Pillar 3 (XLSX) (XLSX)

Table of contents
Own funds
EU CC1	EU CC1 - Composition of regulatory own funds
EU CC2	EU CC2 - Reconciliation of regulatory own funds to balance sheet in the audited financial statements
Capital requirements and REA
EU CCyB1	EU CCyB1 - Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer
EU CCyB2	EU CCyB2 - Amount of institution -specific countercyclical capital buffer
EU KM1	EU KM1 - Overview of risk weighted exposure amounts
EU KM2	EU KM2 - Key metrics - MREL
EU LR1	EU LR1 - LRSum: Summary reconciliation of accounting assets and leverage ratio exposures
EU LR2	EU LR2 - LRCom: Leverage ratio common disclosure
EU LR3	EU LR3 - LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)
EU OV1	EU OV1 - Overview of risk weighted exposure amounts
Liquidity Risk and Market Risk
EU LIQ1	EU LIQ1 - Quantitative information of LCR
EU LIQ2	EU LIQ2: Net Stable Funding Ratio
EU LIQB	EU LIQB on qualitative information on LCR, which complements template EU LIQ1
EU MR1	EU MR1 - Market risk under the standardised approach
Credit Quality
EU CQ1	EU CQ1 - Credit quality of forborne exposures
EU CQ4	EU CQ4: Quality of non-performing exposures by geography
EU CQ5	EU CQ5: Credit quality of loans and advances by industry
EU CQ7	EU CQ7 - Collateral obtained by taking possession and execution processes
Credit Risk
EU CR1	EU CR1 - Performing and non-performing exposures and related provisions
EU CR1-A	EU CR1-A - Maturity of exposures
EU CR3	EU CR3 - CRM techniques overview: Disclosure of the use of credit risk mitigation techniques
EU CR4	EU CR4 - Standardised approach - Credit risk exposure and CRM effects
EU CR5	EU CR5 - Standardised approach
EU CR6	EU CR6 - IRB approach - Credit risk exposures by exposure class and PD range
EU CR7	EU CR7 - IRB approach - Effect on the RWEAs of credit derivatives used as CRM techniques
EU CR7-A	EU CR7-A - IRB approach - Disclosure of the extent of the use of CRM techniques
EU CR8	EU CR8 - RWEA flow statements of credit risk exposures under the IRB approach
EU CR10	EU CR10 - Specialised lending and equity exposures under the simple riskweighted approach
Counterpart Credit risk
EU CCR1	EU CCR1 - Analysis of CCR exposure by approach
EU CCR2	EU CCR2 - Transactions subject to own funds requirements for CVA risk
EU CCR3	EU CCR3 - Standardised approach - CCR exposures by regulatory exposure class and risk weights
EU CCR4	EU CCR4 - IRB approach-CCR exposures by portfolio and PD scale
EU CCR5	EU CCR5 - Composition of collateral for CCR exposures
EU CCR6	EU CCR6 - Credit derivative exposures
EU CCR8	EU CCR8 - Exposures to CCPs
Not applicable or non-material
N/A	EU CCR7 - RWEA flow statements of CCR exposures under the IMM
N/A	EU MR2-A - Market risk under the internal Model Approach (IMA)
N/A	EU MR2-B - RWA flow statements of market risk exposures under the IMA
N/A	EU MR3 - IMA values for trading portfolios
N/A	EU MR4 - Comparison of VaR estimates with gains/losses
N/A	EU CR2 - Changes in the stock of non-performing loans and advances
N/A	EU CR2a - Changes in the stock of non-performing loans and advances and related net accumulated recoveries
N/A	EU CQ2 - Quality of forbearance
N/A	EU CQ6 - Collateral valuation - loans and advances
N/A	EUCQ8 - Collateral obtained by taking possession and execution processes - vintage breakdown
non-material	EU-SEC1 - Securitisation exposures in the non-trading book
non-material	EU-SEC2 - Securitisation exposures in the trading book
non-material	EU-SEC3 - Securitisation exposures in the non-trading book and associated regulatory capital requirements - institution acting as originator or as sponsor
non-material	EU-SEC4 - Securitisation exposures in the non-trading book and associated regulatory capital requirements - institution acting as investor
non-material	EU-SEC5 - Exposures securitised by the institution - Exposures in default and specific credit risk adjustments
Handelsbanken will not apply the transitional regulations which have been decided regarding capital adequacy. Instead, it will allow IFRS 9 to have full impact on its capital adequacy. The relevant capital ratios will not be negatively impacted by the transition. The reason for this is that the Capital Requirements Regulation allows loan loss provisions in the accounts to be set off against expected losses according to the Regulation. These latter expected losses are adjusted for a downturn, while IFRS 9 is based on current forward-looking assessments of the credit risk in the current credit portfolio.
For comparison figures please see "Risk and Capital Management - Information according to Pillar 3", that can be found on www.handelsbanken.com/sv/investor-relations/rapporter-och-presentationer or www.handelsbanken.com/en/investor-relations/reports-and-presentations

CC1

EU CC1 - Composition of regulatory own funds
Presentation in accordance with the requirements of Commission Implementing Regulation (EU) No 2021/637. Excluded rows are deemed not relevant for Handelsbanken at present.
Composition of regulatory own funds	Amount at disclosure date	Source based on reference numbers/ letters of the balance sheet under the regulatory scope of consolidation amount of regulation (EU) No 575/2013
SEK m
Common equity tier 1 capital: instruments and reserves
1	Capital instruments and the related share premium accounts	11,827	E - 2, E - 4
of which: share capital	11,827	E - 2, E - 4
2	Retained earnings	143,856	E - 7
3	Accumulated other comprehensive income (and any other reserves)	19,293	E - 6
5a	Independently reviewed interim profits net of any foreseeable charge or dividend	4,163	E - 8
6	Common equity tier 1 (CET1) capital before regulatory adjustments	179,139
Common equity tier 1 (CET1) capital: regulatory adjustments
7	Additional value adjustments (negative amount)	-469
8	Intangible assets (net of related tax liability) (negative amount)	-11,070	A - 18
11	Fair value reserves related to gains or losses on cash flow hedges of financial instruments that are not valued at fair value	-206	E - 6
12	Negative amounts resulting from the calculation of expected loss amounts	-677
14	Gains or losses on liabilities valued at fair value resulting from changes in own credit standing	-164
15	Defined benefit pension fund assets (negative amount)	-10,722	A - 24
16	Direct, indirect and syntetic holdings by an institution of own CET1 instruments (negative amount)	-398
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)	-
20a	Exposure amount of the following items which qualify for a RW of 1250%, where the institution opts for the deduction alternative	-
20c	of which: securitisation positions (negative amount)	-
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)	-
22	Amount exceeding the 17,65% threshold (negative amount)	-
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	-
25	Of which: deferred tax assets arising from temporary differences	-
25a	Losses for the current financial year (negative amount)	-
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)	-
27	Qualifying AT1 deductions that exceed the AT1 capital of the institution (negative amount)	-
28	Total regulatory adjustments to common equity tier 1 (CET1) capital	-23,706
29	Common equity tier 1 (CET1) capital	155,433
Additional tier 1 (AT1) capital: instruments
30	Capital instruments and the related share premium accounts	15,341	L - 19
32	of which: classified as liabilities under applicable accounting standards	15,341	L - 19
33	Amount of qualifying items referred to in Article 484 (4) and the related share premium accounts subject to phase-out from AT1	-
36	Additional tier 1 (AT1) capital before regulatory adjustments	15,341	L - 19
Additional tier 1 (AT1) capital: regulatory adjustments
37	Direct, indirect and synthetic holdings by an institution of own AT1 instruments (negative amount)	-
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) in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)	-
42	Qualifying (T2) deductions that exceed the T2 capital of the institution (negative amount)	-
43	Total regulatory adjustments to additional tier 1 (AT1) capital	-
44	Additional tier 1 (AT1) capital	15,341
45	Tier 1 capital (T1 = CET1 + AT1)	170,774
Tier 2 (T2) capital: instruments and provisions
46	Capital instruments and the related share premium accounts	24,389	L - 20
50	Credit risk adjustments	4
51	Tier 2 (T2) capital before regulatory adjustments	24,393	L - 20
Tier 2 (T2) capital: regulatory adjustments
52	Direct, indirect and synthetic holdings by an institution of own T2 instruments and subordinated loans (negative amount)	-
55	Direct, indirect and synthetic holdings 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 amounts)	-1,129	A - 5
57	Total regulatory adjustments to tier 2 (T2) capital	-1,129	A - 5
58	Tier 2 (T2) capital	23,264
59	Total capital (TC = T1 + T2)	194,038
60	Total risk-weighted assets	830,706
Capital ratios and requirements including buffers
61	Common equity tier 1 capital (as a percentage of total risk exposure amount)	18.7
62	Tier 1 capital (as a percentage of total risk exposure amount)	20.6
63	Total capital (as a percentage of total risk exposure amount)	23.4
64	Institution CET1 overall capital requirements	12.4
65	of which: capital conservation buffer requirement	2.5
66	of which: countercyclical buffer requirement	0.2
67	of which: systemic risk buffer requirement	3.0
67a	of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer requirement	1.0
67b	of which: additional own funds requirements to address the risks other than the risk of excessive leverage	1.2
68	Common Equity Tier 1 capital (as a percentage of risk exposure amount) available after meeting the minimum capital requirements	13.0
Amounts below the thresholds for deduction (before risk weighting)
72	Direct and indirect holdings of the capital 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)	1
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)	6,254
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)	0
Applicable caps on the inclusion of provisions tier 2 capital
76	Credit risk adjustments included in T2 in respect of exposures subject to standardised approach (prior to the application of the cap)	-
77	Cap on inclusion of credit risk adjustments in T2 under standardised approach	2,388
78	Credit risk adjustments included in T2 in respect of exposures subject to internal ratings-based approach (prior to the application of the cap)	-
79	Cap for inclusion of credit risk adjustments in T2 under internal ratings-based approach	3,202
Capital instruments subject to phase-out arrangements (only applicable between 1 January 2013 and 1 January 2022)
80	Current cap on CET1 instruments subject to phase-out arrangements	-
81	Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities)	-
82	Current cap on AT1 instruments subject to phase-out arrangements	-
83	Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities)	-
84	Current cap on T2 instruments subject to phase-out arrangements	-
85	Amount excluded from T2 due to cap (excess over cap after redemptions and maturities)	-

CC2

EU CC2 - Reconciliation of regulatory own funds to balance sheet in the audited financial statements
Balance sheet	2022 Q2	2022 Q1
SEK m	Banking group	Consolidated situation	Banking group	Consolidated situation
ASSETS
A - 1	Cash and balances with central banks	569,790	642,833	486,276	553,450
A - 2	Other loans to central banks	10,749	11,037	1,259	1,468
A - 3	Interest-bearing securities available as collateral with central banks	114,338	114,356	121,996	122,020
A - 4	Loans to other credit institutions	27,385	27,363	35,510	35,603
A - 5	Loans to the public	2,249,615	2,511,497	2,209,362	2,465,600
A - 6	Value change of interest-hedged item in portfolio hedge	-15,158	-15,158	-8,413	-8,413
A - 7	Bonds and other interest-bearing securities	38,954	38,971	43,779	43,795
A - 8	of which interest-bearing instruments classified as available for sale (carrying amount)	9,664	9,664	9,284	9,284
A - 9	of which interest-bearing instruments classified as available for sale, accumulated value change	-135	-135	-105	-105
A - 10	Shares and participating interests	20,179	14,826	19,167	13,478
A - 11	of which shares classified as available for sale (carrying amount)	458	852	466	832
A - 12	of which shares classified as available for sale, accumulated value change	231	231	226	226
A - 13	Investments in associates	532	6,778	496	6,740
A - 14	Assets where the customer bears the value change risk	205,044	7,965	221,993	8,498
A - 15	Derivative instruments	55,078	55,088	24,333	24,343
A - 16	of which cash flow hedges	206	206	767	767
A - 17	Reinsurance assets	0	0	0	0
A - 18	Intangible assets	8,317	11,003	8,313	10,886
A - 19	Property and equipment	4,766	5,447	5,016	5,604
A - 20	Current tax assets	2,442	2,654	1,063	1,272
A - 21	Deferred tax assets	1,133	1,133	986	986
A - 22	of which related to cash flow hedges	-	-	-	-
A - 23	of which related to interest-bearing instruments classified as available for sale	26	26	21	21
A - 24	Pension assets	13,514	13,504	10,715	10,720
A - 25	Assets held for sale	354,426	308	343,217	303
A - 26	Other assets	25,252	26,079	17,645	17,243
A - 27	Prepaid expenses and accrued income	2,702	2,776	3,198	3,260
A - 28	Total assets	3,689,057	3,478,459	3,545,912	3,316,854
LIABILITIES AND EQUITY
L - 1	Liabilities to credit institutions	121,449	123,418	111,179	112,252
L - 2	Deposits and borrowing from the public	1,448,836	1,572,208	1,377,477	1,497,334
L - 3	Liabilities where the customer bears the value change risk	205,044	7,965	221,993	8,498
L - 4	Issued securities	1,484,153	1,484,153	1,416,511	1,416,511
L - 5	Derivative instruments	21,782	21,804	19,819	19,840
L - 6	of which cash flow hedges	-	-	-	-
L - 7	Short positions	14,140	14,140	17,665	17,665
L - 8	Insurance liabilities	451	0	511	0
L - 9	Current tax liabilities	1,016	1,166	544	648
L - 10	Deferred tax liabilities	6,209	6,180	5,622	5,578
L - 11	of which related to cash flow hedges	53	53	199	199
L - 12	of which related to shares classified as available for sale	19	19	20	20
L - 13	Provisions	864	1,200	962	1,100
L - 14	Pension obligations	0	0	0	0
L - 15	Liabilities related to assets held for sale	139,326	-	135,788	-
L - 16	Other liabilities	17,935	19,118	23,121	24,147
L - 17	Accrued expenses and deferred income	3,658	4,051	4,634	4,199
L - 18	Subordinated liabilities	38,516	38,516	31,434	31,434
L - 19	of which tier 1 capital loans	15,341	15,341	13,913	13,913
L - 20	of which loans with remaining time to maturity > 5 yrs	24,389	24,389	18,507	18,507
L - 21	of which loans with remaining time to maturity <>5 yrs	-	-	-	-
L - 22	of which other loans	-	-	-	-
L - 23	Total liabilities	3,503,378	3,293,920	3,367,258	3,139,206
E - 1	Minority interest	12	12	27	27
E - 2	Share capital	3,069	3,069	3,069	3,069
E - 3	Holdings of own shares	-36	-36	-36	-36
E - 4	Share premium reserve	8,758	8,758	8,758	8,758
E - 5	of which equity from combined financial instruments	-	-	-	-
E - 6	Other reserves	19,375	19,293	17,017	16,965
E - 7	Retained earnings	144,639	143,856	144,134	143,326
E - 8	Profit for the year (belonging to shareholders of Svenska Handelsbanken AB)	9,825	9,551	5,650	5,503
E - 9	Total equity	185,679	184,540	178,655	177,648
LE - 1	Total liabilities and equity	3,689,057	3,478,459	3,545,912	3,316,854

CCyB1


EU CCyB1 - Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer
The table shows the geographical breakdown of credit exposures relevant for the calculation of the countercyclical capital buffer. The amounts are in line with the previous period. However the buffer rate in Norway has increased from 1% to 1,5%.
Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer	a	b	c	d	e	f	g	h	i	j	k	l	m
General credit exposures	Relevant credit exposures - Market risk	Securitisation exposures Exposure value for non- trading book	Total exposure value	Own funds requirements	Total	Risk-weighted exposure amounts	Own fund requirements weights (%)	Countercyclical buffer rate (%)
SEK m	Row	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	Relevant credit risk exposures - Credit risk	Relevant credit exposures - Market risk	Relevant credit exposures - Securitisation positions in the non-trading book
010	Breakdown by country
Sweden	28,349	1,712,237	807	1,741,394	30,359	123	30,482	381,023.3	55.0%
Norway	1,729	336,773	452	338,954	6,694	38	6,732	84,146	12.1%	1.5%
Other countries	362,481	285,547	94	648,122	18,185	25	18,210	227,629	32.9%	3.5%
020	Total	392,559	2,334,558	1,353	2,728,470	55,238	186	55,424	692,798	100.0%

CCyB2

EU CCyB2 - Amount of institution-specific countercyclical capital buffer
The table shows the total amount for the institution-specific countercyclical capital buffer. The risk exposure amount is in line with the previous period. However the buffer rate has increased from 0,1% to 0,2%.
Amount of institution-specific countercyclical capital buffer
SEK m	a
10	Total risk exposure amount	830,705
20	Institution specific countercyclical buffer rate	0.2%
30	Institution specific countercyclical buffer requirement	1,494

KM1

EU KM1 - Key metrics template
Key metrics template
a	b	c	d
2022 Q2	2022 Q1	2021 Q4	2021 Q3
Available own funds (amounts)
1	Common Equity Tier 1 (CET1) capital	155,434	152,665	149,709	147,629
2	Tier 1 capital	170,775	166,578	163,222	160,705
3	Total capital	194,039	183,956	180,458	177,820
Risk-weighted exposure amounts
4	Total risk-weighted exposure amount	830,705	816,394	773,158	759,375
Capital ratios (as a percentage of risk-weighted exposure amount)
5	Common Equity Tier 1 ratio (%)	18.7%	18.7%	19.4%	19.4%
6	Tier 1 ratio (%)	20.6%	20.4%	21.1%	21.2%
7	Total capital ratio (%)	23.4%	22.5%	23.3%	23.4%
Additional own funds requirements to address risks other than the risk of excessive leverage (as a percentage of risk-weighted exposure amount)
EU 7a	Additional own funds requirements to address risks other than the risk of excessive leverage (%)	1.9%	1.9%	1.9%	1.9%
EU 7b	of which: to be made up of CET1 capital (percentage points)	1.2%	1.2%	1.2%	1.2%
EU 7c	of which: to be made up of Tier 1 capital (percentage points)	1.5%	1.5%	1.5%	1.5%
EU 7d	Total SREP own funds requirements (%)	9.9%	9.9%	9.9%	9.9%
Combined buffer requirement (as a percentage of risk-weighted exposure amount)
8	Capital conservation buffer (%)	2.5%	2.5%	2.5%	2.5%
EU 8a	Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State (%)
9	Institution specific countercyclical capital buffer (%)	0.2%	0.1%	0.1%	0.1%
EU 9a	Systemic risk buffer (%)	3.0%	3.0%	3.0%	3.0%
10	Global Systemically Important Institution buffer (%)
EU 10a	Other Systemically Important Institution buffer	1.0%	1.0%	1.0%	1.0%
11	Combined buffer requirement (%)	6.7%	6.6%	6.6%	6.6%
EU 11a	Overall capital requirements (%)	16.6%	16.6%	16.6%	14.6%
12	CET1 available after meeting the total SREP own funds requirements (%)	13.0%	12.6%	13.4%	15.3%
Leverage ratio
13	Total exposure measure	3,589,683	3,441,379	3,232,291	3,374,819
14	Leverage ratio (%)	4.8%	4.8%	5.0%	4.8%
Additional own funds requirements to address risks of excessive leverage (as a percentage of leverage ratio total exposure amount)
EU 14a	Additional own funds requirements to address the risk of excessive leverage (%)
EU 14b	of which: to be made up of CET1 capital (percentage points)
EU 14c	Total SREP leverage ratio requirements (%)	3.0%	3.0%	3.0%	3.0%
Leverage ratio buffer and overall leverage ratio requirement (as a percentage of total exposure measure)
EU 14d	Leverage ratio buffer requirement (%)
EU 14e	Overall leverage ratio requirements (%)
Liquidity Coverage Ratio
15	Total high-quality liquid assets (HQLA) (Weighted value -average)	815,978	784,150	778,654	751,877
EU 16a	Cash outflows - Total weighted value	600,174	591,031	595,289	567,668
EU 16b	Cash inflows - Total weighted value	72,202	69,965	68,295	67,079
16	Total net cash outflows (adjusted value)	527,972	521,066	526,994	500,589
17	Liquidity coverage ratio (%)	156%	151%	149%	151%
Net Stable Funding Ratio
18	Total available stable funding	2,125,152	2,059,479	2,026,413	1,993,554
19	Total required stable funding	1,836,823	1,803,072	1,774,542	1,732,605
20	NSFR ratio (%)	116%	114%	114%	115%

KM2

EU KM2: Key metrics - MREL and, where applicable, G-SII requirement for own funds and eligible liabilities
Key metrics - MREL and, where applicable, G-SII requirement for own funds and eligible liabilities	Minimum requirement for own funds and eligible liabilities (MREL)
Own funds and eligible liabilities, ratios and components
1	Own funds and eligible liabilities	378,190
EU-1a	Of which own funds and subordinated liabilities	237,134
2	Total risk exposure amount of the resolution group (TREA)	830,705
3	Own funds and eligible liabilities as a percentage of the TREA	45.53%
EU-3a	Of which own funds and subordinated liabilities	28.55%
4	Total exposure measure (TEM) of the resolution group	3,589,683
5	Own funds and eligible liabilities as percentage of the TEM	10.54%
EU-5a	Of which own funds or subordinated liabilities	6.61%
Minimum requirement for own funds and eligible liabilities (MREL)
EU-7	MREL expressed as a percentage of the TREA	19.86%
EU-8	Of which to be met with own funds or subordinated liabilities	13.50%
EU-9	MREL expressed as a percentage of the TEM	5.00%
EU-10	Of which to be met with own funds or subordinated liabilities	5.00%

LR1

EU LR1 - LRSum: Summary reconciliation of accounting assets and leverage ratio exposures
The table shows the summary reconciliation of accounting assets and leverage ratio exposures. The leverage ratio total exposure measure is in line with previous period.
LRSum: Summary reconciliation of accounting assets and leverage ratio exposures	a
SEK m	Applicable amount
1	Total assets as per published financial statements	3,478,459
2	Adjustment for entities which are consolidated for accounting purposes but are outside the scope of prudential consolidation	210,598
3	(Adjustment for securitised exposures that meet the operational requirements for the recognition of risk transference)	- 0
4	(Adjustment for temporary exemption of exposures to central banks (if applicable))	- 0
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)	- 0
6	Adjustment for regular-way purchases and sales of financial assets subject to trade date accounting	- 0
7	Adjustment for eligible cash pooling transactions	1,469
8	Adjustment for derivative financial instruments	- 1,773
9	Adjustment for securities financing transactions (SFTs)	12,631
10	Adjustment for off-balance sheet items (ie conversion to credit equivalent amounts of off-balance sheet exposures)	138,209
11	(Adjustment for prudent valuation adjustments and specific and general provisions which have reduced Tier 1 capital)	- 469
EU-11a	(Adjustment for exposures excluded from the total exposure measure in accordance with point (c) of Article 429a(1) CRR)	- 0
EU-11b	(Adjustment for exposures excluded from the total exposure measure in accordance with point (j) of Article 429a(1) CRR)	- 0
12	Other adjustments	- 249,440
13	Total exposure measure	3,589,683

LR2

EU LR2 - LRCom: Leverage ratio common disclosure
The table shows the leverage ratio for the current and previous quarter. The exposures are specified for the categories on-balance, derivatives, securities finance and off-balance. The leverage ratio is calculated as tier 1 capital divided by the total exposures. The leverage ratio is in line with previous period.
LRCom: Leverage ratio common disclosure	CRR leverage ratio exposures
a
SEK m
On-balance-sheet exposures (excluding derivatives and SFTs)
1	On-balance-sheet items (excluding derivatives, SFTs and fiduciary assets, but including collateral)	3,390,744
2	Gross-up for derivatives collateral provided, where deducted from the balance sheet assets pursuant to the applicable accounting framework	- 0
3	(Deductions of receivables assets for cash variation margin provided in derivatives transactions)	- 9,895
4	(Adjustment for securities received under securities financing transactions that are recognised as an asset)	- 0
5	(General credit risk adjustments to on-balance sheet items)	- 0
6	(Asset amounts deducted in determining Tier 1 capital)	- 23,707
7	Total on-balance sheet exposures (excluding derivatives and SFTs)	3,357,142
Derivative exposures
8	Replacement cost associated with SA-CCR derivatives transactions (ie net of eligible cash variation margin)	30,709
EU-8a	Derogation for derivatives: replacement costs contribution under the simplified standardised approach	- 0
9	Add-on amounts for potential future exposure associated with SA-CCR derivatives transactions	19,588
EU-9a	Derogation for derivatives: Potential future exposure contribution under the simplified standardised approach	- 0
EU-9b	Exposure determined under Original Exposure Method	- 0
10	(Exempted CCP leg of client-cleared trade exposures) (SA-CCR)	- 0
EU-10a	(Exempted CCP leg of client-cleared trade exposures) (simplified standardised approach)	- 0
EU-10b	(Exempted CCP leg of client-cleared trade exposures) (Original Exposure Method)	- 0
11	Adjusted effective notional amount of written credit derivatives	3,038
12	(Adjusted effective notional offsets and add-on deductions for written credit derivatives)	- 30
13	Total derivatives exposures	53,304
Securities financing transaction (SFT) exposures
14	Gross SFT assets (with no recognition of netting), after adjustment for sales accounting transactions	33,864
15	Netted amounts of cash payables and cash receivables of gross SFT assets)	503
16	Counterparty credit risk exposure for SFT assets	7,788
EU-16a	Derogation for SFTs: Counterparty credit risk exposure in accordance with Articles 429e(5) and 222 CRR	- 0
17	Agent transaction exposures	- 0
EU-17a	(Exempted CCP leg of client-cleared SFT exposure)	- 0
18	Total securities financing transaction exposures	42,155
Other off-balance-sheet exposures
19	Off-balance sheet exposures at gross notional amount	531,583
20	(Adjustments for conversion to credit equivalent amounts)	- 393,373
21	(General provisions deducted in determining Tier 1 capital and specific provisions associated associated with off-balance sheet exposures)	- 0
22	Off-balance sheet exposures	138,209
Excluded exposures
EU-22a	(Exposures excluded from the total exposure measure in accordance with point (c) of Article 429a(1) CRR)	- 0
EU-22b	(Exposures exempted in accordance with point (j) of Article 429a(1) CRR (on and off balance sheet))	- 0
EU-22c	(Excluded exposures of public development banks (or units) - Public sector investments)	- 0
EU-22d	(Excluded exposures of public development banks (or units) - Promotional loans)	- 0
EU-22e	(Excluded passing-through promotional loan exposures by non-public development banks (or units))	- 0
EU-22f	(Excluded guaranteed parts of exposures arising from export credits)	- 1,128
EU-22g	(Excluded excess collateral deposited at triparty agents)	- 0
EU-22h	(Excluded CSD related services of CSD/institutions in accordance with point (o) of Article 429a(1) CRR)	- 0
EU-22i	(Excluded CSD related services of designated institutions in accordance with point (p) of Article 429a(1) CRR)	- 0
EU-22j	(Reduction of the exposure value of pre-financing or intermediate loans)	- 0
EU-22k	(Total exempted exposures)	- 1,128
Capital and total exposure measure
23	Tier 1 capital	170,773
24	Total exposure measure	3,589,683
Leverage ratio
25	Leverage ratio (%)	4.76%
EU-25	Leverage ratio (excluding the impact of the exemption of public sector investments and promotional loans) (%)	4.76%
25a	Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) (%)	4.76%
26	Regulatory minimum leverage ratio requirement (%)	3.0%
EU-26a	Additional own funds requirements to address the risk of excessive leverage (%)	0.0%
EU-26b	of which: to be made up of CET1 capital	0.0%
27	Leverage ratio buffer requirement (%)	3.0%
EU-27a	Overall leverage ratio requirement (%)
Choice on transitional arrangements and relevant exposures
EU-27b	Choice on transitional arrangements for the definition of the capital measure	NA
Disclosure of mean values
28	Mean of daily values of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivable	- 0
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	33,362
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)	3,556,322
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)	3,556,322
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)	4.80%
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)	4.80%

LR3

EU LR3 - LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)
The table specifies on-balance-sheet exposures excluding derivatives, SFTs, and exposures exempt from the leverage ratio calculation. The total exposure is in line with previous period.
LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)	a
SEK m	CRR leverage ratio exposures
EU-1	Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which:	3,353,257
EU-2	Trading book exposures	12,340
EU-3	Banking book exposures, of which:	3,340,918
EU-4	Covered bonds	24,257
EU-5	Exposures treated as sovereigns	779,235
EU-6	Exposures to regional governments, MDB, international organisations and PSE, not treated as sovereigns	0
EU-7	Institutions	7,680
EU-8	Secured by mortgages of immovable properties	2,210,208
EU-9	Retail exposures	49,750
EU-10	Corporate	230,254
EU-11	Exposures in default	4,474
EU-12	Other exposures (eg equity, securitisations, and other non-credit obligation assets)	35,061

OV1

EU OV1 - Overview of total risk exposure amounts
The table shows risk exposure amounts (REA) for credit, counterparty, market and operational risk at the end of the previous and current period. Credit risk is calculated by the standardised approach, the Foundation IRB Approach and the Advanced IRB Approach. Market risk and operational risk is calculated by the standardised approach. REA for credit risk, counterparty risk and market risk are in line with previous period.
EU OV1 - Overview of total risk exposure amounts	Total risk exposure amounts (TREA)	Total own funds requirements
a	b	c
SEK m	2022 Q2	2022 Q1	2022 Q2
1	Credit risk (excluding CCR)	713,840	698,566	57,107
2	Of which the standardised approach	190,705	186,350	15,256
3	Of which the Foundation IRB (F-IRB) approach	55,439	52,882	4,435
4	Of which slotting approach
EU 4a	Of which equities under the simple riskweighted approach	3,581	3,517	286
5	Of which the Advanced IRB (A-IRB) approach	228,418	221,727	18,273
5a	Of which risk weight floor	235,697	234,091	18,856
6	Counterparty credit risk - CCR	14,186	14,229	1,135
7	Of which the standardised approach	9,954	9,484	796
8	Of which internal model method (IMM)
EU 8a	Of which exposures to a CCP	266	219	21
EU 8b	Of which credit valuation adjustment - CVA	3,315	3,746	265
9	Of which other CCR	651	781	52
10	Not applicable	0	0
11	Not applicable
12	Not applicable
13	Not applicable
14	Not applicable
15	Settlement risk
16	Securitisation exposures in the non-trading book (after the cap)
17	Of which SEC-IRBA approach
18	Of which SEC-ERBA (including IAA)
19	Of which SEC-SA approach
EU 19a	Of which 1 250 % / deduction
20	Position, foreign exchange and commodities risks (Market risk)	31,028	31,948	2,482
21	Of which standardised approach	31,028	31,948	2,482
22	Of which IMA
23	Operational risk	71,651	71,651	5,732
EU 23a	Of which basic indicator approach
EU 23b	Of which standardised approach	71,651	71,651	5,732
EU 23c	Of which advanced measurement approach
24	Amounts below the thresholds for deduction (subject to 250 % risk weight)
25	Not applicable
26	Not applicable
27	Not applicable
28	Not applicable
29	Total	830,705	816,394	66,456
1 the Bank's credit risk exposures in the UK, starting from 1/1 2021, are reported according to the standardised approach at group level. Previously these exposures were mainly reported according to the IRB approach. The Bank calculated the additional risk exposure amounts that would arise in the reporting at group level per 31 December 2020 as a result of this change. This amount has in the reporting as of 31 December 2020 been reported as an additional risk exposure amount in accordance with CRR Article 3.

LIQ1

EU LIQ1 - LCR disclosure template
The following template shows weighted and unweighted components and levels for the liquidity coverage ratio (LCR) where the values presented are simple averages of month-end observations over the 12 months preceding the end of each quarter in accordance with Article 451a(2) CRR
EU LIQ1 - LCR disclosure template Consolidated situation	Total unweighted value (average)		Total weighted value (average)
SEK m	Quarter ending on	30 Jun 22	31 Mar 22	31 Dec 21	30 Sep 21	30 Jun 22	31 Mar 22	31 Dec 21	30 Sep 21
Number of data points used in the calculation of averages	12	12	12	12	12	12	12	12
HIGH-QUALITY LIQUID ASSETS
1	Total high-quality liquid assets (HQLA)	815,978	784,150	778,654	751,877
CASH - OUTFLOWS
2	Retail deposits and deposits from small business customers, of which:	760,959	743,803	728,198	714,929	67,253	65,146	63,565	62,476
3	Stable deposits	358,896	353,067	345,633	336,663	17,945	17,653	17,282	16,833
4	Less stable deposits	402,063	390,735	382,565	378,266	49,308	47,493	46,283	45,643
5	Unsecured wholesale funding	886,581	864,819	853,831	817,487	453,745	448,307	453,896	427,431
6	Operational deposits (all counterparties) and deposits in networks of cooperative banks	386,394	378,832	367,973	355,203	93,595	91,804	89,246	86,273
7	Non-operational deposits (all counterparties)	417,316	405,230	405,141	388,244	277,278	275,746	283,933	267,118
8	Unsecured debt	82,871	80,757	80,717	74,040	82,871	80,757	80,717	74,040
9	Secured wholesale funding	10,957	9,685	9,046	7,836
10	Additional requirements	487,091	486,754	488,597	487,437	63,251	63,037	63,820	64,874
11	Outflows related to derivative exposures and other collateral requirements	15,295	15,113	15,549	16,633	14,458	14,277	14,685	15,733
12	Outflows related to loss of funding on debt products	-	-	-	-	-	-	-	-
13	Credit and liquidity facilities	471,796	471,640	473,048	470,804	48,793	48,760	49,135	49,141
14	Other contractual funding obligations	4,345	3,892	3,906	4,015	3,834	3,766	3,906	4,015
15	Other contingent funding obligations	69,450	71,970	73,596	75,382	1,134	1,090	1,056	1,036
16	TOTAL CASH OUTFLOWS	-	-	-	-	600,174	591,031	595,289	567,668
CASH - INFLOWS
17	Secured lending (e.g. reverse repos)	42,946	43,807	43,908	39,236	13,011	14,905	16,296	16,155
18	Inflows from fully performing exposures	63,837	63,112	62,281	62,169	38,151	37,912	36,389	36,255
19	Other cash inflows	21,040	17,148	15,610	14,669	21,040	17,148	15,610	14,669
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)	-	-	-	-	-	-	-	-
EU-19b	(Excess inflows from a related specialised credit institution)	-	-	-	-	-	-	-	-
20	TOTAL CASH INFLOWS	127,824	124,067	121,799	116,074	72,202	69,965	68,295	67,079
EU-20a	Fully exempt inflows	-	-	-	-	-	-	-	-
EU-20b	Inflows subject to 90% cap	-	-	-	-	-	-	-	-
EU-20c	Inflows subject to 75% cap	127,824	124,067	121,799	116,074	72,202	69,965	68,295	67,079
0	0	0	0
21	LIQUIDITY BUFFER	815,978	784,150	778,654	751,877
22	TOTAL NET CASH OUTFLOWS	527,972	521,066	526,994	500,589
23	LIQUIDITY COVERAGE RATIO (%)	156%	151%	149%	151%

LIQ2

EU LIQ2 - Net Stable Funding Ratio
The following template shows weighted and unweighted components and level for the Net Stable Funding Ratio (NSFR) at the end of the quarter.
a. The main driving forces for the NSFR are issued debt and the deposit base. Group Treasury monitors the deposit base and manages the maturity structure of the issued debt to ensure a stable NSFR. The structure of the liability side should be based on the composition of the assets in order to maintain a sound structural liquidity position. The more long-term lending and other illiquid assets, the more stable financing is required. During the last year the NSFR has continued to be stable. The deposit base, and lending to the public, have increased at a steady pace and the management of the long term issued debt has followed the established plan. b. Handelsbanken does not have interdependent assets and liabilities at the reporting period.
EU LIQ2 - Net Stable Funding Ratio	a	b	c	d	e
SEK m	Unweighted value by residual maturity	Weighted value
No maturity	<>6 months	6 months to <>1yr	≥ 1yr
Available stable funding (ASF) Items
1	Capital items and instruments	194,480	0	0	24,389	218,869
2	Own funds	194,480	0	0	24,389	218,869
3	Other capital instruments	0	0	0	0
4	Retail deposits	812,064	1,963	1,187	752,687
5	Stable deposits	377,280	233	769	359,406
6	Less stable deposits	434,785	1,731	417	393,281
7	Wholesale funding:	1,404,213	245,810	685,569	1,147,415
8	Operational deposits	386,526	0	0	193,263
9	Other wholesale funding	1,017,687	245,810	685,569	954,152
10	Interdependent liabilities	0	0	0	0
11	Other liabilities:	0	68,312	0	6,180	6,180
12	NSFR derivative liabilities	0
13	All other liabilities and capital instruments not included in the above categories	68,312	0	6,180	6,180
14	Total available stable funding (ASF)	2,125,152
Required stable funding (RSF) Items
15	Total high-quality liquid assets (HQLA)	7,706
EU-15a	Assets encumbered for more than 12m in cover pool	0	0	501,928	426,639
16	Deposits held at other financial institutions for operational purposes	0	0	0	0
17	Performing loans and securities:	346,773	209,889	1,490,163	1,312,824
18	Performing securities financing transactions with financial customers collateralised by Level 1 HQLA subject to 0% haircut	10,347	0	0	0
19	Performing securities financing transactions with financial customer collateralised by other assets and loans and advances to financial institutions	32,312	2,119	4,985	7,899
20	Performing loans to non- financial corporate clients, loans to retail and small business customers, and loans to sovereigns, and PSEs, of which:	164,718	96,102	420,949	482,980
21	With a risk weight of less than or equal to 35% under the Basel II Standardised Approach for credit risk	9,885	2,985	29,544	26,147
22	Performing residential mortgages, of which:	138,304	111,313	1,057,164	815,128
23	With a risk weight of less than or equal to 35% under the Basel II Standardised Approach for credit risk	136,139	105,718	1,041,350	797,806
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	1,092	355	7,065	6,817
25	Interdependent assets	0	0	0	0
26	Other assets:	42,540	172	59,670	64,867
27	Physical traded commodities	0	0
28	Assets posted as initial margin for derivative contracts and contributions to default funds of CCPs	0	0	7,356	6,253
29	NSFR derivative assets	3,734	3,734
30	NSFR derivative liabilities before deduction of variation margin posted	13,063	653
31	All other assets not included in the above categories	25,743	172	52,313	54,227
32	Off-balance sheet items	495,750	0	0	24,788
33	Total RSF	1,836,823
34	Net Stable Funding Ratio (%)	116%

LIQB


EU LIQB on qualitative information on LCR, which complements template EU LIQ1.
in accordance with Article 451a(2) CRR
Row number	Qualitative information
(a)	Explanations on the main drivers of LCR results and the evolution of the contribution of inputs to the LCR's calculation over time	The main drivers of the LCR are issued unsecured debt, non-operational deposits and central bank placements. The goal is to manage these three inputs so that they are highly correlated as regards to volume changes. By controlling these inputs, the Bank has achieved a relatively stable LCR over time.
(b)	Explanations on the changes in the LCR over time	The LCR has been quite stable over time. However, given the nature of the measure there are inevitable fluctuations caused by slight changes in the maturity structure of Handelsbankens issued debt and also from client activities (e.g. deposits, loans issued/repaid). Changes also occur due to the nature of LCR being a fraction where equal increases, or decreases, in outflows and liquid assets will incur a change in the LCR. The high LCR reading at june 30th was due to just such a "fraction-effect" as the short-term dollar deposits from financials and the corresponding placement at the FED were smaller than usual.
(c)	Explanations on the actual concentration of funding sources	The actual concentration follows from the Bank's funding strategy. The strategy aims for well-diversified funding in terms of currencies, investors, debt types and geographic breakdown.The strategy is long-term and has been followed for many years. The result is a funding structure that is relatively stable over time. The most important sources of funding are deposits from households and companies as well as covered and senior bonds. The short-term funding mainly comprises deposits from financial companies and institutions as well as issues of commercial papers and certificates of deposit.
(d)	High-level description of the composition of the institution`s liquidity buffer.	The liquidity reserve is built up by several different parts. Cash, central bank balances and liquid securities (government bonds, covered bonds and other securities of very high credit quality). Holdings which can provide Handelsbanken with almost immediate liquidity in normal and stressed situtations in the relevant currencies for Handelsbanken.
(e)	Derivative exposures and potential collateral calls	Cashflows stemming from derivative exposures and potential collateral calls are reported in row 11 and 19, where row 11 also includes outflows from the impact of an adverse market scenario on derivatives transactions (the historical look back approach) as well as material outflows due to deterioration of own credit quality.
(f)	Currency mismatch in the LCR	The Bank holds large and relevant liquidity reserves to match the outflows and inflows of LCR in all currencies of relevance for Handelsbanken. The Swedish Financial Supervisory Authority also stipulates a 100% LCR in EUR, USD and 75% LCR in all other significant currencies for Handelsbanken within the framework of the supervisory review and evaluation process in Pillar 2 which the Bank is also obligated to fullfill.
(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	N/A

MR1

MR1 - Market risk under the standardised approach
The following table shows RWEAs for market risk according to the standardised approach at the end of the quarter.
Market risk under the standardised approach
a
SEK m	RWEAs
Outright products
1	Interest rate risk (general and specific)	4,667
2	Equity risk (general and specific)	35
3	Foreign exchange risk	26,059
4	Commodity risk	5
Options
5	Simplified approach
6	Delta-plus approach
7	Scenario approach	261
8	Securitisation (specific risk)
9	Total	31,028

CQ1

EU CQ1 - Credit quality of forborne exposures
Credit quality of forborne exposures	a	b	c	d	e	f	g	h
Gross carrying amount/nominal amount of exposures with forbearance measures	Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions	Collateral received and financial guarantees received on forborne exposures
Performing forborne	Non-performing forborne	On performing forborne exposures	On non-performing forborne exposures	Of which collateral and financial guarantees received on non-performing exposures with forbearance measures
SEK m	Of which defaulted	Of which impaired
005	Cash balances at central banks and other demand deposits
010	Loans and advances	4,377	3,458	3,257	2,261	-11	-921	5,241	2,244
020	Central banks	2	0	0	0	0	0	0	0
030	General governments	0	54	54	54	0	-30	24	24
040	Credit institutions	0	0	0	0	0	0	0
050	Other financial corporations	49	0	0	0	0	0	46	0
060	Non-financial corporations	2,728	2,074	2,041	1,587	0	-574	2,795	1,315
070	Households	1,599	1,330	1,162	621	-11	-318	2,376	904
080	Debt Securities	0	0	0	0	0	0	0
090	Loan commitments given	594	131	121	107	0	0	110	28
100	Total	4,971	3,589	3,378	2,368	-11	-921	5,351	2,272

CQ4

EU CQ4 - Quality of non-performing exposures by geography
Quality of non-performing exposures by geography	a	b	c	d	e	f	g
Gross carrying/nominal amount	Accumulated impairment	Provisions on off-balance-sheet commitments and financial guarantees given	Accumulated negative changes in fair value due to credit risk on non- performing exposures
Of which non-performing	Of which subject to impairment
SEK m	Of which defaulted
010	On-balance-sheet exposures	3,326,646	6,221	6,156	3,326,338	-2,483	-30
020	Sweden	1,867,120	2,293	2,250	1,867,120	-1,090	-9
030	United Kingdom	358,211	1,394	1,385	358,211	-277	-18
040	Norway	312,602	557	551	312,602	-291	-1
050	Denmark	146,929	379	379	146,929	-249	0
060	Finland	196,445	1,450	1,446	196,137	-494	-3
070	the Netherlands	241,374	9	9	241,374	-18	0
080	other countries	203,965	140	137	203,965	-63	0
090	Off-balance-sheet exposures	651,169	406	399	651,169	-581
100	Sweden	394,568	186	186	394,568	-224
110	United Kingdom	48,495	14	14	48,495	-40
120	Norway	75,760	50	50	75,760	-110
130	Denmark	50,293	25	25	50,293	-45
140	Finland	39,231	130	123	39,231	-159
150	the Netherlands	4,621	4,621	-1
160	other countries	38,201	1	1	38,201	-1
170	Total	3,977,815	6,627	6,555	3,977,506	-2,483	-581	-30

CQ5

EU CQ5 - Credit quality of loans and advances to non-financial corporations by industry
Credit quality of loans and advances to non-financial corporations by industry	a	b	c	d	e	f
Gross carrying amount	Accumulated impairment	Accumulated negative changes in fair value due to credit risk on non- performing exposures
Of which non-performing	Of which loans and advances subject to impairment
SEK m	Of which defaulted
010	Agriculture, forestry and fishing	8,526	10	10	8,526	-41	0
020	Mining and quarrying	2,524	0	0	2,524	-6	0
030	Manufacturing	26,328	59	52	26,328	-156	0
040	Electricity, gas, steam and air conditioning supply	9,386	2	2	9,249	-9	0
050	Water supply	2,959	2	2	2,959	-1	0
060	Construction	43,522	175	175	43,522	-326	-18
070	Wholesale and retail trade	24,467	87	87	24,419	-80	0
080	Transport and storage	10,248	247	239	10,248	-130	0
090	Accommodation and food service activities	29,307	77	77	29,307	-50	-1
100	Information and communication	2,462	55	55	2,462	-50	0
110	Financial and insurance actvities	47,035	40	38	47,035	-40	0
120	Real estate activities	805,607	1,362	1,361	805,607	-320	-3
130	Professional, scientific and technical activities	61,636	67	64	61,636	-91	0
140	Administrative and support service activities	14,560	48	47	14,560	-39	0
150	Public administration and defense, compulsory social security	295	295	0
160	Education	1,775	0	0	1,775	-2	0
170	Human health services and social work activities	2,972	8	8	2,972	-4	0
180	Arts, entertainment and recreation	3,908	45	44	3,908	-9	0
190	Other services	20,979	70	70	20,979	-31	-2
200	Total	1,118,496	2,353	2,332	1,118,311	-1,385	-23

CQ7

EU CQ7 - Collateral obtained by taking possession and execution processes
Information on the instruments that were cancelled in exchange for the collateral obtained by taking possession and on the value of the collateral obtained by taking possession.
Collateral obtained by taking possession and execution processes	a	b
SEK m	Value at initial recognition	Accumulated negative changes
010	Property, plant and equipment (PP&E)	-	-
020	Other than PP&E	0	-
030	Residential immovable property	-	-
040	Commercial Immovable property	-	-
050	Movable property (auto, shipping, etc.)	0	-
060	Equity and debt instruments	-	-
070	Other collateral	-	-
080	Total	0	-

CR1

EU CR1 - Performing and non-performing exposures and related provisions
Performing and non-performing exposures and related provisions	a	b	c	d	e	f	g	h	i	j	k	l	m	n	o	,
Gross carrying amount/nominal amount	Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions	Accumulated partial write off	Collateral and financial guarantees received
Performing exposures	Non-performing exposures	Performing exposures accumulated impairment and provisions	Non-performing exposures - accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions	On performing exposures	On non-performing exposures
SEK m	Of which stage 1	Of which stage 2	Of which stage 2	Of which stage 3	Of which stage 1	Of which stage 2	Of which stage 2	Of which stage 3
005	Cash balances at central banks and other demand deposits	604,877	604,877	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
010	Loans and advances	2,309,172	2,257,070	52,102	4,650	113	4,527	- 1,016	- 385	- 631	- 981	- 12	- 969	- 0	2,078,100	2,899
020	Central banks	11,915	11,915	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
030	General governments	3,185	3,175	10	- 0	- 0	- 0	- 3	- 3	- 0	- 0	- 0	- 0	- 0	2,101	- 0
040	Credit institutions	35,786	35,786	- 0	1	- 0	1	- 2	- 2	- 0	- 1	- 0	- 1	- 0	38	- 0
050	Other financial corporations	32,201	31,220	981	- 0	- 0	- 0	- 4	- 2	- 2	- 0	- 0	- 0	- 0	16,036	- 0
060	Non-financial corporations	990,223	963,543	26,680	1,636	31	1,598	- 703	- 236	- 467	- 532	- 11	- 521	- 0	849,777	1,030
070	Of which SMEs	704,377	685,912	18,464	1,114	27	1,087	- 499	- 160	- 340	- 224	- 10	- 214	- 0	677,486	832
080	Households	1,235,862	1,211,430	24,431	3,012	82	2,928	- 305	- 143	- 162	- 448	- 1	- 447	- 0	1,210,147	1,869
090	Debt securities	141,306	9,865	- 0	- 0	- 0	- 0	- 2	- 2	- 0	- 0	- 0	- 0	- 0	4,513	- 0
100	Central banks	87,793	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
110	General governments	23,934	201	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	201	- 0
120	Credit institutions	29,579	9,664	- 0	- 0	- 0	- 0	- 2	- 2	- 0	- 0	- 0	- 0	- 0	4,312	- 0
130	Other financial corporations	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
140	Non-financial corporations	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
150	Off-balance-sheet exposures	560,846	421,957	11,363	287	1	273	- 307	- 114	- 193	- 49	- 0	- 49	207,963	150
160	Central banks	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
170	General governments	25,309	17,736	38	49	- 0	35	- 0	- 0	- 0	- 0	- 0	- 0	573	6
180	Credit institutions	11,212	9,543	41	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	269	- 0
190	Other financial corporations	16,329	12,743	438	3	- 0	3	- 1	- 0	- 0	- 0	- 0	- 0	5,036	2
200	Non-financial corporations	395,428	270,502	9,713	187	1	187	- 252	- 76	- 176	- 48	- 0	- 48	129,488	131
210	Households	112,569	111,433	1,133	47	- 0	47	- 54	- 37	- 17	- 1	- 0	- 1	72,598	11
220	Total	3,616,201	3,293,769	63,465	4,937	114	4,800	- 1,325	- 501	- 824	- 1,030	- 12	- 1,018	- 0	2,290,576	3,049

CR1-A

EU CR1-A - Maturity of exposures
Maturity of exposures	a	b	c	d	e	f
Net exposure value
SEK m	On demand	<= 1 year	> 1 year <= 5 years	> 5 years	No stated maturity	Total
1	Loans and advances	5,868	466,430	633,160	1,439,319	58,705	2,603,483
2	Debt securities	93,835	56,918	6,696	157,449
3	Total	5,868	560,266	690,079	1,446,014	58,705	2,760,932

CR3

EU CR3 - CRM techniques overview: Disclosure of the use of credit risk mitigation techniques
The table shows secured exposures and unsecured exposures. The outstanding secured exposures are broken down by amounts secured by collateral, guarantees and credit derivatives. Relations are in line with the previous period.
CRM techniques overview: Disclosure of the use of credit risk mitigation techniques	Unsecured carrying amount	Secured carrying amount
Of which secured by collateral	Of which secured by financial guarantees
Of which secured by credit derivatives
SEK m	a	b	c	d	e
1	Loans and advances	916,315	2,342,867	2,269,471	73,396
2	Debt securities	153,464	3,985	3,985
3	Total	1,069,779	2,346,852	2,269,471	77,382
4	Of which non-performing exposures	1,148	3,802	3,433	369
EU-5	Of which defaulted	1,139	3,753	3,384	369

CR4

EU CR4 - Standardised approach - Credit risk exposure and CRM effects
The table shows exposures before and after credit conversion factors and credit risk mitigation, and risk exposure amounts and risk weights according to the standardised approach. The amounts and risk weights are specified by exposure class. The total exposure is in line with the prevoius period.
Standardised approach - Credit risk exposure and CRM effects	a	b	c	d	e	f
Exposures before CCF and before CRM	Exposures post CCF and post CRM	RWAs and RWA density
SEK m	Exposure classes	On-balance-sheet exposures	Off-balance-sheet exposures	On-balance-sheet exposures	Off-balance-sheet exposures	RWAs	RWA density
1	Central governments or central banks	103,427	1,209	103,849	244
2	Regional governments or local authorities	0	0	0
3	Public sector entities	1,619	1,619
4	Multilateral development banks	2,406	2,406
5	International organisations
6	Institutions	561	39	561	6	114	20%
7	Corporates	12,144	26,133	11,132	2,713	12,493	90%
8	Retail	17,423	12,860	5,208	2,611	5,777	74%
9	Secured by mortgages on immovable property	330,999	24,566	331,560	5,562	148,306	44%
10	Exposures in default	1,654	49	1,311	10	1,538	116%
11	Exposures associated with particularly high risk	1,368	604	572	131	1,055	150%
12	Covered bonds
13	Institutions and corporates with a short-term credit assessment
14	Collective investments undertakings
15	Equity	6,671	6,671	16,052	241%
16	Other items	27,021	52	24,549	23	5,371	22%
17	Total	505,294	65,512	489,438	11,300	190,705	38%

CR5

EU CR5 - Standardised approach
The table below shows the EAD broken down by exposure class and risk weight. It comprises figures obtained using the standardised approach. Total EAD is in line with prevoius period.
Standardised approach	Risk weight
0%	2%	4%	10%	20%	35%	50%	70%	75%	100%	150%	250%	370%	1 250%	Others	Total	Of which unrated
SEK m	Exposure classes	a	b	c	d	e	f	g	h	i	j	k	l	m	n	o	p	q
1	Central governments or central banks	104,093	104,093
2	Regional government or local authorities	0	0
3	Public sector entities	1,619	1,619
4	Multilateral development banks	2,406	2,406
5	International organisations
6	Institutions	0	565	2	567
7	Corporates	0	746	13,099	13,845	13,824
8	Retail exposures	7,819	7,819	7,724
9	Exposures secured by mortgages on immovable property	237,095	19,298	267	80,462	337,122	336,945
10	Exposures in default	889	433	1,322	1,174
11	Exposures associated with particularly high risk	703	703	701
12	Covered bonds
13	Exposures to institutions and corporates with a short-term credit assessment
14	Units or shares in collective investment undertakings
15	Equity exposures	417	6,254	6,671	6,671
16	Other items	24,001	570	24,572	24,572
17	Total	108,119	24,566	237,095	20,046	8,085	95,436	1,136	6,254	500,738	391,611

CR6

EU CR6 - IRB Approach - Credit risk exposures by exposure class and PD range
The following table shows the total EAD, undrawn commitments, exposure-weighted average PD, LGD and CCF, and exposure-weighted average risk weights broken down by exposure class and obligor grade. FI's board of directors decided to change the method used to apply current risk weight floor for Swedish mortgages on 25 % though pillar 2 by replacing it with a corresponding requirement under article 458 CRR . The change entered into force on the 31 of december 2018. RWA and RWA density is here calculated using the IRB Approach not including the risk weight floor.
IRB Approach - Credit risk exposures by exposure class and PD range	a	b	c	d	e	f	g	h	i	j	k	l	m
Exposure class	PD range	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 obligors1	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
A-IRB - Corporates SME	0.00 to <>0.15	469,151	20,779	39.85%	477,432	0.08%	25,117	15.50%	2.0	27,267	5.71%	68	-54
A-IRB - Corporates SME	0.00 to <>0.10	307,551	10,918	40.13%	311,932	0.05%	17,221	10.38%	2.0	7,743	2.48%	13	-11
A-IRB - Corporates SME	0.10 to <>0.15	161,600	9,861	39.54%	165,499	0.13%	7,896	25.14%	2.0	19,524	11.80%	54	-43
A-IRB - Corporates SME	0.15 to <>0.25	51,087	2,215	39.28%	51,957	0.19%	4,111	7.84%	3.0	2,621	5.04%	8	-2
A-IRB - Corporates SME	0.25 to <>0.50	56,054	1,098	37.41%	56,465	0.46%	3,268	25.10%	2.0	13,093	23.19%	65	-12
A-IRB - Corporates SME	0.50 to <>0.75	26,030	5,700	41.99%	28,424	0.53%	3,313	23.87%	3.0	6,973	24.53%	37	-92
A-IRB - Corporates SME	0.75 to <>2.50	30,026	2,754	37.72%	31,065	1.71%	4,686	25.99%	2.0	12,705	40.90%	143	-304
A-IRB - Corporates SME	0.75 to <>1.75	22,144	740	34.73%	22,401	1.58%	2,647	22.87%	2.0	7,585	33.86%	82	-24
A-IRB - Corporates SME	1.75 to <>2.5	7,882	2,014	38.82%	8,664	2.05%	2,039	34.05%	2.0	5,120	59.09%	60	-280
A-IRB - Corporates SME	2.50 to <>10.00	4,771	520	43.17%	4,995	6.14%	501	27.24%	2.0	3,210	64.27%	86	-48
A-IRB - Corporates SME	2.5 to <>5	155	0	41.27%	155	3.50%	19	8.80%	3.0	26	16.69%	0	-0
A-IRB - Corporates SME	5 to <>10	4,616	520	43.17%	4,841	6.22%	482	27.83%	1.0	3,185	65.79%	86	-48
A-IRB - Corporates SME	10.00 to <>100.00	1,897	256	41.32%	2,003	33.22%	485	30.50%	3.0	2,262	112.96%	198	-131
A-IRB - Corporates SME	10 to <>20	656	135	43.68%	715	18.76%	236	32.62%	3.0	824	115.28%	44	-57
A-IRB - Corporates SME	20 to <>30
A-IRB - Corporates SME	30.00 to <>100.00	1,241	121	38.69%	1,288	41.24%	249	29.32%	2.0	1,438	111.67%	154	-74
A-IRB - Corporates SME	100.00 (Default)	959	70	34.05%	983	100.00%	127	42.14%	2.0	1,762	179.21%	449	-449
A-IRB - Corporates SME	Subtotal	639,975	33,393	39.97%	653,323	0.52%	41,608	16.76%	2.1	69,893	10.70%	1,053	-1,092
A-IRB - Corporates Other	0.00 to <>0.15	191,123	163,212	32.72%	244,527	0.08%	1,962	31.95%	2.0	42,751	17.48%	62	-24
A-IRB - Corporates Other	0.00 to <>0.10	92,448	78,287	32.69%	118,042	0.04%	855	31.18%	3.0	13,991	11.85%	14	-12
A-IRB - Corporates Other	0.10 to <>0.15	98,675	84,925	32.75%	126,485	0.12%	1,107	32.66%	2.0	28,760	22.74%	48	-12
A-IRB - Corporates Other	0.15 to <>0.25	4
A-IRB - Corporates Other	0.25 to <>0.50	39,856	21,150	34.09%	47,066	0.34%	584	34.31%	2.0	18,581	39.48%	53	-22
A-IRB - Corporates Other	0.50 to <>0.75	4
A-IRB - Corporates Other	0.75 to <>2.50	15,891	10,233	35.69%	19,543	1.30%	287	30.18%	2.0	12,947	66.25%	71	-33
A-IRB - Corporates Other	0.75 to <>1.75	15,618	10,079	35.68%	19,214	1.29%	225	30.03%	2.0	12,606	65.61%	68	-29
A-IRB - Corporates Other	1.75 to <>2.5	273	153	36.47%	329	2.11%	62	39.00%	2.0	341	103.71%	3	-4
A-IRB - Corporates Other	2.50 to <>10.00	0	0	5.84%	4	19.25%	1.0	0	63.60%	0	-0
A-IRB - Corporates Other	2.5 to <>5
A-IRB - Corporates Other	5 to <>10	0	0	5.84%	4	19.25%	1.0	0	63.60%	0	-0
A-IRB - Corporates Other	10.00 to <>100.00	1,919	918	46.78%	2,348	26.79%	42	37.84%	1.0	4,711	200.60%	234	-93
A-IRB - Corporates Other	10 to <>20	678	372	40.78%	830	13.74%	27	39.00%	1.0	1,535	184.94%	44	-51
A-IRB - Corporates Other	20 to <>30
A-IRB - Corporates Other	30.00 to <>100.00	1,240	546	50.86%	1,518	33.92%	15	37.21%	1.0	3,176	209.16%	190	-42
A-IRB - Corporates Other	100.00 (Default)	273	66	43.38%	301	100.00%	14	39.00%	2.0	251	83.40%	164	-164
A-IRB - Corporates Other	Subtotal	249,061	195,579	33.09%	313,785	0.49%	2,901	32.24%	2.0	79,241	25.25%	585	-336
A-IRB - Retail Secured by Immovable Property SME	0.00 to <>0.15	1,944	13	100.00%	1,958	0.08%	928	23.47%	76	3.90%	0	-1
A-IRB - Retail Secured by Immovable Property SME	0.00 to <>0.10	1,579	1	100.00%	1,580	0.06%	742	20.00%	41	2.58%	0	-1
A-IRB - Retail Secured by Immovable Property SME	0.10 to <>0.15	366	12	100.00%	378	0.14%	186	38.00%	36	9.42%	0	-0
A-IRB - Retail Secured by Immovable Property SME	0.15 to <>0.25	1,055	249	79.00%	1,247	0.17%	1,382	22.71%	81	6.52%	0	-0
A-IRB - Retail Secured by Immovable Property SME	0.25 to <>0.50	2,699	268	86.78%	2,929	0.43%	2,249	26.67%	437	14.93%	3	-3
A-IRB - Retail Secured by Immovable Property SME	0.50 to <>0.75	353	156	79.00%	475	0.64%	1,022	32.07%	114	23.98%	1	-0
A-IRB - Retail Secured by Immovable Property SME	0.75 to <>2.50	1,875	227	89.05%	2,060	1.55%	1,925	32.99%	898	43.58%	10	-6
A-IRB - Retail Secured by Immovable Property SME	0.75 to <>1.75	1,345	139	94.95%	1,476	1.27%	1,218	33.57%	587	39.75%	6	-4
A-IRB - Retail Secured by Immovable Property SME	1.75 to <>2.5	530	88	79.67%	584	2.27%	707	31.53%	311	53.26%	4	-2
A-IRB - Retail Secured by Immovable Property SME	2.50 to <>10.00	840	133	95.26%	962	6.19%	883	36.53%	990	102.88%	21	-13
A-IRB - Retail Secured by Immovable Property SME	2.5 to <>5	330	18	85.49%	346	3.70%	299	36.53%	286	82.90%	5	-1
A-IRB - Retail Secured by Immovable Property SME	5 to <>10	509	115	96.80%	616	7.58%	584	36.53%	703	114.08%	16	-12
A-IRB - Retail Secured by Immovable Property SME	10.00 to <>100.00	129	11	99.68%	141	23.18%	93	37.20%	237	168.76%	13	-4
A-IRB - Retail Secured by Immovable Property SME	10 to <>20	66	5	94.18%	70	16.09%	55	32.62%	99	140.57%	4	-1
A-IRB - Retail Secured by Immovable Property SME	20 to <>30
A-IRB - Retail Secured by Immovable Property SME	30.00 to <>100.00	63	7	103.67%	70	30.25%	38	41.76%	139	196.87%	9	-3
A-IRB - Retail Secured by Immovable Property SME	100.00 (Default)	101	5	95.19%	105	100.00%	71	34.19%	214	203.71%	39	-39
A-IRB - Retail Secured by Immovable Property SME	Subtotal	8,995	1,062	85.70%	9,876	2.51%	8,553	28.30%	3,047	30.85%	89	-68
A-IRB - Retail Secured by Immovable Property Non-SME	0.00 to <>0.15	922,894	55,086	100.02%	978,093	0.06%	477,879	13.70%	24,692	2.52%	93	-33
A-IRB - Retail Secured by Immovable Property Non-SME	0.00 to <>0.10	750,420	50,988	100.02%	801,521	0.05%	354,435	13.37%	16,002	2.00%	56	-24
A-IRB - Retail Secured by Immovable Property Non-SME	0.10 to <>0.15	172,474	4,098	100.00%	176,572	0.14%	123,444	15.19%	8,690	4.92%	37	-9
A-IRB - Retail Secured by Immovable Property Non-SME	0.15 to <>0.25	64,467	4,768	100.86%	69,307	0.18%	32,946	22.93%	6,123	8.84%	28	-10
A-IRB - Retail Secured by Immovable Property Non-SME	0.25 to <>0.50	72,014	383	92.38%	72,301	0.30%	62,457	18.85%	7,980	11.04%	42	-6
A-IRB - Retail Secured by Immovable Property Non-SME	0.50 to <>0.75	28,605	835	100.00%	29,440	0.62%	10,975	25.75%	7,233	24.57%	47	-20
A-IRB - Retail Secured by Immovable Property Non-SME	0.75 to <>2.50	25,551	520	100.92%	26,091	1.80%	20,076	19.28%	9,187	35.21%	83	-13
A-IRB - Retail Secured by Immovable Property Non-SME	0.75 to <>1.75	7,543	517	100.97%	8,082	1.33%	8,668	30.13%	3,793	46.94%	31	-7
A-IRB - Retail Secured by Immovable Property Non-SME	1.75 to <>2.5	18,007	2	91.00%	18,009	2.01%	11,408	14.41%	5,394	29.95%	52	-5
A-IRB - Retail Secured by Immovable Property Non-SME	2.50 to <>10.00	352	10	91.00%	358	3.13%	195	21.00%	203	56.75%	2	-0
A-IRB - Retail Secured by Immovable Property Non-SME	2.5 to <>5	352	10	91.00%	358	3.13%	195	21.00%	203	56.75%	2	-0
A-IRB - Retail Secured by Immovable Property Non-SME	5 to <>10
A-IRB - Retail Secured by Immovable Property Non-SME	10.00 to <>100.00	6,045	28	100.48%	6,075	12.06%	4,433	19.44%	6,182	101.75%	150	-17
A-IRB - Retail Secured by Immovable Property Non-SME	10 to <>20	6,045	28	100.48%	6,075	12.06%	4,433	19.44%	6,182	101.75%	150	-17
A-IRB - Retail Secured by Immovable Property Non-SME	20 to <>30
A-IRB - Retail Secured by Immovable Property Non-SME	30.00 to <>100.00
A-IRB - Retail Secured by Immovable Property Non-SME	100.00 (Default)	1,610	5	100.17%	1,617	100.00%	1,144	20.96%	3,141	194.25%	176	-176
A-IRB - Retail Secured by Immovable Property Non-SME	Subtotal	1,121,538	61,635	100.04%	1,183,282	0.33%	610,105	15.02%	64,741	5.47%	622	-275
A-IRB - Retail Other SME	0.00 to <>0.15	208	8	100.00%	216	0.06%	230	20.71%	7	3.01%	0	-0
A-IRB - Retail Other SME	0.00 to <>0.10	207	207	0.06%	221	20.00%	6	2.74%	0	-0
A-IRB - Retail Other SME	0.10 to <>0.15	0	8	100.00%	9	0.14%	9	38.00%	1	9.70%	0	-0
A-IRB - Retail Other SME	0.15 to <>0.25	277	2,235	79.00%	1,997	0.17%	23,560	34.79%	203	10.18%	1	-1
A-IRB - Retail Other SME	0.25 to <>0.50	1,798	1,548	75.93%	2,949	0.43%	13,350	35.68%	563	19.08%	5	-4
A-IRB - Retail Other SME	0.50 to <>0.75	222	1,315	79.00%	1,251	0.64%	10,592	34.43%	286	22.87%	3	-3
A-IRB - Retail Other SME	0.75 to <>2.50	1,964	774	78.09%	2,497	1.73%	8,074	37.75%	914	36.60%	16	-21
A-IRB - Retail Other SME	0.75 to <>1.75	1,408	361	76.91%	1,681	1.42%	2,851	38.91%	602	35.83%	9	-17
A-IRB - Retail Other SME	1.75 to <>2.5	556	413	79.12%	816	2.37%	5,223	35.37%	312	38.20%	7	-4
A-IRB - Retail Other SME	2.50 to <>10.00	641	398	87.05%	954	7.07%	3,495	38.55%	460	48.16%	25	-29
A-IRB - Retail Other SME	2.5 to <>5	50	111	79.43%	137	3.22%	1,042	35.53%	56	40.44%	2	-2
A-IRB - Retail Other SME	5 to <>10	591	287	90.00%	817	7.72%	2,453	39.06%	404	49.46%	24	-27
A-IRB - Retail Other SME	10.00 to <>100.00	53	18	89.34%	69	20.52%	151	44.45%	54	78.01%	6	-7
A-IRB - Retail Other SME	10 to <>20	38	10	88.27%	46	15.64%	92	44.75%	33	71.76%	3	-3
A-IRB - Retail Other SME	20 to <>30
A-IRB - Retail Other SME	30.00 to <>100.00	15	8	90.72%	23	30.52%	59	43.85%	20	90.82%	3	-4
A-IRB - Retail Other SME	100.00 (Default)	217	7	82.11%	222	100.00%	374	44.50%	285	128.49%	156	-156
A-IRB - Retail Other SME	Subtotal	5,380	6,303	78.70%	10,156	3.65%	59,826	36.06%	2,771	27.29%	212	-220
A-IRB - Retail Other Non-SME	0.00 to <>0.15	10,034	8,629	92.06%	17,881	0.08%	283,112	42.34%	1,735	9.71%	6	-3
A-IRB - Retail Other Non-SME	0.00 to <>0.10	6,300	8,629	92.06%	14,147	0.07%	272,328	42.05%	1,192	8.42%	4	-2
A-IRB - Retail Other Non-SME	0.10 to <>0.15	3,734	3,734	0.14%	10,784	43.43%	544	14.56%	2	-1
A-IRB - Retail Other Non-SME	0.15 to <>0.25	1,678	4,385	98.95%	6,026	0.17%	248,051	52.18%	1,233	20.46%	6	-3
A-IRB - Retail Other Non-SME	0.25 to <>0.50	9,498	1,487	67.54%	10,341	0.38%	127,219	25.33%	1,604	15.51%	9	-6
A-IRB - Retail Other Non-SME	0.50 to <>0.75	1,614	1	100.00%	1,616	0.54%	11,718	42.62%	546	33.80%	4	-2
A-IRB - Retail Other Non-SME	0.75 to <>2.50	2,793	1,092	77.41%	3,507	1.44%	95,508	36.36%	1,496	42.66%	17	-18
A-IRB - Retail Other Non-SME	0.75 to <>1.75	1,479	781	82.51%	2,055	1.05%	58,189	43.75%	983	47.86%	9	-7
A-IRB - Retail Other Non-SME	1.75 to <>2.5	1,314	311	64.57%	1,452	1.98%	37,319	25.91%	513	35.30%	7	-11
A-IRB - Retail Other Non-SME	2.50 to <>10.00	964	200	77.32%	1,076	5.51%	37,832	40.90%	695	64.59%	24	-26
A-IRB - Retail Other Non-SME	2.5 to <>5	46	7	91.00%	50	3.01%	387	38.45%	29	56.91%	1	-0
A-IRB - Retail Other Non-SME	5 to <>10	919	194	76.86%	1,026	5.63%	37,445	41.02%	666	64.97%	24	-26
A-IRB - Retail Other Non-SME	10.00 to <>100.00	686	91	81.01%	743	19.30%	21,495	46.42%	738	99.35%	65	-17
A-IRB - Retail Other Non-SME	10 to <>20	531	76	85.67%	585	13.10%	14,562	47.79%	554	94.73%	37	-10
A-IRB - Retail Other Non-SME	20 to <>30
A-IRB - Retail Other Non-SME	30.00 to <>100.00	155	15	58.21%	158	42.28%	6,933	41.38%	184	116.46%	28	-7
A-IRB - Retail Other Non-SME	100.00 (Default)	457	9	87.63%	464	100.00%	11,102	53.70%	676	145.75%	299	-299
A-IRB - Retail Other Non-SME	Subtotal	27,725	15,894	90.41%	41,654	1.90%	836,037	39.21%	8,725	20.95%	430	-375
A-IRB - Total	0.00 to <>0.15	1,595,355	247,728	50.36%	1,720,107	0.07%	686,674	17.10%	1.0	96,528	5.61%	230	-115
A-IRB - Total	0.00 to <>0.10	1,158,505	148,823	59.75%	1,247,429	0.05%	544,064	14.64%	1.0	38,974	3.12%	87	-50
A-IRB - Total	0.10 to <>0.15	436,849	98,905	36.22%	472,678	0.13%	142,610	23.59%	1.0	57,554	12.18%	142	-65
A-IRB - Total	0.15 to <>0.25	118,564	13,852	86.48%	130,534	0.18%	307,112	18.45%	1.0	10,261	7.86%	43	-16
A-IRB - Total	0.25 to <>0.50	181,919	25,933	40.05%	192,050	0.37%	207,127	25.21%	1.0	42,259	22.00%	177	-53
A-IRB - Total	0.50 to <>0.75	56,824	8,007	54.85%	61,205	0.58%	37,441	25.55%	1.0	15,153	24.76%	91	-117
A-IRB - Total	0.75 to <>2.50	78,099	15,599	44.02%	84,764	1.63%	128,583	25.84%	1.0	38,147	45.00%	341	-395
A-IRB - Total	0.75 to <>1.75	49,537	12,618	43.03%	54,909	1.41%	72,072	28.00%	2.0	26,157	47.64%	207	-89
A-IRB - Total	1.75 to <>2.5	28,562	2,981	48.21%	29,855	2.04%	56,511	21.85%	1.0	11,990	40.16%	134	-306
A-IRB - Total	2.50 to <>10.00	7,568	1,262	68.32%	8,346	6.04%	42,857	31.10%	1.0	5,558	66.59%	159	-117
A-IRB - Total	2.5 to <>5	932	146	81.45%	1,046	3.38%	1,934	27.08%	600	57.32%	10	-4
A-IRB - Total	5 to <>10	6,635	1,116	66.60%	7,300	6.42%	40,923	31.67%	1.0	4,958	67.92%	149	-113
A-IRB - Total	10.00 to <>100.00	10,729	1,323	50.25%	11,378	19.48%	25,898	27.32%	1.0	14,183	124.65%	666	-270
A-IRB - Total	10 to <>20	8,015	626	50.69%	8,321	12.93%	18,604	24.77%	9,227	110.88%	283	-139
A-IRB - Total	20 to <>30
A-IRB - Total	30.00 to <>100.00	2,714	697	49.85%	3,057	37.33%	7,294	34.25%	2.0	4,957	162.15%	383	-131
A-IRB - Total	100.00 (Default)	3,616	162	46.69%	3,692	100.00%	12,630	33.98%	1.0	6,329	171.42%	1,283	-1,283
A-IRB - Total	Subtotal	2,052,675	313,866	50.97%	2,212,077	0.47%	1,448,322	18.59%	1.0	228,418	10.33%	2,990	-2,366
F-IRB - Central Governments and Central Banks	0.00 to <>0.15	719,905	31,859	34.05%	730,752	330	44.86%	1.0	9,974	1.36%	8	-10
F-IRB - Central Governments and Central Banks	0.00 to <>0.10	719,905	31,859	34.05%	730,752	330	44.86%	1.0	9,974	1.36%	8	-10
F-IRB - Central Governments and Central Banks	0.10 to <>0.15
F-IRB - Central Governments and Central Banks	0.15 to <>0.25	201	0	20.00%	201	0.20%	13	44.07%	3.0	85	42.12%	0	-0
F-IRB - Central Governments and Central Banks	0.25 to <>0.50
F-IRB - Central Governments and Central Banks	0.50 to <>0.75
F-IRB - Central Governments and Central Banks	0.75 to <>2.50	0	0	20.00%	0	1.00%	1	45.00%	3.0	0	97.86%	0	-0
F-IRB - Central Governments and Central Banks	0.75 to <>1.75	0	0	20.00%	0	1.00%	1	45.00%	3.0	0	97.86%	0	-0
F-IRB - Central Governments and Central Banks	1.75 to <>2.5
F-IRB - Central Governments and Central Banks	2.50 to <>10.00
F-IRB - Central Governments and Central Banks	2.5 to <>5
F-IRB - Central Governments and Central Banks	5 to <>10
F-IRB - Central Governments and Central Banks	10.00 to <>100.00	1	1	20.00%	1	45.00%	3.0	3	252.53%	0	-0
F-IRB - Central Governments and Central Banks	10 to <>20
F-IRB - Central Governments and Central Banks	20 to <>30	1	1	20.00%	1	45.00%	3.0	3	252.53%	0	-0
F-IRB - Central Governments and Central Banks	30.00 to <>100.00
F-IRB - Central Governments and Central Banks	100.00 (Default)
F-IRB - Central Governments and Central Banks	Subtotal	720,108	31,859	34.05%	730,955	0.00%	345	44.86%	1.0	10,062	1.38%	8	-11
F-IRB - Institutions	0.00 to <>0.15	26,597	6,018	45.71%	29,347	0.11%	57	17.65%	3.0	4,800	16.36%	6	-3
F-IRB - Institutions	0.00 to <>0.10	1,741	1,554	17.53%	2,014	0.06%	20	17.67%	3.0	251	12.48%	0	-0
F-IRB - Institutions	0.10 to <>0.15	24,855	4,464	55.51%	27,333	0.12%	37	17.65%	3.0	4,549	16.64%	6	-3
F-IRB - Institutions	0.15 to <>0.25	2,010	1,196	25.77%	2,318	0.21%	23	38.09%	3.0	1,170	50.48%	2	-0
F-IRB - Institutions	0.25 to <>0.50
F-IRB - Institutions	0.50 to <>0.75	10	213	40.30%	96	0.56%	8	45.00%	3.0	97	101.43%	0	-0
F-IRB - Institutions	0.75 to <>2.50	3	86	49.79%	45	1.28%	14	44.91%	3.0	58	128.39%	0	-0
F-IRB - Institutions	0.75 to <>1.75	2	65	49.80%	35	1.04%	8	44.88%	3.0	42	120.82%	0	-0
F-IRB - Institutions	1.75 to <>2.5	1	20	49.76%	11	2.05%	6	45.00%	3.0	17	152.25%	0	-0
F-IRB - Institutions	2.50 to <>10.00
F-IRB - Institutions	2.5 to <>5
F-IRB - Institutions	5 to <>10
F-IRB - Institutions	10.00 to <>100.00	18	50.00%	9	23.33%	2	45.00%	3.0	23	256.59%	1
F-IRB - Institutions	10 to <>20	10	50.00%	5	10.00%	1	45.00%	3.0	12	239.17%	0
F-IRB - Institutions	20 to <>30
F-IRB - Institutions	30.00 to <>100.00	8	50.00%	4	40.00%	1	45.00%	3.0	11	278.37%	1
F-IRB - Institutions	100.00 (Default)
F-IRB - Institutions	Subtotal	28,619	7,530	42.45%	31,815	0.13%	104	19.27%	3.0	6,149	19.33%	9	-3
F-IRB - Corporates SME	0.00 to <>0.15	6,904	6,115	60.50%	10,604	0.08%	1,575	22.28%	3.0	1,042	9.82%	2	-9
F-IRB - Corporates SME	0.00 to <>0.10	3,487	3,482	61.97%	5,644	0.04%	447	14.55%	3.0	213	3.77%	0	-3
F-IRB - Corporates SME	0.10 to <>0.15	3,417	2,633	58.56%	4,959	0.14%	1,128	31.07%	3.0	829	16.72%	2	-7
F-IRB - Corporates SME	0.15 to <>0.25	7	326	72.09%	242	0.19%	29	39.31%	3.0	58	24.04%	0	-0
F-IRB - Corporates SME	0.25 to <>0.50	768	496	58.02%	1,055	0.46%	237	29.08%	3.0	306	29.04%	1	-0
F-IRB - Corporates SME	0.50 to <>0.75	1,471	1,154	57.62%	2,136	0.54%	607	33.42%	3.0	781	36.56%	4	-5
F-IRB - Corporates SME	0.75 to <>2.50	1,393	739	48.73%	1,753	1.96%	665	34.28%	3.0	1,064	60.72%	12	-20
F-IRB - Corporates SME	0.75 to <>1.75	281	115	49.30%	338	1.61%	164	29.23%	3.0	152	45.04%	2	-2
F-IRB - Corporates SME	1.75 to <>2.5	1,112	624	48.62%	1,415	2.05%	501	35.48%	3.0	912	64.47%	10	-18
F-IRB - Corporates SME	2.50 to <>10.00	36	59	38.36%	58	7.43%	87	35.99%	3.0	50	86.33%	2	-5
F-IRB - Corporates SME	2.5 to <>5	0	3	-0
F-IRB - Corporates SME	5 to <>10	36	58	38.64%	58	7.43%	84	35.99%	3.0	50	86.33%	2	-5
F-IRB - Corporates SME	10.00 to <>100.00	111	60	31.18%	130	28.81%	82	32.99%	3.0	151	116.40%	11	-15
F-IRB - Corporates SME	10 to <>20	65	43	30.92%	79	18.76%	53	39.01%	3.0	108	137.24%	6	-13
F-IRB - Corporates SME	20 to <>30
F-IRB - Corporates SME	30.00 to <>100.00	46	17	31.83%	51	44.23%	29	23.74%	3.0	43	84.41%	5	-2
F-IRB - Corporates SME	100.00 (Default)	13	25	12.65%	16	100.00%	17	41.13%	3.0	3	-15
F-IRB - Corporates SME	Subtotal	10,703	8,974	58.97%	15,995	0.74%	3,299	25.95%	3.0	3,454	21.59%	35	-71
F-IRB - Corporates Other	0.00 to <>0.15	21,424	89,477	61.88%	76,794	0.06%	545	37.93%	3.0	15,466	20.14%	19	-7
F-IRB - Corporates Other	0.00 to <>0.10	13,559	62,748	61.00%	51,838	0.04%	245	35.22%	3.0	7,395	14.27%	7	-2
F-IRB - Corporates Other	0.10 to <>0.15	7,865	26,730	63.94%	24,957	0.11%	300	43.57%	3.0	8,071	32.34%	12	-5
F-IRB - Corporates Other	0.15 to <>0.25	4	231	58.19%	139	0.21%	6	45.00%	3.0	88	63.60%	0	-0
F-IRB - Corporates Other	0.25 to <>0.50	4,648	11,273	37.23%	8,844	0.30%	169	39.07%	3.0	4,410	49.86%	10	-10
F-IRB - Corporates Other	0.50 to <>0.75	13	13	0.56%	1	45.00%	3.0	13	101.43%	0	-0
F-IRB - Corporates Other	0.75 to <>2.50	1,860	2,698	56.33%	3,380	0.91%	112	40.22%	3.0	2,772	82.01%	12	-4
F-IRB - Corporates Other	0.75 to <>1.75	1,673	2,583	55.78%	3,113	0.80%	92	40.76%	3.0	2,524	81.07%	10	-2
F-IRB - Corporates Other	1.75 to <>2.5	187	116	68.76%	267	2.11%	20	33.87%	3.0	248	92.98%	2	-2
F-IRB - Corporates Other	2.50 to <>10.00
F-IRB - Corporates Other	2.5 to <>5
F-IRB - Corporates Other	5 to <>10
F-IRB - Corporates Other	10.00 to <>100.00	231	86	71.99%	292	14.12%	13	43.74%	3.0	650	222.35%	18	-4
F-IRB - Corporates Other	10 to <>20	231	74	75.14%	287	13.74%	8	44.38%	3.0	646	225.45%	17	-4
F-IRB - Corporates Other	20 to <>30
F-IRB - Corporates Other	30.00 to <>100.00	0	11	51.13%	6	32.87%	5	11.83%	3.0	4	69.07%	0	-0
F-IRB - Corporates Other	100.00 (Default)	0	31	94.30%	29	100.00%	4	45.00%	3.0	11	-3
F-IRB - Corporates Other	Subtotal	28,180	103,796	59.07%	89,492	0.19%	850	38.16%	3.0	23,399	26.15%	70	-29
F-IRB - Total	0.00 to <>0.15	774,829	133,469	54.45%	847,497	0.01%	2,507	43.01%	1.0	31,281	3.69%	35	-30
F-IRB - Total	0.00 to <>0.10	738,691	99,643	51.74%	790,248	0.01%	1,042	43.95%	1.0	17,833	2.26%	16	-15
F-IRB - Total	0.10 to <>0.15	36,138	33,826	62.41%	57,249	0.12%	1,465	30.11%	3.0	13,449	23.49%	20	-15
F-IRB - Total	0.15 to <>0.25	2,222	1,753	38.65%	2,900	0.21%	71	38.94%	3.0	1,401	48.32%	2	-1
F-IRB - Total	0.25 to <>0.50	5,415	11,769	38.10%	9,900	0.32%	406	38.01%	3.0	4,716	47.64%	12	-10
F-IRB - Total	0.50 to <>0.75	1,494	1,367	54.93%	2,245	0.54%	616	33.99%	3.0	892	39.71%	4	-5
F-IRB - Total	0.75 to <>2.50	3,256	3,523	54.58%	5,179	1.27%	792	38.25%	3.0	3,895	75.21%	24	-24
F-IRB - Total	0.75 to <>1.75	1,956	2,763	55.36%	3,486	0.88%	265	39.68%	3.0	2,718	77.97%	12	-4
F-IRB - Total	1.75 to <>2.5	1,300	760	51.72%	1,693	2.06%	527	35.29%	3.0	1,177	69.53%	12	-20
F-IRB - Total	2.50 to <>10.00	36	59	38.36%	58	7.43%	87	35.99%	3.0	50	86.33%	2	-5
F-IRB - Total	2.5 to <>5	0	3	-0
F-IRB - Total	5 to <>10	36	58	38.64%	58	7.43%	84	35.99%	3.0	50	86.33%	2	-5
F-IRB - Total	10.00 to <>100.00	343	164	54.58%	433	18.74%	98	40.54%	3.0	827	191.29%	30	-20
F-IRB - Total	10 to <>20	296	127	58.24%	370	14.76%	62	43.25%	3.0	766	206.87%	23	-17
F-IRB - Total	20 to <>30	1	1	20.00%	1	45.00%	3.0	3	252.53%	0	-0
F-IRB - Total	30.00 to <>100.00	46	36	41.78%	61	42.88%	35	24.00%	3.0	58	95.65%	6	-2
F-IRB - Total	100.00 (Default)	14	55	58.17%	46	100.00%	21	43.61%	3.0	14	-18
F-IRB - Total	Subtotal	787,610	152,160	53.01%	868,257	0.04%	4,598	42.89%	1.0	43,063	4.96%	123	-113
Total	(all exposures classes)	2,840,284	466,025	51.63%	3,080,334	0.34%	1,452,920	25.44%	1.0	271,481	8.81%	3,112	-2,479
1 The amount is based on the number of agreements rather then counterparties for retail exposures.

CR7

EU CR7 - IRB Approach - Effect on the RWEAs of credit derivatives used as CRM techniques
The table shows gross risk exposure amount and net risk exposure amount after taking into account the impact of netting agreements and collateral posting. Handelsbanken's risk exposure amount is not affected by credit derivatives.
IRB Approach - Effect on the RWEAs of credit derivatives used as CRM techniques	Pre-credit derivatives risk weighted exposure amount	Actual risk weighted exposure amount
SEK m	a	b
1	Exposures under F-IRB	43,063	43,063
2	Central governments and central banks	10,062	10,062
3	Institutions	6,149	6,149
4	Corporates	26,853	26,853
4.1	of which Corporates - SMEs	3,454	3,454
4.2	of which Corporates - Specialised lending
5	Exposures under A-IRB	228,418	228,418
6	Central governments and central banks
7	Institutions
8	Corporates	149,133	149,133
8.1	of which Corporates - SMEs	69,893	69,893
8.2	of which Corporates - Specialised lending
9	Retail	79,284	79,284
9.1	of which Retail - SMEs - Secured by immovable property collateral	3,047	3,047
9.2	of which Retail - non-SMEs - Secured by immovable property collateral	64,741	64,741
9.3	of which Retail - Qualifying revolving
9.4	of which Retail - SMEs - Other	2,771	2,771
9.5	of which Retail - Non-SMEs- Other	8,725	8,725
10	TOTAL (including F-IRB exposures and A-IRB exposures)	271,481	271,481

CR7-A

EU CR7-A - IRB approach - Disclosure of the extent of the use of CRM techniques
IRB approach - Disclosure of the extent of the use of CRM techniques	Total exposures	Credit risk Mitigation techniques	Credit risk Mitigation methods in the calculation of RWEAs
Funded credit Protection (FCP)	Unfunded credit Protection (UFCP)	RWEA without substitution effects (reduction effects only)	RWEA with substitution effects (both reduction and sustitution effects)
Part of exposures covered by Financial Collaterals (%)	Part of exposures covered by Other eligible collaterals (%)	Part of exposures covered by Other funded credit protection (%)	Part of exposures covered by Guarantees (%)	Part of exposures covered by Credit Derivatives (%)
Row	Exposure class	Part of exposures covered by Immovable property Collaterals (%)	Part of exposures covered by Receivables (%)	Part of exposures covered by Other physical collateral (%)	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
a	b	c	d	e	f	g	h	i	j	k	l	m	n
1	AIRB - Central governments and central banks
2	AIRB - Institutions
3	AIRB - Corporates	1,004,162	0	77.31%	1	0	0.00%	0%	4%	169,040	167,372
3.1	AIRB - Of which Corporates - SMEs	668,907	0	93.75%	1	0	0.00%	0%	3%	86,048	84,301
3.2	AIRB - Of which Corporates Specialised lending
3.3	AIRB - Of which Corporates Other	335,255	44.50%	0	0	7%	82,992	83,071
4	AIRB - Retail	1,358,829	0	88.51%	1	0	0.13%	0%	1%	324,155	323,893
4.1	AIRB - Of which Retail - Immovable property SMEs	9,878	0	97.02%	1	0	0.01%	0%	0%	3,219	3,218
4.2	AIRB - Of which retail - Immovable property non-SMEs	1,183,282	0	99.82%	1	0	0.00%	0%	281,951	281,951
4.3	AIRB - Of which retail - Qualifying revolving
4.4	AIRB - Of which retail - Other SMEs	10,169	0	13.33%	0	0	0.47%	0%	0%	2,772	2,771
4.4	AIRB - Of which retail - Other non-SMEs	42,581	0	20.36%	0	0	1.07%	1%	2%	8,759	8,725
5	AIRB - Total	2,250,072	0	87.87%	1	0	0.02%	0%	2%	465,740	464,037
1	FIRB - Central governments and central banks	687,668	0.02%	0	0%	7,898	10,262
2	FIRB - Institutions	47,678	0.00%	0%	6%	12,246	12,101
3	FIRB - Corporates	132,050	0	3.43%	0	0	2.11%	2%	11%	31,432	30,995
3.1	FIRB - Of which Corporates - SMEs	19,130	0	13.81%	0	0	7.98%	8%	9%	3,977	3,768
3.2	FIRB - Of which Corporates Specialised lending
3.3	FIRB - Of which Corporates Other	112,920	0	1.67%	0	0	1.11%	1%	11%	27,455	27,228
4	FIRB - Total	867,396	0	0.54%	0	0	0.32%	0%	2%	51,576	53,359

CR8

EU CR8 - RWEA flow statements of credit risk exposures under the IRB approach
The following table shows the change for risk exposure amount for credit risk calculated by the IRB Approach. It further specifies the capital requirement. The change of risk exposure amount is broken down by type of driver. The risk exposure amount is in line with previous period.
RWEA flow statements of credit risk exposures under the IRB approach	Risk weighted exposure amount
SEK m	a
1	RWAs as at the end of the previous reporting period	522,306
2	Asset size	5,387
3	Asset quality	-340
4	Model updates	3,000
5	Methodology and policy
6	Acquisititions and disposals
7	Foreign exchange movements	1,722
8	Other	1,583
9	Risk weighted exposure amount as at the end of the reporting period	533,659

CR10

EU CR10 - Specialised lending and equity exposures under the simple riskweighted approach
The following table shows carrying values, exposure amounts, risk-weighted assets and capital requirements for specialised lending and equity exposures. Risk-weighted assets are calculated using the simple risk-weighted approach. Risk weighted assets are in line with previous period.
Equity exposures under the simple risk-weighted approach SEK m	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Categories	a	b	c	d	e	f
Private equity exposures	190%
Exchange-traded equity exposures	290%
Other equity exposures	968	370%	968	3,581	23
Total	968	968	3,581	23

CCR1

EU CCR1 - Analysis of CCR exposure by approach
The table shows the approach used to calculate credit counterparty risk (CCR) exposure and REA and the main parameters used within each approach. The risk exposure amount is in line with the previous period.
Analysis of CCR exposure by approach	a	b	c	d	e	f	g	h
SEK m	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
EU-1	EU - Original Exposure Method (for derivatives)	1.4
EU-2	EU - Simplified SA-CCR (for derivatives)	1.4
1	SA-CCR (for derivatives)	10,426	12,426	1.4	95,513	31,253	31,629	9,954
2	IMM (for derivatives and SFTs)
2a	Of which securities financing transactions netting sets
2b	Of which derivatives and long settlement transactions netting sets
2c	Of which from contractual cross-product netting sets
3	Financial collateral simple method (for SFTs)
4	Financial collateral comprehensive method (for SFTs)	13,739	7,664	651
5	VaR for SFTs
6	Total	109,252	31,253	39,294	10,605

CCR2

EU CCR2 - Transactions subject to own funds requirements for CVA risk
The table shows exposure value and risk-weighted assets for credit value adjustment (CVA) broken down by approach. Risk-weighted assets are in line with the previous period.
Transactions subject to own funds requirements for CVA risk	a	b
SEK m	Exposure value	RWEA
1	Total transactions subject to the Advanced method
2	(i) VaR component (including the 3× multiplier)
3	(ii) stressed VaR component (including the 3× multiplier)
4	Transactions subject to the Standardised method	16,011	3,315
EU-4	Transactions subject to the Alternative approach (Based on the Original Exposure Method)
5	Total transactions subject to own funds requirements for CVA risk	16,011	3,315

CCR3

EU CCR3 - Standardised approach - CCR exposures by regulatory exposure class and risk weights
The table shows EAD for credit counterparty risk (CCR) according to the standardised approach. Amounts are broken down by exposure class and risk weight. The regulatory capital requirement is in line with the previous period.
Sandardised approach - CCR exposures by regulatory portfolio and risk	Risk weight
SEK m	Exposure classes	0%	2%	4%	10%	20%	50%	70%	75%	100%	150%	Others	Total exposure value
1	Central governments or central banks
2	Regional governments or local authorities
3	Public sector entities
4	Multilateral development banks	22	22
5	International organisations
6	Institutions	2,137	524	2,661
7	Corporates	4	4
8	Retail	41	41
9	Institutions and corporates with a short-term credit assessment
10	Other items	7	0	7
11	Total exposure value	22	2,137	524	41	11	0	2,734

CCR4

EU CCR4 - IRB approach - CCR exposures by exposure class and PD scale
The table shows credit counterparty risk (CCR) exposures and risk-weighted assets subject to the IRB Approach. Amounts are broken down by exposure class and obligor grade. The table further specifies average PD, average LGD and resulting risk weights. The total exposure is in line with the previous period.
IRB approach - CCR exposures by exposure class and PD scale	a	b	c	d	e	f	g
SEK m	Exposure class	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 amounts
1	Central Governments and Central Banks	0.00 to <>0.15	9,770	40	45.00%	2.00	201	2.05%
2	Central Governments and Central Banks	0.15 to <>0.25
3	Central Governments and Central Banks	0.25 to <>0.50
4	Central Governments and Central Banks	0.50 to <>0.75
5	Central Governments and Central Banks	0.75 to <>2.50
6	Central Governments and Central Banks	2.50 to <>10.00
7	Central Governments and Central Banks	10.00 to <>100.00
8	Central Governments and Central Banks	100.00 (Default)
9	Central Governments and Central Banks	Subtotal (exposure class)	9,770	40	45.00%	2.00	201	2.05%
10	Institutions	0.00 to <>0.15	10,003	0.11%	49	45.00%	2.00	3,951	39.50%
11	Institutions	0.15 to <>0.25	2,898	0.21%	8	45.00%	2.00	1,828	63.07%
12	Institutions	0.25 to <>0.50
13	Institutions	0.50 to <>0.75	171	0.56%	5	45.00%	3.00	173	101.41%
14	Institutions	0.75 to <>2.50
15	Institutions	2.50 to <>10.00
16	Institutions	10.00 to <>100.00
17	Institutions	100.00 (Default)
18	Institutions	Subtotal (exposure class)	13,072	0.14%	62	45.00%	2.00	5,952	45.54%
19	Corporates	0.00 to <>0.15	14,143	0.12%	841	91.66%	3.00	3,245	35.90%
20	Corporates	0.15 to <>0.25	245	0.21%	7	44.79%	2.00	155	63.27%
21	Corporates	0.25 to <>0.50	1,262	0.75%	151	89.29%	6.00	710	105.56%
22	Corporates	0.50 to <>0.75	84	1.10%	78	76.92%	6.00	33	136.95%
23	Corporates	0.75 to <>2.50	267	3.01%	91	74.67%	6.00	187	140.42%
24	Corporates	2.50 to <>10.00	15	7.58%	10	44.95%	3.00	20	127.77%
25	Corporates	10.00 to <>100.00	9	34.11%	12	89.77%	6.00	20	379.73%
26	Corporates	100.00 (Default)
27	Corporates	Subtotal (exposure class)	16,026	0.33%	1,190	90.52%	4.00	4,370	45.96%
28	Total	Total (all exposures classes)	38,868	0.10%	1,292	45.01%	2.00	10,524	27.08%

CCR5

EU CCR5- Composition of collateral for CCR exposures
The table shows collateral posted or received to support or reduce counterparty credit risk (CCR) exposures related to derivative transactions and securities finance transactions, including transactions cleared through a CCP.
Composition of collateral for CCR exposures	a	b	c	d	e	f	g	h
Collateral used in derivative transactions	Collateral used in SFTs
Fair value of collateral received	Fair value of posted collateral	Fair value of collateral received	Fair value of posted collateral
SEK m	Collateral type	Segregated	Unsegregated	Segregated	Unsegregated	Segregated	Unsegregated	Segregated	Unsegregated
1	Cash - domestic currency	7,888	609	17,181	9,738
2	Cash - other currencies	36,155	9,292	3,244	27,972
3	Domestic sovereign debt	2,349	8,471	16,336
4	Other sovereign debt	451	25,032
5	Government agency debt
6	Corporate bonds	3,575	3,966	446	85	300	20	301
7	Equity securities	515	442	13,245	119	21,301
8	Other collateral
9	Total	50,418	4,481	10,348	526	67,473	139	75,649

CCR6

EU CCR6 - Credit derivatives exposures
The table shows exposures to credit derivative transactions broken down to derivatives bought or sold as well as notional amounts and fair value.
Credit derivatives exposures	a	b
SEK m	Protection bought	Protection sold
Notionals
1	Single-name credit default swaps	734
2	Index credit default swaps	40
3	Total retuswaps
4	Credit options
5	Other credit derivatives
6	Total notionals	774
Fair values
7	Positive fair value (asset)	1	25
8	Negative fair value (liability)	-5	-243

CCR8

EU CCR8 - Exposures to CCPs
The table shows exposures to QCCPs. The total exposure is in line with previous period.
Exposures to QCCPs (total)	a	b
SEK m	Exposure value	RWEA
1	Exposures to QCCPs (total)	266
2	Exposures for trades at QCCPs (excluding initial margin and default fund constributions); of which	2,137	43
3	(i) OTC derivatives	1,839	37
4	(ii) Exchange-traded derivatives	174	3
5	(iii) SFTs	124	2
6	(iv) Netting sets where cross-product netting has been approved
7	Segregated initial margin	2,012
8	Non-segregated initial margin	179	58
9	Prefunded default fund contributions	455	165
10	Unfunded default fund contributions
11	Exposures to non-QCCPs (total)
12	Exposures for trades at non-QCCPs (excluding initial margin and default fund constributions); of which
13	(i) OTC derivatives
14	(ii) Exchange-traded derivatives
15	(iii) SFTs
16	(iv) Netting sets where cross-product netting has been approved
17	Segregated initial margin
18	Non-segregated initial margin
19	Prefunded default fund contributions
20	Unfunded default fund contributions

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Svenska Handelsbanken AB published this content on 15 July 2022 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 15 July 2022 07:14:54 UTC.