E-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)",137754.6925193613,140400.12599495749,144142.83728993058,150202.30894755473,150592.40490136546]
[null,"EU 16a","Cash outflows - Total weighted value ",86298.176362597922,91809.124592414737,96034.407623448191,99049.391016803464,97238.523357055703]
[null,"EU 16b","Cash inflows - Total weighted value ",27783.643624453391,27632.898663487576,27199.290513000506,25194.909240414891,24315.558259012902]
[null,16,"Total net cash outflows (adjusted value)",58405.541306892919,64133.723902249229,68834.086955708306,73854.481776388318,72922.965098042623]
[null,17,"Liquidity coverage ratio (%)",2.5216327664446636,2.3323681161005556,2.1896365246371627,2.1163265597505361,2.1917274470719659]
[null,null,"Net Stable Funding Ratio"]
[null,18,"Total available stable funding",241688.41877921732,247614.67718392602,238294.7753195728,240579.27403950671,237849.57967149498]
[null,19,"Total required stable funding",169070.14592152223,171470.01466531632,176542.97993353632,176649.60965111479,173891.52856516259]
[null,20,"NSFR ratio (%)",1.4295156454848186,1.4440698431573185,1.3497833525257361,1.3619009660686723,1.3678042952067453]

{"sheet":"EU OV1","index":2,"n_rows":35,"n_cols":6,"rows_kept":35,"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,null,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)",161255.55623945,162596.19661900998,12900.444499156001]
[null,2,"Of which the standardised approach ",11460.95183837,11310.900869700001,916.87614706959994]
[null,3,"Of which the Foundation IRB (F-IRB) approach ",34835.725057080002,5688.4043455699994,2786.8580045664003]
[null,4,"Of which:  slotting approach"]
[null,"EU 4a","Of which: equities under the simple riskweighted approach"]
[null,5,"Of which the Advanced IRB (A-IRB) approach ",114958.879344,145596.89140374001,9196.7103475200001]
[null,6,"Counterparty credit risk - CCR ",8651.9134520499993,6287.8988318700003,692.15307616399991]
[null,7,"Of which the standardised approach ",6731.5609004899998,4695.3307336099997,538.52487203919998]
[null,8,"Of which internal model method (IMM)"]
[null,"EU 8a","Of which exposures to a CCP",18.00773307,18.965756219999999,1.4406186456000001]
[null,"EU 8b","Of which credit valuation adjustment - CVA",1470.56553659,1198.8366849700001,117.6452429272]
[null,9,"Of which other CCR",431.7792818999996,374.76565707000015,34.542342551999972]
[null,15,"Settlement risk ",0,1.7765200000000002E-2]
[null,16,"Securitisation exposures in the non-trading book (after the cap)",1214,1428.3903741400002,97.12]
[null,17,"Of which SEC-IRBA approach "]
[null,18,"Of which SEC-ERBA (including IAA)"]
[null,19,"Of which SEC-SA approach "]
[null,"EU 19a","Of which 1250%"]
[null,20,"Position, foreign exchange and commodities risks (Market risk)",8543.4820220000001,10159.470018690001,683.47856176000005]
[null,21,"Of which the standardised approach ",8543.4820220000001,10159.470018690001,683.47856176000005]
[null,22,"Of which IMA "]
[null,"EU 22a","Large exposures"]
[null,23,"Operational risk",21177.684535,21177.684535,1694.2147628]
[null,"EU 23a","Of which basic indicator approach "]
[null,"EU 23b","Of which standardised approach ",21177.684535,21177.684535,1694.2147628]
[null,"EU 23c","Of which advanced measurement approach "]
[null,24,"Amounts below the thresholds for deduction (subject\nto 250% risk weight) (For information)",865.58355432500002,1160.5857718249999,69.246684346000009]
[null,null,"Other",28007.668321370031,29538.694564920035,2240.6134657096027]
[null,29,"Total",228850.30456987003,231188.35270883003,18308.024365589601]

{"sheet":"EU CR8","index":3,"n_rows":14,"n_cols":4,"rows_kept":14,"cut":false,"hidden":false,"merged":[]}
[]
[null,"EU CR8 - RWEA flow statements of credit risk exposures under the IRB approach "]
[]
[null,"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",145589.19815462999]
[null,2,"Asset size (+/-)",-1026.04846761]
[null,3,"Asset quality (+/-)",-436.58353662999997]
[null,4,"Model updates (+/-)",0]
[null,5,"Methodology and policy (+/-)",0]
[null,6,"Acquisitions and disposals (+/-)",0]
[null,7,"Foreign exchange movements (+/-)",-71.782872749999996]
[null,8,"Other (+/-)",0]
[null,9,"Risk weighted exposure amount as at the end of the reporting period",144054.78327764]

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[]
[null,"EU LIQ1 - Quantitative information of LCR"]
[]
[null,"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)","2024-09-30","2024-06-30","2024-03-31","2023-12-31","2024-09-30","2024-06-30","2024-03-31","2023-12-31"]
[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,137754.6925193613,140400.12599495749,144142.83728993058,150202.30894755473]
[null,"CASH - OUTFLOWS"]
[null,2,"retail deposits and deposits from small business customers, of which:",118043.89843614001,116240.55097495906,114568.18416436572,112617.92753068038,7275.7893528924797,7258.2182571340481,7247.0358110831139,7212.7547534213018]
[null,3,"Stable deposits",71596.523766063925,71667.782066043321,71941.853214464063,71805.991681649233,3579.826188303196,3583.3891033021659,3597.0926607232036,3590.299584082461]
[null,4,"Less stable deposits",35512.47929289873,35325.252475959198,35208.963474517062,35145.996865737608,3651.9110525501173,3628.3690449077149,3608.7927061574087,3596.3529713438388]
[null,5,"Unsecured wholesale funding",94578.260716715493,101191.61622637778,105942.72196846687,110822.90781244624,60182.041104168253,65719.939772089303,70032.217832175229,73430.557673863193]
[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)",67797.5390467291,69461.354087954271,70135.832381003755,72685.304135415921,33401.31943418186,33989.677633665793,34225.328244712116,35292.953996832875]
[null,8,"Unsecured debt",26780.721669986393,31730.262138423503,35806.889587463113,38137.603677030325,26780.721669986393,31730.262138423503,35806.889587463113,38137.603677030325]
[null,9,"Secured wholesale funding",null,null,null,null,1191.0811293700851,1122.1310185393679,1108.374113244849,1090.9018786077559]
[null,10,"Additional requirements",77386.447565289986,76609.455945025693,76294.486992096354,75847.678433904526,11412.629062367043,11210.620773087037,10925.748465258906,10705.481663446113]
[null,11,"Outflows related to derivative exposures and other collateral requirements",5045.6891214883353,4966.7983035333327,4904.1071364983327,5032.4085273516685,4724.5197347578351,4637.3224804855827,4332.9755202593333,4086.1538092574183]
[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",72340.758443801649,71642.657641492362,71390.379855598017,70815.269906552858,6688.109327609207,6573.2982926014556,6592.7729449995732,6619.3278541886939]
[null,14,"Other contractual funding obligations",18892.869924982482,19569.543592434991,19733.364923212775,19835.878330046111,4636.0557265266489,5053.6220946258272,5381.1836086316653,5294.2931926616675]
[null,15,"Other contingent funding obligations",20027.473794471833,19749.512520536442,19379.012400762502,18580.753233157495,1600.579987273426,1444.5926769391576,1339.8477930544259,1315.4018548034162]
[null,16,"TOTAL CASH OUTFLOWS",null,null,null,null,86298.176362597922,91809.124592414737,96034.407623448191,99049.391016803464]
[null,"CASH - INFLOWS"]
[null,17,"Secured lending (e.g. reverse repos)",54274.770502378327,53917.850602996667,53921.966834277489,52734.658273451663,8831.6815279197399,8903.2742461142589,9324.7504729078682,8879.7764625177842]
[null,18,"Inflows from fully performing exposures",12172.721931652037,12260.54881667661,11673.520197824959,10240.775645524363,8952.7131986061995,9097.8119252083543,8509.419675512665,7370.355486300401]
[null,19,"Other cash inflows",9999.2488979274513,9631.8124921649669,9365.1203645799724,8944.7772915967034,9999.2488979274513,9631.8124921649669,9365.1203645799724,8944.7772915967034]
[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",76446.741331957819,75810.211911838254,74960.607396682419,71920.211210572728,27783.643624453391,27632.898663487576,27199.290513000506,25194.909240414891]
[null,"EU-20a","Fully exempt inflows",0,0,0,0,0,0,0,0]
[null,null,null,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,null,null,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,null,null,0,0,0,0,0,0,0,0]
[null,"TOTAL ADJUSTED VALUE "]
[null,21,"LIQUIDITY BUFFER",null,null,null,null,137754.69251936075,140400.12599495694,144142.83728992991,150202.308947554]
[null,22,"TOTAL NET CASH OUTFLOWS",null,null,null,null,58405.541306892919,64133.723902249229,68834.086955708306,73854.481776388318]
[null,23,"LIQUIDITY COVERAGE RATIO",null,null,null,null,2.5216327664446636,2.3323681161005556,2.1896365246371627,2.1163265597505361]

{"sheet":"EU LIQB","index":5,"n_rows":12,"n_cols":4,"rows_kept":12,"cut":false,"hidden":false,"merged":[[4,2,4,3],[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 number","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","Lower deposit at ECB and timing of maturing mortgage issuances are a large driver to LCR changes. "]
[null,"(b)","Explanations on the changes in the LCR over time","See section 'Liquidity risk legislation and supervisory diamond' in 'Risk and Capital Manegement 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":"JYSKE REALKREDIT","index":6,"n_rows":0,"n_cols":0,"rows_kept":0,"cut":false,"hidden":false,"merged":[]}

{"sheet":"EU KM1 JR","index":7,"n_rows":50,"n_cols":8,"rows_kept":50,"cut":false,"hidden":false,"merged":[[20,2,20,7],[1,1,1,7],[5,2,5,7],[9,2,9,7],[11,2,11,7],[15,2,15,7],[30,2,30,7],[33,2,33,7],[37,2,37,7],[40,2,40,7],[46,2,46,7]]}
[]
[null,"EU KM1 - Key metrics template"]
[]
[null,"DKKm",null,"a","b","c","d","e"]
[null,null,null,"2024-09-30","2024-06-30","2024-03-31","2023-12-31","2023-09-30"]
[null,null,"Available own funds (amounts)"]
[null,1,"Common Equity Tier 1 (CET1) capital ",25870901028.310001,25298354683.999256,24556983489.575611,24052775494.585384,23478322304.09]
[null,2,"Tier 1 capital ",25870901028.310001,25298354683.999256,24556983489.575611,24052775494.585384,23478322304.09]
[null,3,"Total capital ",25870901028.310001,25298354683.999256,24556983489.575611,24052775494.585384,23478322304.09]
[null,null,"Risk-weighted exposure amounts"]
[null,4,"Total risk-weighted exposure amount",94771340854.94545,88314411021.537247,86457323178.840012,87468537974.537628,81718508633.304749]
[null,null,"Capital ratios (as a percentage of risk-weighted exposure amount)"]
[null,5,"Common Equity Tier 1 ratio (%)",0.27298232561579278,0.28645783164233235,0.28403589871477547,0.2749877390380896,0.28730727832349723]
[null,6,"Tier 1 ratio (%)",0.27298232561579278,0.28645783164233235,0.28403589871477547,0.2749877390380896,0.28730727832349723]
[null,7,"Total capital ratio (%)",0.27298232561579278,0.28645783164233235,0.28403589871477547,0.2749877390380896,0.28730727832349723]
[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 (%) ",2.2126312605606005E-2,2.0714222107320004E-2,1.4668914679331096E-2,1.9370990773874788E-2,1.5649236929351495E-2]
[null,"EU 7b","     of which: to be made up of CET1 capital (percentage points)",2.2126312605606199E-2,2.0714222107320097,1.4668914679331104,1.9370990773874803,1.5649236929351504]
[null,"EU 7c","     of which: to be made up of Tier 1 capital (percentage points)",0,0,0,0,0]
[null,"EU 7d","Total SREP own funds requirements (%)",0.1021263126056062,0.1007142221073201,9.4668914679331098E-2,9.9370990773874804E-2,9.5649236929351497E-2]
[null,null,"Combined buffer requirement (as a percentage of risk-weighted exposure amount)"]
[null,8,"Capital conservation buffer (%)",2.500000000000004E-2,2.4999999999999988E-2,2.4999999999999998E-2,2.4999999999999991E-2,2.5000000000000015E-2]
[null,"EU 8a","Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State (%)",0,0,0,0,0]
[null,9,"Institution specific countercyclical capital buffer (%)",2.4983334294972005E-2,2.498256807413033E-2,2.498150557276747E-2,2.4970158483024939E-2,2.4959730813560059E-2]
[null,"EU 9a","Systemic risk buffer (%)",1.7511106900632605E-2,1.6098993135417523E-2,2.465923631003405E-5,2.3873213580040271E-5,3.221534915196771E-5]
[null,10,"Global Systemically Important Institution buffer (%)",0,0,0,0,0]
[null,"EU 10a","Other Systemically Important Institution buffer",1.499999999999998E-2,1.5000000000000015E-2,1.4999999999999998E-2,1.4999999999999951E-2,1.4999999999999984E-2]
[null,11,"Combined buffer requirement (%)",8.249444119560452E-2,8.1081561209547862E-2,6.5006164809077505E-2,6.4994031696605031E-2,6.4991946162712033E-2]
[null,"EU 11a","Overall capital requirements (%)",0.18462075380121074,0.18179578331686802,0.15967507948840859,0.16436502247047979,0.16064118309206349]
[null,12,"CET1 available after meeting the total SREP own funds requirements (%)",0.21553627477517723,0.22980608170696412,0.22852378033255094,0.21288773904082892,0.24230727832349744]
[null,null,"Leverage ratio"]
[null,13,"Total exposure measure",403273736163.8739,388324345216.82117,391288574431.01465,388068342457.19232,374060211890.00006]
[null,14,"Leverage ratio (%)",6.4152209053845069E-2,6.5147485589331006E-2,6.2759265397116987E-2,6.1980772103920424E-2,6.2766157847614842E-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 (%)",0,0,0,0,0]
[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 (%)",0,0,0,0,0]
[null,null,"Liquidity Coverage Ratio"]
[null,15,"Total high-quality liquid assets (HQLA) (Weighted value - average)",17025496136.259201,18721688229.461582,18328616619.3009,15554461199.731781,17741206321.708099]
[null,"EU 16a","Cash outflows - Total weighted value ",4465317447.4300003,5012466783.0299988,7916148841.2399969,1006031585.2299988,3357232112.7699966]
[null,"EU 16b","Cash inflows - Total weighted value ",1191866455,1284306874,1697852647,1703706974,949632003]
[null,16,"Total net cash outflows (adjusted value)",3273450992.3614001,3728159908.8882985,6218296194.0063972,13529263.529999703,2407600109.9520965]
[null,17,"Liquidity coverage ratio (%)",5.2010847805536748,4.9641029202371127,2.9475303278359797,1013.8686666691732,7.3688343211037202]
[null,null,"Net Stable Funding Ratio"]
[null,18,"Total available stable funding",25983940420.310001,25393871803.100002,24702147654.23,24563527187.970001,23872975624.700001]
[null,19,"Total required stable funding",10619227079.916735,9199864832.2741909,9341147109.7358608,9380219397.5986347,7633118852.6239185]
[null,20,"NSFR ratio (%)",2.4468768041933369,2.7602440107614798,2.6444447736492718,2.6186516697315567,3.127551933308828]

{"sheet":"EU OV1 JR","index":8,"n_rows":35,"n_cols":6,"rows_kept":35,"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,"DKKm",null,"Risk weighted exposure amounts (RWEAs)",null,"Minimum capital requirements"]
[null,null,null,"a","b","c"]
[null,null,null,"30.09.2024","30.06.2024","30.09.2024"]
[null,1,"Credit risk (excluding CCR)",90170.199158899995,83923.460579999999,7213.6159327119994]
[null,2,"Of which the standardised approach ",2861.8030748999995,2463.7837129999998,228.94424599199996]
[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 ",{"$f":"87308.396084-D34","v":74988.234508181602},{"$f":"81459.676867-E34","v":69833.153534597208},{"$f":"D12*0.08","v":5999.0587606545287}]
[null,6,"Counterparty credit risk - CCR ",{"$f":"+SUM(D14:D18)","v":469.75040109999998},259.528369,{"$f":"+D13*0.08","v":37.580032087999996}]
[null,7,"Of which the standardised approach ",{"$f":"199.917841+6.325076","v":206.24291700000001},127.27,16.499433360000001]
[null,8,"Of which internal model method (IMM)",null,null,0]
[null,"EU 8a","Of which exposures to a CCP",2.490596,8.3003689999999999,0.19924768000000001]
[null,"EU 8b","Of which credit valuation adjustment - CVA",251.654777,116.938,20.132382159999999]
[null,9,"Of which other CCR",9.3621110999999999,7.02,0.74896888800000005]
[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%",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",4131.4210000000003,4131.4210000000003,330.51368000000002]
[null,"EU 23a","Of which basic indicator approach ",null,null,0]
[null,"EU 23b","Of which standardised approach ",4131.4210000000003,4131.4210000000003,330.51368000000002]
[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,null,"Other",{"$f":"12320161575.8184/1000000","v":12320.1615758184},{"$f":"11626523332.4028/1000000","v":11626.523332402799}]
[null,29,"Total",94771.370559999996,88314.409949000008,7581.7096448000002]

{"sheet":"EU CR8 JR","index":9,"n_rows":15,"n_cols":4,"rows_kept":15,"cut":false,"hidden":false,"merged":[[1,1,2,3]]}
[]
[null,"EU CR8 - RWEA flow statements of credit risk exposures under the IRB approach "]
[]
[]
[null,"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",69210876535.149994]
[null,2,"Asset size (+/-)",4591207828.3199997]
[null,3,"Asset quality (+/-)",511309069.33999997]
[null,4,"Model updates (+/-)"]
[null,5,"Methodology and policy (+/-)"]
[null,6,"Acquisitions and disposals (+/-)"]
[null,7,"Foreign exchange movements (+/-)"]
[null,8,"Other (+/-)"]
[null,9,"Risk weighted exposure amount as at the end of the reporting period",74313392662.110001]

{"sheet":"EU LIQ1 JR","index":10,"n_rows":44,"n_cols":11,"rows_kept":44,"cut":false,"hidden":false,"merged":[[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],[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],[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],[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],[42,3,42,6],[43,3,43,6],[38,7,39,7],[38,8,39,8],[38,9,39,9]]}
[]
[null,"EU LIQ1 - Quantitative information of LCR"]
[]
[null,"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)","2024-09-30","2024-06-30","2024-03-31","2023-12-31","2024-09-30","2024-06-30","2024-03-31","2023-12-31"]
[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,15922.574690575479,15848.906613307099,16397.889088515029,16986.271215012806]
[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",1832.2350048900034,1720.9564621991638,1621.2342085916691,1235.8436632708365,1832.2350048900034,1720.9564621991638,1621.2342085916691,1235.8436632708365]
[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",1832.2350048900034,1720.9564621991638,1621.2342085916691,1235.8436632708365,1832.2350048900034,1720.9564621991638,1621.2342085916691,1235.8436632708365]
[null,9,"Secured wholesale funding",null,null,null,null,0,0,0,0]
[null,10,"Additional requirements",507.8142247793333,520.97620700200002,510.669179224,510.670607002,507.8142247793333,520.97620700200002,510.669179224,510.670607002]
[null,11,"Outflows related to derivative exposures and other collateral requirements",507.8142247793333,520.97620700200002,510.669179224,510.670607002,507.8142247793333,520.97620700200002,510.669179224,510.670607002]
[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",1633.2502872183325,1624.6423375999991,1542.8815097052773,1275.5720804319444,1600.2294538849992,1592.5173375999991,1511.457898594166,1245.1276359874998]
[null,15,"Other contingent funding obligations",7.7604371666666667,7.6491004166666672,9.2276503333333331,11.592045583333334,0.6827732333333334,0.58361142083333328,0.56263769166666666,0.57960227916666662]
[null,16,"TOTAL CASH OUTFLOWS",null,null,null,null,3940.9614567876692,3835.0336182219962,3643.9239241015016,2992.2215085395028]
[null,"CASH - INFLOWS"]
[null,17,"Secured lending (e.g. reverse repos)",4957.6447106024998,4910.9091443500001,5562.4270483974997,6177.8794427949997,427.054524253875,423.78303461619998,469.38928789952496,522.36164638695004]
[null,18,"Inflows from fully performing exposures",2425.8926745274998,2373.4886573174945,2256.2792985291662,1769.6335923991678,1930.0639799587502,1880.7697483358293,1786.2601082366668,1399.8130234870853]
[null,19,"Other cash inflows",395.62962980250001,352.49480066833331,287.92486943500001,217.29870115333335,395.62962980250001,352.49480066833331,287.92486943500001,217.29870115333335]
[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,null,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",7779.1670149324991,7636.8926023358281,8106.6312163616658,8164.8117363475012,2752.7481340151253,2657.0475836203627,2543.5742655711915,2139.4733710273686]
[null,"EU-20a","Fully exempt inflows",0,0,0,0,0,0,0,0]
[null,null,null,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,null,null,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,null,null,0,0,0,0,0,0,0,0]
[null,"TOTAL ADJUSTED VALUE "]
[null,21,"LIQUIDITY BUFFER",null,null,null,null,14750.689283650223,14677.021206381838,15569.410430299798,16157.792556797578]
[null,22,"TOTAL NET CASH OUTFLOWS",null,null,null,null,1828.0629518240519,1787.0362306370241,1664.0038940784675,1416.8197390441751]
[null,23,"LIQUIDITY COVERAGE RATIO",null,null,null,null,98.816377275877173,98.619040484622118,99.962573808550715,98.431399014687642]