Annual Financial Report


OP Mortgage Bank
Financial Statements Bulletin for 2010
9 February 2011, 9.00 am Finnish time (GMT+2)

 

FINANCIAL STATEMENTS BULLETIN FOR 2010

 

OP Mortgage Bank's (OPA) loan portfolio grew to EUR 5,008 million in the January-December period (EUR 4,360 million at the end of 2009)[1].  The bank increased its loan portfolio significantly in May and in October when it purchased housing loans from OP-Pohjola Group member cooperative banks. OPA launched a covered bond issue at a nominal valued of  EUR 1,000 million in June. The covered bond, issued in 2008 at a nominal value of  EUR 1,000 million, matured and were paid off in June.

 

Earnings Development

 

EUR thousandQ4/2010Q4/200920102009
     
Income    
Net interest income4,5774,67516,35014,030
Net commissions and fees-2,055-2,127-8,450-7,970
Net income from trading0-4-10
Net income from investments1021
Other operating income1101926
Total2,5342,5447,9206,086
     
Expenses    
Personnel costs65152288297
Other administrative expenses3743761,396983
Other operating expenses4242141,398864
Total8647433,0822,145
     
Earnings before tax1,6701,8014,8393,941

 

Earnings before tax for October-December amounted to EUR 1,670  thousand (1,801). The net interest income decreased to EUR 4,577 thousand (4,675). Net commissions and fees were negative, as in the previous year, with commission income increasing to EUR 720 thousand (596) and commission expenses to EUR  2,775 thousand (2,723).  Commission expenses stem mainly from commissions paid to OP-Pohjola Group member banks for servicing housing loans. The bank's expenses amounted to EUR 864 thousand (743).  

 

Earnings before tax for January-December amounted to EUR 4,839 thousand (3,941). Net interest income rose to EUR 16,350 thousand (14,030) due to the growth of the loan portfolio.
The bank's expenses increased to EUR 3,082 thousand (2,145). Growth in expenses derived largely from the ICT-services and the professional services purchased in connection with the new covered note programme. OPA did not recognise any loan losses in 2010.  

 

Balance Sheet and Off-balance Sheet Commitments

 

OPA's balance sheet total amounted to EUR 5,191 million on 31 December (EUR 4,555 million).  

 

Change in Major Asset and Liability Items

 

 

EUR Million
31 Dec 2010    30 Sep
      2010
30 June 201031 March 201031 Dec 2009
      
Balance Sheet5,1914,4184,6244,4504,555
Receivables from customers5,0084,2134,3984,2034,360
Receivables from financial institutions6248895655
Debt securities issued to the public3,2873,3303,3323,3363,311
Liabilities to financial institutions1,6408401,0708401,000
Shareholders' equity159143142141140
Off-balance sheet commitments79101215

 

The bank's loan portfolio grew to EUR 5,008 million (4,360)[2]. OPA increased its loan portfolio in the January-December period when it purchased housing loans from OP-Pohjola-Group member banks for EUR 1,411 million.

 

On December 2010, households accounted for 99 per cent (99) of the loan portfolio and housing corporations for 1 per cent (1). The bank's non-performing loans increased but remained at low levels totalling EUR 1,4 million (0,8) on December 2010. No impairment losses on loans were recognised.

 

The carrying amount of the bonds issued to the public totalled EUR 3,287 million (3,311) on 31 December.  OPA issued its fourth covered bond at a nominal value of EUR 1,000 million on international capital markets in June. Moody's Investor Services and Standard & Poor's Rating Services have given the bond their highest credit ratings of Aaa and AAA. The covered bond, issued in 2008 at a nominal value of EUR 1,000 million, matured and were paid off in June. In addition to bonds, OPA funded its operations through financing loans taken out with Pohjola Bank plc. On 31 December, financing loans totalled EUR 1,640 million (1,000).

 

Shareholders' equity increased to EUR 159 million (140). Shareholders' equity increased by EUR 15 million after OP-Pohjola Group Central Cooperative made an additional investment in the company in October.  Retained earnings amounted to EUR 13,8 million (10,2) on 31 December.

 

OPA has hedged against the interest-rate risk associated with its housing loan portfolio through interest-rate swaps, i.e. base rate cash flows from housing loans to be hedged are swapped to short-term Euribor cash flows. OPA has also swapped the fixed interest rates of the bonds it has issued to short-term variable rates. OPA's interest-rate derivative portfolio totalled EUR 9,622 million (7,832). All derivative contracts have been concluded for hedging purposes. Pohjola Bank plc is the counterparty to all derivative contracts.

 

Development of Capital Adequacy

 

OPA's capital adequacy ratio stood at 9,7 % on 31 December. Shareholder's equity increased by EUR 15 million in October when OP-Pohjola Group Central Cooperative made an additional investment in OPA.  OPA calculates its capital adequacy in compliance with Basel II. The capital requirement for credit risk is calculated using the Standardised Approach. With respect to the capital adequacy requirement for operational risks, OPA adopted the Standardised Approach in the report period.

 

OWN FUNDS, EUR thousand31 Dec
2010
30 Sep
2010
30 June 201031 March 201031 Dec 2009
Tier I157,669141,513140,764140,057139,067
     of which capital loans     
Tier II20,00020,00020,00020,00020,000
Decreases     
Total177,669161,513160,764160,057159,067
      
Risk-weighted receivables, investments and off-balance sheet commitments 

1,836,279
1,556,9491,627,2081,562,9891,622,243
      
Capital adequacy ratio, %9.710.49.910.29.8
      
Tier I ratio to risk-weighted receivables, investments and off-balance sheet commitments 8.69.18.79.08.6

 

The increase in shareholders' equity arising from the measurement of pension liabilities and the assets covering them, under IFRS, is not considered own funds. Furthermore, intangible assets was also deducted from own funds.

 

Risk-weighted receivables, investments and off balance-sheet commitments,  EUR thousand31 Dec
2010
30 Sep
2010
30 June 2010              31 March 201031 Dec 2009
      
 Receivables and investments1,824,7981,543,4761,613,8511,548,9501,610,079
  Off-balance-sheet items2,7482,6212,5053,1874,039
 Market risk-----
 Operational risks8,73310,85210,85210,8528,125
Risk-weighted receivables, investments and off balance-sheet commitments, total 

 

1,836,279
 

 

1,556,949
 

 

1,627,208
 

 

1,562,989
 

 

1,622,243

 

The increase in the amount of risk-weighted receivables was due to an increased loan portfolio.

 

Joint Responsibility and Joint Security

 

Under the Act on Cooperative Banks and Other Cooperative Credit Institutions, the amalgamation of the cooperative banks comprises the organisation's central institution (OP-Pohjola Group Central Cooperative), the Central Cooperative's member credit institutions and the companies belonging to their consolidation groups. This amalgamation is supervised on a consolidated basis. The Central Cooperative and its member banks are ultimately responsible for each other's liabilities and commitments. The Central Cooperative's members at the end of the report period comprised OP-Pohjola  Group's 213 member banks as well as Pohjola Bank plc, Helsinki OP Bank Plc,  OP Mortgage Bank and OP-Kotipankki Plc. OP-Pohjola Group's insurance companies do not fall within the scope of joint responsibility.

 

The central institution is obligated to provide its member credit institutions with instructions on their internal supervision and risk management, their operations in securing liquidity and capital adequacy, and compliance with uniform accounting principles in preparing the coalition's consolidated financial statements.

 

The central institution and its member credit institutions are jointly responsible for the liabilities of the central institution or a member credit institution placed in liquidation or bankruptcy that cannot be paid from its assets. The liability is divided between the central institution and the member credit institutions in ratios following the balance sheet total.

 

Inspite of the joint responsibility and the joint security, pursuant to Section 25 of the Act on Mortgage Credit Bank Operations, the holder of a bond with mortgage collateral shall, notwithstanding the liquidation or bankruptcy of a mortgage credit bank, have the right to receive payment, before other claims, for the entire loan period of the bond, in accordance with the contract terms, from the funds entered as collateral for the bond.

 

Personnel

 

On 31 December, OPA had five employees. It purchases all key support services from Central Cooperative and its Group companies, which reduces the need for more staff.

 

Administration

 

The General Meeting held in August confirmed the composition of the new Board of Directors. Mr. Harri Luhtala, Chief Financial Officer, OP-Pohjola Group Central Cooperative was elected as a new member of the Board of Directors and Mr. Harri Nummela was left out of the Board of Directors. The Board composition is as follows:

 

Chairman   Harri Luhtala  Chief Financial Officer, OP-Pohjola      Group Central Cooperative
Vice Chairman   Mikko Hyttinen   Senior Vice President, OP-Pohjola Group        Central Cooperative
Members   Sakari Haapakoski   Bank Manager, Oulun Osuuspankki
   Jari Himanen   Managing Director, Etelä-Karjalan        Osuuspankki 
Hanno Hirvinen   Executive Vice President, Pohjola Bank plc
                        Heikki Kananen                        Managing Director, Mäntsälän Osuuspankki
                        Matti Nykänen              Senior Vice President, OP-Pohjola Group                                                         Central Cooperative
Mikko Rosenlund   Managing Director, Tampereen Seudun     Osuuspankki
   
Managing Director       Lauri Iloniemi.

 

Outlook

 

The existing issuance programme will make it possible to issue new covered bonds in 2011.    The overall quality of the credit portfolio is expected to remain strong.

 

Income Statement

 

EUR thousandQ4/2010Q4/200920102009
     
Interest income19,40714,00563,31468,928
Interest expenses14,8299,33046,96354,899
Net interest income4,5774,67516,35014,030
Net commissions and fees-2,055-2,127-8,450-7,970
Net income from trading0-4-10
Net income from investments1021
Other operating income1101926
Personnel costs65152288297
Other administrative expenses3743751,396983
Other operative expenses4242141,398864
Earnings before tax1,6701,8014,8393,941
Income taxes5054691,2641,017
Profit for the period1,1641,3333,5742,924

 

Key Ratios

 

 Q4/2010Q4/200920102009
Return on equity (ROE), %3.14.72.42.6
Cost/income ratio, %34293935

 

Calculation of key ratios

 

Return on equity, % = Annualised profit for the period / Equity capital (average equity capital at the beginning and end of the period) × 100

 

Cost/income ratio, % = Personnel costs + Other administrative expenses + Other operating expenses / Net interest income + Net commission income + Net income from trading + Total net income from investments + Other operating income × 100

 

Balance Sheet

 

EUR thousand30 Dec
2010
30 Sep
2010
30 June 201031 March 201031 Dec 2009
      
Receivables from financial institutions61,67348,37388,81556,09355,017
Derivative contracts71,25595,897103,94594,37875,934
Receivables from customers5,008,3814,212,5964,398,0894,202,7334,360,036
Investments assets1717171717
Intangible assets914954942886942
Tangible assets34455
Other assets48,79059,98532,44195,52463,177
Tax receivables     
Total assets5,191,0344,417,8264,624,2524,449,6344,555,128
      
Liabilities to financial institutions1,640,000840,0001,070,000840,0001,000,000
Derivative contracts21,8355,41712,0125,75611,971
Debt securities issued to the public3,286,7473,329,6403,331,7363,336,0603,310,811
Reserves and other liabilities63,51380,00048,390106,23371,727
Tax liabilities140135219450395
Subordinated debt securities20,00020,00020,00020,00020,000
Total liabilities5,032,2354,275,1924,482,3564,308,5004,414,904
Shareholders' equity     
  Share capital60,00060,00060,00060,00060,000
  Reserve for invested unrestricted              . equity85,00070,00070,00070,00070,000
  Retained earnings13,79912,63511,89611,13510,224
Total equity158,799142,635141,896141,135140,224
Total liabilities and shareholders' equity5,191,0344,417,8264,624,2524,449,6344,555,128

 

Off-balance Sheet Commitments

EUR thousand30 Dec
2010
30 Sep
2010
30 June 201031 March 201031 Dec 2009
Binding credit commitments7,4568,8209,93912,24515,108

 

Change Calculation on Shareholders' Equity

 

EUR thousandShare capital 

Other reserves
Retained earningsTotal equity
Shareholders' equity 1 Jan 200960,00020,0007,31787,317
Reserve for invested unrestricted              equity 50,000 50,000
Profit for the period  2,9242,924
Other changes  -18-18
Shareholders' equity 31 Dec 200960,00070,00010,224140,224
     
EUR thousandShare capital 

Other reserves
Retained earningsTotal equity
Shareholders' equity 1 Jan 201060,00070,00010,224140,224
Reserve for invested unrestricted              equity 15,000  15,000
Profit for the period  3,5743,574
Other changes   0
Shareholders' equity 31 Dec 201060,00085,00013,799158,799

 

Cash Flow Statement

 

EUR thousand20102009
   
Liquid assets 1 January41,12818,379
Cash flow from operations10,597-1,256,212
Cash flow from investments-246-440
Cash flow from financing10,1931,279,401
Liquid assets 31 December61,67241,128

 

The cash flow statement presents the cash flows for the period on the cash basis, divided into cash flows from operations, investments and financing. Cash flows from operations includes the cash flows generated from day-to-day operations. Cash flow from investments includes payments related to tangible and intangible assets, investments held to maturity and shares that are not considered as belonging to cash flow from operations. Cash flow from financing includes cash flows originating in the financing of operations either on equity or liability terms from money or capital market. Liquid assets include cash in hand and receivables from financial institutions payable on demand.  The statement has been prepared using the indirect method.

 

Fair values of financial assets and liabilities  
EUR ThousandLoans and  receivablesRecognised at fair value through profit or loss Available for saleTotal
Financial assets   
Receivables from financial institutions61,673  61,673
Derivative contracts 71,255 71,255
Receivables from customers5,008,381  5,008,381
Equities  1717
Other receivables48,790  48,790
Balance at 31 December 20105,118,84471,255175,190,117
Balance at 31 December 20094,478,23575,934174,554,186
    
EUR Thousand Recognised at fair value through profit or loss Other
liabilities
Total
Liabilities to financial institutions- 1,640,0001,640,000
Derivative contracts-21,835 21,835
Debt securities issued to the public- 3,286,7473,286,747
Subordinated liabilities- 20,00020,000
Other liabilities- 63,65363,653
Balance at 31 December 2010-21,8355,010,3995,032,235
Balance at 31 December 2009-11,9714,402,9334,414,904

 

Debt securities issued to the public are carried at amortised cost.  On 31 December 2010, the fair value of these debt instruments was approximately EUR 63 343 thousand higher than their carrying amount, based on information available in markets and employing commonly used valuation techniques. Subordinated liabilities are carried at amortised cost. Their  fair value are substantially lower than their carrying amount, but determining fair values realiably is difficult in the current market situation.

 

Derivative Contracts 31 December 2010

 

EUR thousandNominal values/the remaining maturityFair values 

Credit counter-value
 Less than 1 year1-5 yearsMore than 5 yearsTotalAssets Liabilities
Interest rate derivatives       
Hedging364,2619,258,120-9,622,38171,25521,835144,451
Trading       
Total364,2619,258,120-9,622,38171,25521,835144,451

 

Derivative Contracts 31 December 2009

 

EUR thousandNominal values/the remaining maturityFair values 

Credit counter-value
 Less than 1 year1-5 yearsMore than 5 yearsTotalAssets Liabilities
Interest rate derivatives       
Hedging2,227,3765,605,061-7,832,43675,93411,971156,431
Trading       
Total2,227,3765,605,061-7,832,43675,93411,971156,431

 

 

All derivative contracts have been entered into for hedging purposes, regardless of their classification in accounting.

 

Related-party transactions

 

OPA's related parties include OP-Pohjola Group Central Cooperative and its subsidiaries, the OP-Pohjola Group pension insurance organisations OP-Pension Fund and OP-Pension Foundation, and the company's administrative personnel. Standard terms and conditions for credit are applied to loans granted to the related parties. Loans are tied to generally used reference rates. Related-party transactions have not undergone any substantial changes since 31 December 2009.

 

The Financial Statements Bulletin for 1 January - 31 December 2010 has been prepared in accordance with IAS 34 (Interim Financial Reporting), as approved by the EU.  The Financial Statements 2010 contain a description of the accounting policies applied. Given that all figures have been rounded off, the sum total of individual figures may deviate from the presented sums.

 

Helsinki, 9 February 2011

 

OP Mortgage Bank
Board of Directors

 

 

For further information, please contact Mr Lauri Iloniemi, Managing Director, tel. +358 10 252 3541
[1] For balance sheet and other cross-sectional figures, the point of comparison is the figure at the end of 2009. Comparatives deriving from the income statement are based on figures reported for the corresponding period a year ago.