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    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2023-01-01T00:00:00",
    "ifrs-full:ComponentsOfEquityAxis": "ifrs-full:RetainedEarningsMember",
    "unit": "iso4217:DKK"
   }
  },
  "fact1513": {
   "value": "0",
   "decimals": 0,
   "dimensions": {
    "concept": "ifrs-full:Equity",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2023-01-01T00:00:00",
    "ifrs-full:ComponentsOfEquityAxis": "danskebank:ProposedDividendMember",
    "unit": "iso4217:DKK"
   }
  },
  "fact1515": {
   "value": "160318000000",
   "decimals": -6,
   "dimensions": {
    "concept": "ifrs-full:Equity",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2023-01-01T00:00:00",
    "ifrs-full:ComponentsOfEquityAxis": "ifrs-full:EquityAttributableToOwnersOfParentMember",
    "unit": "iso4217:DKK"
   }
  },
  "fact1517": {
   "value": "0",
   "decimals": 0,
   "dimensions": {
    "concept": "ifrs-full:Equity",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2023-01-01T00:00:00",
    "ifrs-full:ComponentsOfEquityAxis": "danskebank:AdditionalTier1CapitalMember",
    "unit": "iso4217:DKK"
   }
  },
  "fact1213": {
   "value": "160318000000",
   "decimals": -6,
   "dimensions": {
    "concept": "ifrs-full:Equity",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2023-01-01T00:00:00",
    "unit": "iso4217:DKK"
   }
  },
  "fact1519": {
   "value": "Dividend \u00a0\n\t\t\t\t\tTo ensure prudent capital management with a high degree of flexibility in light of the Estonia matter, the general meeting adopted the proposal for an initial \u00a0\n\t\t\t\t\tdividend payment of\u00a0DKK 2 per\u00a0share that was\u00a0paid out in March 2022. The remaining DKK 5.5 per share was intended to be paid out in three tranches \u00a0\n\t\t\t\t\tfollowing the publication of the interim reports in\u00a02022, subject to a decision by the Board of Directors. On 28 April 2022, the Board of Directors decided \u00a0\n\t\t\t\t\tthat Danske Bank\u00a0would not pay out dividends in connection with the interim report for the first quarter of 2022 as Danske Bank had entered into initial \u00a0\n\t\t\t\t\tdiscussions with U.S. and Danish\u00a0authorities on\u00a0the resolution of the Estonia matter. No dividends were paid out in connection with the interim report for the \u00a0\n\t\t\t\t\tsecond quarter of 2022\u00a0as the discussions with authorities were still ongoing. In light of the additional provision for the Estonia matter made in the third \u00a0\n\t\t\t\t\tquarter of 2022, the Board of Directors has decided to cancel the remaining dividend for 2021. \u00a0\n\t\t\t\t\tIn 2022 Danske Bank made an additional provision of DKK 13,800 related to the Estonia matter. Consequently, the Board of Directors will propose to the \u00a0\n\t\t\t\t\tannual general meeting in 2023 that no dividend be paid out for 2022. Danske\u00a0Bank\u2019s dividend\u00a0policy remains\u00a0unchanged, targeting a dividend of 40-60% of \u00a0\n\t\t\t\t\tnet profit. \u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2020 \u00a0\n\t\t\t\t\t2019 \u00a0\n\t\t\t\t\t2018 \u00a0\n\t\t\t\t\tHighlights \u00a0\n\t\t\t\t\tNet interest and fee income \u00a0\n\t\t\t\t\t39,773 \u00a0\n\t\t\t\t\t39,266 \u00a0\n\t\t\t\t\t39,004 \u00a0\n\t\t\t\t\t38,749 \u00a0\n\t\t\t\t\t39,496 \u00a0\n\t\t\t\t\tValue adjustments \u00a0\n\t\t\t\t\t-33,248 \u00a0\n\t\t\t\t\t36,225 \u00a0\n\t\t\t\t\t22,340 \u00a0\n\t\t\t\t\t34,034 \u00a0\n\t\t\t\t\t-10,332 \u00a0\n\t\t\t\t\tStaff costs and administrative\u00a0expenses* \u00a0\n\t\t\t\t\t25,821 \u00a0\n\t\t\t\t\t24,973 \u00a0\n\t\t\t\t\t26,289 \u00a0\n\t\t\t\t\t24,700 \u00a0\n\t\t\t\t\t22,321 \u00a0\n\t\t\t\t\tProvision for Estonia matter \u00a0\n\t\t\t\t\t13,800 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,500 \u00a0\n\t\t\t\t\tLoan impairment charges \u00a0\n\t\t\t\t\t1,502 \u00a0\n\t\t\t\t\t141 \u00a0\n\t\t\t\t\t7,089 \u00a0\n\t\t\t\t\t1,729 \u00a0\n\t\t\t\t\t-387 \u00a0\n\t\t\t\t\tIncome from associates and group undertakings \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t226 \u00a0\n\t\t\t\t\t-93 \u00a0\n\t\t\t\t\t386 \u00a0\n\t\t\t\t\t451 \u00a0\n\t\t\t\t\tNet profit \u00a0\n\t\t\t\t\t-5,068 \u00a0\n\t\t\t\t\t12,920 \u00a0\n\t\t\t\t\t4,589 \u00a0\n\t\t\t\t\t15,072 \u00a0\n\t\t\t\t\t14,862 \u00a0\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t2,015,496 \u00a0\n\t\t\t\t\t2,051,903 \u00a0\n\t\t\t\t\t2,047,930 \u00a0\n\t\t\t\t\t2,150,059 \u00a0\n\t\t\t\t\t2,043,580 \u00a0\n\t\t\t\t\tTotal equity \u00a0\n\t\t\t\t\t160,318 \u00a0\n\t\t\t\t\t176,704 \u00a0\n\t\t\t\t\t168,679 \u00a0\n\t\t\t\t\t170,508 \u00a0\n\t\t\t\t\t163,276 \u00a0\n\t\t\t\t\tTotal assets \u00a0\n\t\t\t\t\t3,762,999 \u00a0\n\t\t\t\t\t3,935,834 \u00a0\n\t\t\t\t\t4,109,231 \u00a0\n\t\t\t\t\t3,761,050 \u00a0\n\t\t\t\t\t3,578,467 \u00a0\n\t\t\t\t\t*In 2018, provision for Estonia matter of DKK 1,500 million has been reclassified from Staff costs and administrative expenses to Provision for Estonis matter. \u00a0\n\t\t\t\t\tRatios \u00a0\n\t\t\t\t\tTotal capital ratio (%) \u00a0\n\t\t\t\t\t22.1 \u00a0\n\t\t\t\t\t22.4 \u00a0\n\t\t\t\t\t23.0 \u00a0\n\t\t\t\t\t22.7 \u00a0\n\t\t\t\t\t21.3 \u00a0\n\t\t\t\t\tTier 1 capital ratio (%) \u00a0\n\t\t\t\t\t19.6 \u00a0\n\t\t\t\t\t20.0 \u00a0\n\t\t\t\t\t20.5 \u00a0\n\t\t\t\t\t20.4 \u00a0\n\t\t\t\t\t20.1 \u00a0\n\t\t\t\t\tReturn on equity before tax (%) \u00a0\n\t\t\t\t\t-1.4 \u00a0\n\t\t\t\t\t9.6 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t8.3 \u00a0\n\t\t\t\t\t11.7 \u00a0\n\t\t\t\t\tReturn on equity after tax (%) \u00a0\n\t\t\t\t\t-3.0 \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t9.0 \u00a0\n\t\t\t\t\t9.0 \u00a0\n\t\t\t\t\tIncome/cost ratio\u00a0(%) \u00a0\n\t\t\t\t\t95.3 \u00a0\n\t\t\t\t\t153.5 \u00a0\n\t\t\t\t\t115.8 \u00a0\n\t\t\t\t\t140.3 \u00a0\n\t\t\t\t\t169.9 \u00a0\n\t\t\t\t\tInterest rate risk (%) \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\tForeign exchange position (%) \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t23.4 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tForeign exchange risk (%) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoans plus impairment charges as % of deposits \u00a0\n\t\t\t\t\t155.3 \u00a0\n\t\t\t\t\t153.7 \u00a0\n\t\t\t\t\t149.1 \u00a0\n\t\t\t\t\t181.5 \u00a0\n\t\t\t\t\t185.9 \u00a0\n\t\t\t\t\tLiquidity coverage\u00a0ratio (%) \u00a0\n\t\t\t\t\t151.0 \u00a0\n\t\t\t\t\t163.7 \u00a0\n\t\t\t\t\t153.5 \u00a0\n\t\t\t\t\t140.1 \u00a0\n\t\t\t\t\t120.6 \u00a0\n\t\t\t\t\tSum of large exposures as % of CET1 capital \u00a0\n\t\t\t\t\t120.2 \u00a0\n\t\t\t\t\t108.7 \u00a0\n\t\t\t\t\t128.6 \u00a0\n\t\t\t\t\t138.1 \u00a0\n\t\t\t\t\t115.1 \u00a0\n\t\t\t\t\tImpairment ratio (%) \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tGrowth in loans (%) \u00a0\n\t\t\t\t\t-1.7 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\tLoans as % of equity \u00a0\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t11.6 \u00a0\n\t\t\t\t\t12.1 \u00a0\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t12.5 \u00a0\n\t\t\t\t\tReturn on assets (%) \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\tEarnings per share (Nominal value DKK 100) \u00a0\n\t\t\t\t\t-6.1 \u00a0\n\t\t\t\t\t14.6 \u00a0\n\t\t\t\t\t4.7 \u00a0\n\t\t\t\t\t16.7 \u00a0\n\t\t\t\t\t16.2 \u00a0\n\t\t\t\t\tBook value per share (DKK) \u00a0\n\t\t\t\t\t188.4 \u00a0\n\t\t\t\t\t207.1 \u00a0\n\t\t\t\t\t197.6 \u00a0\n\t\t\t\t\t199.7 \u00a0\n\t\t\t\t\t191.0 \u00a0\n\t\t\t\t\tProposed dividend per share (DKK) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\tShare price end of period/earnings per share (DKK) \u00a0\n\t\t\t\t\t-22.7 \u00a0\n\t\t\t\t\t7.7 \u00a0\n\t\t\t\t\t21.3 \u00a0\n\t\t\t\t\t6.4 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\tShare price end of period/book value per share (DKK) \u00a0\n\t\t\t\t\t0.73 \u00a0\n\t\t\t\t\t0.55 \u00a0\n\t\t\t\t\t0.51 \u00a0\n\t\t\t\t\t0.54 \u00a0\n\t\t\t\t\t0.67 \u00a0\n\t\t\t\t\tThe ratios and key figures are calculated in accordance with the requirements stipulated\u00a0in the Danish FSA\u2019s Executive\u00a0Order on Financial Reports for \u00a0\n\t\t\t\t\tCredit Institutions\u00a0and Investment\u00a0Companies, etc., and on the basis of IFRS figures except where otherwise indicated. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfDividendsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1522": {
   "value": "Earnings per\u00a0share (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tNet profit attributable to the shareholders of the parent company \u00a0\n\t\t\t\t\t-5,154 \u00a0\n\t\t\t\t\t12,469 \u00a0\n\t\t\t\t\tNumber of shares issued at 1 January \u00a0\n\t\t\t\t\t862,184,621 862,184,621 \u00a0\n\t\t\t\t\tAverage number of own shares held by the Group (including share buy-back programme) \u00a0\n\t\t\t\t\t10,422,647 8,804,138 \u00a0\n\t\t\t\t\tAverage number of shares outstanding \u00a0\n\t\t\t\t\t851,606,850 853,352,805 \u00a0\n\t\t\t\t\tNumber of dilutive\u00a0shares issued for share-based payments \u00a0\n\t\t\t\t\t4,590,464 621,939 \u00a0\n\t\t\t\t\tAdjusted average number of shares outstanding\u00a0after share capital reduction,\u00a0including dilutive shares \u00a0\n\t\t\t\t\t856,197,314 853,974,744 \u00a0\n\t\t\t\t\tEarnings per share (DKK) \u00a0\n\t\t\t\t\t-6.1 \u00a0\n\t\t\t\t\t14.6 \u00a0\n\t\t\t\t\tDiluted earnings\u00a0per share (DKK) \u00a0\n\t\t\t\t\t-6.0 \u00a0\n\t\t\t\t\t14.6 \u00a0\n\t\t\t\t\tThe share capital consists of shares of a nominal value of DKK 10 each. All shares carry the same rights; there is thus only one class of shares. \u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2020 \u00a0\n\t\t\t\t\t2019 \u00a0\n\t\t\t\t\t2018 \u00a0\n\t\t\t\t\tHighlights \u00a0\n\t\t\t\t\tNet interest and fee income \u00a0\n\t\t\t\t\t39,773 \u00a0\n\t\t\t\t\t39,266 \u00a0\n\t\t\t\t\t39,004 \u00a0\n\t\t\t\t\t38,749 \u00a0\n\t\t\t\t\t39,496 \u00a0\n\t\t\t\t\tValue adjustments \u00a0\n\t\t\t\t\t-33,248 \u00a0\n\t\t\t\t\t36,225 \u00a0\n\t\t\t\t\t22,340 \u00a0\n\t\t\t\t\t34,034 \u00a0\n\t\t\t\t\t-10,332 \u00a0\n\t\t\t\t\tStaff costs and administrative\u00a0expenses* \u00a0\n\t\t\t\t\t25,821 \u00a0\n\t\t\t\t\t24,973 \u00a0\n\t\t\t\t\t26,289 \u00a0\n\t\t\t\t\t24,700 \u00a0\n\t\t\t\t\t22,321 \u00a0\n\t\t\t\t\tProvision for Estonia matter \u00a0\n\t\t\t\t\t13,800 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,500 \u00a0\n\t\t\t\t\tLoan impairment charges \u00a0\n\t\t\t\t\t1,502 \u00a0\n\t\t\t\t\t141 \u00a0\n\t\t\t\t\t7,089 \u00a0\n\t\t\t\t\t1,729 \u00a0\n\t\t\t\t\t-387 \u00a0\n\t\t\t\t\tIncome from associates and group undertakings \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t226 \u00a0\n\t\t\t\t\t-93 \u00a0\n\t\t\t\t\t386 \u00a0\n\t\t\t\t\t451 \u00a0\n\t\t\t\t\tNet profit \u00a0\n\t\t\t\t\t-5,068 \u00a0\n\t\t\t\t\t12,920 \u00a0\n\t\t\t\t\t4,589 \u00a0\n\t\t\t\t\t15,072 \u00a0\n\t\t\t\t\t14,862 \u00a0\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t2,015,496 \u00a0\n\t\t\t\t\t2,051,903 \u00a0\n\t\t\t\t\t2,047,930 \u00a0\n\t\t\t\t\t2,150,059 \u00a0\n\t\t\t\t\t2,043,580 \u00a0\n\t\t\t\t\tTotal equity \u00a0\n\t\t\t\t\t160,318 \u00a0\n\t\t\t\t\t176,704 \u00a0\n\t\t\t\t\t168,679 \u00a0\n\t\t\t\t\t170,508 \u00a0\n\t\t\t\t\t163,276 \u00a0\n\t\t\t\t\tTotal assets \u00a0\n\t\t\t\t\t3,762,999 \u00a0\n\t\t\t\t\t3,935,834 \u00a0\n\t\t\t\t\t4,109,231 \u00a0\n\t\t\t\t\t3,761,050 \u00a0\n\t\t\t\t\t3,578,467 \u00a0\n\t\t\t\t\t*In 2018, provision for Estonia matter of DKK 1,500 million has been reclassified from Staff costs and administrative expenses to Provision for Estonis matter. \u00a0\n\t\t\t\t\tRatios \u00a0\n\t\t\t\t\tTotal capital ratio (%) \u00a0\n\t\t\t\t\t22.1 \u00a0\n\t\t\t\t\t22.4 \u00a0\n\t\t\t\t\t23.0 \u00a0\n\t\t\t\t\t22.7 \u00a0\n\t\t\t\t\t21.3 \u00a0\n\t\t\t\t\tTier 1 capital ratio (%) \u00a0\n\t\t\t\t\t19.6 \u00a0\n\t\t\t\t\t20.0 \u00a0\n\t\t\t\t\t20.5 \u00a0\n\t\t\t\t\t20.4 \u00a0\n\t\t\t\t\t20.1 \u00a0\n\t\t\t\t\tReturn on equity before tax (%) \u00a0\n\t\t\t\t\t-1.4 \u00a0\n\t\t\t\t\t9.6 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t8.3 \u00a0\n\t\t\t\t\t11.7 \u00a0\n\t\t\t\t\tReturn on equity after tax (%) \u00a0\n\t\t\t\t\t-3.0 \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t9.0 \u00a0\n\t\t\t\t\t9.0 \u00a0\n\t\t\t\t\tIncome/cost ratio\u00a0(%) \u00a0\n\t\t\t\t\t95.3 \u00a0\n\t\t\t\t\t153.5 \u00a0\n\t\t\t\t\t115.8 \u00a0\n\t\t\t\t\t140.3 \u00a0\n\t\t\t\t\t169.9 \u00a0\n\t\t\t\t\tInterest rate risk (%) \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\tForeign exchange position (%) \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t23.4 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tForeign exchange risk (%) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoans plus impairment charges as % of deposits \u00a0\n\t\t\t\t\t155.3 \u00a0\n\t\t\t\t\t153.7 \u00a0\n\t\t\t\t\t149.1 \u00a0\n\t\t\t\t\t181.5 \u00a0\n\t\t\t\t\t185.9 \u00a0\n\t\t\t\t\tLiquidity coverage\u00a0ratio (%) \u00a0\n\t\t\t\t\t151.0 \u00a0\n\t\t\t\t\t163.7 \u00a0\n\t\t\t\t\t153.5 \u00a0\n\t\t\t\t\t140.1 \u00a0\n\t\t\t\t\t120.6 \u00a0\n\t\t\t\t\tSum of large exposures as % of CET1 capital \u00a0\n\t\t\t\t\t120.2 \u00a0\n\t\t\t\t\t108.7 \u00a0\n\t\t\t\t\t128.6 \u00a0\n\t\t\t\t\t138.1 \u00a0\n\t\t\t\t\t115.1 \u00a0\n\t\t\t\t\tImpairment ratio (%) \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tGrowth in loans (%) \u00a0\n\t\t\t\t\t-1.7 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\tLoans as % of equity \u00a0\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t11.6 \u00a0\n\t\t\t\t\t12.1 \u00a0\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t12.5 \u00a0\n\t\t\t\t\tReturn on assets (%) \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\tEarnings per share (Nominal value DKK 100) \u00a0\n\t\t\t\t\t-6.1 \u00a0\n\t\t\t\t\t14.6 \u00a0\n\t\t\t\t\t4.7 \u00a0\n\t\t\t\t\t16.7 \u00a0\n\t\t\t\t\t16.2 \u00a0\n\t\t\t\t\tBook value per share (DKK) \u00a0\n\t\t\t\t\t188.4 \u00a0\n\t\t\t\t\t207.1 \u00a0\n\t\t\t\t\t197.6 \u00a0\n\t\t\t\t\t199.7 \u00a0\n\t\t\t\t\t191.0 \u00a0\n\t\t\t\t\tProposed dividend per share (DKK) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\tShare price end of period/earnings per share (DKK) \u00a0\n\t\t\t\t\t-22.7 \u00a0\n\t\t\t\t\t7.7 \u00a0\n\t\t\t\t\t21.3 \u00a0\n\t\t\t\t\t6.4 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\tShare price end of period/book value per share (DKK) \u00a0\n\t\t\t\t\t0.73 \u00a0\n\t\t\t\t\t0.55 \u00a0\n\t\t\t\t\t0.51 \u00a0\n\t\t\t\t\t0.54 \u00a0\n\t\t\t\t\t0.67 \u00a0\n\t\t\t\t\tThe ratios and key figures are calculated in accordance with the requirements stipulated\u00a0in the Danish FSA\u2019s Executive\u00a0Order on Financial Reports for \u00a0\n\t\t\t\t\tCredit Institutions\u00a0and Investment\u00a0Companies, etc., and on the basis of IFRS figures except where otherwise indicated. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfEarningsPerShareExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1524": {
   "value": "Number of shares outstanding \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIssued at 1 January \u00a0\n\t\t\t\t\t862,184,621 862,184,621 \u00a0\n\t\t\t\t\tHolding of own shares \u00a0\n\t\t\t\t\t11,237,849 8,832,178 \u00a0\n\t\t\t\t\tShares outstanding\u00a0at 31 December \u00a0\n\t\t\t\t\t850,946,772 853,352,443 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tNumber \u00a0\n\t\t\t\t\tNumber \u00a0\n\t\t\t\t\tValue \u00a0\n\t\t\t\t\tValue \u00a0\n\t\t\t\t\tHolding of own shares \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tTrading portfolio \u00a0\n\t\t\t\t\t5,301,082 \u00a0\n\t\t\t\t\t4,223,165 \u00a0\n\t\t\t\t\t728 \u00a0\n\t\t\t\t\t477 \u00a0\n\t\t\t\t\tInvestment on behalf of customers \u00a0\n\t\t\t\t\t5,936,767 \u00a0\n\t\t\t\t\t4,609,013 \u00a0\n\t\t\t\t\t815 \u00a0\n\t\t\t\t\t521 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t11,237,849 \u00a0\n\t\t\t\t\t8,832,178 \u00a0\n\t\t\t\t\t1543 \u00a0\n\t\t\t\t\t998 \u00a0\n\t\t\t\t\tDanske Bank Group accounts for all shares issued by Danske Bank A/S and held by Danske\u00a0Bank Group\u00a0as own shares that are eliminated in the statement \u00a0\n\t\t\t\t\tof changes in shareholders' equity. The disclosures above clarify the purpose of the acquisitions made by Danske Bank Group of its own shares. \u00a0\n\t\t\t\t\tInvestment \u00a0\n\t\t\t\t\tTrading \u00a0\n\t\t\t\t\ton behalf \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tportfolio \u00a0\n\t\t\t\t\tof customers \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tHolding as at 1 January \u00a0\n\t\t\t\t\t477 \u00a0\n\t\t\t\t\t521 \u00a0\n\t\t\t\t\t998 \u00a0\n\t\t\t\t\t859 \u00a0\n\t\t\t\t\tAcquisition of\u00a0own shares \u00a0\n\t\t\t\t\t18,119 \u00a0\n\t\t\t\t\t609 \u00a0\n\t\t\t\t\t18,728 \u00a0\n\t\t\t\t\t19,754 \u00a0\n\t\t\t\t\tSale of own shares \u00a0\n\t\t\t\t\t17,836 \u00a0\n\t\t\t\t\t464 \u00a0\n\t\t\t\t\t18,301 \u00a0\n\t\t\t\t\t19,715 \u00a0\n\t\t\t\t\tValue adjustment \u00a0\n\t\t\t\t\t-32 \u00a0\n\t\t\t\t\t150 \u00a0\n\t\t\t\t\t118 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tHolding as\u00a0at 31\u00a0December \u00a0\n\t\t\t\t\t728 \u00a0\n\t\t\t\t\t815 \u00a0\n\t\t\t\t\t1,543 \u00a0\n\t\t\t\t\t998 \u00a0\n\t\t\t\t\tThe Board of Directors is authorised to let\u00a0Danske Bank\u00a0acquire own shares up to a total nominal amount of 10% of the share capital. The shares may be \u00a0\n\t\t\t\t\theld for ownership or provided as collateral. If shares are acquired for ownership, the acquisition price may not deviate\u00a0by more than 10% from the price \u00a0\n\t\t\t\t\tquoted at\u00a0the time of\u00a0acquisition. Danske Bank A/S has obtained permission from the Danish Financial Supervisory Authority to acquire own shares f\u00a0or \u00a0\n\t\t\t\t\tmarket-making purposes etc. and this amount is deducted from the Group\u2019s common equity\u00a0tier 1 capital. \u00a0Total capital and total capital ratio \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tTotal equity \u00a0\n\t\t\t\t\t160,318 \u00a0\n\t\t\t\t\t176,704 \u00a0\n\t\t\t\t\tRevaluation of\u00a0domicile property at fair value \u00a0\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\tTax effect of revaluation of domicile property at fair value \u00a0\n\t\t\t\t\t-28 \u00a0\n\t\t\t\t\t-23 \u00a0\n\t\t\t\t\tTotal equity calculated in accordance with the rules of the Danish FSA \u00a0\n\t\t\t\t\t160,506 \u00a0\n\t\t\t\t\t176,881 \u00a0\n\t\t\t\t\tAdditional tier\u00a01 capital\u00a0instruments included in total equity \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-5,419 \u00a0\n\t\t\t\t\tAccrued interest on additional\u00a0tier 1 capital instruments \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-78 \u00a0\n\t\t\t\t\tCommon equity tier 1 capital instruments \u00a0\n\t\t\t\t\t160,506 \u00a0\n\t\t\t\t\t171,384 \u00a0\n\t\t\t\t\tAdjustment to\u00a0eligible capital instruments \u00a0\n\t\t\t\t\t-222 \u00a0\n\t\t\t\t\t-104 \u00a0\n\t\t\t\t\tIFRS 9 reversal due to transitional\u00a0rules \u00a0\n\t\t\t\t\t3,063 \u00a0\n\t\t\t\t\t2,593 \u00a0\n\t\t\t\t\tPrudent valuation \u00a0\n\t\t\t\t\t-1,338 \u00a0\n\t\t\t\t\t-983 \u00a0\n\t\t\t\t\tPrudential filters \u00a0\n\t\t\t\t\t-567 \u00a0\n\t\t\t\t\t-173 \u00a0\n\t\t\t\t\tExpected/proposed dividends \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-6,466 \u00a0\n\t\t\t\t\tIntangible assets of banking operations \u00a0\n\t\t\t\t\t-5,529 \u00a0\n\t\t\t\t\t-5,325 \u00a0\n\t\t\t\t\tMinimum Loss Coverage for Non-Performing Exposures \u00a0\n\t\t\t\t\t-500 \u00a0\n\t\t\t\t\t-51 \u00a0\n\t\t\t\t\tDeferred tax on intangible assets \u00a0\n\t\t\t\t\t242 \u00a0\n\t\t\t\t\t198 \u00a0\n\t\t\t\t\tDeferred tax assets that rely on future profitability,\u00a0excluding temporary differences \u00a0\n\t\t\t\t\t-352 \u00a0\n\t\t\t\t\t-35 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plan assets \u00a0\n\t\t\t\t\t-1,424 \u00a0\n\t\t\t\t\t-2,220 \u00a0\n\t\t\t\t\tStatutory deduction for insurance subsidiaries \u00a0\n\t\t\t\t\t-4,683 \u00a0\n\t\t\t\t\t-6,882 \u00a0\n\t\t\t\t\tCommon equity tier 1\u00a0capital \u00a0\n\t\t\t\t\t149,197 \u00a0\n\t\t\t\t\t151,935 \u00a0\n\t\t\t\t\tAdditional tier\u00a01 capital\u00a0instruments \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t19,933 \u00a0\n\t\t\t\t\tTier 1\u00a0capital \u00a0\n\t\t\t\t\t164,497 \u00a0\n\t\t\t\t\t171,868 \u00a0\n\t\t\t\t\tTier 2 capital instruments \u00a0\n\t\t\t\t\t20,765 \u00a0\n\t\t\t\t\t20,888 \u00a0\n\t\t\t\t\tTotal capital \u00a0\n\t\t\t\t\t185,261 \u00a0\n\t\t\t\t\t192,757 \u00a0\n\t\t\t\t\tTotal risk\u00a0exposure amount \u00a0\n\t\t\t\t\t838,193 \u00a0\n\t\t\t\t\t860,173 \u00a0\n\t\t\t\t\tCommon equity tier 1 capital ratio (%) \u00a0\n\t\t\t\t\t17.8% \u00a0\n\t\t\t\t\t17.7% \u00a0\n\t\t\t\t\tTier 1 capital ratio (%) \u00a0\n\t\t\t\t\t19.6% \u00a0\n\t\t\t\t\t20.0% \u00a0\n\t\t\t\t\tTotal capital ratio (%) \u00a0\n\t\t\t\t\t22.1% \u00a0\n\t\t\t\t\t22.4% \u00a0\n\t\t\t\t\tTotal capital and the total risk exposure amount are calculated in accordance with the rules applicable\u00a0under the Capital Requirements Regulation (CRR), \u00a0\n\t\t\t\t\ttaking transitional rules\u00a0into account as\u00a0stipulated by\u00a0the Danish Financial Supervisory Authority. \u00a0\n\t\t\t\t\tIn terms of the transitional\u00a0arrangements for\u00a0the impact of IFRS 9 on regulatory capital, the Group applies the so-called dynamic approach in accordance \u00a0\n\t\t\t\t\twith the CRR. \u00a0\n\t\t\t\t\tRisk Management\u00a02022 provides more details about the Group\u2019s total capital, the total risk exposure amount and the Group\u2019s solvency need. The report \u00a0\n\t\t\t\t\tis available at danskebank.com/investorrelations/repor\u00a0ts and\u00a0is not covered\u00a0by the statutory audit. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfIssuedCapitalExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1526": {
   "value": "The Board of Directors is authorised to let\u00a0Danske Bank\u00a0acquire own shares up to a total nominal amount of 10% of the share capital. The shares may be \u00a0\n\t\t\t\t\theld for ownership or provided as collateral. If shares are acquired for ownership, the acquisition price may not deviate\u00a0by more than 10% from the price \u00a0\n\t\t\t\t\tquoted at\u00a0the time of\u00a0acquisition. Danske Bank A/S has obtained permission from the Danish Financial Supervisory Authority to acquire own shares f\u00a0or \u00a0\n\t\t\t\t\tmarket-making purposes etc. and this amount is deducted from the Group\u2019s common equity\u00a0tier 1 capital. \u00a0Total capital and the total risk exposure amount are calculated in accordance with the rules applicable\u00a0under the Capital Requirements Regulation (CRR), \u00a0\n\t\t\t\t\ttaking transitional rules\u00a0into account as\u00a0stipulated by\u00a0the Danish Financial Supervisory Authority. \u00a0\n\t\t\t\t\tIn terms of the transitional\u00a0arrangements for\u00a0the impact of IFRS 9 on regulatory capital, the Group applies the so-called dynamic approach in accordance \u00a0\n\t\t\t\t\twith the CRR. \u00a0\n\t\t\t\t\tRisk Management\u00a02022 provides more details about the Group\u2019s total capital, the total risk exposure amount and the Group\u2019s solvency need. The report \u00a0\n\t\t\t\t\tis available at danskebank.com/investorrelations/repor\u00a0ts and\u00a0is not covered\u00a0by the statutory audit. \u00a0Total capital \u00a0\n\t\t\t\t\tCapital risk is the risk of not having\u00a0enough capital to\u00a0cover all material risks arising from\u00a0the Group\u2019s chosen\u00a0business strategy. \u00a0\n\t\t\t\t\tThe Danske Bank Group (the Group) has licences to provide\u00a0financial services and must therefore comply with the capital requirements\u00a0of the Capital \u00a0\n\t\t\t\t\tRequirements Regulation (CRR) and the Danish Financial Business Act. The Danish rules are\u00a0based on the EU Capital Requirements\u00a0Directive (CRD) and \u00a0\n\t\t\t\t\tapply to both Danske\u00a0Bank A/S (the Parent Company) and the Group. 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   "value": "G1. Basis of preparation \u00a0\n\t\t\t\t\t(a) General \u00a0\n\t\t\t\t\tDanske Bank Group prepares its consolidated\u00a0financial statements\u00a0in accordance with the International\u00a0Financial Reporting Standards (IFRSs)\u00a0and \u00a0\n\t\t\t\t\tapplicable interpretations\u00a0(IFRIC) issued by the International\u00a0Accounting Standards Board\u00a0(IASB), as\u00a0adopted by the EU. Furthermore, the consolidate\u00a0d \u00a0\n\t\t\t\t\tfinancial statements comply with the Danish FSA\u2019s Executive Order No. 1306 dated 16 December 2008 on\u00a0the use of IFRSs by undertakings\u00a0subject to \u00a0\n\t\t\t\t\tthe Danish Financial Business Act. \u00a0\n\t\t\t\t\tOn 1 January\u00a02022, the Group implemented\u00a0the amendments to\u00a0IAS 16,\u00a0IAS 37,\u00a0IFRS 3 and Annual Improvements\u00a0to IFRS Standards 2018 \u2013 2020. \u00a0\n\t\t\t\t\tThe Group has\u00a0changed the presentation\u00a0in the income statement of gain or loss on sale of disposal groups. Further information on the changes to \u00a0\n\t\t\t\t\taccounting policies in\u00a02022 can be found in note G2. Except for these changes, the Group has not changed its significant accounting\u00a0policies from\u00a0those \u00a0\n\t\t\t\t\tapplied in the\u00a0Annual Report\u00a02021. The implementation\u00a0of the amendments\u00a0to IFRSs had no impact on the financial statements. \u00a0\n\t\t\t\t\tFor changes in the financial highlights and segment reporting, see note G3. \u00a0\n\t\t\t\t\tFinancial statement figures are\u00a0stated in\u00a0Danish kroner and whole millions, unless otherwise stated. As a\u00a0result, rounding discrepancies may occur \u00a0\n\t\t\t\t\tbecause totals have been rounded off and the underlying decimals are not presented to financial statement users. \u00a0\n\t\t\t\t\tMonetary assets\u00a0and liabilities\u00a0in foreign currency are translated at the exchange rates at the balance sheet date. Exchange rate adjustments\u00a0of monetary \u00a0\n\t\t\t\t\tassets and liabilities\u00a0arising as\u00a0a result of differences in the exchange rates at the transaction\u00a0date and at the balance sheet date are recognised in the \u00a0\n\t\t\t\t\tincome statement. Non-monetary assets\u00a0and liabilities\u00a0in foreign currency that are subsequently\u00a0revalued at\u00a0fair value are translated at the exchange \u00a0\n\t\t\t\t\trates at the date of revaluation.\u00a0Exchange rate adjustments\u00a0are included\u00a0in the fair value\u00a0adjustment of an\u00a0asset or liability.\u00a0Other non-monetary items in \u00a0\n\t\t\t\t\tforeign currency are translated at the exchange rates at the transaction\u00a0date. The accounting treatment of foreign\u00a0currency translation\u00a0of units\u00a0outside \u00a0\n\t\t\t\t\tDenmark is described in note G25. \u00a0\n\t\t\t\t\tFor the purpose\u00a0of clarity, the primary financial statements and the notes to the financial statements are prepared using the concepts of materiality\u00a0and \u00a0\n\t\t\t\t\trelevance. This means that line items not considered material in terms of quantitative\u00a0and qualitative\u00a0measures or relevant to financial statement\u00a0users \u00a0\n\t\t\t\t\tare aggregated and presented together with other items in the primary financial statements.\u00a0Similarly, information not considered material is not \u00a0\n\t\t\t\t\tpresented in\u00a0the notes. \u00a0\n\t\t\t\t\tThe significant accounting policies are\u00a0incorporated into the notes to\u00a0which they relate. \u00a0\n\t\t\t\t\tThe Group may be exposed to sustainability\u00a0drivers. Credit\u00a0risk is deemed to be the risk type most materially affected by sustainability\u00a0drivers. Climate \u00a0\n\t\t\t\t\trisk is currently the most urgent of all ESG-related drivers capable of affecting the Group\u2019s credit risk. From a financial materiality\u00a0perspective, climate- \u00a0\n\t\t\t\t\trelated risks have been deemed most relevant\u00a0for the Group\u2019s lending\u00a0activities. Further\u00a0information on\u00a0how sustainability\u00a0drivers may\u00a0affect these \u00a0\n\t\t\t\t\tfinancial statements has\u00a0been provided in various\u00a0sections of these financial statements;\u00a0see note G1(b) Significant accounting estimates, note G15 \u00a0\n\t\t\t\t\tLoans at amortised cost, and note G41 Risk management notes. \u00a0\n\t\t\t\t\t(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tThe preparation of financial information requires, in some cases,\u00a0the use of judgements\u00a0and estimates\u00a0by management.\u00a0This includes judgements made \u00a0\n\t\t\t\t\twhen applying\u00a0accounting policies. The\u00a0most significant judgements made when\u00a0applying accounting policies relate\u00a0to the classification\u00a0of financial assets \u00a0\n\t\t\t\t\tand financial liabilities\u00a0under IFRS 9,\u00a0especially related to the business model assessment, and the solely payments of\u00a0principal and interest (SPPI) test \u00a0\n\t\t\t\t\tfurther explained in note G15) and the designation of\u00a0financial liabilities at\u00a0fair value through profit or loss to eliminate\u00a0or significantly\u00a0reduce an \u00a0\n\t\t\t\t\taccounting mismatch (further\u00a0explained in\u00a0note G16). An overview\u00a0of the classification\u00a0and measurement\u00a0basis for financial instruments\u00a0can be found in \u00a0\n\t\t\t\t\tsection (c) of this\u00a0note. \u00a0\n\t\t\t\t\tFurther, the determination\u00a0of the carrying amounts\u00a0of some assets and liabilities\u00a0requires the estimation of the effects of uncertain future events\u00a0on \u00a0\n\t\t\t\t\tthose assets and liabilities.\u00a0The estimates are based on premises that management finds reasonable but which are inherently uncertain and \u00a0\n\t\t\t\t\tunpredictable. The\u00a0premises may\u00a0be incomplete, unexpected future events or situations may occur,\u00a0and other parties may arrive at other estimate\u00a0d \u00a0\n\t\t\t\t\tvalues. In\u00a0view of the inherent uncertainties\u00a0and the high level of subjectivity\u00a0and judgement\u00a0involved in\u00a0the recognition and measurement of the items \u00a0\n\t\t\t\t\tlisted below,\u00a0it is possible that the outcomes in the next financial year could differ from those on which management\u2019s estimates are based. \u00a0\n\t\t\t\t\tMeasurement of\u00a0expected credit\u00a0losses on\u00a0loans, financial guarantees\u00a0and loan commitments,\u00a0and bonds\u00a0measured at amortised\u00a0cost or fair\u00a0value \u00a0\n\t\t\t\t\tthrough other comprehensive income \u00a0\n\t\t\t\t\tThe three-stage expected credit loss impairment model in IFRS 9 depends on whether the credit risk has increased significantly\u00a0since initial recognition. \u00a0\n\t\t\t\t\tIf the credit risk has not increased significantly,\u00a0the impairment charge equals the expected credit losses resulting from default events that are possible \u00a0\n\t\t\t\t\twithin the\u00a0next 12 months (stage 1). If the credit risk has increased significantly,\u00a0the loan is more than 30 days past due, or the loan is in default or \u00a0\n\t\t\t\t\totherwise impaired, the\u00a0impairment charge equals the\u00a0lifetime expected credit losses (stages 2 and 3). In determining\u00a0the impairment for\u00a0expected credit \u00a0\n\t\t\t\t\tlosses, management exercises judgement and uses estimates and assumptions as explained below. \u00a0(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as\u00a0a function of probability\u00a0of default (PD), exposure\u00a0at default (EAD)\u00a0and loss\u00a0given default \u00a0\n\t\t\t\t\t(LGD) and incorporates forward-looking information. The estimation\u00a0of expected credit losses involves\u00a0forecasting future economic conditions over a \u00a0\n\t\t\t\t\tnumber of\u00a0years. Such forecasts are subject to management\u00a0judgement and those judgements may be sources of measurement uncertainty\u00a0that have \u00a0\n\t\t\t\t\tsignificant risk of resulting in a material adjustment\u00a0to a carrying amount\u00a0in future periods.\u00a0The incorporation of\u00a0forward-looking elements reflects\u00a0the \u00a0\n\t\t\t\t\texpectations of\u00a0the Group\u2019s senior management and involves the creation of scenarios (base case, upside and downside), including an\u00a0assessment of the \u00a0\n\t\t\t\t\tprobability for\u00a0each scenario.\u00a0The purpose of using multiple scenarios is to model the non-linear impact of assumptions\u00a0about macroeconomic factors on \u00a0\n\t\t\t\t\tthe expected credit losses. \u00a0\n\t\t\t\t\tThe base case scenario enters with a probability\u00a0of 70% (2021: 70%), the upside scenario with a probability of 10% (2021: 10%) and the downside \u00a0\n\t\t\t\t\tscenario with a\u00a0probability of\u00a020% (2021: 20%). On the basis of these assessments, the allowance account at the end of 2022 amounted to DKK 19.6 \u00a0\n\t\t\t\t\tbillion (2021:\u00a0DKK 22.7 billion). If the base case scenario was\u00a0assigned a probability\u00a0of 100%,\u00a0the allowance account would decrease DKK 2.1 billio\u00a0n \u00a0\n\t\t\t\t\t(2021: 1.7 billion).\u00a0Compared to the base\u00a0case scenario, the allowance account would increase DKK 10.9 billion (2021: DKK 8.5 billion), if the downside \u00a0\n\t\t\t\t\tscenario was assigned a probability\u00a0of 100%. The increase reflects primarily\u00a0the transfer of exposures from stage 1 to stage 2 and increased expected \u00a0\n\t\t\t\t\tcredit losses within stage 2. If instead the upside scenario was assigned a probability\u00a0of 100%, the allowance account would decrease DKK 0.4 billio\u00a0n \u00a0\n\t\t\t\t\t(2021: DKK 0.2 billion)\u00a0compared to the base case scenario. \u00a0\n\t\t\t\t\tIn determining\u00a0the expected credit losses, management is required to exercise judgement in defining what is considered a\u00a0significant increase\u00a0in credit \u00a0\n\t\t\t\t\trisk. According to the Group\u2019s definition of a significant increase in credit risk, i.e. when a loan is transferred from stage 1 to stage 2, facilities with an \u00a0\n\t\t\t\t\tinitial PD\u00a0below 1% are transferred to stage 2 if the facility\u2019s 12-month PD has increased by at least 0.5 of a percentage point and the facility\u2019s lifetim\u00a0e \u00a0\n\t\t\t\t\tPD has doubled since origination. The allowance account is\u00a0relatively stable in\u00a0terms of changes to the definition\u00a0of significant\u00a0increase in credit risk. At \u00a0\n\t\t\t\t\tthe end of 2022, the allowance account would increase by DKK 0.3 billion (2021: DKK 0.03 billion), if instead an increase in the facility\u2019s 12-month PD \u00a0\n\t\t\t\t\tby at least 0.25 of a percentage point combined with a doubling\u00a0of the lifetime\u00a0PD was considered\u00a0a significant\u00a0increase in credit risk. \u00a0\n\t\t\t\t\tManagement applies judgement when determining the need for\u00a0post-model adjustments. At the end of\u00a02022, the post-model adjustments\u00a0amounted to \u00a0\n\t\t\t\t\tDKK 6.6\u00a0billion (2021: DKK 6.3\u00a0billion). They no\u00a0longer include the risks arising from\u00a0the corona crisis but rather the increasing macroeconomic risk \u00a0\n\t\t\t\t\tdue to the uncertainty related to the elevated inflation and severity of and economic downturn as well as the global tension uncertainty stemming from \u00a0\n\t\t\t\t\tthe war in Ukraine.\u00a0See further in the separate sections below. Further information on the types of risks covered by post-model adjustments\u00a0and the \u00a0\n\t\t\t\t\tallocation of post-model adjustments\u00a0to the underlying exposures can be found in the section Forward-looking information in note G41. \u00a0\n\t\t\t\t\tLoan impairment charges for 2022 amounted to DKK 1,502 million (2021: DKK 141 million).\u00a0The Group saw more normalised impairment\u00a0levels during \u00a0\n\t\t\t\t\t2022. Strong credit quality driven by post-pandemic recoveries contributed with reversals, while the model-driven charges and increasing post-model \u00a0\n\t\t\t\t\tadjustments was\u00a0a result\u00a0of a worsened macroeconomic\u00a0outlook. \u00a0\n\t\t\t\t\tThe applied macroeconomic scenarios in\u00a02022 differ\u00a0from those used at 31 December 2021. In Q4 2022 the downside scenario was changed to \u00a0\n\t\t\t\t\tcapture the severe recession scenario with high interest rates (reflecting a stagflation scenario) applied in the Group\u2019s Internal Capital Adequacy \u00a0\n\t\t\t\t\tAssessment Process\u00a08 (ICAAP)\u00a0processes and is similar\u00a0in nature\u00a0to regulatory stress\u00a0tests. The severe recession scenario reflects negative growth, \u00a0\n\t\t\t\t\tincreasing interest\u00a0rates, and falling property prices for a longer period.\u00a0The change of the downside scenario has been made to better\u00a0capture the \u00a0\n\t\t\t\t\tincreasing risk\u00a0from high interest rates and high inflation,\u00a0and in order for the ECL calculation\u00a0to include potential\u00a0downside risks due to the elevated \u00a0\n\t\t\t\t\tasset prices across the Nordics. \u00a0\n\t\t\t\t\tExcept as\u00a0described above, all other policies and principles remain in place. Staging criteria are unchanged, including the 30 days past due criteria and \u00a0\n\t\t\t\t\tPD-based criteria for\u00a0transfer to stage 2. \u00a0\n\t\t\t\t\tAccounting treatment affected\u00a0by the war in Ukraine \u00a0\n\t\t\t\t\tIn 2022,\u00a0financial markets have been under pressure due to the uncertainty\u00a0caused by high inflation\u00a0and energy prices as a consequence of the war in \u00a0\n\t\t\t\t\tUkraine, which\u00a0has exacerbated macroeconomic uncertainties. \u00a0\n\t\t\t\t\tThe Group has considered the impact of the war on critical areas such as the credit portfolio and macroeconomic\u00a0scenarios. The Group has very limite\u00a0d \u00a0\n\t\t\t\t\tdirect exposures to customers in or from Russia, Ukraine\u00a0or Belarus. DKK 1.6 billion of the Group\u2019s post-model adjustments relate to the economic \u00a0\n\t\t\t\t\tuncertainties and macroeconomic impacts arising from the war\u00a0in Ukraine to ensure prudent coverage of\u00a0the Group\u2019s credit\u00a0exposures. Similarly, \u00a0\n\t\t\t\t\tmacroeconomic scenarios have been updated to\u00a0reflect expectations\u00a0of higher inflation\u00a0and interest rates which are fuelled by the war in Ukraine. \u00a0\n\t\t\t\t\tFor more detail on the impacts\u00a0of the war in Ukraine,\u00a0see note G41. \u00a0\n\t\t\t\t\tSustainabili ty\u00a0risk \u00a0\n\t\t\t\t\tThe Group may be exposed to sustainability\u00a0risk as a result of current or future environmental,\u00a0social and governance\u00a0(ESG) events or conditions,\u00a0and are \u00a0\n\t\t\t\t\tconsidered external factors that can\u00a0impact existing risks. Sustainability\u00a0risk is therefore considered a cross-cutting driver of existing risks as outline\u00a0d \u00a0\n\t\t\t\t\tin the Group\u2019s risk taxonomy,\u00a0which can further exacerbate\u00a0the risks the Group is already facing. \u00a0(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tSustainabili ty\u00a0risk continued \u00a0\n\t\t\t\t\tCredit risk is deemed to be the risk type most materially\u00a0affected by sustainability\u00a0risk in the long term, of which climate\u00a0risk is currently\u00a0the most urgent \u00a0\n\t\t\t\t\tof all ESG-related\u00a0drivers capable of affecting the Group\u2019s credit risk. From a\u00a0financial materiality perspective, climate-related risks\u00a0have been\u00a0deemed \u00a0\n\t\t\t\t\tmost relevant for the Group\u2019s\u00a0lending activities.\u00a0Climate risk pertains\u00a0to transition\u00a0risks, which\u00a0are the risks associated with shifting to a low-carbon \u00a0\n\t\t\t\t\teconomy, and to physical risks arising from projected climate changes , including both long-term shifts (chronic changes) and event-driven\u00a0changes (acute \u00a0\n\t\t\t\t\tchanges) to\u00a0weather patterns. \u00a0\n\t\t\t\t\tThe Group takes a risk-based approach in prioritising\u00a0risk management\u00a0efforts for credit portfolios that are likely to be most exposed to transition\u00a0and \u00a0\n\t\t\t\t\tphysical risks. For\u00a0that purpose, the Group\u2019s climate risk heat map is based on a\u00a0mix of\u00a0qualitative and\u00a0quantitative input\u00a0to define the credit exposures \u00a0\n\t\t\t\t\tmost exposed\u00a0to transition\u00a0and physical risks. The climate heat map gives an indication\u00a0of the size of\u00a0the exposure at\u00a0risk and\u00a0not the\u00a0expected stress \u00a0\n\t\t\t\t\teffects such as impairment charges. Such quantitative\u00a0measures are to be assessed through scenario analysis\u00a0and future stress testing. Climate \u00a0\n\t\t\t\t\tscenario analysis is already being performed -\u00a0following the recommendations\u00a0of the Taskforce\u00a0on Climate-related\u00a0Financial Disclosures\u00a0(TCFD) for key \u00a0\n\t\t\t\t\tsectors for both transition\u00a0risk and physical risk, such as for the oil and gas,\u00a0agriculture and property portfolios. The Group will continue to refine the \u00a0\n\t\t\t\t\tclimate risk heat map as more climate risk data becomes available\u00a0to support the identification\u00a0of both\u00a0transition and\u00a0physical risks for\u00a0the purpose of \u00a0\n\t\t\t\t\tdetermining financial materiality,\u00a0however, conclusions have not led to adjustments\u00a0to staging or expected credit losses, as the impacts either manifest \u00a0\n\t\t\t\t\tover a longer time\u00a0period than loan maturities,\u00a0or as transition\u00a0risks are concentrated on\u00a0sectors with downside risks recognised in\u00a0the bank\u2019s expected \u00a0\n\t\t\t\t\tcredit losses, for example\u00a0in the agriculture\u00a0and oil and gas portfolios. \u00a0\n\t\t\t\t\tFor more detail on Sustainability\u00a0risk, see note G41. \u00a0\n\t\t\t\t\tFair value measurement\u00a0of financial\u00a0instruments \u00a0\n\t\t\t\t\tAt the\u00a0end of 2022, no unusual challenges in obtaining reliable pricing apart from\u00a0insignificant parts\u00a0of the portfolio remained. The majority of\u00a0valuatio n \u00a0\n\t\t\t\t\ttechniques continues to employ only observable market data, and there has been no\u00a0significant increase in financial instruments\u00a0measured on the basis \u00a0\n\t\t\t\t\tof valuation\u00a0techniques that are\u00a0based on one or more significant\u00a0unobservable inputs. The latter continues to include only unlisted shares,\u00a0certain bonds \u00a0\n\t\t\t\t\tand some long-dated\u00a0derivatives for\u00a0which there is no active market. On the derivatives\u00a0portfolio, the Group makes fair value adjustments\u00a0to cover changes \u00a0\n\t\t\t\t\tin counterparty risk (CVA and DVA) and to cover expected funding costs (FVA and ColVA)\u00a0on derivatives,\u00a0bid-offer spreads on the net open position\u00a0of the \u00a0\n\t\t\t\t\tportfolio of\u00a0assets and liabilities\u00a0with offsetting market risk recognised at mid-market prices, and model risk on level 3 derivatives.\u00a0At 31 December \u00a0\n\t\t\t\t\t2022, the adjustments\u00a0totalled DKK 0.2 billion\u00a0(2021: DKK 1.0 billion), including the adjustment for\u00a0credit risk on derivatives\u00a0that are credit impaired. \u00a0\n\t\t\t\t\tNote G33(a) provides more\u00a0details on\u00a0the fair value\u00a0measurement of\u00a0financial instruments. \u00a0\n\t\t\t\t\tThe Group uses derivatives\u00a0to hedge the fixed interest rate on some financial\u00a0assets and liabilities,\u00a0thus converting the fixed\u00a0interest rates\u00a0on the financia\u00a0l \u00a0\n\t\t\t\t\tinstruments to variable interest rates by\u00a0the use of swaps. The ongoing\u00a0Interest Rate Benchmark Reform is replacing existing benchmark interbank \u00a0\n\t\t\t\t\toffered rates (IBORs) with alternative\u00a0risk-free rates. As a result of these developments,\u00a0accounting judgement\u00a0is involved in determining whether certain \u00a0\n\t\t\t\t\thedge accounting\u00a0relationships that\u00a0hedge the interest rate risk due to changes in IBORs continue\u00a0to qualify for hedge accounting. Following\u00a0IASB\u2019s project \u00a0\n\t\t\t\t\t\u2018Interest Rate Benchmark Reform\u2019 for the assessment of effectiveness of such hedges, it is assumed that the interest rate benchmark is not altered as \u00a0\n\t\t\t\t\ta result\u00a0of the reform. For further information,\u00a0see note G12(d). \u00a0\n\t\t\t\t\tMeasurement of\u00a0goodwill and\u00a0customer rights \u00a0\n\t\t\t\t\tGoodwill is\u00a0tested for\u00a0impairment once\u00a0a year or more frequently if indications\u00a0of impairment\u00a0exist. Impairment\u00a0testing requires management to\u00a0estimate \u00a0\n\t\t\t\t\tthe present value of future cash flows. A number of factors affect the value\u00a0of such cash flows, including\u00a0discount rates, changes in the economic outlook, \u00a0\n\t\t\t\t\tcustomer behaviour\u00a0and competition.\u00a0As at 31 December\u00a02022, goodwill amounted to DKK 4.4\u00a0billion (31\u00a0December 2021: DKK 6.1 billion). \u00a0\n\t\t\t\t\tIn connection with the quarterly reporting, management performs an\u00a0impairment review\u00a0to assess whether there are\u00a0indications that\u00a0goodwill might be \u00a0\n\t\t\t\t\timpaired. This includes a\u00a0review of decline in income, increase in loan impairment charges, decline\u00a0in the market value of assets under management, \u00a0\n\t\t\t\t\tmajor restructurings, macroeconomic developments etc. During 2022, goodwill in\u00a0Danica Pension amounting to DKK 1.6 billion was assessed\u00a0to be \u00a0\n\t\t\t\t\timpaired due\u00a0to increasing discount rates and lower financial outlook.\u00a0Following the\u00a0impairment charges\u00a0on goodwill,\u00a0goodwill in Danica Pension amounts \u00a0\n\t\t\t\t\tto DKK 0.0 billion as at 31 December 2022 (31 December 2021: DKK 1.6 billion). \u00a0\n\t\t\t\t\tThe remaining goodwill mainly consists of DKK 2.1 billion (2021: DKK 2.1 billion)\u00a0in Markets,\u00a0DKK 1.8 billion\u00a0(2021: DKK 1.8 billion)\u00a0in Asset Management \u00a0\n\t\t\t\t\tand DKK\u00a00.5 billion\u00a0(2021: DKK\u00a00.5 billion)\u00a0in General Banking\u00a0(all part of the business segment Large Corporates\u00a0& Institutions)\u00a0showing significant \u00a0\n\t\t\t\t\tamounts of\u00a0excess value\u00a0in the impairment tests in 2022 and 2021. \u00a0\n\t\t\t\t\tNote G19 provides more information about the impairment\u00a0test in 2022 and 2021 including\u00a0sensitivity to\u00a0changes in assumptions. \u00a0\n\t\t\t\t\tMeasurement of\u00a0liabilities under\u00a0insurance contracts \u00a0\n\t\t\t\t\tLiabilities under\u00a0insurance contracts are measured at\u00a0the present value of expected benefits for each insurance contract.\u00a0The measurement is based on \u00a0\n\t\t\t\t\tactuarial computations\u00a0that rely on estimates\u00a0of a number of variables,\u00a0including mortality and disability rates, and on\u00a0the discount rate. The future \u00a0\n\t\t\t\t\tmortality rates are\u00a0based on the Danish FSA\u2019s benchmark,\u00a0while other variables\u00a0are estimated\u00a0based on data from the Group\u2019s own portfolio\u00a0of insurance \u00a0\n\t\t\t\t\tcontracts. Section\u00a0(c) of this note and note G18 provide further information on the measurement of insurance liabilities.\u00a0Note G41 contain a sensitivity \u00a0\n\t\t\t\t\tanalysis for\u00a0life insurance. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tFinancial instruments\u00a0account for around 98% of total\u00a0assets and liabilities.\u00a0A portion of\u00a0financial assets\u00a0relate to investments\u00a0made under insurance \u00a0\n\t\t\t\t\tcontracts. The following sections provide a general description of the classification\u00a0and measurement\u00a0of financial\u00a0instruments and\u00a0obligations under \u00a0\n\t\t\t\t\tinsurance contracts. \u00a0\n\t\t\t\t\tFinancial instruments\u00a0\u2013 general \u00a0\n\t\t\t\t\tThe Group recognises financial assets and liabilities\u00a0when it\u00a0becomes a party to the terms of the contract. A financial asset, or a portion of a\u00a0financia l \u00a0\n\t\t\t\t\tasset, is derecognised if the contractual\u00a0rights to cash flows from the asset have expired, or have been transferred, usually\u00a0by sale, leading\u00a0to substantially \u00a0\n\t\t\t\t\tall the risks and rewards of the asset or significant risks and rewards being transferred. Financial liabilities\u00a0are derecognised\u00a0when the liability\u00a0has been \u00a0\n\t\t\t\t\tsettled, has\u00a0expired or\u00a0has been extinguished. \u00a0\n\t\t\t\t\tRegular way purchases\u00a0and sales of financial instruments\u00a0are recognised\u00a0and derecognised at the settlement\u00a0date. Fair value adjustments\u00a0of unsettle d \u00a0\n\t\t\t\t\tfinancial instruments\u00a0are recognised from\u00a0the trade date to the settlement date if the financial\u00a0asset is classified at fair value through profit or loss or \u00a0\n\t\t\t\t\tthrough other comprehensive income. The classification\u00a0is shown in the table below. \u00a0\n\t\t\t\t\tFinancial instruments\u00a0and obligations\u00a0under insurance contracts, classification\u00a0and measurement\u00a0end of 2022 \u00a0\n\t\t\t\t\tAmortised cost \u00a0\n\t\t\t\t\tFair value OCI \u00a0\n\t\t\t\t\tFair value through profit or loss \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tand sell \u00a0\n\t\t\t\t\tManaged F\u00a0VPL due \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tHeld for \u00a0\n\t\t\t\t\tat fair\u00a0to SPPI \u00a0\n\t\t\t\t\tInterest rate \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tassets/Liabilities \u00a0\n\t\t\t\t\tassets* \u00a0\n\t\t\t\t\ttrading \u00a0\n\t\t\t\t\tvalue \u00a0\n\t\t\t\t\ttest Designated \u00a0\n\t\t\t\t\thedge ** \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central \u00a0\n\t\t\t\t\tbanks \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t427 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t1,084 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t209 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,015 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,433 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t635 \u00a0\n\t\t\t\t\t771 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t3,682 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,498 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\t891 \u00a0\n\t\t\t\t\t810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t3,829 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t139 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,164 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t193 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts *** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2022 \u00a0\n\t\t\t\t\t1,599 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,402 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,534 \u00a0\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2021 \u00a0\n\t\t\t\t\t1,617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,680 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,674 \u00a0\n\t\t\t\t\t* Unrealised fair value gains and losses are presented in Other comprehensive income,\u00a0andrealised fairvalue gains and losses arerecycled tothe income statement. \u00a0\n\t\t\t\t\t**The interest rate risk on some fixed-rate financial assets and liabilities is hedged by derivatives (fair value hedging). The interest rate risk on some fixed-rate bonds 'hold to collect and sell' \u00a0\n\t\t\t\t\tis also hedged by derivatives. The fair value represents changes in the fair value of the interest rate risk on the hedged items, i.e. not a full fair value of the hedged items. \u00a0\n\t\t\t\t\t*** Liabilities under insurance contracts are recognised at the present value of expected insurance benefits. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tClassification and\u00a0measurement of\u00a0financial assets\u00a0and financial\u00a0liabilities \u2013\u00a0general \u00a0\n\t\t\t\t\tFinancial assets are classified on the basis of the business model adopted for\u00a0managing the assets and on their contractual\u00a0cash flow characteristic\u00a0s \u00a0\n\t\t\t\t\t(including embedded\u00a0derivatives, if\u00a0any) are grouped into one of the following\u00a0measurement categories: \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAmortised cost\u00a0(AMC) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through other comprehensive income (FVOCI) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through profit or loss (FVPL) \u00a0\n\t\t\t\t\tFinancial assets are measured at AMC if they are held within a business model for the purpose of collecting contractual\u00a0cash flows\u00a0(hold to collect) and \u00a0\n\t\t\t\t\tif cash flows are solely payments\u00a0of principal\u00a0and interest\u00a0on the principal amount outstanding. \u00a0\n\t\t\t\t\tFinancial assets\u00a0are measured at FVOCI\u00a0if they are held within\u00a0a business model for\u00a0the purpose of both collecting\u00a0contractual cash\u00a0flows and selling \u00a0\n\t\t\t\t\t(hold to collect and sell) and if cash flows are solely payments of principal and interest on the principal amount outstanding.\u00a0FVOCI results in the assets \u00a0\n\t\t\t\t\tbeing recognised at fair value in the balance sheet and at AMC in\u00a0the income statement. Gains and\u00a0losses, except for expected credit losses and foreign \u00a0\n\t\t\t\t\texchanges gains and losses, are therefore recognised in other comprehensive income until the financial asset is derecognised. When the financial asset \u00a0\n\t\t\t\t\tis derecognised the cumulative\u00a0gains and losses previously\u00a0recognised in other comprehensive\u00a0income are reclassified\u00a0to the income\u00a0statement. \u00a0\n\t\t\t\t\tAll other financial assets are mandatorily\u00a0measured at FVPL including\u00a0financial assets held within other business models, such as\u00a0financial assets \u00a0\n\t\t\t\t\tmanaged at\u00a0fair value or held for trading and financial\u00a0assets with contractual cash flows that are not solely payments of principal and interest on the \u00a0\n\t\t\t\t\tprincipal amount outstanding. \u00a0\n\t\t\t\t\tGenerally, financial liabilities\u00a0are measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities measured at\u00a0fair value comprise the trading portfolio (derivatives and\u00a0obligations to repurchase securities) and\u00a0liabilitie s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss under the fair value option.\u00a0Value adjustments relating to the inherent credit risk of financial liabilitie\u00a0s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value\u00a0are recognised in other comprehensive\u00a0income unless this leads to an accounting mismatch. \u00a0\n\t\t\t\t\tThe business\u00a0model assessment \u00a0\n\t\t\t\t\tThe business model assessment in Danske Bank Group has been applied separately for\u00a0each business\u00a0unit represented\u00a0by the Group\u2019s reportable \u00a0\n\t\t\t\t\tsegments, and it is based on observable\u00a0factors for the different portfolios, such as (1) how the performance of the business model and the financia\u00a0l \u00a0\n\t\t\t\t\tassets held within that business model are evaluated and reported to the Executive\u00a0Board and the Board of Directors, (2) the risks that affect\u00a0the \u00a0\n\t\t\t\t\tperformance of the business\u00a0model and\u00a0the way\u00a0such risks are managed and (3) past and expected frequency, value and timing of sales from the portfolio. \u00a0\n\t\t\t\t\tIn general, the business model assessment of the Group can be summarised as follows: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe Group\u2019s banking units, comprising, Personal Business &\u00a0Customers, General\u00a0Banking at\u00a0Large Corporates &Institutes\u00a0(LC&I) and Northern \u00a0\n\t\t\t\t\tIreland, have a\u00a0\u201chold to collect\u201d business model. The financial assets consist primarily\u00a0of loans. The management and reporting of performance are \u00a0\n\t\t\t\t\tbased on collecting\u00a0the contractual\u00a0cash flows,\u00a0and loans\u00a0are only very\u00a0infrequently sold. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe trading units at LC&I (Markets and Investment\u00a0Banking & Securities) and the financial assets related to the Group\u2019s insurance activities\u00a0at \u00a0\n\t\t\t\t\tDanica Pension have a\u00a0business model that is neither \u201chold to collect\u201d nor \u201chold to collect and sell\u201d and the financial assets are mandatorily \u00a0\n\t\t\t\t\trecognised at FVPL. The assets consist of bonds, shares, repo transactions\u00a0and short-term loans.\u00a0Some of the financial assets are included in \u00a0\n\t\t\t\t\tportfolios with a trading pattern that falls under the definition of \u201cheld for trading\u201d while other portfolios are managed and their performance reported \u00a0\n\t\t\t\t\ton a fair value\u00a0basis. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tGroup Treasury has portfolios\u00a0of bonds\u00a0within the \u201chold to collect\u201d business model, the \u201chold to collect and sell\u201d business models and the \u201cother\u201d \u00a0\n\t\t\t\t\tbusiness model. \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe remaining portfolio of\u00a0Non-core is \u201chold\u00a0to collect\u201d.\u00a0The financial assets consist primarily of loans. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tThe SPPI test (solely\u00a0payment of\u00a0principal and\u00a0interest on\u00a0the principal\u00a0amount outstanding) \u00a0\n\t\t\t\t\tThe second step in the classification of the financial assets in portfolios being \u201chold to collect\u201d and \u201chold to collect and sell\u201d relates to the assessment of \u00a0\n\t\t\t\t\twhether the contractual cash flows are consistent with the SPPI test. The principal amount reflects the fair value at initial recognition\u00a0less any subsequent \u00a0\n\t\t\t\t\tchanges, e.g. due to repayment. The interest must represent only consideration\u00a0for the\u00a0time value of money, credit risk, other basic lending risks and a \u00a0\n\t\t\t\t\tmargin consistent\u00a0with basic lending features. If the cash flows introduce more than de minimis exposure to risk or volatility\u00a0that is\u00a0not consistent with \u00a0\n\t\t\t\t\tbasic lending features, the financial asset is mandatorily recognised at\u00a0FVPL. \u00a0\n\t\t\t\t\tIn general, the Group\u2019s portfolios\u00a0of financial\u00a0assets that are \u201chold to collect\u201d or \u201chold to collect and sell\u201d (loans and bonds) have contractual\u00a0cash flows \u00a0\n\t\t\t\t\tthat are consistent with the SPPI test, i.e. they have basic lending\u00a0features. \u00a0\n\t\t\t\t\tHowever, loans granted under Danish mortgage finance law are funded by issuing listed mortgage bonds with matching terms. Such loans are granted \u00a0\n\t\t\t\t\tby the Realkredit\u00a0Danmark subsidiary only. Borrowers may repay such loans by delivering the underlying bonds. This represents an option to prepay at \u00a0\n\t\t\t\t\tfair value that can be both above and below the principal amount plus accrued interest. Changes in the fair value of\u00a0the underlying bonds\u00a0include other \u00a0\n\t\t\t\t\telements than\u00a0the effect of changes in the relevant benchmark interest rate and the prepayment option is therefore not consistent with the SPPI test in \u00a0\n\t\t\t\t\tIFRS 9\u00a0and are mandatorily\u00a0measured at FVPL. \u00a0\n\t\t\t\t\tAll equity instruments\u00a0have contractual cash flows that do not pass the SPPI test. All such holdings\u00a0are recognised at FVPL since the Group has decided \u00a0\n\t\t\t\t\tnot to use the option to designate equity instruments\u00a0at FVOCI. \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tFinancial liabilities\u00a0are generally measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities\u00a0measured at fair value comprise derivatives,\u00a0the trading portfolio and liabilities\u00a0designated at\u00a0FVPL under the fair value \u00a0\n\t\t\t\t\toption. Value adjustments relating to\u00a0the inherent\u00a0own credit risk of financial\u00a0liabilities designated\u00a0at fair value are, however, recognised in Other \u00a0\n\t\t\t\t\tcomprehensive income unless this leads to an\u00a0accounting mismatch. \u00a0\n\t\t\t\t\tIFRS 9 allows the designation\u00a0of financial\u00a0liabilities at\u00a0FVPL when doing so results in more relevant\u00a0information, because either (1)\u00a0it eliminates\u00a0or \u00a0\n\t\t\t\t\tsignificantly reduces\u00a0an accounting\u00a0mismatch that would otherwise arise, or\u00a0(2) is part of a portfolio\u00a0of financial\u00a0instruments that are\u00a0managed and their \u00a0\n\t\t\t\t\tperformance reported on\u00a0a fair value\u00a0basis to management. \u00a0\n\t\t\t\t\tThe Group designates the following financial liabilities\u00a0at FVPL: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tMortgage bonds issued by Realkredit Danmark.\u00a0The bonds fund the loans granted by Realkredit Danmark, i.e. loans that due to the SPPI test are \u00a0\n\t\t\t\t\tmandatorily recognised at\u00a0FVPL. The\u00a0fair value of the loans is based on the fair value of the issued bonds (the loans and the issued bonds that are \u00a0\n\t\t\t\t\tfunding the loans have matching\u00a0contractual terms) adjusted for\u00a0changes in the fair value of the credit risk of borrowers. To eliminate\u00a0the accounting \u00a0\n\t\t\t\t\tmismatch that exists if the loans are measured at FVPL and the issued bonds at AMC, the issued bonds are designated at FVPL, and fair value \u00a0\n\t\t\t\t\tchanges of the issued bonds (including fair value changes related to own credit risk) are offset by the fair value changes of the loans. Hence, changes \u00a0\n\t\t\t\t\tin the\u00a0fair value attributable\u00a0to the Group\u2019s own credit risk on the issued bonds are also recognised in the income statement\u00a0since an accounting \u00a0\n\t\t\t\t\tmismatch would otherwise arise. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFinancial liabilities\u00a0in Markets\u00a0and Investment\u00a0Banking &\u00a0Securities at\u00a0LC&I. These financial liabilities\u00a0are part of a portfolio\u00a0of financial\u00a0assets and \u00a0\n\t\t\t\t\tliabilities that\u00a0is managed\u00a0and performance reported to\u00a0the Management on a\u00a0fair value basis. The financial liabilities\u00a0consist of repo transactions\u00a0, \u00a0\n\t\t\t\t\tdeposits and\u00a0commercial papers. Changes, if any, in the fair value attributable\u00a0to the Group\u2019s own credit risk is,\u00a0however, recognised in other \u00a0\n\t\t\t\t\tcomprehensive income. \u00a0\n\t\t\t\t\tHedge accounting \u00a0\n\t\t\t\t\tThe Group uses derivatives\u00a0to hedge the interest rate risk on some fixed-rate assets and fixed-rate liabilities\u00a0measured at\u00a0amortised cost\u00a0and on some \u00a0\n\t\t\t\t\tbonds measured at fair value through other comprehensive income. Hedged risks that meet the criteria for fair value hedge accounting are treated \u00a0\n\t\t\t\t\taccordingly. The interest rate risk on the hedged assets and liabilities\u00a0is measured at fair value through profit or loss. At end-2022, hedging derivative\u00a0s \u00a0\n\t\t\t\t\tmeasured at\u00a0fair value accounted for about 0.1% of total assets and about 0.6% of total liabilities\u00a0(31 December 2021: 0.2% and 0.2%, respectively)\u00a0. \u00a0\n\t\t\t\t\tFor further\u00a0information on\u00a0hedge accounting, see\u00a0note G12(d). \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tInsurance activities\u00a0\u2013 general \u00a0\n\t\t\t\t\tThe Group issues life insurance policies, which are divided\u00a0into insurance and investment\u00a0contracts. Insurance contracts are contracts that entail \u00a0\n\t\t\t\t\tsignificant insurance risk\u00a0or entitle policyholders\u00a0to bonuses. Investment\u00a0contracts are contracts that entail no significant insurance risk and comprise \u00a0\n\t\t\t\t\tunit-linked contracts under\u00a0which the investment\u00a0risk lies with the policyholder. \u00a0\n\t\t\t\t\tInsurance contracts \u00a0\n\t\t\t\t\tInsurance contracts comprise both an\u00a0investment element and\u00a0an insurance\u00a0element, which are recognised as aggregate figures. \u00a0\n\t\t\t\t\tIFRS 4, Insurance Contracts, includes\u00a0an option to continue\u00a0the accounting\u00a0treatment of insurance contracts under local GAAP.\u00a0The Group\u2019s life insurance \u00a0\n\t\t\t\t\tprovisions are therefore recognised at their present value in accordance with the Danish FSA\u2019s Executive Order on Financial Reports for Insurance \u00a0\n\t\t\t\t\tCompanies etc.\u00a0The life insurance provisions are\u00a0presented under Liabilities\u00a0under insurance contracts. \u00a0\n\t\t\t\t\tAssets earmarked for\u00a0insurance contracts are recognised under Assets under insurance contracts if\u00a0most of\u00a0the return\u00a0on the\u00a0assets accrues to the \u00a0\n\t\t\t\t\tpolicyholders. Most\u00a0of these assets are measured\u00a0at fair\u00a0value. \u00a0\n\t\t\t\t\tInvestment contracts \u00a0\n\t\t\t\t\tInvestment contracts are\u00a0recognised as financial liabilities,\u00a0and, consequently,\u00a0contributions and\u00a0benefits under such contracts are recognised directly \u00a0\n\t\t\t\t\tin the balance sheet. Deposits are measured at the value of the savings under Deposits under pooled schemes and unit-linked\u00a0investment contracts. \u00a0\n\t\t\t\t\tSavings under unit-linked investment\u00a0contracts are measured at fair value under Assets under pooled schemes and unit-linked\u00a0investment contracts. \u00a0\n\t\t\t\t\tThe return on the assets and the crediting of the amounts to policyholders\u2019\u00a0accounts are recognised\u00a0under Net trading income or loss. \u00a0\n\t\t\t\t\tAssets funded by shareholders\u2019\u00a0equity \u00a0\n\t\t\t\t\tThe separate pool of assets equal to shareholders\u2019\u00a0equity is\u00a0recognised at\u00a0fair value and\u00a0consolidated with\u00a0other similar assets. \u00a0\n\t\t\t\t\tIncome from insurance\u00a0business \u00a0\n\t\t\t\t\tInsurance activities are\u00a0consolidated in\u00a0the various income statement items. Insurance premiums are\u00a0recognised under Net premiums. Net insurance \u00a0\n\t\t\t\t\tbenefits in\u00a0the income statement\u00a0consists of benefits\u00a0disbursed under insurance contracts and the annual change in insurance obligations\u00a0not deriving \u00a0\n\t\t\t\t\tfrom additional\u00a0provisions for\u00a0benefit guarantees\u00a0and changes to the collective bonus potential.\u00a0The return on earmarked assets is allocated to the \u00a0\n\t\t\t\t\trelevant items\u00a0in the income statement.\u00a0The return to policyholders\u00a0is recognised under Net trading income or loss as are changes to additiona\u00a0l \u00a0\n\t\t\t\t\tprovisions for\u00a0benefit guarantees. Note G8 provides more information. \u00a0\n\t\t\t\t\tThe sources of the Group\u2019s\u00a0net income\u00a0from insurance business comprise the return on assets funded by Danica Pension\u2019s shareholders\u2019 equity, income \u00a0\n\t\t\t\t\tfrom unit-linked\u00a0business and health and accident business, and income from conventional\u00a0life insurance\u00a0business, the so-called risk allowance. \u00a0\n\t\t\t\t\tThe risk allowance\u00a0is determined\u00a0in accordance with the Danish FSA\u2019s executive order on\u00a0the contribution\u00a0principle. The contribution\u00a0principle regulates \u00a0\n\t\t\t\t\thow earnings are allocated between policyholders\u00a0and the life\u00a0insurance company\u2019s shareholders\u2019 equity and defines the maximum payment to \u00a0\n\t\t\t\t\tshareholders\u2019 equity (the\u00a0risk allowance). \u00a0\n\t\t\t\t\tInsurance contracts guarantee a\u00a0certain long-term return on\u00a0policyholders\u2019 funds.\u00a0If the technical basis exceeds the interest accrual\u00a0to policyholders and \u00a0\n\t\t\t\t\tthe risk allowance, the difference is allocated to the bonus potential.\u00a0The bonus potential serves as a\u00a0risk buffer. If the technical\u00a0basis is insufficient to \u00a0\n\t\t\t\t\tcover the risk allowance, the shortfall can\u00a0be covered by the bonus\u00a0potential. If\u00a0the bonus potential is insufficient to cover the shortfall, the difference can \u00a0\n\t\t\t\t\tbe covered by the individual\u00a0bonus potentials\u00a0or the profit margin; otherwise, the risk allowance\u00a0that cannot be recognised will be lost. If the technical \u00a0\n\t\t\t\t\tbasis is insufficient to cover the interest accrual to policyholders,\u00a0the shortfall is covered by the bonus potentials\u00a0or the profit margin. Any remaining \u00a0\n\t\t\t\t\tshortfall is\u00a0paid by the Group in\u00a0the form of an outlay. If the Group has made such an outlay,\u00a0the outlay may be recovered the following year. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfSummaryOfSignificantAccountingPoliciesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1536": {
   "value": "(a) General \u00a0\n\t\t\t\t\tDanske Bank Group prepares its consolidated\u00a0financial statements\u00a0in accordance with the International\u00a0Financial Reporting Standards (IFRSs)\u00a0and \u00a0\n\t\t\t\t\tapplicable interpretations\u00a0(IFRIC) issued by the International\u00a0Accounting Standards Board\u00a0(IASB), as\u00a0adopted by the EU. Furthermore, the consolidate\u00a0d \u00a0\n\t\t\t\t\tfinancial statements comply with the Danish FSA\u2019s Executive Order No. 1306 dated 16 December 2008 on\u00a0the use of IFRSs by undertakings\u00a0subject to \u00a0\n\t\t\t\t\tthe Danish Financial Business Act. \u00a0\n\t\t\t\t\tOn 1 January\u00a02022, the Group implemented\u00a0the amendments to\u00a0IAS 16,\u00a0IAS 37,\u00a0IFRS 3 and Annual Improvements\u00a0to IFRS Standards 2018 \u2013 2020. \u00a0\n\t\t\t\t\tThe Group has\u00a0changed the presentation\u00a0in the income statement of gain or loss on sale of disposal groups. Further information on the changes to \u00a0\n\t\t\t\t\taccounting policies in\u00a02022 can be found in note G2. Except for these changes, the Group has not changed its significant accounting\u00a0policies from\u00a0those \u00a0\n\t\t\t\t\tapplied in the\u00a0Annual Report\u00a02021. The implementation\u00a0of the amendments\u00a0to IFRSs had no impact on the financial statements. \u00a0\n\t\t\t\t\tFor changes in the financial highlights and segment reporting, see note G3. \u00a0\n\t\t\t\t\tFinancial statement figures are\u00a0stated in\u00a0Danish kroner and whole millions, unless otherwise stated. As a\u00a0result, rounding discrepancies may occur \u00a0\n\t\t\t\t\tbecause totals have been rounded off and the underlying decimals are not presented to financial statement users. \u00a0\n\t\t\t\t\tMonetary assets\u00a0and liabilities\u00a0in foreign currency are translated at the exchange rates at the balance sheet date. Exchange rate adjustments\u00a0of monetary \u00a0\n\t\t\t\t\tassets and liabilities\u00a0arising as\u00a0a result of differences in the exchange rates at the transaction\u00a0date and at the balance sheet date are recognised in the \u00a0\n\t\t\t\t\tincome statement. Non-monetary assets\u00a0and liabilities\u00a0in foreign currency that are subsequently\u00a0revalued at\u00a0fair value are translated at the exchange \u00a0\n\t\t\t\t\trates at the date of revaluation.\u00a0Exchange rate adjustments\u00a0are included\u00a0in the fair value\u00a0adjustment of an\u00a0asset or liability.\u00a0Other non-monetary items in \u00a0\n\t\t\t\t\tforeign currency are translated at the exchange rates at the transaction\u00a0date. The accounting treatment of foreign\u00a0currency translation\u00a0of units\u00a0outside \u00a0\n\t\t\t\t\tDenmark is described in note G25. \u00a0\n\t\t\t\t\tFor the purpose\u00a0of clarity, the primary financial statements and the notes to the financial statements are prepared using the concepts of materiality\u00a0and \u00a0\n\t\t\t\t\trelevance. This means that line items not considered material in terms of quantitative\u00a0and qualitative\u00a0measures or relevant to financial statement\u00a0users \u00a0\n\t\t\t\t\tare aggregated and presented together with other items in the primary financial statements.\u00a0Similarly, information not considered material is not \u00a0\n\t\t\t\t\tpresented in\u00a0the notes. \u00a0(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tThe preparation of financial information requires, in some cases,\u00a0the use of judgements\u00a0and estimates\u00a0by management.\u00a0This includes judgements made \u00a0\n\t\t\t\t\twhen applying\u00a0accounting policies. The\u00a0most significant judgements made when\u00a0applying accounting policies relate\u00a0to the classification\u00a0of financial assets \u00a0\n\t\t\t\t\tand financial liabilities\u00a0under IFRS 9,\u00a0especially related to the business model assessment, and the solely payments of\u00a0principal and interest (SPPI) test \u00a0\n\t\t\t\t\tfurther explained in note G15) and the designation of\u00a0financial liabilities at\u00a0fair value through profit or loss to eliminate\u00a0or significantly\u00a0reduce an \u00a0\n\t\t\t\t\taccounting mismatch (further\u00a0explained in\u00a0note G16). An overview\u00a0of the classification\u00a0and measurement\u00a0basis for financial instruments\u00a0can be found in \u00a0\n\t\t\t\t\tsection (c) of this\u00a0note. \u00a0\n\t\t\t\t\tFurther, the determination\u00a0of the carrying amounts\u00a0of some assets and liabilities\u00a0requires the estimation of the effects of uncertain future events\u00a0on \u00a0\n\t\t\t\t\tthose assets and liabilities.\u00a0The estimates are based on premises that management finds reasonable but which are inherently uncertain and \u00a0\n\t\t\t\t\tunpredictable. The\u00a0premises may\u00a0be incomplete, unexpected future events or situations may occur,\u00a0and other parties may arrive at other estimate\u00a0d \u00a0\n\t\t\t\t\tvalues. In\u00a0view of the inherent uncertainties\u00a0and the high level of subjectivity\u00a0and judgement\u00a0involved in\u00a0the recognition and measurement of the items \u00a0\n\t\t\t\t\tlisted below,\u00a0it is possible that the outcomes in the next financial year could differ from those on which management\u2019s estimates are based. \u00a0\n\t\t\t\t\tMeasurement of\u00a0expected credit\u00a0losses on\u00a0loans, financial guarantees\u00a0and loan commitments,\u00a0and bonds\u00a0measured at amortised\u00a0cost or fair\u00a0value \u00a0\n\t\t\t\t\tthrough other comprehensive income \u00a0\n\t\t\t\t\tThe three-stage expected credit loss impairment model in IFRS 9 depends on whether the credit risk has increased significantly\u00a0since initial recognition. \u00a0\n\t\t\t\t\tIf the credit risk has not increased significantly,\u00a0the impairment charge equals the expected credit losses resulting from default events that are possible \u00a0\n\t\t\t\t\twithin the\u00a0next 12 months (stage 1). If the credit risk has increased significantly,\u00a0the loan is more than 30 days past due, or the loan is in default or \u00a0\n\t\t\t\t\totherwise impaired, the\u00a0impairment charge equals the\u00a0lifetime expected credit losses (stages 2 and 3). In determining\u00a0the impairment for\u00a0expected credit \u00a0\n\t\t\t\t\tlosses, management exercises judgement and uses estimates and assumptions as explained below. \u00a0(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as\u00a0a function of probability\u00a0of default (PD), exposure\u00a0at default (EAD)\u00a0and loss\u00a0given default \u00a0\n\t\t\t\t\t(LGD) and incorporates forward-looking information. The estimation\u00a0of expected credit losses involves\u00a0forecasting future economic conditions over a \u00a0\n\t\t\t\t\tnumber of\u00a0years. Such forecasts are subject to management\u00a0judgement and those judgements may be sources of measurement uncertainty\u00a0that have \u00a0\n\t\t\t\t\tsignificant risk of resulting in a material adjustment\u00a0to a carrying amount\u00a0in future periods.\u00a0The incorporation of\u00a0forward-looking elements reflects\u00a0the \u00a0\n\t\t\t\t\texpectations of\u00a0the Group\u2019s senior management and involves the creation of scenarios (base case, upside and downside), including an\u00a0assessment of the \u00a0\n\t\t\t\t\tprobability for\u00a0each scenario.\u00a0The purpose of using multiple scenarios is to model the non-linear impact of assumptions\u00a0about macroeconomic factors on \u00a0\n\t\t\t\t\tthe expected credit losses. \u00a0\n\t\t\t\t\tThe base case scenario enters with a probability\u00a0of 70% (2021: 70%), the upside scenario with a probability of 10% (2021: 10%) and the downside \u00a0\n\t\t\t\t\tscenario with a\u00a0probability of\u00a020% (2021: 20%). On the basis of these assessments, the allowance account at the end of 2022 amounted to DKK 19.6 \u00a0\n\t\t\t\t\tbillion (2021:\u00a0DKK 22.7 billion). If the base case scenario was\u00a0assigned a probability\u00a0of 100%,\u00a0the allowance account would decrease DKK 2.1 billio\u00a0n \u00a0\n\t\t\t\t\t(2021: 1.7 billion).\u00a0Compared to the base\u00a0case scenario, the allowance account would increase DKK 10.9 billion (2021: DKK 8.5 billion), if the downside \u00a0\n\t\t\t\t\tscenario was assigned a probability\u00a0of 100%. The increase reflects primarily\u00a0the transfer of exposures from stage 1 to stage 2 and increased expected \u00a0\n\t\t\t\t\tcredit losses within stage 2. If instead the upside scenario was assigned a probability\u00a0of 100%, the allowance account would decrease DKK 0.4 billio\u00a0n \u00a0\n\t\t\t\t\t(2021: DKK 0.2 billion)\u00a0compared to the base case scenario. \u00a0\n\t\t\t\t\tIn determining\u00a0the expected credit losses, management is required to exercise judgement in defining what is considered a\u00a0significant increase\u00a0in credit \u00a0\n\t\t\t\t\trisk. According to the Group\u2019s definition of a significant increase in credit risk, i.e. when a loan is transferred from stage 1 to stage 2, facilities with an \u00a0\n\t\t\t\t\tinitial PD\u00a0below 1% are transferred to stage 2 if the facility\u2019s 12-month PD has increased by at least 0.5 of a percentage point and the facility\u2019s lifetim\u00a0e \u00a0\n\t\t\t\t\tPD has doubled since origination. The allowance account is\u00a0relatively stable in\u00a0terms of changes to the definition\u00a0of significant\u00a0increase in credit risk. At \u00a0\n\t\t\t\t\tthe end of 2022, the allowance account would increase by DKK 0.3 billion (2021: DKK 0.03 billion), if instead an increase in the facility\u2019s 12-month PD \u00a0\n\t\t\t\t\tby at least 0.25 of a percentage point combined with a doubling\u00a0of the lifetime\u00a0PD was considered\u00a0a significant\u00a0increase in credit risk. \u00a0\n\t\t\t\t\tManagement applies judgement when determining the need for\u00a0post-model adjustments. At the end of\u00a02022, the post-model adjustments\u00a0amounted to \u00a0\n\t\t\t\t\tDKK 6.6\u00a0billion (2021: DKK 6.3\u00a0billion). They no\u00a0longer include the risks arising from\u00a0the corona crisis but rather the increasing macroeconomic risk \u00a0\n\t\t\t\t\tdue to the uncertainty related to the elevated inflation and severity of and economic downturn as well as the global tension uncertainty stemming from \u00a0\n\t\t\t\t\tthe war in Ukraine.\u00a0See further in the separate sections below. Further information on the types of risks covered by post-model adjustments\u00a0and the \u00a0\n\t\t\t\t\tallocation of post-model adjustments\u00a0to the underlying exposures can be found in the section Forward-looking information in note G41. \u00a0\n\t\t\t\t\tLoan impairment charges for 2022 amounted to DKK 1,502 million (2021: DKK 141 million).\u00a0The Group saw more normalised impairment\u00a0levels during \u00a0\n\t\t\t\t\t2022. Strong credit quality driven by post-pandemic recoveries contributed with reversals, while the model-driven charges and increasing post-model \u00a0\n\t\t\t\t\tadjustments was\u00a0a result\u00a0of a worsened macroeconomic\u00a0outlook. \u00a0\n\t\t\t\t\tThe applied macroeconomic scenarios in\u00a02022 differ\u00a0from those used at 31 December 2021. In Q4 2022 the downside scenario was changed to \u00a0\n\t\t\t\t\tcapture the severe recession scenario with high interest rates (reflecting a stagflation scenario) applied in the Group\u2019s Internal Capital Adequacy \u00a0\n\t\t\t\t\tAssessment Process\u00a08 (ICAAP)\u00a0processes and is similar\u00a0in nature\u00a0to regulatory stress\u00a0tests. The severe recession scenario reflects negative growth, \u00a0\n\t\t\t\t\tincreasing interest\u00a0rates, and falling property prices for a longer period.\u00a0The change of the downside scenario has been made to better\u00a0capture the \u00a0\n\t\t\t\t\tincreasing risk\u00a0from high interest rates and high inflation,\u00a0and in order for the ECL calculation\u00a0to include potential\u00a0downside risks due to the elevated \u00a0\n\t\t\t\t\tasset prices across the Nordics. \u00a0\n\t\t\t\t\tExcept as\u00a0described above, all other policies and principles remain in place. Staging criteria are unchanged, including the 30 days past due criteria and \u00a0\n\t\t\t\t\tPD-based criteria for\u00a0transfer to stage 2. \u00a0\n\t\t\t\t\tAccounting treatment affected\u00a0by the war in Ukraine \u00a0\n\t\t\t\t\tIn 2022,\u00a0financial markets have been under pressure due to the uncertainty\u00a0caused by high inflation\u00a0and energy prices as a consequence of the war in \u00a0\n\t\t\t\t\tUkraine, which\u00a0has exacerbated macroeconomic uncertainties. \u00a0\n\t\t\t\t\tThe Group has considered the impact of the war on critical areas such as the credit portfolio and macroeconomic\u00a0scenarios. The Group has very limite\u00a0d \u00a0\n\t\t\t\t\tdirect exposures to customers in or from Russia, Ukraine\u00a0or Belarus. DKK 1.6 billion of the Group\u2019s post-model adjustments relate to the economic \u00a0\n\t\t\t\t\tuncertainties and macroeconomic impacts arising from the war\u00a0in Ukraine to ensure prudent coverage of\u00a0the Group\u2019s credit\u00a0exposures. Similarly, \u00a0\n\t\t\t\t\tmacroeconomic scenarios have been updated to\u00a0reflect expectations\u00a0of higher inflation\u00a0and interest rates which are fuelled by the war in Ukraine. \u00a0\n\t\t\t\t\tFor more detail on the impacts\u00a0of the war in Ukraine,\u00a0see note G41. \u00a0\n\t\t\t\t\tSustainabili ty\u00a0risk \u00a0\n\t\t\t\t\tThe Group may be exposed to sustainability\u00a0risk as a result of current or future environmental,\u00a0social and governance\u00a0(ESG) events or conditions,\u00a0and are \u00a0\n\t\t\t\t\tconsidered external factors that can\u00a0impact existing risks. Sustainability\u00a0risk is therefore considered a cross-cutting driver of existing risks as outline\u00a0d \u00a0\n\t\t\t\t\tin the Group\u2019s risk taxonomy,\u00a0which can further exacerbate\u00a0the risks the Group is already facing. \u00a0(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tSustainabili ty\u00a0risk continued \u00a0\n\t\t\t\t\tCredit risk is deemed to be the risk type most materially\u00a0affected by sustainability\u00a0risk in the long term, of which climate\u00a0risk is currently\u00a0the most urgent \u00a0\n\t\t\t\t\tof all ESG-related\u00a0drivers capable of affecting the Group\u2019s credit risk. From a\u00a0financial materiality perspective, climate-related risks\u00a0have been\u00a0deemed \u00a0\n\t\t\t\t\tmost relevant for the Group\u2019s\u00a0lending activities.\u00a0Climate risk pertains\u00a0to transition\u00a0risks, which\u00a0are the risks associated with shifting to a low-carbon \u00a0\n\t\t\t\t\teconomy, and to physical risks arising from projected climate changes , including both long-term shifts (chronic changes) and event-driven\u00a0changes (acute \u00a0\n\t\t\t\t\tchanges) to\u00a0weather patterns. \u00a0\n\t\t\t\t\tThe Group takes a risk-based approach in prioritising\u00a0risk management\u00a0efforts for credit portfolios that are likely to be most exposed to transition\u00a0and \u00a0\n\t\t\t\t\tphysical risks. For\u00a0that purpose, the Group\u2019s climate risk heat map is based on a\u00a0mix of\u00a0qualitative and\u00a0quantitative input\u00a0to define the credit exposures \u00a0\n\t\t\t\t\tmost exposed\u00a0to transition\u00a0and physical risks. The climate heat map gives an indication\u00a0of the size of\u00a0the exposure at\u00a0risk and\u00a0not the\u00a0expected stress \u00a0\n\t\t\t\t\teffects such as impairment charges. Such quantitative\u00a0measures are to be assessed through scenario analysis\u00a0and future stress testing. Climate \u00a0\n\t\t\t\t\tscenario analysis is already being performed -\u00a0following the recommendations\u00a0of the Taskforce\u00a0on Climate-related\u00a0Financial Disclosures\u00a0(TCFD) for key \u00a0\n\t\t\t\t\tsectors for both transition\u00a0risk and physical risk, such as for the oil and gas,\u00a0agriculture and property portfolios. The Group will continue to refine the \u00a0\n\t\t\t\t\tclimate risk heat map as more climate risk data becomes available\u00a0to support the identification\u00a0of both\u00a0transition and\u00a0physical risks for\u00a0the purpose of \u00a0\n\t\t\t\t\tdetermining financial materiality,\u00a0however, conclusions have not led to adjustments\u00a0to staging or expected credit losses, as the impacts either manifest \u00a0\n\t\t\t\t\tover a longer time\u00a0period than loan maturities,\u00a0or as transition\u00a0risks are concentrated on\u00a0sectors with downside risks recognised in\u00a0the bank\u2019s expected \u00a0\n\t\t\t\t\tcredit losses, for example\u00a0in the agriculture\u00a0and oil and gas portfolios. \u00a0\n\t\t\t\t\tFor more detail on Sustainability\u00a0risk, see note G41. \u00a0\n\t\t\t\t\tFair value measurement\u00a0of financial\u00a0instruments \u00a0\n\t\t\t\t\tAt the\u00a0end of 2022, no unusual challenges in obtaining reliable pricing apart from\u00a0insignificant parts\u00a0of the portfolio remained. The majority of\u00a0valuatio n \u00a0\n\t\t\t\t\ttechniques continues to employ only observable market data, and there has been no\u00a0significant increase in financial instruments\u00a0measured on the basis \u00a0\n\t\t\t\t\tof valuation\u00a0techniques that are\u00a0based on one or more significant\u00a0unobservable inputs. The latter continues to include only unlisted shares,\u00a0certain bonds \u00a0\n\t\t\t\t\tand some long-dated\u00a0derivatives for\u00a0which there is no active market. On the derivatives\u00a0portfolio, the Group makes fair value adjustments\u00a0to cover changes \u00a0\n\t\t\t\t\tin counterparty risk (CVA and DVA) and to cover expected funding costs (FVA and ColVA)\u00a0on derivatives,\u00a0bid-offer spreads on the net open position\u00a0of the \u00a0\n\t\t\t\t\tportfolio of\u00a0assets and liabilities\u00a0with offsetting market risk recognised at mid-market prices, and model risk on level 3 derivatives.\u00a0At 31 December \u00a0\n\t\t\t\t\t2022, the adjustments\u00a0totalled DKK 0.2 billion\u00a0(2021: DKK 1.0 billion), including the adjustment for\u00a0credit risk on derivatives\u00a0that are credit impaired. \u00a0\n\t\t\t\t\tNote G33(a) provides more\u00a0details on\u00a0the fair value\u00a0measurement of\u00a0financial instruments. \u00a0\n\t\t\t\t\tThe Group uses derivatives\u00a0to hedge the fixed interest rate on some financial\u00a0assets and liabilities,\u00a0thus converting the fixed\u00a0interest rates\u00a0on the financia\u00a0l \u00a0\n\t\t\t\t\tinstruments to variable interest rates by\u00a0the use of swaps. The ongoing\u00a0Interest Rate Benchmark Reform is replacing existing benchmark interbank \u00a0\n\t\t\t\t\toffered rates (IBORs) with alternative\u00a0risk-free rates. As a result of these developments,\u00a0accounting judgement\u00a0is involved in determining whether certain \u00a0\n\t\t\t\t\thedge accounting\u00a0relationships that\u00a0hedge the interest rate risk due to changes in IBORs continue\u00a0to qualify for hedge accounting. Following\u00a0IASB\u2019s project \u00a0\n\t\t\t\t\t\u2018Interest Rate Benchmark Reform\u2019 for the assessment of effectiveness of such hedges, it is assumed that the interest rate benchmark is not altered as \u00a0\n\t\t\t\t\ta result\u00a0of the reform. For further information,\u00a0see note G12(d). \u00a0\n\t\t\t\t\tMeasurement of\u00a0goodwill and\u00a0customer rights \u00a0\n\t\t\t\t\tGoodwill is\u00a0tested for\u00a0impairment once\u00a0a year or more frequently if indications\u00a0of impairment\u00a0exist. Impairment\u00a0testing requires management to\u00a0estimate \u00a0\n\t\t\t\t\tthe present value of future cash flows. A number of factors affect the value\u00a0of such cash flows, including\u00a0discount rates, changes in the economic outlook, \u00a0\n\t\t\t\t\tcustomer behaviour\u00a0and competition.\u00a0As at 31 December\u00a02022, goodwill amounted to DKK 4.4\u00a0billion (31\u00a0December 2021: DKK 6.1 billion). \u00a0\n\t\t\t\t\tIn connection with the quarterly reporting, management performs an\u00a0impairment review\u00a0to assess whether there are\u00a0indications that\u00a0goodwill might be \u00a0\n\t\t\t\t\timpaired. This includes a\u00a0review of decline in income, increase in loan impairment charges, decline\u00a0in the market value of assets under management, \u00a0\n\t\t\t\t\tmajor restructurings, macroeconomic developments etc. During 2022, goodwill in\u00a0Danica Pension amounting to DKK 1.6 billion was assessed\u00a0to be \u00a0\n\t\t\t\t\timpaired due\u00a0to increasing discount rates and lower financial outlook.\u00a0Following the\u00a0impairment charges\u00a0on goodwill,\u00a0goodwill in Danica Pension amounts \u00a0\n\t\t\t\t\tto DKK 0.0 billion as at 31 December 2022 (31 December 2021: DKK 1.6 billion). \u00a0\n\t\t\t\t\tThe remaining goodwill mainly consists of DKK 2.1 billion (2021: DKK 2.1 billion)\u00a0in Markets,\u00a0DKK 1.8 billion\u00a0(2021: DKK 1.8 billion)\u00a0in Asset Management \u00a0\n\t\t\t\t\tand DKK\u00a00.5 billion\u00a0(2021: DKK\u00a00.5 billion)\u00a0in General Banking\u00a0(all part of the business segment Large Corporates\u00a0& Institutions)\u00a0showing significant \u00a0\n\t\t\t\t\tamounts of\u00a0excess value\u00a0in the impairment tests in 2022 and 2021. \u00a0\n\t\t\t\t\tNote G19 provides more information about the impairment\u00a0test in 2022 and 2021 including\u00a0sensitivity to\u00a0changes in assumptions. \u00a0\n\t\t\t\t\tMeasurement of\u00a0liabilities under\u00a0insurance contracts \u00a0\n\t\t\t\t\tLiabilities under\u00a0insurance contracts are measured at\u00a0the present value of expected benefits for each insurance contract.\u00a0The measurement is based on \u00a0\n\t\t\t\t\tactuarial computations\u00a0that rely on estimates\u00a0of a number of variables,\u00a0including mortality and disability rates, and on\u00a0the discount rate. The future \u00a0\n\t\t\t\t\tmortality rates are\u00a0based on the Danish FSA\u2019s benchmark,\u00a0while other variables\u00a0are estimated\u00a0based on data from the Group\u2019s own portfolio\u00a0of insurance \u00a0\n\t\t\t\t\tcontracts. Section\u00a0(c) of this note and note G18 provide further information on the measurement of insurance liabilities.\u00a0Note G41 contain a sensitivity \u00a0\n\t\t\t\t\tanalysis for\u00a0life insurance. \u00a0(d) Financial\u00a0highlights \u00a0\n\t\t\t\t\tThe financial highlights\u00a0and reporting\u00a0for each segment shown\u00a0in note G3 are used in the Management\u2019s\u00a0report and represent the financial informatio\u00a0n \u00a0\n\t\t\t\t\tregularly provided to management. The Reclassification\u00a0column in note\u00a0G3 shows the\u00a0reconciliation between\u00a0the presentation\u00a0in the financial highlights \u00a0\n\t\t\t\t\tand the presentation in the consolidated\u00a0financial statements\u00a0prepared under IFRS and includes\u00a0the following: \u00a0\n\t\t\t\t\tOperating leases \u00a0\n\t\t\t\t\tIn the IFRS income statement, gains or losses on the sale of operating lease assets, excluding\u00a0properties, at\u00a0the end of the lease agreement are presented \u00a0\n\t\t\t\t\ton a gross basis (the Group\u00a0acts as a lessor). This\u00a0means that\u00a0the proceeds from the sale of the assets are recognised under Other\u00a0income, whereas the \u00a0\n\t\t\t\t\tcarrying amount of\u00a0the lease assets is recognised under Operating expenses. \u00a0\n\t\t\t\t\tIn the financial highlights,\u00a0the gains or losses on the sale of the\u00a0lease asset are presented\u00a0on a net basis under\u00a0Other income to better reflect the \u00a0\n\t\t\t\t\tdevelopment in\u00a0the cost\u00a0base. \u00a0\n\t\t\t\t\tMarkets and Investment\u00a0Banking &\u00a0Securities (both\u00a0part of\u00a0Large Corporates\u00a0& Institutions)\u00a0and Group\u00a0Treasury (part of Group\u00a0Functions) \u00a0\n\t\t\t\t\tIn the IFRS income statement, income from Markets and Investment\u00a0Banking & Securities and Group Treasury is\u00a0presented as\u00a0Net interest income, the \u00a0\n\t\t\t\t\tnet of Fee income and Fee expenses. Net trading\u00a0income or loss and Other\u00a0income, depending on\u00a0the type of\u00a0income. The distribution\u00a0of income between \u00a0\n\t\t\t\t\tthe various income line items can\u00a0vary considerably from\u00a0one year to the next, depending\u00a0on the\u00a0underlying transactions and\u00a0market conditions.\u00a0To better \u00a0\n\t\t\t\t\treflect income in those areas, the following\u00a0reclassifications are made in\u00a0the financial highlights: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAll income contributed by Markets, excluding Market\u2019s share of\u00a0margins on customer derivatives,\u00a0is presented\u00a0as Net trading\u00a0income \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tTrading-related income at Investment Banking &\u00a0Securities is presented as Net trading\u00a0income. However,\u00a0income contributed by\u00a0Equity Finance \u00a0\n\t\t\t\t\t(also part of Large Corporates\u00a0& Institutions,\u00a0Investment Banking & Securities) is presented as Net fee income \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAll income in Group Treasury, except income at Internal Bank, income on bonds held to collect and bonds held to\u00a0collect and sell, are presented as \u00a0\n\t\t\t\t\tNet trading income. \u00a0\n\t\t\t\t\tDanica Pension \u00a0\n\t\t\t\t\tIn the\u00a0IFRS income statement,\u00a0income and expenses in Danica Pension is consolidated\u00a0on a line-by-line\u00a0basis. In the financial highlights, earnings in the \u00a0\n\t\t\t\t\tbusiness segment\u00a0Danica Pension is presented as\u00a0a single line Net income from insurance business due to Danica Pension being a\u00a0separate business \u00a0\n\t\t\t\t\tunit. This increases transparency and simplicity\u00a0in the income statement part of the financial highlights,\u00a0as Danica Pension\u2019s business model is very \u00a0\n\t\t\t\t\tdifferent from the business\u00a0model of the other commercial activities\u00a0within the Group. Net income insurance business is presented before elimination\u00a0of \u00a0\n\t\t\t\t\tintra-group transactions. \u00a0\n\t\t\t\t\tNon-core \u00a0\n\t\t\t\t\tIn the IFRS income statement and balance sheet, income and expense items and asset\u00a0and liability\u00a0items from\u00a0the Non-core segment are included\u00a0in the \u00a0\n\t\t\t\t\tvarious income statement and balance sheet line items, as the segment does not fulfil the requirements in IFRS 5, Non-current Assets Held for Sale and \u00a0\n\t\t\t\t\tDiscontinued Operations. \u00a0\n\t\t\t\t\tThe Non-core segment includes\u00a0certain customer segments that are\u00a0no longer considered part of the Group\u2019s core business. To better reflect activitie\u00a0s \u00a0\n\t\t\t\t\tfrom the Group\u2019s core and non-core business, the profit or loss of the Non-core segment is presented as one amount in a separate line item \u2018Profit before \u00a0\n\t\t\t\t\ttax, Non-core\u2019 in\u00a0the financial highlights. Similarly,\u00a0assets are presented together\u00a0as Total\u00a0assets in\u00a0Non-core and liabilities\u00a0together as Total liabilities\u00a0in \u00a0\n\t\t\t\t\tNon-core in the balance sheet in the financial highlights. \u00a0\n\t\t\t\t\t(e) Reporting\u00a0on the ESEF Regulation \u00a0\n\t\t\t\t\tThe Commission\u2019s Delegated Regulation (EU) 2019/815 on the European Single Electronic Format (ESEF\u00a0Regulation) requires a special digital reporting \u00a0\n\t\t\t\t\tformat for annual\u00a0report for publicly\u00a0listed entities. The ESEF Regulation includes requirements related to the\u00a0preparation of\u00a0the annual report in XHTML \u00a0\n\t\t\t\t\tformat and iXBRL\u00a0tagging of the\u00a0consolidated financial statements\u00a0key elements\u00a0including Income\u00a0statement, Statement\u00a0of comprehensive\u00a0income, \u00a0\n\t\t\t\t\tBalance sheet, Statement\u00a0of capital, Cash flow statement and notes. \u00a0\n\t\t\t\t\tDanske Bank\u00a0Group\u2019s iXBRL tagging is prepared in accordance the ESEF taxonomy which is included in the appendices\u00a0of the ESEF Regulation\u00a0and is \u00a0\n\t\t\t\t\tdeveloped based\u00a0on the IFRS taxonomy that is published by\u00a0IFRS Foundation. For\u00a0the annual\u00a0report for 2022,\u00a0the ESEF Taxonomy for 2021 has been \u00a0\n\t\t\t\t\tapplied. \u00a0\n\t\t\t\t\tThe account balances in the consolidated financial statement is\u00a0XBRL tagged to the elements in the ESEF Regulation\u00a0that is assessed to correspond to \u00a0\n\t\t\t\t\tthe content of the account balances. For account balances that are assessed not to be covered by the account balances defined in the ESEF taxonomy, \u00a0\n\t\t\t\t\tthe Group has incorporated entity specific extensions to the taxonomy. These extensions are \u2013\u00a0except subtotals \u2013\u00a0embedded in the elements in the ESEF \u00a0\n\t\t\t\t\tTaxonomy. \u00a0\n\t\t\t\t\tThe annual report comprises \u2013 in accordance with the requirements of the ESEF Regulation \u2013 of a\u00a0zip-file danskebank-2022-12-31-en.zip,\u00a0that includes \u00a0\n\t\t\t\t\tan XHTML-file,\u00a0that can\u00a0be opened with standard web browsers and\u00a0a number of technical XBRL files that make automated extracts of the incorporate\u00a0d \u00a0\n\t\t\t\t\tXBRL data possible. \u00a0G2. Changes and forthcoming changes to accounting policies and presentation \u00a0\n\t\t\t\t\t(a) Changes\u00a0to significant accounting policies and presentation during the year \u00a0\n\t\t\t\t\tOn 1 January\u00a02022, the Group implemented the amendments to IAS 16,\u00a0IAS 37, IFRS 3 and Annual Improvements to IFRS Standards 2018 - 2020. The \u00a0\n\t\t\t\t\timplementation of\u00a0the amendments to IFRSs\u00a0had no impact on the financial statements.\u00a0The sections below explain in further details the changes to \u00a0\n\t\t\t\t\taccounting policies and\u00a0presentation implemented. \u00a0\n\t\t\t\t\tIn 2022,\u00a0the Group has changed the presentation\u00a0of Gain or loss on sale of disposal groups to be presented separately on the face\u00a0of the Income statement \u00a0\n\t\t\t\t\trather than within Other Income. Comparative\u00a0information in the income statement has been restated to reflect the change in presentation.\u00a0Further \u00a0\n\t\t\t\t\tinformation is provided in note G7. \u00a0\n\t\t\t\t\tIn 2022, the Group has included Impairment charges on goodwill and Provision for Estonia matter as separate rows in\u00a0the Income statement. \u00a0\n\t\t\t\t\tThe sections below explain in more detail the changes to accounting policies. \u00a0\n\t\t\t\t\tAmendment to\u00a0IAS 16,\u00a0Property, plant and\u00a0equipment \u00a0\n\t\t\t\t\tThe amendment clarifies that if items are produced while bringing an item of property, plant and equipment into use, the proceeds from sale of that item \u00a0\n\t\t\t\t\tcannot be deducted from the cost of the asset. The proceeds must instead be recognised in profit or loss. The amendment has no impact on the financial \u00a0\n\t\t\t\t\tstatements. \u00a0\n\t\t\t\t\tAmendment to\u00a0IAS 37,\u00a0Provisions, contingent liabilities\u00a0and contingent\u00a0assets \u00a0\n\t\t\t\t\tThe amendment clarifies that when assessing whether a contract is onerous, costs to be included are those that are directly related to the contract, and \u00a0\n\t\t\t\t\tinclude the incremental costs of fulfilling the contract and an allocation\u00a0of other costs directly\u00a0related to fulfilling the contract. The amendment has no \u00a0\n\t\t\t\t\timpact on the financial statements. \u00a0\n\t\t\t\t\tAmendment to\u00a0IFRS 3, Business\u00a0combinations \u00a0\n\t\t\t\t\tIFRS 3 has been amended to refer to the updated contractual framework. The amendment has no impact on the financial statements. \u00a0\n\t\t\t\t\tAnnual Improvements\u00a0to IFRS Standards\u00a02018 \u2013\u00a02020 Cycle \u00a0\n\t\t\t\t\tThe annual improvements\u00a0contain amendments to IFRS\u00a01, IFRS 9, IFRS 16 and IAS 41. In IFRS 1, the amendment provides a subsidiary that becomes a \u00a0\n\t\t\t\t\tfirst-time adopter of\u00a0IFRS later than its parent with an exemption relating to the measurement of its assets and liabilities.\u00a0In IFRS 9, the amendment \u00a0\n\t\t\t\t\tclarifies that, when applying the\u00a0\u201c10% per cent\u00a0test\u201d for\u00a0derecognition of\u00a0financial liabilities\u00a0and determining\u00a0the fees paid net of fees received, a borrower \u00a0\n\t\t\t\t\tshould include only fees paid or received between the borrower and the lender, including\u00a0fees paid\u00a0or received by either the borrower or\u00a0lender on the \u00a0\n\t\t\t\t\tother\u2019s behalf. The amendment\u00a0to IFRS 16 is to one of its illustrative\u00a0examples. Finally,\u00a0the amendment\u00a0to IAS 41 removes the requirement to exclude \u00a0\n\t\t\t\t\tcash flows for taxation\u00a0when measuring\u00a0fair value. \u00a0\n\t\t\t\t\tNone of these amendments\u00a0has any impact on the financial statements. \u00a0\n\t\t\t\t\t(b) Standards\u00a0and interpretations\u00a0not yet in force \u00a0\n\t\t\t\t\tThe International\u00a0Accounting Standards Board\u00a0(IASB) has issued one new accounting\u00a0standard (IFRS 17)\u00a0and amendments\u00a0to existing\u00a0internation a l \u00a0\n\t\t\t\t\taccounting standards (IFRS 16, IAS 1, IAS 8, and IAS 12),\u00a0that have not yet come into force. The Group has not early adopted any of\u00a0the changes. The \u00a0\n\t\t\t\t\tsections below explain the IFRS changes that are likely to affect\u00a0the Group\u2019s future financial reporting. For the changes not described below, no significant \u00a0\n\t\t\t\t\timpact is expected. \u00a0\n\t\t\t\t\tIFRS 17, Insurance Contracts \u00a0\n\t\t\t\t\tIn May 2017, the IASB issued IFRS 17, Insurance Contracts. IFRS 17 replaces IFRS 4, Insurance Contracts, which was an interim standard that did not \u00a0\n\t\t\t\t\tprescribe the measurement of insurance contracts but relied on existing accounting practices. IFRS 17 is a comprehensive\u00a0standard with principles\u00a0for, \u00a0\n\t\t\t\t\tfor example,\u00a0the measurement of insurance contracts at a\u00a0current (fulfilment)\u00a0value in the balance sheet, the recognition of\u00a0insurance contract revenue \u00a0\n\t\t\t\t\tin the income statement\u00a0and the presentation\u00a0of information\u00a0on the performance in relation to insurance contracts. IFRS 17 was endorsed by the EU in \u00a0\n\t\t\t\t\tNovember 2021, albeit with an optional exemption regarding the annual cohort requirement,\u00a0which relates\u00a0to the timing of\u00a0the recognition of\u00a0the \u00a0\n\t\t\t\t\tcontractual service margin in\u00a0profit or\u00a0loss. IFRS 17 is effective for annual reporting periods beginning on\u00a0or after 1 January 2023. \u00a0\n\t\t\t\t\tUnder IFRS 17, insurance\u00a0contracts are contracts under which the Group accepts significant insurance risk from a policyholder,\u00a0by agreeing to \u00a0\n\t\t\t\t\tcompensate the policyholder\u00a0if a specified\u00a0uncertain future event adversely affects\u00a0the policyholder.\u00a0An insurance\u00a0contract with\u00a0direct participatio\u00a0n \u00a0\n\t\t\t\t\tfeatures is defined by IFRS 17 as those which, at inception,\u00a0(i) the contractual terms specify that the policyholder participates in a share of a clearly \u00a0\n\t\t\t\t\tidentified pool\u00a0of underlying items, (ii) the entity expects to pay to the policyholder\u00a0an amount\u00a0equal to a substantial\u00a0share of the fair value returns\u00a0on the \u00a0\n\t\t\t\t\tunderlying items,\u00a0and (iii) the entity expects a\u00a0substantial proportion of any\u00a0change in the amounts to be paid to the policyholder to vary with the change \u00a0\n\t\t\t\t\tin fair value\u00a0of the underlying\u00a0items. \u00a0\n\t\t\t\t\tIFRS 17 requires a portfolio\u00a0of insurance contracts (i.e. contracts that are subject to similar risks and are managed together) to be divided into a minimum \u00a0\n\t\t\t\t\tof (i) a group of contracts that are onerous\u00a0at initial recognition, if any (ii) a\u00a0group of contracts that at initial recognition,\u00a0have no significant possibility\u00a0of \u00a0\n\t\t\t\t\tbecoming onerous subsequently, if\u00a0any and (iii) a group of\u00a0remaining contracts in the\u00a0portfolio, if\u00a0any. Groups\u00a0of insurance\u00a0contracts issued are initial \u00a0\n\t\t\t\t\trecognised from the earliest of the (i) the beginning of the coverage period of the group, (ii) the date when the first payment from a policyholder becomes \u00a0\n\t\t\t\t\tdue, or (iii) for a group of onerous contracts, when the group becomes onerous. Furthermore,\u00a0each group is divided\u00a0into annual cohorts so that each group \u00a0\n\t\t\t\t\tonly includes\u00a0contracts issued no more than one year apart. Groups\u00a0of insurance contracts\u00a0are measured using either\u00a0the General Measurement\u00a0Model \u00a0\n\t\t\t\t\t(GMM, or\u00a0Building Block\u00a0approach), Variable Fee\u00a0Approach (VFA) or Premium Allocation\u00a0Approach (PAA). \u00a0G2. Changes and forthcoming changes to accounting policies and presentation continued \u00a0\n\t\t\t\t\tGroups of insurance contracts under GMM or VFA are initially\u00a0measured as the total\u00a0of fulfilment cash flows (which comprise estimated\u00a0future cash \u00a0\n\t\t\t\t\tflows, an adjustment for time value of money and financial risks related to future cash flows, and a risk adjustment\u00a0for non-financial\u00a0risk) and contractual \u00a0\n\t\t\t\t\tservice margin (CSM; unearned profit that will be recognised as the Group provides\u00a0insurance contract services). At each reporting date, the group of \u00a0\n\t\t\t\t\tinsurance contracts is\u00a0subsequently measured\u00a0as the sum of the liability\u00a0for remaining\u00a0coverage (comprising fulfilment cash\u00a0flows relating to future \u00a0\n\t\t\t\t\tservice and CSM) and liability\u00a0for incurred\u00a0claims (comprising fulfilment cash flows relating to past service). \u00a0\n\t\t\t\t\tFor insurance contracts\u00a0under PAA,\u00a0the liability\u00a0for remaining coverage is measured on initial recognition at premiums received less any acquisition\u00a0cash \u00a0\n\t\t\t\t\tflows paid\u00a0and any amounts\u00a0arising from the derecognition of insurance acquisition cash flows asset. \u00a0\n\t\t\t\t\tAn insurance contract is onerous at\u00a0the date of initial\u00a0recognition if\u00a0the fulfilment cash\u00a0flows, any previously recognised insurance acquisition cash flows \u00a0\n\t\t\t\t\tand any cash flows arising from the contract at the date of initial\u00a0recognition are\u00a0in total\u00a0a net outflow.\u00a0The loss from onerous insurance contracts\u00a0is \u00a0\n\t\t\t\t\trecognised immediately\u00a0in profit or loss, and no CSM is recognised\u00a0on the balance sheet on initial recognition. \u00a0\n\t\t\t\t\tThe Group continues to make progress with required changes to models and data, and assessing the impact on the Group\u2019s financial statements. The \u00a0\n\t\t\t\t\tGroup has divided its insurance products in\u00a0terms of classification and measurement and aggregation into portfolios, and estimates using the three \u00a0\n\t\t\t\t\tmeasurement models, including a preliminary calculation of the CSM, have been made. Under IFRS 17 the Group will have four portfolios of insurance \u00a0\n\t\t\t\t\tcontracts: three portfolios will contain life insurance products and one will contain the health and accident insurance contracts. The three life insurance \u00a0\n\t\t\t\t\tportfolios will\u00a0be: an average-rate portfolio,\u00a0a unit-linked\u00a0portfolio and a\u00a0portfolio of\u00a0legacy life insurance\u00a0product in run-off. The classification\u00a0of insurance \u00a0\n\t\t\t\t\tcontracts into four\u00a0portfolios is based on\u00a0an assessment of similar\u00a0risks and whether they are managed together. \u00a0\n\t\t\t\t\tThe Group will apply all three measurement approaches, with VFA applied to the majority of insurance contracts, since they meet the definition\u00a0of \u00a0\n\t\t\t\t\tinsurance contracts with direct participation\u00a0features under IFRS 17. The PAA method will be applied to health and accident insurance contracts. IFRS \u00a0\n\t\t\t\t\t17 does not change the overall\u00a0profitability of\u00a0the insurance contracts. IFRS 17 will change the recognition\u00a0pattern of\u00a0profits and\u00a0losses in the income \u00a0\n\t\t\t\t\tstatement, in\u00a0particular due to the disaggregation of life insurance products and health and\u00a0accident insurance products. Other than this, IFRS 17 is\u00a0not \u00a0\n\t\t\t\t\texpected to have a material effect\u00a0on the expected\u00a0profit patterns for future periods. The Group will apply the annual cohort exemption from the EU to the \u00a0\n\t\t\t\t\taverage-rate portfolio. \u00a0\n\t\t\t\t\tIFRS 17 allows three methods\u00a0for transition\u00a0at the transition date. The Group will apply the fair value approach for measuring insurance contracts at\u00a0the \u00a0\n\t\t\t\t\ttransition date,\u00a0as the full retrospective\u00a0approach is impracticable\u00a0to apply. On transition, the Group expects equity to decrease by approximately\u00a0DKK \u00a0\n\t\t\t\t\t1.4 billion\u00a0as at 1 January\u00a02022, which\u00a0is a consequence\u00a0of life insurance products and health\u00a0and accident insurance products no longer will be managed \u00a0\n\t\t\t\t\t(bundled) together after the transition\u00a0to IFRS 17. The estimated effect on the net profit for 2022 is in the range of DKK 0.2 \u2013 0.5 billion, and therefore \u00a0\n\t\t\t\t\tthe estimated effect\u00a0on equity as at 1 January\u00a02023 is decrease of DKK\u00a00.9 \u2013 1.2 billion. \u00a0\n\t\t\t\t\tFrom 2023, the result of insurance\u00a0contracts will be presented separately from\u00a0other activities\u00a0of the Group in the Income\u00a0statement. \u00a0Accounting policy \u00a0\n\t\t\t\t\tSegment reporting\u00a0complies with the significant accounting policies. The \u2018Reclassification\u2019 column shows\u00a0adjustments made\u00a0to the IFRS statements \u00a0\n\t\t\t\t\tin the calculation of the financial highlights. \u00a0\n\t\t\t\t\tInternal income and expenses are allocated to the individual\u00a0segments on an arm\u2019s-length basis. Expenses incurred centrally, including\u00a0expenses \u00a0\n\t\t\t\t\tincurred by\u00a0support, administrative\u00a0and back-office functions, are charged to the business units according to consumption\u00a0and activity.\u00a0Funding costs \u00a0\n\t\t\t\t\tfor lending\u00a0and deposit activities\u00a0(FTP) are allocated\u00a0on the\u00a0basis of a maturity\u00a0analysis of\u00a0loans and deposits, interbank\u00a0rates and funding\u00a0spreads, and \u00a0\n\t\t\t\t\tdepend on market trends. \u00a0\n\t\t\t\t\tSegment assets and liabilities\u00a0are assets and liabilities\u00a0that are used for maintaining\u00a0the operating activities\u00a0of a segment or have come into existenc\u00a0e \u00a0\n\t\t\t\t\tas a result of such activities\u00a0and which are either directly attributable\u00a0or may be reasonably\u00a0allocated to a segment. A\u00a0calculated share of\u00a0shareholders\u2019 \u00a0\n\t\t\t\t\tequity is\u00a0allocated to each segment. Other assets and liabilities\u00a0are recognised\u00a0under Group Functions. \u00a0\n\t\t\t\t\tCapital (shareholders\u2019 equity)\u00a0is allocated to the business units based on the Group\u2019s capital allocation\u00a0framework, with goodwill\u00a0allocated directly to \u00a0\n\t\t\t\t\tthe relevant business units. The framework is based on a regulatory approach and is calibrated to the Group\u2019s CET1 capital ratio target. Therefore, the \u00a0\n\t\t\t\t\tcapital consumption of the individual\u00a0business units is closely aligned with the Group\u2019s total capital consumption.\u00a0However, for\u00a0the Northern\u00a0Ireland \u00a0\n\t\t\t\t\tbusiness unit, the capital allocated equals the legal entity\u2019s capital. \u00a0\n\t\t\t\t\tA calculated\u00a0interest income equal to the risk-free return on its allocated capital is apportioned\u00a0to each business unit and offset by a corresponding \u00a0\n\t\t\t\t\tinterest expense at Group Functions. This income is calculated on\u00a0the basis of the short-term money market rate. The interest expense on\u00a0equity \u00a0\n\t\t\t\t\taccounted additional tier 1 capital is\u00a0charged to the business units on\u00a0the basis of the capital allocated to each\u00a0unit and offset\u00a0at Group Functions. \u00a0\n\t\t\t\t\t\n\t\t\t\t\t\n\t\t\t\t\t\n\t\t\t\t\t\n\t\t\t\t\t\n\t\t\t\t\tG30. Transferred financial\u00a0assets that are not derecognised \u00a0\n\t\t\t\t\tThe Group enters into transactions that transfer ownership of financial assets, such as bonds and shares, to a counterparty,\u00a0while the\u00a0Group retains the \u00a0\n\t\t\t\t\trisks associated with the holding of the assets. If the Group retains all significant risks, the securities remain in the balance sheet, and the transaction\u00a0s \u00a0\n\t\t\t\t\tare accounted for\u00a0as loans received against collateral.\u00a0Such transactions\u00a0are repo transactions and securities lending. The transactions\u00a0involve selling \u00a0\n\t\t\t\t\tthe securities to\u00a0be repurchased at a fixed price at a later\u00a0date. Counterparties are entitled to sell the securities or\u00a0deposit them as\u00a0collateral for\u00a0loans. \u00a0Trading portfolio \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\tCarrying amount\u00a0of transferred assets \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t139,807 \u00a0\n\t\t\t\t\t193,258 \u00a0\n\t\t\t\t\tSecurities lending \u00a0\n\t\t\t\t\t2,008 \u00a0\n\t\t\t\t\t2,988 \u00a0\n\t\t\t\t\tTotal transferred\u00a0assets \u00a0\n\t\t\t\t\t139,807 \u00a0\n\t\t\t\t\t2,008 \u00a0\n\t\t\t\t\t193,258 \u00a0\n\t\t\t\t\t2,988 \u00a0\n\t\t\t\t\tRepo transactions, own issued bonds \u00a0\n\t\t\t\t\t31,064 \u00a0\n\t\t\t\t\t32,592 \u00a0\n\t\t\t\t\tCarrying amount\u00a0of associated liabilities \u00a0\n\t\t\t\t\t171,384 \u00a0\n\t\t\t\t\t2,109 \u00a0\n\t\t\t\t\t226,855 \u00a0\n\t\t\t\t\t3,137 \u00a0\n\t\t\t\t\tNet positions \u00a0\n\t\t\t\t\t513 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t1,006 \u00a0\n\t\t\t\t\t149 \u00a0\n\t\t\t\t\tThe Group has\u00a0not entered\u00a0into any agreements on the sale of assets that entail the Group\u2019s continuing\u00a0involvement in\u00a0derecognised financial assets. \u00a0\n\t\t\t\t\tG33. Fair value information\u00a0for financial\u00a0instruments continued \u00a0\n\t\t\t\t\tValuation techniques \u00a0\n\t\t\t\t\tThe most frequently\u00a0used valuation\u00a0techniques include the pricing of transactions with future settlement and swap\u00a0models that\u00a0apply present value \u00a0\n\t\t\t\t\tcalculations, credit\u00a0pricing models and options models, such as Black & Scholes models. As part of the Group\u2019s control environment,\u00a0valuation models\u00a0are \u00a0\n\t\t\t\t\tvalidated by\u00a0units that\u00a0are independent\u00a0of the business units\u00a0that develop\u00a0the models and trade in the products covered by\u00a0the models. Validation\u00a0is made \u00a0\n\t\t\t\t\tto test the implementation,\u00a0quality and operating stability of\u00a0models to ensure that the models can be used for\u00a0pricing and\u00a0risk management of\u00a0financial \u00a0\n\t\t\t\t\tproducts. \u00a0\n\t\t\t\t\tLoans granted and bonds issued by Realkredit Danmark are recognised at the fair value of the issued bonds (the quoted price in an active market). The \u00a0\n\t\t\t\t\tGroup adjusts\u00a0for changes to the fair value of the credit risk on borrowers etc. The adjustment\u00a0is described further\u00a0in note\u00a0G16. \u00a0\n\t\t\t\t\tThe value of derivatives,\u00a0primarily long-term contracts, is determined on\u00a0observable yields extrapolated\u00a0to yield curves for the full duration of the contracts. \u00a0\n\t\t\t\t\tMoreover, the very limited portfolio of\u00a0credit derivatives\u00a0is valued\u00a0on the basis of observable\u00a0input as\u00a0well as assumptions\u00a0about the probability\u00a0of default \u00a0\n\t\t\t\t\t(recovery rate).\u00a0Unlisted shares\u00a0are measured at fair value in accordance with the International\u00a0Private Equity and Venture Capital Valuation Guideline\u00a0s \u00a0\n\t\t\t\t\t(IPEV) which are compliant with IFRS. IPEV guides the calculation of the estimated fair\u00a0value of\u00a0unlisted shares as the price\u00a0that would be received to sell \u00a0\n\t\t\t\t\tan asset or paid to transfer a liability\u00a0in an orderly transaction between market participants\u00a0at the measurement\u00a0date. Valuation\u00a0methods includ\u00a0e \u00a0\n\t\t\t\t\tdiscounted cash flow models and pricing based on a multiple\u00a0of earnings or equity. \u00a0\n\t\t\t\t\tFair value adjustments \u00a0\n\t\t\t\t\tManagement estimates underlie the\u00a0valuation of\u00a0financial instruments\u00a0for which the value is based on valuation\u00a0techniques. The Group makes fair value \u00a0\n\t\t\t\t\tadjustments to\u00a0cover changes in\u00a0counterparty risk\u00a0(CVA and DVA)\u00a0on derivatives,\u00a0funding risk (FVA and ColVA), bid-offer spreads on the net open positio\u00a0n \u00a0\n\t\t\t\t\tof portfolios\u00a0with offsetting\u00a0market risk, and model risk on level 3 derivatives. \u00a0\n\t\t\t\t\tCredit value\u00a0adjustment (CVA),\u00a0debit value\u00a0adjustment (DVA)\u00a0and funding value adjustment (FVA and ColVA) \u00a0\n\t\t\t\t\tThe Group makes a\u00a0fair value adjustment to cover the counterparty credit risk on derivatives\u00a0with a positive fair value (CVA). For\u00a0a given counterparty\u2019\u00a0s \u00a0\n\t\t\t\t\tportfolio of\u00a0derivatives, CVA\u00a0is calculated as\u00a0a function\u00a0of the probability\u00a0of default\u00a0(PD), the expected\u00a0positive exposure (EPE) and the loss given default in \u00a0\n\t\t\t\t\tthe event of bankruptcy\u00a0(LGD). The Group enters into derivatives\u00a0transactions mainly with counterparties\u00a0in the\u00a0Scandinavian market. \u00a0\n\t\t\t\t\tThe PDs used in the CVA model are derived\u00a0from single name liquid credit default swap (CDS). If this is not available,\u00a0the PDs are derived using proxy- \u00a0\n\t\t\t\t\tmapping to a CDS index. For the calculation of EPE, the Group uses simulations\u00a0to estimate\u00a0the expected positive exposures to\u00a0the counterparty\u2019s portfolio \u00a0\n\t\t\t\t\tover the term of the derivatives.\u00a0The exposure model is\u00a0based fully on market-implied\u00a0data. For\u00a0the calculation\u00a0of LGD, the Group uses market compliant \u00a0\n\t\t\t\t\tLGD. However, for customers classified in stage 3 in relation to the expected credit loss impairment, CVA is calculated\u00a0as if the\u00a0derivatives were\u00a0loans \u00a0\n\t\t\t\t\tsubject to\u00a0impairment because\u00a0of credit losses. \u00a0\n\t\t\t\t\tA fair value\u00a0adjustment for\u00a0derivatives with\u00a0an expected negative\u00a0exposure is made to cover the counterparty's\u00a0credit risk on\u00a0Danske Bank\u00a0(DVA), with\u00a0PD \u00a0\n\t\t\t\t\tcalculated according to principles similar to\u00a0CVA. The Group uses PD values derived from Danske Bank\u2019s liquid CDS spread. \u00a0\n\t\t\t\t\tA fair value\u00a0adjustment for\u00a0derivatives to\u00a0cover expected funding\u00a0costs (FVA and ColVA) is calculated.\u00a0FVA primarily\u00a0arises from the cost of funding \u00a0\n\t\t\t\t\tuncollateralised derivatives. The\u00a0adjustment is\u00a0a function of the unsecured funding curve and expected future exposures. ColVA takes into account the \u00a0\n\t\t\t\t\tfunding cost\u00a0and benefit on collateralised\u00a0derivatives. The ColVA adjustment is a function of\u00a0expected collateral balances and cross-currency basis and \u00a0\n\t\t\t\t\trepo spreads. \u00a0\n\t\t\t\t\tAt the end of 2022, CVA, DVA,\u00a0FVA and ColVA came to a net amount of DKK\u00a0-94 million\u00a0(2021: DKK 894\u00a0million), including the adjustment for\u00a0credit risk \u00a0\n\t\t\t\t\ton derivatives\u00a0in stage\u00a03. \u00a0\n\t\t\t\t\tBid-offer spread \u00a0\n\t\t\t\t\tFor portfolios\u00a0of assets and liabilities\u00a0with offsetting market risk, the Group bases its measurement of the portfolios on mid-market prices and\u00a0makes fair \u00a0\n\t\t\t\t\tvalue adjustments\u00a0to recognise net assets at the bid price and net liabilities\u00a0at the\u00a0offer price (exit prices). At the end of 2022, these fair value adjustmen\u00a0ts \u00a0\n\t\t\t\t\ttotalled DKK 151 million (2021: DKK 106 million). \u00a0\n\t\t\t\t\tModel risk \u00a0\n\t\t\t\t\tTo account for the uncertainty\u00a0associated with measuring\u00a0the value of derivatives\u00a0on the basis of non-observable\u00a0input (level 3 in the fair value\u00a0hierarchy), \u00a0\n\t\t\t\t\tthe Group has established guidelines to quantify risk. The Group calculates and\u00a0monitors the reserve\u00a0on an ongoing basis. At the end of 2022, the reserve \u00a0\n\t\t\t\t\ttotalled DKK 0\u00a0million (2021: DKK 0\u00a0million). \u00a0\n\t\t\t\t\t\n\t\t\t\t\t\n\t\t\t\t\tCollateral \u00a0\n\t\t\t\t\tThe Group uses\u00a0a number\u00a0of measures to mitigate\u00a0credit risk, including\u00a0collateral, guarantees and\u00a0covenants. The main method is obtaining collateral. \u00a0\n\t\t\t\t\tThe value of collateral is monitored and reassessed by advisers, internal or external assessors, and automatic valuation models to ensure it reflects current \u00a0\n\t\t\t\t\tmarket prices. The Groups Collateral System supports this process by only accepting up-to-date values, thus ensuring that the Group complies with regulatory \u00a0\n\t\t\t\t\trequirements. \u00a0\n\t\t\t\t\tThe validity of the internal and external inputs on which the valuation\u00a0models depend is assessed regularly and the performance of the models themselves is \u00a0\n\t\t\t\t\tvalidated annually by\u00a0an independent unit, to assess their performance and highlight any deficiencies that need to be addressed. \u00a0\n\t\t\t\t\tThe market value of collateral is subject to a haircut to reflect the fact that the Group may not be able to obtain the estimated market value upon the sale of \u00a0\n\t\t\t\t\tthe individual\u00a0asset in a distressed situation. Hence, the haircut includes a forced sale reduction, price volatility\u00a0during the sales period, realisation costs and \u00a0\n\t\t\t\t\tmaintenance costs. The haircut applied depends on the type of collateral. For regulatory purposes, the Group also applies more conservative haircuts in order \u00a0\n\t\t\t\t\tto capture the risk of an economic downturn. \u00a0\n\t\t\t\t\tThe Group uses\u00a0guarantee schemes\u00a0offered by the governments\u00a0in our markets\u00a0to mitigate the economic consequences of\u00a0the corona crisis. \u00a0\n\t\t\t\t\tType of\u00a0collateral in\u00a0core activities\u00a0(after haircuts) \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tLarge Corporates \u00a0\n\t\t\t\t\tOther areas (ex \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t& Institutions \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\tGroup Functions) \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 2021 \u00a0\n\t\t\t\t\tReal property \u00a0\n\t\t\t\t\t730.4 \u00a0\n\t\t\t\t\t800.2 \u00a0\n\t\t\t\t\t458.1 \u00a0\n\t\t\t\t\t495.5 \u00a0\n\t\t\t\t\t38.0 \u00a0\n\t\t\t\t\t41.0 \u00a0\n\t\t\t\t\t36.5 \u00a0\n\t\t\t\t\t35.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.5 1,263.2 1,372.9 \u00a0\n\t\t\t\t\t- Personal \u00a0\n\t\t\t\t\t717.4 \u00a0\n\t\t\t\t\t789.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t5.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24.7 \u00a0\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t744.0 \u00a0\n\t\t\t\t\t818.3 \u00a0\n\t\t\t\t\t- Commercial \u00a0\n\t\t\t\t\t10.8 \u00a0\n\t\t\t\t\t8.6 \u00a0\n\t\t\t\t\t419.3 \u00a0\n\t\t\t\t\t449.1 \u00a0\n\t\t\t\t\t36.4 \u00a0\n\t\t\t\t\t39.3 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t9.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t476.3 \u00a0\n\t\t\t\t\t506.7 \u00a0\n\t\t\t\t\t- Agricultural \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t37.0 \u00a0\n\t\t\t\t\t41.3 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t42.9 \u00a0\n\t\t\t\t\t47.9 \u00a0\n\t\t\t\t\tBank accounts \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tCustody account and securities \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14.0 \u00a0\n\t\t\t\t\t17.3 \u00a0\n\t\t\t\t\tVehicles \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t19.0 \u00a0\n\t\t\t\t\t22.8 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t23.6 \u00a0\n\t\t\t\t\t24.3 \u00a0\n\t\t\t\t\tEquipment \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t11.7 \u00a0\n\t\t\t\t\t10.6 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t17.5 \u00a0\n\t\t\t\t\t17.1 \u00a0\n\t\t\t\t\tVessels \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t13.3 \u00a0\n\t\t\t\t\t19.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14.3 \u00a0\n\t\t\t\t\t21.0 \u00a0\n\t\t\t\t\tGuarantees \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t11.6 \u00a0\n\t\t\t\t\t15.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t25.9 \u00a0\n\t\t\t\t\tAmounts due \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\tOther assets \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t29.8 \u00a0\n\t\t\t\t\t29.0 \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t34.4 \u00a0\n\t\t\t\t\t34.0 \u00a0\n\t\t\t\t\tTotal collateral \u00a0\n\t\t\t\t\t741.8 \u00a0\n\t\t\t\t\t813.6 \u00a0\n\t\t\t\t\t530.5 \u00a0\n\t\t\t\t\t570.9 \u00a0\n\t\t\t\t\t79.6 \u00a0\n\t\t\t\t\t89.3 \u00a0\n\t\t\t\t\t42.9 \u00a0\n\t\t\t\t\t43.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.5 1,395.1\u00a01,517.8 \u00a0\n\t\t\t\t\tTotal unsecured\u00a0credit \u00a0\n\t\t\t\t\texposure \u00a0\n\t\t\t\t\t140.8 \u00a0\n\t\t\t\t\t177.4 \u00a0\n\t\t\t\t\t214.8 \u00a0\n\t\t\t\t\t205.8 \u00a0\n\t\t\t\t\t568.7 \u00a0\n\t\t\t\t\t501.5 \u00a0\n\t\t\t\t\t46.2 \u00a0\n\t\t\t\t\t56.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t970.6 \u00a0\n\t\t\t\t\t941.4 \u00a0\n\t\t\t\t\tUnsecured portion\u00a0of credit \u00a0\n\t\t\t\t\texposure (%) \u00a0\n\t\t\t\t\t16.0% \u00a0\n\t\t\t\t\t17.9% \u00a0\n\t\t\t\t\t28.8% \u00a0\n\t\t\t\t\t26.5% \u00a0\n\t\t\t\t\t87.7% \u00a0\n\t\t\t\t\t84.9% \u00a0\n\t\t\t\t\t51.8% \u00a0\n\t\t\t\t\t56.6% \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t41.0% \u00a0\n\t\t\t\t\t38.3% \u00a0\n\t\t\t\t\tFrom May 2022, the business segmentation\u00a0was changed. Further\u00a0information can\u00a0be found in note G3(a). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfBasisOfPreparationOfFinancialStatementsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1576": {
   "value": "(a) General \u00a0\n\t\t\t\t\tDanske Bank Group prepares its consolidated\u00a0financial statements\u00a0in accordance with the International\u00a0Financial Reporting Standards (IFRSs)\u00a0and \u00a0\n\t\t\t\t\tapplicable interpretations\u00a0(IFRIC) issued by the International\u00a0Accounting Standards Board\u00a0(IASB), as\u00a0adopted by the EU. Furthermore, the consolidate\u00a0d \u00a0\n\t\t\t\t\tfinancial statements comply with the Danish FSA\u2019s Executive Order No. 1306 dated 16 December 2008 on\u00a0the use of IFRSs by undertakings\u00a0subject to \u00a0\n\t\t\t\t\tthe Danish Financial Business Act. \u00a0\n\t\t\t\t\tOn 1 January\u00a02022, the Group implemented\u00a0the amendments to\u00a0IAS 16,\u00a0IAS 37,\u00a0IFRS 3 and Annual Improvements\u00a0to IFRS Standards 2018 \u2013 2020. \u00a0\n\t\t\t\t\tThe Group has\u00a0changed the presentation\u00a0in the income statement of gain or loss on sale of disposal groups. Further information on the changes to \u00a0\n\t\t\t\t\taccounting policies in\u00a02022 can be found in note G2. Except for these changes, the Group has not changed its significant accounting\u00a0policies from\u00a0those \u00a0\n\t\t\t\t\tapplied in the\u00a0Annual Report\u00a02021. The implementation\u00a0of the amendments\u00a0to IFRSs had no impact on the financial statements. \u00a0\n\t\t\t\t\tFor changes in the financial highlights and segment reporting, see note G3. \u00a0\n\t\t\t\t\tFinancial statement figures are\u00a0stated in\u00a0Danish kroner and whole millions, unless otherwise stated. As a\u00a0result, rounding discrepancies may occur \u00a0\n\t\t\t\t\tbecause totals have been rounded off and the underlying decimals are not presented to financial statement users. \u00a0\n\t\t\t\t\tMonetary assets\u00a0and liabilities\u00a0in foreign currency are translated at the exchange rates at the balance sheet date. Exchange rate adjustments\u00a0of monetary \u00a0\n\t\t\t\t\tassets and liabilities\u00a0arising as\u00a0a result of differences in the exchange rates at the transaction\u00a0date and at the balance sheet date are recognised in the \u00a0\n\t\t\t\t\tincome statement. Non-monetary assets\u00a0and liabilities\u00a0in foreign currency that are subsequently\u00a0revalued at\u00a0fair value are translated at the exchange \u00a0\n\t\t\t\t\trates at the date of revaluation.\u00a0Exchange rate adjustments\u00a0are included\u00a0in the fair value\u00a0adjustment of an\u00a0asset or liability.\u00a0Other non-monetary items in \u00a0\n\t\t\t\t\tforeign currency are translated at the exchange rates at the transaction\u00a0date. The accounting treatment of foreign\u00a0currency translation\u00a0of units\u00a0outside \u00a0\n\t\t\t\t\tDenmark is described in note G25. \u00a0\n\t\t\t\t\tFor the purpose\u00a0of clarity, the primary financial statements and the notes to the financial statements are prepared using the concepts of materiality\u00a0and \u00a0\n\t\t\t\t\trelevance. This means that line items not considered material in terms of quantitative\u00a0and qualitative\u00a0measures or relevant to financial statement\u00a0users \u00a0\n\t\t\t\t\tare aggregated and presented together with other items in the primary financial statements.\u00a0Similarly, information not considered material is not \u00a0\n\t\t\t\t\tpresented in\u00a0the notes. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfGeneralInformationAboutFinancialStatementsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1577": {
   "value": "(a) General \u00a0\n\t\t\t\t\tDanske Bank Group prepares its consolidated\u00a0financial statements\u00a0in accordance with the International\u00a0Financial Reporting Standards (IFRSs)\u00a0and \u00a0\n\t\t\t\t\tapplicable interpretations\u00a0(IFRIC) issued by the International\u00a0Accounting Standards Board\u00a0(IASB), as\u00a0adopted by the EU. Furthermore, the consolidate\u00a0d \u00a0\n\t\t\t\t\tfinancial statements comply with the Danish FSA\u2019s Executive Order No. 1306 dated 16 December 2008 on\u00a0the use of IFRSs by undertakings\u00a0subject to \u00a0\n\t\t\t\t\tthe Danish Financial Business Act. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:StatementOfIFRSCompliance",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1578": {
   "value": "Financial statement figures are\u00a0stated in\u00a0Danish kroner and whole millions, unless otherwise stated. As a\u00a0result, rounding discrepancies may occur \u00a0\n\t\t\t\t\tbecause totals have been rounded off and the underlying decimals are not presented to financial statement users. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForFunctionalCurrencyExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1579": {
   "value": "Monetary assets\u00a0and liabilities\u00a0in foreign currency are translated at the exchange rates at the balance sheet date. Exchange rate adjustments\u00a0of monetary \u00a0\n\t\t\t\t\tassets and liabilities\u00a0arising as\u00a0a result of differences in the exchange rates at the transaction\u00a0date and at the balance sheet date are recognised in the \u00a0\n\t\t\t\t\tincome statement. Non-monetary assets\u00a0and liabilities\u00a0in foreign currency that are subsequently\u00a0revalued at\u00a0fair value are translated at the exchange \u00a0\n\t\t\t\t\trates at the date of revaluation.\u00a0Exchange rate adjustments\u00a0are included\u00a0in the fair value\u00a0adjustment of an\u00a0asset or liability.\u00a0Other non-monetary items in \u00a0\n\t\t\t\t\tforeign currency are translated at the exchange rates at the transaction\u00a0date. The accounting treatment of foreign\u00a0currency translation\u00a0of units\u00a0outside \u00a0\n\t\t\t\t\tDenmark is described in note G25. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForForeignCurrencyTranslationExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1581": {
   "value": "(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tThe preparation of financial information requires, in some cases,\u00a0the use of judgements\u00a0and estimates\u00a0by management.\u00a0This includes judgements made \u00a0\n\t\t\t\t\twhen applying\u00a0accounting policies. The\u00a0most significant judgements made when\u00a0applying accounting policies relate\u00a0to the classification\u00a0of financial assets \u00a0\n\t\t\t\t\tand financial liabilities\u00a0under IFRS 9,\u00a0especially related to the business model assessment, and the solely payments of\u00a0principal and interest (SPPI) test \u00a0\n\t\t\t\t\tfurther explained in note G15) and the designation of\u00a0financial liabilities at\u00a0fair value through profit or loss to eliminate\u00a0or significantly\u00a0reduce an \u00a0\n\t\t\t\t\taccounting mismatch (further\u00a0explained in\u00a0note G16). An overview\u00a0of the classification\u00a0and measurement\u00a0basis for financial instruments\u00a0can be found in \u00a0\n\t\t\t\t\tsection (c) of this\u00a0note. \u00a0\n\t\t\t\t\tFurther, the determination\u00a0of the carrying amounts\u00a0of some assets and liabilities\u00a0requires the estimation of the effects of uncertain future events\u00a0on \u00a0\n\t\t\t\t\tthose assets and liabilities.\u00a0The estimates are based on premises that management finds reasonable but which are inherently uncertain and \u00a0\n\t\t\t\t\tunpredictable. The\u00a0premises may\u00a0be incomplete, unexpected future events or situations may occur,\u00a0and other parties may arrive at other estimate\u00a0d \u00a0\n\t\t\t\t\tvalues. In\u00a0view of the inherent uncertainties\u00a0and the high level of subjectivity\u00a0and judgement\u00a0involved in\u00a0the recognition and measurement of the items \u00a0\n\t\t\t\t\tlisted below,\u00a0it is possible that the outcomes in the next financial year could differ from those on which management\u2019s estimates are based. \u00a0\n\t\t\t\t\tMeasurement of\u00a0expected credit\u00a0losses on\u00a0loans, financial guarantees\u00a0and loan commitments,\u00a0and bonds\u00a0measured at amortised\u00a0cost or fair\u00a0value \u00a0\n\t\t\t\t\tthrough other comprehensive income \u00a0\n\t\t\t\t\tThe three-stage expected credit loss impairment model in IFRS 9 depends on whether the credit risk has increased significantly\u00a0since initial recognition. \u00a0\n\t\t\t\t\tIf the credit risk has not increased significantly,\u00a0the impairment charge equals the expected credit losses resulting from default events that are possible \u00a0\n\t\t\t\t\twithin the\u00a0next 12 months (stage 1). If the credit risk has increased significantly,\u00a0the loan is more than 30 days past due, or the loan is in default or \u00a0\n\t\t\t\t\totherwise impaired, the\u00a0impairment charge equals the\u00a0lifetime expected credit losses (stages 2 and 3). In determining\u00a0the impairment for\u00a0expected credit \u00a0\n\t\t\t\t\tlosses, management exercises judgement and uses estimates and assumptions as explained below. \u00a0(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as\u00a0a function of probability\u00a0of default (PD), exposure\u00a0at default (EAD)\u00a0and loss\u00a0given default \u00a0\n\t\t\t\t\t(LGD) and incorporates forward-looking information. The estimation\u00a0of expected credit losses involves\u00a0forecasting future economic conditions over a \u00a0\n\t\t\t\t\tnumber of\u00a0years. Such forecasts are subject to management\u00a0judgement and those judgements may be sources of measurement uncertainty\u00a0that have \u00a0\n\t\t\t\t\tsignificant risk of resulting in a material adjustment\u00a0to a carrying amount\u00a0in future periods.\u00a0The incorporation of\u00a0forward-looking elements reflects\u00a0the \u00a0\n\t\t\t\t\texpectations of\u00a0the Group\u2019s senior management and involves the creation of scenarios (base case, upside and downside), including an\u00a0assessment of the \u00a0\n\t\t\t\t\tprobability for\u00a0each scenario.\u00a0The purpose of using multiple scenarios is to model the non-linear impact of assumptions\u00a0about macroeconomic factors on \u00a0\n\t\t\t\t\tthe expected credit losses. \u00a0\n\t\t\t\t\tThe base case scenario enters with a probability\u00a0of 70% (2021: 70%), the upside scenario with a probability of 10% (2021: 10%) and the downside \u00a0\n\t\t\t\t\tscenario with a\u00a0probability of\u00a020% (2021: 20%). On the basis of these assessments, the allowance account at the end of 2022 amounted to DKK 19.6 \u00a0\n\t\t\t\t\tbillion (2021:\u00a0DKK 22.7 billion). If the base case scenario was\u00a0assigned a probability\u00a0of 100%,\u00a0the allowance account would decrease DKK 2.1 billio\u00a0n \u00a0\n\t\t\t\t\t(2021: 1.7 billion).\u00a0Compared to the base\u00a0case scenario, the allowance account would increase DKK 10.9 billion (2021: DKK 8.5 billion), if the downside \u00a0\n\t\t\t\t\tscenario was assigned a probability\u00a0of 100%. The increase reflects primarily\u00a0the transfer of exposures from stage 1 to stage 2 and increased expected \u00a0\n\t\t\t\t\tcredit losses within stage 2. If instead the upside scenario was assigned a probability\u00a0of 100%, the allowance account would decrease DKK 0.4 billio\u00a0n \u00a0\n\t\t\t\t\t(2021: DKK 0.2 billion)\u00a0compared to the base case scenario. \u00a0\n\t\t\t\t\tIn determining\u00a0the expected credit losses, management is required to exercise judgement in defining what is considered a\u00a0significant increase\u00a0in credit \u00a0\n\t\t\t\t\trisk. According to the Group\u2019s definition of a significant increase in credit risk, i.e. when a loan is transferred from stage 1 to stage 2, facilities with an \u00a0\n\t\t\t\t\tinitial PD\u00a0below 1% are transferred to stage 2 if the facility\u2019s 12-month PD has increased by at least 0.5 of a percentage point and the facility\u2019s lifetim\u00a0e \u00a0\n\t\t\t\t\tPD has doubled since origination. The allowance account is\u00a0relatively stable in\u00a0terms of changes to the definition\u00a0of significant\u00a0increase in credit risk. At \u00a0\n\t\t\t\t\tthe end of 2022, the allowance account would increase by DKK 0.3 billion (2021: DKK 0.03 billion), if instead an increase in the facility\u2019s 12-month PD \u00a0\n\t\t\t\t\tby at least 0.25 of a percentage point combined with a doubling\u00a0of the lifetime\u00a0PD was considered\u00a0a significant\u00a0increase in credit risk. \u00a0\n\t\t\t\t\tManagement applies judgement when determining the need for\u00a0post-model adjustments. At the end of\u00a02022, the post-model adjustments\u00a0amounted to \u00a0\n\t\t\t\t\tDKK 6.6\u00a0billion (2021: DKK 6.3\u00a0billion). They no\u00a0longer include the risks arising from\u00a0the corona crisis but rather the increasing macroeconomic risk \u00a0\n\t\t\t\t\tdue to the uncertainty related to the elevated inflation and severity of and economic downturn as well as the global tension uncertainty stemming from \u00a0\n\t\t\t\t\tthe war in Ukraine.\u00a0See further in the separate sections below. Further information on the types of risks covered by post-model adjustments\u00a0and the \u00a0\n\t\t\t\t\tallocation of post-model adjustments\u00a0to the underlying exposures can be found in the section Forward-looking information in note G41. \u00a0\n\t\t\t\t\tLoan impairment charges for 2022 amounted to DKK 1,502 million (2021: DKK 141 million).\u00a0The Group saw more normalised impairment\u00a0levels during \u00a0\n\t\t\t\t\t2022. Strong credit quality driven by post-pandemic recoveries contributed with reversals, while the model-driven charges and increasing post-model \u00a0\n\t\t\t\t\tadjustments was\u00a0a result\u00a0of a worsened macroeconomic\u00a0outlook. \u00a0\n\t\t\t\t\tThe applied macroeconomic scenarios in\u00a02022 differ\u00a0from those used at 31 December 2021. In Q4 2022 the downside scenario was changed to \u00a0\n\t\t\t\t\tcapture the severe recession scenario with high interest rates (reflecting a stagflation scenario) applied in the Group\u2019s Internal Capital Adequacy \u00a0\n\t\t\t\t\tAssessment Process\u00a08 (ICAAP)\u00a0processes and is similar\u00a0in nature\u00a0to regulatory stress\u00a0tests. The severe recession scenario reflects negative growth, \u00a0\n\t\t\t\t\tincreasing interest\u00a0rates, and falling property prices for a longer period.\u00a0The change of the downside scenario has been made to better\u00a0capture the \u00a0\n\t\t\t\t\tincreasing risk\u00a0from high interest rates and high inflation,\u00a0and in order for the ECL calculation\u00a0to include potential\u00a0downside risks due to the elevated \u00a0\n\t\t\t\t\tasset prices across the Nordics. \u00a0\n\t\t\t\t\tExcept as\u00a0described above, all other policies and principles remain in place. Staging criteria are unchanged, including the 30 days past due criteria and \u00a0\n\t\t\t\t\tPD-based criteria for\u00a0transfer to stage 2. \u00a0\n\t\t\t\t\tAccounting treatment affected\u00a0by the war in Ukraine \u00a0\n\t\t\t\t\tIn 2022,\u00a0financial markets have been under pressure due to the uncertainty\u00a0caused by high inflation\u00a0and energy prices as a consequence of the war in \u00a0\n\t\t\t\t\tUkraine, which\u00a0has exacerbated macroeconomic uncertainties. \u00a0\n\t\t\t\t\tThe Group has considered the impact of the war on critical areas such as the credit portfolio and macroeconomic\u00a0scenarios. The Group has very limite\u00a0d \u00a0\n\t\t\t\t\tdirect exposures to customers in or from Russia, Ukraine\u00a0or Belarus. DKK 1.6 billion of the Group\u2019s post-model adjustments relate to the economic \u00a0\n\t\t\t\t\tuncertainties and macroeconomic impacts arising from the war\u00a0in Ukraine to ensure prudent coverage of\u00a0the Group\u2019s credit\u00a0exposures. Similarly, \u00a0\n\t\t\t\t\tmacroeconomic scenarios have been updated to\u00a0reflect expectations\u00a0of higher inflation\u00a0and interest rates which are fuelled by the war in Ukraine. \u00a0\n\t\t\t\t\tFor more detail on the impacts\u00a0of the war in Ukraine,\u00a0see note G41. \u00a0\n\t\t\t\t\tSustainabili ty\u00a0risk \u00a0\n\t\t\t\t\tThe Group may be exposed to sustainability\u00a0risk as a result of current or future environmental,\u00a0social and governance\u00a0(ESG) events or conditions,\u00a0and are \u00a0\n\t\t\t\t\tconsidered external factors that can\u00a0impact existing risks. Sustainability\u00a0risk is therefore considered a cross-cutting driver of existing risks as outline\u00a0d \u00a0\n\t\t\t\t\tin the Group\u2019s risk taxonomy,\u00a0which can further exacerbate\u00a0the risks the Group is already facing. \u00a0(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tSustainabili ty\u00a0risk continued \u00a0\n\t\t\t\t\tCredit risk is deemed to be the risk type most materially\u00a0affected by sustainability\u00a0risk in the long term, of which climate\u00a0risk is currently\u00a0the most urgent \u00a0\n\t\t\t\t\tof all ESG-related\u00a0drivers capable of affecting the Group\u2019s credit risk. From a\u00a0financial materiality perspective, climate-related risks\u00a0have been\u00a0deemed \u00a0\n\t\t\t\t\tmost relevant for the Group\u2019s\u00a0lending activities.\u00a0Climate risk pertains\u00a0to transition\u00a0risks, which\u00a0are the risks associated with shifting to a low-carbon \u00a0\n\t\t\t\t\teconomy, and to physical risks arising from projected climate changes , including both long-term shifts (chronic changes) and event-driven\u00a0changes (acute \u00a0\n\t\t\t\t\tchanges) to\u00a0weather patterns. \u00a0\n\t\t\t\t\tThe Group takes a risk-based approach in prioritising\u00a0risk management\u00a0efforts for credit portfolios that are likely to be most exposed to transition\u00a0and \u00a0\n\t\t\t\t\tphysical risks. For\u00a0that purpose, the Group\u2019s climate risk heat map is based on a\u00a0mix of\u00a0qualitative and\u00a0quantitative input\u00a0to define the credit exposures \u00a0\n\t\t\t\t\tmost exposed\u00a0to transition\u00a0and physical risks. The climate heat map gives an indication\u00a0of the size of\u00a0the exposure at\u00a0risk and\u00a0not the\u00a0expected stress \u00a0\n\t\t\t\t\teffects such as impairment charges. Such quantitative\u00a0measures are to be assessed through scenario analysis\u00a0and future stress testing. Climate \u00a0\n\t\t\t\t\tscenario analysis is already being performed -\u00a0following the recommendations\u00a0of the Taskforce\u00a0on Climate-related\u00a0Financial Disclosures\u00a0(TCFD) for key \u00a0\n\t\t\t\t\tsectors for both transition\u00a0risk and physical risk, such as for the oil and gas,\u00a0agriculture and property portfolios. The Group will continue to refine the \u00a0\n\t\t\t\t\tclimate risk heat map as more climate risk data becomes available\u00a0to support the identification\u00a0of both\u00a0transition and\u00a0physical risks for\u00a0the purpose of \u00a0\n\t\t\t\t\tdetermining financial materiality,\u00a0however, conclusions have not led to adjustments\u00a0to staging or expected credit losses, as the impacts either manifest \u00a0\n\t\t\t\t\tover a longer time\u00a0period than loan maturities,\u00a0or as transition\u00a0risks are concentrated on\u00a0sectors with downside risks recognised in\u00a0the bank\u2019s expected \u00a0\n\t\t\t\t\tcredit losses, for example\u00a0in the agriculture\u00a0and oil and gas portfolios. \u00a0\n\t\t\t\t\tFor more detail on Sustainability\u00a0risk, see note G41. \u00a0\n\t\t\t\t\tFair value measurement\u00a0of financial\u00a0instruments \u00a0\n\t\t\t\t\tAt the\u00a0end of 2022, no unusual challenges in obtaining reliable pricing apart from\u00a0insignificant parts\u00a0of the portfolio remained. The majority of\u00a0valuatio n \u00a0\n\t\t\t\t\ttechniques continues to employ only observable market data, and there has been no\u00a0significant increase in financial instruments\u00a0measured on the basis \u00a0\n\t\t\t\t\tof valuation\u00a0techniques that are\u00a0based on one or more significant\u00a0unobservable inputs. The latter continues to include only unlisted shares,\u00a0certain bonds \u00a0\n\t\t\t\t\tand some long-dated\u00a0derivatives for\u00a0which there is no active market. On the derivatives\u00a0portfolio, the Group makes fair value adjustments\u00a0to cover changes \u00a0\n\t\t\t\t\tin counterparty risk (CVA and DVA) and to cover expected funding costs (FVA and ColVA)\u00a0on derivatives,\u00a0bid-offer spreads on the net open position\u00a0of the \u00a0\n\t\t\t\t\tportfolio of\u00a0assets and liabilities\u00a0with offsetting market risk recognised at mid-market prices, and model risk on level 3 derivatives.\u00a0At 31 December \u00a0\n\t\t\t\t\t2022, the adjustments\u00a0totalled DKK 0.2 billion\u00a0(2021: DKK 1.0 billion), including the adjustment for\u00a0credit risk on derivatives\u00a0that are credit impaired. \u00a0\n\t\t\t\t\tNote G33(a) provides more\u00a0details on\u00a0the fair value\u00a0measurement of\u00a0financial instruments. \u00a0\n\t\t\t\t\tThe Group uses derivatives\u00a0to hedge the fixed interest rate on some financial\u00a0assets and liabilities,\u00a0thus converting the fixed\u00a0interest rates\u00a0on the financia\u00a0l \u00a0\n\t\t\t\t\tinstruments to variable interest rates by\u00a0the use of swaps. The ongoing\u00a0Interest Rate Benchmark Reform is replacing existing benchmark interbank \u00a0\n\t\t\t\t\toffered rates (IBORs) with alternative\u00a0risk-free rates. As a result of these developments,\u00a0accounting judgement\u00a0is involved in determining whether certain \u00a0\n\t\t\t\t\thedge accounting\u00a0relationships that\u00a0hedge the interest rate risk due to changes in IBORs continue\u00a0to qualify for hedge accounting. Following\u00a0IASB\u2019s project \u00a0\n\t\t\t\t\t\u2018Interest Rate Benchmark Reform\u2019 for the assessment of effectiveness of such hedges, it is assumed that the interest rate benchmark is not altered as \u00a0\n\t\t\t\t\ta result\u00a0of the reform. For further information,\u00a0see note G12(d). \u00a0\n\t\t\t\t\tMeasurement of\u00a0goodwill and\u00a0customer rights \u00a0\n\t\t\t\t\tGoodwill is\u00a0tested for\u00a0impairment once\u00a0a year or more frequently if indications\u00a0of impairment\u00a0exist. Impairment\u00a0testing requires management to\u00a0estimate \u00a0\n\t\t\t\t\tthe present value of future cash flows. A number of factors affect the value\u00a0of such cash flows, including\u00a0discount rates, changes in the economic outlook, \u00a0\n\t\t\t\t\tcustomer behaviour\u00a0and competition.\u00a0As at 31 December\u00a02022, goodwill amounted to DKK 4.4\u00a0billion (31\u00a0December 2021: DKK 6.1 billion). \u00a0\n\t\t\t\t\tIn connection with the quarterly reporting, management performs an\u00a0impairment review\u00a0to assess whether there are\u00a0indications that\u00a0goodwill might be \u00a0\n\t\t\t\t\timpaired. This includes a\u00a0review of decline in income, increase in loan impairment charges, decline\u00a0in the market value of assets under management, \u00a0\n\t\t\t\t\tmajor restructurings, macroeconomic developments etc. During 2022, goodwill in\u00a0Danica Pension amounting to DKK 1.6 billion was assessed\u00a0to be \u00a0\n\t\t\t\t\timpaired due\u00a0to increasing discount rates and lower financial outlook.\u00a0Following the\u00a0impairment charges\u00a0on goodwill,\u00a0goodwill in Danica Pension amounts \u00a0\n\t\t\t\t\tto DKK 0.0 billion as at 31 December 2022 (31 December 2021: DKK 1.6 billion). \u00a0\n\t\t\t\t\tThe remaining goodwill mainly consists of DKK 2.1 billion (2021: DKK 2.1 billion)\u00a0in Markets,\u00a0DKK 1.8 billion\u00a0(2021: DKK 1.8 billion)\u00a0in Asset Management \u00a0\n\t\t\t\t\tand DKK\u00a00.5 billion\u00a0(2021: DKK\u00a00.5 billion)\u00a0in General Banking\u00a0(all part of the business segment Large Corporates\u00a0& Institutions)\u00a0showing significant \u00a0\n\t\t\t\t\tamounts of\u00a0excess value\u00a0in the impairment tests in 2022 and 2021. \u00a0\n\t\t\t\t\tNote G19 provides more information about the impairment\u00a0test in 2022 and 2021 including\u00a0sensitivity to\u00a0changes in assumptions. \u00a0\n\t\t\t\t\tMeasurement of\u00a0liabilities under\u00a0insurance contracts \u00a0\n\t\t\t\t\tLiabilities under\u00a0insurance contracts are measured at\u00a0the present value of expected benefits for each insurance contract.\u00a0The measurement is based on \u00a0\n\t\t\t\t\tactuarial computations\u00a0that rely on estimates\u00a0of a number of variables,\u00a0including mortality and disability rates, and on\u00a0the discount rate. The future \u00a0\n\t\t\t\t\tmortality rates are\u00a0based on the Danish FSA\u2019s benchmark,\u00a0while other variables\u00a0are estimated\u00a0based on data from the Group\u2019s own portfolio\u00a0of insurance \u00a0\n\t\t\t\t\tcontracts. Section\u00a0(c) of this note and note G18 provide further information on the measurement of insurance liabilities.\u00a0Note G41 contain a sensitivity \u00a0\n\t\t\t\t\tanalysis for\u00a0life insurance. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfAccountingJudgementsAndEstimatesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1584": {
   "value": "(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tThe preparation of financial information requires, in some cases,\u00a0the use of judgements\u00a0and estimates\u00a0by management.\u00a0This includes judgements made \u00a0\n\t\t\t\t\twhen applying\u00a0accounting policies. The\u00a0most significant judgements made when\u00a0applying accounting policies relate\u00a0to the classification\u00a0of financial assets \u00a0\n\t\t\t\t\tand financial liabilities\u00a0under IFRS 9,\u00a0especially related to the business model assessment, and the solely payments of\u00a0principal and interest (SPPI) test \u00a0\n\t\t\t\t\tfurther explained in note G15) and the designation of\u00a0financial liabilities at\u00a0fair value through profit or loss to eliminate\u00a0or significantly\u00a0reduce an \u00a0\n\t\t\t\t\taccounting mismatch (further\u00a0explained in\u00a0note G16). An overview\u00a0of the classification\u00a0and measurement\u00a0basis for financial instruments\u00a0can be found in \u00a0\n\t\t\t\t\tsection (c) of this\u00a0note. \u00a0\n\t\t\t\t\tFurther, the determination\u00a0of the carrying amounts\u00a0of some assets and liabilities\u00a0requires the estimation of the effects of uncertain future events\u00a0on \u00a0\n\t\t\t\t\tthose assets and liabilities.\u00a0The estimates are based on premises that management finds reasonable but which are inherently uncertain and \u00a0\n\t\t\t\t\tunpredictable. The\u00a0premises may\u00a0be incomplete, unexpected future events or situations may occur,\u00a0and other parties may arrive at other estimate\u00a0d \u00a0\n\t\t\t\t\tvalues. In\u00a0view of the inherent uncertainties\u00a0and the high level of subjectivity\u00a0and judgement\u00a0involved in\u00a0the recognition and measurement of the items \u00a0\n\t\t\t\t\tlisted below,\u00a0it is possible that the outcomes in the next financial year could differ from those on which management\u2019s estimates are based. \u00a0\n\t\t\t\t\tMeasurement of\u00a0expected credit\u00a0losses on\u00a0loans, financial guarantees\u00a0and loan commitments,\u00a0and bonds\u00a0measured at amortised\u00a0cost or fair\u00a0value \u00a0\n\t\t\t\t\tthrough other comprehensive income \u00a0\n\t\t\t\t\tThe three-stage expected credit loss impairment model in IFRS 9 depends on whether the credit risk has increased significantly\u00a0since initial recognition. \u00a0\n\t\t\t\t\tIf the credit risk has not increased significantly,\u00a0the impairment charge equals the expected credit losses resulting from default events that are possible \u00a0\n\t\t\t\t\twithin the\u00a0next 12 months (stage 1). If the credit risk has increased significantly,\u00a0the loan is more than 30 days past due, or the loan is in default or \u00a0\n\t\t\t\t\totherwise impaired, the\u00a0impairment charge equals the\u00a0lifetime expected credit losses (stages 2 and 3). In determining\u00a0the impairment for\u00a0expected credit \u00a0\n\t\t\t\t\tlosses, management exercises judgement and uses estimates and assumptions as explained below. \u00a0(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as\u00a0a function of probability\u00a0of default (PD), exposure\u00a0at default (EAD)\u00a0and loss\u00a0given default \u00a0\n\t\t\t\t\t(LGD) and incorporates forward-looking information. The estimation\u00a0of expected credit losses involves\u00a0forecasting future economic conditions over a \u00a0\n\t\t\t\t\tnumber of\u00a0years. Such forecasts are subject to management\u00a0judgement and those judgements may be sources of measurement uncertainty\u00a0that have \u00a0\n\t\t\t\t\tsignificant risk of resulting in a material adjustment\u00a0to a carrying amount\u00a0in future periods.\u00a0The incorporation of\u00a0forward-looking elements reflects\u00a0the \u00a0\n\t\t\t\t\texpectations of\u00a0the Group\u2019s senior management and involves the creation of scenarios (base case, upside and downside), including an\u00a0assessment of the \u00a0\n\t\t\t\t\tprobability for\u00a0each scenario.\u00a0The purpose of using multiple scenarios is to model the non-linear impact of assumptions\u00a0about macroeconomic factors on \u00a0\n\t\t\t\t\tthe expected credit losses. \u00a0\n\t\t\t\t\tThe base case scenario enters with a probability\u00a0of 70% (2021: 70%), the upside scenario with a probability of 10% (2021: 10%) and the downside \u00a0\n\t\t\t\t\tscenario with a\u00a0probability of\u00a020% (2021: 20%). On the basis of these assessments, the allowance account at the end of 2022 amounted to DKK 19.6 \u00a0\n\t\t\t\t\tbillion (2021:\u00a0DKK 22.7 billion). If the base case scenario was\u00a0assigned a probability\u00a0of 100%,\u00a0the allowance account would decrease DKK 2.1 billio\u00a0n \u00a0\n\t\t\t\t\t(2021: 1.7 billion).\u00a0Compared to the base\u00a0case scenario, the allowance account would increase DKK 10.9 billion (2021: DKK 8.5 billion), if the downside \u00a0\n\t\t\t\t\tscenario was assigned a probability\u00a0of 100%. The increase reflects primarily\u00a0the transfer of exposures from stage 1 to stage 2 and increased expected \u00a0\n\t\t\t\t\tcredit losses within stage 2. If instead the upside scenario was assigned a probability\u00a0of 100%, the allowance account would decrease DKK 0.4 billio\u00a0n \u00a0\n\t\t\t\t\t(2021: DKK 0.2 billion)\u00a0compared to the base case scenario. \u00a0\n\t\t\t\t\tIn determining\u00a0the expected credit losses, management is required to exercise judgement in defining what is considered a\u00a0significant increase\u00a0in credit \u00a0\n\t\t\t\t\trisk. According to the Group\u2019s definition of a significant increase in credit risk, i.e. when a loan is transferred from stage 1 to stage 2, facilities with an \u00a0\n\t\t\t\t\tinitial PD\u00a0below 1% are transferred to stage 2 if the facility\u2019s 12-month PD has increased by at least 0.5 of a percentage point and the facility\u2019s lifetim\u00a0e \u00a0\n\t\t\t\t\tPD has doubled since origination. The allowance account is\u00a0relatively stable in\u00a0terms of changes to the definition\u00a0of significant\u00a0increase in credit risk. At \u00a0\n\t\t\t\t\tthe end of 2022, the allowance account would increase by DKK 0.3 billion (2021: DKK 0.03 billion), if instead an increase in the facility\u2019s 12-month PD \u00a0\n\t\t\t\t\tby at least 0.25 of a percentage point combined with a doubling\u00a0of the lifetime\u00a0PD was considered\u00a0a significant\u00a0increase in credit risk. \u00a0\n\t\t\t\t\tManagement applies judgement when determining the need for\u00a0post-model adjustments. At the end of\u00a02022, the post-model adjustments\u00a0amounted to \u00a0\n\t\t\t\t\tDKK 6.6\u00a0billion (2021: DKK 6.3\u00a0billion). They no\u00a0longer include the risks arising from\u00a0the corona crisis but rather the increasing macroeconomic risk \u00a0\n\t\t\t\t\tdue to the uncertainty related to the elevated inflation and severity of and economic downturn as well as the global tension uncertainty stemming from \u00a0\n\t\t\t\t\tthe war in Ukraine.\u00a0See further in the separate sections below. Further information on the types of risks covered by post-model adjustments\u00a0and the \u00a0\n\t\t\t\t\tallocation of post-model adjustments\u00a0to the underlying exposures can be found in the section Forward-looking information in note G41. \u00a0\n\t\t\t\t\tLoan impairment charges for 2022 amounted to DKK 1,502 million (2021: DKK 141 million).\u00a0The Group saw more normalised impairment\u00a0levels during \u00a0\n\t\t\t\t\t2022. Strong credit quality driven by post-pandemic recoveries contributed with reversals, while the model-driven charges and increasing post-model \u00a0\n\t\t\t\t\tadjustments was\u00a0a result\u00a0of a worsened macroeconomic\u00a0outlook. \u00a0\n\t\t\t\t\tThe applied macroeconomic scenarios in\u00a02022 differ\u00a0from those used at 31 December 2021. In Q4 2022 the downside scenario was changed to \u00a0\n\t\t\t\t\tcapture the severe recession scenario with high interest rates (reflecting a stagflation scenario) applied in the Group\u2019s Internal Capital Adequacy \u00a0\n\t\t\t\t\tAssessment Process\u00a08 (ICAAP)\u00a0processes and is similar\u00a0in nature\u00a0to regulatory stress\u00a0tests. The severe recession scenario reflects negative growth, \u00a0\n\t\t\t\t\tincreasing interest\u00a0rates, and falling property prices for a longer period.\u00a0The change of the downside scenario has been made to better\u00a0capture the \u00a0\n\t\t\t\t\tincreasing risk\u00a0from high interest rates and high inflation,\u00a0and in order for the ECL calculation\u00a0to include potential\u00a0downside risks due to the elevated \u00a0\n\t\t\t\t\tasset prices across the Nordics. \u00a0\n\t\t\t\t\tExcept as\u00a0described above, all other policies and principles remain in place. Staging criteria are unchanged, including the 30 days past due criteria and \u00a0\n\t\t\t\t\tPD-based criteria for\u00a0transfer to stage 2. \u00a0\n\t\t\t\t\tAccounting treatment affected\u00a0by the war in Ukraine \u00a0\n\t\t\t\t\tIn 2022,\u00a0financial markets have been under pressure due to the uncertainty\u00a0caused by high inflation\u00a0and energy prices as a consequence of the war in \u00a0\n\t\t\t\t\tUkraine, which\u00a0has exacerbated macroeconomic uncertainties. \u00a0\n\t\t\t\t\tThe Group has considered the impact of the war on critical areas such as the credit portfolio and macroeconomic\u00a0scenarios. The Group has very limite\u00a0d \u00a0\n\t\t\t\t\tdirect exposures to customers in or from Russia, Ukraine\u00a0or Belarus. DKK 1.6 billion of the Group\u2019s post-model adjustments relate to the economic \u00a0\n\t\t\t\t\tuncertainties and macroeconomic impacts arising from the war\u00a0in Ukraine to ensure prudent coverage of\u00a0the Group\u2019s credit\u00a0exposures. Similarly, \u00a0\n\t\t\t\t\tmacroeconomic scenarios have been updated to\u00a0reflect expectations\u00a0of higher inflation\u00a0and interest rates which are fuelled by the war in Ukraine. \u00a0\n\t\t\t\t\tFor more detail on the impacts\u00a0of the war in Ukraine,\u00a0see note G41. \u00a0\n\t\t\t\t\tSustainabili ty\u00a0risk \u00a0\n\t\t\t\t\tThe Group may be exposed to sustainability\u00a0risk as a result of current or future environmental,\u00a0social and governance\u00a0(ESG) events or conditions,\u00a0and are \u00a0\n\t\t\t\t\tconsidered external factors that can\u00a0impact existing risks. Sustainability\u00a0risk is therefore considered a cross-cutting driver of existing risks as outline\u00a0d \u00a0\n\t\t\t\t\tin the Group\u2019s risk taxonomy,\u00a0which can further exacerbate\u00a0the risks the Group is already facing. \u00a0(b) Significant\u00a0accounting estimates and judgements \u00a0\n\t\t\t\t\tSustainabili ty\u00a0risk continued \u00a0\n\t\t\t\t\tCredit risk is deemed to be the risk type most materially\u00a0affected by sustainability\u00a0risk in the long term, of which climate\u00a0risk is currently\u00a0the most urgent \u00a0\n\t\t\t\t\tof all ESG-related\u00a0drivers capable of affecting the Group\u2019s credit risk. From a\u00a0financial materiality perspective, climate-related risks\u00a0have been\u00a0deemed \u00a0\n\t\t\t\t\tmost relevant for the Group\u2019s\u00a0lending activities.\u00a0Climate risk pertains\u00a0to transition\u00a0risks, which\u00a0are the risks associated with shifting to a low-carbon \u00a0\n\t\t\t\t\teconomy, and to physical risks arising from projected climate changes , including both long-term shifts (chronic changes) and event-driven\u00a0changes (acute \u00a0\n\t\t\t\t\tchanges) to\u00a0weather patterns. \u00a0\n\t\t\t\t\tThe Group takes a risk-based approach in prioritising\u00a0risk management\u00a0efforts for credit portfolios that are likely to be most exposed to transition\u00a0and \u00a0\n\t\t\t\t\tphysical risks. For\u00a0that purpose, the Group\u2019s climate risk heat map is based on a\u00a0mix of\u00a0qualitative and\u00a0quantitative input\u00a0to define the credit exposures \u00a0\n\t\t\t\t\tmost exposed\u00a0to transition\u00a0and physical risks. The climate heat map gives an indication\u00a0of the size of\u00a0the exposure at\u00a0risk and\u00a0not the\u00a0expected stress \u00a0\n\t\t\t\t\teffects such as impairment charges. Such quantitative\u00a0measures are to be assessed through scenario analysis\u00a0and future stress testing. Climate \u00a0\n\t\t\t\t\tscenario analysis is already being performed -\u00a0following the recommendations\u00a0of the Taskforce\u00a0on Climate-related\u00a0Financial Disclosures\u00a0(TCFD) for key \u00a0\n\t\t\t\t\tsectors for both transition\u00a0risk and physical risk, such as for the oil and gas,\u00a0agriculture and property portfolios. The Group will continue to refine the \u00a0\n\t\t\t\t\tclimate risk heat map as more climate risk data becomes available\u00a0to support the identification\u00a0of both\u00a0transition and\u00a0physical risks for\u00a0the purpose of \u00a0\n\t\t\t\t\tdetermining financial materiality,\u00a0however, conclusions have not led to adjustments\u00a0to staging or expected credit losses, as the impacts either manifest \u00a0\n\t\t\t\t\tover a longer time\u00a0period than loan maturities,\u00a0or as transition\u00a0risks are concentrated on\u00a0sectors with downside risks recognised in\u00a0the bank\u2019s expected \u00a0\n\t\t\t\t\tcredit losses, for example\u00a0in the agriculture\u00a0and oil and gas portfolios. \u00a0\n\t\t\t\t\tFor more detail on Sustainability\u00a0risk, see note G41. \u00a0\n\t\t\t\t\tFair value measurement\u00a0of financial\u00a0instruments \u00a0\n\t\t\t\t\tAt the\u00a0end of 2022, no unusual challenges in obtaining reliable pricing apart from\u00a0insignificant parts\u00a0of the portfolio remained. The majority of\u00a0valuatio n \u00a0\n\t\t\t\t\ttechniques continues to employ only observable market data, and there has been no\u00a0significant increase in financial instruments\u00a0measured on the basis \u00a0\n\t\t\t\t\tof valuation\u00a0techniques that are\u00a0based on one or more significant\u00a0unobservable inputs. The latter continues to include only unlisted shares,\u00a0certain bonds \u00a0\n\t\t\t\t\tand some long-dated\u00a0derivatives for\u00a0which there is no active market. On the derivatives\u00a0portfolio, the Group makes fair value adjustments\u00a0to cover changes \u00a0\n\t\t\t\t\tin counterparty risk (CVA and DVA) and to cover expected funding costs (FVA and ColVA)\u00a0on derivatives,\u00a0bid-offer spreads on the net open position\u00a0of the \u00a0\n\t\t\t\t\tportfolio of\u00a0assets and liabilities\u00a0with offsetting market risk recognised at mid-market prices, and model risk on level 3 derivatives.\u00a0At 31 December \u00a0\n\t\t\t\t\t2022, the adjustments\u00a0totalled DKK 0.2 billion\u00a0(2021: DKK 1.0 billion), including the adjustment for\u00a0credit risk on derivatives\u00a0that are credit impaired. \u00a0\n\t\t\t\t\tNote G33(a) provides more\u00a0details on\u00a0the fair value\u00a0measurement of\u00a0financial instruments. \u00a0\n\t\t\t\t\tThe Group uses derivatives\u00a0to hedge the fixed interest rate on some financial\u00a0assets and liabilities,\u00a0thus converting the fixed\u00a0interest rates\u00a0on the financia\u00a0l \u00a0\n\t\t\t\t\tinstruments to variable interest rates by\u00a0the use of swaps. The ongoing\u00a0Interest Rate Benchmark Reform is replacing existing benchmark interbank \u00a0\n\t\t\t\t\toffered rates (IBORs) with alternative\u00a0risk-free rates. As a result of these developments,\u00a0accounting judgement\u00a0is involved in determining whether certain \u00a0\n\t\t\t\t\thedge accounting\u00a0relationships that\u00a0hedge the interest rate risk due to changes in IBORs continue\u00a0to qualify for hedge accounting. Following\u00a0IASB\u2019s project \u00a0\n\t\t\t\t\t\u2018Interest Rate Benchmark Reform\u2019 for the assessment of effectiveness of such hedges, it is assumed that the interest rate benchmark is not altered as \u00a0\n\t\t\t\t\ta result\u00a0of the reform. For further information,\u00a0see note G12(d). \u00a0\n\t\t\t\t\tMeasurement of\u00a0goodwill and\u00a0customer rights \u00a0\n\t\t\t\t\tGoodwill is\u00a0tested for\u00a0impairment once\u00a0a year or more frequently if indications\u00a0of impairment\u00a0exist. Impairment\u00a0testing requires management to\u00a0estimate \u00a0\n\t\t\t\t\tthe present value of future cash flows. A number of factors affect the value\u00a0of such cash flows, including\u00a0discount rates, changes in the economic outlook, \u00a0\n\t\t\t\t\tcustomer behaviour\u00a0and competition.\u00a0As at 31 December\u00a02022, goodwill amounted to DKK 4.4\u00a0billion (31\u00a0December 2021: DKK 6.1 billion). \u00a0\n\t\t\t\t\tIn connection with the quarterly reporting, management performs an\u00a0impairment review\u00a0to assess whether there are\u00a0indications that\u00a0goodwill might be \u00a0\n\t\t\t\t\timpaired. This includes a\u00a0review of decline in income, increase in loan impairment charges, decline\u00a0in the market value of assets under management, \u00a0\n\t\t\t\t\tmajor restructurings, macroeconomic developments etc. During 2022, goodwill in\u00a0Danica Pension amounting to DKK 1.6 billion was assessed\u00a0to be \u00a0\n\t\t\t\t\timpaired due\u00a0to increasing discount rates and lower financial outlook.\u00a0Following the\u00a0impairment charges\u00a0on goodwill,\u00a0goodwill in Danica Pension amounts \u00a0\n\t\t\t\t\tto DKK 0.0 billion as at 31 December 2022 (31 December 2021: DKK 1.6 billion). \u00a0\n\t\t\t\t\tThe remaining goodwill mainly consists of DKK 2.1 billion (2021: DKK 2.1 billion)\u00a0in Markets,\u00a0DKK 1.8 billion\u00a0(2021: DKK 1.8 billion)\u00a0in Asset Management \u00a0\n\t\t\t\t\tand DKK\u00a00.5 billion\u00a0(2021: DKK\u00a00.5 billion)\u00a0in General Banking\u00a0(all part of the business segment Large Corporates\u00a0& Institutions)\u00a0showing significant \u00a0\n\t\t\t\t\tamounts of\u00a0excess value\u00a0in the impairment tests in 2022 and 2021. \u00a0\n\t\t\t\t\tNote G19 provides more information about the impairment\u00a0test in 2022 and 2021 including\u00a0sensitivity to\u00a0changes in assumptions. \u00a0\n\t\t\t\t\tMeasurement of\u00a0liabilities under\u00a0insurance contracts \u00a0\n\t\t\t\t\tLiabilities under\u00a0insurance contracts are measured at\u00a0the present value of expected benefits for each insurance contract.\u00a0The measurement is based on \u00a0\n\t\t\t\t\tactuarial computations\u00a0that rely on estimates\u00a0of a number of variables,\u00a0including mortality and disability rates, and on\u00a0the discount rate. The future \u00a0\n\t\t\t\t\tmortality rates are\u00a0based on the Danish FSA\u2019s benchmark,\u00a0while other variables\u00a0are estimated\u00a0based on data from the Group\u2019s own portfolio\u00a0of insurance \u00a0\n\t\t\t\t\tcontracts. Section\u00a0(c) of this note and note G18 provide further information on the measurement of insurance liabilities.\u00a0Note G41 contain a sensitivity \u00a0\n\t\t\t\t\tanalysis for\u00a0life insurance. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfAssetsAndLiabilitiesWithSignificantRiskOfMaterialAdjustmentExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1587": {
   "value": "(b) Significant\u00a0accounting estimates and judgements \u00a0The preparation of financial information requires, in some cases,\u00a0the use of judgements\u00a0and estimates\u00a0by management.\u00a0This includes judgements made \u00a0when applying\u00a0accounting policies. The\u00a0most significant judgements made when\u00a0applying accounting policies relate\u00a0to the classification\u00a0of financial assets \u00a0and financial liabilities\u00a0under IFRS 9,\u00a0especially related to the business model assessment, and the solely payments of\u00a0principal and interest (SPPI) test \u00a0further explained in note G15) and the designation of\u00a0financial liabilities at\u00a0fair value through profit or loss to eliminate\u00a0or significantly\u00a0reduce an \u00a0accounting mismatch (further\u00a0explained in\u00a0note G16). An overview\u00a0of the classification\u00a0and measurement\u00a0basis for financial instruments\u00a0can be found in \u00a0section (c) of this\u00a0note. \u00a0Further, the determination\u00a0of the carrying amounts\u00a0of some assets and liabilities\u00a0requires the estimation of the effects of uncertain future events\u00a0on \u00a0those assets and liabilities.\u00a0The estimates are based on premises that management finds reasonable but which are inherently uncertain and \u00a0unpredictable. The\u00a0premises may\u00a0be incomplete, unexpected future events or situations may occur,\u00a0and other parties may arrive at other estimate\u00a0d \u00a0values. In\u00a0view of the inherent uncertainties\u00a0and the high level of subjectivity\u00a0and judgement\u00a0involved in\u00a0the recognition and measurement of the items \u00a0listed below,\u00a0it is possible that the outcomes in the next financial year could differ from those on which management\u2019s estimates are based. \u00a0Measurement of\u00a0expected credit\u00a0losses on\u00a0loans, financial guarantees\u00a0and loan commitments,\u00a0and bonds\u00a0measured at amortised\u00a0cost or fair\u00a0value \u00a0through other comprehensive income \u00a0The three-stage expected credit loss impairment model in IFRS 9 depends on whether the credit risk has increased significantly\u00a0since initial recognition. \u00a0If the credit risk has not increased significantly,\u00a0the impairment charge equals the expected credit losses resulting from default events that are possible \u00a0within the\u00a0next 12 months (stage 1). If the credit risk has increased significantly,\u00a0the loan is more than 30 days past due, or the loan is in default or \u00a0otherwise impaired, the\u00a0impairment charge equals the\u00a0lifetime expected credit losses (stages 2 and 3). In determining\u00a0the impairment for\u00a0expected credit \u00a0losses, management exercises judgement and uses estimates and assumptions as explained below. \u00a0(b) Significant\u00a0accounting estimates and judgements \u00a0The expected credit loss is calculated for all individual\u00a0facilities as\u00a0a function of probability\u00a0of default (PD), exposure\u00a0at default (EAD)\u00a0and loss\u00a0given default \u00a0(LGD) and incorporates forward-looking information. The estimation\u00a0of expected credit losses involves\u00a0forecasting future economic conditions over a \u00a0number of\u00a0years. Such forecasts are subject to management\u00a0judgement and those judgements may be sources of measurement uncertainty\u00a0that have \u00a0significant risk of resulting in a material adjustment\u00a0to a carrying amount\u00a0in future periods.\u00a0The incorporation of\u00a0forward-looking elements reflects\u00a0the \u00a0expectations of\u00a0the Group\u2019s senior management and involves the creation of scenarios (base case, upside and downside), including an\u00a0assessment of the \u00a0probability for\u00a0each scenario.\u00a0The purpose of using multiple scenarios is to model the non-linear impact of assumptions\u00a0about macroeconomic factors on \u00a0the expected credit losses. \u00a0The base case scenario enters with a probability\u00a0of 70% (2021: 70%), the upside scenario with a probability of 10% (2021: 10%) and the downside \u00a0scenario with a\u00a0probability of\u00a020% (2021: 20%). On the basis of these assessments, the allowance account at the end of 2022 amounted to DKK 19.6 \u00a0billion (2021:\u00a0DKK 22.7 billion). If the base case scenario was\u00a0assigned a probability\u00a0of 100%,\u00a0the allowance account would decrease DKK 2.1 billio\u00a0n \u00a0(2021: 1.7 billion).\u00a0Compared to the base\u00a0case scenario, the allowance account would increase DKK 10.9 billion (2021: DKK 8.5 billion), if the downside \u00a0scenario was assigned a probability\u00a0of 100%. The increase reflects primarily\u00a0the transfer of exposures from stage 1 to stage 2 and increased expected \u00a0credit losses within stage 2. If instead the upside scenario was assigned a probability\u00a0of 100%, the allowance account would decrease DKK 0.4 billio\u00a0n \u00a0(2021: DKK 0.2 billion)\u00a0compared to the base case scenario. \u00a0In determining\u00a0the expected credit losses, management is required to exercise judgement in defining what is considered a\u00a0significant increase\u00a0in credit \u00a0risk. According to the Group\u2019s definition of a significant increase in credit risk, i.e. when a loan is transferred from stage 1 to stage 2, facilities with an \u00a0initial PD\u00a0below 1% are transferred to stage 2 if the facility\u2019s 12-month PD has increased by at least 0.5 of a percentage point and the facility\u2019s lifetim\u00a0e \u00a0PD has doubled since origination. The allowance account is\u00a0relatively stable in\u00a0terms of changes to the definition\u00a0of significant\u00a0increase in credit risk. At \u00a0the end of 2022, the allowance account would increase by DKK 0.3 billion (2021: DKK 0.03 billion), if instead an increase in the facility\u2019s 12-month PD \u00a0by at least 0.25 of a percentage point combined with a doubling\u00a0of the lifetime\u00a0PD was considered\u00a0a significant\u00a0increase in credit risk. \u00a0Management applies judgement when determining the need for\u00a0post-model adjustments. At the end of\u00a02022, the post-model adjustments\u00a0amounted to \u00a0DKK 6.6\u00a0billion (2021: DKK 6.3\u00a0billion). They no\u00a0longer include the risks arising from\u00a0the corona crisis but rather the increasing macroeconomic risk \u00a0due to the uncertainty related to the elevated inflation and severity of and economic downturn as well as the global tension uncertainty stemming from \u00a0the war in Ukraine.\u00a0See further in the separate sections below. Further information on the types of risks covered by post-model adjustments\u00a0and the \u00a0allocation of post-model adjustments\u00a0to the underlying exposures can be found in the section Forward-looking information in note G41. \u00a0Loan impairment charges for 2022 amounted to DKK 1,502 million (2021: DKK 141 million).\u00a0The Group saw more normalised impairment\u00a0levels during \u00a02022. Strong credit quality driven by post-pandemic recoveries contributed with reversals, while the model-driven charges and increasing post-model \u00a0adjustments was\u00a0a result\u00a0of a worsened macroeconomic\u00a0outlook. \u00a0The applied macroeconomic scenarios in\u00a02022 differ\u00a0from those used at 31 December 2021. In Q4 2022 the downside scenario was changed to \u00a0capture the severe recession scenario with high interest rates (reflecting a stagflation scenario) applied in the Group\u2019s Internal Capital Adequacy \u00a0Assessment Process\u00a08 (ICAAP)\u00a0processes and is similar\u00a0in nature\u00a0to regulatory stress\u00a0tests. The severe recession scenario reflects negative growth, \u00a0increasing interest\u00a0rates, and falling property prices for a longer period.\u00a0The change of the downside scenario has been made to better\u00a0capture the \u00a0increasing risk\u00a0from high interest rates and high inflation,\u00a0and in order for the ECL calculation\u00a0to include potential\u00a0downside risks due to the elevated \u00a0asset prices across the Nordics. \u00a0Except as\u00a0described above, all other policies and principles remain in place. Staging criteria are unchanged, including the 30 days past due criteria and \u00a0PD-based criteria for\u00a0transfer to stage 2. \u00a0Accounting treatment affected\u00a0by the war in Ukraine \u00a0In 2022,\u00a0financial markets have been under pressure due to the uncertainty\u00a0caused by high inflation\u00a0and energy prices as a consequence of the war in \u00a0Ukraine, which\u00a0has exacerbated macroeconomic uncertainties. \u00a0The Group has considered the impact of the war on critical areas such as the credit portfolio and macroeconomic\u00a0scenarios. The Group has very limite\u00a0d \u00a0direct exposures to customers in or from Russia, Ukraine\u00a0or Belarus. DKK 1.6 billion of the Group\u2019s post-model adjustments relate to the economic \u00a0uncertainties and macroeconomic impacts arising from the war\u00a0in Ukraine to ensure prudent coverage of\u00a0the Group\u2019s credit\u00a0exposures. Similarly, \u00a0macroeconomic scenarios have been updated to\u00a0reflect expectations\u00a0of higher inflation\u00a0and interest rates which are fuelled by the war in Ukraine. \u00a0For more detail on the impacts\u00a0of the war in Ukraine,\u00a0see note G41. \u00a0Sustainabili ty\u00a0risk \u00a0The Group may be exposed to sustainability\u00a0risk as a result of current or future environmental,\u00a0social and governance\u00a0(ESG) events or conditions,\u00a0and are \u00a0considered external factors that can\u00a0impact existing risks. Sustainability\u00a0risk is therefore considered a cross-cutting driver of existing risks as outline\u00a0d \u00a0in the Group\u2019s risk taxonomy,\u00a0which can further exacerbate\u00a0the risks the Group is already facing. \u00a0(b) Significant\u00a0accounting estimates and judgements \u00a0Sustainabili ty\u00a0risk continued \u00a0Credit risk is deemed to be the risk type most materially\u00a0affected by sustainability\u00a0risk in the long term, of which climate\u00a0risk is currently\u00a0the most urgent \u00a0of all ESG-related\u00a0drivers capable of affecting the Group\u2019s credit risk. From a\u00a0financial materiality perspective, climate-related risks\u00a0have been\u00a0deemed \u00a0most relevant for the Group\u2019s\u00a0lending activities.\u00a0Climate risk pertains\u00a0to transition\u00a0risks, which\u00a0are the risks associated with shifting to a low-carbon \u00a0economy, and to physical risks arising from projected climate changes , including both long-term shifts (chronic changes) and event-driven\u00a0changes (acute \u00a0changes) to\u00a0weather patterns. \u00a0The Group takes a risk-based approach in prioritising\u00a0risk management\u00a0efforts for credit portfolios that are likely to be most exposed to transition\u00a0and \u00a0physical risks. For\u00a0that purpose, the Group\u2019s climate risk heat map is based on a\u00a0mix of\u00a0qualitative and\u00a0quantitative input\u00a0to define the credit exposures \u00a0most exposed\u00a0to transition\u00a0and physical risks. The climate heat map gives an indication\u00a0of the size of\u00a0the exposure at\u00a0risk and\u00a0not the\u00a0expected stress \u00a0effects such as impairment charges. Such quantitative\u00a0measures are to be assessed through scenario analysis\u00a0and future stress testing. Climate \u00a0scenario analysis is already being performed -\u00a0following the recommendations\u00a0of the Taskforce\u00a0on Climate-related\u00a0Financial Disclosures\u00a0(TCFD) for key \u00a0sectors for both transition\u00a0risk and physical risk, such as for the oil and gas,\u00a0agriculture and property portfolios. The Group will continue to refine the \u00a0climate risk heat map as more climate risk data becomes available\u00a0to support the identification\u00a0of both\u00a0transition and\u00a0physical risks for\u00a0the purpose of \u00a0determining financial materiality,\u00a0however, conclusions have not led to adjustments\u00a0to staging or expected credit losses, as the impacts either manifest \u00a0over a longer time\u00a0period than loan maturities,\u00a0or as transition\u00a0risks are concentrated on\u00a0sectors with downside risks recognised in\u00a0the bank\u2019s expected \u00a0credit losses, for example\u00a0in the agriculture\u00a0and oil and gas portfolios. \u00a0For more detail on Sustainability\u00a0risk, see note G41. \u00a0Fair value measurement\u00a0of financial\u00a0instruments \u00a0At the\u00a0end of 2022, no unusual challenges in obtaining reliable pricing apart from\u00a0insignificant parts\u00a0of the portfolio remained. The majority of\u00a0valuatio n \u00a0techniques continues to employ only observable market data, and there has been no\u00a0significant increase in financial instruments\u00a0measured on the basis \u00a0of valuation\u00a0techniques that are\u00a0based on one or more significant\u00a0unobservable inputs. The latter continues to include only unlisted shares,\u00a0certain bonds \u00a0and some long-dated\u00a0derivatives for\u00a0which there is no active market. On the derivatives\u00a0portfolio, the Group makes fair value adjustments\u00a0to cover changes \u00a0in counterparty risk (CVA and DVA) and to cover expected funding costs (FVA and ColVA)\u00a0on derivatives,\u00a0bid-offer spreads on the net open position\u00a0of the \u00a0portfolio of\u00a0assets and liabilities\u00a0with offsetting market risk recognised at mid-market prices, and model risk on level 3 derivatives.\u00a0At 31 December \u00a02022, the adjustments\u00a0totalled DKK 0.2 billion\u00a0(2021: DKK 1.0 billion), including the adjustment for\u00a0credit risk on derivatives\u00a0that are credit impaired. \u00a0Note G33(a) provides more\u00a0details on\u00a0the fair value\u00a0measurement of\u00a0financial instruments. \u00a0The Group uses derivatives\u00a0to hedge the fixed interest rate on some financial\u00a0assets and liabilities,\u00a0thus converting the fixed\u00a0interest rates\u00a0on the financia\u00a0l \u00a0instruments to variable interest rates by\u00a0the use of swaps. The ongoing\u00a0Interest Rate Benchmark Reform is replacing existing benchmark interbank \u00a0offered rates (IBORs) with alternative\u00a0risk-free rates. As a result of these developments,\u00a0accounting judgement\u00a0is involved in determining whether certain \u00a0hedge accounting\u00a0relationships that\u00a0hedge the interest rate risk due to changes in IBORs continue\u00a0to qualify for hedge accounting. Following\u00a0IASB\u2019s project \u00a0\u2018Interest Rate Benchmark Reform\u2019 for the assessment of effectiveness of such hedges, it is assumed that the interest rate benchmark is not altered as \u00a0a result\u00a0of the reform. For further information,\u00a0see note G12(d). \u00a0Measurement of\u00a0goodwill and\u00a0customer rights \u00a0Goodwill is\u00a0tested for\u00a0impairment once\u00a0a year or more frequently if indications\u00a0of impairment\u00a0exist. Impairment\u00a0testing requires management to\u00a0estimate \u00a0the present value of future cash flows. A number of factors affect the value\u00a0of such cash flows, including\u00a0discount rates, changes in the economic outlook, \u00a0customer behaviour\u00a0and competition.\u00a0As at 31 December\u00a02022, goodwill amounted to DKK 4.4\u00a0billion (31\u00a0December 2021: DKK 6.1 billion). \u00a0In connection with the quarterly reporting, management performs an\u00a0impairment review\u00a0to assess whether there are\u00a0indications that\u00a0goodwill might be \u00a0impaired. This includes a\u00a0review of decline in income, increase in loan impairment charges, decline\u00a0in the market value of assets under management, \u00a0major restructurings, macroeconomic developments etc. During 2022, goodwill in\u00a0Danica Pension amounting to DKK 1.6 billion was assessed\u00a0to be \u00a0impaired due\u00a0to increasing discount rates and lower financial outlook.\u00a0Following the\u00a0impairment charges\u00a0on goodwill,\u00a0goodwill in Danica Pension amounts \u00a0to DKK 0.0 billion as at 31 December 2022 (31 December 2021: DKK 1.6 billion). \u00a0The remaining goodwill mainly consists of DKK 2.1 billion (2021: DKK 2.1 billion)\u00a0in Markets,\u00a0DKK 1.8 billion\u00a0(2021: DKK 1.8 billion)\u00a0in Asset Management \u00a0and DKK\u00a00.5 billion\u00a0(2021: DKK\u00a00.5 billion)\u00a0in General Banking\u00a0(all part of the business segment Large Corporates\u00a0& Institutions)\u00a0showing significant \u00a0amounts of\u00a0excess value\u00a0in the impairment tests in 2022 and 2021. \u00a0Note G19 provides more information about the impairment\u00a0test in 2022 and 2021 including\u00a0sensitivity to\u00a0changes in assumptions. \u00a0Measurement of\u00a0liabilities under\u00a0insurance contracts \u00a0Liabilities under\u00a0insurance contracts are measured at\u00a0the present value of expected benefits for each insurance contract.\u00a0The measurement is based on \u00a0actuarial computations\u00a0that rely on estimates\u00a0of a number of variables,\u00a0including mortality and disability rates, and on\u00a0the discount rate. The future \u00a0mortality rates are\u00a0based on the Danish FSA\u2019s benchmark,\u00a0while other variables\u00a0are estimated\u00a0based on data from the Group\u2019s own portfolio\u00a0of insurance \u00a0contracts. Section\u00a0(c) of this note and note G18 provide further information on the measurement of insurance liabilities.\u00a0Note G41 contain a sensitivity \u00a0analysis for\u00a0life insurance. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:ExplanationOfAssumptionAboutFutureWithSignificantRiskOfResultingInMaterialAdjustments",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2370": {
   "value": "Measurement of\u00a0liabilities under\u00a0insurance contracts \u00a0\n\t\t\t\t\tLiabilities under\u00a0insurance contracts are measured at\u00a0the present value of expected benefits for each insurance contract.\u00a0The measurement is based on \u00a0\n\t\t\t\t\tactuarial computations\u00a0that rely on estimates\u00a0of a number of variables,\u00a0including mortality and disability rates, and on\u00a0the discount rate. The future \u00a0\n\t\t\t\t\tmortality rates are\u00a0based on the Danish FSA\u2019s benchmark,\u00a0while other variables\u00a0are estimated\u00a0based on data from the Group\u2019s own portfolio\u00a0of insurance \u00a0\n\t\t\t\t\tcontracts. Section\u00a0(c) of this note and note G18 provide further information on the measurement of insurance liabilities.\u00a0Note G41 contain a sensitivity \u00a0\n\t\t\t\t\tanalysis for\u00a0life insurance. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tInsurance activities\u00a0\u2013 general \u00a0\n\t\t\t\t\tThe Group issues life insurance policies, which are divided\u00a0into insurance and investment\u00a0contracts. Insurance contracts are contracts that entail \u00a0\n\t\t\t\t\tsignificant insurance risk\u00a0or entitle policyholders\u00a0to bonuses. Investment\u00a0contracts are contracts that entail no significant insurance risk and comprise \u00a0\n\t\t\t\t\tunit-linked contracts under\u00a0which the investment\u00a0risk lies with the policyholder. \u00a0\n\t\t\t\t\tInsurance contracts \u00a0\n\t\t\t\t\tInsurance contracts comprise both an\u00a0investment element and\u00a0an insurance\u00a0element, which are recognised as aggregate figures. \u00a0\n\t\t\t\t\tIFRS 4, Insurance Contracts, includes\u00a0an option to continue\u00a0the accounting\u00a0treatment of insurance contracts under local GAAP.\u00a0The Group\u2019s life insurance \u00a0\n\t\t\t\t\tprovisions are therefore recognised at their present value in accordance with the Danish FSA\u2019s Executive Order on Financial Reports for Insurance \u00a0\n\t\t\t\t\tCompanies etc.\u00a0The life insurance provisions are\u00a0presented under Liabilities\u00a0under insurance contracts. \u00a0\n\t\t\t\t\tAssets earmarked for\u00a0insurance contracts are recognised under Assets under insurance contracts if\u00a0most of\u00a0the return\u00a0on the\u00a0assets accrues to the \u00a0\n\t\t\t\t\tpolicyholders. Most\u00a0of these assets are measured\u00a0at fair\u00a0value. \u00a0\n\t\t\t\t\tInvestment contracts \u00a0\n\t\t\t\t\tInvestment contracts are\u00a0recognised as financial liabilities,\u00a0and, consequently,\u00a0contributions and\u00a0benefits under such contracts are recognised directly \u00a0\n\t\t\t\t\tin the balance sheet. Deposits are measured at the value of the savings under Deposits under pooled schemes and unit-linked\u00a0investment contracts. \u00a0\n\t\t\t\t\tSavings under unit-linked investment\u00a0contracts are measured at fair value under Assets under pooled schemes and unit-linked\u00a0investment contracts. \u00a0\n\t\t\t\t\tThe return on the assets and the crediting of the amounts to policyholders\u2019\u00a0accounts are recognised\u00a0under Net trading income or loss. \u00a0\n\t\t\t\t\tAssets funded by shareholders\u2019\u00a0equity \u00a0\n\t\t\t\t\tThe separate pool of assets equal to shareholders\u2019\u00a0equity is\u00a0recognised at\u00a0fair value and\u00a0consolidated with\u00a0other similar assets. \u00a0\n\t\t\t\t\tIncome from insurance\u00a0business \u00a0\n\t\t\t\t\tInsurance activities are\u00a0consolidated in\u00a0the various income statement items. Insurance premiums are\u00a0recognised under Net premiums. Net insurance \u00a0\n\t\t\t\t\tbenefits in\u00a0the income statement\u00a0consists of benefits\u00a0disbursed under insurance contracts and the annual change in insurance obligations\u00a0not deriving \u00a0\n\t\t\t\t\tfrom additional\u00a0provisions for\u00a0benefit guarantees\u00a0and changes to the collective bonus potential.\u00a0The return on earmarked assets is allocated to the \u00a0\n\t\t\t\t\trelevant items\u00a0in the income statement.\u00a0The return to policyholders\u00a0is recognised under Net trading income or loss as are changes to additiona\u00a0l \u00a0\n\t\t\t\t\tprovisions for\u00a0benefit guarantees. Note G8 provides more information. \u00a0\n\t\t\t\t\tThe sources of the Group\u2019s\u00a0net income\u00a0from insurance business comprise the return on assets funded by Danica Pension\u2019s shareholders\u2019 equity, income \u00a0\n\t\t\t\t\tfrom unit-linked\u00a0business and health and accident business, and income from conventional\u00a0life insurance\u00a0business, the so-called risk allowance. \u00a0\n\t\t\t\t\tThe risk allowance\u00a0is determined\u00a0in accordance with the Danish FSA\u2019s executive order on\u00a0the contribution\u00a0principle. The contribution\u00a0principle regulates \u00a0\n\t\t\t\t\thow earnings are allocated between policyholders\u00a0and the life\u00a0insurance company\u2019s shareholders\u2019 equity and defines the maximum payment to \u00a0\n\t\t\t\t\tshareholders\u2019 equity (the\u00a0risk allowance). \u00a0\n\t\t\t\t\tInsurance contracts guarantee a\u00a0certain long-term return on\u00a0policyholders\u2019 funds.\u00a0If the technical basis exceeds the interest accrual\u00a0to policyholders and \u00a0\n\t\t\t\t\tthe risk allowance, the difference is allocated to the bonus potential.\u00a0The bonus potential serves as a\u00a0risk buffer. If the technical\u00a0basis is insufficient to \u00a0\n\t\t\t\t\tcover the risk allowance, the shortfall can\u00a0be covered by the bonus\u00a0potential. If\u00a0the bonus potential is insufficient to cover the shortfall, the difference can \u00a0\n\t\t\t\t\tbe covered by the individual\u00a0bonus potentials\u00a0or the profit margin; otherwise, the risk allowance\u00a0that cannot be recognised will be lost. If the technical \u00a0\n\t\t\t\t\tbasis is insufficient to cover the interest accrual to policyholders,\u00a0the shortfall is covered by the bonus potentials\u00a0or the profit margin. Any remaining \u00a0\n\t\t\t\t\tshortfall is\u00a0paid by the Group in\u00a0the form of an outlay. If the Group has made such an outlay,\u00a0the outlay may be recovered the following year. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForInsuranceContracts",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2374": {
   "value": "G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tFinancial instruments\u00a0account for around 98% of total\u00a0assets and liabilities.\u00a0A portion of\u00a0financial assets\u00a0relate to investments\u00a0made under insurance \u00a0\n\t\t\t\t\tcontracts. The following sections provide a general description of the classification\u00a0and measurement\u00a0of financial\u00a0instruments and\u00a0obligations under \u00a0\n\t\t\t\t\tinsurance contracts. \u00a0\n\t\t\t\t\tFinancial instruments\u00a0\u2013 general \u00a0\n\t\t\t\t\tThe Group recognises financial assets and liabilities\u00a0when it\u00a0becomes a party to the terms of the contract. A financial asset, or a portion of a\u00a0financia l \u00a0\n\t\t\t\t\tasset, is derecognised if the contractual\u00a0rights to cash flows from the asset have expired, or have been transferred, usually\u00a0by sale, leading\u00a0to substantially \u00a0\n\t\t\t\t\tall the risks and rewards of the asset or significant risks and rewards being transferred. Financial liabilities\u00a0are derecognised\u00a0when the liability\u00a0has been \u00a0\n\t\t\t\t\tsettled, has\u00a0expired or\u00a0has been extinguished. \u00a0\n\t\t\t\t\tRegular way purchases\u00a0and sales of financial instruments\u00a0are recognised\u00a0and derecognised at the settlement\u00a0date. Fair value adjustments\u00a0of unsettle d \u00a0\n\t\t\t\t\tfinancial instruments\u00a0are recognised from\u00a0the trade date to the settlement date if the financial\u00a0asset is classified at fair value through profit or loss or \u00a0\n\t\t\t\t\tthrough other comprehensive income. The classification\u00a0is shown in the table below. \u00a0\n\t\t\t\t\tFinancial instruments\u00a0and obligations\u00a0under insurance contracts, classification\u00a0and measurement\u00a0end of 2022 \u00a0\n\t\t\t\t\tAmortised cost \u00a0\n\t\t\t\t\tFair value OCI \u00a0\n\t\t\t\t\tFair value through profit or loss \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tand sell \u00a0\n\t\t\t\t\tManaged F\u00a0VPL due \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tHeld for \u00a0\n\t\t\t\t\tat fair\u00a0to SPPI \u00a0\n\t\t\t\t\tInterest rate \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tassets/Liabilities \u00a0\n\t\t\t\t\tassets* \u00a0\n\t\t\t\t\ttrading \u00a0\n\t\t\t\t\tvalue \u00a0\n\t\t\t\t\ttest Designated \u00a0\n\t\t\t\t\thedge ** \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central \u00a0\n\t\t\t\t\tbanks \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t427 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t1,084 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t209 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,015 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,433 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t635 \u00a0\n\t\t\t\t\t771 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t3,682 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,498 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\t891 \u00a0\n\t\t\t\t\t810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t3,829 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t139 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,164 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t193 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts *** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2022 \u00a0\n\t\t\t\t\t1,599 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,402 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,534 \u00a0\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2021 \u00a0\n\t\t\t\t\t1,617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,680 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,674 \u00a0\n\t\t\t\t\t* Unrealised fair value gains and losses are presented in Other comprehensive income,\u00a0andrealised fairvalue gains and losses arerecycled tothe income statement. \u00a0\n\t\t\t\t\t**The interest rate risk on some fixed-rate financial assets and liabilities is hedged by derivatives (fair value hedging). The interest rate risk on some fixed-rate bonds 'hold to collect and sell' \u00a0\n\t\t\t\t\tis also hedged by derivatives. The fair value represents changes in the fair value of the interest rate risk on the hedged items, i.e. not a full fair value of the hedged items. \u00a0\n\t\t\t\t\t*** Liabilities under insurance contracts are recognised at the present value of expected insurance benefits. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tClassification and\u00a0measurement of\u00a0financial assets\u00a0and financial\u00a0liabilities \u2013\u00a0general \u00a0\n\t\t\t\t\tFinancial assets are classified on the basis of the business model adopted for\u00a0managing the assets and on their contractual\u00a0cash flow characteristic\u00a0s \u00a0\n\t\t\t\t\t(including embedded\u00a0derivatives, if\u00a0any) are grouped into one of the following\u00a0measurement categories: \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAmortised cost\u00a0(AMC) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through other comprehensive income (FVOCI) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through profit or loss (FVPL) \u00a0\n\t\t\t\t\tFinancial assets are measured at AMC if they are held within a business model for the purpose of collecting contractual\u00a0cash flows\u00a0(hold to collect) and \u00a0\n\t\t\t\t\tif cash flows are solely payments\u00a0of principal\u00a0and interest\u00a0on the principal amount outstanding. \u00a0\n\t\t\t\t\tFinancial assets\u00a0are measured at FVOCI\u00a0if they are held within\u00a0a business model for\u00a0the purpose of both collecting\u00a0contractual cash\u00a0flows and selling \u00a0\n\t\t\t\t\t(hold to collect and sell) and if cash flows are solely payments of principal and interest on the principal amount outstanding.\u00a0FVOCI results in the assets \u00a0\n\t\t\t\t\tbeing recognised at fair value in the balance sheet and at AMC in\u00a0the income statement. Gains and\u00a0losses, except for expected credit losses and foreign \u00a0\n\t\t\t\t\texchanges gains and losses, are therefore recognised in other comprehensive income until the financial asset is derecognised. When the financial asset \u00a0\n\t\t\t\t\tis derecognised the cumulative\u00a0gains and losses previously\u00a0recognised in other comprehensive\u00a0income are reclassified\u00a0to the income\u00a0statement. \u00a0\n\t\t\t\t\tAll other financial assets are mandatorily\u00a0measured at FVPL including\u00a0financial assets held within other business models, such as\u00a0financial assets \u00a0\n\t\t\t\t\tmanaged at\u00a0fair value or held for trading and financial\u00a0assets with contractual cash flows that are not solely payments of principal and interest on the \u00a0\n\t\t\t\t\tprincipal amount outstanding. \u00a0\n\t\t\t\t\tGenerally, financial liabilities\u00a0are measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities measured at\u00a0fair value comprise the trading portfolio (derivatives and\u00a0obligations to repurchase securities) and\u00a0liabilitie s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss under the fair value option.\u00a0Value adjustments relating to the inherent credit risk of financial liabilitie\u00a0s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value\u00a0are recognised in other comprehensive\u00a0income unless this leads to an accounting mismatch. \u00a0\n\t\t\t\t\tThe business\u00a0model assessment \u00a0\n\t\t\t\t\tThe business model assessment in Danske Bank Group has been applied separately for\u00a0each business\u00a0unit represented\u00a0by the Group\u2019s reportable \u00a0\n\t\t\t\t\tsegments, and it is based on observable\u00a0factors for the different portfolios, such as (1) how the performance of the business model and the financia\u00a0l \u00a0\n\t\t\t\t\tassets held within that business model are evaluated and reported to the Executive\u00a0Board and the Board of Directors, (2) the risks that affect\u00a0the \u00a0\n\t\t\t\t\tperformance of the business\u00a0model and\u00a0the way\u00a0such risks are managed and (3) past and expected frequency, value and timing of sales from the portfolio. \u00a0\n\t\t\t\t\tIn general, the business model assessment of the Group can be summarised as follows: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe Group\u2019s banking units, comprising, Personal Business &\u00a0Customers, General\u00a0Banking at\u00a0Large Corporates &Institutes\u00a0(LC&I) and Northern \u00a0\n\t\t\t\t\tIreland, have a\u00a0\u201chold to collect\u201d business model. The financial assets consist primarily\u00a0of loans. The management and reporting of performance are \u00a0\n\t\t\t\t\tbased on collecting\u00a0the contractual\u00a0cash flows,\u00a0and loans\u00a0are only very\u00a0infrequently sold. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe trading units at LC&I (Markets and Investment\u00a0Banking & Securities) and the financial assets related to the Group\u2019s insurance activities\u00a0at \u00a0\n\t\t\t\t\tDanica Pension have a\u00a0business model that is neither \u201chold to collect\u201d nor \u201chold to collect and sell\u201d and the financial assets are mandatorily \u00a0\n\t\t\t\t\trecognised at FVPL. The assets consist of bonds, shares, repo transactions\u00a0and short-term loans.\u00a0Some of the financial assets are included in \u00a0\n\t\t\t\t\tportfolios with a trading pattern that falls under the definition of \u201cheld for trading\u201d while other portfolios are managed and their performance reported \u00a0\n\t\t\t\t\ton a fair value\u00a0basis. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tGroup Treasury has portfolios\u00a0of bonds\u00a0within the \u201chold to collect\u201d business model, the \u201chold to collect and sell\u201d business models and the \u201cother\u201d \u00a0\n\t\t\t\t\tbusiness model. \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe remaining portfolio of\u00a0Non-core is \u201chold\u00a0to collect\u201d.\u00a0The financial assets consist primarily of loans. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tThe SPPI test (solely\u00a0payment of\u00a0principal and\u00a0interest on\u00a0the principal\u00a0amount outstanding) \u00a0\n\t\t\t\t\tThe second step in the classification of the financial assets in portfolios being \u201chold to collect\u201d and \u201chold to collect and sell\u201d relates to the assessment of \u00a0\n\t\t\t\t\twhether the contractual cash flows are consistent with the SPPI test. The principal amount reflects the fair value at initial recognition\u00a0less any subsequent \u00a0\n\t\t\t\t\tchanges, e.g. due to repayment. The interest must represent only consideration\u00a0for the\u00a0time value of money, credit risk, other basic lending risks and a \u00a0\n\t\t\t\t\tmargin consistent\u00a0with basic lending features. If the cash flows introduce more than de minimis exposure to risk or volatility\u00a0that is\u00a0not consistent with \u00a0\n\t\t\t\t\tbasic lending features, the financial asset is mandatorily recognised at\u00a0FVPL. \u00a0\n\t\t\t\t\tIn general, the Group\u2019s portfolios\u00a0of financial\u00a0assets that are \u201chold to collect\u201d or \u201chold to collect and sell\u201d (loans and bonds) have contractual\u00a0cash flows \u00a0\n\t\t\t\t\tthat are consistent with the SPPI test, i.e. they have basic lending\u00a0features. \u00a0\n\t\t\t\t\tHowever, loans granted under Danish mortgage finance law are funded by issuing listed mortgage bonds with matching terms. Such loans are granted \u00a0\n\t\t\t\t\tby the Realkredit\u00a0Danmark subsidiary only. Borrowers may repay such loans by delivering the underlying bonds. This represents an option to prepay at \u00a0\n\t\t\t\t\tfair value that can be both above and below the principal amount plus accrued interest. Changes in the fair value of\u00a0the underlying bonds\u00a0include other \u00a0\n\t\t\t\t\telements than\u00a0the effect of changes in the relevant benchmark interest rate and the prepayment option is therefore not consistent with the SPPI test in \u00a0\n\t\t\t\t\tIFRS 9\u00a0and are mandatorily\u00a0measured at FVPL. \u00a0\n\t\t\t\t\tAll equity instruments\u00a0have contractual cash flows that do not pass the SPPI test. All such holdings\u00a0are recognised at FVPL since the Group has decided \u00a0\n\t\t\t\t\tnot to use the option to designate equity instruments\u00a0at FVOCI. \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tFinancial liabilities\u00a0are generally measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities\u00a0measured at fair value comprise derivatives,\u00a0the trading portfolio and liabilities\u00a0designated at\u00a0FVPL under the fair value \u00a0\n\t\t\t\t\toption. Value adjustments relating to\u00a0the inherent\u00a0own credit risk of financial\u00a0liabilities designated\u00a0at fair value are, however, recognised in Other \u00a0\n\t\t\t\t\tcomprehensive income unless this leads to an\u00a0accounting mismatch. \u00a0\n\t\t\t\t\tIFRS 9 allows the designation\u00a0of financial\u00a0liabilities at\u00a0FVPL when doing so results in more relevant\u00a0information, because either (1)\u00a0it eliminates\u00a0or \u00a0\n\t\t\t\t\tsignificantly reduces\u00a0an accounting\u00a0mismatch that would otherwise arise, or\u00a0(2) is part of a portfolio\u00a0of financial\u00a0instruments that are\u00a0managed and their \u00a0\n\t\t\t\t\tperformance reported on\u00a0a fair value\u00a0basis to management. \u00a0\n\t\t\t\t\tThe Group designates the following financial liabilities\u00a0at FVPL: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tMortgage bonds issued by Realkredit Danmark.\u00a0The bonds fund the loans granted by Realkredit Danmark, i.e. loans that due to the SPPI test are \u00a0\n\t\t\t\t\tmandatorily recognised at\u00a0FVPL. The\u00a0fair value of the loans is based on the fair value of the issued bonds (the loans and the issued bonds that are \u00a0\n\t\t\t\t\tfunding the loans have matching\u00a0contractual terms) adjusted for\u00a0changes in the fair value of the credit risk of borrowers. To eliminate\u00a0the accounting \u00a0\n\t\t\t\t\tmismatch that exists if the loans are measured at FVPL and the issued bonds at AMC, the issued bonds are designated at FVPL, and fair value \u00a0\n\t\t\t\t\tchanges of the issued bonds (including fair value changes related to own credit risk) are offset by the fair value changes of the loans. Hence, changes \u00a0\n\t\t\t\t\tin the\u00a0fair value attributable\u00a0to the Group\u2019s own credit risk on the issued bonds are also recognised in the income statement\u00a0since an accounting \u00a0\n\t\t\t\t\tmismatch would otherwise arise. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFinancial liabilities\u00a0in Markets\u00a0and Investment\u00a0Banking &\u00a0Securities at\u00a0LC&I. These financial liabilities\u00a0are part of a portfolio\u00a0of financial\u00a0assets and \u00a0\n\t\t\t\t\tliabilities that\u00a0is managed\u00a0and performance reported to\u00a0the Management on a\u00a0fair value basis. The financial liabilities\u00a0consist of repo transactions\u00a0, \u00a0\n\t\t\t\t\tdeposits and\u00a0commercial papers. Changes, if any, in the fair value attributable\u00a0to the Group\u2019s own credit risk is,\u00a0however, recognised in other \u00a0\n\t\t\t\t\tcomprehensive income. \u00a0\n\t\t\t\t\tHedge accounting \u00a0\n\t\t\t\t\tThe Group uses derivatives\u00a0to hedge the interest rate risk on some fixed-rate assets and fixed-rate liabilities\u00a0measured at\u00a0amortised cost\u00a0and on some \u00a0\n\t\t\t\t\tbonds measured at fair value through other comprehensive income. Hedged risks that meet the criteria for fair value hedge accounting are treated \u00a0\n\t\t\t\t\taccordingly. The interest rate risk on the hedged assets and liabilities\u00a0is measured at fair value through profit or loss. At end-2022, hedging derivative\u00a0s \u00a0\n\t\t\t\t\tmeasured at\u00a0fair value accounted for about 0.1% of total assets and about 0.6% of total liabilities\u00a0(31 December 2021: 0.2% and 0.2%, respectively)\u00a0. \u00a0\n\t\t\t\t\tFor further\u00a0information on\u00a0hedge accounting, see\u00a0note G12(d). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialAssetsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2377": {
   "value": "G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tFinancial instruments\u00a0account for around 98% of total\u00a0assets and liabilities.\u00a0A portion of\u00a0financial assets\u00a0relate to investments\u00a0made under insurance \u00a0\n\t\t\t\t\tcontracts. The following sections provide a general description of the classification\u00a0and measurement\u00a0of financial\u00a0instruments and\u00a0obligations under \u00a0\n\t\t\t\t\tinsurance contracts. \u00a0\n\t\t\t\t\tFinancial instruments\u00a0\u2013 general \u00a0\n\t\t\t\t\tThe Group recognises financial assets and liabilities\u00a0when it\u00a0becomes a party to the terms of the contract. A financial asset, or a portion of a\u00a0financia l \u00a0\n\t\t\t\t\tasset, is derecognised if the contractual\u00a0rights to cash flows from the asset have expired, or have been transferred, usually\u00a0by sale, leading\u00a0to substantially \u00a0\n\t\t\t\t\tall the risks and rewards of the asset or significant risks and rewards being transferred. Financial liabilities\u00a0are derecognised\u00a0when the liability\u00a0has been \u00a0\n\t\t\t\t\tsettled, has\u00a0expired or\u00a0has been extinguished. \u00a0\n\t\t\t\t\tRegular way purchases\u00a0and sales of financial instruments\u00a0are recognised\u00a0and derecognised at the settlement\u00a0date. Fair value adjustments\u00a0of unsettle d \u00a0\n\t\t\t\t\tfinancial instruments\u00a0are recognised from\u00a0the trade date to the settlement date if the financial\u00a0asset is classified at fair value through profit or loss or \u00a0\n\t\t\t\t\tthrough other comprehensive income. The classification\u00a0is shown in the table below. \u00a0\n\t\t\t\t\tFinancial instruments\u00a0and obligations\u00a0under insurance contracts, classification\u00a0and measurement\u00a0end of 2022 \u00a0\n\t\t\t\t\tAmortised cost \u00a0\n\t\t\t\t\tFair value OCI \u00a0\n\t\t\t\t\tFair value through profit or loss \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tand sell \u00a0\n\t\t\t\t\tManaged F\u00a0VPL due \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tHeld for \u00a0\n\t\t\t\t\tat fair\u00a0to SPPI \u00a0\n\t\t\t\t\tInterest rate \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tassets/Liabilities \u00a0\n\t\t\t\t\tassets* \u00a0\n\t\t\t\t\ttrading \u00a0\n\t\t\t\t\tvalue \u00a0\n\t\t\t\t\ttest Designated \u00a0\n\t\t\t\t\thedge ** \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central \u00a0\n\t\t\t\t\tbanks \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t427 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t1,084 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t209 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,015 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,433 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t635 \u00a0\n\t\t\t\t\t771 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t3,682 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,498 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\t891 \u00a0\n\t\t\t\t\t810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t3,829 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t139 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,164 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t193 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts *** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2022 \u00a0\n\t\t\t\t\t1,599 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,402 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,534 \u00a0\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2021 \u00a0\n\t\t\t\t\t1,617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,680 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,674 \u00a0\n\t\t\t\t\t* Unrealised fair value gains and losses are presented in Other comprehensive income,\u00a0andrealised fairvalue gains and losses arerecycled tothe income statement. \u00a0\n\t\t\t\t\t**The interest rate risk on some fixed-rate financial assets and liabilities is hedged by derivatives (fair value hedging). The interest rate risk on some fixed-rate bonds 'hold to collect and sell' \u00a0\n\t\t\t\t\tis also hedged by derivatives. The fair value represents changes in the fair value of the interest rate risk on the hedged items, i.e. not a full fair value of the hedged items. \u00a0\n\t\t\t\t\t*** Liabilities under insurance contracts are recognised at the present value of expected insurance benefits. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tClassification and\u00a0measurement of\u00a0financial assets\u00a0and financial\u00a0liabilities \u2013\u00a0general \u00a0\n\t\t\t\t\tFinancial assets are classified on the basis of the business model adopted for\u00a0managing the assets and on their contractual\u00a0cash flow characteristic\u00a0s \u00a0\n\t\t\t\t\t(including embedded\u00a0derivatives, if\u00a0any) are grouped into one of the following\u00a0measurement categories: \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAmortised cost\u00a0(AMC) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through other comprehensive income (FVOCI) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through profit or loss (FVPL) \u00a0\n\t\t\t\t\tFinancial assets are measured at AMC if they are held within a business model for the purpose of collecting contractual\u00a0cash flows\u00a0(hold to collect) and \u00a0\n\t\t\t\t\tif cash flows are solely payments\u00a0of principal\u00a0and interest\u00a0on the principal amount outstanding. \u00a0\n\t\t\t\t\tFinancial assets\u00a0are measured at FVOCI\u00a0if they are held within\u00a0a business model for\u00a0the purpose of both collecting\u00a0contractual cash\u00a0flows and selling \u00a0\n\t\t\t\t\t(hold to collect and sell) and if cash flows are solely payments of principal and interest on the principal amount outstanding.\u00a0FVOCI results in the assets \u00a0\n\t\t\t\t\tbeing recognised at fair value in the balance sheet and at AMC in\u00a0the income statement. Gains and\u00a0losses, except for expected credit losses and foreign \u00a0\n\t\t\t\t\texchanges gains and losses, are therefore recognised in other comprehensive income until the financial asset is derecognised. When the financial asset \u00a0\n\t\t\t\t\tis derecognised the cumulative\u00a0gains and losses previously\u00a0recognised in other comprehensive\u00a0income are reclassified\u00a0to the income\u00a0statement. \u00a0\n\t\t\t\t\tAll other financial assets are mandatorily\u00a0measured at FVPL including\u00a0financial assets held within other business models, such as\u00a0financial assets \u00a0\n\t\t\t\t\tmanaged at\u00a0fair value or held for trading and financial\u00a0assets with contractual cash flows that are not solely payments of principal and interest on the \u00a0\n\t\t\t\t\tprincipal amount outstanding. \u00a0\n\t\t\t\t\tGenerally, financial liabilities\u00a0are measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities measured at\u00a0fair value comprise the trading portfolio (derivatives and\u00a0obligations to repurchase securities) and\u00a0liabilitie s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss under the fair value option.\u00a0Value adjustments relating to the inherent credit risk of financial liabilitie\u00a0s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value\u00a0are recognised in other comprehensive\u00a0income unless this leads to an accounting mismatch. \u00a0\n\t\t\t\t\tThe business\u00a0model assessment \u00a0\n\t\t\t\t\tThe business model assessment in Danske Bank Group has been applied separately for\u00a0each business\u00a0unit represented\u00a0by the Group\u2019s reportable \u00a0\n\t\t\t\t\tsegments, and it is based on observable\u00a0factors for the different portfolios, such as (1) how the performance of the business model and the financia\u00a0l \u00a0\n\t\t\t\t\tassets held within that business model are evaluated and reported to the Executive\u00a0Board and the Board of Directors, (2) the risks that affect\u00a0the \u00a0\n\t\t\t\t\tperformance of the business\u00a0model and\u00a0the way\u00a0such risks are managed and (3) past and expected frequency, value and timing of sales from the portfolio. \u00a0\n\t\t\t\t\tIn general, the business model assessment of the Group can be summarised as follows: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe Group\u2019s banking units, comprising, Personal Business &\u00a0Customers, General\u00a0Banking at\u00a0Large Corporates &Institutes\u00a0(LC&I) and Northern \u00a0\n\t\t\t\t\tIreland, have a\u00a0\u201chold to collect\u201d business model. The financial assets consist primarily\u00a0of loans. The management and reporting of performance are \u00a0\n\t\t\t\t\tbased on collecting\u00a0the contractual\u00a0cash flows,\u00a0and loans\u00a0are only very\u00a0infrequently sold. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe trading units at LC&I (Markets and Investment\u00a0Banking & Securities) and the financial assets related to the Group\u2019s insurance activities\u00a0at \u00a0\n\t\t\t\t\tDanica Pension have a\u00a0business model that is neither \u201chold to collect\u201d nor \u201chold to collect and sell\u201d and the financial assets are mandatorily \u00a0\n\t\t\t\t\trecognised at FVPL. The assets consist of bonds, shares, repo transactions\u00a0and short-term loans.\u00a0Some of the financial assets are included in \u00a0\n\t\t\t\t\tportfolios with a trading pattern that falls under the definition of \u201cheld for trading\u201d while other portfolios are managed and their performance reported \u00a0\n\t\t\t\t\ton a fair value\u00a0basis. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tGroup Treasury has portfolios\u00a0of bonds\u00a0within the \u201chold to collect\u201d business model, the \u201chold to collect and sell\u201d business models and the \u201cother\u201d \u00a0\n\t\t\t\t\tbusiness model. \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe remaining portfolio of\u00a0Non-core is \u201chold\u00a0to collect\u201d.\u00a0The financial assets consist primarily of loans. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tThe SPPI test (solely\u00a0payment of\u00a0principal and\u00a0interest on\u00a0the principal\u00a0amount outstanding) \u00a0\n\t\t\t\t\tThe second step in the classification of the financial assets in portfolios being \u201chold to collect\u201d and \u201chold to collect and sell\u201d relates to the assessment of \u00a0\n\t\t\t\t\twhether the contractual cash flows are consistent with the SPPI test. The principal amount reflects the fair value at initial recognition\u00a0less any subsequent \u00a0\n\t\t\t\t\tchanges, e.g. due to repayment. The interest must represent only consideration\u00a0for the\u00a0time value of money, credit risk, other basic lending risks and a \u00a0\n\t\t\t\t\tmargin consistent\u00a0with basic lending features. If the cash flows introduce more than de minimis exposure to risk or volatility\u00a0that is\u00a0not consistent with \u00a0\n\t\t\t\t\tbasic lending features, the financial asset is mandatorily recognised at\u00a0FVPL. \u00a0\n\t\t\t\t\tIn general, the Group\u2019s portfolios\u00a0of financial\u00a0assets that are \u201chold to collect\u201d or \u201chold to collect and sell\u201d (loans and bonds) have contractual\u00a0cash flows \u00a0\n\t\t\t\t\tthat are consistent with the SPPI test, i.e. they have basic lending\u00a0features. \u00a0\n\t\t\t\t\tHowever, loans granted under Danish mortgage finance law are funded by issuing listed mortgage bonds with matching terms. Such loans are granted \u00a0\n\t\t\t\t\tby the Realkredit\u00a0Danmark subsidiary only. Borrowers may repay such loans by delivering the underlying bonds. This represents an option to prepay at \u00a0\n\t\t\t\t\tfair value that can be both above and below the principal amount plus accrued interest. Changes in the fair value of\u00a0the underlying bonds\u00a0include other \u00a0\n\t\t\t\t\telements than\u00a0the effect of changes in the relevant benchmark interest rate and the prepayment option is therefore not consistent with the SPPI test in \u00a0\n\t\t\t\t\tIFRS 9\u00a0and are mandatorily\u00a0measured at FVPL. \u00a0\n\t\t\t\t\tAll equity instruments\u00a0have contractual cash flows that do not pass the SPPI test. All such holdings\u00a0are recognised at FVPL since the Group has decided \u00a0\n\t\t\t\t\tnot to use the option to designate equity instruments\u00a0at FVOCI. \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tFinancial liabilities\u00a0are generally measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities\u00a0measured at fair value comprise derivatives,\u00a0the trading portfolio and liabilities\u00a0designated at\u00a0FVPL under the fair value \u00a0\n\t\t\t\t\toption. Value adjustments relating to\u00a0the inherent\u00a0own credit risk of financial\u00a0liabilities designated\u00a0at fair value are, however, recognised in Other \u00a0\n\t\t\t\t\tcomprehensive income unless this leads to an\u00a0accounting mismatch. \u00a0\n\t\t\t\t\tIFRS 9 allows the designation\u00a0of financial\u00a0liabilities at\u00a0FVPL when doing so results in more relevant\u00a0information, because either (1)\u00a0it eliminates\u00a0or \u00a0\n\t\t\t\t\tsignificantly reduces\u00a0an accounting\u00a0mismatch that would otherwise arise, or\u00a0(2) is part of a portfolio\u00a0of financial\u00a0instruments that are\u00a0managed and their \u00a0\n\t\t\t\t\tperformance reported on\u00a0a fair value\u00a0basis to management. \u00a0\n\t\t\t\t\tThe Group designates the following financial liabilities\u00a0at FVPL: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tMortgage bonds issued by Realkredit Danmark.\u00a0The bonds fund the loans granted by Realkredit Danmark, i.e. loans that due to the SPPI test are \u00a0\n\t\t\t\t\tmandatorily recognised at\u00a0FVPL. The\u00a0fair value of the loans is based on the fair value of the issued bonds (the loans and the issued bonds that are \u00a0\n\t\t\t\t\tfunding the loans have matching\u00a0contractual terms) adjusted for\u00a0changes in the fair value of the credit risk of borrowers. To eliminate\u00a0the accounting \u00a0\n\t\t\t\t\tmismatch that exists if the loans are measured at FVPL and the issued bonds at AMC, the issued bonds are designated at FVPL, and fair value \u00a0\n\t\t\t\t\tchanges of the issued bonds (including fair value changes related to own credit risk) are offset by the fair value changes of the loans. Hence, changes \u00a0\n\t\t\t\t\tin the\u00a0fair value attributable\u00a0to the Group\u2019s own credit risk on the issued bonds are also recognised in the income statement\u00a0since an accounting \u00a0\n\t\t\t\t\tmismatch would otherwise arise. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFinancial liabilities\u00a0in Markets\u00a0and Investment\u00a0Banking &\u00a0Securities at\u00a0LC&I. These financial liabilities\u00a0are part of a portfolio\u00a0of financial\u00a0assets and \u00a0\n\t\t\t\t\tliabilities that\u00a0is managed\u00a0and performance reported to\u00a0the Management on a\u00a0fair value basis. The financial liabilities\u00a0consist of repo transactions\u00a0, \u00a0\n\t\t\t\t\tdeposits and\u00a0commercial papers. Changes, if any, in the fair value attributable\u00a0to the Group\u2019s own credit risk is,\u00a0however, recognised in other \u00a0\n\t\t\t\t\tcomprehensive income. \u00a0\n\t\t\t\t\tHedge accounting \u00a0\n\t\t\t\t\tThe Group uses derivatives\u00a0to hedge the interest rate risk on some fixed-rate assets and fixed-rate liabilities\u00a0measured at\u00a0amortised cost\u00a0and on some \u00a0\n\t\t\t\t\tbonds measured at fair value through other comprehensive income. Hedged risks that meet the criteria for fair value hedge accounting are treated \u00a0\n\t\t\t\t\taccordingly. The interest rate risk on the hedged assets and liabilities\u00a0is measured at fair value through profit or loss. At end-2022, hedging derivative\u00a0s \u00a0\n\t\t\t\t\tmeasured at\u00a0fair value accounted for about 0.1% of total assets and about 0.6% of total liabilities\u00a0(31 December 2021: 0.2% and 0.2%, respectively)\u00a0. \u00a0\n\t\t\t\t\tFor further\u00a0information on\u00a0hedge accounting, see\u00a0note G12(d). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialInstrumentsAtFairValueThroughProfitOrLossExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2383": {
   "value": "G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tFinancial instruments\u00a0account for around 98% of total\u00a0assets and liabilities.\u00a0A portion of\u00a0financial assets\u00a0relate to investments\u00a0made under insurance \u00a0\n\t\t\t\t\tcontracts. The following sections provide a general description of the classification\u00a0and measurement\u00a0of financial\u00a0instruments and\u00a0obligations under \u00a0\n\t\t\t\t\tinsurance contracts. \u00a0\n\t\t\t\t\tFinancial instruments\u00a0\u2013 general \u00a0\n\t\t\t\t\tThe Group recognises financial assets and liabilities\u00a0when it\u00a0becomes a party to the terms of the contract. A financial asset, or a portion of a\u00a0financia l \u00a0\n\t\t\t\t\tasset, is derecognised if the contractual\u00a0rights to cash flows from the asset have expired, or have been transferred, usually\u00a0by sale, leading\u00a0to substantially \u00a0\n\t\t\t\t\tall the risks and rewards of the asset or significant risks and rewards being transferred. Financial liabilities\u00a0are derecognised\u00a0when the liability\u00a0has been \u00a0\n\t\t\t\t\tsettled, has\u00a0expired or\u00a0has been extinguished. \u00a0\n\t\t\t\t\tRegular way purchases\u00a0and sales of financial instruments\u00a0are recognised\u00a0and derecognised at the settlement\u00a0date. Fair value adjustments\u00a0of unsettle d \u00a0\n\t\t\t\t\tfinancial instruments\u00a0are recognised from\u00a0the trade date to the settlement date if the financial\u00a0asset is classified at fair value through profit or loss or \u00a0\n\t\t\t\t\tthrough other comprehensive income. The classification\u00a0is shown in the table below. \u00a0\n\t\t\t\t\tFinancial instruments\u00a0and obligations\u00a0under insurance contracts, classification\u00a0and measurement\u00a0end of 2022 \u00a0\n\t\t\t\t\tAmortised cost \u00a0\n\t\t\t\t\tFair value OCI \u00a0\n\t\t\t\t\tFair value through profit or loss \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tand sell \u00a0\n\t\t\t\t\tManaged F\u00a0VPL due \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tHeld for \u00a0\n\t\t\t\t\tat fair\u00a0to SPPI \u00a0\n\t\t\t\t\tInterest rate \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tassets/Liabilities \u00a0\n\t\t\t\t\tassets* \u00a0\n\t\t\t\t\ttrading \u00a0\n\t\t\t\t\tvalue \u00a0\n\t\t\t\t\ttest Designated \u00a0\n\t\t\t\t\thedge ** \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central \u00a0\n\t\t\t\t\tbanks \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t427 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t1,084 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t209 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,015 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,433 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t635 \u00a0\n\t\t\t\t\t771 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t3,682 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,498 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\t891 \u00a0\n\t\t\t\t\t810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t3,829 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t139 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,164 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t193 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts *** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2022 \u00a0\n\t\t\t\t\t1,599 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,402 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,534 \u00a0\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2021 \u00a0\n\t\t\t\t\t1,617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,680 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,674 \u00a0\n\t\t\t\t\t* Unrealised fair value gains and losses are presented in Other comprehensive income,\u00a0andrealised fairvalue gains and losses arerecycled tothe income statement. \u00a0\n\t\t\t\t\t**The interest rate risk on some fixed-rate financial assets and liabilities is hedged by derivatives (fair value hedging). The interest rate risk on some fixed-rate bonds 'hold to collect and sell' \u00a0\n\t\t\t\t\tis also hedged by derivatives. The fair value represents changes in the fair value of the interest rate risk on the hedged items, i.e. not a full fair value of the hedged items. \u00a0\n\t\t\t\t\t*** Liabilities under insurance contracts are recognised at the present value of expected insurance benefits. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tClassification and\u00a0measurement of\u00a0financial assets\u00a0and financial\u00a0liabilities \u2013\u00a0general \u00a0\n\t\t\t\t\tFinancial assets are classified on the basis of the business model adopted for\u00a0managing the assets and on their contractual\u00a0cash flow characteristic\u00a0s \u00a0\n\t\t\t\t\t(including embedded\u00a0derivatives, if\u00a0any) are grouped into one of the following\u00a0measurement categories: \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAmortised cost\u00a0(AMC) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through other comprehensive income (FVOCI) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through profit or loss (FVPL) \u00a0\n\t\t\t\t\tFinancial assets are measured at AMC if they are held within a business model for the purpose of collecting contractual\u00a0cash flows\u00a0(hold to collect) and \u00a0\n\t\t\t\t\tif cash flows are solely payments\u00a0of principal\u00a0and interest\u00a0on the principal amount outstanding. \u00a0\n\t\t\t\t\tFinancial assets\u00a0are measured at FVOCI\u00a0if they are held within\u00a0a business model for\u00a0the purpose of both collecting\u00a0contractual cash\u00a0flows and selling \u00a0\n\t\t\t\t\t(hold to collect and sell) and if cash flows are solely payments of principal and interest on the principal amount outstanding.\u00a0FVOCI results in the assets \u00a0\n\t\t\t\t\tbeing recognised at fair value in the balance sheet and at AMC in\u00a0the income statement. Gains and\u00a0losses, except for expected credit losses and foreign \u00a0\n\t\t\t\t\texchanges gains and losses, are therefore recognised in other comprehensive income until the financial asset is derecognised. When the financial asset \u00a0\n\t\t\t\t\tis derecognised the cumulative\u00a0gains and losses previously\u00a0recognised in other comprehensive\u00a0income are reclassified\u00a0to the income\u00a0statement. \u00a0\n\t\t\t\t\tAll other financial assets are mandatorily\u00a0measured at FVPL including\u00a0financial assets held within other business models, such as\u00a0financial assets \u00a0\n\t\t\t\t\tmanaged at\u00a0fair value or held for trading and financial\u00a0assets with contractual cash flows that are not solely payments of principal and interest on the \u00a0\n\t\t\t\t\tprincipal amount outstanding. \u00a0\n\t\t\t\t\tGenerally, financial liabilities\u00a0are measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities measured at\u00a0fair value comprise the trading portfolio (derivatives and\u00a0obligations to repurchase securities) and\u00a0liabilitie s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss under the fair value option.\u00a0Value adjustments relating to the inherent credit risk of financial liabilitie\u00a0s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value\u00a0are recognised in other comprehensive\u00a0income unless this leads to an accounting mismatch. \u00a0\n\t\t\t\t\tThe business\u00a0model assessment \u00a0\n\t\t\t\t\tThe business model assessment in Danske Bank Group has been applied separately for\u00a0each business\u00a0unit represented\u00a0by the Group\u2019s reportable \u00a0\n\t\t\t\t\tsegments, and it is based on observable\u00a0factors for the different portfolios, such as (1) how the performance of the business model and the financia\u00a0l \u00a0\n\t\t\t\t\tassets held within that business model are evaluated and reported to the Executive\u00a0Board and the Board of Directors, (2) the risks that affect\u00a0the \u00a0\n\t\t\t\t\tperformance of the business\u00a0model and\u00a0the way\u00a0such risks are managed and (3) past and expected frequency, value and timing of sales from the portfolio. \u00a0\n\t\t\t\t\tIn general, the business model assessment of the Group can be summarised as follows: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe Group\u2019s banking units, comprising, Personal Business &\u00a0Customers, General\u00a0Banking at\u00a0Large Corporates &Institutes\u00a0(LC&I) and Northern \u00a0\n\t\t\t\t\tIreland, have a\u00a0\u201chold to collect\u201d business model. The financial assets consist primarily\u00a0of loans. The management and reporting of performance are \u00a0\n\t\t\t\t\tbased on collecting\u00a0the contractual\u00a0cash flows,\u00a0and loans\u00a0are only very\u00a0infrequently sold. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe trading units at LC&I (Markets and Investment\u00a0Banking & Securities) and the financial assets related to the Group\u2019s insurance activities\u00a0at \u00a0\n\t\t\t\t\tDanica Pension have a\u00a0business model that is neither \u201chold to collect\u201d nor \u201chold to collect and sell\u201d and the financial assets are mandatorily \u00a0\n\t\t\t\t\trecognised at FVPL. The assets consist of bonds, shares, repo transactions\u00a0and short-term loans.\u00a0Some of the financial assets are included in \u00a0\n\t\t\t\t\tportfolios with a trading pattern that falls under the definition of \u201cheld for trading\u201d while other portfolios are managed and their performance reported \u00a0\n\t\t\t\t\ton a fair value\u00a0basis. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tGroup Treasury has portfolios\u00a0of bonds\u00a0within the \u201chold to collect\u201d business model, the \u201chold to collect and sell\u201d business models and the \u201cother\u201d \u00a0\n\t\t\t\t\tbusiness model. \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe remaining portfolio of\u00a0Non-core is \u201chold\u00a0to collect\u201d.\u00a0The financial assets consist primarily of loans. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tThe SPPI test (solely\u00a0payment of\u00a0principal and\u00a0interest on\u00a0the principal\u00a0amount outstanding) \u00a0\n\t\t\t\t\tThe second step in the classification of the financial assets in portfolios being \u201chold to collect\u201d and \u201chold to collect and sell\u201d relates to the assessment of \u00a0\n\t\t\t\t\twhether the contractual cash flows are consistent with the SPPI test. The principal amount reflects the fair value at initial recognition\u00a0less any subsequent \u00a0\n\t\t\t\t\tchanges, e.g. due to repayment. The interest must represent only consideration\u00a0for the\u00a0time value of money, credit risk, other basic lending risks and a \u00a0\n\t\t\t\t\tmargin consistent\u00a0with basic lending features. If the cash flows introduce more than de minimis exposure to risk or volatility\u00a0that is\u00a0not consistent with \u00a0\n\t\t\t\t\tbasic lending features, the financial asset is mandatorily recognised at\u00a0FVPL. \u00a0\n\t\t\t\t\tIn general, the Group\u2019s portfolios\u00a0of financial\u00a0assets that are \u201chold to collect\u201d or \u201chold to collect and sell\u201d (loans and bonds) have contractual\u00a0cash flows \u00a0\n\t\t\t\t\tthat are consistent with the SPPI test, i.e. they have basic lending\u00a0features. \u00a0\n\t\t\t\t\tHowever, loans granted under Danish mortgage finance law are funded by issuing listed mortgage bonds with matching terms. Such loans are granted \u00a0\n\t\t\t\t\tby the Realkredit\u00a0Danmark subsidiary only. Borrowers may repay such loans by delivering the underlying bonds. This represents an option to prepay at \u00a0\n\t\t\t\t\tfair value that can be both above and below the principal amount plus accrued interest. Changes in the fair value of\u00a0the underlying bonds\u00a0include other \u00a0\n\t\t\t\t\telements than\u00a0the effect of changes in the relevant benchmark interest rate and the prepayment option is therefore not consistent with the SPPI test in \u00a0\n\t\t\t\t\tIFRS 9\u00a0and are mandatorily\u00a0measured at FVPL. \u00a0\n\t\t\t\t\tAll equity instruments\u00a0have contractual cash flows that do not pass the SPPI test. All such holdings\u00a0are recognised at FVPL since the Group has decided \u00a0\n\t\t\t\t\tnot to use the option to designate equity instruments\u00a0at FVOCI. \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tFinancial liabilities\u00a0are generally measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities\u00a0measured at fair value comprise derivatives,\u00a0the trading portfolio and liabilities\u00a0designated at\u00a0FVPL under the fair value \u00a0\n\t\t\t\t\toption. Value adjustments relating to\u00a0the inherent\u00a0own credit risk of financial\u00a0liabilities designated\u00a0at fair value are, however, recognised in Other \u00a0\n\t\t\t\t\tcomprehensive income unless this leads to an\u00a0accounting mismatch. \u00a0\n\t\t\t\t\tIFRS 9 allows the designation\u00a0of financial\u00a0liabilities at\u00a0FVPL when doing so results in more relevant\u00a0information, because either (1)\u00a0it eliminates\u00a0or \u00a0\n\t\t\t\t\tsignificantly reduces\u00a0an accounting\u00a0mismatch that would otherwise arise, or\u00a0(2) is part of a portfolio\u00a0of financial\u00a0instruments that are\u00a0managed and their \u00a0\n\t\t\t\t\tperformance reported on\u00a0a fair value\u00a0basis to management. \u00a0\n\t\t\t\t\tThe Group designates the following financial liabilities\u00a0at FVPL: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tMortgage bonds issued by Realkredit Danmark.\u00a0The bonds fund the loans granted by Realkredit Danmark, i.e. loans that due to the SPPI test are \u00a0\n\t\t\t\t\tmandatorily recognised at\u00a0FVPL. The\u00a0fair value of the loans is based on the fair value of the issued bonds (the loans and the issued bonds that are \u00a0\n\t\t\t\t\tfunding the loans have matching\u00a0contractual terms) adjusted for\u00a0changes in the fair value of the credit risk of borrowers. To eliminate\u00a0the accounting \u00a0\n\t\t\t\t\tmismatch that exists if the loans are measured at FVPL and the issued bonds at AMC, the issued bonds are designated at FVPL, and fair value \u00a0\n\t\t\t\t\tchanges of the issued bonds (including fair value changes related to own credit risk) are offset by the fair value changes of the loans. Hence, changes \u00a0\n\t\t\t\t\tin the\u00a0fair value attributable\u00a0to the Group\u2019s own credit risk on the issued bonds are also recognised in the income statement\u00a0since an accounting \u00a0\n\t\t\t\t\tmismatch would otherwise arise. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFinancial liabilities\u00a0in Markets\u00a0and Investment\u00a0Banking &\u00a0Securities at\u00a0LC&I. These financial liabilities\u00a0are part of a portfolio\u00a0of financial\u00a0assets and \u00a0\n\t\t\t\t\tliabilities that\u00a0is managed\u00a0and performance reported to\u00a0the Management on a\u00a0fair value basis. The financial liabilities\u00a0consist of repo transactions\u00a0, \u00a0\n\t\t\t\t\tdeposits and\u00a0commercial papers. Changes, if any, in the fair value attributable\u00a0to the Group\u2019s own credit risk is,\u00a0however, recognised in other \u00a0\n\t\t\t\t\tcomprehensive income. \u00a0\n\t\t\t\t\tHedge accounting \u00a0\n\t\t\t\t\tThe Group uses derivatives\u00a0to hedge the interest rate risk on some fixed-rate assets and fixed-rate liabilities\u00a0measured at\u00a0amortised cost\u00a0and on some \u00a0\n\t\t\t\t\tbonds measured at fair value through other comprehensive income. Hedged risks that meet the criteria for fair value hedge accounting are treated \u00a0\n\t\t\t\t\taccordingly. The interest rate risk on the hedged assets and liabilities\u00a0is measured at fair value through profit or loss. At end-2022, hedging derivative\u00a0s \u00a0\n\t\t\t\t\tmeasured at\u00a0fair value accounted for about 0.1% of total assets and about 0.6% of total liabilities\u00a0(31 December 2021: 0.2% and 0.2%, respectively)\u00a0. \u00a0\n\t\t\t\t\tFor further\u00a0information on\u00a0hedge accounting, see\u00a0note G12(d). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialLiabilitiesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2388": {
   "value": "Financial instruments\u00a0\u2013 general \u00a0\n\t\t\t\t\tThe Group recognises financial assets and liabilities\u00a0when it\u00a0becomes a party to the terms of the contract. A financial asset, or a portion of a\u00a0financia l \u00a0\n\t\t\t\t\tasset, is derecognised if the contractual\u00a0rights to cash flows from the asset have expired, or have been transferred, usually\u00a0by sale, leading\u00a0to substantially \u00a0\n\t\t\t\t\tall the risks and rewards of the asset or significant risks and rewards being transferred. Financial liabilities\u00a0are derecognised\u00a0when the liability\u00a0has been \u00a0\n\t\t\t\t\tsettled, has\u00a0expired or\u00a0has been extinguished. \u00a0\n\t\t\t\t\tRegular way purchases\u00a0and sales of financial instruments\u00a0are recognised\u00a0and derecognised at the settlement\u00a0date. Fair value adjustments\u00a0of unsettle d \u00a0\n\t\t\t\t\tfinancial instruments\u00a0are recognised from\u00a0the trade date to the settlement date if the financial\u00a0asset is classified at fair value through profit or loss or \u00a0\n\t\t\t\t\tthrough other comprehensive income. The classification\u00a0is shown in the table below. \u00a0\n\t\t\t\t\tFinancial instruments\u00a0and obligations\u00a0under insurance contracts, classification\u00a0and measurement\u00a0end of 2022 \u00a0\n\t\t\t\t\tAmortised cost \u00a0\n\t\t\t\t\tFair value OCI \u00a0\n\t\t\t\t\tFair value through profit or loss \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tand sell \u00a0\n\t\t\t\t\tManaged F\u00a0VPL due \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tHeld for \u00a0\n\t\t\t\t\tat fair\u00a0to SPPI \u00a0\n\t\t\t\t\tInterest rate \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tassets/Liabilities \u00a0\n\t\t\t\t\tassets* \u00a0\n\t\t\t\t\ttrading \u00a0\n\t\t\t\t\tvalue \u00a0\n\t\t\t\t\ttest Designated \u00a0\n\t\t\t\t\thedge ** \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central \u00a0\n\t\t\t\t\tbanks \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t427 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t1,084 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t209 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,015 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,433 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t635 \u00a0\n\t\t\t\t\t771 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t3,682 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,498 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\t891 \u00a0\n\t\t\t\t\t810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t3,829 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t139 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,164 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t193 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts *** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2022 \u00a0\n\t\t\t\t\t1,599 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,402 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,534 \u00a0\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2021 \u00a0\n\t\t\t\t\t1,617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,680 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,674 \u00a0\n\t\t\t\t\t* Unrealised fair value gains and losses are presented in Other comprehensive income,\u00a0andrealised fairvalue gains and losses arerecycled tothe income statement. \u00a0\n\t\t\t\t\t**The interest rate risk on some fixed-rate financial assets and liabilities is hedged by derivatives (fair value hedging). The interest rate risk on some fixed-rate bonds 'hold to collect and sell' \u00a0\n\t\t\t\t\tis also hedged by derivatives. The fair value represents changes in the fair value of the interest rate risk on the hedged items, i.e. not a full fair value of the hedged items. \u00a0\n\t\t\t\t\t*** Liabilities under insurance contracts are recognised at the present value of expected insurance benefits. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tClassification and\u00a0measurement of\u00a0financial assets\u00a0and financial\u00a0liabilities \u2013\u00a0general \u00a0\n\t\t\t\t\tFinancial assets are classified on the basis of the business model adopted for\u00a0managing the assets and on their contractual\u00a0cash flow characteristic\u00a0s \u00a0\n\t\t\t\t\t(including embedded\u00a0derivatives, if\u00a0any) are grouped into one of the following\u00a0measurement categories: \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAmortised cost\u00a0(AMC) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through other comprehensive income (FVOCI) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through profit or loss (FVPL) \u00a0\n\t\t\t\t\tFinancial assets are measured at AMC if they are held within a business model for the purpose of collecting contractual\u00a0cash flows\u00a0(hold to collect) and \u00a0\n\t\t\t\t\tif cash flows are solely payments\u00a0of principal\u00a0and interest\u00a0on the principal amount outstanding. \u00a0\n\t\t\t\t\tFinancial assets\u00a0are measured at FVOCI\u00a0if they are held within\u00a0a business model for\u00a0the purpose of both collecting\u00a0contractual cash\u00a0flows and selling \u00a0\n\t\t\t\t\t(hold to collect and sell) and if cash flows are solely payments of principal and interest on the principal amount outstanding.\u00a0FVOCI results in the assets \u00a0\n\t\t\t\t\tbeing recognised at fair value in the balance sheet and at AMC in\u00a0the income statement. Gains and\u00a0losses, except for expected credit losses and foreign \u00a0\n\t\t\t\t\texchanges gains and losses, are therefore recognised in other comprehensive income until the financial asset is derecognised. When the financial asset \u00a0\n\t\t\t\t\tis derecognised the cumulative\u00a0gains and losses previously\u00a0recognised in other comprehensive\u00a0income are reclassified\u00a0to the income\u00a0statement. \u00a0\n\t\t\t\t\tAll other financial assets are mandatorily\u00a0measured at FVPL including\u00a0financial assets held within other business models, such as\u00a0financial assets \u00a0\n\t\t\t\t\tmanaged at\u00a0fair value or held for trading and financial\u00a0assets with contractual cash flows that are not solely payments of principal and interest on the \u00a0\n\t\t\t\t\tprincipal amount outstanding. \u00a0\n\t\t\t\t\tGenerally, financial liabilities\u00a0are measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities measured at\u00a0fair value comprise the trading portfolio (derivatives and\u00a0obligations to repurchase securities) and\u00a0liabilitie s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss under the fair value option.\u00a0Value adjustments relating to the inherent credit risk of financial liabilitie\u00a0s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value\u00a0are recognised in other comprehensive\u00a0income unless this leads to an accounting mismatch. \u00a0\n\t\t\t\t\tThe business\u00a0model assessment \u00a0\n\t\t\t\t\tThe business model assessment in Danske Bank Group has been applied separately for\u00a0each business\u00a0unit represented\u00a0by the Group\u2019s reportable \u00a0\n\t\t\t\t\tsegments, and it is based on observable\u00a0factors for the different portfolios, such as (1) how the performance of the business model and the financia\u00a0l \u00a0\n\t\t\t\t\tassets held within that business model are evaluated and reported to the Executive\u00a0Board and the Board of Directors, (2) the risks that affect\u00a0the \u00a0\n\t\t\t\t\tperformance of the business\u00a0model and\u00a0the way\u00a0such risks are managed and (3) past and expected frequency, value and timing of sales from the portfolio. \u00a0\n\t\t\t\t\tIn general, the business model assessment of the Group can be summarised as follows: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe Group\u2019s banking units, comprising, Personal Business &\u00a0Customers, General\u00a0Banking at\u00a0Large Corporates &Institutes\u00a0(LC&I) and Northern \u00a0\n\t\t\t\t\tIreland, have a\u00a0\u201chold to collect\u201d business model. The financial assets consist primarily\u00a0of loans. The management and reporting of performance are \u00a0\n\t\t\t\t\tbased on collecting\u00a0the contractual\u00a0cash flows,\u00a0and loans\u00a0are only very\u00a0infrequently sold. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe trading units at LC&I (Markets and Investment\u00a0Banking & Securities) and the financial assets related to the Group\u2019s insurance activities\u00a0at \u00a0\n\t\t\t\t\tDanica Pension have a\u00a0business model that is neither \u201chold to collect\u201d nor \u201chold to collect and sell\u201d and the financial assets are mandatorily \u00a0\n\t\t\t\t\trecognised at FVPL. The assets consist of bonds, shares, repo transactions\u00a0and short-term loans.\u00a0Some of the financial assets are included in \u00a0\n\t\t\t\t\tportfolios with a trading pattern that falls under the definition of \u201cheld for trading\u201d while other portfolios are managed and their performance reported \u00a0\n\t\t\t\t\ton a fair value\u00a0basis. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tGroup Treasury has portfolios\u00a0of bonds\u00a0within the \u201chold to collect\u201d business model, the \u201chold to collect and sell\u201d business models and the \u201cother\u201d \u00a0\n\t\t\t\t\tbusiness model. \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe remaining portfolio of\u00a0Non-core is \u201chold\u00a0to collect\u201d.\u00a0The financial assets consist primarily of loans. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tThe SPPI test (solely\u00a0payment of\u00a0principal and\u00a0interest on\u00a0the principal\u00a0amount outstanding) \u00a0\n\t\t\t\t\tThe second step in the classification of the financial assets in portfolios being \u201chold to collect\u201d and \u201chold to collect and sell\u201d relates to the assessment of \u00a0\n\t\t\t\t\twhether the contractual cash flows are consistent with the SPPI test. The principal amount reflects the fair value at initial recognition\u00a0less any subsequent \u00a0\n\t\t\t\t\tchanges, e.g. due to repayment. The interest must represent only consideration\u00a0for the\u00a0time value of money, credit risk, other basic lending risks and a \u00a0\n\t\t\t\t\tmargin consistent\u00a0with basic lending features. If the cash flows introduce more than de minimis exposure to risk or volatility\u00a0that is\u00a0not consistent with \u00a0\n\t\t\t\t\tbasic lending features, the financial asset is mandatorily recognised at\u00a0FVPL. \u00a0\n\t\t\t\t\tIn general, the Group\u2019s portfolios\u00a0of financial\u00a0assets that are \u201chold to collect\u201d or \u201chold to collect and sell\u201d (loans and bonds) have contractual\u00a0cash flows \u00a0\n\t\t\t\t\tthat are consistent with the SPPI test, i.e. they have basic lending\u00a0features. \u00a0\n\t\t\t\t\tHowever, loans granted under Danish mortgage finance law are funded by issuing listed mortgage bonds with matching terms. Such loans are granted \u00a0\n\t\t\t\t\tby the Realkredit\u00a0Danmark subsidiary only. Borrowers may repay such loans by delivering the underlying bonds. This represents an option to prepay at \u00a0\n\t\t\t\t\tfair value that can be both above and below the principal amount plus accrued interest. Changes in the fair value of\u00a0the underlying bonds\u00a0include other \u00a0\n\t\t\t\t\telements than\u00a0the effect of changes in the relevant benchmark interest rate and the prepayment option is therefore not consistent with the SPPI test in \u00a0\n\t\t\t\t\tIFRS 9\u00a0and are mandatorily\u00a0measured at FVPL. \u00a0\n\t\t\t\t\tAll equity instruments\u00a0have contractual cash flows that do not pass the SPPI test. All such holdings\u00a0are recognised at FVPL since the Group has decided \u00a0\n\t\t\t\t\tnot to use the option to designate equity instruments\u00a0at FVOCI. \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tFinancial liabilities\u00a0are generally measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities\u00a0measured at fair value comprise derivatives,\u00a0the trading portfolio and liabilities\u00a0designated at\u00a0FVPL under the fair value \u00a0\n\t\t\t\t\toption. Value adjustments relating to\u00a0the inherent\u00a0own credit risk of financial\u00a0liabilities designated\u00a0at fair value are, however, recognised in Other \u00a0\n\t\t\t\t\tcomprehensive income unless this leads to an\u00a0accounting mismatch. \u00a0\n\t\t\t\t\tIFRS 9 allows the designation\u00a0of financial\u00a0liabilities at\u00a0FVPL when doing so results in more relevant\u00a0information, because either (1)\u00a0it eliminates\u00a0or \u00a0\n\t\t\t\t\tsignificantly reduces\u00a0an accounting\u00a0mismatch that would otherwise arise, or\u00a0(2) is part of a portfolio\u00a0of financial\u00a0instruments that are\u00a0managed and their \u00a0\n\t\t\t\t\tperformance reported on\u00a0a fair value\u00a0basis to management. \u00a0\n\t\t\t\t\tThe Group designates the following financial liabilities\u00a0at FVPL: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tMortgage bonds issued by Realkredit Danmark.\u00a0The bonds fund the loans granted by Realkredit Danmark, i.e. loans that due to the SPPI test are \u00a0\n\t\t\t\t\tmandatorily recognised at\u00a0FVPL. The\u00a0fair value of the loans is based on the fair value of the issued bonds (the loans and the issued bonds that are \u00a0\n\t\t\t\t\tfunding the loans have matching\u00a0contractual terms) adjusted for\u00a0changes in the fair value of the credit risk of borrowers. To eliminate\u00a0the accounting \u00a0\n\t\t\t\t\tmismatch that exists if the loans are measured at FVPL and the issued bonds at AMC, the issued bonds are designated at FVPL, and fair value \u00a0\n\t\t\t\t\tchanges of the issued bonds (including fair value changes related to own credit risk) are offset by the fair value changes of the loans. Hence, changes \u00a0\n\t\t\t\t\tin the\u00a0fair value attributable\u00a0to the Group\u2019s own credit risk on the issued bonds are also recognised in the income statement\u00a0since an accounting \u00a0\n\t\t\t\t\tmismatch would otherwise arise. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFinancial liabilities\u00a0in Markets\u00a0and Investment\u00a0Banking &\u00a0Securities at\u00a0LC&I. These financial liabilities\u00a0are part of a portfolio\u00a0of financial\u00a0assets and \u00a0\n\t\t\t\t\tliabilities that\u00a0is managed\u00a0and performance reported to\u00a0the Management on a\u00a0fair value basis. The financial liabilities\u00a0consist of repo transactions\u00a0, \u00a0\n\t\t\t\t\tdeposits and\u00a0commercial papers. Changes, if any, in the fair value attributable\u00a0to the Group\u2019s own credit risk is,\u00a0however, recognised in other \u00a0\n\t\t\t\t\tcomprehensive income. \u00a0\n\t\t\t\t\tHedge accounting \u00a0\n\t\t\t\t\tThe Group uses derivatives\u00a0to hedge the interest rate risk on some fixed-rate assets and fixed-rate liabilities\u00a0measured at\u00a0amortised cost\u00a0and on some \u00a0\n\t\t\t\t\tbonds measured at fair value through other comprehensive income. Hedged risks that meet the criteria for fair value hedge accounting are treated \u00a0\n\t\t\t\t\taccordingly. The interest rate risk on the hedged assets and liabilities\u00a0is measured at fair value through profit or loss. At end-2022, hedging derivative\u00a0s \u00a0\n\t\t\t\t\tmeasured at\u00a0fair value accounted for about 0.1% of total assets and about 0.6% of total liabilities\u00a0(31 December 2021: 0.2% and 0.2%, respectively)\u00a0. \u00a0\n\t\t\t\t\tFor further\u00a0information on\u00a0hedge accounting, see\u00a0note G12(d). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialInstrumentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2391": {
   "value": "Financial instruments\u00a0\u2013 general \u00a0\n\t\t\t\t\tThe Group recognises financial assets and liabilities\u00a0when it\u00a0becomes a party to the terms of the contract. A financial asset, or a portion of a\u00a0financia l \u00a0\n\t\t\t\t\tasset, is derecognised if the contractual\u00a0rights to cash flows from the asset have expired, or have been transferred, usually\u00a0by sale, leading\u00a0to substantially \u00a0\n\t\t\t\t\tall the risks and rewards of the asset or significant risks and rewards being transferred. Financial liabilities\u00a0are derecognised\u00a0when the liability\u00a0has been \u00a0\n\t\t\t\t\tsettled, has\u00a0expired or\u00a0has been extinguished. \u00a0\n\t\t\t\t\tRegular way purchases\u00a0and sales of financial instruments\u00a0are recognised\u00a0and derecognised at the settlement\u00a0date. Fair value adjustments\u00a0of unsettle d \u00a0\n\t\t\t\t\tfinancial instruments\u00a0are recognised from\u00a0the trade date to the settlement date if the financial\u00a0asset is classified at fair value through profit or loss or \u00a0\n\t\t\t\t\tthrough other comprehensive income. The classification\u00a0is shown in the table below. \u00a0\n\t\t\t\t\tFinancial instruments\u00a0and obligations\u00a0under insurance contracts, classification\u00a0and measurement\u00a0end of 2022 \u00a0\n\t\t\t\t\tAmortised cost \u00a0\n\t\t\t\t\tFair value OCI \u00a0\n\t\t\t\t\tFair value through profit or loss \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tand sell \u00a0\n\t\t\t\t\tManaged F\u00a0VPL due \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tHeld for \u00a0\n\t\t\t\t\tat fair\u00a0to SPPI \u00a0\n\t\t\t\t\tInterest rate \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tassets/Liabilities \u00a0\n\t\t\t\t\tassets* \u00a0\n\t\t\t\t\ttrading \u00a0\n\t\t\t\t\tvalue \u00a0\n\t\t\t\t\ttest Designated \u00a0\n\t\t\t\t\thedge ** \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central \u00a0\n\t\t\t\t\tbanks \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t427 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t1,084 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t209 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,015 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,433 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t635 \u00a0\n\t\t\t\t\t771 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t3,682 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,498 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\t891 \u00a0\n\t\t\t\t\t810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t3,829 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t139 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,164 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t193 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts *** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2022 \u00a0\n\t\t\t\t\t1,599 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,402 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,534 \u00a0\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2021 \u00a0\n\t\t\t\t\t1,617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,680 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,674 \u00a0\n\t\t\t\t\t* Unrealised fair value gains and losses are presented in Other comprehensive income,\u00a0andrealised fairvalue gains and losses arerecycled tothe income statement. \u00a0\n\t\t\t\t\t**The interest rate risk on some fixed-rate financial assets and liabilities is hedged by derivatives (fair value hedging). The interest rate risk on some fixed-rate bonds 'hold to collect and sell' \u00a0\n\t\t\t\t\tis also hedged by derivatives. The fair value represents changes in the fair value of the interest rate risk on the hedged items, i.e. not a full fair value of the hedged items. \u00a0\n\t\t\t\t\t*** Liabilities under insurance contracts are recognised at the present value of expected insurance benefits. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tClassification and\u00a0measurement of\u00a0financial assets\u00a0and financial\u00a0liabilities \u2013\u00a0general \u00a0\n\t\t\t\t\tFinancial assets are classified on the basis of the business model adopted for\u00a0managing the assets and on their contractual\u00a0cash flow characteristic\u00a0s \u00a0\n\t\t\t\t\t(including embedded\u00a0derivatives, if\u00a0any) are grouped into one of the following\u00a0measurement categories: \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAmortised cost\u00a0(AMC) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through other comprehensive income (FVOCI) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through profit or loss (FVPL) \u00a0\n\t\t\t\t\tFinancial assets are measured at AMC if they are held within a business model for the purpose of collecting contractual\u00a0cash flows\u00a0(hold to collect) and \u00a0\n\t\t\t\t\tif cash flows are solely payments\u00a0of principal\u00a0and interest\u00a0on the principal amount outstanding. \u00a0\n\t\t\t\t\tFinancial assets\u00a0are measured at FVOCI\u00a0if they are held within\u00a0a business model for\u00a0the purpose of both collecting\u00a0contractual cash\u00a0flows and selling \u00a0\n\t\t\t\t\t(hold to collect and sell) and if cash flows are solely payments of principal and interest on the principal amount outstanding.\u00a0FVOCI results in the assets \u00a0\n\t\t\t\t\tbeing recognised at fair value in the balance sheet and at AMC in\u00a0the income statement. Gains and\u00a0losses, except for expected credit losses and foreign \u00a0\n\t\t\t\t\texchanges gains and losses, are therefore recognised in other comprehensive income until the financial asset is derecognised. When the financial asset \u00a0\n\t\t\t\t\tis derecognised the cumulative\u00a0gains and losses previously\u00a0recognised in other comprehensive\u00a0income are reclassified\u00a0to the income\u00a0statement. \u00a0\n\t\t\t\t\tAll other financial assets are mandatorily\u00a0measured at FVPL including\u00a0financial assets held within other business models, such as\u00a0financial assets \u00a0\n\t\t\t\t\tmanaged at\u00a0fair value or held for trading and financial\u00a0assets with contractual cash flows that are not solely payments of principal and interest on the \u00a0\n\t\t\t\t\tprincipal amount outstanding. \u00a0\n\t\t\t\t\tGenerally, financial liabilities\u00a0are measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities measured at\u00a0fair value comprise the trading portfolio (derivatives and\u00a0obligations to repurchase securities) and\u00a0liabilitie s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss under the fair value option.\u00a0Value adjustments relating to the inherent credit risk of financial liabilitie\u00a0s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value\u00a0are recognised in other comprehensive\u00a0income unless this leads to an accounting mismatch. \u00a0\n\t\t\t\t\tThe business\u00a0model assessment \u00a0\n\t\t\t\t\tThe business model assessment in Danske Bank Group has been applied separately for\u00a0each business\u00a0unit represented\u00a0by the Group\u2019s reportable \u00a0\n\t\t\t\t\tsegments, and it is based on observable\u00a0factors for the different portfolios, such as (1) how the performance of the business model and the financia\u00a0l \u00a0\n\t\t\t\t\tassets held within that business model are evaluated and reported to the Executive\u00a0Board and the Board of Directors, (2) the risks that affect\u00a0the \u00a0\n\t\t\t\t\tperformance of the business\u00a0model and\u00a0the way\u00a0such risks are managed and (3) past and expected frequency, value and timing of sales from the portfolio. \u00a0\n\t\t\t\t\tIn general, the business model assessment of the Group can be summarised as follows: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe Group\u2019s banking units, comprising, Personal Business &\u00a0Customers, General\u00a0Banking at\u00a0Large Corporates &Institutes\u00a0(LC&I) and Northern \u00a0\n\t\t\t\t\tIreland, have a\u00a0\u201chold to collect\u201d business model. The financial assets consist primarily\u00a0of loans. The management and reporting of performance are \u00a0\n\t\t\t\t\tbased on collecting\u00a0the contractual\u00a0cash flows,\u00a0and loans\u00a0are only very\u00a0infrequently sold. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe trading units at LC&I (Markets and Investment\u00a0Banking & Securities) and the financial assets related to the Group\u2019s insurance activities\u00a0at \u00a0\n\t\t\t\t\tDanica Pension have a\u00a0business model that is neither \u201chold to collect\u201d nor \u201chold to collect and sell\u201d and the financial assets are mandatorily \u00a0\n\t\t\t\t\trecognised at FVPL. The assets consist of bonds, shares, repo transactions\u00a0and short-term loans.\u00a0Some of the financial assets are included in \u00a0\n\t\t\t\t\tportfolios with a trading pattern that falls under the definition of \u201cheld for trading\u201d while other portfolios are managed and their performance reported \u00a0\n\t\t\t\t\ton a fair value\u00a0basis. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tGroup Treasury has portfolios\u00a0of bonds\u00a0within the \u201chold to collect\u201d business model, the \u201chold to collect and sell\u201d business models and the \u201cother\u201d \u00a0\n\t\t\t\t\tbusiness model. \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe remaining portfolio of\u00a0Non-core is \u201chold\u00a0to collect\u201d.\u00a0The financial assets consist primarily of loans. \u00a0G1. Basis of preparation continued \u00a0\n\t\t\t\t\t(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tThe SPPI test (solely\u00a0payment of\u00a0principal and\u00a0interest on\u00a0the principal\u00a0amount outstanding) \u00a0\n\t\t\t\t\tThe second step in the classification of the financial assets in portfolios being \u201chold to collect\u201d and \u201chold to collect and sell\u201d relates to the assessment of \u00a0\n\t\t\t\t\twhether the contractual cash flows are consistent with the SPPI test. The principal amount reflects the fair value at initial recognition\u00a0less any subsequent \u00a0\n\t\t\t\t\tchanges, e.g. due to repayment. The interest must represent only consideration\u00a0for the\u00a0time value of money, credit risk, other basic lending risks and a \u00a0\n\t\t\t\t\tmargin consistent\u00a0with basic lending features. If the cash flows introduce more than de minimis exposure to risk or volatility\u00a0that is\u00a0not consistent with \u00a0\n\t\t\t\t\tbasic lending features, the financial asset is mandatorily recognised at\u00a0FVPL. \u00a0\n\t\t\t\t\tIn general, the Group\u2019s portfolios\u00a0of financial\u00a0assets that are \u201chold to collect\u201d or \u201chold to collect and sell\u201d (loans and bonds) have contractual\u00a0cash flows \u00a0\n\t\t\t\t\tthat are consistent with the SPPI test, i.e. they have basic lending\u00a0features. \u00a0\n\t\t\t\t\tHowever, loans granted under Danish mortgage finance law are funded by issuing listed mortgage bonds with matching terms. Such loans are granted \u00a0\n\t\t\t\t\tby the Realkredit\u00a0Danmark subsidiary only. Borrowers may repay such loans by delivering the underlying bonds. This represents an option to prepay at \u00a0\n\t\t\t\t\tfair value that can be both above and below the principal amount plus accrued interest. Changes in the fair value of\u00a0the underlying bonds\u00a0include other \u00a0\n\t\t\t\t\telements than\u00a0the effect of changes in the relevant benchmark interest rate and the prepayment option is therefore not consistent with the SPPI test in \u00a0\n\t\t\t\t\tIFRS 9\u00a0and are mandatorily\u00a0measured at FVPL. \u00a0\n\t\t\t\t\tAll equity instruments\u00a0have contractual cash flows that do not pass the SPPI test. All such holdings\u00a0are recognised at FVPL since the Group has decided \u00a0\n\t\t\t\t\tnot to use the option to designate equity instruments\u00a0at FVOCI. \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tFinancial liabilities\u00a0are generally measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities\u00a0measured at fair value comprise derivatives,\u00a0the trading portfolio and liabilities\u00a0designated at\u00a0FVPL under the fair value \u00a0\n\t\t\t\t\toption. Value adjustments relating to\u00a0the inherent\u00a0own credit risk of financial\u00a0liabilities designated\u00a0at fair value are, however, recognised in Other \u00a0\n\t\t\t\t\tcomprehensive income unless this leads to an\u00a0accounting mismatch. \u00a0\n\t\t\t\t\tIFRS 9 allows the designation\u00a0of financial\u00a0liabilities at\u00a0FVPL when doing so results in more relevant\u00a0information, because either (1)\u00a0it eliminates\u00a0or \u00a0\n\t\t\t\t\tsignificantly reduces\u00a0an accounting\u00a0mismatch that would otherwise arise, or\u00a0(2) is part of a portfolio\u00a0of financial\u00a0instruments that are\u00a0managed and their \u00a0\n\t\t\t\t\tperformance reported on\u00a0a fair value\u00a0basis to management. \u00a0\n\t\t\t\t\tThe Group designates the following financial liabilities\u00a0at FVPL: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tMortgage bonds issued by Realkredit Danmark.\u00a0The bonds fund the loans granted by Realkredit Danmark, i.e. loans that due to the SPPI test are \u00a0\n\t\t\t\t\tmandatorily recognised at\u00a0FVPL. The\u00a0fair value of the loans is based on the fair value of the issued bonds (the loans and the issued bonds that are \u00a0\n\t\t\t\t\tfunding the loans have matching\u00a0contractual terms) adjusted for\u00a0changes in the fair value of the credit risk of borrowers. To eliminate\u00a0the accounting \u00a0\n\t\t\t\t\tmismatch that exists if the loans are measured at FVPL and the issued bonds at AMC, the issued bonds are designated at FVPL, and fair value \u00a0\n\t\t\t\t\tchanges of the issued bonds (including fair value changes related to own credit risk) are offset by the fair value changes of the loans. Hence, changes \u00a0\n\t\t\t\t\tin the\u00a0fair value attributable\u00a0to the Group\u2019s own credit risk on the issued bonds are also recognised in the income statement\u00a0since an accounting \u00a0\n\t\t\t\t\tmismatch would otherwise arise. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFinancial liabilities\u00a0in Markets\u00a0and Investment\u00a0Banking &\u00a0Securities at\u00a0LC&I. These financial liabilities\u00a0are part of a portfolio\u00a0of financial\u00a0assets and \u00a0\n\t\t\t\t\tliabilities that\u00a0is managed\u00a0and performance reported to\u00a0the Management on a\u00a0fair value basis. The financial liabilities\u00a0consist of repo transactions\u00a0, \u00a0\n\t\t\t\t\tdeposits and\u00a0commercial papers. Changes, if any, in the fair value attributable\u00a0to the Group\u2019s own credit risk is,\u00a0however, recognised in other \u00a0\n\t\t\t\t\tcomprehensive income. \u00a0\n\t\t\t\t\tHedge accounting \u00a0\n\t\t\t\t\tThe Group uses derivatives\u00a0to hedge the interest rate risk on some fixed-rate assets and fixed-rate liabilities\u00a0measured at\u00a0amortised cost\u00a0and on some \u00a0\n\t\t\t\t\tbonds measured at fair value through other comprehensive income. Hedged risks that meet the criteria for fair value hedge accounting are treated \u00a0\n\t\t\t\t\taccordingly. The interest rate risk on the hedged assets and liabilities\u00a0is measured at fair value through profit or loss. At end-2022, hedging derivative\u00a0s \u00a0\n\t\t\t\t\tmeasured at\u00a0fair value accounted for about 0.1% of total assets and about 0.6% of total liabilities\u00a0(31 December 2021: 0.2% and 0.2%, respectively)\u00a0. \u00a0\n\t\t\t\t\tFor further\u00a0information on\u00a0hedge accounting, see\u00a0note G12(d). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForDerecognitionOfFinancialInstrumentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2394": {
   "value": "Financial instruments\u00a0and obligations\u00a0under insurance contracts, classification\u00a0and measurement\u00a0end of 2022 \u00a0\n\t\t\t\t\tAmortised cost \u00a0\n\t\t\t\t\tFair value OCI \u00a0\n\t\t\t\t\tFair value through profit or loss \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tand sell \u00a0\n\t\t\t\t\tManaged F\u00a0VPL due \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tHeld for \u00a0\n\t\t\t\t\tat fair\u00a0to SPPI \u00a0\n\t\t\t\t\tInterest rate \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tassets/Liabilities \u00a0\n\t\t\t\t\tassets* \u00a0\n\t\t\t\t\ttrading \u00a0\n\t\t\t\t\tvalue \u00a0\n\t\t\t\t\ttest Designated \u00a0\n\t\t\t\t\thedge ** \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central \u00a0\n\t\t\t\t\tbanks \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t427 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t1,084 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t209 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,015 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,433 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t635 \u00a0\n\t\t\t\t\t771 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t3,682 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,498 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\t891 \u00a0\n\t\t\t\t\t810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t3,829 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t139 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,164 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t193 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts *** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2022 \u00a0\n\t\t\t\t\t1,599 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,402 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,534 \u00a0\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2021 \u00a0\n\t\t\t\t\t1,617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,680 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,674 \u00a0\n\t\t\t\t\t* Unrealised fair value gains and losses are presented in Other comprehensive income,\u00a0andrealised fairvalue gains and losses arerecycled tothe income statement. \u00a0\n\t\t\t\t\t**The interest rate risk on some fixed-rate financial assets and liabilities is hedged by derivatives (fair value hedging). The interest rate risk on some fixed-rate bonds 'hold to collect and sell' \u00a0\n\t\t\t\t\tis also hedged by derivatives. The fair value represents changes in the fair value of the interest rate risk on the hedged items, i.e. not a full fair value of the hedged items. \u00a0\n\t\t\t\t\t*** Liabilities under insurance contracts are recognised at the present value of expected insurance benefits. \u00a0G5. Net interest and net trading income or loss \u00a0\n\t\t\t\t\tThis note shows interest income, interest expense and net trading income or loss broken down by balance sheet item and by portfolios of financial instruments \u00a0\n\t\t\t\t\tmeasured at amortised cost, fair value through other comprehensive income or fair value through profit or loss. \u00a0Accounting policy \u00a0Interest income and expenses \u00a0\n\t\t\t\t\tInterest income and expenses arising from interest-bearing\u00a0financial instruments\u00a0measured at\u00a0amortised cost\u00a0or at fair value through Other \u00a0\n\t\t\t\t\tcomprehensive income are\u00a0recognised according to the effective interest method on\u00a0the basis of the cost of the individual\u00a0financial instrument.\u00a0Interes t \u00a0\n\t\t\t\t\tincludes amortised amounts of fees that are an integral part of the effective yield on a financial instrument,\u00a0such as origination\u00a0fees, and amortise\u00a0d \u00a0\n\t\t\t\t\tdifferences between the cost and the redemption\u00a0price, if any. Interest on financial instruments\u00a0included in\u00a0stage 3 (for the calculation\u00a0of expected credit \u00a0\n\t\t\t\t\tlosses) is recognised on the basis of the carrying amount (i.e. net of impairment charges). The interest rate risk on some financial portfolios\u00a0recognised \u00a0\n\t\t\t\t\tat amortised\u00a0cost is hedged by derivatives\u00a0using fair value hedge accounting. Note G12 provides\u00a0more information\u00a0on hedge accounting.\u00a0Interest income \u00a0\n\t\t\t\t\tcalculated using\u00a0the effective interest method and\u00a0presented as\u00a0a separate line item in the income statement excludes the impact from hedge \u00a0\n\t\t\t\t\taccounting. \u00a0\n\t\t\t\t\tFurther, interest income and expenses includes interest on financial instruments\u00a0measured at\u00a0fair value through profit or loss. Among others, this \u00a0\n\t\t\t\t\tincludes interest income on loans measured at fair value\u00a0for which interest on loans included in stage 3 is recognised on the basis of the gross carrying \u00a0\n\t\t\t\t\tamount. However, interest on\u00a0assets and deposits\u00a0under pooled schemes and unit-linked\u00a0investment contracts is\u00a0recognised under Net trading income \u00a0\n\t\t\t\t\tor loss. In the income statement, interest income on financial assets measured at fair value through profit or loss is presented under the line item Other \u00a0\n\t\t\t\t\tinterest income, while the line item Interest expenses includes all interest expenses. \u00a0Net trading\u00a0income or loss \u00a0\n\t\t\t\t\tNet trading income or\u00a0loss includes realised and\u00a0unrealised capital gains and losses\u00a0on financial assets and financial liabilities\u00a0recognised at fair value \u00a0\n\t\t\t\t\tthrough profit or\u00a0loss as well as exchange\u00a0rate adjustments\u00a0and dividends.\u00a0However, the fair value adjustments\u00a0of the credit risk on loans granted by \u00a0\n\t\t\t\t\tRealkredit Danmark are\u00a0presented under Loan impairment charges. Further, the fair value adjustment\u00a0of own credit risk on financial liabilities\u00a0in the \u00a0\n\t\t\t\t\tGroup\u2019s trading units Markets and Investment Banking & Securities part of\u00a0LC&I designated at fair value through profit or\u00a0loss is presented in Other \u00a0\n\t\t\t\t\tcomprehensive income. Net trading income or loss includes the fair value adjustments of own credit risk on bonds issued by Realkredit Danmark,\u00a0as an \u00a0\n\t\t\t\t\taccounting mismatch between the fair\u00a0value adjustment of the loans and\u00a0the bonds in Realkredit\u00a0Danmark would otherwise exist (see\u00a0further \u00a0\n\t\t\t\t\tinformation in note G16). \u00a0\n\t\t\t\t\tRealised gains and losses on financial assets at amortised cost,\u00a0e.g. loans, are recognised under Net trading income or loss when the financial asset is \u00a0\n\t\t\t\t\tderecognised, unless the derecognition relates to a credit risk event/forbearance measure, in which case the gain or loss is presented under Loan \u00a0\n\t\t\t\t\timpairment charges\u00a0(see note G15). Otherwise, the derecognition gain or loss on the financial asset is calculated\u00a0as the difference between the carrying \u00a0\n\t\t\t\t\tamount (gross of expected credit losses) and the repayment\u00a0amount. For financial assets (bonds) at fair value through other comprehensive\u00a0income, \u00a0\n\t\t\t\t\tgains or losses further include\u00a0amounts previously recognised in\u00a0other comprehensive income. For\u00a0financial liabilities\u00a0at amortised\u00a0cost, the gain or \u00a0\n\t\t\t\t\tloss is the difference between the carrying\u00a0amount and the redemption price including cost related to\u00a0the redemption, if any. \u00a0\n\t\t\t\t\tFor financial\u00a0assets and liabilities\u00a0subject to fair value hedge accounting, the fair value adjustments\u00a0of the hedged financial instrument and the hedging \u00a0\n\t\t\t\t\tinstruments are\u00a0recognised in Net trading income or loss. Therefore, any hedge ineffectiveness is presented in Net trading income or loss. \u00a0\n\t\t\t\t\tNet trading income or loss also includes the change in insurance\u00a0obligations during the year due\u00a0to additional\u00a0provisions for\u00a0benefit guarantees and the \u00a0\n\t\t\t\t\ttax on pension returns. \u00a0\n\t\t\t\t\tReturns (interest income and fair value changes) on assets under pooled schemes and unit-linked\u00a0investment contracts and\u00a0the crediting of\u00a0these \u00a0\n\t\t\t\t\treturns to customer accounts are\u00a0recognised under Net\u00a0trading income or loss. \u00a0\n\t\t\t\t\t\n\t\t\t\t\tG5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNet interest \u00a0\n\t\t\t\t\tNet trading \u00a0\n\t\t\t\t\t2022 (DKK millions) \u00a0\n\t\t\t\t\tInterest income\u00a0Interest expense \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t3,654 \u00a0\n\t\t\t\t\t1,880 \u00a0\n\t\t\t\t\t1,774 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t1,784 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t25,376 \u00a0\n\t\t\t\t\t4,202 \u00a0\n\t\t\t\t\t21,174 \u00a0\n\t\t\t\t\t-2,260 \u00a0\n\t\t\t\t\t18,914 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,556 \u00a0\n\t\t\t\t\t-5,556 \u00a0\n\t\t\t\t\t21,649 \u00a0\n\t\t\t\t\t16,093 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,473 \u00a0\n\t\t\t\t\t-1,473 \u00a0\n\t\t\t\t\t1,871 \u00a0\n\t\t\t\t\t398 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t29,945 \u00a0\n\t\t\t\t\t13,328 \u00a0\n\t\t\t\t\t16,617 \u00a0\n\t\t\t\t\t21,270 \u00a0\n\t\t\t\t\t37,887 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-570 \u00a0\n\t\t\t\t\t-592 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t15,113 \u00a0\n\t\t\t\t\t285 \u00a0\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\tTrading portfolio assets and liabilities \u00a0\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-16,867 \u00a0\n\t\t\t\t\t-15,524 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-10,142 \u00a0\n\t\t\t\t\t-9,073 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8,932 \u00a0\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tAssets and liabilities under insurance contracts \u00a0\n\t\t\t\t\t27,541 \u00a0\n\t\t\t\t\t25,363 \u00a0\n\t\t\t\t\t2,178 \u00a0\n\t\t\t\t\t-27,138 \u00a0\n\t\t\t\t\t-24,960 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t44,496 \u00a0\n\t\t\t\t\t33,987 \u00a0\n\t\t\t\t\t10,509 \u00a0\n\t\t\t\t\t-54,229 \u00a0\n\t\t\t\t\t-43,720 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t75,341 \u00a0\n\t\t\t\t\t47,315 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t79,267 \u00a0\n\t\t\t\t\t51,241 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\t2021 (DKK millions) \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t222 \u00a0\n\t\t\t\t\t-1,306 \u00a0\n\t\t\t\t\t1,528 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t1,527 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t18,394 \u00a0\n\t\t\t\t\t-466 \u00a0\n\t\t\t\t\t18,860 \u00a0\n\t\t\t\t\t-912 \u00a0\n\t\t\t\t\t17,948 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,189 \u00a0\n\t\t\t\t\t-5,189 \u00a0\n\t\t\t\t\t6,565 \u00a0\n\t\t\t\t\t1,376 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,297 \u00a0\n\t\t\t\t\t-1,297 \u00a0\n\t\t\t\t\t408 \u00a0\n\t\t\t\t\t-889 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t69 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t19,391 \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t14,524 \u00a0\n\t\t\t\t\t6,060 \u00a0\n\t\t\t\t\t20,584 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-406 \u00a0\n\t\t\t\t\t-389 \u00a0\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t12,603 \u00a0\n\t\t\t\t\t-926 \u00a0\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\tTrading portfolio\u00a0assets and liabilities \u00a0\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-7,190 \u00a0\n\t\t\t\t\t-3,196 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t1,078 \u00a0\n\t\t\t\t\t162 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7,314 \u00a0\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\tAssets and\u00a0liabilities under insurance contracts \u00a0\n\t\t\t\t\t17,517 \u00a0\n\t\t\t\t\t14,544 \u00a0\n\t\t\t\t\t2,973 \u00a0\n\t\t\t\t\t36,724 \u00a0\n\t\t\t\t\t39,697 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t32,792 \u00a0\n\t\t\t\t\t20,543 \u00a0\n\t\t\t\t\t12,250 \u00a0\n\t\t\t\t\t30,556 \u00a0\n\t\t\t\t\t42,806 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t52,183 \u00a0\n\t\t\t\t\t25,409 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t57,678 \u00a0\n\t\t\t\t\t30,904 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNegative interest income relates primarily to repo\u00a0transactions, while\u00a0negative interest\u00a0expenses relate primarily to deposits and repo transactions. For \u00a0\n\t\t\t\t\t2022, negative interest income recognised using the effective interest method amounts to DKK 30\u00a0million (2021: DKK 53 million) and negative interes\u00a0t \u00a0\n\t\t\t\t\texpense recognised using the effective interest method amounts to DKK 2,049 million\u00a0(2021: DKK 2,633 million). In the table above showing interes\u00a0t \u00a0\n\t\t\t\t\tincome and expenses by\u00a0portfolios, these amounts are offset\u00a0against interest income and interest expenses, respectively.\u00a0In the income statement, \u00a0\n\t\t\t\t\tnegative interest\u00a0income is\u00a0recognised as interest expenses and negative interest expenses as interest income as shown in the line items \u2018Negative \u00a0\n\t\t\t\t\tinterest income\u2019 and \u2018Negative interest expense\u2019 in the table above. \u00a0\n\t\t\t\t\tChanges to the fair value of the hedged interest rate risk are recognised under net trading income or loss and shown under the hedged balance sheet \u00a0\n\t\t\t\t\titems in the table above, whereas value adjustments\u00a0of hedging\u00a0derivatives are\u00a0recognised under net trading income or loss under the trading portfolio. \u00a0\n\t\t\t\t\tNet trading\u00a0income or\u00a0loss includes dividends\u00a0from shares of DKK 3,999 million (2021: DKK 3,512 million) and foreign exchange adjustments\u00a0of DKK \u00a0\n\t\t\t\t\t2,065 million (2021: DKK 1,803 million). \u00a0\n\t\t\t\t\tNet trading\u00a0income or loss from insurance contracts includes the return on assets of DKK -64,175 million (2021: DKK 34,265 million), adjustment\u00a0of \u00a0\n\t\t\t\t\tadditional provisions of\u00a0DKK 20,170 million (2021:\u00a0DKK -9,713\u00a0million), change in\u00a0the collective bonus potential of\u00a0DKK 6,917\u00a0million (2021: DKK - \u00a0\n\t\t\t\t\t4,855 million)\u00a0and tax on pension\u00a0returns of DKK 9,950 million (2021: DKK -5,242 million). \u00a0G16. Loans and issued bonds at fair value \u00a0\n\t\t\t\t\tThe Group has two types of portfolios of loans and issued bonds that are measured at fair value through profit or loss. The first portfolio consists of loans \u00a0\n\t\t\t\t\tgranted and bonds issued by the subsidiary Realkredit Danmark,\u00a0a Danish mortgage institution\u00a0covered by Danish mortgage finance law. The other portfolio \u00a0\n\t\t\t\t\tconsists of loans and bonds issued by the Group\u2019s trading units (Markets and Investment Banking\u00a0& Securities in LC&I). \u00a0Accounting policy \u00a0\n\t\t\t\t\tLoans granted and bonds issued by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\tLoans granted by Realkredit\u00a0Danmark have contractual cash\u00a0flows that are not solely payment of principal and interest\u00a0on the principal\u00a0amount \u00a0\n\t\t\t\t\toutstanding. Therefore,\u00a0the loans are\u00a0mandatorily recognised at\u00a0fair value\u00a0through profit\u00a0or loss. The issued bonds that are funding the loans are \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss in order not to create an accounting\u00a0mismatch. For\u00a0the issued bonds, changes in fair value attributable\u00a0to \u00a0\n\t\t\t\t\tthe Group\u2019s own credit risk is presented in the income statement, as an accounting mismatch would otherwise be introduced. \u00a0\n\t\t\t\t\tThe fair value of the bonds issued by Realkredit Danmark is normally defined as their quoted market price. A small number of the issued bonds are \u00a0\n\t\t\t\t\tilliquid, however, and the fair\u00a0value of\u00a0these bonds is calculated on the basis of a discounted cash flow valuation technique. The fair value of the loans is \u00a0\n\t\t\t\t\tbased on the fair value of the underlying\u00a0bonds which ensures that changes in the fair value of the interest rate risk on the loans are measured based \u00a0\n\t\t\t\t\ton market implied\u00a0input. This fair value is adjusted for changes in the fair value of cash flows from the loans that differ from the cash flows from the \u00a0\n\t\t\t\t\tissued bonds. The most important\u00a0component is\u00a0the credit risk on the borrowers (covered by the Group and not by\u00a0the bond holders and therefore not \u00a0\n\t\t\t\t\tpriced into the price of the issued bonds). \u00a0\n\t\t\t\t\tChanges in fair value of credit risk etc on the loans \u00a0\n\t\t\t\t\tThe IFRS 13 estimate\u00a0of the fair value of the credit risk on the loans is based on the expected credit losses estimated in the models developed in \u00a0\n\t\t\t\t\tconnection with the Group\u2019s implementation\u00a0of the expected\u00a0credit loss impairment model in IFRS 9, including\u00a0the allocation of\u00a0loans between\u00a0stage 1, \u00a0\n\t\t\t\t\tstage 2 and stage 3. The expected credit losses are calculated for all loans as a function of PD, EAD and LGD and incorporates forward looking \u00a0\n\t\t\t\t\tinformation, see\u00a0further in note G15. The latter reflects management\u2019s\u00a0expectations of\u00a0expected credit\u00a0losses and involves\u00a0multiple scenarios (base \u00a0\n\t\t\t\t\tcase, upside\u00a0and downside),\u00a0including an\u00a0assessment of\u00a0the probability\u00a0for each scenario. \u00a0\n\t\t\t\t\tOn top of the expected\u00a0credit losses, a collective\u00a0assessment determines\u00a0the need for further adjustments\u00a0to reflect other components\u00a0in the fair value \u00a0\n\t\t\t\t\tmeasurement, such as an assessment of\u00a0lifetime expected credit\u00a0losses for\u00a0loans in\u00a0stage 1,\u00a0an investors\u00a0risk premium, compensation for \u00a0\n\t\t\t\t\tadministrative costs\u00a0related to the loans and the possibility\u00a0to increase the margin on the loans if the credit risk etc increases. It is acknowledged that \u00a0\n\t\t\t\t\tthe possibility to\u00a0increase the margin depends on the economic resources of the customers. The possibility\u00a0to increase the margin is therefore only \u00a0\n\t\t\t\t\tconsidered in\u00a0the measurement if it is very likely that the margin can be increased without\u00a0the customer defaulting. Further, the possibility\u00a0to increase \u00a0\n\t\t\t\t\tthe margin is only relevant if it does not give the customer an incentive to \u201cmove\u201d to another mortgage institution.\u00a0Therefore, the possibility\u00a0to increase \u00a0\n\t\t\t\t\tthe margin is only relevant for the measurement of loans to customers with neither a relatively\u00a0high credit risk nor a relatively\u00a0low credit risk. \u00a0\n\t\t\t\t\tThe discount rate used to discount the cash flows represents the interest rate on the funding bonds. This is considered to be close to a risk-free interes\u00a0t \u00a0\n\t\t\t\t\trate. The risk premium is incorporated into the cash\u00a0flows. The risk premium is assumed to be higher for customers with high credit risk than for \u00a0\n\t\t\t\t\tcustomers with low credit risk. Further, the adjustments\u00a0for changes in the fair value\u00a0of the credit risk and other components\u00a0cannot increase the value \u00a0\n\t\t\t\t\tof a loan\u00a0(the adjustment\u00a0cannot be positive). \u00a0\n\t\t\t\t\tOther loans and\u00a0issued bonds measured at fair value through profit or loss \u00a0\n\t\t\t\t\tThe loans in the Group\u2019s trading units (Markets and Investment Banking & Securities in LC&I) are managed and their performance reported on a fair \u00a0\n\t\t\t\t\tvalue basis and the loans are under IFRS 9 mandatorily\u00a0measured at fair value\u00a0through profit or loss. In order not to introduce\u00a0an accounting mismatc\u00a0h \u00a0\n\t\t\t\t\tby measuring the financial assets in the trading units at\u00a0fair value through profit or loss and the financial liabilities\u00a0at amortised\u00a0cost, the financia\u00a0l \u00a0\n\t\t\t\t\tliabilities in\u00a0the trading units are designated at\u00a0fair value through profit or\u00a0loss with fair value changes attributable\u00a0to the Group\u2019s\u00a0own credit risk \u00a0\n\t\t\t\t\tpresented in\u00a0other comprehensive income. \u00a0G16. Loans and issued bonds at fair value continued \u00a0\n\t\t\t\t\t(a)Loans at fair value \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tLoans granted by Realkredit Danmark: \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t802,025 \u00a0\n\t\t\t\t\t807,621 \u00a0\n\t\t\t\t\tFair value adjustment of underlying bonds \u00a0\n\t\t\t\t\t-74,724 \u00a0\n\t\t\t\t\t5,447 \u00a0\n\t\t\t\t\tAdjustment for\u00a0credit risk \u00a0\n\t\t\t\t\t3,250 \u00a0\n\t\t\t\t\t3,197 \u00a0\n\t\t\t\t\tFair value\u00a0of loans granted by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\t724,051 \u00a0\n\t\t\t\t\t809,872 \u00a0\n\t\t\t\t\tLoans in the Group's trading units: \u00a0\n\t\t\t\t\tReverse transactions \u00a0\n\t\t\t\t\t208,626 \u00a0\n\t\t\t\t\t214,590 \u00a0\n\t\t\t\t\tOther loans \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\t(b) Issued bonds at fair\u00a0value \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tBonds issued by Realkredit Danmark: \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t840,922 \u00a0\n\t\t\t\t\t854,988 \u00a0\n\t\t\t\t\tFair value adjustment of funding of current loans \u00a0\n\t\t\t\t\t-74,735 \u00a0\n\t\t\t\t\t6,197 \u00a0\n\t\t\t\t\tHolding of own mortgage bonds \u00a0\n\t\t\t\t\t80,949 \u00a0\n\t\t\t\t\t90,523 \u00a0\n\t\t\t\t\tFair value\u00a0of bonds issued by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\t685,238 \u00a0\n\t\t\t\t\t770,661 \u00a0\n\t\t\t\t\tBonds issued by the Group's trading units: \u00a0\n\t\t\t\t\tCommercial papers and certificates of deposit \u00a0\n\t\t\t\t\t12,150 \u00a0\n\t\t\t\t\t24,248 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t697,388 \u00a0\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\t(c) Further explanation on loans granted and bonds issued by Realkredit Danmark \u00a0\n\t\t\t\t\tEach loan granted by Realkredit Danmark is funded by issuing listed mortgage bonds with matching characteristics (e.g.\u00a0amount outstanding, reference \u00a0\n\t\t\t\t\tinterest rate, term and currency). The borrower may repay the loan by delivering the underlying bonds to Realkredit Danmark. \u00a0\n\t\t\t\t\tThe loans are held in a business model being similar to other loans in the Group\u2019s banking units, ie. the business model under IFRS 9 is \u2018held to collect\u2019. The \u00a0\n\t\t\t\t\tcustomers\u2019 right to prepay a loan by delivering the underlying\u00a0bonds represents an option to prepay at fair value. Under this prepayment option, the prepayment \u00a0\n\t\t\t\t\tamount can be both\u00a0above and below the principal amount plus accrued interest. Changes in the fair value of the underlying bonds include other elements \u00a0\n\t\t\t\t\tthan the effect of changes in the relevant benchmark interest rate and the prepayment option is therefore not consistent with the SPPI test in IFRS 9 and are \u00a0\n\t\t\t\t\tmandatorily measured at FVPL. \u00a0\n\t\t\t\t\tTo eliminate the accounting mismatch that would exist if the loans are measured at fair value through profit or loss and the issued bonds at amortised cost, \u00a0\n\t\t\t\t\tthe issued bonds are designated at fair value through profit or loss using the fair value option for financial liabilities\u00a0in IFRS 9. As the fair value of the loans is \u00a0\n\t\t\t\t\tbased on the fair value of the issued bonds, fair value changes of the issued bonds are offset by fair value changes of the loans, including the changes related \u00a0\n\t\t\t\t\tto the fair value of the own credit risk of the issued bonds. For example, if the credit quality of the bonds worsens the fair value of the liability decreases and \u00a0\n\t\t\t\t\tthe fair value of the loans also decreases. Therefore, fair value changes of own credit risk on the issued bonds are recognised in the income statement, as an \u00a0\n\t\t\t\t\taccounting mismatch\u00a0would otherwise be created if changes in own credit risk were recognised in other comprehensive income. \u00a0\n\t\t\t\t\tThe value of the loans is affected by changes in the credit risk on the loans. In 2022, the Group recognised DKK 15 million regarding changes in the credit risk \u00a0\n\t\t\t\t\ton loans at fair value (2021: DKK 252 million) see note G11. At the end of 2022, the accumulated changes in the credit risk amounted to DKK 3,250 million \u00a0\n\t\t\t\t\t(2021: DKK\u00a03,197 million). The amounts are determined as the amount of the change in fair value that is not attributable\u00a0to changes in market conditions \u00a0\n\t\t\t\t\tthat give\u00a0rise to market risk, with the latter being represented by the fair value of the funding issued bonds. The Group does not use credit derivatives or similar \u00a0\n\t\t\t\t\tinstruments to mitigate the exposure to credit risk. \u00a0\n\t\t\t\t\tThe holding of own mortgage bonds includes pre-issued bonds of DKK 29 billion\u00a0(2021: DKK 21 billion) used for FlexL\u00e5n\u00ae refinancing in\u00a0January 2023 and \u00a0\n\t\t\t\t\tbonds of DKK\u00a029 billion (2021: DKK 39 billion) that relate to investments\u00a0under insurance contracts, pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\twhere most of the risk is assumed by customers and most of the return on the assets accrues to customers. \u00a0\n\t\t\t\t\tThe nominal\u00a0value of bonds issued by Realkredit Danmark equals the amount to be redeemed on maturity. \u00a0G16. Loans and issued bonds at fair value continued \u00a0\n\t\t\t\t\tFair value adjustment for the credit risk on issued mortgage bonds is calculated on the basis of the option-adjusted spread (OAS). The calculation incorporates \u00a0\n\t\t\t\t\tmaturity, nominal holdings and OAS sensitivity. As a number of estimates are made, the calculation is subject to uncertainty. \u00a0\n\t\t\t\t\tIn 2022, the Danish mortgage bond yield spread narrowed and the fair value of issued mortgage bonds thus increased by approximately DKK 0,7 billion.\u00a0In \u00a0\n\t\t\t\t\t2021, the Danish mortgage bond yield spread increased, causing an decrease in the fair value of issued mortgage bonds. Based on the outstanding\u00a0portfolio \u00a0\n\t\t\t\t\tat the end of 2022, it is estimates that there has been a net widening of the spread since the issuance of the bonds, which produces a positive\u00a0fair value of \u00a0\n\t\t\t\t\tapproximately DKK 0,3 billion (2021: positive fair value of approximately DKK 0.5 billion). Net profit and shareholders\u2019 equity remain unaffected by the change \u00a0\n\t\t\t\t\tin fair value because the spread widening decreased the value of mortgage loans correspondingly. \u00a0\n\t\t\t\t\tFair value adjustment for the credit risk on issued mortgage bonds may also be calculated on the basis of changes in similar AAA rated mortgage bonds \u00a0\n\t\t\t\t\toffered by\u00a0other Danish issuers.\u00a0The market for\u00a0such bonds is characterised by an absence of measurable price differences between bonds with similar \u00a0\n\t\t\t\t\tfeatures from different issuers. Using this method, no fair value adjustment for credit risk in 2022 or the period since the issue has been required. \u00a0\n\t\t\t\t\t(d) Further explanation on loans, deposits and issued bonds by the Group\u2019s trading units \u00a0\n\t\t\t\t\tThe loans in the Group\u2019s trading units (Markets and Investment Banking & Securities in LC&I) are managed and their performance reported on a fair value \u00a0\n\t\t\t\t\tbasis. The loans are mandatorily recognised at fair value through profit or loss as the business model is neither \u2018held to collect\u2019 nor \u2018held to collect and sell\u2019. \u00a0\n\t\t\t\t\tThe loans consist primarily of reverse transactions and short-term loans. In order not to introduce an accounting mismatch, the financial liabilities in the \u00a0\n\t\t\t\t\ttrading units are designated at fair value through profit or loss, using the fair value option in IFRS 9. \u00a0\n\t\t\t\t\tThe financial liabilities consist of issued bonds (certificates of deposits and commercial papers) and deposits (including repo transactions) with a maturity no \u00a0\n\t\t\t\t\tlonger than six months in general. Fair value changes attributable to the Group\u2019s own credit risk are presented in other comprehensive income. During 2022, \u00a0\n\t\t\t\t\tchanges in fair value attributable to the Group\u2019s own credit risk recognised in Other Comprehensive Income amounted to DKK 0 million (2021: DKK 0 million). \u00a0\n\t\t\t\t\tIn the balance sheet, deposits in the trading units are presented together with other deposits. The amount that the Group would be contractually required to \u00a0\n\t\t\t\t\tpay at maturity amounts to DKK 12,636 million (2021: DKK 24,093 million) for bonds issued by the Group\u2019s trading units. \u00a0G17. Assets and deposits under pooled schemes and unit-linked investment contracts \u00a0\n\t\t\t\t\tAssets and deposits under pooled schemes and unit-linked investment contracts comprises contributions to pooled schemes and unit-linked\u00a0contracts \u00a0\n\t\t\t\t\tdefined as investment\u00a0contracts. Assets\u00a0include shares and bonds issued by the Group.\u00a0Holdings of those assets are deducted from equity or eliminated. \u00a0\n\t\t\t\t\tConsequently, the value of the line item Deposits under pooled schemes and unit-linked investment contracts exceeds that of Assets under pooled schemes \u00a0\n\t\t\t\t\tand unit-linked\u00a0investment contracts. \u00a0Accounting policy \u00a0\n\t\t\t\t\tAssets earmarked for customer savings are measured at fair value and recognised under Assets under pooled schemes and unit-linked\u00a0investment \u00a0\n\t\t\t\t\tcontracts. Deposits made by customers are recognised under Deposits under pooled schemes and unit-linked investment contracts. These deposits are \u00a0\n\t\t\t\t\tmeasured at the\u00a0value of savings, corresponding to the fair value of the assets. \u00a0\n\t\t\t\t\tPooled schemes \u00a0\n\t\t\t\t\tUnit-linked contracts \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(a) Assets \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t17,559 \u00a0\n\t\t\t\t\t21,693 \u00a0\n\t\t\t\t\t4,891 \u00a0\n\t\t\t\t\t5,145 \u00a0\n\t\t\t\t\t22,450 \u00a0\n\t\t\t\t\t26,838 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t13,421 \u00a0\n\t\t\t\t\t17,557 \u00a0\n\t\t\t\t\t7,579 \u00a0\n\t\t\t\t\t2,620 \u00a0\n\t\t\t\t\t21,000 \u00a0\n\t\t\t\t\t20,177 \u00a0\n\t\t\t\t\tUnit trust certificates \u00a0\n\t\t\t\t\t14,228 \u00a0\n\t\t\t\t\t16,810 \u00a0\n\t\t\t\t\t7,124 \u00a0\n\t\t\t\t\t12,100 \u00a0\n\t\t\t\t\t21,352 \u00a0\n\t\t\t\t\t28,910 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t1,049 \u00a0\n\t\t\t\t\t75 \u00a0\n\t\t\t\t\t875 \u00a0\n\t\t\t\t\t982 \u00a0\n\t\t\t\t\t1,924 \u00a0\n\t\t\t\t\t1,057 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t46,256 \u00a0\n\t\t\t\t\t56,135 \u00a0\n\t\t\t\t\t20,469 \u00a0\n\t\t\t\t\t20,847 \u00a0\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\t76,982 \u00a0\n\t\t\t\t\tincluding \u00a0\n\t\t\t\t\town shares \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t138 \u00a0\n\t\t\t\t\t33 \u00a0\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t240 \u00a0\n\t\t\t\t\t151 \u00a0\n\t\t\t\t\tother intra-group balances \u00a0\n\t\t\t\t\t-104 \u00a0\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t91 \u00a0\n\t\t\t\t\t124 \u00a0\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t176 \u00a0\n\t\t\t\t\tTotal assets\u00a0recognised in balance sheet \u00a0\n\t\t\t\t\t46,153 \u00a0\n\t\t\t\t\t55,945 \u00a0\n\t\t\t\t\t20,345 \u00a0\n\t\t\t\t\t20,710 \u00a0\n\t\t\t\t\t66,499 \u00a0\n\t\t\t\t\t76,654 \u00a0\n\t\t\t\t\t(b) Deposits \u00a0\n\t\t\t\t\t46,256 \u00a0\n\t\t\t\t\t56,135 \u00a0\n\t\t\t\t\t20,469 \u00a0\n\t\t\t\t\t20,847 \u00a0\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\t76,982 \u00a0G33. Fair value information\u00a0for financial instruments \u00a0\n\t\t\t\t\tFinancial instruments\u00a0are carried in the balance sheet at fair value or amortised cost. The Group breaks down its financial instruments according to the \u00a0\n\t\t\t\t\tvaluation method\u00a0(note G1 provides additional\u00a0information). \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tFair value\u00a0Amortised cost \u00a0\n\t\t\t\t\tFair value\u00a0Amortised cost \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t175,052 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t293,386 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t38,147 \u00a0\n\t\t\t\t\t22,664 \u00a0\n\t\t\t\t\t39,462 \u00a0\n\t\t\t\t\t31,694 \u00a0\n\t\t\t\t\tTrading portfolio assets \u00a0\n\t\t\t\t\t638,799 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t509,590 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t151,384 \u00a0\n\t\t\t\t\t151,573 \u00a0\n\t\t\t\t\t157,056 \u00a0\n\t\t\t\t\t146,721 \u00a0\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,082,818 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,027,442 \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAssets under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t66,499 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76,654 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t422,877 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t522,184 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoans held for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4,539 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,250,384 \u00a0\n\t\t\t\t\t1,432,108 \u00a0\n\t\t\t\t\t2,329,407 \u00a0\n\t\t\t\t\t1,503,781 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t52,252 \u00a0\n\t\t\t\t\t86,525 \u00a0\n\t\t\t\t\t84,763 \u00a0\n\t\t\t\t\t88,213 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t554,321 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t374,959 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t97,917 \u00a0\n\t\t\t\t\t1,164,375 \u00a0\n\t\t\t\t\t134,332 \u00a0\n\t\t\t\t\t1,157,698 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t697,388 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t192,682 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t223,854 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76,982 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLiabilities held for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6,453 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t93,236 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t107,654 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38,350 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39,321 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,468,604 \u00a0\n\t\t\t\t\t1,577,795 \u00a0\n\t\t\t\t\t1,465,945 \u00a0\n\t\t\t\t\t1,625,529 \u00a0(a) Financial\u00a0instruments at fair value \u00a0\n\t\t\t\t\tThe fair value is the amount for which a financial asset or a financial liability\u00a0can be exchanged\u00a0between knowledgeable,\u00a0willing parties.\u00a0Fair value is \u00a0\n\t\t\t\t\tmeasured on the basis of the following hierarchy: \u00a0\n\t\t\t\t\tThe fair value hierarchy \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tQuoted price\u00a0(level 1) consists of financial instruments\u00a0that are quoted in an active market.\u00a0The Group uses the price quoted in the principal market. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tValuation based\u00a0on observable input (level 2) consists of financial instruments\u00a0valued substantially\u00a0on the\u00a0basis of observable input other than a \u00a0\n\t\t\t\t\tquoted price for the instrument\u00a0itself. If a financial instrument is quoted\u00a0in a market\u00a0that is not active, the Group bases its measurement on the most \u00a0\n\t\t\t\t\trecent transaction\u00a0price. Adjustment\u00a0is made for subsequent changes to market conditions,\u00a0for instance,\u00a0by including transactions\u00a0in similar \u00a0\n\t\t\t\t\tfinancial instruments that are\u00a0assumed to be motivated by normal business considerations. For a\u00a0number of financial assets and liabilities,\u00a0no \u00a0\n\t\t\t\t\tmarket exists. In such cases, the Group uses recent transactions\u00a0in similar instruments and discounted cash flows or other generally accepted \u00a0\n\t\t\t\t\testimation and\u00a0valuation techniques\u00a0based on market conditions at the balance sheet date to calculate an estimated\u00a0value. This category covers \u00a0\n\t\t\t\t\tinstruments such\u00a0as derivatives\u00a0valued on\u00a0the basis of observable\u00a0yield curves and exchange rates and illiquid\u00a0mortgage bonds valued by reference \u00a0\n\t\t\t\t\tto the value of similar\u00a0liquid bonds. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tValuation based on\u00a0significant non-observable input\u00a0(level 3): The valuation\u00a0of certain financial instruments is based substantially\u00a0on non-observable \u00a0\n\t\t\t\t\tinput. Such\u00a0instruments include unlisted shares,\u00a0some unlisted bonds and a\u00a0limited portion of\u00a0the derivatives\u00a0portfolio (2%). \u00a0\n\t\t\t\t\tIf, at the balance sheet date, a financial instrument\u2019s\u00a0classification differs\u00a0from its classification at the beginning of the year, the classification of the \u00a0\n\t\t\t\t\tinstrument changes.\u00a0Changes are\u00a0considered to have taken place at the balance sheet date. Developments\u00a0in the financial markets have resulted in \u00a0\n\t\t\t\t\treclassifications between\u00a0the categories. Some bonds have become illiquid and have therefore been\u00a0moved from\u00a0the Quoted\u00a0prices to the Observable \u00a0\n\t\t\t\t\tinput category, while other bonds have instead become liquid and have been moved from the Observable input to the Quoted prices category. \u00a0G33. Fair value information\u00a0for financial\u00a0instruments continued \u00a0\n\t\t\t\t\tValuation techniques \u00a0\n\t\t\t\t\tThe most frequently\u00a0used valuation\u00a0techniques include the pricing of transactions with future settlement and swap\u00a0models that\u00a0apply present value \u00a0\n\t\t\t\t\tcalculations, credit\u00a0pricing models and options models, such as Black & Scholes models. As part of the Group\u2019s control environment,\u00a0valuation models\u00a0are \u00a0\n\t\t\t\t\tvalidated by\u00a0units that\u00a0are independent\u00a0of the business units\u00a0that develop\u00a0the models and trade in the products covered by\u00a0the models. Validation\u00a0is made \u00a0\n\t\t\t\t\tto test the implementation,\u00a0quality and operating stability of\u00a0models to ensure that the models can be used for\u00a0pricing and\u00a0risk management of\u00a0financial \u00a0\n\t\t\t\t\tproducts. \u00a0\n\t\t\t\t\tLoans granted and bonds issued by Realkredit Danmark are recognised at the fair value of the issued bonds (the quoted price in an active market). The \u00a0\n\t\t\t\t\tGroup adjusts\u00a0for changes to the fair value of the credit risk on borrowers etc. The adjustment\u00a0is described further\u00a0in note\u00a0G16. \u00a0\n\t\t\t\t\tThe value of derivatives,\u00a0primarily long-term contracts, is determined on\u00a0observable yields extrapolated\u00a0to yield curves for the full duration of the contracts. \u00a0\n\t\t\t\t\tMoreover, the very limited portfolio of\u00a0credit derivatives\u00a0is valued\u00a0on the basis of observable\u00a0input as\u00a0well as assumptions\u00a0about the probability\u00a0of default \u00a0\n\t\t\t\t\t(recovery rate).\u00a0Unlisted shares\u00a0are measured at fair value in accordance with the International\u00a0Private Equity and Venture Capital Valuation Guideline\u00a0s \u00a0\n\t\t\t\t\t(IPEV) which are compliant with IFRS. IPEV guides the calculation of the estimated fair\u00a0value of\u00a0unlisted shares as the price\u00a0that would be received to sell \u00a0\n\t\t\t\t\tan asset or paid to transfer a liability\u00a0in an orderly transaction between market participants\u00a0at the measurement\u00a0date. Valuation\u00a0methods includ\u00a0e \u00a0\n\t\t\t\t\tdiscounted cash flow models and pricing based on a multiple\u00a0of earnings or equity. \u00a0\n\t\t\t\t\tFair value adjustments \u00a0\n\t\t\t\t\tManagement estimates underlie the\u00a0valuation of\u00a0financial instruments\u00a0for which the value is based on valuation\u00a0techniques. The Group makes fair value \u00a0\n\t\t\t\t\tadjustments to\u00a0cover changes in\u00a0counterparty risk\u00a0(CVA and DVA)\u00a0on derivatives,\u00a0funding risk (FVA and ColVA), bid-offer spreads on the net open positio\u00a0n \u00a0\n\t\t\t\t\tof portfolios\u00a0with offsetting\u00a0market risk, and model risk on level 3 derivatives. \u00a0\n\t\t\t\t\tCredit value\u00a0adjustment (CVA),\u00a0debit value\u00a0adjustment (DVA)\u00a0and funding value adjustment (FVA and ColVA) \u00a0\n\t\t\t\t\tThe Group makes a\u00a0fair value adjustment to cover the counterparty credit risk on derivatives\u00a0with a positive fair value (CVA). For\u00a0a given counterparty\u2019\u00a0s \u00a0\n\t\t\t\t\tportfolio of\u00a0derivatives, CVA\u00a0is calculated as\u00a0a function\u00a0of the probability\u00a0of default\u00a0(PD), the expected\u00a0positive exposure (EPE) and the loss given default in \u00a0\n\t\t\t\t\tthe event of bankruptcy\u00a0(LGD). The Group enters into derivatives\u00a0transactions mainly with counterparties\u00a0in the\u00a0Scandinavian market. \u00a0\n\t\t\t\t\tThe PDs used in the CVA model are derived\u00a0from single name liquid credit default swap (CDS). If this is not available,\u00a0the PDs are derived using proxy- \u00a0\n\t\t\t\t\tmapping to a CDS index. For the calculation of EPE, the Group uses simulations\u00a0to estimate\u00a0the expected positive exposures to\u00a0the counterparty\u2019s portfolio \u00a0\n\t\t\t\t\tover the term of the derivatives.\u00a0The exposure model is\u00a0based fully on market-implied\u00a0data. For\u00a0the calculation\u00a0of LGD, the Group uses market compliant \u00a0\n\t\t\t\t\tLGD. However, for customers classified in stage 3 in relation to the expected credit loss impairment, CVA is calculated\u00a0as if the\u00a0derivatives were\u00a0loans \u00a0\n\t\t\t\t\tsubject to\u00a0impairment because\u00a0of credit losses. \u00a0\n\t\t\t\t\tA fair value\u00a0adjustment for\u00a0derivatives with\u00a0an expected negative\u00a0exposure is made to cover the counterparty's\u00a0credit risk on\u00a0Danske Bank\u00a0(DVA), with\u00a0PD \u00a0\n\t\t\t\t\tcalculated according to principles similar to\u00a0CVA. The Group uses PD values derived from Danske Bank\u2019s liquid CDS spread. \u00a0\n\t\t\t\t\tA fair value\u00a0adjustment for\u00a0derivatives to\u00a0cover expected funding\u00a0costs (FVA and ColVA) is calculated.\u00a0FVA primarily\u00a0arises from the cost of funding \u00a0\n\t\t\t\t\tuncollateralised derivatives. The\u00a0adjustment is\u00a0a function of the unsecured funding curve and expected future exposures. ColVA takes into account the \u00a0\n\t\t\t\t\tfunding cost\u00a0and benefit on collateralised\u00a0derivatives. The ColVA adjustment is a function of\u00a0expected collateral balances and cross-currency basis and \u00a0\n\t\t\t\t\trepo spreads. \u00a0\n\t\t\t\t\tAt the end of 2022, CVA, DVA,\u00a0FVA and ColVA came to a net amount of DKK\u00a0-94 million\u00a0(2021: DKK 894\u00a0million), including the adjustment for\u00a0credit risk \u00a0\n\t\t\t\t\ton derivatives\u00a0in stage\u00a03. \u00a0\n\t\t\t\t\tBid-offer spread \u00a0\n\t\t\t\t\tFor portfolios\u00a0of assets and liabilities\u00a0with offsetting market risk, the Group bases its measurement of the portfolios on mid-market prices and\u00a0makes fair \u00a0\n\t\t\t\t\tvalue adjustments\u00a0to recognise net assets at the bid price and net liabilities\u00a0at the\u00a0offer price (exit prices). At the end of 2022, these fair value adjustmen\u00a0ts \u00a0\n\t\t\t\t\ttotalled DKK 151 million (2021: DKK 106 million). \u00a0\n\t\t\t\t\tModel risk \u00a0\n\t\t\t\t\tTo account for the uncertainty\u00a0associated with measuring\u00a0the value of derivatives\u00a0on the basis of non-observable\u00a0input (level 3 in the fair value\u00a0hierarchy), \u00a0\n\t\t\t\t\tthe Group has established guidelines to quantify risk. The Group calculates and\u00a0monitors the reserve\u00a0on an ongoing basis. At the end of 2022, the reserve \u00a0\n\t\t\t\t\ttotalled DKK 0\u00a0million (2021: DKK 0\u00a0million). \u00a0G33. Fair value information\u00a0for financial\u00a0instruments continued \u00a0\n\t\t\t\t\tAmortisation of\u00a0initial margin \u00a0\n\t\t\t\t\tIf, at the time of acquisition,\u00a0a difference\u00a0arises between the model value of\u00a0a financial instrument,\u00a0calculated on\u00a0the basis of\u00a0non-observable input\u00a0and \u00a0\n\t\t\t\t\tactual cost (day-one profit or\u00a0loss), and the difference is not the result of transaction\u00a0costs, the Group adjusts model parameters to actual cost to take \u00a0\n\t\t\t\t\tthe initial\u00a0margin into account. Accordingly,\u00a0the valuation\u00a0of derivatives\u00a0includes amortisation of\u00a0the value of initial\u00a0margins over the remaining term to \u00a0\n\t\t\t\t\tmaturity. The\u00a0initial margins\u00a0relate to elements not covered by the above CVA, DVA and FVA adjustments,\u00a0such as future administrative\u00a0expenses and \u00a0\n\t\t\t\t\tcapital consumption. At\u00a031 December 2022, the value of unamortised\u00a0initial margins was\u00a0DKK 1,101 million (2021: DKK 1,381 million). \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tUnamortised initial margins at\u00a01 January \u00a0\n\t\t\t\t\t1,381 \u00a0\n\t\t\t\t\t1,407 \u00a0\n\t\t\t\t\tAmortised to the income statement during the year \u00a0\n\t\t\t\t\t-592 \u00a0\n\t\t\t\t\t-370 \u00a0\n\t\t\t\t\tInitial margins on new derivatives contracts \u00a0\n\t\t\t\t\t530 \u00a0\n\t\t\t\t\t449 \u00a0\n\t\t\t\t\tTerminated derivatives contracts \u00a0\n\t\t\t\t\t-218 \u00a0\n\t\t\t\t\t-105 \u00a0\n\t\t\t\t\tUnamortised initial\u00a0margins as\u00a0at 31 December \u00a0\n\t\t\t\t\t1,101 \u00a0\n\t\t\t\t\t1,381 \u00a0\n\t\t\t\t\tObservable Non-observable \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tQuoted prices \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38,147 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38,147 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t6,942 \u00a0\n\t\t\t\t\t421,917 \u00a0\n\t\t\t\t\t1,263 \u00a0\n\t\t\t\t\t430,123 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t6,942 \u00a0\n\t\t\t\t\t298,988 \u00a0\n\t\t\t\t\t317 \u00a0\n\t\t\t\t\t306,248 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t122,929 \u00a0\n\t\t\t\t\t946 \u00a0\n\t\t\t\t\t123,875 \u00a0\n\t\t\t\t\tTrading portfolio\u00a0bonds \u00a0\n\t\t\t\t\t183,205 \u00a0\n\t\t\t\t\t17,190 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t200,395 \u00a0\n\t\t\t\t\tTrading portfolio shares \u00a0\n\t\t\t\t\t8,198 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t8,281 \u00a0\n\t\t\t\t\tInvestment securities, bonds \u00a0\n\t\t\t\t\t112,744 \u00a0\n\t\t\t\t\t37,454 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t150,198 \u00a0\n\t\t\t\t\tInvestment securities, shares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,187 \u00a0\n\t\t\t\t\t1,187 \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t66,499 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66,499 \u00a0\n\t\t\t\t\tAssets under insurance contracts, bonds \u00a0\n\t\t\t\t\t152,084 \u00a0\n\t\t\t\t\t17,940 \u00a0\n\t\t\t\t\t3,369 \u00a0\n\t\t\t\t\t173,393 \u00a0\n\t\t\t\t\tDanish mortgage bonds \u00a0\n\t\t\t\t\t48,867 \u00a0\n\t\t\t\t\t7,414 \u00a0\n\t\t\t\t\t327 \u00a0\n\t\t\t\t\t56,608 \u00a0\n\t\t\t\t\tOther covered bonds \u00a0\n\t\t\t\t\t103,217 \u00a0\n\t\t\t\t\t10,526 \u00a0\n\t\t\t\t\t3,042 \u00a0\n\t\t\t\t\t116,785 \u00a0\n\t\t\t\t\tAssets under insurance contracts, shares \u00a0\n\t\t\t\t\t123,565 \u00a0\n\t\t\t\t\t4,788 \u00a0\n\t\t\t\t\t47,045 \u00a0\n\t\t\t\t\t175,398 \u00a0\n\t\t\t\t\tAssets under insurance contracts, derivatives \u00a0\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t72,406 \u00a0\n\t\t\t\t\t863 \u00a0\n\t\t\t\t\t74,086 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t654,054 \u00a0\n\t\t\t\t\t1,542,519 \u00a0\n\t\t\t\t\t53,810 \u00a0\n\t\t\t\t\t2,250,384 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t52,252 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t52,252 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t4,967 \u00a0\n\t\t\t\t\t429,138 \u00a0\n\t\t\t\t\t1,036 \u00a0\n\t\t\t\t\t435,141 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t4,967 \u00a0\n\t\t\t\t\t292,553 \u00a0\n\t\t\t\t\t332 \u00a0\n\t\t\t\t\t297,852 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t136,585 \u00a0\n\t\t\t\t\t704 \u00a0\n\t\t\t\t\t137,289 \u00a0\n\t\t\t\t\tObligations to repurchase securities \u00a0\n\t\t\t\t\t113,830 \u00a0\n\t\t\t\t\t5,327 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t119,180 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t97,917 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t97,917 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t697,389 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697,389 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t816,186 \u00a0\n\t\t\t\t\t651,359 \u00a0\n\t\t\t\t\t1,059 \u00a0\n\t\t\t\t\t1,468,604 \u00a0G33. Fair value information\u00a0for financial\u00a0instruments continued \u00a0\n\t\t\t\t\tObservable Non-observable \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tQuoted prices \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39,462 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39,462 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t3,925 \u00a0\n\t\t\t\t\t254,193 \u00a0\n\t\t\t\t\t2,106 \u00a0\n\t\t\t\t\t260,224 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t3,819 \u00a0\n\t\t\t\t\t181,799 \u00a0\n\t\t\t\t\t1,557 \u00a0\n\t\t\t\t\t187,176 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t106 \u00a0\n\t\t\t\t\t72,393 \u00a0\n\t\t\t\t\t549 \u00a0\n\t\t\t\t\t73,048 \u00a0\n\t\t\t\t\tTrading portfolio bonds \u00a0\n\t\t\t\t\t226,350 \u00a0\n\t\t\t\t\t10,933 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t237,283 \u00a0\n\t\t\t\t\tTrading portfolio shares \u00a0\n\t\t\t\t\t11,977 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t106 \u00a0\n\t\t\t\t\t12,083 \u00a0\n\t\t\t\t\tInvestment securities, bonds \u00a0\n\t\t\t\t\t132,415 \u00a0\n\t\t\t\t\t23,411 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t155,826 \u00a0\n\t\t\t\t\tInvestment securities, shares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,230 \u00a0\n\t\t\t\t\t1,230 \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t76,654 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t76,654 \u00a0\n\t\t\t\t\tAssets under insurance contracts, bonds \u00a0\n\t\t\t\t\t176,479 \u00a0\n\t\t\t\t\t23,610 \u00a0\n\t\t\t\t\t5,300 \u00a0\n\t\t\t\t\t205,389 \u00a0\n\t\t\t\t\tDanish mortgage bonds \u00a0\n\t\t\t\t\t63,737 \u00a0\n\t\t\t\t\t10,530 \u00a0\n\t\t\t\t\t434 \u00a0\n\t\t\t\t\t74,701 \u00a0\n\t\t\t\t\tOther covered bonds \u00a0\n\t\t\t\t\t112,742 \u00a0\n\t\t\t\t\t13,080 \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t130,688 \u00a0\n\t\t\t\t\tAssets under insurance contracts, shares \u00a0\n\t\t\t\t\t156,574 \u00a0\n\t\t\t\t\t4,998 \u00a0\n\t\t\t\t\t45,353 \u00a0\n\t\t\t\t\t206,925 \u00a0\n\t\t\t\t\tAssets under insurance contracts, derivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t107,636 \u00a0\n\t\t\t\t\t2,234 \u00a0\n\t\t\t\t\t109,870 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t784,374 \u00a0\n\t\t\t\t\t1,488,704 \u00a0\n\t\t\t\t\t56,329 \u00a0\n\t\t\t\t\t2,329,407 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t84,763 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t84,763 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t3,929 \u00a0\n\t\t\t\t\t236,240 \u00a0\n\t\t\t\t\t1,835 \u00a0\n\t\t\t\t\t242,004 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t3,819 \u00a0\n\t\t\t\t\t160,810 \u00a0\n\t\t\t\t\t722 \u00a0\n\t\t\t\t\t165,351 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t110 \u00a0\n\t\t\t\t\t75,430 \u00a0\n\t\t\t\t\t1,113 \u00a0\n\t\t\t\t\t76,653 \u00a0\n\t\t\t\t\tObligations to repurchase securities \u00a0\n\t\t\t\t\t130,396 \u00a0\n\t\t\t\t\t2,443 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t132,955 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t134,332 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t134,332 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76,982 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76,982 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t929,234 \u00a0\n\t\t\t\t\t534,760 \u00a0\n\t\t\t\t\t1,951 \u00a0\n\t\t\t\t\t1,465,945 \u00a0\n\t\t\t\t\tFinancial instruments valued on\u00a0the basis\u00a0of non-observable input \u00a0\n\t\t\t\t\tThe tables below shows financial instruments valued on the basis of non-observable input. \u00a0\n\t\t\t\t\tSensitivity \u00a0\n\t\t\t\t\t(change in fair \u00a0\n\t\t\t\t\tGains/losses \u00a0\n\t\t\t\t\tvalue) \u00a0\n\t\t\t\t\tfor the period \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tCarrying amount \u00a0\n\t\t\t\t\tIncrease \u00a0\n\t\t\t\t\tDecrease \u00a0\n\t\t\t\t\tRealised \u00a0\n\t\t\t\t\tUnrealised \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tUnlisted shares \u00a0\n\t\t\t\t\tallocated to insurance contract policyholders \u00a0\n\t\t\t\t\t47,045 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6,423 \u00a0\n\t\t\t\t\t-706 \u00a0\n\t\t\t\t\tother \u00a0\n\t\t\t\t\t1,247 \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-31 \u00a0\n\t\t\t\t\tIlliquid bonds \u00a0\n\t\t\t\t\t3,369 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-128 \u00a0\n\t\t\t\t\t-61 \u00a0\n\t\t\t\t\tDerivatives, net\u00a0fair value \u00a0\n\t\t\t\t\t1,090 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-420 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tUnlisted shares \u00a0\n\t\t\t\t\tallocated to insurance contract policyholders \u00a0\n\t\t\t\t\t45,353 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3,950 \u00a0\n\t\t\t\t\t7,802 \u00a0\n\t\t\t\t\tother \u00a0\n\t\t\t\t\t1,220 \u00a0\n\t\t\t\t\t122 \u00a0\n\t\t\t\t\t122 \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\t-12 \u00a0\n\t\t\t\t\tIlliquid bonds \u00a0\n\t\t\t\t\t5,300 \u00a0\n\t\t\t\t\t101 \u00a0\n\t\t\t\t\t101 \u00a0\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t117 \u00a0\n\t\t\t\t\tDerivatives, net\u00a0fair value \u00a0\n\t\t\t\t\t2,504 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-909 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFinancialInstrumentsAtFairValueThroughProfitOrLossExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2409": {
   "value": "Financial instruments\u00a0and obligations\u00a0under insurance contracts, classification\u00a0and measurement\u00a0end of 2022 \u00a0\n\t\t\t\t\tAmortised cost \u00a0\n\t\t\t\t\tFair value OCI \u00a0\n\t\t\t\t\tFair value through profit or loss \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tand sell \u00a0\n\t\t\t\t\tManaged F\u00a0VPL due \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tHeld for \u00a0\n\t\t\t\t\tat fair\u00a0to SPPI \u00a0\n\t\t\t\t\tInterest rate \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tassets/Liabilities \u00a0\n\t\t\t\t\tassets* \u00a0\n\t\t\t\t\ttrading \u00a0\n\t\t\t\t\tvalue \u00a0\n\t\t\t\t\ttest Designated \u00a0\n\t\t\t\t\thedge ** \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central \u00a0\n\t\t\t\t\tbanks \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t427 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t1,084 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t209 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,015 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,433 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t635 \u00a0\n\t\t\t\t\t771 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t3,682 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,498 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\t891 \u00a0\n\t\t\t\t\t810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t3,829 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t139 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,164 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t193 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts *** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2022 \u00a0\n\t\t\t\t\t1,599 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,402 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,534 \u00a0\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2021 \u00a0\n\t\t\t\t\t1,617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,680 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,674 \u00a0\n\t\t\t\t\t* Unrealised fair value gains and losses are presented in Other comprehensive income,\u00a0andrealised fairvalue gains and losses arerecycled tothe income statement. \u00a0\n\t\t\t\t\t**The interest rate risk on some fixed-rate financial assets and liabilities is hedged by derivatives (fair value hedging). The interest rate risk on some fixed-rate bonds 'hold to collect and sell' \u00a0\n\t\t\t\t\tis also hedged by derivatives. The fair value represents changes in the fair value of the interest rate risk on the hedged items, i.e. not a full fair value of the hedged items. \u00a0\n\t\t\t\t\t*** Liabilities under insurance contracts are recognised at the present value of expected insurance benefits. \u00a0G16. Loans and issued bonds at fair value \u00a0\n\t\t\t\t\tThe Group has two types of portfolios of loans and issued bonds that are measured at fair value through profit or loss. The first portfolio consists of loans \u00a0\n\t\t\t\t\tgranted and bonds issued by the subsidiary Realkredit Danmark,\u00a0a Danish mortgage institution\u00a0covered by Danish mortgage finance law. The other portfolio \u00a0\n\t\t\t\t\tconsists of loans and bonds issued by the Group\u2019s trading units (Markets and Investment Banking\u00a0& Securities in LC&I). \u00a0Accounting policy \u00a0\n\t\t\t\t\tLoans granted and bonds issued by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\tLoans granted by Realkredit\u00a0Danmark have contractual cash\u00a0flows that are not solely payment of principal and interest\u00a0on the principal\u00a0amount \u00a0\n\t\t\t\t\toutstanding. Therefore,\u00a0the loans are\u00a0mandatorily recognised at\u00a0fair value\u00a0through profit\u00a0or loss. The issued bonds that are funding the loans are \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss in order not to create an accounting\u00a0mismatch. For\u00a0the issued bonds, changes in fair value attributable\u00a0to \u00a0\n\t\t\t\t\tthe Group\u2019s own credit risk is presented in the income statement, as an accounting mismatch would otherwise be introduced. \u00a0\n\t\t\t\t\tThe fair value of the bonds issued by Realkredit Danmark is normally defined as their quoted market price. A small number of the issued bonds are \u00a0\n\t\t\t\t\tilliquid, however, and the fair\u00a0value of\u00a0these bonds is calculated on the basis of a discounted cash flow valuation technique. The fair value of the loans is \u00a0\n\t\t\t\t\tbased on the fair value of the underlying\u00a0bonds which ensures that changes in the fair value of the interest rate risk on the loans are measured based \u00a0\n\t\t\t\t\ton market implied\u00a0input. This fair value is adjusted for changes in the fair value of cash flows from the loans that differ from the cash flows from the \u00a0\n\t\t\t\t\tissued bonds. The most important\u00a0component is\u00a0the credit risk on the borrowers (covered by the Group and not by\u00a0the bond holders and therefore not \u00a0\n\t\t\t\t\tpriced into the price of the issued bonds). \u00a0\n\t\t\t\t\tChanges in fair value of credit risk etc on the loans \u00a0\n\t\t\t\t\tThe IFRS 13 estimate\u00a0of the fair value of the credit risk on the loans is based on the expected credit losses estimated in the models developed in \u00a0\n\t\t\t\t\tconnection with the Group\u2019s implementation\u00a0of the expected\u00a0credit loss impairment model in IFRS 9, including\u00a0the allocation of\u00a0loans between\u00a0stage 1, \u00a0\n\t\t\t\t\tstage 2 and stage 3. The expected credit losses are calculated for all loans as a function of PD, EAD and LGD and incorporates forward looking \u00a0\n\t\t\t\t\tinformation, see\u00a0further in note G15. The latter reflects management\u2019s\u00a0expectations of\u00a0expected credit\u00a0losses and involves\u00a0multiple scenarios (base \u00a0\n\t\t\t\t\tcase, upside\u00a0and downside),\u00a0including an\u00a0assessment of\u00a0the probability\u00a0for each scenario. \u00a0\n\t\t\t\t\tOn top of the expected\u00a0credit losses, a collective\u00a0assessment determines\u00a0the need for further adjustments\u00a0to reflect other components\u00a0in the fair value \u00a0\n\t\t\t\t\tmeasurement, such as an assessment of\u00a0lifetime expected credit\u00a0losses for\u00a0loans in\u00a0stage 1,\u00a0an investors\u00a0risk premium, compensation for \u00a0\n\t\t\t\t\tadministrative costs\u00a0related to the loans and the possibility\u00a0to increase the margin on the loans if the credit risk etc increases. It is acknowledged that \u00a0\n\t\t\t\t\tthe possibility to\u00a0increase the margin depends on the economic resources of the customers. The possibility\u00a0to increase the margin is therefore only \u00a0\n\t\t\t\t\tconsidered in\u00a0the measurement if it is very likely that the margin can be increased without\u00a0the customer defaulting. Further, the possibility\u00a0to increase \u00a0\n\t\t\t\t\tthe margin is only relevant if it does not give the customer an incentive to \u201cmove\u201d to another mortgage institution.\u00a0Therefore, the possibility\u00a0to increase \u00a0\n\t\t\t\t\tthe margin is only relevant for the measurement of loans to customers with neither a relatively\u00a0high credit risk nor a relatively\u00a0low credit risk. \u00a0\n\t\t\t\t\tThe discount rate used to discount the cash flows represents the interest rate on the funding bonds. This is considered to be close to a risk-free interes\u00a0t \u00a0\n\t\t\t\t\trate. The risk premium is incorporated into the cash\u00a0flows. The risk premium is assumed to be higher for customers with high credit risk than for \u00a0\n\t\t\t\t\tcustomers with low credit risk. Further, the adjustments\u00a0for changes in the fair value\u00a0of the credit risk and other components\u00a0cannot increase the value \u00a0\n\t\t\t\t\tof a loan\u00a0(the adjustment\u00a0cannot be positive). \u00a0\n\t\t\t\t\tOther loans and\u00a0issued bonds measured at fair value through profit or loss \u00a0\n\t\t\t\t\tThe loans in the Group\u2019s trading units (Markets and Investment Banking & Securities in LC&I) are managed and their performance reported on a fair \u00a0\n\t\t\t\t\tvalue basis and the loans are under IFRS 9 mandatorily\u00a0measured at fair value\u00a0through profit or loss. In order not to introduce\u00a0an accounting mismatc\u00a0h \u00a0\n\t\t\t\t\tby measuring the financial assets in the trading units at\u00a0fair value through profit or loss and the financial liabilities\u00a0at amortised\u00a0cost, the financia\u00a0l \u00a0\n\t\t\t\t\tliabilities in\u00a0the trading units are designated at\u00a0fair value through profit or\u00a0loss with fair value changes attributable\u00a0to the Group\u2019s\u00a0own credit risk \u00a0\n\t\t\t\t\tpresented in\u00a0other comprehensive income. \u00a0G16. Loans and issued bonds at fair value continued \u00a0\n\t\t\t\t\t(a)Loans at fair value \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tLoans granted by Realkredit Danmark: \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t802,025 \u00a0\n\t\t\t\t\t807,621 \u00a0\n\t\t\t\t\tFair value adjustment of underlying bonds \u00a0\n\t\t\t\t\t-74,724 \u00a0\n\t\t\t\t\t5,447 \u00a0\n\t\t\t\t\tAdjustment for\u00a0credit risk \u00a0\n\t\t\t\t\t3,250 \u00a0\n\t\t\t\t\t3,197 \u00a0\n\t\t\t\t\tFair value\u00a0of loans granted by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\t724,051 \u00a0\n\t\t\t\t\t809,872 \u00a0\n\t\t\t\t\tLoans in the Group's trading units: \u00a0\n\t\t\t\t\tReverse transactions \u00a0\n\t\t\t\t\t208,626 \u00a0\n\t\t\t\t\t214,590 \u00a0\n\t\t\t\t\tOther loans \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\t(b) Issued bonds at fair\u00a0value \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tBonds issued by Realkredit Danmark: \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t840,922 \u00a0\n\t\t\t\t\t854,988 \u00a0\n\t\t\t\t\tFair value adjustment of funding of current loans \u00a0\n\t\t\t\t\t-74,735 \u00a0\n\t\t\t\t\t6,197 \u00a0\n\t\t\t\t\tHolding of own mortgage bonds \u00a0\n\t\t\t\t\t80,949 \u00a0\n\t\t\t\t\t90,523 \u00a0\n\t\t\t\t\tFair value\u00a0of bonds issued by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\t685,238 \u00a0\n\t\t\t\t\t770,661 \u00a0\n\t\t\t\t\tBonds issued by the Group's trading units: \u00a0\n\t\t\t\t\tCommercial papers and certificates of deposit \u00a0\n\t\t\t\t\t12,150 \u00a0\n\t\t\t\t\t24,248 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t697,388 \u00a0\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\t(c) Further explanation on loans granted and bonds issued by Realkredit Danmark \u00a0\n\t\t\t\t\tEach loan granted by Realkredit Danmark is funded by issuing listed mortgage bonds with matching characteristics (e.g.\u00a0amount outstanding, reference \u00a0\n\t\t\t\t\tinterest rate, term and currency). The borrower may repay the loan by delivering the underlying bonds to Realkredit Danmark. \u00a0\n\t\t\t\t\tThe loans are held in a business model being similar to other loans in the Group\u2019s banking units, ie. the business model under IFRS 9 is \u2018held to collect\u2019. The \u00a0\n\t\t\t\t\tcustomers\u2019 right to prepay a loan by delivering the underlying\u00a0bonds represents an option to prepay at fair value. Under this prepayment option, the prepayment \u00a0\n\t\t\t\t\tamount can be both\u00a0above and below the principal amount plus accrued interest. Changes in the fair value of the underlying bonds include other elements \u00a0\n\t\t\t\t\tthan the effect of changes in the relevant benchmark interest rate and the prepayment option is therefore not consistent with the SPPI test in IFRS 9 and are \u00a0\n\t\t\t\t\tmandatorily measured at FVPL. \u00a0\n\t\t\t\t\tTo eliminate the accounting mismatch that would exist if the loans are measured at fair value through profit or loss and the issued bonds at amortised cost, \u00a0\n\t\t\t\t\tthe issued bonds are designated at fair value through profit or loss using the fair value option for financial liabilities\u00a0in IFRS 9. As the fair value of the loans is \u00a0\n\t\t\t\t\tbased on the fair value of the issued bonds, fair value changes of the issued bonds are offset by fair value changes of the loans, including the changes related \u00a0\n\t\t\t\t\tto the fair value of the own credit risk of the issued bonds. For example, if the credit quality of the bonds worsens the fair value of the liability decreases and \u00a0\n\t\t\t\t\tthe fair value of the loans also decreases. Therefore, fair value changes of own credit risk on the issued bonds are recognised in the income statement, as an \u00a0\n\t\t\t\t\taccounting mismatch\u00a0would otherwise be created if changes in own credit risk were recognised in other comprehensive income. \u00a0\n\t\t\t\t\tThe value of the loans is affected by changes in the credit risk on the loans. In 2022, the Group recognised DKK 15 million regarding changes in the credit risk \u00a0\n\t\t\t\t\ton loans at fair value (2021: DKK 252 million) see note G11. At the end of 2022, the accumulated changes in the credit risk amounted to DKK 3,250 million \u00a0\n\t\t\t\t\t(2021: DKK\u00a03,197 million). The amounts are determined as the amount of the change in fair value that is not attributable\u00a0to changes in market conditions \u00a0\n\t\t\t\t\tthat give\u00a0rise to market risk, with the latter being represented by the fair value of the funding issued bonds. The Group does not use credit derivatives or similar \u00a0\n\t\t\t\t\tinstruments to mitigate the exposure to credit risk. \u00a0\n\t\t\t\t\tThe holding of own mortgage bonds includes pre-issued bonds of DKK 29 billion\u00a0(2021: DKK 21 billion) used for FlexL\u00e5n\u00ae refinancing in\u00a0January 2023 and \u00a0\n\t\t\t\t\tbonds of DKK\u00a029 billion (2021: DKK 39 billion) that relate to investments\u00a0under insurance contracts, pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\twhere most of the risk is assumed by customers and most of the return on the assets accrues to customers. \u00a0\n\t\t\t\t\tThe nominal\u00a0value of bonds issued by Realkredit Danmark equals the amount to be redeemed on maturity. \u00a0G16. Loans and issued bonds at fair value continued \u00a0\n\t\t\t\t\tFair value adjustment for the credit risk on issued mortgage bonds is calculated on the basis of the option-adjusted spread (OAS). The calculation incorporates \u00a0\n\t\t\t\t\tmaturity, nominal holdings and OAS sensitivity. As a number of estimates are made, the calculation is subject to uncertainty. \u00a0\n\t\t\t\t\tIn 2022, the Danish mortgage bond yield spread narrowed and the fair value of issued mortgage bonds thus increased by approximately DKK 0,7 billion.\u00a0In \u00a0\n\t\t\t\t\t2021, the Danish mortgage bond yield spread increased, causing an decrease in the fair value of issued mortgage bonds. Based on the outstanding\u00a0portfolio \u00a0\n\t\t\t\t\tat the end of 2022, it is estimates that there has been a net widening of the spread since the issuance of the bonds, which produces a positive\u00a0fair value of \u00a0\n\t\t\t\t\tapproximately DKK 0,3 billion (2021: positive fair value of approximately DKK 0.5 billion). Net profit and shareholders\u2019 equity remain unaffected by the change \u00a0\n\t\t\t\t\tin fair value because the spread widening decreased the value of mortgage loans correspondingly. \u00a0\n\t\t\t\t\tFair value adjustment for the credit risk on issued mortgage bonds may also be calculated on the basis of changes in similar AAA rated mortgage bonds \u00a0\n\t\t\t\t\toffered by\u00a0other Danish issuers.\u00a0The market for\u00a0such bonds is characterised by an absence of measurable price differences between bonds with similar \u00a0\n\t\t\t\t\tfeatures from different issuers. Using this method, no fair value adjustment for credit risk in 2022 or the period since the issue has been required. \u00a0\n\t\t\t\t\t(d) Further explanation on loans, deposits and issued bonds by the Group\u2019s trading units \u00a0\n\t\t\t\t\tThe loans in the Group\u2019s trading units (Markets and Investment Banking & Securities in LC&I) are managed and their performance reported on a fair value \u00a0\n\t\t\t\t\tbasis. The loans are mandatorily recognised at fair value through profit or loss as the business model is neither \u2018held to collect\u2019 nor \u2018held to collect and sell\u2019. \u00a0\n\t\t\t\t\tThe loans consist primarily of reverse transactions and short-term loans. In order not to introduce an accounting mismatch, the financial liabilities in the \u00a0\n\t\t\t\t\ttrading units are designated at fair value through profit or loss, using the fair value option in IFRS 9. \u00a0\n\t\t\t\t\tThe financial liabilities consist of issued bonds (certificates of deposits and commercial papers) and deposits (including repo transactions) with a maturity no \u00a0\n\t\t\t\t\tlonger than six months in general. Fair value changes attributable to the Group\u2019s own credit risk are presented in other comprehensive income. During 2022, \u00a0\n\t\t\t\t\tchanges in fair value attributable to the Group\u2019s own credit risk recognised in Other Comprehensive Income amounted to DKK 0 million (2021: DKK 0 million). \u00a0\n\t\t\t\t\tIn the balance sheet, deposits in the trading units are presented together with other deposits. The amount that the Group would be contractually required to \u00a0\n\t\t\t\t\tpay at maturity amounts to DKK 12,636 million (2021: DKK 24,093 million) for bonds issued by the Group\u2019s trading units. \u00a0G20. Due to credit institutions and central banks and Deposits \u00a0\n\t\t\t\t\tAmounts due to credit institutions\u00a0and central banks\u00a0and Deposits\u00a0also include amounts received under repo transactions (sales of securities which the \u00a0\n\t\t\t\t\tGroup agrees to repurchase at a later date). Such transactions are presented as collateralised borrowings. \u00a0Accounting policy \u00a0\n\t\t\t\t\tAmounts due to credit institutions\u00a0and central banks and Deposits in the Group\u2019s trading units (Markets and Investment Banking\u00a0& Securities\u00a0in LC&I) \u00a0\n\t\t\t\t\tare designated at fair value through profit or loss. However, the amount of the change in fair value attributable\u00a0to the Group\u2019s own credit risk is \u00a0\n\t\t\t\t\trecognised in other comprehensive\u00a0income. \u00a0\n\t\t\t\t\tAll other\u00a0balances are measured at amortised\u00a0cost. If fixed-rate\u00a0deposits are hedged effectively by derivatives,\u00a0the fair value\u00a0of the hedged interest rate \u00a0\n\t\t\t\t\trisk is added to the amortised cost of the liabilities. \u00a0(a) Due to credit institutions\u00a0and central banks (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDesignated at\u00a0fair value: \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t47,618 \u00a0\n\t\t\t\t\t71,190 \u00a0\n\t\t\t\t\tOther amounts due \u00a0\n\t\t\t\t\t4,634 \u00a0\n\t\t\t\t\t13,573 \u00a0\n\t\t\t\t\tTotal designated at\u00a0fair value \u00a0\n\t\t\t\t\t52,252 \u00a0\n\t\t\t\t\t84,763 \u00a0\n\t\t\t\t\tAmortised cost: \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther amounts due \u00a0\n\t\t\t\t\t86,525 \u00a0\n\t\t\t\t\t88,213 \u00a0\n\t\t\t\t\tTotal amortised cost \u00a0\n\t\t\t\t\t86,525 \u00a0\n\t\t\t\t\t88,213 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t138,777 \u00a0\n\t\t\t\t\t172,976 \u00a0\n\t\t\t\t\t\n\t\t\t\t\t(b) Deposits (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDesignated at\u00a0fair value: \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t90,168 \u00a0\n\t\t\t\t\t122,201 \u00a0\n\t\t\t\t\tTime deposits \u00a0\n\t\t\t\t\t7,883 \u00a0\n\t\t\t\t\t12,131 \u00a0\n\t\t\t\t\tTotal designated at\u00a0fair value \u00a0\n\t\t\t\t\t98,051 \u00a0\n\t\t\t\t\t134,332 \u00a0\n\t\t\t\t\tAmortised cost: \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTransaction accounts \u00a0\n\t\t\t\t\t1,023,795 \u00a0\n\t\t\t\t\t1,042,751 \u00a0\n\t\t\t\t\tTime deposits \u00a0\n\t\t\t\t\t124,872 \u00a0\n\t\t\t\t\t98,499 \u00a0\n\t\t\t\t\tPension savings\u00a0etc. \u00a0\n\t\t\t\t\t15,574 \u00a0\n\t\t\t\t\t16,448 \u00a0\n\t\t\t\t\tTotal amortised cost \u00a0\n\t\t\t\t\t1,164,241 \u00a0\n\t\t\t\t\t1,157,698 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,262,293 \u00a0\n\t\t\t\t\t1,292,030 \u00a0\n\t\t\t\t\t(c) Further explanation\u00a0on balances\u00a0designated at\u00a0fair value\u00a0through profit\u00a0or loss \u00a0\n\t\t\t\t\tAny changes in the fair value that is attributable\u00a0to changes in the Group\u2019s own credit risk of the liabilities are recognised in other comprehensive income. As \u00a0\n\t\t\t\t\tthe deposits are collateralised and/or with a short maturity, no change in the fair value is attributable\u00a0to changes in the Group\u2019s own credit risk. The amount \u00a0\n\t\t\t\t\tthat the\u00a0Group would be contractually required to pay at maturity amounts to DKK 52.3 billion (2021: DKK 84.8 billion) for Due to credit institutions\u00a0and \u00a0\n\t\t\t\t\tcentral banks\u00a0and DKK\u00a097.9 billion (2021: DKK 134.3 billion) for Deposits. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFinancialInstrumentsDesignatedAtFairValueThroughProfitOrLossExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2414": {
   "value": "Financial instruments\u00a0and obligations\u00a0under insurance contracts, classification\u00a0and measurement\u00a0end of 2022 \u00a0\n\t\t\t\t\tAmortised cost \u00a0\n\t\t\t\t\tFair value OCI \u00a0\n\t\t\t\t\tFair value through profit or loss \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tand sell \u00a0\n\t\t\t\t\tManaged F\u00a0VPL due \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tHeld for \u00a0\n\t\t\t\t\tat fair\u00a0to SPPI \u00a0\n\t\t\t\t\tInterest rate \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tassets/Liabilities \u00a0\n\t\t\t\t\tassets* \u00a0\n\t\t\t\t\ttrading \u00a0\n\t\t\t\t\tvalue \u00a0\n\t\t\t\t\ttest Designated \u00a0\n\t\t\t\t\thedge ** \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central \u00a0\n\t\t\t\t\tbanks \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t427 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t1,084 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t209 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,015 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,433 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t635 \u00a0\n\t\t\t\t\t771 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t3,682 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,498 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\t891 \u00a0\n\t\t\t\t\t810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t3,829 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t139 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,164 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t193 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts *** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2022 \u00a0\n\t\t\t\t\t1,599 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,402 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,534 \u00a0\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2021 \u00a0\n\t\t\t\t\t1,617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,680 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,674 \u00a0\n\t\t\t\t\t* Unrealised fair value gains and losses are presented in Other comprehensive income,\u00a0andrealised fairvalue gains and losses arerecycled tothe income statement. \u00a0\n\t\t\t\t\t**The interest rate risk on some fixed-rate financial assets and liabilities is hedged by derivatives (fair value hedging). The interest rate risk on some fixed-rate bonds 'hold to collect and sell' \u00a0\n\t\t\t\t\tis also hedged by derivatives. The fair value represents changes in the fair value of the interest rate risk on the hedged items, i.e. not a full fair value of the hedged items. \u00a0\n\t\t\t\t\t*** Liabilities under insurance contracts are recognised at the present value of expected insurance benefits. \u00a0G12. Trading portfolio assets and liabilities \u00a0\n\t\t\t\t\tTrading portfolio assets\u00a0comprise the equities\u00a0and bonds held by the Group\u2019s trading units at Large Corporates & Institutions\u00a0and all\u00a0derivatives with \u00a0\n\t\t\t\t\tpositive fair\u00a0value. Trading portfolio liabilities\u00a0consist of derivatives\u00a0with negative\u00a0fair value and obligations\u00a0to deliver securities (obligations to repurchase \u00a0\n\t\t\t\t\tsecurities). \u00a0Accounting policy \u00a0\n\t\t\t\t\tThe trading portfolio is recognised at fair value through profit or loss. Realised and unrealised capital gains and losses and dividends\u00a0are recognised in \u00a0\n\t\t\t\t\tthe income statement\u00a0under Net trading\u00a0income or loss. Fair value\u00a0is the\u00a0amount for which a financial asset can be sold or a financial liability\u00a0be \u00a0\n\t\t\t\t\ttransferred to a knowledgeable,\u00a0willing third\u00a0party. Note G33 provides information\u00a0about fair value measurement and fair value adjustments. \u00a0\n\t\t\t\t\tThe Group uses the option in IFRS 9 to continue using the fair value hedge accounting model in IAS 39.\u00a0The derivatives used\u00a0as hedging instruments \u00a0\n\t\t\t\t\tare presented\u00a0in the balance sheet together with other derivatives. \u00a0\n\t\t\t\t\t(a) Trading portfolio assets (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDerivatives with\u00a0positive fair value \u00a0\n\t\t\t\t\t430,123 \u00a0\n\t\t\t\t\t260,224 \u00a0\n\t\t\t\t\tListed bonds \u00a0\n\t\t\t\t\t200,395 \u00a0\n\t\t\t\t\t237,283 \u00a0\n\t\t\t\t\tListed shares \u00a0\n\t\t\t\t\t8,198 \u00a0\n\t\t\t\t\t11,978 \u00a0\n\t\t\t\t\tUnlisted shares \u00a0\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t106 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t638,799 \u00a0\n\t\t\t\t\t509,590 \u00a0\n\t\t\t\t\t(b) Trading portfolio liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\tDerivatives with\u00a0negative fair value \u00a0\n\t\t\t\t\t435,141 \u00a0\n\t\t\t\t\t242,004 \u00a0\n\t\t\t\t\tObligations to repurchase securities \u00a0\n\t\t\t\t\t119,180 \u00a0\n\t\t\t\t\t132,349 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t554,321 \u00a0\n\t\t\t\t\t374,353 \u00a0G12. Trading portfolio assets and liabilities continued \u00a0(c) Explanation of derivatives \u00a0\n\t\t\t\t\tThe Group\u2019s activities\u00a0in the financial markets include trading in derivatives.\u00a0Derivatives are\u00a0financial instruments\u00a0whose value depends on the value of \u00a0\n\t\t\t\t\tan underlying\u00a0instrument or index etc. Derivatives\u00a0can be used to manage market risk exposure, for example.\u00a0The Group trades a considerable\u00a0volume of \u00a0\n\t\t\t\t\tthe most commonly used interest rate, currency and equity derivatives,\u00a0including \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tswaps \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tforwards and\u00a0futures \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\toptions \u00a0\n\t\t\t\t\tThe Group trades a\u00a0limited number of swaps\u00a0whose value depends on\u00a0developments in\u00a0specific credit or commodity\u00a0risks, or inflation\u00a0indices. \u00a0\n\t\t\t\t\tThe Group trades derivatives\u00a0as part of servicing\u00a0customers\u2019 needs as individual\u00a0transactions or as\u00a0integral parts of other services, such as the issuance \u00a0\n\t\t\t\t\tof bonds with yields\u00a0that depend on developments\u00a0in equity\u00a0or currency indices. The Group also uses derivatives\u00a0to manage the Group\u2019s\u00a0own exposure\u00a0to \u00a0\n\t\t\t\t\tforeign exchange, interest rate, equity market and credit risks. Note G41 provide additional\u00a0information about\u00a0the Group\u2019s risk management policy.\u00a0Large \u00a0\n\t\t\t\t\tCorporates &\u00a0Institutions is\u00a0responsible for\u00a0the day-to-day management and hedging of the Group\u2019s market risks. \u00a0\n\t\t\t\t\tDerivatives are\u00a0recognised and measured at fair\u00a0value. Some of the Group\u2019s loans, deposits, issued bonds, etc. in the Group\u2019s banking\u00a0units and Group \u00a0\n\t\t\t\t\tTreasury carry\u00a0fixed rates. Generally, such fixed-rate items are recognised at\u00a0amortised cost.\u00a0Further, the\u00a0Group classifies certain bonds as \u2018hold to \u00a0\n\t\t\t\t\tcollect and sell\u2019 financial assets. Unrealised value adjustments\u00a0of such bonds are recognised under Other comprehensive\u00a0income. The Group uses fair \u00a0\n\t\t\t\t\tvalue hedge accounting if\u00a0the interest rate risk on\u00a0fixed-rate financial assets and liabilities or bonds measured at\u00a0fair value through other comprehensive \u00a0\n\t\t\t\t\tincome is hedged by derivatives. \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tNotional \u00a0\n\t\t\t\t\tPositive \u00a0\n\t\t\t\t\tNegative \u00a0\n\t\t\t\t\tNotional \u00a0\n\t\t\t\t\tPositive \u00a0\n\t\t\t\t\tNegative \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tamount \u00a0\n\t\t\t\t\tfair value \u00a0\n\t\t\t\t\tfair value \u00a0\n\t\t\t\t\tamount \u00a0\n\t\t\t\t\tfair value \u00a0\n\t\t\t\t\tfair value \u00a0\n\t\t\t\t\tCurrency contracts \u00a0\n\t\t\t\t\tForwards and swaps \u00a0\n\t\t\t\t\t7,214,105 \u00a0\n\t\t\t\t\t121,850 \u00a0\n\t\t\t\t\t135,218 \u00a0\n\t\t\t\t\t6,917,267 \u00a0\n\t\t\t\t\t71,685 \u00a0\n\t\t\t\t\t74,700 \u00a0\n\t\t\t\t\tOptions \u00a0\n\t\t\t\t\t153,739 \u00a0\n\t\t\t\t\t989 \u00a0\n\t\t\t\t\t1,247 \u00a0\n\t\t\t\t\t163,381 \u00a0\n\t\t\t\t\t759 \u00a0\n\t\t\t\t\t808 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\tForwards/swaps/FRAs \u00a0\n\t\t\t\t\t27,145,285 \u00a0\n\t\t\t\t\t243,706 \u00a0\n\t\t\t\t\t215,787 \u00a0\n\t\t\t\t\t43,158,102 \u00a0\n\t\t\t\t\t139,421 \u00a0\n\t\t\t\t\t120,308 \u00a0\n\t\t\t\t\tOptions \u00a0\n\t\t\t\t\t3,480,220 \u00a0\n\t\t\t\t\t54,471 \u00a0\n\t\t\t\t\t54,875 \u00a0\n\t\t\t\t\t3,677,425 \u00a0\n\t\t\t\t\t33,345 \u00a0\n\t\t\t\t\t33,365 \u00a0\n\t\t\t\t\tEquity contracts \u00a0\n\t\t\t\t\tForwards \u00a0\n\t\t\t\t\t217,605 \u00a0\n\t\t\t\t\t2,619 \u00a0\n\t\t\t\t\t3,341 \u00a0\n\t\t\t\t\t259,010 \u00a0\n\t\t\t\t\t2,783 \u00a0\n\t\t\t\t\t2,889 \u00a0\n\t\t\t\t\tOptions \u00a0\n\t\t\t\t\t124,041 \u00a0\n\t\t\t\t\t2,964 \u00a0\n\t\t\t\t\t3,144 \u00a0\n\t\t\t\t\t168,175 \u00a0\n\t\t\t\t\t4,222 \u00a0\n\t\t\t\t\t5,615 \u00a0\n\t\t\t\t\tOther contracts \u00a0\n\t\t\t\t\tCommodity contracts \u00a0\n\t\t\t\t\t28 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t313 \u00a0\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t131 \u00a0\n\t\t\t\t\tCredit derivatives bought \u00a0\n\t\t\t\t\t1,429 \u00a0\n\t\t\t\t\t97 \u00a0\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t2,167 \u00a0\n\t\t\t\t\t82 \u00a0\n\t\t\t\t\t150 \u00a0\n\t\t\t\t\tCredit derivatives sold \u00a0\n\t\t\t\t\t1,626 \u00a0\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t105 \u00a0\n\t\t\t\t\t2,133 \u00a0\n\t\t\t\t\t129 \u00a0\n\t\t\t\t\t71 \u00a0\n\t\t\t\t\tTotal derivatives held for trading purposes \u00a0\n\t\t\t\t\t426,743 \u00a0\n\t\t\t\t\t413,764 \u00a0\n\t\t\t\t\t252,553 \u00a0\n\t\t\t\t\t238,037 \u00a0\n\t\t\t\t\tHedging derivatives \u00a0\n\t\t\t\t\tCurrency contracts \u00a0\n\t\t\t\t\t1,956 \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t3,492 \u00a0\n\t\t\t\t\t26 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t513,852 \u00a0\n\t\t\t\t\t3,371 \u00a0\n\t\t\t\t\t21,258 \u00a0\n\t\t\t\t\t583,568 \u00a0\n\t\t\t\t\t7,645 \u00a0\n\t\t\t\t\t3,945 \u00a0\n\t\t\t\t\tTotal derivatives \u00a0\n\t\t\t\t\t430,123 \u00a0\n\t\t\t\t\t435,141 \u00a0\n\t\t\t\t\t260,224 \u00a0\n\t\t\t\t\t242,004 \u00a0\n\t\t\t\t\tPositive and negative fair\u00a0values of\u00a0derivatives are\u00a0offset if certain\u00a0criteria are fulfilled. Note G32 provides more information. \u00a0G12. Trading portfolio assets and liabilities continued \u00a0\n\t\t\t\t\t(d) Explanation of hedge accounting \u00a0\n\t\t\t\t\tAn overview over the risks the Group is exposed to and how they are defined is provided on the first page of the notes Risk management. For some of \u00a0\n\t\t\t\t\tthose risks hedge accounting is applied. The Group uses\u00a0fair value hedge accounting\u00a0for hedges of interest rate risk. Further, the Group hedges part of \u00a0\n\t\t\t\t\tthe foreign currency risk on net investment\u00a0in foreign entities. \u00a0\n\t\t\t\t\tHedge of interest rate risk \u00a0\n\t\t\t\t\tThe Group manages the fixed interest rate risk on financial assets and liabilities\u00a0measured at amortised cost as a combination of economic hedges \u00a0\n\t\t\t\t\t(matching of interest rate risk from assets and liabilities\u00a0at amortised cost across the Group\u2019s banking\u00a0units) and hedges using interest rate swaps. \u00a0\n\t\t\t\t\tGroup Treasury is responsible for the risk management of the interest rate risk (the so-called interest rate risk in the banking\u00a0book). In\u00a0the risk \u00a0\n\t\t\t\t\tmanagement process,\u00a0economic hedges are established and/or identified.\u00a0This includes the\u00a0acquisition of\u00a0\u2018hold to collect\u2019 fixed interest rate bonds in \u00a0\n\t\t\t\t\tGroup Treasury and\u00a0the identification\u00a0of fixed-rate loans extended by the Group\u2019s banking units to hedge the fixed interest rate risk on liabilities\u00a0(including \u00a0\n\t\t\t\t\tcore demand deposits). Interest rate risk on fixed-rate liabilities\u00a0(such as long\u00a0dated funding via bond issuance) is generally hedged by interest rate swaps \u00a0\n\t\t\t\t\tand the interest rate risk on certain fixed-rate assets can be hedged using derivatives\u00a0as well. For further information\u00a0see the\u00a0sections Market risk\u00a0in \u00a0\n\t\t\t\t\trelation to non-trading portfolios at Group Treasury and Interest rate risk in the banking book (IRRBB) in G41. \u00a0\n\t\t\t\t\tWhen the Group uses swaps to hedge the fixed interest rate risk on financial instruments,\u00a0the Group applies fair\u00a0value hedge accounting using the\u00a0optio n \u00a0\n\t\t\t\t\tin IFRS 9 to continue\u00a0to apply\u00a0the fair value\u00a0hedge accounting\u00a0provisions in\u00a0IAS 39. Fair value hedge accounting can\u00a0be applied if changes in the fair value \u00a0\n\t\t\t\t\tof the hedging swaps are expected to be effective in offsetting changes in the fair value of the hedged fixed interest rate risk. This requires (1) a\u00a0formal \u00a0\n\t\t\t\t\tdesignation and documentation\u00a0of the hedging\u00a0relationship, including a\u00a0risk management objective and strategy for the hedge, (2) that the hedge is \u00a0\n\t\t\t\t\texpected to be highly effective in achieving\u00a0offsetting changes in fair value of the hedged interest rate risk, (3) the effectiveness of the hedge can be reliably \u00a0\n\t\t\t\t\tmeasured and (4) the hedge on an ongoing basis has proven to be effective in actually offsetting of changes in fair value. With effective hedging, the hedged \u00a0\n\t\t\t\t\tinterest rate\u00a0risk on hedged assets and liabilities\u00a0is measured at fair value\u00a0and recognised as a value adjustment\u00a0of the hedged items. Value\u00a0adjustments \u00a0\n\t\t\t\t\ton the hedged item and the hedging swaps are presented in the income statement\u00a0under Net trading\u00a0income or\u00a0loss. Any ineffective portion of a\u00a0hedge \u00a0\n\t\t\t\t\tthat lies within the range for effective hedging\u00a0is therefore also included\u00a0under Net trading income or loss. \u00a0\n\t\t\t\t\tThe interest rate is considered fixed\u00a0if the interest rate resets to a reference rate with a term longer than three months. Once a financial instrument\u00a0has \u00a0\n\t\t\t\t\tbeen designated\u00a0as a hedged item it will remain as hedged item for the life of the instrument.\u00a0For hedged assets and liabilities\u00a0to which a fixed rate of \u00a0\n\t\t\t\t\tinterest applies for\u00a0a specified period of time\u00a0starting at the commencement date of the agreement, future interest payments are split into basis interes\u00a0t \u00a0\n\t\t\t\t\tand a customer margin and into periods of time. By entering into swaps or forwards with matching payment profiles in the same currencies and for the \u00a0\n\t\t\t\t\tsame periods, the Group hedges the risk at portfolio level from the commencement date of the hedged items. The fair values of the hedged interest rate \u00a0\n\t\t\t\t\trisk and\u00a0the hedging derivatives\u00a0to ensure that changes\u00a0in the fair value of the hedged interest\u00a0rate risk lie within a band of 80-125% of the changes in \u00a0\n\t\t\t\t\tthe fair value\u00a0of the hedging derivatives.\u00a0Portfolios of\u00a0hedging derivatives\u00a0are adjusted if\u00a0necessary. \u00a0\n\t\t\t\t\tThe primary reasons\u00a0for changes in\u00a0the fair value of fixed interest rate financial assets are changes in the interest rate risk and the credit risk. \u00a0\n\t\t\t\t\tHedge ineffectiveness relates to the fact that fair value changes on the hedged items are\u00a0measured based on the interest rate curve relevant for each \u00a0\n\t\t\t\t\thedged item while the fair value of the fixed legs of the hedging derivatives\u00a0are measured based on a swap curve. Further, the adjustment\u00a0of the portfolio s \u00a0\n\t\t\t\t\tof hedging derivatives\u00a0to changes in hedged positions is not done instantly,\u00a0and some hedge ineffectiveness\u00a0can therefore exist. \u00a0\n\t\t\t\t\tThe ongoing Interest Rate Benchmark Reform will replace existing benchmark inter-bank offered rates (IBORs) with alternative\u00a0risk-free rates. At the \u00a0\n\t\t\t\t\tbeginning of 2019, the Group formally established an IBOR Transition\u00a0Programme, the main objectives\u00a0being to identify how the IBOR transition will affect \u00a0\n\t\t\t\t\tthe Group financially\u00a0and operationally,\u00a0and identify how cessation of IBOR publications\u00a0would affect the Group\u2019s ability to service its customer base. The \u00a0\n\t\t\t\t\tprogramme has looked at both the financial and operational impact of the transition towards risk free rates and how to engage with customers\u00a0that have \u00a0\n\t\t\t\t\tbeen affected. The programme will continue into 2023 as attention\u00a0turns to the USD LIBOR contracts and the transition\u00a0of these ahead of the 30 June \u00a0\n\t\t\t\t\t2023 deadline. \u00a0\n\t\t\t\t\tIAS 39 provides reliefs from some\u00a0of the effectiveness requirements.\u00a0For the\u00a0purpose of the expected effectiveness, it is assumed that the benchmar\u00a0k \u00a0\n\t\t\t\t\treform will not alter the cash flows. Further, a hedge will not disqualify\u00a0if the actual result of the hedge falls outside the band of 80-125%, if the other \u00a0\n\t\t\t\t\trequirements for applying hedge accounting are fulfilled. The relief covers the period during which uncertainty\u00a0on the timing\u00a0and the amount of the \u00a0\n\t\t\t\t\tamended or\u00a0replaced reference rates exists. IAS 39 contains further reliefs from existing hedge accounting\u00a0requirements, for example that hedge \u00a0\n\t\t\t\t\taccounting does not discontinue\u00a0solely due to the benchmark\u00a0reform. Here\u00a0the hedging relationships\u00a0and documentations\u00a0are to be amended to reflect \u00a0\n\t\t\t\t\tchanges in the hedged item, the hedging instrument\u00a0and the hedged risk (which do not represent a discontinuation\u00a0of the\u00a0exiting hedge). Based on this, \u00a0\n\t\t\t\t\tthe current uncertainty\u00a0in relation to reference rates that have not yet been amended or replaced does not have an impact on\u00a0the Group\u2019s ability to use \u00a0\n\t\t\t\t\tfair value hedge accounting on\u00a0existing hedging relationships. \u00a0G12. Trading portfolio assets and liabilities continued \u00a0\n\t\t\t\t\tThe tables below show the hedging derivatives\u00a0and the hedged fixed interest rate financial instruments, including a\u00a0breakdown of\u00a0the hedging derivative\u00a0s \u00a0\n\t\t\t\t\tat the end of 2022 and 2021 by the major reference rates as considered above. \u00a0\n\t\t\t\t\tChanges in fair value \u00a0\n\t\t\t\t\tused for calculating \u00a0\n\t\t\t\t\tHedging derivatives \u00a0\n\t\t\t\t\tNominal amount \u00a0\n\t\t\t\t\tCarrying amount \u00a0\n\t\t\t\t\thedge ineffectiveness \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tInterest rate swaps, 2022 \u00a0\n\t\t\t\t\tCIBOR \u00a0\n\t\t\t\t\t15,282 \u00a0\n\t\t\t\t\tSTIBOR \u00a0\n\t\t\t\t\t125,793 \u00a0\n\t\t\t\t\tNIBOR \u00a0\n\t\t\t\t\t16,773 \u00a0\n\t\t\t\t\tEURIBOR \u00a0\n\t\t\t\t\t226,580 \u00a0\n\t\t\t\t\tLIBOR \u00a0\n\t\t\t\t\t117,691 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t13,688 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t515,807 \u00a0\n\t\t\t\t\t3,380 \u00a0\n\t\t\t\t\t21,377 \u00a0\n\t\t\t\t\t-21,295 \u00a0\n\t\t\t\t\tInterest rate swaps, 2021 \u00a0\n\t\t\t\t\tCIBOR \u00a0\n\t\t\t\t\t13,735 \u00a0\n\t\t\t\t\tSTIBOR \u00a0\n\t\t\t\t\t142,924 \u00a0\n\t\t\t\t\tNIBOR \u00a0\n\t\t\t\t\t20,175 \u00a0\n\t\t\t\t\tEURIBOR \u00a0\n\t\t\t\t\t267,143 \u00a0\n\t\t\t\t\tLIBOR \u00a0\n\t\t\t\t\t105,073 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t38,010 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t587,060 \u00a0\n\t\t\t\t\t7,671 \u00a0\n\t\t\t\t\t3,968 \u00a0\n\t\t\t\t\t-6,093 \u00a0\n\t\t\t\t\tProfile of the timing\u00a0of the nominal amount\u00a0of the hedging\u00a0derivatives \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t< 12 months \u00a0\n\t\t\t\t\t151,844 \u00a0\n\t\t\t\t\t193,810 \u00a0\n\t\t\t\t\t1-5 years \u00a0\n\t\t\t\t\t348,754 \u00a0\n\t\t\t\t\t377,417 \u00a0\n\t\t\t\t\t> 5 years \u00a0\n\t\t\t\t\t15,210 \u00a0\n\t\t\t\t\t15,833 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t515,807 \u00a0\n\t\t\t\t\t587,060 \u00a0\n\t\t\t\t\tThe table below shows the nominal contract amount of all derivatives\u00a0that are yet to transition\u00a0to alternative rates,\u00a0by the major reference rates. Any \u00a0\n\t\t\t\t\tderivatives that\u00a0mature prior to\u00a0transition of\u00a0their reference\u00a0rates are not included\u00a0in the table. \u00a0\n\t\t\t\t\tDerivatives yet\u00a0to transition to\u00a0alternative benchmark rates \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tUSD LIBOR \u00a0\n\t\t\t\t\t2,595,687 \u00a0\n\t\t\t\t\t2,955,501 \u00a0\n\t\t\t\t\tGBP LIBOR \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t397,642 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t141,965 \u00a0\n\t\t\t\t\t419,475 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,737,652 \u00a0\n\t\t\t\t\t3,772,618 \u00a0G12. Trading portfolio assets and liabilities continued \u00a0\n\t\t\t\t\tAccumulated amount of fair \u00a0\n\t\t\t\t\tvalue hedge adjustments on the \u00a0\n\t\t\t\t\tChange in fair \u00a0\n\t\t\t\t\thedged item included in the \u00a0\n\t\t\t\t\tvalue used for \u00a0\n\t\t\t\t\tcarrying amount of the hedged \u00a0\n\t\t\t\t\tcalculating hedge \u00a0\n\t\t\t\t\tHedged fixed\u00a0interest rate risk \u00a0\n\t\t\t\t\tCarrying amount\u00a0of hedged items \u00a0\n\t\t\t\t\titem \u00a0\n\t\t\t\t\tineffectiveness \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tAmounts due from credit institutions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t13,706 \u00a0\n\t\t\t\t\t-844 \u00a0\n\t\t\t\t\t-2,260 \u00a0\n\t\t\t\t\tBonds 'held to collect and sell' \u00a0\n\t\t\t\t\t837 \u00a0\n\t\t\t\t\t76 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\tAmounts due to credit institutions \u00a0\n\t\t\t\t\t2,432 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t4,205 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t155,541 \u00a0\n\t\t\t\t\t-14,296 \u00a0\n\t\t\t\t\t15,760 \u00a0\n\t\t\t\t\tNon-preferred senior debt \u00a0\n\t\t\t\t\t83,028 \u00a0\n\t\t\t\t\t-5,206 \u00a0\n\t\t\t\t\t5,889 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t22,069 \u00a0\n\t\t\t\t\t-1,843 \u00a0\n\t\t\t\t\t1,871 \u00a0\n\t\t\t\t\tTotal, \u00a0\n\t\t\t\t\t14,544 \u00a0\n\t\t\t\t\t267,276 \u00a0\n\t\t\t\t\t-768 \u00a0\n\t\t\t\t\t-21,375 \u00a0\n\t\t\t\t\t21,270 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tAmounts due from credit institutions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t22,114 \u00a0\n\t\t\t\t\t1,412 \u00a0\n\t\t\t\t\t-912 \u00a0\n\t\t\t\t\tBonds 'held to collect and sell' \u00a0\n\t\t\t\t\t1010 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tAmounts due to credit institutions \u00a0\n\t\t\t\t\t173 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t5\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t653 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t184,364 \u00a0\n\t\t\t\t\t1,243 \u00a0\n\t\t\t\t\t4,450 \u00a0\n\t\t\t\t\tNon-preferred senior debt \u00a0\n\t\t\t\t\t97,216 \u00a0\n\t\t\t\t\t683 \u00a0\n\t\t\t\t\t2,116 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t23,998 \u00a0\n\t\t\t\t\t28 \u00a0\n\t\t\t\t\t408 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t23,124 \u00a0\n\t\t\t\t\t306,404 \u00a0\n\t\t\t\t\t1,512 \u00a0\n\t\t\t\t\t1,958 \u00a0\n\t\t\t\t\t6,045 \u00a0\n\t\t\t\t\tHedge ineffectiveness recognised in the income statement, 2022 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\tHedge ineffectiveness recognised in the income statement, 2021 \u00a0\n\t\t\t\t\t-48 \u00a0G12. Trading portfolio assets and liabilities continued \u00a0\n\t\t\t\t\tHedge of foreign exchange risk on net investments\u00a0in foreign entities \u00a0\n\t\t\t\t\tThe Group hedges its foreign exchange risk on net investments\u00a0in foreign currency units. Foreign exchange risk is defined as risk of losses from translatin\u00a0g \u00a0\n\t\t\t\t\tthe net investments\u00a0in foreign entities\u00a0that are\u00a0denominated in a\u00a0foreign currency other than DKK. The net investment\u00a0in foreign currency\u00a0units include\u00a0s \u00a0\n\t\t\t\t\tthe net assets and goodwill of the units. The Group has granted loans in the currency of the foreign unit to its branches in Sweden, Norway and Finland \u00a0\n\t\t\t\t\tfor a total of DKK 34,573 million\u00a0(2021: 35,698 million). The loans represent the capital allocated to these units. The settlement of the loans is neithe\u00a0r \u00a0\n\t\t\t\t\tplanned nor likely to occur in the foreseeable future and they are a part of the net investment\u00a0in those units. Further, Danske Bank A/S has\u00a0granted the \u00a0\n\t\t\t\t\tsubsidiary Northern Bank an additional\u00a0tier 1 capital instrument\u00a0that together with shareholders\u2019 equity in Northern Bank is\u00a0considered part\u00a0of the net \u00a0\n\t\t\t\t\tinvestment in\u00a0Northern Bank.\u00a0The exchange differences from translating net profit in the foreign\u00a0units at\u00a0the date of underlying\u00a0transactions and\u00a0assets \u00a0\n\t\t\t\t\tand liabilities\u00a0at the closing rate and from translating\u00a0the opening net assets at a closing rate that differs from the previous closing rate are recognised \u00a0\n\t\t\t\t\tin Other comprehensive\u00a0income (translation differences). \u00a0\n\t\t\t\t\tThe Group hedges the foreign exchange risk of net investments\u00a0in branches and subsidiaries\u00a0outside Denmark by designating\u00a0funding arrangements in \u00a0\n\t\t\t\t\tthe matching currencies as\u00a0a hedge of the foreign exchange risk on the net investments.\u00a0The foreign exchange differences on the funding arrangements \u00a0\n\t\t\t\t\tare recognised in Other comprehensive income to offset\u00a0the exchange differences on the net investments.\u00a0The funding arrangements consist primarily \u00a0\n\t\t\t\t\tof issued bonds. Realised net profit is hedged in the beginning\u00a0of the next month. The Group does not\u00a0hedge the expected financial results of units outsid\u00a0e \u00a0\n\t\t\t\t\tDenmark or\u00a0other future transactions.\u00a0In terms\u00a0of assessing hedge effectiveness, this is applied by comparing the nominal value of the funding \u00a0\n\t\t\t\t\tarrangement to the nominal value of\u00a0the net\u00a0investments. Hedge ineffectiveness can\u00a0arise to the extent the funding arrangements exceed the net \u00a0\n\t\t\t\t\tinvestments. However, when\u00a0the net investments\u00a0are decreased, e.g. when the net investments\u00a0are reduced by paying\u00a0out dividend,\u00a0the same amount of \u00a0\n\t\t\t\t\tfunding arrangements are de-designated as hedges and the funding arrangements designated as hedges will therefore, in general, not exceed the net \u00a0\n\t\t\t\t\tinvestments. \u00a0\n\t\t\t\t\tPart of the funding of the loans granted to the branches in Sweden, Norway and Finland is in DKK in order to create a so-called structural FX hedge \u00a0\n\t\t\t\t\tposition in\u00a0accordance with banking\u00a0regulation, i.e.\u00a0to reduce the impact on capital ratios resulting\u00a0from changes in the risk exposure amount due to \u00a0\n\t\t\t\t\tchanges in currency rates. With effect\u00a0from 1 January 2021, the Group\u2019s net investment\u00a0in its subsidiaries\u00a0Danske Hypotek AB (Sweden) and Danske \u00a0\n\t\t\t\t\tMortgage Bank\u00a0Plc (Finland) has\u00a0been included in the structural hedge position to extend the hedge to\u00a0the risk\u00a0exposure amount measured by currenc\u00a0y \u00a0\n\t\t\t\t\tfor EUR, NOK and SEK across the entire\u00a0Group balance sheet, although with constraints to the size of the loans to the foreign branches and the net \u00a0\n\t\t\t\t\tinvestment in\u00a0the foreign subsidiaries.\u00a0This strategy of partly hedging the sensitivity\u00a0to capital ratios from\u00a0volatility in\u00a0foreign currency rates, increases \u00a0\n\t\t\t\t\tthe volatility\u00a0in Other\u00a0comprehensive income\u00a0and the Foreign currency translation\u00a0reserve in equity under IFRS since it decrease the hedge of the \u00a0\n\t\t\t\t\tcurrency risk on the net investments\u00a0in those\u00a0units. At the end of 2022, the structural\u00a0FX hedge position\u00a0totalled DKK 41,350\u00a0million (2021:\u00a0DKK 39,749 \u00a0\n\t\t\t\t\tmillion) and\u00a0a loss of DKK 2,070 million\u00a0(2021: gain of DKK 393 million)\u00a0has been recognised in Other comprehensive\u00a0income, primarily due\u00a0to \u00a0\n\t\t\t\t\tdepreciation of SEK against DKK in\u00a02022. For further information, see the section on Market risk - Structural FX risk in G41. \u00a0\n\t\t\t\t\tThe cumulative\u00a0exchange differences on the hedging instrument and the translation\u00a0differences related to the net investment\u00a0is reclassified from Other \u00a0\n\t\t\t\t\tcomprehensive income to\u00a0the income statement on\u00a0the disposal of the foreign entities. \u00a0\n\t\t\t\t\tThe table below provides information on the hedge of net investments\u00a0in foreign entities. \u00a0\n\t\t\t\t\tHedging of foreign\u00a0entities \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tNet investment\u00a0in foreign units \u00a0\n\t\t\t\t\t44,585 \u00a0\n\t\t\t\t\t48,674 \u00a0\n\t\t\t\t\tFunding arrangements designated as a hedge of net investments\u00a0in foreign units1 \u00a0\n\t\t\t\t\t3,236 \u00a0\n\t\t\t\t\t8,925 \u00a0\n\t\t\t\t\tPortion of net investment\u00a0in foreign\u00a0units not hedged, structural FX position \u00a0\n\t\t\t\t\t41,350 \u00a0\n\t\t\t\t\t39,749 \u00a0\n\t\t\t\t\tHedge ineffectiveness \u00a0\n\t\t\t\t\tExchange differences on the hedging instruments \u00a0\n\t\t\t\t\t2,463 \u00a0\n\t\t\t\t\t-1,270 \u00a0\n\t\t\t\t\tExchange differences on the net investment used for recognising hedge ineffectiveness \u00a0\n\t\t\t\t\t-2,463 \u00a0\n\t\t\t\t\t1,270 \u00a0\n\t\t\t\t\tHedge ineffectiveness recognised in the income statement (net trading income) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tHedging gains or losses recognised in OCI \u00a0\n\t\t\t\t\t2,463 \u00a0\n\t\t\t\t\t-1,270 \u00a0\n\t\t\t\t\tReclassified to the income statement on disposal of foreign units2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1Primarily included on the line item \u2018Issued bonds at amortised cost\u2019 \u00a0\n\t\t\t\t\t2Included in the item \u2018Gain or losses on sale of disposal groups held for sale\u2019 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFinancialInstrumentsHeldForTradingExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2421": {
   "value": "Financial instruments\u00a0and obligations\u00a0under insurance contracts, classification\u00a0and measurement\u00a0end of 2022 \u00a0\n\t\t\t\t\tAmortised cost \u00a0\n\t\t\t\t\tFair value OCI \u00a0\n\t\t\t\t\tFair value through profit or loss \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tand sell \u00a0\n\t\t\t\t\tManaged F\u00a0VPL due \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tHeld for \u00a0\n\t\t\t\t\tat fair\u00a0to SPPI \u00a0\n\t\t\t\t\tInterest rate \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tassets/Liabilities \u00a0\n\t\t\t\t\tassets* \u00a0\n\t\t\t\t\ttrading \u00a0\n\t\t\t\t\tvalue \u00a0\n\t\t\t\t\ttest Designated \u00a0\n\t\t\t\t\thedge ** \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central \u00a0\n\t\t\t\t\tbanks \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t427 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t1,084 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t209 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,015 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,433 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t635 \u00a0\n\t\t\t\t\t771 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t3,682 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,498 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\t891 \u00a0\n\t\t\t\t\t810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t3,829 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t139 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,164 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t193 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts *** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2022 \u00a0\n\t\t\t\t\t1,599 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,402 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,534 \u00a0\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2021 \u00a0\n\t\t\t\t\t1,617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,680 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,674 \u00a0\n\t\t\t\t\t* Unrealised fair value gains and losses are presented in Other comprehensive income,\u00a0andrealised fairvalue gains and losses arerecycled tothe income statement. \u00a0\n\t\t\t\t\t**The interest rate risk on some fixed-rate financial assets and liabilities is hedged by derivatives (fair value hedging). The interest rate risk on some fixed-rate bonds 'hold to collect and sell' \u00a0\n\t\t\t\t\tis also hedged by derivatives. The fair value represents changes in the fair value of the interest rate risk on the hedged items, i.e. not a full fair value of the hedged items. \u00a0\n\t\t\t\t\t*** Liabilities under insurance contracts are recognised at the present value of expected insurance benefits. \u00a0(b) Trading portfolio liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\tDerivatives with\u00a0negative fair value \u00a0\n\t\t\t\t\t435,141 \u00a0\n\t\t\t\t\t242,004 \u00a0\n\t\t\t\t\tObligations to repurchase securities \u00a0\n\t\t\t\t\t119,180 \u00a0\n\t\t\t\t\t132,349 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t554,321 \u00a0\n\t\t\t\t\t374,353 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFinancialLiabilitiesHeldForTradingExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2423": {
   "value": "Financial instruments\u00a0and obligations\u00a0under insurance contracts, classification\u00a0and measurement\u00a0end of 2022 \u00a0\n\t\t\t\t\tAmortised cost \u00a0\n\t\t\t\t\tFair value OCI \u00a0\n\t\t\t\t\tFair value through profit or loss \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tand sell \u00a0\n\t\t\t\t\tManaged F\u00a0VPL due \u00a0\n\t\t\t\t\tHeld to collect \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tHeld for \u00a0\n\t\t\t\t\tat fair\u00a0to SPPI \u00a0\n\t\t\t\t\tInterest rate \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tassets/Liabilities \u00a0\n\t\t\t\t\tassets* \u00a0\n\t\t\t\t\ttrading \u00a0\n\t\t\t\t\tvalue \u00a0\n\t\t\t\t\ttest Designated \u00a0\n\t\t\t\t\thedge ** \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central \u00a0\n\t\t\t\t\tbanks \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t427 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t1,084 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t209 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,015 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,433 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t635 \u00a0\n\t\t\t\t\t771 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t3,682 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets, 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,498 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t502 \u00a0\n\t\t\t\t\t891 \u00a0\n\t\t\t\t\t810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t3,829 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t139 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,164 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t697 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t193 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts *** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2022 \u00a0\n\t\t\t\t\t1,599 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t533 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,402 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,534 \u00a0\n\t\t\t\t\tTotal financial\u00a0liabilities, 31\u00a0December 2021 \u00a0\n\t\t\t\t\t1,617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,680 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,674 \u00a0\n\t\t\t\t\t* Unrealised fair value gains and losses are presented in Other comprehensive income,\u00a0andrealised fairvalue gains and losses arerecycled tothe income statement. \u00a0\n\t\t\t\t\t**The interest rate risk on some fixed-rate financial assets and liabilities is hedged by derivatives (fair value hedging). The interest rate risk on some fixed-rate bonds 'hold to collect and sell' \u00a0\n\t\t\t\t\tis also hedged by derivatives. The fair value represents changes in the fair value of the interest rate risk on the hedged items, i.e. not a full fair value of the hedged items. \u00a0\n\t\t\t\t\t*** Liabilities under insurance contracts are recognised at the present value of expected insurance benefits. \u00a0(a) Trading portfolio assets (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDerivatives with\u00a0positive fair value \u00a0\n\t\t\t\t\t430,123 \u00a0\n\t\t\t\t\t260,224 \u00a0\n\t\t\t\t\tListed bonds \u00a0\n\t\t\t\t\t200,395 \u00a0\n\t\t\t\t\t237,283 \u00a0\n\t\t\t\t\tListed shares \u00a0\n\t\t\t\t\t8,198 \u00a0\n\t\t\t\t\t11,978 \u00a0\n\t\t\t\t\tUnlisted shares \u00a0\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t106 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t638,799 \u00a0\n\t\t\t\t\t509,590 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFinancialAssetsHeldForTradingExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2425": {
   "value": "(c) Overview\u00a0of classification\u00a0and measurement\u00a0basis for financial instruments\u00a0and insurance contracts \u00a0\n\t\t\t\t\tClassification and\u00a0measurement of\u00a0financial assets\u00a0and financial\u00a0liabilities \u2013\u00a0general \u00a0\n\t\t\t\t\tFinancial assets are classified on the basis of the business model adopted for\u00a0managing the assets and on their contractual\u00a0cash flow characteristic\u00a0s \u00a0\n\t\t\t\t\t(including embedded\u00a0derivatives, if\u00a0any) are grouped into one of the following\u00a0measurement categories: \uf0b7 \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAmortised cost\u00a0(AMC) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through other comprehensive income (FVOCI) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFair value through profit or loss (FVPL) \u00a0\n\t\t\t\t\tFinancial assets are measured at AMC if they are held within a business model for the purpose of collecting contractual\u00a0cash flows\u00a0(hold to collect) and \u00a0\n\t\t\t\t\tif cash flows are solely payments\u00a0of principal\u00a0and interest\u00a0on the principal amount outstanding. \u00a0\n\t\t\t\t\tFinancial assets\u00a0are measured at FVOCI\u00a0if they are held within\u00a0a business model for\u00a0the purpose of both collecting\u00a0contractual cash\u00a0flows and selling \u00a0\n\t\t\t\t\t(hold to collect and sell) and if cash flows are solely payments of principal and interest on the principal amount outstanding.\u00a0FVOCI results in the assets \u00a0\n\t\t\t\t\tbeing recognised at fair value in the balance sheet and at AMC in\u00a0the income statement. Gains and\u00a0losses, except for expected credit losses and foreign \u00a0\n\t\t\t\t\texchanges gains and losses, are therefore recognised in other comprehensive income until the financial asset is derecognised. When the financial asset \u00a0\n\t\t\t\t\tis derecognised the cumulative\u00a0gains and losses previously\u00a0recognised in other comprehensive\u00a0income are reclassified\u00a0to the income\u00a0statement. \u00a0\n\t\t\t\t\tAll other financial assets are mandatorily\u00a0measured at FVPL including\u00a0financial assets held within other business models, such as\u00a0financial assets \u00a0\n\t\t\t\t\tmanaged at\u00a0fair value or held for trading and financial\u00a0assets with contractual cash flows that are not solely payments of principal and interest on the \u00a0\n\t\t\t\t\tprincipal amount outstanding. \u00a0\n\t\t\t\t\tGenerally, financial liabilities\u00a0are measured at\u00a0amortised cost\u00a0and when relevant with bifurcation of embedded derivatives\u00a0not closely related to the host \u00a0\n\t\t\t\t\tcontract. Financial liabilities measured at\u00a0fair value comprise the trading portfolio (derivatives and\u00a0obligations to repurchase securities) and\u00a0liabilitie s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss under the fair value option.\u00a0Value adjustments relating to the inherent credit risk of financial liabilitie\u00a0s \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value\u00a0are recognised in other comprehensive\u00a0income unless this leads to an accounting mismatch. \u00a0G33. Fair value information\u00a0for financial\u00a0instruments continued \u00a0\n\t\t\t\t\tValuation techniques \u00a0\n\t\t\t\t\tThe most frequently\u00a0used valuation\u00a0techniques include the pricing of transactions with future settlement and swap\u00a0models that\u00a0apply present value \u00a0\n\t\t\t\t\tcalculations, credit\u00a0pricing models and options models, such as Black & Scholes models. As part of the Group\u2019s control environment,\u00a0valuation models\u00a0are \u00a0\n\t\t\t\t\tvalidated by\u00a0units that\u00a0are independent\u00a0of the business units\u00a0that develop\u00a0the models and trade in the products covered by\u00a0the models. Validation\u00a0is made \u00a0\n\t\t\t\t\tto test the implementation,\u00a0quality and operating stability of\u00a0models to ensure that the models can be used for\u00a0pricing and\u00a0risk management of\u00a0financial \u00a0\n\t\t\t\t\tproducts. \u00a0\n\t\t\t\t\tLoans granted and bonds issued by Realkredit Danmark are recognised at the fair value of the issued bonds (the quoted price in an active market). The \u00a0\n\t\t\t\t\tGroup adjusts\u00a0for changes to the fair value of the credit risk on borrowers etc. The adjustment\u00a0is described further\u00a0in note\u00a0G16. \u00a0\n\t\t\t\t\tThe value of derivatives,\u00a0primarily long-term contracts, is determined on\u00a0observable yields extrapolated\u00a0to yield curves for the full duration of the contracts. \u00a0\n\t\t\t\t\tMoreover, the very limited portfolio of\u00a0credit derivatives\u00a0is valued\u00a0on the basis of observable\u00a0input as\u00a0well as assumptions\u00a0about the probability\u00a0of default \u00a0\n\t\t\t\t\t(recovery rate).\u00a0Unlisted shares\u00a0are measured at fair value in accordance with the International\u00a0Private Equity and Venture Capital Valuation Guideline\u00a0s \u00a0\n\t\t\t\t\t(IPEV) which are compliant with IFRS. IPEV guides the calculation of the estimated fair\u00a0value of\u00a0unlisted shares as the price\u00a0that would be received to sell \u00a0\n\t\t\t\t\tan asset or paid to transfer a liability\u00a0in an orderly transaction between market participants\u00a0at the measurement\u00a0date. Valuation\u00a0methods includ\u00a0e \u00a0\n\t\t\t\t\tdiscounted cash flow models and pricing based on a multiple\u00a0of earnings or equity. \u00a0\n\t\t\t\t\tFair value adjustments \u00a0\n\t\t\t\t\tManagement estimates underlie the\u00a0valuation of\u00a0financial instruments\u00a0for which the value is based on valuation\u00a0techniques. The Group makes fair value \u00a0\n\t\t\t\t\tadjustments to\u00a0cover changes in\u00a0counterparty risk\u00a0(CVA and DVA)\u00a0on derivatives,\u00a0funding risk (FVA and ColVA), bid-offer spreads on the net open positio\u00a0n \u00a0\n\t\t\t\t\tof portfolios\u00a0with offsetting\u00a0market risk, and model risk on level 3 derivatives. \u00a0\n\t\t\t\t\tCredit value\u00a0adjustment (CVA),\u00a0debit value\u00a0adjustment (DVA)\u00a0and funding value adjustment (FVA and ColVA) \u00a0\n\t\t\t\t\tThe Group makes a\u00a0fair value adjustment to cover the counterparty credit risk on derivatives\u00a0with a positive fair value (CVA). For\u00a0a given counterparty\u2019\u00a0s \u00a0\n\t\t\t\t\tportfolio of\u00a0derivatives, CVA\u00a0is calculated as\u00a0a function\u00a0of the probability\u00a0of default\u00a0(PD), the expected\u00a0positive exposure (EPE) and the loss given default in \u00a0\n\t\t\t\t\tthe event of bankruptcy\u00a0(LGD). The Group enters into derivatives\u00a0transactions mainly with counterparties\u00a0in the\u00a0Scandinavian market. \u00a0\n\t\t\t\t\tThe PDs used in the CVA model are derived\u00a0from single name liquid credit default swap (CDS). If this is not available,\u00a0the PDs are derived using proxy- \u00a0\n\t\t\t\t\tmapping to a CDS index. For the calculation of EPE, the Group uses simulations\u00a0to estimate\u00a0the expected positive exposures to\u00a0the counterparty\u2019s portfolio \u00a0\n\t\t\t\t\tover the term of the derivatives.\u00a0The exposure model is\u00a0based fully on market-implied\u00a0data. For\u00a0the calculation\u00a0of LGD, the Group uses market compliant \u00a0\n\t\t\t\t\tLGD. However, for customers classified in stage 3 in relation to the expected credit loss impairment, CVA is calculated\u00a0as if the\u00a0derivatives were\u00a0loans \u00a0\n\t\t\t\t\tsubject to\u00a0impairment because\u00a0of credit losses. \u00a0\n\t\t\t\t\tA fair value\u00a0adjustment for\u00a0derivatives with\u00a0an expected negative\u00a0exposure is made to cover the counterparty's\u00a0credit risk on\u00a0Danske Bank\u00a0(DVA), with\u00a0PD \u00a0\n\t\t\t\t\tcalculated according to principles similar to\u00a0CVA. The Group uses PD values derived from Danske Bank\u2019s liquid CDS spread. \u00a0\n\t\t\t\t\tA fair value\u00a0adjustment for\u00a0derivatives to\u00a0cover expected funding\u00a0costs (FVA and ColVA) is calculated.\u00a0FVA primarily\u00a0arises from the cost of funding \u00a0\n\t\t\t\t\tuncollateralised derivatives. The\u00a0adjustment is\u00a0a function of the unsecured funding curve and expected future exposures. ColVA takes into account the \u00a0\n\t\t\t\t\tfunding cost\u00a0and benefit on collateralised\u00a0derivatives. The ColVA adjustment is a function of\u00a0expected collateral balances and cross-currency basis and \u00a0\n\t\t\t\t\trepo spreads. \u00a0\n\t\t\t\t\tAt the end of 2022, CVA, DVA,\u00a0FVA and ColVA came to a net amount of DKK\u00a0-94 million\u00a0(2021: DKK 894\u00a0million), including the adjustment for\u00a0credit risk \u00a0\n\t\t\t\t\ton derivatives\u00a0in stage\u00a03. \u00a0\n\t\t\t\t\tBid-offer spread \u00a0\n\t\t\t\t\tFor portfolios\u00a0of assets and liabilities\u00a0with offsetting market risk, the Group bases its measurement of the portfolios on mid-market prices and\u00a0makes fair \u00a0\n\t\t\t\t\tvalue adjustments\u00a0to recognise net assets at the bid price and net liabilities\u00a0at the\u00a0offer price (exit prices). At the end of 2022, these fair value adjustmen\u00a0ts \u00a0\n\t\t\t\t\ttotalled DKK 151 million (2021: DKK 106 million). \u00a0\n\t\t\t\t\tModel risk \u00a0\n\t\t\t\t\tTo account for the uncertainty\u00a0associated with measuring\u00a0the value of derivatives\u00a0on the basis of non-observable\u00a0input (level 3 in the fair value\u00a0hierarchy), \u00a0\n\t\t\t\t\tthe Group has established guidelines to quantify risk. The Group calculates and\u00a0monitors the reserve\u00a0on an ongoing basis. At the end of 2022, the reserve \u00a0\n\t\t\t\t\ttotalled DKK 0\u00a0million (2021: DKK 0\u00a0million). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForFairValueMeasurementExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2428": {
   "value": "(d) Financial\u00a0highlights \u00a0\n\t\t\t\t\tThe financial highlights\u00a0and reporting\u00a0for each segment shown\u00a0in note G3 are used in the Management\u2019s\u00a0report and represent the financial informatio\u00a0n \u00a0\n\t\t\t\t\tregularly provided to management. The Reclassification\u00a0column in note\u00a0G3 shows the\u00a0reconciliation between\u00a0the presentation\u00a0in the financial highlights \u00a0\n\t\t\t\t\tand the presentation in the consolidated\u00a0financial statements\u00a0prepared under IFRS and includes\u00a0the following: \u00a0\n\t\t\t\t\tOperating leases \u00a0\n\t\t\t\t\tIn the IFRS income statement, gains or losses on the sale of operating lease assets, excluding\u00a0properties, at\u00a0the end of the lease agreement are presented \u00a0\n\t\t\t\t\ton a gross basis (the Group\u00a0acts as a lessor). This\u00a0means that\u00a0the proceeds from the sale of the assets are recognised under Other\u00a0income, whereas the \u00a0\n\t\t\t\t\tcarrying amount of\u00a0the lease assets is recognised under Operating expenses. \u00a0\n\t\t\t\t\tIn the financial highlights,\u00a0the gains or losses on the sale of the\u00a0lease asset are presented\u00a0on a net basis under\u00a0Other income to better reflect the \u00a0\n\t\t\t\t\tdevelopment in\u00a0the cost\u00a0base. \u00a0\n\t\t\t\t\tMarkets and Investment\u00a0Banking &\u00a0Securities (both\u00a0part of\u00a0Large Corporates\u00a0& Institutions)\u00a0and Group\u00a0Treasury (part of Group\u00a0Functions) \u00a0\n\t\t\t\t\tIn the IFRS income statement, income from Markets and Investment\u00a0Banking & Securities and Group Treasury is\u00a0presented as\u00a0Net interest income, the \u00a0\n\t\t\t\t\tnet of Fee income and Fee expenses. Net trading\u00a0income or loss and Other\u00a0income, depending on\u00a0the type of\u00a0income. The distribution\u00a0of income between \u00a0\n\t\t\t\t\tthe various income line items can\u00a0vary considerably from\u00a0one year to the next, depending\u00a0on the\u00a0underlying transactions and\u00a0market conditions.\u00a0To better \u00a0\n\t\t\t\t\treflect income in those areas, the following\u00a0reclassifications are made in\u00a0the financial highlights: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAll income contributed by Markets, excluding Market\u2019s share of\u00a0margins on customer derivatives,\u00a0is presented\u00a0as Net trading\u00a0income \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tTrading-related income at Investment Banking &\u00a0Securities is presented as Net trading\u00a0income. However,\u00a0income contributed by\u00a0Equity Finance \u00a0\n\t\t\t\t\t(also part of Large Corporates\u00a0& Institutions,\u00a0Investment Banking & Securities) is presented as Net fee income \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAll income in Group Treasury, except income at Internal Bank, income on bonds held to collect and bonds held to\u00a0collect and sell, are presented as \u00a0\n\t\t\t\t\tNet trading income. \u00a0\n\t\t\t\t\tDanica Pension \u00a0\n\t\t\t\t\tIn the\u00a0IFRS income statement,\u00a0income and expenses in Danica Pension is consolidated\u00a0on a line-by-line\u00a0basis. In the financial highlights, earnings in the \u00a0\n\t\t\t\t\tbusiness segment\u00a0Danica Pension is presented as\u00a0a single line Net income from insurance business due to Danica Pension being a\u00a0separate business \u00a0\n\t\t\t\t\tunit. This increases transparency and simplicity\u00a0in the income statement part of the financial highlights,\u00a0as Danica Pension\u2019s business model is very \u00a0\n\t\t\t\t\tdifferent from the business\u00a0model of the other commercial activities\u00a0within the Group. Net income insurance business is presented before elimination\u00a0of \u00a0\n\t\t\t\t\tintra-group transactions. \u00a0\n\t\t\t\t\tNon-core \u00a0\n\t\t\t\t\tIn the IFRS income statement and balance sheet, income and expense items and asset\u00a0and liability\u00a0items from\u00a0the Non-core segment are included\u00a0in the \u00a0\n\t\t\t\t\tvarious income statement and balance sheet line items, as the segment does not fulfil the requirements in IFRS 5, Non-current Assets Held for Sale and \u00a0\n\t\t\t\t\tDiscontinued Operations. \u00a0\n\t\t\t\t\tThe Non-core segment includes\u00a0certain customer segments that are\u00a0no longer considered part of the Group\u2019s core business. To better reflect activitie\u00a0s \u00a0\n\t\t\t\t\tfrom the Group\u2019s core and non-core business, the profit or loss of the Non-core segment is presented as one amount in a separate line item \u2018Profit before \u00a0\n\t\t\t\t\ttax, Non-core\u2019 in\u00a0the financial highlights. Similarly,\u00a0assets are presented together\u00a0as Total\u00a0assets in\u00a0Non-core and liabilities\u00a0together as Total liabilities\u00a0in \u00a0\n\t\t\t\t\tNon-core in the balance sheet in the financial highlights. \u00a0\n\t\t\t\t\t(e) Reporting\u00a0on the ESEF Regulation \u00a0\n\t\t\t\t\tThe Commission\u2019s Delegated Regulation (EU) 2019/815 on the European Single Electronic Format (ESEF\u00a0Regulation) requires a special digital reporting \u00a0\n\t\t\t\t\tformat for annual\u00a0report for publicly\u00a0listed entities. The ESEF Regulation includes requirements related to the\u00a0preparation of\u00a0the annual report in XHTML \u00a0\n\t\t\t\t\tformat and iXBRL\u00a0tagging of the\u00a0consolidated financial statements\u00a0key elements\u00a0including Income\u00a0statement, Statement\u00a0of comprehensive\u00a0income, \u00a0\n\t\t\t\t\tBalance sheet, Statement\u00a0of capital, Cash flow statement and notes. \u00a0\n\t\t\t\t\tDanske Bank\u00a0Group\u2019s iXBRL tagging is prepared in accordance the ESEF taxonomy which is included in the appendices\u00a0of the ESEF Regulation\u00a0and is \u00a0\n\t\t\t\t\tdeveloped based\u00a0on the IFRS taxonomy that is published by\u00a0IFRS Foundation. For\u00a0the annual\u00a0report for 2022,\u00a0the ESEF Taxonomy for 2021 has been \u00a0\n\t\t\t\t\tapplied. \u00a0\n\t\t\t\t\tThe account balances in the consolidated financial statement is\u00a0XBRL tagged to the elements in the ESEF Regulation\u00a0that is assessed to correspond to \u00a0\n\t\t\t\t\tthe content of the account balances. For account balances that are assessed not to be covered by the account balances defined in the ESEF taxonomy, \u00a0\n\t\t\t\t\tthe Group has incorporated entity specific extensions to the taxonomy. These extensions are \u2013\u00a0except subtotals \u2013\u00a0embedded in the elements in the ESEF \u00a0\n\t\t\t\t\tTaxonomy. \u00a0\n\t\t\t\t\tThe annual report comprises \u2013 in accordance with the requirements of the ESEF Regulation \u2013 of a\u00a0zip-file danskebank-2022-12-31-en.zip,\u00a0that includes \u00a0\n\t\t\t\t\tan XHTML-file,\u00a0that can\u00a0be opened with standard web browsers and\u00a0a number of technical XBRL files that make automated extracts of the incorporate\u00a0d \u00a0\n\t\t\t\t\tXBRL data possible. \u00a0G2. Changes and forthcoming changes to accounting policies and presentation \u00a0\n\t\t\t\t\t(a) Changes\u00a0to significant accounting policies and presentation during the year \u00a0\n\t\t\t\t\tOn 1 January\u00a02022, the Group implemented the amendments to IAS 16,\u00a0IAS 37, IFRS 3 and Annual Improvements to IFRS Standards 2018 - 2020. The \u00a0\n\t\t\t\t\timplementation of\u00a0the amendments to IFRSs\u00a0had no impact on the financial statements.\u00a0The sections below explain in further details the changes to \u00a0\n\t\t\t\t\taccounting policies and\u00a0presentation implemented. \u00a0\n\t\t\t\t\tIn 2022,\u00a0the Group has changed the presentation\u00a0of Gain or loss on sale of disposal groups to be presented separately on the face\u00a0of the Income statement \u00a0\n\t\t\t\t\trather than within Other Income. Comparative\u00a0information in the income statement has been restated to reflect the change in presentation.\u00a0Further \u00a0\n\t\t\t\t\tinformation is provided in note G7. \u00a0\n\t\t\t\t\tIn 2022, the Group has included Impairment charges on goodwill and Provision for Estonia matter as separate rows in\u00a0the Income statement. \u00a0\n\t\t\t\t\tThe sections below explain in more detail the changes to accounting policies. \u00a0\n\t\t\t\t\tAmendment to\u00a0IAS 16,\u00a0Property, plant and\u00a0equipment \u00a0\n\t\t\t\t\tThe amendment clarifies that if items are produced while bringing an item of property, plant and equipment into use, the proceeds from sale of that item \u00a0\n\t\t\t\t\tcannot be deducted from the cost of the asset. The proceeds must instead be recognised in profit or loss. The amendment has no impact on the financial \u00a0\n\t\t\t\t\tstatements. \u00a0\n\t\t\t\t\tAmendment to\u00a0IAS 37,\u00a0Provisions, contingent liabilities\u00a0and contingent\u00a0assets \u00a0\n\t\t\t\t\tThe amendment clarifies that when assessing whether a contract is onerous, costs to be included are those that are directly related to the contract, and \u00a0\n\t\t\t\t\tinclude the incremental costs of fulfilling the contract and an allocation\u00a0of other costs directly\u00a0related to fulfilling the contract. The amendment has no \u00a0\n\t\t\t\t\timpact on the financial statements. \u00a0\n\t\t\t\t\tAmendment to\u00a0IFRS 3, Business\u00a0combinations \u00a0\n\t\t\t\t\tIFRS 3 has been amended to refer to the updated contractual framework. The amendment has no impact on the financial statements. \u00a0\n\t\t\t\t\tAnnual Improvements\u00a0to IFRS Standards\u00a02018 \u2013\u00a02020 Cycle \u00a0\n\t\t\t\t\tThe annual improvements\u00a0contain amendments to IFRS\u00a01, IFRS 9, IFRS 16 and IAS 41. In IFRS 1, the amendment provides a subsidiary that becomes a \u00a0\n\t\t\t\t\tfirst-time adopter of\u00a0IFRS later than its parent with an exemption relating to the measurement of its assets and liabilities.\u00a0In IFRS 9, the amendment \u00a0\n\t\t\t\t\tclarifies that, when applying the\u00a0\u201c10% per cent\u00a0test\u201d for\u00a0derecognition of\u00a0financial liabilities\u00a0and determining\u00a0the fees paid net of fees received, a borrower \u00a0\n\t\t\t\t\tshould include only fees paid or received between the borrower and the lender, including\u00a0fees paid\u00a0or received by either the borrower or\u00a0lender on the \u00a0\n\t\t\t\t\tother\u2019s behalf. The amendment\u00a0to IFRS 16 is to one of its illustrative\u00a0examples. Finally,\u00a0the amendment\u00a0to IAS 41 removes the requirement to exclude \u00a0\n\t\t\t\t\tcash flows for taxation\u00a0when measuring\u00a0fair value. \u00a0\n\t\t\t\t\tNone of these amendments\u00a0has any impact on the financial statements. \u00a0\n\t\t\t\t\t(b) Standards\u00a0and interpretations\u00a0not yet in force \u00a0\n\t\t\t\t\tThe International\u00a0Accounting Standards Board\u00a0(IASB) has issued one new accounting\u00a0standard (IFRS 17)\u00a0and amendments\u00a0to existing\u00a0internation a l \u00a0\n\t\t\t\t\taccounting standards (IFRS 16, IAS 1, IAS 8, and IAS 12),\u00a0that have not yet come into force. The Group has not early adopted any of\u00a0the changes. The \u00a0\n\t\t\t\t\tsections below explain the IFRS changes that are likely to affect\u00a0the Group\u2019s future financial reporting. For the changes not described below, no significant \u00a0\n\t\t\t\t\timpact is expected. \u00a0\n\t\t\t\t\tIFRS 17, Insurance Contracts \u00a0\n\t\t\t\t\tIn May 2017, the IASB issued IFRS 17, Insurance Contracts. IFRS 17 replaces IFRS 4, Insurance Contracts, which was an interim standard that did not \u00a0\n\t\t\t\t\tprescribe the measurement of insurance contracts but relied on existing accounting practices. IFRS 17 is a comprehensive\u00a0standard with principles\u00a0for, \u00a0\n\t\t\t\t\tfor example,\u00a0the measurement of insurance contracts at a\u00a0current (fulfilment)\u00a0value in the balance sheet, the recognition of\u00a0insurance contract revenue \u00a0\n\t\t\t\t\tin the income statement\u00a0and the presentation\u00a0of information\u00a0on the performance in relation to insurance contracts. IFRS 17 was endorsed by the EU in \u00a0\n\t\t\t\t\tNovember 2021, albeit with an optional exemption regarding the annual cohort requirement,\u00a0which relates\u00a0to the timing of\u00a0the recognition of\u00a0the \u00a0\n\t\t\t\t\tcontractual service margin in\u00a0profit or\u00a0loss. IFRS 17 is effective for annual reporting periods beginning on\u00a0or after 1 January 2023. \u00a0\n\t\t\t\t\tUnder IFRS 17, insurance\u00a0contracts are contracts under which the Group accepts significant insurance risk from a policyholder,\u00a0by agreeing to \u00a0\n\t\t\t\t\tcompensate the policyholder\u00a0if a specified\u00a0uncertain future event adversely affects\u00a0the policyholder.\u00a0An insurance\u00a0contract with\u00a0direct participatio\u00a0n \u00a0\n\t\t\t\t\tfeatures is defined by IFRS 17 as those which, at inception,\u00a0(i) the contractual terms specify that the policyholder participates in a share of a clearly \u00a0\n\t\t\t\t\tidentified pool\u00a0of underlying items, (ii) the entity expects to pay to the policyholder\u00a0an amount\u00a0equal to a substantial\u00a0share of the fair value returns\u00a0on the \u00a0\n\t\t\t\t\tunderlying items,\u00a0and (iii) the entity expects a\u00a0substantial proportion of any\u00a0change in the amounts to be paid to the policyholder to vary with the change \u00a0\n\t\t\t\t\tin fair value\u00a0of the underlying\u00a0items. \u00a0\n\t\t\t\t\tIFRS 17 requires a portfolio\u00a0of insurance contracts (i.e. contracts that are subject to similar risks and are managed together) to be divided into a minimum \u00a0\n\t\t\t\t\tof (i) a group of contracts that are onerous\u00a0at initial recognition, if any (ii) a\u00a0group of contracts that at initial recognition,\u00a0have no significant possibility\u00a0of \u00a0\n\t\t\t\t\tbecoming onerous subsequently, if\u00a0any and (iii) a group of\u00a0remaining contracts in the\u00a0portfolio, if\u00a0any. Groups\u00a0of insurance\u00a0contracts issued are initial \u00a0\n\t\t\t\t\trecognised from the earliest of the (i) the beginning of the coverage period of the group, (ii) the date when the first payment from a policyholder becomes \u00a0\n\t\t\t\t\tdue, or (iii) for a group of onerous contracts, when the group becomes onerous. Furthermore,\u00a0each group is divided\u00a0into annual cohorts so that each group \u00a0\n\t\t\t\t\tonly includes\u00a0contracts issued no more than one year apart. Groups\u00a0of insurance contracts\u00a0are measured using either\u00a0the General Measurement\u00a0Model \u00a0\n\t\t\t\t\t(GMM, or\u00a0Building Block\u00a0approach), Variable Fee\u00a0Approach (VFA) or Premium Allocation\u00a0Approach (PAA). \u00a0G2. Changes and forthcoming changes to accounting policies and presentation continued \u00a0\n\t\t\t\t\tGroups of insurance contracts under GMM or VFA are initially\u00a0measured as the total\u00a0of fulfilment cash flows (which comprise estimated\u00a0future cash \u00a0\n\t\t\t\t\tflows, an adjustment for time value of money and financial risks related to future cash flows, and a risk adjustment\u00a0for non-financial\u00a0risk) and contractual \u00a0\n\t\t\t\t\tservice margin (CSM; unearned profit that will be recognised as the Group provides\u00a0insurance contract services). At each reporting date, the group of \u00a0\n\t\t\t\t\tinsurance contracts is\u00a0subsequently measured\u00a0as the sum of the liability\u00a0for remaining\u00a0coverage (comprising fulfilment cash\u00a0flows relating to future \u00a0\n\t\t\t\t\tservice and CSM) and liability\u00a0for incurred\u00a0claims (comprising fulfilment cash flows relating to past service). \u00a0\n\t\t\t\t\tFor insurance contracts\u00a0under PAA,\u00a0the liability\u00a0for remaining coverage is measured on initial recognition at premiums received less any acquisition\u00a0cash \u00a0\n\t\t\t\t\tflows paid\u00a0and any amounts\u00a0arising from the derecognition of insurance acquisition cash flows asset. \u00a0\n\t\t\t\t\tAn insurance contract is onerous at\u00a0the date of initial\u00a0recognition if\u00a0the fulfilment cash\u00a0flows, any previously recognised insurance acquisition cash flows \u00a0\n\t\t\t\t\tand any cash flows arising from the contract at the date of initial\u00a0recognition are\u00a0in total\u00a0a net outflow.\u00a0The loss from onerous insurance contracts\u00a0is \u00a0\n\t\t\t\t\trecognised immediately\u00a0in profit or loss, and no CSM is recognised\u00a0on the balance sheet on initial recognition. \u00a0\n\t\t\t\t\tThe Group continues to make progress with required changes to models and data, and assessing the impact on the Group\u2019s financial statements. The \u00a0\n\t\t\t\t\tGroup has divided its insurance products in\u00a0terms of classification and measurement and aggregation into portfolios, and estimates using the three \u00a0\n\t\t\t\t\tmeasurement models, including a preliminary calculation of the CSM, have been made. Under IFRS 17 the Group will have four portfolios of insurance \u00a0\n\t\t\t\t\tcontracts: three portfolios will contain life insurance products and one will contain the health and accident insurance contracts. The three life insurance \u00a0\n\t\t\t\t\tportfolios will\u00a0be: an average-rate portfolio,\u00a0a unit-linked\u00a0portfolio and a\u00a0portfolio of\u00a0legacy life insurance\u00a0product in run-off. The classification\u00a0of insurance \u00a0\n\t\t\t\t\tcontracts into four\u00a0portfolios is based on\u00a0an assessment of similar\u00a0risks and whether they are managed together. \u00a0\n\t\t\t\t\tThe Group will apply all three measurement approaches, with VFA applied to the majority of insurance contracts, since they meet the definition\u00a0of \u00a0\n\t\t\t\t\tinsurance contracts with direct participation\u00a0features under IFRS 17. The PAA method will be applied to health and accident insurance contracts. IFRS \u00a0\n\t\t\t\t\t17 does not change the overall\u00a0profitability of\u00a0the insurance contracts. IFRS 17 will change the recognition\u00a0pattern of\u00a0profits and\u00a0losses in the income \u00a0\n\t\t\t\t\tstatement, in\u00a0particular due to the disaggregation of life insurance products and health and\u00a0accident insurance products. Other than this, IFRS 17 is\u00a0not \u00a0\n\t\t\t\t\texpected to have a material effect\u00a0on the expected\u00a0profit patterns for future periods. The Group will apply the annual cohort exemption from the EU to the \u00a0\n\t\t\t\t\taverage-rate portfolio. \u00a0\n\t\t\t\t\tIFRS 17 allows three methods\u00a0for transition\u00a0at the transition date. The Group will apply the fair value approach for measuring insurance contracts at\u00a0the \u00a0\n\t\t\t\t\ttransition date,\u00a0as the full retrospective\u00a0approach is impracticable\u00a0to apply. On transition, the Group expects equity to decrease by approximately\u00a0DKK \u00a0\n\t\t\t\t\t1.4 billion\u00a0as at 1 January\u00a02022, which\u00a0is a consequence\u00a0of life insurance products and health\u00a0and accident insurance products no longer will be managed \u00a0\n\t\t\t\t\t(bundled) together after the transition\u00a0to IFRS 17. The estimated effect on the net profit for 2022 is in the range of DKK 0.2 \u2013 0.5 billion, and therefore \u00a0\n\t\t\t\t\tthe estimated effect\u00a0on equity as at 1 January\u00a02023 is decrease of DKK\u00a00.9 \u2013 1.2 billion. \u00a0\n\t\t\t\t\tFrom 2023, the result of insurance\u00a0contracts will be presented separately from\u00a0other activities\u00a0of the Group in the Income\u00a0statement. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfOtherAccountingPoliciesRelevantToUnderstandingOfFinancialStatements",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2435": {
   "value": "Operating leases \u00a0\n\t\t\t\t\tIn the IFRS income statement, gains or losses on the sale of operating lease assets, excluding\u00a0properties, at\u00a0the end of the lease agreement are presented \u00a0\n\t\t\t\t\ton a gross basis (the Group\u00a0acts as a lessor). This\u00a0means that\u00a0the proceeds from the sale of the assets are recognised under Other\u00a0income, whereas the \u00a0\n\t\t\t\t\tcarrying amount of\u00a0the lease assets is recognised under Operating expenses. \u00a0\n\t\t\t\t\tIn the financial highlights,\u00a0the gains or losses on the sale of the\u00a0lease asset are presented\u00a0on a net basis under\u00a0Other income to better reflect the \u00a0\n\t\t\t\t\tdevelopment in\u00a0the cost\u00a0base. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForLeasesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2438": {
   "value": "Markets and Investment\u00a0Banking &\u00a0Securities (both\u00a0part of\u00a0Large Corporates\u00a0& Institutions)\u00a0and Group\u00a0Treasury (part of Group\u00a0Functions) \u00a0\n\t\t\t\t\tIn the IFRS income statement, income from Markets and Investment\u00a0Banking & Securities and Group Treasury is\u00a0presented as\u00a0Net interest income, the \u00a0\n\t\t\t\t\tnet of Fee income and Fee expenses. Net trading\u00a0income or loss and Other\u00a0income, depending on\u00a0the type of\u00a0income. The distribution\u00a0of income between \u00a0\n\t\t\t\t\tthe various income line items can\u00a0vary considerably from\u00a0one year to the next, depending\u00a0on the\u00a0underlying transactions and\u00a0market conditions.\u00a0To better \u00a0\n\t\t\t\t\treflect income in those areas, the following\u00a0reclassifications are made in\u00a0the financial highlights: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAll income contributed by Markets, excluding Market\u2019s share of\u00a0margins on customer derivatives,\u00a0is presented\u00a0as Net trading\u00a0income \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tTrading-related income at Investment Banking &\u00a0Securities is presented as Net trading\u00a0income. However,\u00a0income contributed by\u00a0Equity Finance \u00a0\n\t\t\t\t\t(also part of Large Corporates\u00a0& Institutions,\u00a0Investment Banking & Securities) is presented as Net fee income \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAll income in Group Treasury, except income at Internal Bank, income on bonds held to collect and bonds held to\u00a0collect and sell, are presented as \u00a0\n\t\t\t\t\tNet trading income. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForInterestIncomeAndExpenseExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2440": {
   "value": "Markets and Investment\u00a0Banking &\u00a0Securities (both\u00a0part of\u00a0Large Corporates\u00a0& Institutions)\u00a0and Group\u00a0Treasury (part of Group\u00a0Functions) \u00a0\n\t\t\t\t\tIn the IFRS income statement, income from Markets and Investment\u00a0Banking & Securities and Group Treasury is\u00a0presented as\u00a0Net interest income, the \u00a0\n\t\t\t\t\tnet of Fee income and Fee expenses. Net trading\u00a0income or loss and Other\u00a0income, depending on\u00a0the type of\u00a0income. The distribution\u00a0of income between \u00a0\n\t\t\t\t\tthe various income line items can\u00a0vary considerably from\u00a0one year to the next, depending\u00a0on the\u00a0underlying transactions and\u00a0market conditions.\u00a0To better \u00a0\n\t\t\t\t\treflect income in those areas, the following\u00a0reclassifications are made in\u00a0the financial highlights: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAll income contributed by Markets, excluding Market\u2019s share of\u00a0margins on customer derivatives,\u00a0is presented\u00a0as Net trading\u00a0income \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tTrading-related income at Investment Banking &\u00a0Securities is presented as Net trading\u00a0income. However,\u00a0income contributed by\u00a0Equity Finance \u00a0\n\t\t\t\t\t(also part of Large Corporates\u00a0& Institutions,\u00a0Investment Banking & Securities) is presented as Net fee income \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAll income in Group Treasury, except income at Internal Bank, income on bonds held to collect and bonds held to\u00a0collect and sell, are presented as \u00a0\n\t\t\t\t\tNet trading income. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForTradingIncomeAndExpenseExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2442": {
   "value": "Danica Pension \u00a0\n\t\t\t\t\tIn the\u00a0IFRS income statement,\u00a0income and expenses in Danica Pension is consolidated\u00a0on a line-by-line\u00a0basis. In the financial highlights, earnings in the \u00a0\n\t\t\t\t\tbusiness segment\u00a0Danica Pension is presented as\u00a0a single line Net income from insurance business due to Danica Pension being a\u00a0separate business \u00a0\n\t\t\t\t\tunit. This increases transparency and simplicity\u00a0in the income statement part of the financial highlights,\u00a0as Danica Pension\u2019s business model is very \u00a0\n\t\t\t\t\tdifferent from the business\u00a0model of the other commercial activities\u00a0within the Group. Net income insurance business is presented before elimination\u00a0of \u00a0\n\t\t\t\t\tintra-group transactions. \u00a0\n\t\t\t\t\tNon-core \u00a0\n\t\t\t\t\tIn the IFRS income statement and balance sheet, income and expense items and asset\u00a0and liability\u00a0items from\u00a0the Non-core segment are included\u00a0in the \u00a0\n\t\t\t\t\tvarious income statement and balance sheet line items, as the segment does not fulfil the requirements in IFRS 5, Non-current Assets Held for Sale and \u00a0\n\t\t\t\t\tDiscontinued Operations. \u00a0\n\t\t\t\t\tThe Non-core segment includes\u00a0certain customer segments that are\u00a0no longer considered part of the Group\u2019s core business. To better reflect activitie\u00a0s \u00a0\n\t\t\t\t\tfrom the Group\u2019s core and non-core business, the profit or loss of the Non-core segment is presented as one amount in a separate line item \u2018Profit before \u00a0\n\t\t\t\t\ttax, Non-core\u2019 in\u00a0the financial highlights. Similarly,\u00a0assets are presented together\u00a0as Total\u00a0assets in\u00a0Non-core and liabilities\u00a0together as Total liabilities\u00a0in \u00a0\n\t\t\t\t\tNon-core in the balance sheet in the financial highlights. \u00a0Accounting policy \u00a0\n\t\t\t\t\tSegment reporting\u00a0complies with the significant accounting policies. The \u2018Reclassification\u2019 column shows\u00a0adjustments made\u00a0to the IFRS statements \u00a0\n\t\t\t\t\tin the calculation of the financial highlights. \u00a0\n\t\t\t\t\tInternal income and expenses are allocated to the individual\u00a0segments on an arm\u2019s-length basis. Expenses incurred centrally, including\u00a0expenses \u00a0\n\t\t\t\t\tincurred by\u00a0support, administrative\u00a0and back-office functions, are charged to the business units according to consumption\u00a0and activity.\u00a0Funding costs \u00a0\n\t\t\t\t\tfor lending\u00a0and deposit activities\u00a0(FTP) are allocated\u00a0on the\u00a0basis of a maturity\u00a0analysis of\u00a0loans and deposits, interbank\u00a0rates and funding\u00a0spreads, and \u00a0\n\t\t\t\t\tdepend on market trends. \u00a0\n\t\t\t\t\tSegment assets and liabilities\u00a0are assets and liabilities\u00a0that are used for maintaining\u00a0the operating activities\u00a0of a segment or have come into existenc\u00a0e \u00a0\n\t\t\t\t\tas a result of such activities\u00a0and which are either directly attributable\u00a0or may be reasonably\u00a0allocated to a segment. A\u00a0calculated share of\u00a0shareholders\u2019 \u00a0\n\t\t\t\t\tequity is\u00a0allocated to each segment. Other assets and liabilities\u00a0are recognised\u00a0under Group Functions. \u00a0\n\t\t\t\t\tCapital (shareholders\u2019 equity)\u00a0is allocated to the business units based on the Group\u2019s capital allocation\u00a0framework, with goodwill\u00a0allocated directly to \u00a0\n\t\t\t\t\tthe relevant business units. The framework is based on a regulatory approach and is calibrated to the Group\u2019s CET1 capital ratio target. Therefore, the \u00a0\n\t\t\t\t\tcapital consumption of the individual\u00a0business units is closely aligned with the Group\u2019s total capital consumption.\u00a0However, for\u00a0the Northern\u00a0Ireland \u00a0\n\t\t\t\t\tbusiness unit, the capital allocated equals the legal entity\u2019s capital. \u00a0\n\t\t\t\t\tA calculated\u00a0interest income equal to the risk-free return on its allocated capital is apportioned\u00a0to each business unit and offset by a corresponding \u00a0\n\t\t\t\t\tinterest expense at Group Functions. This income is calculated on\u00a0the basis of the short-term money market rate. The interest expense on\u00a0equity \u00a0\n\t\t\t\t\taccounted additional tier 1 capital is\u00a0charged to the business units on\u00a0the basis of the capital allocated to each\u00a0unit and offset\u00a0at Group Functions. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForSegmentReportingExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2444": {
   "value": "(a) Changes\u00a0to significant accounting policies and presentation during the year \u00a0\n\t\t\t\t\tOn 1 January\u00a02022, the Group implemented the amendments to IAS 16,\u00a0IAS 37, IFRS 3 and Annual Improvements to IFRS Standards 2018 - 2020. The \u00a0\n\t\t\t\t\timplementation of\u00a0the amendments to IFRSs\u00a0had no impact on the financial statements.\u00a0The sections below explain in further details the changes to \u00a0\n\t\t\t\t\taccounting policies and\u00a0presentation implemented. \u00a0\n\t\t\t\t\tIn 2022,\u00a0the Group has changed the presentation\u00a0of Gain or loss on sale of disposal groups to be presented separately on the face\u00a0of the Income statement \u00a0\n\t\t\t\t\trather than within Other Income. Comparative\u00a0information in the income statement has been restated to reflect the change in presentation.\u00a0Further \u00a0\n\t\t\t\t\tinformation is provided in note G7. \u00a0\n\t\t\t\t\tIn 2022, the Group has included Impairment charges on goodwill and Provision for Estonia matter as separate rows in\u00a0the Income statement. \u00a0\n\t\t\t\t\tThe sections below explain in more detail the changes to accounting policies. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfChangesInAccountingPoliciesAccountingEstimatesAndErrorsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2445": {
   "value": "(a) Changes\u00a0to significant accounting policies and presentation during the year \u00a0\n\t\t\t\t\tOn 1 January\u00a02022, the Group implemented the amendments to IAS 16,\u00a0IAS 37, IFRS 3 and Annual Improvements to IFRS Standards 2018 - 2020. The \u00a0\n\t\t\t\t\timplementation of\u00a0the amendments to IFRSs\u00a0had no impact on the financial statements.\u00a0The sections below explain in further details the changes to \u00a0\n\t\t\t\t\taccounting policies and\u00a0presentation implemented. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfChangesInAccountingPoliciesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact2446": {
   "value": "In 2022,\u00a0the Group has changed the presentation\u00a0of Gain or loss on sale of disposal groups to be presented separately on the face\u00a0of the Income statement \u00a0\n\t\t\t\t\trather than within Other Income. Comparative\u00a0information in the income statement has been restated to reflect the change in presentation.\u00a0Further \u00a0\n\t\t\t\t\tinformation is provided in note G7. \u00a0\n\t\t\t\t\tIn 2022, the Group has included Impairment charges on goodwill and Provision for Estonia matter as separate rows in\u00a0the Income statement. \u00a0\n\t\t\t\t\tThe sections below explain in more detail the changes to accounting policies. \u00a0Changes in\u00a0financial highlights\u00a0and segment reporting \u00a0\n\t\t\t\t\tThe presentation of the financial highlights and segment reporting has been restated to reflect the changes to the Group\u2019s commercial activities, which \u00a0\n\t\t\t\t\tcame into effect in May 2022. The business unit Personal & Business Customers has been divided into two business units: Personal Customers and \u00a0\n\t\t\t\t\tBusiness Customers. Comparative information in note G3 has been restated to reflect the change in business segments. The IFRS income statement and \u00a0\n\t\t\t\t\tbalance sheet are not impacted by the change. The table below shows the restated amounts in the financial highlights and segment reporting for 2021: \u00a0\n\t\t\t\t\tChanges in financial highlights and segment reporting - full year 2021 \u00a0\n\t\t\t\t\tPersonal & \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\tNet interest income \u00a0\n\t\t\t\t\t7,876 \u00a0\n\t\t\t\t\t7,788 \u00a0\n\t\t\t\t\t15,664 \u00a0\n\t\t\t\t\tNet fee income \u00a0\n\t\t\t\t\t4,903 \u00a0\n\t\t\t\t\t1,613 \u00a0\n\t\t\t\t\t6,516 \u00a0\n\t\t\t\t\tNet trading\u00a0income \u00a0\n\t\t\t\t\t322 \u00a0\n\t\t\t\t\t351 \u00a0\n\t\t\t\t\t673 \u00a0\n\t\t\t\t\tOther income \u00a0\n\t\t\t\t\t211 \u00a0\n\t\t\t\t\t580 \u00a0\n\t\t\t\t\t791 \u00a0\n\t\t\t\t\tTotal income \u00a0\n\t\t\t\t\t13,311 \u00a0\n\t\t\t\t\t10,333 \u00a0\n\t\t\t\t\t23,644 \u00a0\n\t\t\t\t\tOperating expenses \u00a0\n\t\t\t\t\t10,109 \u00a0\n\t\t\t\t\t5,144 \u00a0\n\t\t\t\t\t15,253 \u00a0\n\t\t\t\t\tof which resolution fund, bank tax etc. \u00a0\n\t\t\t\t\t117 \u00a0\n\t\t\t\t\t173 \u00a0\n\t\t\t\t\t290 \u00a0\n\t\t\t\t\tProfit before loan impairment charges \u00a0\n\t\t\t\t\t3,202 \u00a0\n\t\t\t\t\t5,189 \u00a0\n\t\t\t\t\t8,391 \u00a0\n\t\t\t\t\tLoan impairment charges \u00a0\n\t\t\t\t\t60 \u00a0\n\t\t\t\t\t426 \u00a0\n\t\t\t\t\t486 \u00a0\n\t\t\t\t\tProfit before tax \u00a0\n\t\t\t\t\t3,142 \u00a0\n\t\t\t\t\t4,763 \u00a0\n\t\t\t\t\t7,906 \u00a0\n\t\t\t\t\tLoans, excluding reverse transactions \u00a0\n\t\t\t\t\t878,079 \u00a0\n\t\t\t\t\t643,895 \u00a0\n\t\t\t\t\t1,521,975 \u00a0\n\t\t\t\t\tOther assets \u00a0\n\t\t\t\t\t315,858 \u00a0\n\t\t\t\t\t216,820 \u00a0\n\t\t\t\t\t532,678 \u00a0\n\t\t\t\t\tTotal assets \u00a0\n\t\t\t\t\t1,193,937 \u00a0\n\t\t\t\t\t860,715 \u00a0\n\t\t\t\t\t2,054,652 \u00a0\n\t\t\t\t\tDeposits, excluding repo deposits \u00a0\n\t\t\t\t\t407,904 \u00a0\n\t\t\t\t\t292,530 \u00a0\n\t\t\t\t\t700,434 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\t754,643 \u00a0\n\t\t\t\t\t526,593 \u00a0\n\t\t\t\t\t1,281,236 \u00a0\n\t\t\t\t\tAllocated capital \u00a0\n\t\t\t\t\t31,390 \u00a0\n\t\t\t\t\t41,593 \u00a0\n\t\t\t\t\t72,983 \u00a0\n\t\t\t\t\tTotal liabilities\u00a0and equity \u00a0\n\t\t\t\t\t1,193,937 \u00a0\n\t\t\t\t\t860,715 \u00a0\n\t\t\t\t\t2,054,652 \u00a0\n\t\t\t\t\tProfit before tax as % p.a. of allocated capital (avg.) \u00a0\n\t\t\t\t\t9.5 \u00a0\n\t\t\t\t\t11.7 \u00a0\n\t\t\t\t\t10.7 \u00a0\n\t\t\t\t\tCost/income ratio (%) \u00a0\n\t\t\t\t\t75.9 \u00a0\n\t\t\t\t\t49.8 \u00a0\n\t\t\t\t\t64.5 \u00a0\n\t\t\t\t\tFull-time-equivalent staff,\u00a0end of period \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t1,699 \u00a0\n\t\t\t\t\t6,565 \u00a0\n\t\t\t\t\tIn addition,\u00a0during 2022\u00a0the Group changed the presentation of Resolution fund, bank tax etc. to be presented as a separate element within Operating \u00a0\n\t\t\t\t\texpenses in the financial highlights and segment reporting. The separate presentation of Resolution fund, bank tax etc. is also reflected in the comparative \u00a0\n\t\t\t\t\tinformation, although\u00a0there is no change to total Operating expenses. This change does not affect the presentation in the IFRS income statement. \u00a0\n\t\t\t\t\tImpairment charges, other intangible assets is now presented as an element within Operating expenses in the financial highlights and segment reporting. \u00a0\n\t\t\t\t\tComparatives have been\u00a0restated to include these charges in the total of Operating expenses. This does not affect the presentation in the IFRS income \u00a0\n\t\t\t\t\tstatement. \u00a0\n\t\t\t\t\tFinally, new rows\u00a0have been added to\u00a0the 2022 financial highlights and segment reporting for\u00a0Impairment charges\u00a0on goodwill and Provision for\u00a0Estonia \u00a0\n\t\t\t\t\tmatter respectively. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfReclassificationsOrChangesInPresentationExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact3972": {
   "value": "Personal Customers serves personal customers and Private Banking customers in Denmark, Sweden, Norway and Finland. \u00a0\n\t\t\t\t\tBusiness Customers serves small and medium-sized business customers across all markets, and includes the Group\u2019s Asset Finance operations. \u00a0\n\t\t\t\t\tLarge Corporates\u00a0& Institutions\u00a0serves large corporates and institutional\u00a0customers across all Nordic markets. \u00a0\n\t\t\t\t\tDanica Pension specialises in\u00a0pension schemes, life insurance policies and health insurance policies in\u00a0Denmark. \u00a0\n\t\t\t\t\tNorthern Ireland serves personal, business and corporate in Northern Ireland alongside digital channels. \u00a0\n\t\t\t\t\tNon-core includes certain\u00a0customer segments that are\u00a0no longer considered part of the core business. The Non-core unit is responsible for managing \u00a0\n\t\t\t\t\tlegacy assets and portfolios by way of divestment,\u00a0refinancing with\u00a0other credit institutions\u00a0or amortisation. \u00a0\n\t\t\t\t\tGroup Functions encompasses Group Treasury, Group support functions and\u00a0eliminations, including the\u00a0elimination of\u00a0returns on\u00a0own shares and issues, \u00a0\n\t\t\t\t\tas well as interest\u00a0on additional\u00a0tier 1 capital,\u00a0which is reported as an interest expense in the business\u00a0units. Group Treasury is\u00a0responsible for\u00a0the \u00a0\n\t\t\t\t\tGroup\u2019s liquidity\u00a0management and funding. \u00a0G3. Business model and business segmentation\u00a0continued \u00a0\n\t\t\t\t\tBusiness segments 2022 \u00a0\n\t\t\t\t\tLarge \u00a0\n\t\t\t\t\tIFRS \u00a0\n\t\t\t\t\tPersonal Business\u00a0Corporates \u00a0\n\t\t\t\t\tNorthern \u00a0\n\t\t\t\t\tNon- \u00a0\n\t\t\t\t\tGroup \u00a0\n\t\t\t\t\tFinancial \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tReclassifica \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tCustomers Customers &\u00a0Institutions \u00a0\n\t\t\t\t\tDanica \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\tcore Functions\u00a0Eliminations highlights \u00a0\n\t\t\t\t\tstatements \u00a0\n\t\t\t\t\ttion \u00a0\n\t\t\t\t\tNet interest income \u00a0\n\t\t\t\t\t8,778 \u00a0\n\t\t\t\t\t9,175 \u00a0\n\t\t\t\t\t5,605 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,900 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-166 \u00a0\n\t\t\t\t\t-104 \u00a0\n\t\t\t\t\t25,188 \u00a0\n\t\t\t\t\t2,838 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\tNet fee income \u00a0\n\t\t\t\t\t4,682 \u00a0\n\t\t\t\t\t1,825 \u00a0\n\t\t\t\t\t5,732 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t335 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-150 \u00a0\n\t\t\t\t\t165 \u00a0\n\t\t\t\t\t12,590 \u00a0\n\t\t\t\t\t-1,278 \u00a0\n\t\t\t\t\t11,312 \u00a0\n\t\t\t\t\tNet trading\u00a0income \u00a0\n\t\t\t\t\t444 \u00a0\n\t\t\t\t\t517 \u00a0\n\t\t\t\t\t1,489 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-342 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-487 \u00a0\n\t\t\t\t\t-195 \u00a0\n\t\t\t\t\t1,426 \u00a0\n\t\t\t\t\t-34,409 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\tNet income\u00a0from insurance \u00a0\n\t\t\t\t\tbusiness \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t63 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t63 \u00a0\n\t\t\t\t\t-63 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther income \u00a0\n\t\t\t\t\t987 \u00a0\n\t\t\t\t\t847 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,581 \u00a0\n\t\t\t\t\t-2,503 \u00a0\n\t\t\t\t\t1,936 \u00a0\n\t\t\t\t\t4,961 \u00a0\n\t\t\t\t\t6,897 \u00a0\n\t\t\t\t\tNet premiums \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t35,394 \u00a0\n\t\t\t\t\t35,394 \u00a0\n\t\t\t\t\tNet insurance\u00a0benefits \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,750 \u00a0\n\t\t\t\t\t2,750 \u00a0\n\t\t\t\t\tTotal income \u00a0\n\t\t\t\t\t14,891 \u00a0\n\t\t\t\t\t12,364 \u00a0\n\t\t\t\t\t12,828 \u00a0\n\t\t\t\t\t63 \u00a0\n\t\t\t\t\t1,914 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,779 \u00a0\n\t\t\t\t\t-2,636 \u00a0\n\t\t\t\t\t41,203 \u00a0\n\t\t\t\t\t4,692 \u00a0\n\t\t\t\t\t45,895 \u00a0\n\t\t\t\t\tOperating expenses \u00a0\n\t\t\t\t\t10,056 \u00a0\n\t\t\t\t\t5,356 \u00a0\n\t\t\t\t\t6,966 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,290 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,361 \u00a0\n\t\t\t\t\t-2,552 \u00a0\n\t\t\t\t\t26,478 \u00a0\n\t\t\t\t\t4,771 \u00a0\n\t\t\t\t\t31,250 \u00a0\n\t\t\t\t\tof which resolution fund, \u00a0\n\t\t\t\t\tbank tax etc. \u00a0\n\t\t\t\t\t161 \u00a0\n\t\t\t\t\t224 \u00a0\n\t\t\t\t\t504 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t74 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t962 \u00a0\n\t\t\t\t\t-962 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tof which impairment \u00a0\n\t\t\t\t\tcharges, other intangible \u00a0\n\t\t\t\t\tassets \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tProvision for Estonia \u00a0\n\t\t\t\t\tmatter \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13,800 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t13,800 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t13,800 \u00a0\n\t\t\t\t\tGoodwill impairment \u00a0\n\t\t\t\t\tcharges \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\tProfit before loan \u00a0\n\t\t\t\t\timpairment charges \u00a0\n\t\t\t\t\t4,836 \u00a0\n\t\t\t\t\t7,008 \u00a0\n\t\t\t\t\t5,861 \u00a0\n\t\t\t\t\t-1,565 \u00a0\n\t\t\t\t\t623 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-17,383 \u00a0\n\t\t\t\t\t-84 \u00a0\n\t\t\t\t\t-703 \u00a0\n\t\t\t\t\t-78 \u00a0\n\t\t\t\t\t-782 \u00a0\n\t\t\t\t\tLoan impairment charges \u00a0\n\t\t\t\t\t927 \u00a0\n\t\t\t\t\t578 \u00a0\n\t\t\t\t\t-774 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t168 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t669 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,568 \u00a0\n\t\t\t\t\t-66 \u00a0\n\t\t\t\t\t1,502 \u00a0\n\t\t\t\t\tProfit before tax, core \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\t6,430 \u00a0\n\t\t\t\t\t6,635 \u00a0\n\t\t\t\t\t-1,565 \u00a0\n\t\t\t\t\t456 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-18,052 \u00a0\n\t\t\t\t\t-84 \u00a0\n\t\t\t\t\t-2,271 \u00a0\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t-2,284 \u00a0\n\t\t\t\t\tProfit before tax, Non-core \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tProfit before tax \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\t6,430 \u00a0\n\t\t\t\t\t6,635 \u00a0\n\t\t\t\t\t-1,565 \u00a0\n\t\t\t\t\t456 \u00a0\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t-18,052 \u00a0\n\t\t\t\t\t-84 \u00a0\n\t\t\t\t\t-2,284 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2,284 \u00a0\n\t\t\t\t\tLoans, excluding reverse \u00a0\n\t\t\t\t\ttransactions \u00a0\n\t\t\t\t\t800,394 630,619 \u00a0\n\t\t\t\t\t320,491 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t52,937 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t27,274 \u00a0\n\t\t\t\t\t-27,759 1,803,955 \u00a0\n\t\t\t\t\t1,168 1,805,123 \u00a0\n\t\t\t\t\tOther assets (including \u00a0\n\t\t\t\t\tNon-core) \u00a0\n\t\t\t\t\t315,679 197,541\u00a03,584,663 548,874 \u00a0\n\t\t\t\t\t59,680 2,180\u00a04,493,984 -7,243,557 1,959,044 \u00a0\n\t\t\t\t\t-1,168 1,957,876 \u00a0\n\t\t\t\t\tTotal assets \u00a0\n\t\t\t\t\t1,116,073 828,160\u00a03,905,154 548,874\u00a0112,616 2,180\u00a04,521,258 -7,271,316 3,762,999 \u00a0\n\t\t\t\t\t- 3,762,999 \u00a0\n\t\t\t\t\tDeposits, excluding repo \u00a0\n\t\t\t\t\tdeposits \u00a0\n\t\t\t\t\t410,806 285,177 \u00a0\n\t\t\t\t\t389,486 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94,562 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,431 \u00a0\n\t\t\t\t\t-11,584 1,169,879 \u00a0\n\t\t\t\t\t2,112 1,171,990 \u00a0\n\t\t\t\t\tOther liabilities (including \u00a0\n\t\t\t\t\tNon-core) \u00a0\n\t\t\t\t\t674,966 503,173\u00a03,474,451 529,891 \u00a0\n\t\t\t\t\t12,930 2,467\u00a04,494,656 -7,259,732 2,432,802 \u00a0\n\t\t\t\t\t-2,112 2,430,690 \u00a0\n\t\t\t\t\tAllocated capital \u00a0\n\t\t\t\t\t30,300 39,810\u00a041,217 18,983 \u00a0\n\t\t\t\t\t5,124 24,884\u00a0160,318 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t160,318 \u00a0\n\t\t\t\t\tTotal liabilities\u00a0and equity\u00a01,116,073 828,160\u00a03,905,154 548,874\u00a0112,616 2,467\u00a04,520,971 -7,271,316 3,762,999 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,762,999 \u00a0\n\t\t\t\t\tProfit before tax as % p.a. \u00a0\n\t\t\t\t\tof allocated capital (avg.) \u00a0\n\t\t\t\t\t12.7 \u00a0\n\t\t\t\t\t16.2 \u00a0\n\t\t\t\t\t15.7 \u00a0\n\t\t\t\t\t-7.8 \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-55.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1.4 \u00a0\n\t\t\t\t\tCost/income ratio (%) \u00a0\n\t\t\t\t\t67.5 \u00a0\n\t\t\t\t\t43.3 \u00a0\n\t\t\t\t\t54.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t67.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t101.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t101.7 \u00a0\n\t\t\t\t\tFull-time-equivalent staff, \u00a0\n\t\t\t\t\tend of period \u00a0\n\t\t\t\t\t4,262 \u00a0\n\t\t\t\t\t1,635 \u00a0\n\t\t\t\t\t2,054 \u00a0\n\t\t\t\t\t881 \u00a0\n\t\t\t\t\t1,288 \u00a0\n\t\t\t\t\t25 \u00a0\n\t\t\t\t\t10,878 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t21,022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t21,022 \u00a0\n\t\t\t\t\tThe \u2018Reclassification\u2019 column shows the\u00a0reconciliation between the\u00a0presentation in the financial highlights and the presentation\u00a0in the\u00a0IFRS statements. \u00a0\n\t\t\t\t\tThe reclassifications\u00a0are explained\u00a0in note G1(d). \u00a0\n\t\t\t\t\tThe Group\u2019s internal reporting on\u00a0business segments does not include tax. Tax is therefore not allocated\u00a0to the business units, but solely presented within \u00a0\n\t\t\t\t\tthe total amount. \u00a0G3. Business model and business segmentation\u00a0continued \u00a0\n\t\t\t\t\tBusiness segments 2021 \u00a0\n\t\t\t\t\tLarge \u00a0\n\t\t\t\t\tIFRS \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness Corporates \u00a0\n\t\t\t\t\tNorthern \u00a0\n\t\t\t\t\tNon- \u00a0\n\t\t\t\t\tGroup \u00a0\n\t\t\t\t\tFinancial Reclassifi \u00a0\n\t\t\t\t\tfinancial \u00a0\n\t\t\t\t\tCustomers Customers\u00a0& Institutions \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\tcore Functions \u00a0\n\t\t\t\t\thighlights \u00a0\n\t\t\t\t\tcation statements \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tDanica \u00a0\n\t\t\t\t\tEliminations \u00a0\n\t\t\t\t\tNet interest income \u00a0\n\t\t\t\t\t7,876 \u00a0\n\t\t\t\t\t7,788 \u00a0\n\t\t\t\t\t4,732 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,341 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t317 \u00a0\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t22,049 \u00a0\n\t\t\t\t\t4,725 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\tNet fee income \u00a0\n\t\t\t\t\t4,903 \u00a0\n\t\t\t\t\t1,613 \u00a0\n\t\t\t\t\t6,777 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t288 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t-140 \u00a0\n\t\t\t\t\t13,525 \u00a0\n\t\t\t\t\t-1,408 \u00a0\n\t\t\t\t\t12,117 \u00a0\n\t\t\t\t\tNet trading\u00a0income \u00a0\n\t\t\t\t\t322 \u00a0\n\t\t\t\t\t351 \u00a0\n\t\t\t\t\t3,137 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-66 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t508 \u00a0\n\t\t\t\t\t-127 \u00a0\n\t\t\t\t\t4,126 \u00a0\n\t\t\t\t\t32,474 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\tNet income\u00a0from \u00a0\n\t\t\t\t\tinsurance business \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,088 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,088 \u00a0\n\t\t\t\t\t-2,088 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther income \u00a0\n\t\t\t\t\t211 \u00a0\n\t\t\t\t\t580 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,266 \u00a0\n\t\t\t\t\t-2,277 \u00a0\n\t\t\t\t\t797 \u00a0\n\t\t\t\t\t4,936 \u00a0\n\t\t\t\t\t5,733 \u00a0\n\t\t\t\t\tNet premiums \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t37,518 \u00a0\n\t\t\t\t\t37,518 \u00a0\n\t\t\t\t\tNet insurance\u00a0benefits \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t71,208 \u00a0\n\t\t\t\t\t71,208 \u00a0\n\t\t\t\t\tTotal income \u00a0\n\t\t\t\t\t13,311 \u00a0\n\t\t\t\t\t10,333 \u00a0\n\t\t\t\t\t14,650 \u00a0\n\t\t\t\t\t2,088 \u00a0\n\t\t\t\t\t1,576 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,175 \u00a0\n\t\t\t\t\t-2,548 \u00a0\n\t\t\t\t\t42,584 \u00a0\n\t\t\t\t\t4,950 \u00a0\n\t\t\t\t\t47,534 \u00a0\n\t\t\t\t\tOperating expenses* \u00a0\n\t\t\t\t\t10,109 \u00a0\n\t\t\t\t\t5,144 \u00a0\n\t\t\t\t\t7,025 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,317 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,283 \u00a0\n\t\t\t\t\t-215 \u00a0\n\t\t\t\t\t25,663 \u00a0\n\t\t\t\t\t5,159 \u00a0\n\t\t\t\t\t30,822 \u00a0\n\t\t\t\t\tof which resolution fund, \u00a0\n\t\t\t\t\tbank tax etc. \u00a0\n\t\t\t\t\t117 \u00a0\n\t\t\t\t\t173 \u00a0\n\t\t\t\t\t360 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t37 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t687 \u00a0\n\t\t\t\t\t-687 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tProfit before loan \u00a0\n\t\t\t\t\timpairment charges \u00a0\n\t\t\t\t\t3,202 \u00a0\n\t\t\t\t\t5,189 \u00a0\n\t\t\t\t\t7,625 \u00a0\n\t\t\t\t\t2,088 \u00a0\n\t\t\t\t\t259 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t892 \u00a0\n\t\t\t\t\t-2,333 \u00a0\n\t\t\t\t\t16,921 \u00a0\n\t\t\t\t\t-210 \u00a0\n\t\t\t\t\t16,712 \u00a0\n\t\t\t\t\tLoan impairment charges \u00a0\n\t\t\t\t\t60 \u00a0\n\t\t\t\t\t426 \u00a0\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-127 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t348 \u00a0\n\t\t\t\t\t-207 \u00a0\n\t\t\t\t\t141 \u00a0\n\t\t\t\t\tProfit before tax, core \u00a0\n\t\t\t\t\t3,142 \u00a0\n\t\t\t\t\t4,763 \u00a0\n\t\t\t\t\t7,638 \u00a0\n\t\t\t\t\t2,088 \u00a0\n\t\t\t\t\t386 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t890 \u00a0\n\t\t\t\t\t-2,333 \u00a0\n\t\t\t\t\t16,573 \u00a0\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t16,571 \u00a0\n\t\t\t\t\tProfit before tax, Non-core \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\tProfit before tax \u00a0\n\t\t\t\t\t3,142 \u00a0\n\t\t\t\t\t4,763 \u00a0\n\t\t\t\t\t7,638 \u00a0\n\t\t\t\t\t2,088 \u00a0\n\t\t\t\t\t386 \u00a0\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t890 \u00a0\n\t\t\t\t\t-2,333 \u00a0\n\t\t\t\t\t16,571 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t16,571 \u00a0\n\t\t\t\t\tLoans, excluding reverse \u00a0\n\t\t\t\t\ttransactions \u00a0\n\t\t\t\t\t878,079 \u00a0\n\t\t\t\t\t643,895 \u00a0\n\t\t\t\t\t260,482 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t55,046 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t26,910 \u00a0\n\t\t\t\t\t-30,041 1,834,372 \u00a0\n\t\t\t\t\t1,312 1,835,684 \u00a0\n\t\t\t\t\tOther assets (including \u00a0\n\t\t\t\t\tNon-core) \u00a0\n\t\t\t\t\t315,858 \u00a0\n\t\t\t\t\t216,820 \u00a0\n\t\t\t\t\t2,834,898 669,766 \u00a0\n\t\t\t\t\t61,245 \u00a0\n\t\t\t\t\t- 3,904,493\u00a0-5,903,645 2,099,436 \u00a0\n\t\t\t\t\t715 2,100,150 \u00a0\n\t\t\t\t\tTotal assets \u00a0\n\t\t\t\t\t1,193,937 \u00a0\n\t\t\t\t\t860,715 \u00a0\n\t\t\t\t\t3,095,380 669,766\u00a0116,291 2,027\u00a03,931,404 -5,933,686\u00a03,935,834 \u00a0\n\t\t\t\t\t- 3,935,834 \u00a0\n\t\t\t\t\tDeposits, excluding repo \u00a0\n\t\t\t\t\tdeposits \u00a0\n\t\t\t\t\t407,904 \u00a0\n\t\t\t\t\t292,530 \u00a0\n\t\t\t\t\t383,547 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t98,980 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-3,362 \u00a0\n\t\t\t\t\t-11,959 1,167,638 \u00a0\n\t\t\t\t\t2,191 1,169,829 \u00a0\n\t\t\t\t\tOther liabilities (including \u00a0\n\t\t\t\t\tNon-core) \u00a0\n\t\t\t\t\t754,643 \u00a0\n\t\t\t\t\t526,593 \u00a0\n\t\t\t\t\t2,671,294 657,586 \u00a0\n\t\t\t\t\t11,531 \u00a0\n\t\t\t\t\t- 3,894,541\u00a0-5,921,727 2,594,461 \u00a0\n\t\t\t\t\t337 2,594,798 \u00a0\n\t\t\t\t\tAllocated capital \u00a0\n\t\t\t\t\t31,390 \u00a0\n\t\t\t\t\t41,593 \u00a0\n\t\t\t\t\t40,540 12,180 \u00a0\n\t\t\t\t\t5,781 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39,723 171,207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t171,207 \u00a0\n\t\t\t\t\tTotal liabilities\u00a0and equity\u00a01,193,937 \u00a0\n\t\t\t\t\t860,715 \u00a0\n\t\t\t\t\t3,095,380 669,766\u00a0116,291 2,529\u00a03,930,902 -5,933,686\u00a03,935,834 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,935,834 \u00a0\n\t\t\t\t\tProfit before tax as % p.a. \u00a0\n\t\t\t\t\tof allocated capital (avg.) \u00a0\n\t\t\t\t\t9.5 \u00a0\n\t\t\t\t\t11.7 \u00a0\n\t\t\t\t\t17.5 \u00a0\n\t\t\t\t\t16.2 \u00a0\n\t\t\t\t\t5.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10.0 \u00a0\n\t\t\t\t\tCost/income ratio (%) \u00a0\n\t\t\t\t\t75.9 \u00a0\n\t\t\t\t\t49.8 \u00a0\n\t\t\t\t\t48.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t83.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t71.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t60.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t64.8 \u00a0\n\t\t\t\t\tFull-time-equivalent staff, \u00a0\n\t\t\t\t\tend of period \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t1,699 \u00a0\n\t\t\t\t\t2,684 \u00a0\n\t\t\t\t\t960 \u00a0\n\t\t\t\t\t1,268 \u00a0\n\t\t\t\t\t25 \u00a0\n\t\t\t\t\t10,252 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t21,754 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t21,754 \u00a0\n\t\t\t\t\t*Comparative figures have been restated, as described above. \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tThe table below breaks down\u00a0credit exposure by core business\u00a0unit and underlying\u00a0segment. \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in core activities\u00a0broken down by business\u00a0unit \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t466.0 \u00a0\n\t\t\t\t\t30.8 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t464.9 \u00a0\n\t\t\t\t\t29.1 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t57.7 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tNordic \u00a0\n\t\t\t\t\t363.8 \u00a0\n\t\t\t\t\t17.7 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t363.6 \u00a0\n\t\t\t\t\t17.3 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t76.3 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Personal \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t829.8 \u00a0\n\t\t\t\t\t48.5 \u00a0\n\t\t\t\t\t9.9 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t828.5 \u00a0\n\t\t\t\t\t46.5 \u00a0\n\t\t\t\t\t7.7 \u00a0\n\t\t\t\t\t134.1 \u00a0\n\t\t\t\t\t7.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tAsset Finance \u00a0\n\t\t\t\t\t47.6 \u00a0\n\t\t\t\t\t12.9 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t47.4 \u00a0\n\t\t\t\t\t12.4 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t18.6 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\t324.0 \u00a0\n\t\t\t\t\t56.4 \u00a0\n\t\t\t\t\t11.1 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t323.1 \u00a0\n\t\t\t\t\t52.5 \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t120.0 \u00a0\n\t\t\t\t\t17.9 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tCommercial Real Estate \u00a0\n\t\t\t\t\t279.1 \u00a0\n\t\t\t\t\t22.1 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t278.9 \u00a0\n\t\t\t\t\t21.5 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t43.6 \u00a0\n\t\t\t\t\t6.5 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Business \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t650.7 \u00a0\n\t\t\t\t\t91.4 \u00a0\n\t\t\t\t\t13.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t649.5 \u00a0\n\t\t\t\t\t86.4 \u00a0\n\t\t\t\t\t9.4 \u00a0\n\t\t\t\t\t182.3 \u00a0\n\t\t\t\t\t26.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tLarge Corporates\u00a0& \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\t615.2 \u00a0\n\t\t\t\t\t29.1 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t614.7 \u00a0\n\t\t\t\t\t28.1 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t545.1 \u00a0\n\t\t\t\t\t25.8 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\t81.4 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t81.1 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t45.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tGroup Functions \u00a0\n\t\t\t\t\t147.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t147.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t146.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,324.2 \u00a0\n\t\t\t\t\t176.0 \u00a0\n\t\t\t\t\t32.1 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t8.3 2,321.0 \u00a0\n\t\t\t\t\t168.0 \u00a0\n\t\t\t\t\t23.9 1,053.6 \u00a0\n\t\t\t\t\t61.0 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPersonal Customers* \u00a0\n\t\t\t\t\tPersonal Customers\u00a0DK \u00a0\n\t\t\t\t\t532.7 \u00a0\n\t\t\t\t\t23.4 \u00a0\n\t\t\t\t\t12.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t531.8 \u00a0\n\t\t\t\t\t22.2 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t63.9 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tNordic \u00a0\n\t\t\t\t\t400.8 \u00a0\n\t\t\t\t\t20.1 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t400.6 \u00a0\n\t\t\t\t\t19.8 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t103.8 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal Personal \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t937.5 \u00a0\n\t\t\t\t\t43.7 \u00a0\n\t\t\t\t\t15.3 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t936.4 \u00a0\n\t\t\t\t\t42.2 \u00a0\n\t\t\t\t\t12.5 \u00a0\n\t\t\t\t\t168.6 \u00a0\n\t\t\t\t\t5.3 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tBusiness Customers* \u00a0\n\t\t\t\t\tAsset Finance \u00a0\n\t\t\t\t\t48.8 \u00a0\n\t\t\t\t\t10.7 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t48.8 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t17.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\t349.8 \u00a0\n\t\t\t\t\t35.5 \u00a0\n\t\t\t\t\t15.9 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t348.9 \u00a0\n\t\t\t\t\t32.0 \u00a0\n\t\t\t\t\t11.4 \u00a0\n\t\t\t\t\t122.0 \u00a0\n\t\t\t\t\t9.7 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tCommercial Real Esate \u00a0\n\t\t\t\t\t313.8 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t313.7 \u00a0\n\t\t\t\t\t9.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t54.3 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Business \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t712.5 \u00a0\n\t\t\t\t\t56.0 \u00a0\n\t\t\t\t\t18.6 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t4.1 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t711.4 \u00a0\n\t\t\t\t\t52.0 \u00a0\n\t\t\t\t\t13.4 \u00a0\n\t\t\t\t\t193.9 \u00a0\n\t\t\t\t\t13.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tLarge Corporates\u00a0& \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\t560.5 \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t10.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t560.2 \u00a0\n\t\t\t\t\t24.2 \u00a0\n\t\t\t\t\t6.3 \u00a0\n\t\t\t\t\t482.2 \u00a0\n\t\t\t\t\t18.4 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\t93.7 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t93.6 \u00a0\n\t\t\t\t\t5.3 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t55.9 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tGroup Functions \u00a0\n\t\t\t\t\t256.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t256.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t256.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,560.9 \u00a0\n\t\t\t\t\t130.6 \u00a0\n\t\t\t\t\t46.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t12.4 2,558.2 \u00a0\n\t\t\t\t\t123.8 \u00a0\n\t\t\t\t\t33.6 1,156.8 \u00a0\n\t\t\t\t\t37.5 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t* Comparative information has been restated, as described in note G3(a). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfEntitysReportableSegmentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact3976": {
   "value": "G4. Activities by country \u00a0\n\t\t\t\t\tUnder CRD\u00a0IV, a financial institution\u00a0must disclose, by country in which it operates through a subsidiary or a branch, information about income, number \u00a0\n\t\t\t\t\tof employees,\u00a0profit before tax, tax and public\u00a0subsidies received. This information is\u00a0not comparable\u00a0to the geographical segmentation presented in note \u00a0\n\t\t\t\t\tG3(d), in\u00a0which segmentation is based\u00a0on the customer\u2019s country of residence. The Group has not received any public\u00a0subsidies that relate to the Group\u2019s \u00a0\n\t\t\t\t\tactivities as\u00a0a financial\u00a0institution. \u00a0\n\t\t\t\t\tIncome* \u00a0\n\t\t\t\t\tFull-time- Profit\u00a0before tax \u00a0\n\t\t\t\t\tTax on profit \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t(DKK millions)\u00a0equivalent staff\u00a0(DKK millions)\u00a0(DKK millions) \u00a0\n\t\t\t\t\tDenmark** \u00a0\n\t\t\t\t\t66,942 \u00a0\n\t\t\t\t\t9,741 \u00a0\n\t\t\t\t\t-10,082 \u00a0\n\t\t\t\t\t1,456 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\t5,497 \u00a0\n\t\t\t\t\t1,517 \u00a0\n\t\t\t\t\t1,706 \u00a0\n\t\t\t\t\t348 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\t8,987 \u00a0\n\t\t\t\t\t1,438 \u00a0\n\t\t\t\t\t2,118 \u00a0\n\t\t\t\t\t376 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\t10,350 \u00a0\n\t\t\t\t\t1,057 \u00a0\n\t\t\t\t\t2,586 \u00a0\n\t\t\t\t\t690 \u00a0\n\t\t\t\t\tUnited Kingdom \u00a0\n\t\t\t\t\t3,079 \u00a0\n\t\t\t\t\t1,385 \u00a0\n\t\t\t\t\t577 \u00a0\n\t\t\t\t\t-89 \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\t390 \u00a0\n\t\t\t\t\t44 \u00a0\n\t\t\t\t\t113 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\tLithuania \u00a0\n\t\t\t\t\t1,856 \u00a0\n\t\t\t\t\t4,093 \u00a0\n\t\t\t\t\t46 \u00a0\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\tLuxembourg \u00a0\n\t\t\t\t\t1,604 \u00a0\n\t\t\t\t\t28 \u00a0\n\t\t\t\t\t449 \u00a0\n\t\t\t\t\t110 \u00a0\n\t\t\t\t\tGermany \u00a0\n\t\t\t\t\t11 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t7\n\t\t\t\t\tPoland \u00a0\n\t\t\t\t\t180 \u00a0\n\t\t\t\t\t336 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t18 \u00a0\n\t\t\t\t\tUSA \u00a0\n\t\t\t\t\t75 \u00a0\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\tIndia \u00a0\n\t\t\t\t\t571 \u00a0\n\t\t\t\t\t1,367 \u00a0\n\t\t\t\t\t80 \u00a0\n\t\t\t\t\t-28 \u00a0\n\t\t\t\t\tChina \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t99,543 \u00a0\n\t\t\t\t\t21,022 \u00a0\n\t\t\t\t\t-2,284 \u00a0\n\t\t\t\t\t2,784 \u00a0\n\t\t\t\t\t*Income is defined as interest income (including negat\u00a0i ve\u00a0interest income), fee and commission income andother operating income. \u00a0\n\t\t\t\t\t**The provision for Estonia matter of DKK 13.8 billionis included in the profit before tax in Denmark. \u00a0\n\t\t\t\t\tIncome* \u00a0\n\t\t\t\t\tFull-time- Profit\u00a0before tax \u00a0\n\t\t\t\t\tTax on profit \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions)\u00a0equivalent staff\u00a0(DKK millions)\u00a0(DKK millions) \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t52,298 \u00a0\n\t\t\t\t\t10,540 \u00a0\n\t\t\t\t\t7,336 \u00a0\n\t\t\t\t\t1,811 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\t4,198 \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t1,685 \u00a0\n\t\t\t\t\t300 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\t7,124 \u00a0\n\t\t\t\t\t1,437 \u00a0\n\t\t\t\t\t3,254 \u00a0\n\t\t\t\t\t590 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\t6,891 \u00a0\n\t\t\t\t\t1,079 \u00a0\n\t\t\t\t\t3,012 \u00a0\n\t\t\t\t\t736 \u00a0\n\t\t\t\t\tUnited Kingdom \u00a0\n\t\t\t\t\t2,043 \u00a0\n\t\t\t\t\t1,362 \u00a0\n\t\t\t\t\t473 \u00a0\n\t\t\t\t\t137 \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t166 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\tLithuania \u00a0\n\t\t\t\t\t1,692 \u00a0\n\t\t\t\t\t4,029 \u00a0\n\t\t\t\t\t150 \u00a0\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\tLuxembourg \u00a0\n\t\t\t\t\t1,377 \u00a0\n\t\t\t\t\t76 \u00a0\n\t\t\t\t\t124 \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\tGermany \u00a0\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t229 \u00a0\n\t\t\t\t\t26 \u00a0\n\t\t\t\t\tPoland \u00a0\n\t\t\t\t\t72 \u00a0\n\t\t\t\t\t135 \u00a0\n\t\t\t\t\t58 \u00a0\n\t\t\t\t\t8\n\t\t\t\t\tUSA \u00a0\n\t\t\t\t\t99 \u00a0\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t35 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\tIndia \u00a0\n\t\t\t\t\t407 \u00a0\n\t\t\t\t\t1,392 \u00a0\n\t\t\t\t\t56 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\tChina \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-8 \u00a0\n\t\t\t\t\t0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t76,411 \u00a0\n\t\t\t\t\t21,754 \u00a0\n\t\t\t\t\t16,571 \u00a0\n\t\t\t\t\t3,651 \u00a0\n\t\t\t\t\t*Income is defined as interest income (including negat\u00a0i ve\u00a0interest income), fee and commission income andother operating income. \u00a0G4. Activities by country continued \u00a0\n\t\t\t\t\tDanske Bank carries out\u00a0its activities in the\u00a0countries listed below under a variety of names, of which the main ones are: Danske Bank (banking, trading and \u00a0\n\t\t\t\t\tasset management activities),\u00a0Realkredit Danmark (mortgage finance), Danske\u00a0Mortgage Bank\u00a0(mortgage finance), Danske Hypotek\u00a0(mortgage finance), \u00a0\n\t\t\t\t\tNorthern Bank (banking), Danica Pension (life insurance) and Danske Leasing A/S (leasing). Note G38 discloses the company names of the Group\u2019s significant \u00a0\n\t\t\t\t\tsubsidiaries. \u00a0\n\t\t\t\t\tActivities in\u00a0the individual countries \u00a0\n\t\t\t\t\tActivities in\u00a0Denmark include:\u00a0Banking, trading, asset management, leasing, life and nonlife insurance and other activities. \u00a0\n\t\t\t\t\tActivities in\u00a0Finland include: Banking, trading, asset management, leasing and other activities. \u00a0\n\t\t\t\t\tActivities in\u00a0Sweden include:\u00a0Banking, trading, asset management, leasing and other activities. \u00a0\n\t\t\t\t\tActivities in\u00a0Norway include: Banking, trading, asset management, leasing, life insurance and other activities. \u00a0\n\t\t\t\t\tActivities in\u00a0the United Kingdom include: Banking, trading and leasing. \u00a0\n\t\t\t\t\tActivities in\u00a0Ireland include: Banking. \u00a0\n\t\t\t\t\tActivities in\u00a0Lithuania include:\u00a0Banking, leasing and other activities. Banking and leasing activities in Lithuania were finalised by the end of 2022. \u00a0\n\t\t\t\t\tActivities in\u00a0Luxembourg include: Banking and asset\u00a0management. As of the first quarter of 2022, the Group has no activities in Luxembourg. \u00a0\n\t\t\t\t\tActivities in\u00a0Germany include: Banking. As of the second quarter of 2022, the Group has no activities in Germany. \u00a0\n\t\t\t\t\tActivities in\u00a0Poland include: Banking. \u00a0\n\t\t\t\t\tActivities in\u00a0the USA include: Trading. \u00a0\n\t\t\t\t\tActivities in\u00a0India include: Other activities. \u00a0\n\t\t\t\t\tActivities in\u00a0China include: Representation office. As of Q4 2021, the Group has no activities in China. \u00a0\n\t\t\t\t\tOther activities include: Group support functions, real-estate brokerage and activities taken over by the Group under non-performing-loan agreements. \u00a0G28. Balance sheet items broken down by expected due date \u00a0\n\t\t\t\t\tThe Group presents the balance sheet items in order of liquidity\u00a0instead of distinguishing\u00a0between current and non-current items. The table below shows \u00a0\n\t\t\t\t\tthe balance sheet items\u00a0expected to mature within one year (current) and\u00a0after more than one year (non-current). \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tWithin 1 year \u00a0\n\t\t\t\t\tAfter 1 year \u00a0\n\t\t\t\t\tWithin 1 year \u00a0\n\t\t\t\t\tAfter 1 year \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central banks \u00a0\n\t\t\t\t\t175,052 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t293,386 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t59,690 \u00a0\n\t\t\t\t\t1,121 \u00a0\n\t\t\t\t\t70,326 \u00a0\n\t\t\t\t\t830 \u00a0\n\t\t\t\t\tTrading portfolio assets \u00a0\n\t\t\t\t\t305,290 \u00a0\n\t\t\t\t\t333,509 \u00a0\n\t\t\t\t\t293,561 \u00a0\n\t\t\t\t\t216,029 \u00a0\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t79,291 \u00a0\n\t\t\t\t\t223,667 \u00a0\n\t\t\t\t\t99,391 \u00a0\n\t\t\t\t\t204,386 \u00a0\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t306,048 \u00a0\n\t\t\t\t\t776,770 \u00a0\n\t\t\t\t\t214,459 \u00a0\n\t\t\t\t\t812,983 \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t229,001 \u00a0\n\t\t\t\t\t703,676 \u00a0\n\t\t\t\t\t240,764 \u00a0\n\t\t\t\t\t783,697 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked\u00a0investments contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t66,499 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76,654 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t32,116 \u00a0\n\t\t\t\t\t423,300 \u00a0\n\t\t\t\t\t24,783 \u00a0\n\t\t\t\t\t523,023 \u00a0\n\t\t\t\t\tAssets held for sale \u00a0\n\t\t\t\t\t350 \u00a0\n\t\t\t\t\t28,800 \u00a0\n\t\t\t\t\tIntangible assets \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6,802 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8,819 \u00a0\n\t\t\t\t\tTax assets \u00a0\n\t\t\t\t\t4,230 \u00a0\n\t\t\t\t\t969 \u00a0\n\t\t\t\t\t3,998 \u00a0\n\t\t\t\t\t512 \u00a0\n\t\t\t\t\tOther assets \u00a0\n\t\t\t\t\t21,548 \u00a0\n\t\t\t\t\t14,069 \u00a0\n\t\t\t\t\t22,008 \u00a0\n\t\t\t\t\t17,425 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,212,616 \u00a0\n\t\t\t\t\t2,550,383 \u00a0\n\t\t\t\t\t1,291,476 \u00a0\n\t\t\t\t\t2,644,358 \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t133,557 \u00a0\n\t\t\t\t\t5,220 \u00a0\n\t\t\t\t\t136,209 \u00a0\n\t\t\t\t\t36,767 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t148,901 \u00a0\n\t\t\t\t\t405,420 \u00a0\n\t\t\t\t\t72,461 \u00a0\n\t\t\t\t\t302,498 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t219,387 \u00a0\n\t\t\t\t\t1,042,905 \u00a0\n\t\t\t\t\t229,808 \u00a0\n\t\t\t\t\t1,062,222 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t116,052 \u00a0\n\t\t\t\t\t581,336 \u00a0\n\t\t\t\t\t148,934 \u00a0\n\t\t\t\t\t645,975 \u00a0\n\t\t\t\t\tIssued bonds at amortised cost, including Non-preferred senior bonds* \u00a0\n\t\t\t\t\t73,657 \u00a0\n\t\t\t\t\t212,261 \u00a0\n\t\t\t\t\t79,399 \u00a0\n\t\t\t\t\t252,109 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked\u00a0investment contracts* \u00a0\n\t\t\t\t\t10,509 \u00a0\n\t\t\t\t\t56,216 \u00a0\n\t\t\t\t\t10,864 \u00a0\n\t\t\t\t\t66,118 \u00a0\n\t\t\t\t\tLiabilities under insurance contracts* \u00a0\n\t\t\t\t\t44,801 \u00a0\n\t\t\t\t\t442,620 \u00a0\n\t\t\t\t\t35,054 \u00a0\n\t\t\t\t\t553,682 \u00a0\n\t\t\t\t\tLiabilities in disposal\u00a0groups held for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t29,577 \u00a0\n\t\t\t\t\tTax liabilities \u00a0\n\t\t\t\t\t630 \u00a0\n\t\t\t\t\t1,834 \u00a0\n\t\t\t\t\t70 \u00a0\n\t\t\t\t\t1,794 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\t65,910 \u00a0\n\t\t\t\t\t3,114 \u00a0\n\t\t\t\t\t51,914 \u00a0\n\t\t\t\t\t4,354 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38,349 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39,321 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t813,403 \u00a0\n\t\t\t\t\t2,789,277 \u00a0\n\t\t\t\t\t794,289 \u00a0\n\t\t\t\t\t2,964,841 \u00a0\n\t\t\t\t\t* Comparative information has been restated as described in note G2(a) \u00a0\n\t\t\t\t\tDeposits include fixed-term deposits and demand deposits. Fixed-term deposits are recognised according to\u00a0maturity. Demand deposits have\u00a0short \u00a0\n\t\t\t\t\tcontractual maturities\u00a0but are considered\u00a0a stable funding\u00a0source with\u00e5\u00f8 an expected maturity\u00a0of more than\u00a0one year. \u00a0G29. Contractual due dates of financial liabilities \u00a0\n\t\t\t\t\tThe table below shows the contractual due dates of non-derivative\u00a0financial liabilities broken down\u00a0by maturity time bands. The maturity\u00a0analysis is based \u00a0\n\t\t\t\t\ton the\u00a0earliest date on\u00a0which the Group can be required to pay and does not reflect the expected due date. The section on liquidity\u00a0risk in note G41 \u00a0\n\t\t\t\t\tprovides information about\u00a0the Group\u2019s liquidity risk\u00a0and liquidity\u00a0risk management. \u00a0\n\t\t\t\t\t2022 (DKK millions) \u00a0\n\t\t\t\t\t0-1 month \u00a0\n\t\t\t\t\t1-3 months \u00a0\n\t\t\t\t\t3-12 months \u00a0\n\t\t\t\t\t1-5 years \u00a0\n\t\t\t\t\t> 5 years \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t90,912 \u00a0\n\t\t\t\t\t9,603 \u00a0\n\t\t\t\t\t33,885 \u00a0\n\t\t\t\t\t5,376 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,173,421 \u00a0\n\t\t\t\t\t44,719 \u00a0\n\t\t\t\t\t27,500 \u00a0\n\t\t\t\t\t11,284 \u00a0\n\t\t\t\t\t9,521 \u00a0\n\t\t\t\t\tRepurchase obligation under reverse transactions \u00a0\n\t\t\t\t\t119,180 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t22,547 \u00a0\n\t\t\t\t\t9,151 \u00a0\n\t\t\t\t\t92,477 \u00a0\n\t\t\t\t\t473,389 \u00a0\n\t\t\t\t\t181,087 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t4,858 \u00a0\n\t\t\t\t\t70,626 \u00a0\n\t\t\t\t\t223,330 \u00a0\n\t\t\t\t\t9,021 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t141 \u00a0\n\t\t\t\t\t281 \u00a0\n\t\t\t\t\t1,267 \u00a0\n\t\t\t\t\t82,625 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther financial\u00a0liabilities \u00a0\n\t\t\t\t\t2,123 \u00a0\n\t\t\t\t\t1,267 \u00a0\n\t\t\t\t\t7,119 \u00a0\n\t\t\t\t\t22,178 \u00a0\n\t\t\t\t\t34,039 \u00a0\n\t\t\t\t\tFinancial and loss guarantees \u00a0\n\t\t\t\t\t81,397 \u00a0\n\t\t\t\t\tLoan commitments\u00a0shorter than 1 year \u00a0\n\t\t\t\t\t236,062 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0longer than 1 year \u00a0\n\t\t\t\t\t199,888 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther unutilised loan commitments \u00a0\n\t\t\t\t\t85 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,925,755 \u00a0\n\t\t\t\t\t69,880 \u00a0\n\t\t\t\t\t232,873 \u00a0\n\t\t\t\t\t818,182 \u00a0\n\t\t\t\t\t233,669 \u00a0\n\t\t\t\t\t2021 (DKK millions) \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t120,172 \u00a0\n\t\t\t\t\t11,651 \u00a0\n\t\t\t\t\t1,188 \u00a0\n\t\t\t\t\t37,085 \u00a0\n\t\t\t\t\t1,673 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t1,213,387 \u00a0\n\t\t\t\t\t42,827 \u00a0\n\t\t\t\t\t16,009 \u00a0\n\t\t\t\t\t10,101 \u00a0\n\t\t\t\t\t9,142 \u00a0\n\t\t\t\t\tRepurchase obligation under reverse transactions \u00a0\n\t\t\t\t\t132,955 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t36,184 \u00a0\n\t\t\t\t\t16,127 \u00a0\n\t\t\t\t\t104,747 \u00a0\n\t\t\t\t\t487,164 \u00a0\n\t\t\t\t\t231,951 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t962 \u00a0\n\t\t\t\t\t27,779 \u00a0\n\t\t\t\t\t50,323 \u00a0\n\t\t\t\t\t262,273 \u00a0\n\t\t\t\t\t8,537 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t121 \u00a0\n\t\t\t\t\t243 \u00a0\n\t\t\t\t\t1,093 \u00a0\n\t\t\t\t\t82,096 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther financial\u00a0liabilities \u00a0\n\t\t\t\t\t2,825 \u00a0\n\t\t\t\t\t1,162 \u00a0\n\t\t\t\t\t6,878 \u00a0\n\t\t\t\t\t24,438 \u00a0\n\t\t\t\t\t41,680 \u00a0\n\t\t\t\t\tFinancial and loss guarantees \u00a0\n\t\t\t\t\t81,000 \u00a0\n\t\t\t\t\tLoan commitments\u00a0shorter than 1 year \u00a0\n\t\t\t\t\t204,610 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0longer than 1 year \u00a0\n\t\t\t\t\t198,830 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther unutilised loan commitments \u00a0\n\t\t\t\t\t135 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,991,182 \u00a0\n\t\t\t\t\t99,789 \u00a0\n\t\t\t\t\t180,236 \u00a0\n\t\t\t\t\t903,157 \u00a0\n\t\t\t\t\t292,982 \u00a0\n\t\t\t\t\t(a) Further explanation \u00a0\n\t\t\t\t\tDisclosures comprise\u00a0agreed payments, including\u00a0principal and\u00a0interest. For liabilities\u00a0with variable cash flows, for\u00a0example variable-rate financia\u00a0l \u00a0\n\t\t\t\t\tliabilities, disclosure\u00a0is based on the contractual\u00a0conditions at\u00a0the balance sheet date. \u00a0\n\t\t\t\t\tUsually, deposits are\u00a0contractually very short-term funding, but in practice, they are considered a\u00a0stable funding source, as amounts disbursed largely \u00a0\n\t\t\t\t\tequal deposits\u00a0received. A\u00a0number of\u00a0loan commitments\u00a0and guarantees\u00a0expire without\u00a0being utilised. Loan commitments\u00a0and guarantees\u00a0are include d \u00a0\n\t\t\t\t\tat the earliest\u00a0date on\u00a0which the Group can be required to pay. To take into account potential drawings under loan commitments,\u00a0the Group factors in the \u00a0\n\t\t\t\t\teffect of\u00a0the unutilised portion of\u00a0the facilities in the calculation of liquidity\u00a0risk. \u00a0\n\t\t\t\t\tFor guarantees to result in a payment\u00a0obligation to the\u00a0Group, a number of individual\u00a0conditions must\u00a0be met. As it is not possible to break down the \u00a0\n\t\t\t\t\tearliest dates on\u00a0which such conditions\u00a0are met by maturity time bands, all guarantees are included in the 0-1 month column. \u00a0\n\t\t\t\t\tThe table excludes investment commitments\u00a0in Danica\u00a0Pension of DKK\u00a015,111 million (2021: 17,612 million). The investment\u00a0commitments relate \u00a0\n\t\t\t\t\tprimarily to commitments\u00a0to participate in alternative\u00a0investments where the insurance policyholders\u2019\u00a0assume the majority\u00a0of the risks on the \u00a0\n\t\t\t\t\tinvestments. \u00a0G40. Interests in\u00a0unconsolidated structured\u00a0entities \u00a0\n\t\t\t\t\tThe Group has established a number of\u00a0investment funds\u00a0in which the Group acts as\u00a0fund manager.\u00a0The Group is\u00a0entitled to\u00a0receive management fees \u00a0\n\t\t\t\t\tbased on the assets under management.\u00a0The Group may also retain units\u00a0in these\u00a0funds. The assets in unconsolidated investment\u00a0funds managed by the \u00a0\n\t\t\t\t\tGroup totalled DKK 660.8 billion\u00a0(2021: DKK 858.7 billion). The Group retained holdings of\u00a0DKK 64.6 billion\u00a0(2021: DKK 151.6 billion) in these funds. \u00a0\n\t\t\t\t\tSubstantially all\u00a0of these\u00a0holdings are related to pooled schemes, unit-linked\u00a0investment contracts and insurance contracts. Income generated to the \u00a0\n\t\t\t\t\tGroup in the form\u00a0of management fees amounted to DKK 3.7 billion (2021: DKK 4.0 billion). In addition,\u00a0the Group has holdings in private equity \u00a0\n\t\t\t\t\tinvestment funds\u00a0of DKK 0.1 billion (2021: DKK 0.1 billion). \u00a0\n\t\t\t\t\tThe Group has limited exposure to\u00a0structured securitisation entities.\u00a0The exposure dates back to the period between 2001-2007 when the Group acted \u00a0\n\t\t\t\t\tas an\u00a0investor. This\u00a0involved the purchase\u00a0of bonds\u00a0and entering\u00a0into facilities\u00a0for securitisation\u00a0assets that were either structurally\u00a0senior or\u00a0triple A- \u00a0\n\t\t\t\t\trated by\u00a0at least one of the major rating agencies. The Group\u00a0has not acted as a sponsor or an orginator, and none of the assets of the structured\u00a0entitie s \u00a0\n\t\t\t\t\twere previously\u00a0held on the Group's\u00a0balance sheet. The remaining\u00a0exposure consists mainly of liquidity\u00a0facilities and\u00a0is reported as part of the credit \u00a0\n\t\t\t\t\texposure in\u00a0the Non-core segment. At end-2022, the gross exposure amounted\u00a0to DKK 2.4 billion\u00a0(2021: DKK 3.6 billion). During the year, the Grou\u00a0p \u00a0\n\t\t\t\t\tdid not provide any non-contractual\u00a0financial or other support to any of the structural entities. The key risk on the portfolio relates to the underlying \u00a0\n\t\t\t\t\tsecuritisation transactions, which\u00a0consist mainly of commercial and residential mortgage loans originated in\u00a0the UK and\u00a0Germany. \u00a0Life insurance risk \u00a0\n\t\t\t\t\tThe Danske Bank Group\u2019s life insurance risk consists of risks originating\u00a0from its ownership\u00a0of Danica Pension. This\u00a0includes pension related market risk \u00a0\n\t\t\t\t\tand insurance risk. In addition, the operations of Danica Pension are\u00a0exposed to non-financial\u00a0risk and\u00a0ESG risk.\u00a0The Group runs its life insurance \u00a0\n\t\t\t\t\toperations with\u00a0the aim of providing\u00a0best-in-class services to customers, while at the same time maintaining\u00a0a predictable risk profile. The Group is also \u00a0\n\t\t\t\t\tsubject to\u00a0internal pension\u00a0risk through\u00a0its defined benefit plans\u00a0established for\u00a0current and former employees. \u00a0\n\t\t\t\t\tDanske Bank\u2019s financial results are\u00a0affected by\u00a0Danica Pension\u2019s financial position.\u00a0Earnings from Danica Pension consist mainly of the risk allowance \u00a0\n\t\t\t\t\tfrom with-profits\u00a0policies, earnings from unit-linked\u00a0products and from health and accident products,\u00a0and the investment\u00a0return on Danica\u00a0Pension\u2019s \u00a0\n\t\t\t\t\tequity capital. \u00a0\n\t\t\t\t\tThe life insurance risk framework is governed by Danica Pension\u2019s Board of Directors.\u00a0On a daily\u00a0basis, Danica Pension\u2019s risk management function \u00a0\n\t\t\t\t\tmonitors both\u00a0the risk and the asset-liability\u00a0management (ALM) limits set by its Board of Directors,\u00a0including limits set for\u00a0its solvency capital \u00a0\n\t\t\t\t\trequirement, for the solvency coverage ratio and for\u00a0the own\u00a0funds loss exposure in a risk scenario defined by\u00a0Danica Pension\u2019s Board of\u00a0Directors. The \u00a0\n\t\t\t\t\trisk management function also follows up\u00a0on investment\u00a0limits and\u00a0calculates key\u00a0risk figures\u00a0for ALM purposes. \u00a0\n\t\t\t\t\tOperating under\u00a0Solvency II\u00a0regulations, Danica Pension provides pensions as well as life and health insurance products\u00a0in Denmark.\u00a0As part of its product \u00a0\n\t\t\t\t\tofferings, Danica\u00a0Pension provides\u00a0guaranteed life annuities; insurance against death, disability\u00a0and accident;\u00a0and guaranteed\u00a0benefits on\u00a0retirement. \u00a0\n\t\t\t\t\tThis exposes Danica Pension to insurance risks (such as longevity\u00a0and disability\u00a0risks) and to pension related market risk. \u00a0\n\t\t\t\t\tPension related market\u00a0risk \u00a0\n\t\t\t\t\tPension-related market risk involves the risk of losses because of changes in the fair value of Danica Pension\u2019s assets and liabilities since assets and liabilities \u00a0\n\t\t\t\t\tare not fully exposed to the same types of pension-related market risk. Pension-related market risk primarily covers changing market conditions, such as \u00a0\n\t\t\t\t\tchanges in interest rates, equity prices, property values, exchange rates and credit spreads. Pension-related market risk also includes \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tvolatility risk, which\u00a0relates primarily to the value of assets with embedded options, including equity options and swaptions \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tinflation risk, which relates mainly to the indexation of benefits for part of Danica Pension\u2019s health and accident products \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tliquidity risk,\u00a0which is\u00a0the risk of losses because Danica Pension may be forced to sell investment\u00a0assets to meet liquidity needs \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tcounterparty credit risk, which is the risk of losses because counterparties default on their obligations \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tconcentration risk, which is the risk of losses as a result of high exposure to a few asset classes, industries, issuers, etc. \u00a0\n\t\t\t\t\tPension-related market\u00a0risk may lead to financial losses for Danica Pension and thus reduce the total value of\u00a0Danica Pension's investment assets and \u00a0\n\t\t\t\t\ttechnical provisions, thereby reducing future fee earnings. \u00a0\n\t\t\t\t\tDanica Pension has three sources of pension related market risk: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\twith-profits products (conventional, average-rate products) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tunit-linked products\u00a0(to which customers may have attached an investment\u00a0guarantee) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tinvestments relating to assets allocated to the shareholders\u2019 equity of Danica Pension and other products with direct equity exposure \u00a0\n\t\t\t\t\tThe amount\u00a0of pension related market risk differs for the various products in Danica Pension\u2019s product range. \u00a0\n\t\t\t\t\tDanica Pension\u2019s most significant pension related market risk is the market risk relating to its with-profit products. \u00a0Life insurance risk\u00a0continued \u00a0\n\t\t\t\t\tThe with-profit products offer\u00a0guaranteed benefits based on\u00a0a technical rate\u00a0of interest and are called Danica Traditionel.\u00a0The portfolio of with-profit \u00a0\n\t\t\t\t\tproducts is closed for new business, which means that it is in run-off. \u00a0\n\t\t\t\t\tThe products offer\u00a0policyholders an\u00a0annuity or a\u00a0lump sum consisting\u00a0of a guaranteed\u00a0minimum amount in nominal terms. Customers are\u00a0divided into \u00a0\n\t\t\t\t\thomogeneous interest rate\u00a0groups on basis of the technical rates, and each group has its own investment\u00a0strategy and\u00a0asset allocation.\u00a0In each \u00a0\n\t\t\t\t\tinterest rate group,\u00a0customers participate in\u00a0a collective\u00a0investment pool\u00a0that covers a range of different assets (such as equities,\u00a0property and \u00a0\n\t\t\t\t\tbonds). \u00a0\n\t\t\t\t\tThe policyholders\u00a0earn interest\u00a0at a rate set at the discretion of Danica\u00a0Pension and subject to change at any time. \u00a0\n\t\t\t\t\tThe difference between the actual (set) interest rate and the return on the policyholders\u2019\u00a0(collective) assets is\u00a0allocated to collective\u00a0buffer accounts \u00a0\n\t\t\t\t\towned by the customers. The balances of these buffer accounts are gradually transferred to the individual\u00a0customer accounts in subsequent years by \u00a0\n\t\t\t\t\tmeans of a bonus allocation\u00a0mechanism. This means that high investment\u00a0returns may lead to higher benefits than those guaranteed. \u00a0\n\t\t\t\t\tThe mark-to-market\u00a0value of the guaranteed benefits depends on the level of the discount curve, which is defined under Solvency II and based \u00a0\n\t\t\t\t\tprimarily on EUR swap rates and also takes into account yields on Danish mortgage, credit and government bonds. The level of the long end of the \u00a0\n\t\t\t\t\tdiscount curve, for\u00a0which no reliable market data is available, is determined by the European Insurance and Occupational\u00a0Pensions Authority\u00a0(EIOPA). \u00a0\n\t\t\t\t\tFor the portfolio of with-profit products Danica Pension will have to cover the shortfall if the value of the assets falls below the value of the liabilities.\u00a0This will \u00a0\n\t\t\t\t\tbe the case if, for example, investment returns become sufficiently negative (reducing the asset values) or if the level of the discount curve, other things being \u00a0\n\t\t\t\t\tequal, falls (increasing the value of the liabilities). Hence, the market risk on investments is borne by the customers to the extent that the negative returns can \u00a0\n\t\t\t\t\tbe covered by the collective buffer accounts. Once the buffer accounts have been depleted, negative investment returns on customer savings will force Danica \u00a0\n\t\t\t\t\tPension to step in with funds to ensure that it is possible to provide the benefits guaranteed to the policyholders. In that case, Danske\u00a0Bank A/S will incur a \u00a0\n\t\t\t\t\tloss in the form of a decrease in equity holdings in Danica Pension. \u00a0\n\t\t\t\t\tFurthermore, Danica Pension can book the annual risk allowance fee income for each of the individual interest rate groups only if the collective bonus potential \u00a0\n\t\t\t\t\tfor the interest rate group is sufficient to cover the risk allowance. \u00a0\n\t\t\t\t\tManaging the with-profits product thus involves\u00a0a combination of managing risks on behalf of the policyholders and managing Danica Pension\u2019s risk of having \u00a0\n\t\t\t\t\tto cover losses. For more information about the management of these risks, see Danica Pension\u2019s Annual Report 2022. \u00a0\n\t\t\t\t\tThe pension related market risk associated with unit-linked\u00a0products is primarily borne by the policyholders, particularly in respect of contracts without an \u00a0\n\t\t\t\t\tinvestment guarantee. \u00a0\n\t\t\t\t\tIn unit-linked\u00a0products, policyholders\u00a0receive the actual return on the investments\u00a0rather than a fixed interest rate return. However,\u00a0some of the unit- \u00a0\n\t\t\t\t\tlinked products give the policyholders the option to have their benefits guaranteed. \u00a0\n\t\t\t\t\tDanica Pension\u2019s main savings product \u2013 and the product recommended to most customers\u00a0\u2013 is\u00a0called Danica Balance. Danica Balance is a\u00a0life-cycle \u00a0\n\t\t\t\t\tproduct, meaning that the asset allocation between different risk categories (bonds or equities, for example) for each customer is adjusted gradually \u00a0\n\t\t\t\t\tas the customer\u00a0gets older and approaches retirement. \u00a0\n\t\t\t\t\tFor unit-linked\u00a0products with financial\u00a0guarantees, Danica\u00a0Pension hedges the risk on the financial guarantees by means of financial derivatives\u00a0and by \u00a0\n\t\t\t\t\tadjusting the investment allocation during the period leading up to retirement. The investment allocation is adjusted according to the guarantee amount, the \u00a0\n\t\t\t\t\tinvestment horizon etc. However, if a guarantee is attached to the individual\u00a0policy, Danica Pension bears the risk in relation to the guarantee. \u00a0\n\t\t\t\t\tThe pension related market risk associated with assets allocated to shareholders\u2019 equity and other products concerns the following: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAssets in\u00a0which the\u00a0shareholders\u2019 equity of Danica Pension is invested, i.e. investment returns have a full effect on Danica Pension profits. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe investment results for Danica Pension\u2019s health and accident products and some life insurance products with investment guarantees. This means, \u00a0\n\t\t\t\t\tthat Danica Pension bears the risk if the changes in the value of provisions for these products differ from the changes in the value of the corresponding \u00a0\n\t\t\t\t\tassets. The provisions are the net present value of expected future pay-outs and are exposed to movements in the discount curve, which is defined \u00a0\n\t\t\t\t\tunder Solvency II. The corresponding assets may be exposed to changes in interest rates and also to changes in the values of equities and property. \u00a0\n\t\t\t\t\tDanica Pension has\u00a0separate investment strategies for\u00a0assets allocated to its equity, to health and accident products, and to life insurance products with \u00a0\n\t\t\t\t\tinvestment guarantees. \u00a0Insurance risk \u00a0\n\t\t\t\t\tInsurance risks are linked to trends in policy surrender activity, mortality, disability, critical illness and other variables that could materialise unfavourably \u00a0\n\t\t\t\t\tfrom Danica Pension\u2019s current assumptions and expectations. For example, an increase in longevity lengthens the period during which benefits are payable \u00a0\n\t\t\t\t\tunder certain pension plans and may potentially have a negative effect on Danica Pension\u2019s profits. Similarly, trends in mortality, sickness and recovery affect \u00a0\n\t\t\t\t\tlife insurance and disability benefits. The principal insurance risks are longevity risk and the risk of increased surrenders (i.e. the risk of customers leaving \u00a0\n\t\t\t\t\tDanica Pension or ceasing to pay premiums). Most insurance risks materialise over long-time horizons during which the gradual changes in biometric \u00a0\n\t\t\t\t\tconditions deviate from those assumed in contract pricing. \u00a0\n\t\t\t\t\tInsurance risk may also materialise through changes in the actuarial assumptions used for liability\u00a0valuation. Unfavourable changes in assumptions resulting \u00a0\n\t\t\t\t\tin an increase in liabilities will, to the extent possible, be covered by customer buffers. Once the buffer accounts have been depleted, Danica Pension will have \u00a0\n\t\t\t\t\tto step in with funds to ensure that it is possible to provide the benefits guaranteed to the policyholders. In that case, Danske Bank A/S will incur a loss in the \u00a0\n\t\t\t\t\tform of a decrease in equity holdings in Danica Pension. \u00a0\n\t\t\t\t\tConcentration risk relating to life insurance risk comprises the risk of losses as a result of high exposure to a few customer groups and to a few individuals. \u00a0\n\t\t\t\t\tDanica Pension limits concentration risk by means of risk diversification of the insurance portfolio and by means of reinsurance. \u00a0\n\t\t\t\t\tTo limit losses on individual\u00a0life insurance policies subject to high-risk exposure, Danica Pension reinsures a small portion of the risk related to mortality\u00a0and \u00a0\n\t\t\t\t\tdisability. \u00a0\n\t\t\t\t\tThe various risk elements are subject to ongoing actuarial assessment for the purposes of calculating\u00a0insurance obligations\u00a0and making\u00a0relevant business \u00a0\n\t\t\t\t\tadjustments. \u00a0\n\t\t\t\t\tMonitoring and\u00a0reporting \u00a0\n\t\t\t\t\tDanica Pension\u2019s Board of Directors has set overall risk limits on the potential loss in a number of stress scenarios. The risk management function monitors \u00a0\n\t\t\t\t\tthese limits on a daily basis. Any breaches are reported by the CRO to the ALM Committee and senior management. \u00a0\n\t\t\t\t\tDanica Pension\u2019s Board of Directors receives quarterly reports on Danica Pension\u2019s risk and solvency position, including stress and sensitivity figures. Stress \u00a0\n\t\t\t\t\tand sensitivity\u00a0figures are also reported to Danske Bank A/S via Group Risk Management and CFO Area (Capital Management). \u00a0\n\t\t\t\t\tIn January\u00a02020, the Danish FSA ordered almost all life insurance and pension providers in Denmark \u2013 including Danica Pension \u2013 by 31 December 2022 to \u00a0\n\t\t\t\t\tcalculate their technical provisions for\u00a0solvency purposes\u00a0on the basis\u00a0of expected cash flows from premiums and benefits calculated under a number of \u00a0\n\t\t\t\t\tdifferent return scenarios. \u00a0\n\t\t\t\t\tIn response to the order, Danica Pension decided to develop a projection model for the calculation of provisions for solvency purposes. As planned, this work \u00a0\n\t\t\t\t\twas completed at the end of 2022 and resulted in a solvency coverage ratio of 187% and an excess capital base of DKK 14.7bn calculated at 31 December \u00a0\n\t\t\t\t\t2022. By comparison, the solvency coverage ratio was 210% and the excess capital base was DKK 14.4bn at 31 December 2021. \u00a0\n\t\t\t\t\tThe table below shows the changes in different risk factors that result in a solvency coverage ratio of 125%. However for the interest rate risk sensitivity,\u00a0the \u00a0\n\t\t\t\t\ttable shows the lowest possible solvency coverage ratio in the event of an interest rate change ranging from -2.0 percentage points to +2.0 percentage points. \u00a0\n\t\t\t\t\tSensitivity analysis\u00a0SCR \u00a0\n\t\t\t\t\tSolvency capital \u00a0\n\t\t\t\t\tSolvency \u00a0\n\t\t\t\t\tOwn funds (DKK \u00a0\n\t\t\t\t\trequirement \u00a0\n\t\t\t\t\tcoverage \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tStress (%) \u00a0\n\t\t\t\t\tmillion) \u00a0\n\t\t\t\t\t(DKK million) \u00a0\n\t\t\t\t\tratio (%) \u00a0\n\t\t\t\t\tInterest rate risk \u00a0\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t28,205 \u00a0\n\t\t\t\t\t19,057 \u00a0\n\t\t\t\t\t148 \u00a0\n\t\t\t\t\tEquity risk \u00a0\n\t\t\t\t\t95 \u00a0\n\t\t\t\t\t19,389 \u00a0\n\t\t\t\t\t15,511 \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\tProperty risk \u00a0\n\t\t\t\t\t82 \u00a0\n\t\t\t\t\t21,846 \u00a0\n\t\t\t\t\t17,477 \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\tCredit spread risk \u00a0\n\t\t\t\t\t- Danish government bonds \u00a0\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t22,627 \u00a0\n\t\t\t\t\t18,102 \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\t- Other government bonds \u00a0\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t23,481 \u00a0\n\t\t\t\t\t18,785 \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\t- Other bonds \u00a0\n\t\t\t\t\t64 \u00a0\n\t\t\t\t\t21,958 \u00a0\n\t\t\t\t\t17,567 \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\tLongevity risk \u00a0\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\t30,044 \u00a0\n\t\t\t\t\t24,035 \u00a0\n\t\t\t\t\t125 \u00a0Life insurance risk\u00a0continued \u00a0\n\t\t\t\t\tThe tables below provides information on the bond portfolio held in connection with with-profit and unit-linked\u00a0products. \u00a0\n\t\t\t\t\tBond portfolio (insurance business) broken\u00a0down by geographical area \u00a0\n\t\t\t\t\tCentral and \u00a0\n\t\t\t\t\tQuasi- \u00a0\n\t\t\t\t\tDanish \u00a0\n\t\t\t\t\tSwedish \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tlocal govern-\u00a0government \u00a0\n\t\t\t\t\tmortgage \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tCorporate \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tment bond \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t14,320 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t56,608 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t27,905 \u00a0\n\t\t\t\t\t98,833 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,581 \u00a0\n\t\t\t\t\t1,581 \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t2,243 \u00a0\n\t\t\t\t\t2,252 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t816 \u00a0\n\t\t\t\t\t816 \u00a0\n\t\t\t\t\tUSA \u00a0\n\t\t\t\t\t9,797 \u00a0\n\t\t\t\t\t923 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t12,938 \u00a0\n\t\t\t\t\t23,665 \u00a0\n\t\t\t\t\tSpain \u00a0\n\t\t\t\t\t463 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t370 \u00a0\n\t\t\t\t\t833 \u00a0\n\t\t\t\t\tFrance \u00a0\n\t\t\t\t\t5,479 \u00a0\n\t\t\t\t\t54 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,502 \u00a0\n\t\t\t\t\t8,035 \u00a0\n\t\t\t\t\tLuxembourg \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t84 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,520 \u00a0\n\t\t\t\t\t2,604 \u00a0\n\t\t\t\t\tCanada \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t943 \u00a0\n\t\t\t\t\t943 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\t215 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t172 \u00a0\n\t\t\t\t\t393 \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\t541 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t558 \u00a0\n\t\t\t\t\t1,099 \u00a0\n\t\t\t\t\tItaly \u00a0\n\t\t\t\t\t2,589 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t390 \u00a0\n\t\t\t\t\t2,979 \u00a0\n\t\t\t\t\tPortugal \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t56 \u00a0\n\t\t\t\t\t58 \u00a0\n\t\t\t\t\tAustria \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t36 \u00a0\n\t\t\t\t\t36 \u00a0\n\t\t\t\t\tNetherlands \u00a0\n\t\t\t\t\t121 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,514 \u00a0\n\t\t\t\t\t2,635 \u00a0\n\t\t\t\t\tGermany \u00a0\n\t\t\t\t\t17,524 \u00a0\n\t\t\t\t\t1,694 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,734 \u00a0\n\t\t\t\t\t20,952 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t5,277 \u00a0\n\t\t\t\t\t617 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6,521 \u00a0\n\t\t\t\t\t12,415 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t56,332 \u00a0\n\t\t\t\t\t3,378 \u00a0\n\t\t\t\t\t56,608 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t63,799 \u00a0\n\t\t\t\t\t180,129 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t9,731 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t74,701 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t18,858 \u00a0\n\t\t\t\t\t103,290 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,033 \u00a0\n\t\t\t\t\t2,033 \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\t7\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,585 \u00a0\n\t\t\t\t\t2,592 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,155 \u00a0\n\t\t\t\t\t2,155 \u00a0\n\t\t\t\t\tUSA \u00a0\n\t\t\t\t\t11,429 \u00a0\n\t\t\t\t\t1,202 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t11,960 \u00a0\n\t\t\t\t\t24,591 \u00a0\n\t\t\t\t\tSpain \u00a0\n\t\t\t\t\t2,034 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t708 \u00a0\n\t\t\t\t\t2,742 \u00a0\n\t\t\t\t\tFrance \u00a0\n\t\t\t\t\t6,284 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,593 \u00a0\n\t\t\t\t\t8,877 \u00a0\n\t\t\t\t\tLuxembourg \u00a0\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,849 \u00a0\n\t\t\t\t\t1,943 \u00a0\n\t\t\t\t\tCanada \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t723 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\t268 \u00a0\n\t\t\t\t\t11 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t200 \u00a0\n\t\t\t\t\t479 \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\t688 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3,818 \u00a0\n\t\t\t\t\t4,506 \u00a0\n\t\t\t\t\tItaly \u00a0\n\t\t\t\t\t4,360 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t748 \u00a0\n\t\t\t\t\t5,108 \u00a0\n\t\t\t\t\tPortugal \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\tAustria \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t257 \u00a0\n\t\t\t\t\t257 \u00a0\n\t\t\t\t\tNetherlands \u00a0\n\t\t\t\t\t928 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3,769 \u00a0\n\t\t\t\t\t4,697 \u00a0\n\t\t\t\t\tGermany \u00a0\n\t\t\t\t\t17,999 \u00a0\n\t\t\t\t\t368 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t822 \u00a0\n\t\t\t\t\t2,433 \u00a0\n\t\t\t\t\t21,622 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t9,171 \u00a0\n\t\t\t\t\t745 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9,805 \u00a0\n\t\t\t\t\t19,721 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t62,902 \u00a0\n\t\t\t\t\t2,420 \u00a0\n\t\t\t\t\t74,701 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t822 \u00a0\n\t\t\t\t\t64,544 \u00a0\n\t\t\t\t\t205,389 \u00a0Life insurance risk\u00a0continued \u00a0\n\t\t\t\t\tBond portfolio (insurance business) broken\u00a0down by external ratings \u00a0\n\t\t\t\t\tCentral and \u00a0\n\t\t\t\t\tQuasi- \u00a0\n\t\t\t\t\tDanish \u00a0\n\t\t\t\t\tSwedish \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tlocal govern-\u00a0government \u00a0\n\t\t\t\t\tmortgage \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tCorporate \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tment bond \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tAAA \u00a0\n\t\t\t\t\t41,759 \u00a0\n\t\t\t\t\t2,958 \u00a0\n\t\t\t\t\t48,759 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3,958 \u00a0\n\t\t\t\t\t97,434 \u00a0\n\t\t\t\t\tAA+ \u00a0\n\t\t\t\t\t215 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,017 \u00a0\n\t\t\t\t\t2,232 \u00a0\n\t\t\t\t\tAA \u00a0\n\t\t\t\t\t6,217 \u00a0\n\t\t\t\t\t62 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t338 \u00a0\n\t\t\t\t\t6,617 \u00a0\n\t\t\t\t\tAA- \u00a0\n\t\t\t\t\t616 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,758 \u00a0\n\t\t\t\t\t2,374 \u00a0\n\t\t\t\t\tA+ \u00a0\n\t\t\t\t\t330 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7,848 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t25,421 \u00a0\n\t\t\t\t\t33,599 \u00a0\n\t\t\t\t\tA\n\t\t\t\t\t567 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,296 \u00a0\n\t\t\t\t\t1,864 \u00a0\n\t\t\t\t\tA- \u00a0\n\t\t\t\t\t549 \u00a0\n\t\t\t\t\t58 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,750 \u00a0\n\t\t\t\t\t3,357 \u00a0\n\t\t\t\t\tBBB+ \u00a0\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,835 \u00a0\n\t\t\t\t\t1,955 \u00a0\n\t\t\t\t\tBBB \u00a0\n\t\t\t\t\t3,392 \u00a0\n\t\t\t\t\t172 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3,826 \u00a0\n\t\t\t\t\t7,390 \u00a0\n\t\t\t\t\tBBB- \u00a0\n\t\t\t\t\t514 \u00a0\n\t\t\t\t\t39 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,298 \u00a0\n\t\t\t\t\t1,851 \u00a0\n\t\t\t\t\tSub-inv. grade or unrated \u00a0\n\t\t\t\t\t2,053 \u00a0\n\t\t\t\t\t89 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t19,302 \u00a0\n\t\t\t\t\t21,456 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t56,332 \u00a0\n\t\t\t\t\t3,378 \u00a0\n\t\t\t\t\t56,608 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t63,799 \u00a0\n\t\t\t\t\t180,129 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tAAA \u00a0\n\t\t\t\t\t40,090 \u00a0\n\t\t\t\t\t1,989 \u00a0\n\t\t\t\t\t68,591 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t822 \u00a0\n\t\t\t\t\t1,559 \u00a0\n\t\t\t\t\t113,051 \u00a0\n\t\t\t\t\tAA+ \u00a0\n\t\t\t\t\t274 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t156 \u00a0\n\t\t\t\t\t430 \u00a0\n\t\t\t\t\tAA \u00a0\n\t\t\t\t\t8,633 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t505 \u00a0\n\t\t\t\t\t9,138 \u00a0\n\t\t\t\t\tAA- \u00a0\n\t\t\t\t\t748 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,217 \u00a0\n\t\t\t\t\t1,965 \u00a0\n\t\t\t\t\tA+ \u00a0\n\t\t\t\t\t436 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,519 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t18,278 \u00a0\n\t\t\t\t\t24,233 \u00a0\n\t\t\t\t\tA\n\t\t\t\t\t2,059 \u00a0\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,632 \u00a0\n\t\t\t\t\t3,714 \u00a0\n\t\t\t\t\tA- \u00a0\n\t\t\t\t\t646 \u00a0\n\t\t\t\t\t25 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,454 \u00a0\n\t\t\t\t\t3,125 \u00a0\n\t\t\t\t\tBBB+ \u00a0\n\t\t\t\t\t121 \u00a0\n\t\t\t\t\t18 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,175 \u00a0\n\t\t\t\t\t2,314 \u00a0\n\t\t\t\t\tBBB \u00a0\n\t\t\t\t\t6,024 \u00a0\n\t\t\t\t\t110 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3,241 \u00a0\n\t\t\t\t\t9,375 \u00a0\n\t\t\t\t\tBBB- \u00a0\n\t\t\t\t\t803 \u00a0\n\t\t\t\t\t108 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,095 \u00a0\n\t\t\t\t\t3,006 \u00a0\n\t\t\t\t\tSub-inv. grade or unrated \u00a0\n\t\t\t\t\t3,068 \u00a0\n\t\t\t\t\t157 \u00a0\n\t\t\t\t\t581 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t31,232 \u00a0\n\t\t\t\t\t35,038 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t62,902 \u00a0\n\t\t\t\t\t2,420 \u00a0\n\t\t\t\t\t74,701 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t822 \u00a0\n\t\t\t\t\t64,544 \u00a0\n\t\t\t\t\t205,389 \u00a0\n\t\t\t\t\tDanica Pension has set\u00a0a separate investment\u00a0strategy for\u00a0assets in\u00a0which its shareholders\u2019 equity is invested. \u00a0Non-financial risk \u00a0\n\t\t\t\t\tNon-financial risk is the risk of financial losses or gains, regulatory\u00a0impact, reputational\u00a0impact or\u00a0customer impact resulting from inadequate or failed \u00a0\n\t\t\t\t\tinternal processes, people or\u00a0systems or from\u00a0external events, including\u00a0legal and compliance\u00a0risks. According to\u00a0the Group\u2019s risk taxonomy\u00a0as set out \u00a0\n\t\t\t\t\tin its\u00a0enterprise risk\u00a0management (ERM)\u00a0framework, non-financial risk consists of\u00a0six risk\u00a0categories: model\u00a0risk, operational risk,\u00a0technology and\u00a0data \u00a0\n\t\t\t\t\trisk, financial crime risk, regulatory compliance\u00a0risk and\u00a0financial control and strategic risk. In addition,\u00a0to the six non-financial\u00a0risk categories, reputation\u00a0a l \u00a0\n\t\t\t\t\trisk, conduct risk and sustainability\u00a0risk are\u00a0embedded across\u00a0the taxonomy and may arise as any or all other\u00a0risk types materialise. \u00a0\n\t\t\t\t\tImplementation of\u00a0the non-financial\u00a0risk management framework is linked\u00a0to building\u00a0and maintaining\u00a0a strong risk and compliance culture across the \u00a0\n\t\t\t\t\tGroup. The Group has a\u00a0suite of\u00a0mandatory training courses\u00a0for all employees\u00a0including the\u00a0Executive Leadership Team.\u00a0The internal\u00a0website \u201cDoRight\u201d \u00a0\n\t\t\t\t\tallows employees to share their\u00a0concerns and is supported\u00a0by a group-wide\u00a0whistleblower system.\u00a0The Executive\u00a0Leadership Team uses a set of key \u00a0\n\t\t\t\t\tperformance indicators (KPIs) to measure the risk and compliance culture. \u00a0\n\t\t\t\t\tThe Group\u2019s approach to non-financial risk management is set out in a number of governing documents. The Group Non-Financial\u00a0Risk Policy\u00a0is the \u00a0\n\t\t\t\t\toverarching policy and\u00a0lays down the principles\u00a0and responsibilities\u00a0for managing non-financial\u00a0risks across the three lines of\u00a0defence. Supplementar\u00a0y \u00a0\n\t\t\t\t\tpolicies are\u00a0in place and reviewed annually\u00a0to ensure alignment with regulatory developments. \u00a0\n\t\t\t\t\tGiven the varying levels of\u00a0development and\u00a0maturity across non-financial risk, an\u00a0iterative approach\u00a0has been\u00a0taken to establish risk tolerance \u00a0\n\t\t\t\t\tstatements. The first\u00a0series of Non-Financial Risk Tolerance Statements were\u00a0approved by the Board of Directors in April 2021. Following a phased \u00a0\n\t\t\t\t\tapproach, additional\u00a0tolerances were developed and\u00a0approved by\u00a0the Board of Directors\u00a0April 2022, primarily\u00a0covering risk types under Compliance and \u00a0\n\t\t\t\t\tFinancial Crime. \u00a0\n\t\t\t\t\tIn line\u00a0with industry\u00a0practice, the Bank operates a three lines of defence model. In order to provide a\u00a0strong governance structure and effectively cover \u00a0\n\t\t\t\t\tspecific non-financial\u00a0risk categories, the Group\u00a0All Risk Committee has a number of non-financial risk sub-committees:\u00a0the Non-Financial\u00a0Risk Committe\u00a0e \u00a0\n\t\t\t\t\t(NFRC), the Compliance Risk Committee\u00a0(CRC) and the Model Risk Management Committee\u00a0(MRMC). Furthermore, non-financial risks are overseen by \u00a0\n\t\t\t\t\ttwo of the Board of Directors\u2019\u00a0committees: the Risk Committee and the Conduct & Compliance Committee.\u00a0The third line of defence is Group Internal \u00a0\n\t\t\t\t\tAudit (GIA). \u00a0\n\t\t\t\t\tRisk assessment \u00a0\n\t\t\t\t\tThe Group\u00b4s approach to assessment of\u00a0its non-financial risks and\u00a0controls is in\u00a0line with industry standards and\u00a0comprises the following steps: non- \u00a0\n\t\t\t\t\tfinancial risk and control identification,\u00a0inherent risk assessment, assessment of controls, residual risk assessment and\u00a0definition of\u00a0mitigating actions. \u00a0\n\t\t\t\t\tThe Group also conducts scenario analyses to understand exposure to low-frequency high-severity events. Results from risk\u00a0assessments and\u00a0stress \u00a0\n\t\t\t\t\ttests are used as input for the Group\u2019s Internal Capital Adequacy Assessment Process (ICAAP). \u00a0\n\t\t\t\t\tIn 2022, the Group continued to make progress on its 2023 Better Bank ambitions\u00a0towards customers, employees, shareholders and society. Risks \u00a0\n\t\t\t\t\trelated to the Better Bank transformation are identified, assessed and\u00a0managed in accordance with the Group\u2019s standards on\u00a0an ongoing\u00a0basis. The \u00a0\n\t\t\t\t\tperformed risk assessments ensure that changes are embedded into the risk\u00a0management process\u00a0and that appropriate\u00a0mitigating actions are\u00a0identifie d \u00a0\n\t\t\t\t\tand implemented.\u00a0Risk assessments\u00a0related to Better Bank initiatives\u00a0were independently\u00a0reviewed and challenged by Group Non-Financial Risk (Group \u00a0\n\t\t\t\t\tRisk Management) in 2022. Ongoing risk assessment in this regard will continue, with key risk themes being evaluated on an ongoing basis. Business \u00a0\n\t\t\t\t\tunits and Group Functions\u00a0are in charge of implementing\u00a0and executing on\u00a0the strategy and taking\u00a0corrective action in respect of\u00a0deviations and\u00a0risks \u00a0\n\t\t\t\t\trelating to strategy operationalisation.\u00a0The implementation\u00a0approach is tested against the Group\u2019s risk appetite to ensure alignment. Throughout 2022, \u00a0\n\t\t\t\t\tthe Better Bank risk assessments and the Tribe risk identification\u00a0processes have\u00a0contributed to an\u00a0increase in awareness of change risk and its impact \u00a0\n\t\t\t\t\tacross the Group. \u00a0\n\t\t\t\t\tEvent management \u00a0\n\t\t\t\t\tEvent management aims\u00a0to ensure timely and appropriate handling of detected events in order to minimise the impact on\u00a0the Group and its stakeholder\u00a0s \u00a0\n\t\t\t\t\tand to prevent reoccurrence. Furthermore, event management provides timely, accurate and complete information for both internal and external \u00a0\n\t\t\t\t\treporting, including timely notification to\u00a0relevant supervisory authorities. Non-financial risk\u00a0events are registered, categorised and handled according to \u00a0\n\t\t\t\t\treporting thresholds, Risk\u00a0assessment and root-cause analyses are performed to effectively address underlying\u00a0risks and provide mitigation\u00a0plans. The \u00a0\n\t\t\t\t\tGroup strives to\u00a0learn from materialised\u00a0events and\u00a0observed near-misses to continually\u00a0improve its operational risk management framework. Even\u00a0t \u00a0\n\t\t\t\t\tawareness and coverage continues to improve across the Group as registration, approval and escalations take place in an\u00a0increasingly timely manner. \u00a0\n\t\t\t\t\tAs in\u00a02021, the majority of loss events\u00a0in 2022 continue to fall into the two broad categories: \u201cExecution,\u00a0delivery and\u00a0process management\u201d and\u00a0\u201cClients , \u00a0\n\t\t\t\t\tproducts and business practices\u201d. There were losses relating to legacy systems and limitations\u00a0in manual processes as well as product and services- \u00a0\n\t\t\t\t\trelated events. \u00a0Non-financial risk\u00a0continued \u00a0\n\t\t\t\t\tOperational resilience \u00a0\n\t\t\t\t\tOperational resilience represents the Group\u2019s ability to\u00a0continue to serve\u00a0its customers and society and to protect its workforce in the face of operational \u00a0\n\t\t\t\t\tstress resulting\u00a0from disruptions.\u00a0The Group\u2019s approach\u00a0to operational resilience is based on effective operation of risk management frameworks \u00a0\n\t\t\t\t\tcombined with sufficient resources to manage and learn from disruptions\u00a0and to adapt to changing\u00a0conditions. \u00a0\n\t\t\t\t\tThe Group has continued strengthening operational\u00a0resilience through the further enhancement of its policies and frameworks to align to regulatory and \u00a0\n\t\t\t\t\tindustry expectations\u00a0and associated implementation.\u00a0Implementation has\u00a0included planning for\u00a0resilience in the event of impacts from the Russian \u00a0\n\t\t\t\t\tinvasion of\u00a0Ukraine materialising including IT\u00a0disruption and power outages. \u00a0\n\t\t\t\t\tThe Group has prepared a recovery plan to recover its capital and/or liquidity\u00a0position and long-term viability\u00a0in a crisis situation.\u00a0An indicator framework \u00a0\n\t\t\t\t\thas been\u00a0established to\u00a0escalate signs of\u00a0financial weaknesses\u00a0and to identify\u00a0potential threats in\u00a0due time for the Group to act. \u00a0\n\t\t\t\t\tCyber security \u00a0\n\t\t\t\t\tAcknowledging ongoing\u00a0geo-political tensions,\u00a0Danske Bank continue monitoring and taking mitigating pro-active actions towards current concerns. The \u00a0\n\t\t\t\t\tvolume and sophistication\u00a0of cyber-related\u00a0attacks continue to grow.\u00a0Information security (including cybersecurity) is identified as\u00a0a top risk concern for \u00a0\n\t\t\t\t\tthe Group in 2022, and this trend is expected to continue. These types of attacks remain an\u00a0effective method for\u00a0criminals to monetise illicit access\u00a0into \u00a0\n\t\t\t\t\tan organisation,\u00a0resulting in data leaks when an organisation is unwilling to pay. The Board of Directors and the Executive\u00a0Leadership Team acknowledg\u00a0e \u00a0\n\t\t\t\t\tthe materiality\u00a0of the risk posed by cyber-related attacks,\u00a0and continue to invest in\u00a0maturing the Group's ability to\u00a0prevent, detect, respond to\u00a0and recover \u00a0\n\t\t\t\t\tfrom cyber-related attacks. The management of\u00a0cyber-related risks is covered within the Group's overall risk management framework, as they may \u00a0\n\t\t\t\t\tprevent the\u00a0bank from achieving\u00a0its objectives. Governance structures and methodologies to\u00a0oversee, prioritise and\u00a0undertake risk mitigation activity \u00a0\n\t\t\t\t\trelated to cyber-related attacks are\u00a0in place to ensure that the focus remains on this area. \u00a0\n\t\t\t\t\tThird-party risk \u00a0\n\t\t\t\t\tThird-party risk management (TPRM) considers the risks associated with processes, services, or activities\u00a0provided to\u00a0the Group by third parties. The \u00a0\n\t\t\t\t\tpurpose of TPRM is to identify, manage and mitigate non-financial\u00a0risks when the Group engages with a third party. Third-party\u00a0arrangements classified \u00a0\n\t\t\t\t\tas outsourcing\u00a0or critical\u00a0or important outsourcing are subject to specific regulatory requirements listed in the EBA Guidelines\u00a0on Outsourcing\u00a0and the \u00a0\n\t\t\t\t\tDanish Executive Order\u00a0on Outsourcing.\u00a0Outsourcing arrangements are\u00a0to be managed in accordance with the Group\u2019s TPRM Policy. \u00a0\n\t\t\t\t\tIn connection\u00a0with the implementation\u00a0of the recent regulatory outsourcing\u00a0requirements and the Third Party Risk Management Policy, the Group has \u00a0\n\t\t\t\t\talso strengthened its\u00a0governance and\u00a0framework for outsourcing\u00a0and third parties. This includes establishing centralised teams\u00a0in both the first\u00a0and \u00a0\n\t\t\t\t\tsecond lines of defence, central processes and templates, a group-wide outsourcing\u00a0register, and an improved\u00a0risk assessment process. The overall \u00a0\n\t\t\t\t\tpurpose is to ensure a uniform\u00a0application of\u00a0the outsourcing process and appropriate\u00a0governance both prior\u00a0to decision-making on outsourcing and \u00a0\n\t\t\t\t\tduring the outsourcing\u00a0engagement lifecycle.\u00a0Elements of\u00a0the new governance and framework are still maturing, but the Group now has a good platform \u00a0\n\t\t\t\t\tto address potential issues and risks identified as part of the new process and to maintain control of the outsourcing portfolio. \u00a0Definitions of\u00a0ratios \u00a0\n\t\t\t\t\tRatios \u00a0\n\t\t\t\t\tDefinition \u00a0\n\t\t\t\t\tEarnings per share (DKK) \u00a0\n\t\t\t\t\tNet profit for the year divided by the average number of shares outstanding during the year. Net profit is stated \u00a0\n\t\t\t\t\tafter the deduction of interest on equity-accounted additional tier 1 capital. \u00a0\n\t\t\t\t\tDiluted earnings\u00a0per share (DKK) \u00a0\n\t\t\t\t\tNet profit for the year divided by the average number of shares outstanding during the year, including the dilutive \u00a0\n\t\t\t\t\teffect of share options and conditional\u00a0shares granted as share-based payments. Net profit is stated after the \u00a0\n\t\t\t\t\tdeduction of interest on equity-accounted additional tier 1 capital. \u00a0\n\t\t\t\t\tReturn on equity (%) \u00a0\n\t\t\t\t\tNet profit for the year divided by average equity (average equity as endof current andprior year), including\u00a0equity- \u00a0\n\t\t\t\t\taccounted additional tier 1 capital. For the definition used in the management report see page\u201cDefinition\u00a0of \u00a0\n\t\t\t\t\talterntive Performance Measures\u201d. \u00a0\n\t\t\t\t\tIncome/cost ratio\u00a0(%) \u00a0\n\t\t\t\t\tTotal income divided by expenses, including goodwill impairment charges and provision for Estonia matter. \u00a0\n\t\t\t\t\tCommon equity tier 1 (CET1) capital \u00a0\n\t\t\t\t\tPrimarily paid-up share capital and retained earnings. CET1 capital is defined in the Capital Requirements \u00a0\n\t\t\t\t\tRegulation (CRR). \u00a0\n\t\t\t\t\tAdditional tier\u00a01 capital \u00a0\n\t\t\t\t\tCapital instruments that form part of tier 1 capital. Additional\u00a0tier 1 capital is defined in CRR. \u00a0\n\t\t\t\t\tTier 1 capital \u00a0\n\t\t\t\t\tCommon equity tier 1 capital plus additional tier 1 capital, less certain deductions, such\u00a0as intangible assets. \u00a0\n\t\t\t\t\tThe deductions are defined in CRR. \u00a0\n\t\t\t\t\tTier 2 capital \u00a0\n\t\t\t\t\tSubordinated loan capital subject to certain restrictions that falls under the requirements for such instruments \u00a0\n\t\t\t\t\tin CRR. \u00a0\n\t\t\t\t\tTotal capital \u00a0\n\t\t\t\t\tTier 1 capital plus tier 2 capital, less certain deductions as defined in CRR. \u00a0\n\t\t\t\t\tRisk exposure amount \u00a0\n\t\t\t\t\tTotal risk exposure amount and off-balance-sheet items that involve credit risk, market risk and operational risk \u00a0\n\t\t\t\t\tas calculated in accordance with the Capital Requirements Regulation (CRR). \u00a0\n\t\t\t\t\tCommon equity tier 1 capital ratio \u00a0\n\t\t\t\t\tCommon equity tier 1 capital divided by the total risk exposure amount. \u00a0\n\t\t\t\t\tTier 1 capital ratio \u00a0\n\t\t\t\t\tTier 1 capital divided\u00a0by the\u00a0total risk exposure amount. \u00a0\n\t\t\t\t\tTotal capital ratio \u00a0\n\t\t\t\t\tTotal capital divided by the total risk exposure amount. \u00a0Dividend per\u00a0share (DKK) \u00a0\n\t\t\t\t\tProposed dividend on the net profit for the year divided by the number of shares issued at the end of the year. \u00a0\n\t\t\t\t\tShare price at 31 December \u00a0\n\t\t\t\t\tClosing price of Danske Bank shares at the end of the year. \u00a0\n\t\t\t\t\tBook value per share (DKK) \u00a0\n\t\t\t\t\tTotal equity at 31 December divided by the number of shares outstanding at the end of the year. \u00a0\n\t\t\t\t\tFor the definition used in the management report see page \u201cDefinition\u00a0of alternative Performance Measures\u201d. \u00a0\n\t\t\t\t\tNumber of full-time-equivalent\u00a0staff \u00a0\n\t\t\t\t\tNumber of full-time-equivalent\u00a0staff (part-time staff translated into full-time staff) at the end of the \u00a0\n\t\t\t\t\tat 31\u00a0December \u00a0\n\t\t\t\t\tyear. \u00a0\n\t\t\t\t\tLending growth \u00a0\n\t\t\t\t\tGrowth in lending from the beginning to the end of the year, excluding repo transactions. \u00a0\n\t\t\t\t\tLoans plus impairment charges \u00a0\n\t\t\t\t\tLoans at fair value and loans at amortised cost (gross of expected credit losses) divided by deposits including \u00a0\n\t\t\t\t\tas % of deposits \u00a0\n\t\t\t\t\tdeposits under pooled schemes. \u00a0\n\t\t\t\t\tReturn on assets \u00a0\n\t\t\t\t\tNet profit for the year divided by average assets (average assets as total assets end of current and prior year) \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfNotesAndOtherExplanatoryInformationExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact3989": {
   "value": "G5. Net interest and net trading income or loss \u00a0\n\t\t\t\t\tThis note shows interest income, interest expense and net trading income or loss broken down by balance sheet item and by portfolios of financial instruments \u00a0\n\t\t\t\t\tmeasured at amortised cost, fair value through other comprehensive income or fair value through profit or loss. \u00a0Accounting policy \u00a0Interest income and expenses \u00a0\n\t\t\t\t\tInterest income and expenses arising from interest-bearing\u00a0financial instruments\u00a0measured at\u00a0amortised cost\u00a0or at fair value through Other \u00a0\n\t\t\t\t\tcomprehensive income are\u00a0recognised according to the effective interest method on\u00a0the basis of the cost of the individual\u00a0financial instrument.\u00a0Interes t \u00a0\n\t\t\t\t\tincludes amortised amounts of fees that are an integral part of the effective yield on a financial instrument,\u00a0such as origination\u00a0fees, and amortise\u00a0d \u00a0\n\t\t\t\t\tdifferences between the cost and the redemption\u00a0price, if any. Interest on financial instruments\u00a0included in\u00a0stage 3 (for the calculation\u00a0of expected credit \u00a0\n\t\t\t\t\tlosses) is recognised on the basis of the carrying amount (i.e. net of impairment charges). The interest rate risk on some financial portfolios\u00a0recognised \u00a0\n\t\t\t\t\tat amortised\u00a0cost is hedged by derivatives\u00a0using fair value hedge accounting. Note G12 provides\u00a0more information\u00a0on hedge accounting.\u00a0Interest income \u00a0\n\t\t\t\t\tcalculated using\u00a0the effective interest method and\u00a0presented as\u00a0a separate line item in the income statement excludes the impact from hedge \u00a0\n\t\t\t\t\taccounting. \u00a0\n\t\t\t\t\tFurther, interest income and expenses includes interest on financial instruments\u00a0measured at\u00a0fair value through profit or loss. Among others, this \u00a0\n\t\t\t\t\tincludes interest income on loans measured at fair value\u00a0for which interest on loans included in stage 3 is recognised on the basis of the gross carrying \u00a0\n\t\t\t\t\tamount. However, interest on\u00a0assets and deposits\u00a0under pooled schemes and unit-linked\u00a0investment contracts is\u00a0recognised under Net trading income \u00a0\n\t\t\t\t\tor loss. In the income statement, interest income on financial assets measured at fair value through profit or loss is presented under the line item Other \u00a0\n\t\t\t\t\tinterest income, while the line item Interest expenses includes all interest expenses. \u00a0Net trading\u00a0income or loss \u00a0\n\t\t\t\t\tNet trading income or\u00a0loss includes realised and\u00a0unrealised capital gains and losses\u00a0on financial assets and financial liabilities\u00a0recognised at fair value \u00a0\n\t\t\t\t\tthrough profit or\u00a0loss as well as exchange\u00a0rate adjustments\u00a0and dividends.\u00a0However, the fair value adjustments\u00a0of the credit risk on loans granted by \u00a0\n\t\t\t\t\tRealkredit Danmark are\u00a0presented under Loan impairment charges. Further, the fair value adjustment\u00a0of own credit risk on financial liabilities\u00a0in the \u00a0\n\t\t\t\t\tGroup\u2019s trading units Markets and Investment Banking & Securities part of\u00a0LC&I designated at fair value through profit or\u00a0loss is presented in Other \u00a0\n\t\t\t\t\tcomprehensive income. Net trading income or loss includes the fair value adjustments of own credit risk on bonds issued by Realkredit Danmark,\u00a0as an \u00a0\n\t\t\t\t\taccounting mismatch between the fair\u00a0value adjustment of the loans and\u00a0the bonds in Realkredit\u00a0Danmark would otherwise exist (see\u00a0further \u00a0\n\t\t\t\t\tinformation in note G16). \u00a0\n\t\t\t\t\tRealised gains and losses on financial assets at amortised cost,\u00a0e.g. loans, are recognised under Net trading income or loss when the financial asset is \u00a0\n\t\t\t\t\tderecognised, unless the derecognition relates to a credit risk event/forbearance measure, in which case the gain or loss is presented under Loan \u00a0\n\t\t\t\t\timpairment charges\u00a0(see note G15). Otherwise, the derecognition gain or loss on the financial asset is calculated\u00a0as the difference between the carrying \u00a0\n\t\t\t\t\tamount (gross of expected credit losses) and the repayment\u00a0amount. For financial assets (bonds) at fair value through other comprehensive\u00a0income, \u00a0\n\t\t\t\t\tgains or losses further include\u00a0amounts previously recognised in\u00a0other comprehensive income. For\u00a0financial liabilities\u00a0at amortised\u00a0cost, the gain or \u00a0\n\t\t\t\t\tloss is the difference between the carrying\u00a0amount and the redemption price including cost related to\u00a0the redemption, if any. \u00a0\n\t\t\t\t\tFor financial\u00a0assets and liabilities\u00a0subject to fair value hedge accounting, the fair value adjustments\u00a0of the hedged financial instrument and the hedging \u00a0\n\t\t\t\t\tinstruments are\u00a0recognised in Net trading income or loss. Therefore, any hedge ineffectiveness is presented in Net trading income or loss. \u00a0\n\t\t\t\t\tNet trading income or loss also includes the change in insurance\u00a0obligations during the year due\u00a0to additional\u00a0provisions for\u00a0benefit guarantees and the \u00a0\n\t\t\t\t\ttax on pension returns. \u00a0\n\t\t\t\t\tReturns (interest income and fair value changes) on assets under pooled schemes and unit-linked\u00a0investment contracts and\u00a0the crediting of\u00a0these \u00a0\n\t\t\t\t\treturns to customer accounts are\u00a0recognised under Net\u00a0trading income or loss. \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNet interest \u00a0\n\t\t\t\t\tNet trading \u00a0\n\t\t\t\t\t2022 (DKK millions) \u00a0\n\t\t\t\t\tInterest income\u00a0Interest expense \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t3,654 \u00a0\n\t\t\t\t\t1,880 \u00a0\n\t\t\t\t\t1,774 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t1,784 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t25,376 \u00a0\n\t\t\t\t\t4,202 \u00a0\n\t\t\t\t\t21,174 \u00a0\n\t\t\t\t\t-2,260 \u00a0\n\t\t\t\t\t18,914 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,556 \u00a0\n\t\t\t\t\t-5,556 \u00a0\n\t\t\t\t\t21,649 \u00a0\n\t\t\t\t\t16,093 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,473 \u00a0\n\t\t\t\t\t-1,473 \u00a0\n\t\t\t\t\t1,871 \u00a0\n\t\t\t\t\t398 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t29,945 \u00a0\n\t\t\t\t\t13,328 \u00a0\n\t\t\t\t\t16,617 \u00a0\n\t\t\t\t\t21,270 \u00a0\n\t\t\t\t\t37,887 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-570 \u00a0\n\t\t\t\t\t-592 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t15,113 \u00a0\n\t\t\t\t\t285 \u00a0\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\tTrading portfolio assets and liabilities \u00a0\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-16,867 \u00a0\n\t\t\t\t\t-15,524 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-10,142 \u00a0\n\t\t\t\t\t-9,073 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8,932 \u00a0\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tAssets and liabilities under insurance contracts \u00a0\n\t\t\t\t\t27,541 \u00a0\n\t\t\t\t\t25,363 \u00a0\n\t\t\t\t\t2,178 \u00a0\n\t\t\t\t\t-27,138 \u00a0\n\t\t\t\t\t-24,960 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t44,496 \u00a0\n\t\t\t\t\t33,987 \u00a0\n\t\t\t\t\t10,509 \u00a0\n\t\t\t\t\t-54,229 \u00a0\n\t\t\t\t\t-43,720 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t75,341 \u00a0\n\t\t\t\t\t47,315 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t79,267 \u00a0\n\t\t\t\t\t51,241 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\t2021 (DKK millions) \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t222 \u00a0\n\t\t\t\t\t-1,306 \u00a0\n\t\t\t\t\t1,528 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t1,527 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t18,394 \u00a0\n\t\t\t\t\t-466 \u00a0\n\t\t\t\t\t18,860 \u00a0\n\t\t\t\t\t-912 \u00a0\n\t\t\t\t\t17,948 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,189 \u00a0\n\t\t\t\t\t-5,189 \u00a0\n\t\t\t\t\t6,565 \u00a0\n\t\t\t\t\t1,376 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,297 \u00a0\n\t\t\t\t\t-1,297 \u00a0\n\t\t\t\t\t408 \u00a0\n\t\t\t\t\t-889 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t69 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t19,391 \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t14,524 \u00a0\n\t\t\t\t\t6,060 \u00a0\n\t\t\t\t\t20,584 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-406 \u00a0\n\t\t\t\t\t-389 \u00a0\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t12,603 \u00a0\n\t\t\t\t\t-926 \u00a0\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\tTrading portfolio\u00a0assets and liabilities \u00a0\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-7,190 \u00a0\n\t\t\t\t\t-3,196 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t1,078 \u00a0\n\t\t\t\t\t162 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7,314 \u00a0\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\tAssets and\u00a0liabilities under insurance contracts \u00a0\n\t\t\t\t\t17,517 \u00a0\n\t\t\t\t\t14,544 \u00a0\n\t\t\t\t\t2,973 \u00a0\n\t\t\t\t\t36,724 \u00a0\n\t\t\t\t\t39,697 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t32,792 \u00a0\n\t\t\t\t\t20,543 \u00a0\n\t\t\t\t\t12,250 \u00a0\n\t\t\t\t\t30,556 \u00a0\n\t\t\t\t\t42,806 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t52,183 \u00a0\n\t\t\t\t\t25,409 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t57,678 \u00a0\n\t\t\t\t\t30,904 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNegative interest income relates primarily to repo\u00a0transactions, while\u00a0negative interest\u00a0expenses relate primarily to deposits and repo transactions. For \u00a0\n\t\t\t\t\t2022, negative interest income recognised using the effective interest method amounts to DKK 30\u00a0million (2021: DKK 53 million) and negative interes\u00a0t \u00a0\n\t\t\t\t\texpense recognised using the effective interest method amounts to DKK 2,049 million\u00a0(2021: DKK 2,633 million). In the table above showing interes\u00a0t \u00a0\n\t\t\t\t\tincome and expenses by\u00a0portfolios, these amounts are offset\u00a0against interest income and interest expenses, respectively.\u00a0In the income statement, \u00a0\n\t\t\t\t\tnegative interest\u00a0income is\u00a0recognised as interest expenses and negative interest expenses as interest income as shown in the line items \u2018Negative \u00a0\n\t\t\t\t\tinterest income\u2019 and \u2018Negative interest expense\u2019 in the table above. \u00a0\n\t\t\t\t\tChanges to the fair value of the hedged interest rate risk are recognised under net trading income or loss and shown under the hedged balance sheet \u00a0\n\t\t\t\t\titems in the table above, whereas value adjustments\u00a0of hedging\u00a0derivatives are\u00a0recognised under net trading income or loss under the trading portfolio. \u00a0\n\t\t\t\t\tNet trading\u00a0income or\u00a0loss includes dividends\u00a0from shares of DKK 3,999 million (2021: DKK 3,512 million) and foreign exchange adjustments\u00a0of DKK \u00a0\n\t\t\t\t\t2,065 million (2021: DKK 1,803 million). \u00a0\n\t\t\t\t\tNet trading\u00a0income or loss from insurance contracts includes the return on assets of DKK -64,175 million (2021: DKK 34,265 million), adjustment\u00a0of \u00a0\n\t\t\t\t\tadditional provisions of\u00a0DKK 20,170 million (2021:\u00a0DKK -9,713\u00a0million), change in\u00a0the collective bonus potential of\u00a0DKK 6,917\u00a0million (2021: DKK - \u00a0\n\t\t\t\t\t4,855 million)\u00a0and tax on pension\u00a0returns of DKK 9,950 million (2021: DKK -5,242 million). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfInterestExpenseExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact3992": {
   "value": "G5. Net interest and net trading income or loss \u00a0\n\t\t\t\t\tThis note shows interest income, interest expense and net trading income or loss broken down by balance sheet item and by portfolios of financial instruments \u00a0\n\t\t\t\t\tmeasured at amortised cost, fair value through other comprehensive income or fair value through profit or loss. \u00a0Accounting policy \u00a0Interest income and expenses \u00a0\n\t\t\t\t\tInterest income and expenses arising from interest-bearing\u00a0financial instruments\u00a0measured at\u00a0amortised cost\u00a0or at fair value through Other \u00a0\n\t\t\t\t\tcomprehensive income are\u00a0recognised according to the effective interest method on\u00a0the basis of the cost of the individual\u00a0financial instrument.\u00a0Interes t \u00a0\n\t\t\t\t\tincludes amortised amounts of fees that are an integral part of the effective yield on a financial instrument,\u00a0such as origination\u00a0fees, and amortise\u00a0d \u00a0\n\t\t\t\t\tdifferences between the cost and the redemption\u00a0price, if any. Interest on financial instruments\u00a0included in\u00a0stage 3 (for the calculation\u00a0of expected credit \u00a0\n\t\t\t\t\tlosses) is recognised on the basis of the carrying amount (i.e. net of impairment charges). The interest rate risk on some financial portfolios\u00a0recognised \u00a0\n\t\t\t\t\tat amortised\u00a0cost is hedged by derivatives\u00a0using fair value hedge accounting. Note G12 provides\u00a0more information\u00a0on hedge accounting.\u00a0Interest income \u00a0\n\t\t\t\t\tcalculated using\u00a0the effective interest method and\u00a0presented as\u00a0a separate line item in the income statement excludes the impact from hedge \u00a0\n\t\t\t\t\taccounting. \u00a0\n\t\t\t\t\tFurther, interest income and expenses includes interest on financial instruments\u00a0measured at\u00a0fair value through profit or loss. Among others, this \u00a0\n\t\t\t\t\tincludes interest income on loans measured at fair value\u00a0for which interest on loans included in stage 3 is recognised on the basis of the gross carrying \u00a0\n\t\t\t\t\tamount. However, interest on\u00a0assets and deposits\u00a0under pooled schemes and unit-linked\u00a0investment contracts is\u00a0recognised under Net trading income \u00a0\n\t\t\t\t\tor loss. In the income statement, interest income on financial assets measured at fair value through profit or loss is presented under the line item Other \u00a0\n\t\t\t\t\tinterest income, while the line item Interest expenses includes all interest expenses. \u00a0Net trading\u00a0income or loss \u00a0\n\t\t\t\t\tNet trading income or\u00a0loss includes realised and\u00a0unrealised capital gains and losses\u00a0on financial assets and financial liabilities\u00a0recognised at fair value \u00a0\n\t\t\t\t\tthrough profit or\u00a0loss as well as exchange\u00a0rate adjustments\u00a0and dividends.\u00a0However, the fair value adjustments\u00a0of the credit risk on loans granted by \u00a0\n\t\t\t\t\tRealkredit Danmark are\u00a0presented under Loan impairment charges. Further, the fair value adjustment\u00a0of own credit risk on financial liabilities\u00a0in the \u00a0\n\t\t\t\t\tGroup\u2019s trading units Markets and Investment Banking & Securities part of\u00a0LC&I designated at fair value through profit or\u00a0loss is presented in Other \u00a0\n\t\t\t\t\tcomprehensive income. Net trading income or loss includes the fair value adjustments of own credit risk on bonds issued by Realkredit Danmark,\u00a0as an \u00a0\n\t\t\t\t\taccounting mismatch between the fair\u00a0value adjustment of the loans and\u00a0the bonds in Realkredit\u00a0Danmark would otherwise exist (see\u00a0further \u00a0\n\t\t\t\t\tinformation in note G16). \u00a0\n\t\t\t\t\tRealised gains and losses on financial assets at amortised cost,\u00a0e.g. loans, are recognised under Net trading income or loss when the financial asset is \u00a0\n\t\t\t\t\tderecognised, unless the derecognition relates to a credit risk event/forbearance measure, in which case the gain or loss is presented under Loan \u00a0\n\t\t\t\t\timpairment charges\u00a0(see note G15). Otherwise, the derecognition gain or loss on the financial asset is calculated\u00a0as the difference between the carrying \u00a0\n\t\t\t\t\tamount (gross of expected credit losses) and the repayment\u00a0amount. For financial assets (bonds) at fair value through other comprehensive\u00a0income, \u00a0\n\t\t\t\t\tgains or losses further include\u00a0amounts previously recognised in\u00a0other comprehensive income. For\u00a0financial liabilities\u00a0at amortised\u00a0cost, the gain or \u00a0\n\t\t\t\t\tloss is the difference between the carrying\u00a0amount and the redemption price including cost related to\u00a0the redemption, if any. \u00a0\n\t\t\t\t\tFor financial\u00a0assets and liabilities\u00a0subject to fair value hedge accounting, the fair value adjustments\u00a0of the hedged financial instrument and the hedging \u00a0\n\t\t\t\t\tinstruments are\u00a0recognised in Net trading income or loss. Therefore, any hedge ineffectiveness is presented in Net trading income or loss. \u00a0\n\t\t\t\t\tNet trading income or loss also includes the change in insurance\u00a0obligations during the year due\u00a0to additional\u00a0provisions for\u00a0benefit guarantees and the \u00a0\n\t\t\t\t\ttax on pension returns. \u00a0\n\t\t\t\t\tReturns (interest income and fair value changes) on assets under pooled schemes and unit-linked\u00a0investment contracts and\u00a0the crediting of\u00a0these \u00a0\n\t\t\t\t\treturns to customer accounts are\u00a0recognised under Net\u00a0trading income or loss. \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNet interest \u00a0\n\t\t\t\t\tNet trading \u00a0\n\t\t\t\t\t2022 (DKK millions) \u00a0\n\t\t\t\t\tInterest income\u00a0Interest expense \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t3,654 \u00a0\n\t\t\t\t\t1,880 \u00a0\n\t\t\t\t\t1,774 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t1,784 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t25,376 \u00a0\n\t\t\t\t\t4,202 \u00a0\n\t\t\t\t\t21,174 \u00a0\n\t\t\t\t\t-2,260 \u00a0\n\t\t\t\t\t18,914 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,556 \u00a0\n\t\t\t\t\t-5,556 \u00a0\n\t\t\t\t\t21,649 \u00a0\n\t\t\t\t\t16,093 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,473 \u00a0\n\t\t\t\t\t-1,473 \u00a0\n\t\t\t\t\t1,871 \u00a0\n\t\t\t\t\t398 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t29,945 \u00a0\n\t\t\t\t\t13,328 \u00a0\n\t\t\t\t\t16,617 \u00a0\n\t\t\t\t\t21,270 \u00a0\n\t\t\t\t\t37,887 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-570 \u00a0\n\t\t\t\t\t-592 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t15,113 \u00a0\n\t\t\t\t\t285 \u00a0\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\tTrading portfolio assets and liabilities \u00a0\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-16,867 \u00a0\n\t\t\t\t\t-15,524 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-10,142 \u00a0\n\t\t\t\t\t-9,073 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8,932 \u00a0\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tAssets and liabilities under insurance contracts \u00a0\n\t\t\t\t\t27,541 \u00a0\n\t\t\t\t\t25,363 \u00a0\n\t\t\t\t\t2,178 \u00a0\n\t\t\t\t\t-27,138 \u00a0\n\t\t\t\t\t-24,960 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t44,496 \u00a0\n\t\t\t\t\t33,987 \u00a0\n\t\t\t\t\t10,509 \u00a0\n\t\t\t\t\t-54,229 \u00a0\n\t\t\t\t\t-43,720 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t75,341 \u00a0\n\t\t\t\t\t47,315 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t79,267 \u00a0\n\t\t\t\t\t51,241 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\t2021 (DKK millions) \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t222 \u00a0\n\t\t\t\t\t-1,306 \u00a0\n\t\t\t\t\t1,528 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t1,527 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t18,394 \u00a0\n\t\t\t\t\t-466 \u00a0\n\t\t\t\t\t18,860 \u00a0\n\t\t\t\t\t-912 \u00a0\n\t\t\t\t\t17,948 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,189 \u00a0\n\t\t\t\t\t-5,189 \u00a0\n\t\t\t\t\t6,565 \u00a0\n\t\t\t\t\t1,376 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,297 \u00a0\n\t\t\t\t\t-1,297 \u00a0\n\t\t\t\t\t408 \u00a0\n\t\t\t\t\t-889 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t69 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t19,391 \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t14,524 \u00a0\n\t\t\t\t\t6,060 \u00a0\n\t\t\t\t\t20,584 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-406 \u00a0\n\t\t\t\t\t-389 \u00a0\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t12,603 \u00a0\n\t\t\t\t\t-926 \u00a0\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\tTrading portfolio\u00a0assets and liabilities \u00a0\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-7,190 \u00a0\n\t\t\t\t\t-3,196 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t1,078 \u00a0\n\t\t\t\t\t162 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7,314 \u00a0\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\tAssets and\u00a0liabilities under insurance contracts \u00a0\n\t\t\t\t\t17,517 \u00a0\n\t\t\t\t\t14,544 \u00a0\n\t\t\t\t\t2,973 \u00a0\n\t\t\t\t\t36,724 \u00a0\n\t\t\t\t\t39,697 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t32,792 \u00a0\n\t\t\t\t\t20,543 \u00a0\n\t\t\t\t\t12,250 \u00a0\n\t\t\t\t\t30,556 \u00a0\n\t\t\t\t\t42,806 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t52,183 \u00a0\n\t\t\t\t\t25,409 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t57,678 \u00a0\n\t\t\t\t\t30,904 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNegative interest income relates primarily to repo\u00a0transactions, while\u00a0negative interest\u00a0expenses relate primarily to deposits and repo transactions. For \u00a0\n\t\t\t\t\t2022, negative interest income recognised using the effective interest method amounts to DKK 30\u00a0million (2021: DKK 53 million) and negative interes\u00a0t \u00a0\n\t\t\t\t\texpense recognised using the effective interest method amounts to DKK 2,049 million\u00a0(2021: DKK 2,633 million). In the table above showing interes\u00a0t \u00a0\n\t\t\t\t\tincome and expenses by\u00a0portfolios, these amounts are offset\u00a0against interest income and interest expenses, respectively.\u00a0In the income statement, \u00a0\n\t\t\t\t\tnegative interest\u00a0income is\u00a0recognised as interest expenses and negative interest expenses as interest income as shown in the line items \u2018Negative \u00a0\n\t\t\t\t\tinterest income\u2019 and \u2018Negative interest expense\u2019 in the table above. \u00a0\n\t\t\t\t\tChanges to the fair value of the hedged interest rate risk are recognised under net trading income or loss and shown under the hedged balance sheet \u00a0\n\t\t\t\t\titems in the table above, whereas value adjustments\u00a0of hedging\u00a0derivatives are\u00a0recognised under net trading income or loss under the trading portfolio. \u00a0\n\t\t\t\t\tNet trading\u00a0income or\u00a0loss includes dividends\u00a0from shares of DKK 3,999 million (2021: DKK 3,512 million) and foreign exchange adjustments\u00a0of DKK \u00a0\n\t\t\t\t\t2,065 million (2021: DKK 1,803 million). \u00a0\n\t\t\t\t\tNet trading\u00a0income or loss from insurance contracts includes the return on assets of DKK -64,175 million (2021: DKK 34,265 million), adjustment\u00a0of \u00a0\n\t\t\t\t\tadditional provisions of\u00a0DKK 20,170 million (2021:\u00a0DKK -9,713\u00a0million), change in\u00a0the collective bonus potential of\u00a0DKK 6,917\u00a0million (2021: DKK - \u00a0\n\t\t\t\t\t4,855 million)\u00a0and tax on pension\u00a0returns of DKK 9,950 million (2021: DKK -5,242 million). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfInterestIncomeExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact3995": {
   "value": "G5. Net interest and net trading income or loss \u00a0\n\t\t\t\t\tThis note shows interest income, interest expense and net trading income or loss broken down by balance sheet item and by portfolios of financial instruments \u00a0\n\t\t\t\t\tmeasured at amortised cost, fair value through other comprehensive income or fair value through profit or loss. \u00a0Accounting policy \u00a0Interest income and expenses \u00a0\n\t\t\t\t\tInterest income and expenses arising from interest-bearing\u00a0financial instruments\u00a0measured at\u00a0amortised cost\u00a0or at fair value through Other \u00a0\n\t\t\t\t\tcomprehensive income are\u00a0recognised according to the effective interest method on\u00a0the basis of the cost of the individual\u00a0financial instrument.\u00a0Interes t \u00a0\n\t\t\t\t\tincludes amortised amounts of fees that are an integral part of the effective yield on a financial instrument,\u00a0such as origination\u00a0fees, and amortise\u00a0d \u00a0\n\t\t\t\t\tdifferences between the cost and the redemption\u00a0price, if any. Interest on financial instruments\u00a0included in\u00a0stage 3 (for the calculation\u00a0of expected credit \u00a0\n\t\t\t\t\tlosses) is recognised on the basis of the carrying amount (i.e. net of impairment charges). The interest rate risk on some financial portfolios\u00a0recognised \u00a0\n\t\t\t\t\tat amortised\u00a0cost is hedged by derivatives\u00a0using fair value hedge accounting. Note G12 provides\u00a0more information\u00a0on hedge accounting.\u00a0Interest income \u00a0\n\t\t\t\t\tcalculated using\u00a0the effective interest method and\u00a0presented as\u00a0a separate line item in the income statement excludes the impact from hedge \u00a0\n\t\t\t\t\taccounting. \u00a0\n\t\t\t\t\tFurther, interest income and expenses includes interest on financial instruments\u00a0measured at\u00a0fair value through profit or loss. Among others, this \u00a0\n\t\t\t\t\tincludes interest income on loans measured at fair value\u00a0for which interest on loans included in stage 3 is recognised on the basis of the gross carrying \u00a0\n\t\t\t\t\tamount. However, interest on\u00a0assets and deposits\u00a0under pooled schemes and unit-linked\u00a0investment contracts is\u00a0recognised under Net trading income \u00a0\n\t\t\t\t\tor loss. In the income statement, interest income on financial assets measured at fair value through profit or loss is presented under the line item Other \u00a0\n\t\t\t\t\tinterest income, while the line item Interest expenses includes all interest expenses. \u00a0Net trading\u00a0income or loss \u00a0\n\t\t\t\t\tNet trading income or\u00a0loss includes realised and\u00a0unrealised capital gains and losses\u00a0on financial assets and financial liabilities\u00a0recognised at fair value \u00a0\n\t\t\t\t\tthrough profit or\u00a0loss as well as exchange\u00a0rate adjustments\u00a0and dividends.\u00a0However, the fair value adjustments\u00a0of the credit risk on loans granted by \u00a0\n\t\t\t\t\tRealkredit Danmark are\u00a0presented under Loan impairment charges. Further, the fair value adjustment\u00a0of own credit risk on financial liabilities\u00a0in the \u00a0\n\t\t\t\t\tGroup\u2019s trading units Markets and Investment Banking & Securities part of\u00a0LC&I designated at fair value through profit or\u00a0loss is presented in Other \u00a0\n\t\t\t\t\tcomprehensive income. Net trading income or loss includes the fair value adjustments of own credit risk on bonds issued by Realkredit Danmark,\u00a0as an \u00a0\n\t\t\t\t\taccounting mismatch between the fair\u00a0value adjustment of the loans and\u00a0the bonds in Realkredit\u00a0Danmark would otherwise exist (see\u00a0further \u00a0\n\t\t\t\t\tinformation in note G16). \u00a0\n\t\t\t\t\tRealised gains and losses on financial assets at amortised cost,\u00a0e.g. loans, are recognised under Net trading income or loss when the financial asset is \u00a0\n\t\t\t\t\tderecognised, unless the derecognition relates to a credit risk event/forbearance measure, in which case the gain or loss is presented under Loan \u00a0\n\t\t\t\t\timpairment charges\u00a0(see note G15). Otherwise, the derecognition gain or loss on the financial asset is calculated\u00a0as the difference between the carrying \u00a0\n\t\t\t\t\tamount (gross of expected credit losses) and the repayment\u00a0amount. For financial assets (bonds) at fair value through other comprehensive\u00a0income, \u00a0\n\t\t\t\t\tgains or losses further include\u00a0amounts previously recognised in\u00a0other comprehensive income. For\u00a0financial liabilities\u00a0at amortised\u00a0cost, the gain or \u00a0\n\t\t\t\t\tloss is the difference between the carrying\u00a0amount and the redemption price including cost related to\u00a0the redemption, if any. \u00a0\n\t\t\t\t\tFor financial\u00a0assets and liabilities\u00a0subject to fair value hedge accounting, the fair value adjustments\u00a0of the hedged financial instrument and the hedging \u00a0\n\t\t\t\t\tinstruments are\u00a0recognised in Net trading income or loss. Therefore, any hedge ineffectiveness is presented in Net trading income or loss. \u00a0\n\t\t\t\t\tNet trading income or loss also includes the change in insurance\u00a0obligations during the year due\u00a0to additional\u00a0provisions for\u00a0benefit guarantees and the \u00a0\n\t\t\t\t\ttax on pension returns. \u00a0\n\t\t\t\t\tReturns (interest income and fair value changes) on assets under pooled schemes and unit-linked\u00a0investment contracts and\u00a0the crediting of\u00a0these \u00a0\n\t\t\t\t\treturns to customer accounts are\u00a0recognised under Net\u00a0trading income or loss. \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNet interest \u00a0\n\t\t\t\t\tNet trading \u00a0\n\t\t\t\t\t2022 (DKK millions) \u00a0\n\t\t\t\t\tInterest income\u00a0Interest expense \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t3,654 \u00a0\n\t\t\t\t\t1,880 \u00a0\n\t\t\t\t\t1,774 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t1,784 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t25,376 \u00a0\n\t\t\t\t\t4,202 \u00a0\n\t\t\t\t\t21,174 \u00a0\n\t\t\t\t\t-2,260 \u00a0\n\t\t\t\t\t18,914 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,556 \u00a0\n\t\t\t\t\t-5,556 \u00a0\n\t\t\t\t\t21,649 \u00a0\n\t\t\t\t\t16,093 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,473 \u00a0\n\t\t\t\t\t-1,473 \u00a0\n\t\t\t\t\t1,871 \u00a0\n\t\t\t\t\t398 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t29,945 \u00a0\n\t\t\t\t\t13,328 \u00a0\n\t\t\t\t\t16,617 \u00a0\n\t\t\t\t\t21,270 \u00a0\n\t\t\t\t\t37,887 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-570 \u00a0\n\t\t\t\t\t-592 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t15,113 \u00a0\n\t\t\t\t\t285 \u00a0\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\tTrading portfolio assets and liabilities \u00a0\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-16,867 \u00a0\n\t\t\t\t\t-15,524 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-10,142 \u00a0\n\t\t\t\t\t-9,073 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8,932 \u00a0\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tAssets and liabilities under insurance contracts \u00a0\n\t\t\t\t\t27,541 \u00a0\n\t\t\t\t\t25,363 \u00a0\n\t\t\t\t\t2,178 \u00a0\n\t\t\t\t\t-27,138 \u00a0\n\t\t\t\t\t-24,960 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t44,496 \u00a0\n\t\t\t\t\t33,987 \u00a0\n\t\t\t\t\t10,509 \u00a0\n\t\t\t\t\t-54,229 \u00a0\n\t\t\t\t\t-43,720 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t75,341 \u00a0\n\t\t\t\t\t47,315 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t79,267 \u00a0\n\t\t\t\t\t51,241 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\t2021 (DKK millions) \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t222 \u00a0\n\t\t\t\t\t-1,306 \u00a0\n\t\t\t\t\t1,528 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t1,527 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t18,394 \u00a0\n\t\t\t\t\t-466 \u00a0\n\t\t\t\t\t18,860 \u00a0\n\t\t\t\t\t-912 \u00a0\n\t\t\t\t\t17,948 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,189 \u00a0\n\t\t\t\t\t-5,189 \u00a0\n\t\t\t\t\t6,565 \u00a0\n\t\t\t\t\t1,376 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,297 \u00a0\n\t\t\t\t\t-1,297 \u00a0\n\t\t\t\t\t408 \u00a0\n\t\t\t\t\t-889 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t69 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t19,391 \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t14,524 \u00a0\n\t\t\t\t\t6,060 \u00a0\n\t\t\t\t\t20,584 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-406 \u00a0\n\t\t\t\t\t-389 \u00a0\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t12,603 \u00a0\n\t\t\t\t\t-926 \u00a0\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\tTrading portfolio\u00a0assets and liabilities \u00a0\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-7,190 \u00a0\n\t\t\t\t\t-3,196 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t1,078 \u00a0\n\t\t\t\t\t162 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7,314 \u00a0\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\tAssets and\u00a0liabilities under insurance contracts \u00a0\n\t\t\t\t\t17,517 \u00a0\n\t\t\t\t\t14,544 \u00a0\n\t\t\t\t\t2,973 \u00a0\n\t\t\t\t\t36,724 \u00a0\n\t\t\t\t\t39,697 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t32,792 \u00a0\n\t\t\t\t\t20,543 \u00a0\n\t\t\t\t\t12,250 \u00a0\n\t\t\t\t\t30,556 \u00a0\n\t\t\t\t\t42,806 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t52,183 \u00a0\n\t\t\t\t\t25,409 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t57,678 \u00a0\n\t\t\t\t\t30,904 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNegative interest income relates primarily to repo\u00a0transactions, while\u00a0negative interest\u00a0expenses relate primarily to deposits and repo transactions. For \u00a0\n\t\t\t\t\t2022, negative interest income recognised using the effective interest method amounts to DKK 30\u00a0million (2021: DKK 53 million) and negative interes\u00a0t \u00a0\n\t\t\t\t\texpense recognised using the effective interest method amounts to DKK 2,049 million\u00a0(2021: DKK 2,633 million). In the table above showing interes\u00a0t \u00a0\n\t\t\t\t\tincome and expenses by\u00a0portfolios, these amounts are offset\u00a0against interest income and interest expenses, respectively.\u00a0In the income statement, \u00a0\n\t\t\t\t\tnegative interest\u00a0income is\u00a0recognised as interest expenses and negative interest expenses as interest income as shown in the line items \u2018Negative \u00a0\n\t\t\t\t\tinterest income\u2019 and \u2018Negative interest expense\u2019 in the table above. \u00a0\n\t\t\t\t\tChanges to the fair value of the hedged interest rate risk are recognised under net trading income or loss and shown under the hedged balance sheet \u00a0\n\t\t\t\t\titems in the table above, whereas value adjustments\u00a0of hedging\u00a0derivatives are\u00a0recognised under net trading income or loss under the trading portfolio. \u00a0\n\t\t\t\t\tNet trading\u00a0income or\u00a0loss includes dividends\u00a0from shares of DKK 3,999 million (2021: DKK 3,512 million) and foreign exchange adjustments\u00a0of DKK \u00a0\n\t\t\t\t\t2,065 million (2021: DKK 1,803 million). \u00a0\n\t\t\t\t\tNet trading\u00a0income or loss from insurance contracts includes the return on assets of DKK -64,175 million (2021: DKK 34,265 million), adjustment\u00a0of \u00a0\n\t\t\t\t\tadditional provisions of\u00a0DKK 20,170 million (2021:\u00a0DKK -9,713\u00a0million), change in\u00a0the collective bonus potential of\u00a0DKK 6,917\u00a0million (2021: DKK - \u00a0\n\t\t\t\t\t4,855 million)\u00a0and tax on pension\u00a0returns of DKK 9,950 million (2021: DKK -5,242 million). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfInterestIncomeExpenseExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact3998": {
   "value": "G5. Net interest and net trading income or loss \u00a0\n\t\t\t\t\tThis note shows interest income, interest expense and net trading income or loss broken down by balance sheet item and by portfolios of financial instruments \u00a0\n\t\t\t\t\tmeasured at amortised cost, fair value through other comprehensive income or fair value through profit or loss. \u00a0Accounting policy \u00a0Interest income and expenses \u00a0\n\t\t\t\t\tInterest income and expenses arising from interest-bearing\u00a0financial instruments\u00a0measured at\u00a0amortised cost\u00a0or at fair value through Other \u00a0\n\t\t\t\t\tcomprehensive income are\u00a0recognised according to the effective interest method on\u00a0the basis of the cost of the individual\u00a0financial instrument.\u00a0Interes t \u00a0\n\t\t\t\t\tincludes amortised amounts of fees that are an integral part of the effective yield on a financial instrument,\u00a0such as origination\u00a0fees, and amortise\u00a0d \u00a0\n\t\t\t\t\tdifferences between the cost and the redemption\u00a0price, if any. Interest on financial instruments\u00a0included in\u00a0stage 3 (for the calculation\u00a0of expected credit \u00a0\n\t\t\t\t\tlosses) is recognised on the basis of the carrying amount (i.e. net of impairment charges). The interest rate risk on some financial portfolios\u00a0recognised \u00a0\n\t\t\t\t\tat amortised\u00a0cost is hedged by derivatives\u00a0using fair value hedge accounting. Note G12 provides\u00a0more information\u00a0on hedge accounting.\u00a0Interest income \u00a0\n\t\t\t\t\tcalculated using\u00a0the effective interest method and\u00a0presented as\u00a0a separate line item in the income statement excludes the impact from hedge \u00a0\n\t\t\t\t\taccounting. \u00a0\n\t\t\t\t\tFurther, interest income and expenses includes interest on financial instruments\u00a0measured at\u00a0fair value through profit or loss. Among others, this \u00a0\n\t\t\t\t\tincludes interest income on loans measured at fair value\u00a0for which interest on loans included in stage 3 is recognised on the basis of the gross carrying \u00a0\n\t\t\t\t\tamount. However, interest on\u00a0assets and deposits\u00a0under pooled schemes and unit-linked\u00a0investment contracts is\u00a0recognised under Net trading income \u00a0\n\t\t\t\t\tor loss. In the income statement, interest income on financial assets measured at fair value through profit or loss is presented under the line item Other \u00a0\n\t\t\t\t\tinterest income, while the line item Interest expenses includes all interest expenses. \u00a0Net trading\u00a0income or loss \u00a0\n\t\t\t\t\tNet trading income or\u00a0loss includes realised and\u00a0unrealised capital gains and losses\u00a0on financial assets and financial liabilities\u00a0recognised at fair value \u00a0\n\t\t\t\t\tthrough profit or\u00a0loss as well as exchange\u00a0rate adjustments\u00a0and dividends.\u00a0However, the fair value adjustments\u00a0of the credit risk on loans granted by \u00a0\n\t\t\t\t\tRealkredit Danmark are\u00a0presented under Loan impairment charges. Further, the fair value adjustment\u00a0of own credit risk on financial liabilities\u00a0in the \u00a0\n\t\t\t\t\tGroup\u2019s trading units Markets and Investment Banking & Securities part of\u00a0LC&I designated at fair value through profit or\u00a0loss is presented in Other \u00a0\n\t\t\t\t\tcomprehensive income. Net trading income or loss includes the fair value adjustments of own credit risk on bonds issued by Realkredit Danmark,\u00a0as an \u00a0\n\t\t\t\t\taccounting mismatch between the fair\u00a0value adjustment of the loans and\u00a0the bonds in Realkredit\u00a0Danmark would otherwise exist (see\u00a0further \u00a0\n\t\t\t\t\tinformation in note G16). \u00a0\n\t\t\t\t\tRealised gains and losses on financial assets at amortised cost,\u00a0e.g. loans, are recognised under Net trading income or loss when the financial asset is \u00a0\n\t\t\t\t\tderecognised, unless the derecognition relates to a credit risk event/forbearance measure, in which case the gain or loss is presented under Loan \u00a0\n\t\t\t\t\timpairment charges\u00a0(see note G15). Otherwise, the derecognition gain or loss on the financial asset is calculated\u00a0as the difference between the carrying \u00a0\n\t\t\t\t\tamount (gross of expected credit losses) and the repayment\u00a0amount. For financial assets (bonds) at fair value through other comprehensive\u00a0income, \u00a0\n\t\t\t\t\tgains or losses further include\u00a0amounts previously recognised in\u00a0other comprehensive income. For\u00a0financial liabilities\u00a0at amortised\u00a0cost, the gain or \u00a0\n\t\t\t\t\tloss is the difference between the carrying\u00a0amount and the redemption price including cost related to\u00a0the redemption, if any. \u00a0\n\t\t\t\t\tFor financial\u00a0assets and liabilities\u00a0subject to fair value hedge accounting, the fair value adjustments\u00a0of the hedged financial instrument and the hedging \u00a0\n\t\t\t\t\tinstruments are\u00a0recognised in Net trading income or loss. Therefore, any hedge ineffectiveness is presented in Net trading income or loss. \u00a0\n\t\t\t\t\tNet trading income or loss also includes the change in insurance\u00a0obligations during the year due\u00a0to additional\u00a0provisions for\u00a0benefit guarantees and the \u00a0\n\t\t\t\t\ttax on pension returns. \u00a0\n\t\t\t\t\tReturns (interest income and fair value changes) on assets under pooled schemes and unit-linked\u00a0investment contracts and\u00a0the crediting of\u00a0these \u00a0\n\t\t\t\t\treturns to customer accounts are\u00a0recognised under Net\u00a0trading income or loss. \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNet interest \u00a0\n\t\t\t\t\tNet trading \u00a0\n\t\t\t\t\t2022 (DKK millions) \u00a0\n\t\t\t\t\tInterest income\u00a0Interest expense \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t3,654 \u00a0\n\t\t\t\t\t1,880 \u00a0\n\t\t\t\t\t1,774 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t1,784 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t25,376 \u00a0\n\t\t\t\t\t4,202 \u00a0\n\t\t\t\t\t21,174 \u00a0\n\t\t\t\t\t-2,260 \u00a0\n\t\t\t\t\t18,914 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,556 \u00a0\n\t\t\t\t\t-5,556 \u00a0\n\t\t\t\t\t21,649 \u00a0\n\t\t\t\t\t16,093 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,473 \u00a0\n\t\t\t\t\t-1,473 \u00a0\n\t\t\t\t\t1,871 \u00a0\n\t\t\t\t\t398 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t29,945 \u00a0\n\t\t\t\t\t13,328 \u00a0\n\t\t\t\t\t16,617 \u00a0\n\t\t\t\t\t21,270 \u00a0\n\t\t\t\t\t37,887 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-570 \u00a0\n\t\t\t\t\t-592 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t15,113 \u00a0\n\t\t\t\t\t285 \u00a0\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\tTrading portfolio assets and liabilities \u00a0\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-16,867 \u00a0\n\t\t\t\t\t-15,524 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-10,142 \u00a0\n\t\t\t\t\t-9,073 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8,932 \u00a0\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tAssets and liabilities under insurance contracts \u00a0\n\t\t\t\t\t27,541 \u00a0\n\t\t\t\t\t25,363 \u00a0\n\t\t\t\t\t2,178 \u00a0\n\t\t\t\t\t-27,138 \u00a0\n\t\t\t\t\t-24,960 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t44,496 \u00a0\n\t\t\t\t\t33,987 \u00a0\n\t\t\t\t\t10,509 \u00a0\n\t\t\t\t\t-54,229 \u00a0\n\t\t\t\t\t-43,720 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t75,341 \u00a0\n\t\t\t\t\t47,315 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t79,267 \u00a0\n\t\t\t\t\t51,241 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\t2021 (DKK millions) \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t222 \u00a0\n\t\t\t\t\t-1,306 \u00a0\n\t\t\t\t\t1,528 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t1,527 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t18,394 \u00a0\n\t\t\t\t\t-466 \u00a0\n\t\t\t\t\t18,860 \u00a0\n\t\t\t\t\t-912 \u00a0\n\t\t\t\t\t17,948 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,189 \u00a0\n\t\t\t\t\t-5,189 \u00a0\n\t\t\t\t\t6,565 \u00a0\n\t\t\t\t\t1,376 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,297 \u00a0\n\t\t\t\t\t-1,297 \u00a0\n\t\t\t\t\t408 \u00a0\n\t\t\t\t\t-889 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t69 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t19,391 \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t14,524 \u00a0\n\t\t\t\t\t6,060 \u00a0\n\t\t\t\t\t20,584 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-406 \u00a0\n\t\t\t\t\t-389 \u00a0\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t12,603 \u00a0\n\t\t\t\t\t-926 \u00a0\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\tTrading portfolio\u00a0assets and liabilities \u00a0\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-7,190 \u00a0\n\t\t\t\t\t-3,196 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t1,078 \u00a0\n\t\t\t\t\t162 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7,314 \u00a0\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\tAssets and\u00a0liabilities under insurance contracts \u00a0\n\t\t\t\t\t17,517 \u00a0\n\t\t\t\t\t14,544 \u00a0\n\t\t\t\t\t2,973 \u00a0\n\t\t\t\t\t36,724 \u00a0\n\t\t\t\t\t39,697 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t32,792 \u00a0\n\t\t\t\t\t20,543 \u00a0\n\t\t\t\t\t12,250 \u00a0\n\t\t\t\t\t30,556 \u00a0\n\t\t\t\t\t42,806 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t52,183 \u00a0\n\t\t\t\t\t25,409 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t57,678 \u00a0\n\t\t\t\t\t30,904 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNegative interest income relates primarily to repo\u00a0transactions, while\u00a0negative interest\u00a0expenses relate primarily to deposits and repo transactions. For \u00a0\n\t\t\t\t\t2022, negative interest income recognised using the effective interest method amounts to DKK 30\u00a0million (2021: DKK 53 million) and negative interes\u00a0t \u00a0\n\t\t\t\t\texpense recognised using the effective interest method amounts to DKK 2,049 million\u00a0(2021: DKK 2,633 million). In the table above showing interes\u00a0t \u00a0\n\t\t\t\t\tincome and expenses by\u00a0portfolios, these amounts are offset\u00a0against interest income and interest expenses, respectively.\u00a0In the income statement, \u00a0\n\t\t\t\t\tnegative interest\u00a0income is\u00a0recognised as interest expenses and negative interest expenses as interest income as shown in the line items \u2018Negative \u00a0\n\t\t\t\t\tinterest income\u2019 and \u2018Negative interest expense\u2019 in the table above. \u00a0\n\t\t\t\t\tChanges to the fair value of the hedged interest rate risk are recognised under net trading income or loss and shown under the hedged balance sheet \u00a0\n\t\t\t\t\titems in the table above, whereas value adjustments\u00a0of hedging\u00a0derivatives are\u00a0recognised under net trading income or loss under the trading portfolio. \u00a0\n\t\t\t\t\tNet trading\u00a0income or\u00a0loss includes dividends\u00a0from shares of DKK 3,999 million (2021: DKK 3,512 million) and foreign exchange adjustments\u00a0of DKK \u00a0\n\t\t\t\t\t2,065 million (2021: DKK 1,803 million). \u00a0\n\t\t\t\t\tNet trading\u00a0income or loss from insurance contracts includes the return on assets of DKK -64,175 million (2021: DKK 34,265 million), adjustment\u00a0of \u00a0\n\t\t\t\t\tadditional provisions of\u00a0DKK 20,170 million (2021:\u00a0DKK -9,713\u00a0million), change in\u00a0the collective bonus potential of\u00a0DKK 6,917\u00a0million (2021: DKK - \u00a0\n\t\t\t\t\t4,855 million)\u00a0and tax on pension\u00a0returns of DKK 9,950 million (2021: DKK -5,242 million). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfTradingIncomeExpenseExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4001": {
   "value": "G5. Net interest and net trading income or loss \u00a0\n\t\t\t\t\tThis note shows interest income, interest expense and net trading income or loss broken down by balance sheet item and by portfolios of financial instruments \u00a0\n\t\t\t\t\tmeasured at amortised cost, fair value through other comprehensive income or fair value through profit or loss. \u00a0Accounting policy \u00a0Interest income and expenses \u00a0\n\t\t\t\t\tInterest income and expenses arising from interest-bearing\u00a0financial instruments\u00a0measured at\u00a0amortised cost\u00a0or at fair value through Other \u00a0\n\t\t\t\t\tcomprehensive income are\u00a0recognised according to the effective interest method on\u00a0the basis of the cost of the individual\u00a0financial instrument.\u00a0Interes t \u00a0\n\t\t\t\t\tincludes amortised amounts of fees that are an integral part of the effective yield on a financial instrument,\u00a0such as origination\u00a0fees, and amortise\u00a0d \u00a0\n\t\t\t\t\tdifferences between the cost and the redemption\u00a0price, if any. Interest on financial instruments\u00a0included in\u00a0stage 3 (for the calculation\u00a0of expected credit \u00a0\n\t\t\t\t\tlosses) is recognised on the basis of the carrying amount (i.e. net of impairment charges). The interest rate risk on some financial portfolios\u00a0recognised \u00a0\n\t\t\t\t\tat amortised\u00a0cost is hedged by derivatives\u00a0using fair value hedge accounting. Note G12 provides\u00a0more information\u00a0on hedge accounting.\u00a0Interest income \u00a0\n\t\t\t\t\tcalculated using\u00a0the effective interest method and\u00a0presented as\u00a0a separate line item in the income statement excludes the impact from hedge \u00a0\n\t\t\t\t\taccounting. \u00a0\n\t\t\t\t\tFurther, interest income and expenses includes interest on financial instruments\u00a0measured at\u00a0fair value through profit or loss. Among others, this \u00a0\n\t\t\t\t\tincludes interest income on loans measured at fair value\u00a0for which interest on loans included in stage 3 is recognised on the basis of the gross carrying \u00a0\n\t\t\t\t\tamount. However, interest on\u00a0assets and deposits\u00a0under pooled schemes and unit-linked\u00a0investment contracts is\u00a0recognised under Net trading income \u00a0\n\t\t\t\t\tor loss. In the income statement, interest income on financial assets measured at fair value through profit or loss is presented under the line item Other \u00a0\n\t\t\t\t\tinterest income, while the line item Interest expenses includes all interest expenses. \u00a0Net trading\u00a0income or loss \u00a0\n\t\t\t\t\tNet trading income or\u00a0loss includes realised and\u00a0unrealised capital gains and losses\u00a0on financial assets and financial liabilities\u00a0recognised at fair value \u00a0\n\t\t\t\t\tthrough profit or\u00a0loss as well as exchange\u00a0rate adjustments\u00a0and dividends.\u00a0However, the fair value adjustments\u00a0of the credit risk on loans granted by \u00a0\n\t\t\t\t\tRealkredit Danmark are\u00a0presented under Loan impairment charges. Further, the fair value adjustment\u00a0of own credit risk on financial liabilities\u00a0in the \u00a0\n\t\t\t\t\tGroup\u2019s trading units Markets and Investment Banking & Securities part of\u00a0LC&I designated at fair value through profit or\u00a0loss is presented in Other \u00a0\n\t\t\t\t\tcomprehensive income. Net trading income or loss includes the fair value adjustments of own credit risk on bonds issued by Realkredit Danmark,\u00a0as an \u00a0\n\t\t\t\t\taccounting mismatch between the fair\u00a0value adjustment of the loans and\u00a0the bonds in Realkredit\u00a0Danmark would otherwise exist (see\u00a0further \u00a0\n\t\t\t\t\tinformation in note G16). \u00a0\n\t\t\t\t\tRealised gains and losses on financial assets at amortised cost,\u00a0e.g. loans, are recognised under Net trading income or loss when the financial asset is \u00a0\n\t\t\t\t\tderecognised, unless the derecognition relates to a credit risk event/forbearance measure, in which case the gain or loss is presented under Loan \u00a0\n\t\t\t\t\timpairment charges\u00a0(see note G15). Otherwise, the derecognition gain or loss on the financial asset is calculated\u00a0as the difference between the carrying \u00a0\n\t\t\t\t\tamount (gross of expected credit losses) and the repayment\u00a0amount. For financial assets (bonds) at fair value through other comprehensive\u00a0income, \u00a0\n\t\t\t\t\tgains or losses further include\u00a0amounts previously recognised in\u00a0other comprehensive income. For\u00a0financial liabilities\u00a0at amortised\u00a0cost, the gain or \u00a0\n\t\t\t\t\tloss is the difference between the carrying\u00a0amount and the redemption price including cost related to\u00a0the redemption, if any. \u00a0\n\t\t\t\t\tFor financial\u00a0assets and liabilities\u00a0subject to fair value hedge accounting, the fair value adjustments\u00a0of the hedged financial instrument and the hedging \u00a0\n\t\t\t\t\tinstruments are\u00a0recognised in Net trading income or loss. Therefore, any hedge ineffectiveness is presented in Net trading income or loss. \u00a0\n\t\t\t\t\tNet trading income or loss also includes the change in insurance\u00a0obligations during the year due\u00a0to additional\u00a0provisions for\u00a0benefit guarantees and the \u00a0\n\t\t\t\t\ttax on pension returns. \u00a0\n\t\t\t\t\tReturns (interest income and fair value changes) on assets under pooled schemes and unit-linked\u00a0investment contracts and\u00a0the crediting of\u00a0these \u00a0\n\t\t\t\t\treturns to customer accounts are\u00a0recognised under Net\u00a0trading income or loss. \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNet interest \u00a0\n\t\t\t\t\tNet trading \u00a0\n\t\t\t\t\t2022 (DKK millions) \u00a0\n\t\t\t\t\tInterest income\u00a0Interest expense \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t3,654 \u00a0\n\t\t\t\t\t1,880 \u00a0\n\t\t\t\t\t1,774 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t1,784 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t25,376 \u00a0\n\t\t\t\t\t4,202 \u00a0\n\t\t\t\t\t21,174 \u00a0\n\t\t\t\t\t-2,260 \u00a0\n\t\t\t\t\t18,914 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,556 \u00a0\n\t\t\t\t\t-5,556 \u00a0\n\t\t\t\t\t21,649 \u00a0\n\t\t\t\t\t16,093 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,473 \u00a0\n\t\t\t\t\t-1,473 \u00a0\n\t\t\t\t\t1,871 \u00a0\n\t\t\t\t\t398 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t29,945 \u00a0\n\t\t\t\t\t13,328 \u00a0\n\t\t\t\t\t16,617 \u00a0\n\t\t\t\t\t21,270 \u00a0\n\t\t\t\t\t37,887 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-570 \u00a0\n\t\t\t\t\t-592 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t15,113 \u00a0\n\t\t\t\t\t285 \u00a0\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\tTrading portfolio assets and liabilities \u00a0\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-16,867 \u00a0\n\t\t\t\t\t-15,524 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-10,142 \u00a0\n\t\t\t\t\t-9,073 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8,932 \u00a0\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tAssets and liabilities under insurance contracts \u00a0\n\t\t\t\t\t27,541 \u00a0\n\t\t\t\t\t25,363 \u00a0\n\t\t\t\t\t2,178 \u00a0\n\t\t\t\t\t-27,138 \u00a0\n\t\t\t\t\t-24,960 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t44,496 \u00a0\n\t\t\t\t\t33,987 \u00a0\n\t\t\t\t\t10,509 \u00a0\n\t\t\t\t\t-54,229 \u00a0\n\t\t\t\t\t-43,720 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t75,341 \u00a0\n\t\t\t\t\t47,315 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t79,267 \u00a0\n\t\t\t\t\t51,241 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\t2021 (DKK millions) \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t222 \u00a0\n\t\t\t\t\t-1,306 \u00a0\n\t\t\t\t\t1,528 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t1,527 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t18,394 \u00a0\n\t\t\t\t\t-466 \u00a0\n\t\t\t\t\t18,860 \u00a0\n\t\t\t\t\t-912 \u00a0\n\t\t\t\t\t17,948 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,189 \u00a0\n\t\t\t\t\t-5,189 \u00a0\n\t\t\t\t\t6,565 \u00a0\n\t\t\t\t\t1,376 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,297 \u00a0\n\t\t\t\t\t-1,297 \u00a0\n\t\t\t\t\t408 \u00a0\n\t\t\t\t\t-889 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t69 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t19,391 \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t14,524 \u00a0\n\t\t\t\t\t6,060 \u00a0\n\t\t\t\t\t20,584 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-406 \u00a0\n\t\t\t\t\t-389 \u00a0\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t12,603 \u00a0\n\t\t\t\t\t-926 \u00a0\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\tTrading portfolio\u00a0assets and liabilities \u00a0\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-7,190 \u00a0\n\t\t\t\t\t-3,196 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t1,078 \u00a0\n\t\t\t\t\t162 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7,314 \u00a0\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\tAssets and\u00a0liabilities under insurance contracts \u00a0\n\t\t\t\t\t17,517 \u00a0\n\t\t\t\t\t14,544 \u00a0\n\t\t\t\t\t2,973 \u00a0\n\t\t\t\t\t36,724 \u00a0\n\t\t\t\t\t39,697 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t32,792 \u00a0\n\t\t\t\t\t20,543 \u00a0\n\t\t\t\t\t12,250 \u00a0\n\t\t\t\t\t30,556 \u00a0\n\t\t\t\t\t42,806 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t52,183 \u00a0\n\t\t\t\t\t25,409 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t57,678 \u00a0\n\t\t\t\t\t30,904 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNegative interest income relates primarily to repo\u00a0transactions, while\u00a0negative interest\u00a0expenses relate primarily to deposits and repo transactions. For \u00a0\n\t\t\t\t\t2022, negative interest income recognised using the effective interest method amounts to DKK 30\u00a0million (2021: DKK 53 million) and negative interes\u00a0t \u00a0\n\t\t\t\t\texpense recognised using the effective interest method amounts to DKK 2,049 million\u00a0(2021: DKK 2,633 million). In the table above showing interes\u00a0t \u00a0\n\t\t\t\t\tincome and expenses by\u00a0portfolios, these amounts are offset\u00a0against interest income and interest expenses, respectively.\u00a0In the income statement, \u00a0\n\t\t\t\t\tnegative interest\u00a0income is\u00a0recognised as interest expenses and negative interest expenses as interest income as shown in the line items \u2018Negative \u00a0\n\t\t\t\t\tinterest income\u2019 and \u2018Negative interest expense\u2019 in the table above. \u00a0\n\t\t\t\t\tChanges to the fair value of the hedged interest rate risk are recognised under net trading income or loss and shown under the hedged balance sheet \u00a0\n\t\t\t\t\titems in the table above, whereas value adjustments\u00a0of hedging\u00a0derivatives are\u00a0recognised under net trading income or loss under the trading portfolio. \u00a0\n\t\t\t\t\tNet trading\u00a0income or\u00a0loss includes dividends\u00a0from shares of DKK 3,999 million (2021: DKK 3,512 million) and foreign exchange adjustments\u00a0of DKK \u00a0\n\t\t\t\t\t2,065 million (2021: DKK 1,803 million). \u00a0\n\t\t\t\t\tNet trading\u00a0income or loss from insurance contracts includes the return on assets of DKK -64,175 million (2021: DKK 34,265 million), adjustment\u00a0of \u00a0\n\t\t\t\t\tadditional provisions of\u00a0DKK 20,170 million (2021:\u00a0DKK -9,713\u00a0million), change in\u00a0the collective bonus potential of\u00a0DKK 6,917\u00a0million (2021: DKK - \u00a0\n\t\t\t\t\t4,855 million)\u00a0and tax on pension\u00a0returns of DKK 9,950 million (2021: DKK -5,242 million). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFinanceCostExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4004": {
   "value": "G5. Net interest and net trading income or loss \u00a0\n\t\t\t\t\tThis note shows interest income, interest expense and net trading income or loss broken down by balance sheet item and by portfolios of financial instruments \u00a0\n\t\t\t\t\tmeasured at amortised cost, fair value through other comprehensive income or fair value through profit or loss. \u00a0Accounting policy \u00a0Interest income and expenses \u00a0\n\t\t\t\t\tInterest income and expenses arising from interest-bearing\u00a0financial instruments\u00a0measured at\u00a0amortised cost\u00a0or at fair value through Other \u00a0\n\t\t\t\t\tcomprehensive income are\u00a0recognised according to the effective interest method on\u00a0the basis of the cost of the individual\u00a0financial instrument.\u00a0Interes t \u00a0\n\t\t\t\t\tincludes amortised amounts of fees that are an integral part of the effective yield on a financial instrument,\u00a0such as origination\u00a0fees, and amortise\u00a0d \u00a0\n\t\t\t\t\tdifferences between the cost and the redemption\u00a0price, if any. Interest on financial instruments\u00a0included in\u00a0stage 3 (for the calculation\u00a0of expected credit \u00a0\n\t\t\t\t\tlosses) is recognised on the basis of the carrying amount (i.e. net of impairment charges). The interest rate risk on some financial portfolios\u00a0recognised \u00a0\n\t\t\t\t\tat amortised\u00a0cost is hedged by derivatives\u00a0using fair value hedge accounting. Note G12 provides\u00a0more information\u00a0on hedge accounting.\u00a0Interest income \u00a0\n\t\t\t\t\tcalculated using\u00a0the effective interest method and\u00a0presented as\u00a0a separate line item in the income statement excludes the impact from hedge \u00a0\n\t\t\t\t\taccounting. \u00a0\n\t\t\t\t\tFurther, interest income and expenses includes interest on financial instruments\u00a0measured at\u00a0fair value through profit or loss. Among others, this \u00a0\n\t\t\t\t\tincludes interest income on loans measured at fair value\u00a0for which interest on loans included in stage 3 is recognised on the basis of the gross carrying \u00a0\n\t\t\t\t\tamount. However, interest on\u00a0assets and deposits\u00a0under pooled schemes and unit-linked\u00a0investment contracts is\u00a0recognised under Net trading income \u00a0\n\t\t\t\t\tor loss. In the income statement, interest income on financial assets measured at fair value through profit or loss is presented under the line item Other \u00a0\n\t\t\t\t\tinterest income, while the line item Interest expenses includes all interest expenses. \u00a0Net trading\u00a0income or loss \u00a0\n\t\t\t\t\tNet trading income or\u00a0loss includes realised and\u00a0unrealised capital gains and losses\u00a0on financial assets and financial liabilities\u00a0recognised at fair value \u00a0\n\t\t\t\t\tthrough profit or\u00a0loss as well as exchange\u00a0rate adjustments\u00a0and dividends.\u00a0However, the fair value adjustments\u00a0of the credit risk on loans granted by \u00a0\n\t\t\t\t\tRealkredit Danmark are\u00a0presented under Loan impairment charges. Further, the fair value adjustment\u00a0of own credit risk on financial liabilities\u00a0in the \u00a0\n\t\t\t\t\tGroup\u2019s trading units Markets and Investment Banking & Securities part of\u00a0LC&I designated at fair value through profit or\u00a0loss is presented in Other \u00a0\n\t\t\t\t\tcomprehensive income. Net trading income or loss includes the fair value adjustments of own credit risk on bonds issued by Realkredit Danmark,\u00a0as an \u00a0\n\t\t\t\t\taccounting mismatch between the fair\u00a0value adjustment of the loans and\u00a0the bonds in Realkredit\u00a0Danmark would otherwise exist (see\u00a0further \u00a0\n\t\t\t\t\tinformation in note G16). \u00a0\n\t\t\t\t\tRealised gains and losses on financial assets at amortised cost,\u00a0e.g. loans, are recognised under Net trading income or loss when the financial asset is \u00a0\n\t\t\t\t\tderecognised, unless the derecognition relates to a credit risk event/forbearance measure, in which case the gain or loss is presented under Loan \u00a0\n\t\t\t\t\timpairment charges\u00a0(see note G15). Otherwise, the derecognition gain or loss on the financial asset is calculated\u00a0as the difference between the carrying \u00a0\n\t\t\t\t\tamount (gross of expected credit losses) and the repayment\u00a0amount. For financial assets (bonds) at fair value through other comprehensive\u00a0income, \u00a0\n\t\t\t\t\tgains or losses further include\u00a0amounts previously recognised in\u00a0other comprehensive income. For\u00a0financial liabilities\u00a0at amortised\u00a0cost, the gain or \u00a0\n\t\t\t\t\tloss is the difference between the carrying\u00a0amount and the redemption price including cost related to\u00a0the redemption, if any. \u00a0\n\t\t\t\t\tFor financial\u00a0assets and liabilities\u00a0subject to fair value hedge accounting, the fair value adjustments\u00a0of the hedged financial instrument and the hedging \u00a0\n\t\t\t\t\tinstruments are\u00a0recognised in Net trading income or loss. Therefore, any hedge ineffectiveness is presented in Net trading income or loss. \u00a0\n\t\t\t\t\tNet trading income or loss also includes the change in insurance\u00a0obligations during the year due\u00a0to additional\u00a0provisions for\u00a0benefit guarantees and the \u00a0\n\t\t\t\t\ttax on pension returns. \u00a0\n\t\t\t\t\tReturns (interest income and fair value changes) on assets under pooled schemes and unit-linked\u00a0investment contracts and\u00a0the crediting of\u00a0these \u00a0\n\t\t\t\t\treturns to customer accounts are\u00a0recognised under Net\u00a0trading income or loss. \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNet interest \u00a0\n\t\t\t\t\tNet trading \u00a0\n\t\t\t\t\t2022 (DKK millions) \u00a0\n\t\t\t\t\tInterest income\u00a0Interest expense \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t3,654 \u00a0\n\t\t\t\t\t1,880 \u00a0\n\t\t\t\t\t1,774 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t1,784 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t25,376 \u00a0\n\t\t\t\t\t4,202 \u00a0\n\t\t\t\t\t21,174 \u00a0\n\t\t\t\t\t-2,260 \u00a0\n\t\t\t\t\t18,914 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t906 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,556 \u00a0\n\t\t\t\t\t-5,556 \u00a0\n\t\t\t\t\t21,649 \u00a0\n\t\t\t\t\t16,093 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,473 \u00a0\n\t\t\t\t\t-1,473 \u00a0\n\t\t\t\t\t1,871 \u00a0\n\t\t\t\t\t398 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-209 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t29,945 \u00a0\n\t\t\t\t\t13,328 \u00a0\n\t\t\t\t\t16,617 \u00a0\n\t\t\t\t\t21,270 \u00a0\n\t\t\t\t\t37,887 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t901 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t877 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-570 \u00a0\n\t\t\t\t\t-592 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t15,113 \u00a0\n\t\t\t\t\t285 \u00a0\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t14,828 \u00a0\n\t\t\t\t\tTrading portfolio assets and liabilities \u00a0\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,343 \u00a0\n\t\t\t\t\t-16,867 \u00a0\n\t\t\t\t\t-15,524 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,069 \u00a0\n\t\t\t\t\t-10,142 \u00a0\n\t\t\t\t\t-9,073 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8,932 \u00a0\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-8,932 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tAssets and liabilities under insurance contracts \u00a0\n\t\t\t\t\t27,541 \u00a0\n\t\t\t\t\t25,363 \u00a0\n\t\t\t\t\t2,178 \u00a0\n\t\t\t\t\t-27,138 \u00a0\n\t\t\t\t\t-24,960 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t44,496 \u00a0\n\t\t\t\t\t33,987 \u00a0\n\t\t\t\t\t10,509 \u00a0\n\t\t\t\t\t-54,229 \u00a0\n\t\t\t\t\t-43,720 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t75,341 \u00a0\n\t\t\t\t\t47,315 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t1,171 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t2,755 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t79,267 \u00a0\n\t\t\t\t\t51,241 \u00a0\n\t\t\t\t\t28,026 \u00a0\n\t\t\t\t\t-32,983 \u00a0\n\t\t\t\t\t-4,957 \u00a0\n\t\t\t\t\t2021 (DKK millions) \u00a0\n\t\t\t\t\tFinancial portfolios at amortised cost \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t222 \u00a0\n\t\t\t\t\t-1,306 \u00a0\n\t\t\t\t\t1,528 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t1,527 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t18,394 \u00a0\n\t\t\t\t\t-466 \u00a0\n\t\t\t\t\t18,860 \u00a0\n\t\t\t\t\t-912 \u00a0\n\t\t\t\t\t17,948 \u00a0\n\t\t\t\t\tBonds held to collect (investment securities) \u00a0\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t705 \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,189 \u00a0\n\t\t\t\t\t-5,189 \u00a0\n\t\t\t\t\t6,565 \u00a0\n\t\t\t\t\t1,376 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,297 \u00a0\n\t\t\t\t\t-1,297 \u00a0\n\t\t\t\t\t408 \u00a0\n\t\t\t\t\t-889 \u00a0\n\t\t\t\t\tOther financial\u00a0instruments \u00a0\n\t\t\t\t\t69 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t19,391 \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t14,524 \u00a0\n\t\t\t\t\t6,060 \u00a0\n\t\t\t\t\t20,584 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through OCI \u00a0\n\t\t\t\t\tBonds held to collect and sell (investment\u00a0securities) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tFinancial portfolios at fair value through profit or loss \u00a0\n\t\t\t\t\tDue from/to credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-406 \u00a0\n\t\t\t\t\t-389 \u00a0\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\tLoans and deposits \u00a0\n\t\t\t\t\t12,603 \u00a0\n\t\t\t\t\t-926 \u00a0\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t13,529 \u00a0\n\t\t\t\t\tTrading portfolio\u00a0assets and liabilities \u00a0\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t-7,190 \u00a0\n\t\t\t\t\t-3,196 \u00a0\n\t\t\t\t\tBonds (investment\u00a0securities) \u00a0\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-916 \u00a0\n\t\t\t\t\t1,078 \u00a0\n\t\t\t\t\t162 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7,314 \u00a0\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-7,314 \u00a0\n\t\t\t\t\tAssets and\u00a0deposits under pooled schemes and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\tAssets and\u00a0liabilities under insurance contracts \u00a0\n\t\t\t\t\t17,517 \u00a0\n\t\t\t\t\t14,544 \u00a0\n\t\t\t\t\t2,973 \u00a0\n\t\t\t\t\t36,724 \u00a0\n\t\t\t\t\t39,697 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t32,792 \u00a0\n\t\t\t\t\t20,543 \u00a0\n\t\t\t\t\t12,250 \u00a0\n\t\t\t\t\t30,556 \u00a0\n\t\t\t\t\t42,806 \u00a0\n\t\t\t\t\tTotal net\u00a0interest and net\u00a0trading income \u00a0\n\t\t\t\t\t52,183 \u00a0\n\t\t\t\t\t25,409 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0\n\t\t\t\t\tNegative interest\u00a0income \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t1,618 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNegative interest\u00a0expense \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t3,877 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tIncome statement - Danske Bank Group \u00a0\n\t\t\t\t\t57,678 \u00a0\n\t\t\t\t\t30,904 \u00a0\n\t\t\t\t\t26,774 \u00a0\n\t\t\t\t\t36,600 \u00a0\n\t\t\t\t\t63,374 \u00a0G5. Net interest and net trading income or loss continued \u00a0\n\t\t\t\t\tNegative interest income relates primarily to repo\u00a0transactions, while\u00a0negative interest\u00a0expenses relate primarily to deposits and repo transactions. For \u00a0\n\t\t\t\t\t2022, negative interest income recognised using the effective interest method amounts to DKK 30\u00a0million (2021: DKK 53 million) and negative interes\u00a0t \u00a0\n\t\t\t\t\texpense recognised using the effective interest method amounts to DKK 2,049 million\u00a0(2021: DKK 2,633 million). In the table above showing interes\u00a0t \u00a0\n\t\t\t\t\tincome and expenses by\u00a0portfolios, these amounts are offset\u00a0against interest income and interest expenses, respectively.\u00a0In the income statement, \u00a0\n\t\t\t\t\tnegative interest\u00a0income is\u00a0recognised as interest expenses and negative interest expenses as interest income as shown in the line items \u2018Negative \u00a0\n\t\t\t\t\tinterest income\u2019 and \u2018Negative interest expense\u2019 in the table above. \u00a0\n\t\t\t\t\tChanges to the fair value of the hedged interest rate risk are recognised under net trading income or loss and shown under the hedged balance sheet \u00a0\n\t\t\t\t\titems in the table above, whereas value adjustments\u00a0of hedging\u00a0derivatives are\u00a0recognised under net trading income or loss under the trading portfolio. \u00a0\n\t\t\t\t\tNet trading\u00a0income or\u00a0loss includes dividends\u00a0from shares of DKK 3,999 million (2021: DKK 3,512 million) and foreign exchange adjustments\u00a0of DKK \u00a0\n\t\t\t\t\t2,065 million (2021: DKK 1,803 million). \u00a0\n\t\t\t\t\tNet trading\u00a0income or loss from insurance contracts includes the return on assets of DKK -64,175 million (2021: DKK 34,265 million), adjustment\u00a0of \u00a0\n\t\t\t\t\tadditional provisions of\u00a0DKK 20,170 million (2021:\u00a0DKK -9,713\u00a0million), change in\u00a0the collective bonus potential of\u00a0DKK 6,917\u00a0million (2021: DKK - \u00a0\n\t\t\t\t\t4,855 million)\u00a0and tax on pension\u00a0returns of DKK 9,950 million (2021: DKK -5,242 million). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFinanceIncomeExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4007": {
   "value": "Interest income and expenses \u00a0\n\t\t\t\t\tInterest income and expenses arising from interest-bearing\u00a0financial instruments\u00a0measured at\u00a0amortised cost\u00a0or at fair value through Other \u00a0\n\t\t\t\t\tcomprehensive income are\u00a0recognised according to the effective interest method on\u00a0the basis of the cost of the individual\u00a0financial instrument.\u00a0Interes t \u00a0\n\t\t\t\t\tincludes amortised amounts of fees that are an integral part of the effective yield on a financial instrument,\u00a0such as origination\u00a0fees, and amortise\u00a0d \u00a0\n\t\t\t\t\tdifferences between the cost and the redemption\u00a0price, if any. Interest on financial instruments\u00a0included in\u00a0stage 3 (for the calculation\u00a0of expected credit \u00a0\n\t\t\t\t\tlosses) is recognised on the basis of the carrying amount (i.e. net of impairment charges). The interest rate risk on some financial portfolios\u00a0recognised \u00a0\n\t\t\t\t\tat amortised\u00a0cost is hedged by derivatives\u00a0using fair value hedge accounting. Note G12 provides\u00a0more information\u00a0on hedge accounting.\u00a0Interest income \u00a0\n\t\t\t\t\tcalculated using\u00a0the effective interest method and\u00a0presented as\u00a0a separate line item in the income statement excludes the impact from hedge \u00a0\n\t\t\t\t\taccounting. \u00a0\n\t\t\t\t\tFurther, interest income and expenses includes interest on financial instruments\u00a0measured at\u00a0fair value through profit or loss. Among others, this \u00a0\n\t\t\t\t\tincludes interest income on loans measured at fair value\u00a0for which interest on loans included in stage 3 is recognised on the basis of the gross carrying \u00a0\n\t\t\t\t\tamount. However, interest on\u00a0assets and deposits\u00a0under pooled schemes and unit-linked\u00a0investment contracts is\u00a0recognised under Net trading income \u00a0\n\t\t\t\t\tor loss. In the income statement, interest income on financial assets measured at fair value through profit or loss is presented under the line item Other \u00a0\n\t\t\t\t\tinterest income, while the line item Interest expenses includes all interest expenses. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinanceCostsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4008": {
   "value": "Interest income and expenses \u00a0\n\t\t\t\t\tInterest income and expenses arising from interest-bearing\u00a0financial instruments\u00a0measured at\u00a0amortised cost\u00a0or at fair value through Other \u00a0\n\t\t\t\t\tcomprehensive income are\u00a0recognised according to the effective interest method on\u00a0the basis of the cost of the individual\u00a0financial instrument.\u00a0Interes t \u00a0\n\t\t\t\t\tincludes amortised amounts of fees that are an integral part of the effective yield on a financial instrument,\u00a0such as origination\u00a0fees, and amortise\u00a0d \u00a0\n\t\t\t\t\tdifferences between the cost and the redemption\u00a0price, if any. Interest on financial instruments\u00a0included in\u00a0stage 3 (for the calculation\u00a0of expected credit \u00a0\n\t\t\t\t\tlosses) is recognised on the basis of the carrying amount (i.e. net of impairment charges). The interest rate risk on some financial portfolios\u00a0recognised \u00a0\n\t\t\t\t\tat amortised\u00a0cost is hedged by derivatives\u00a0using fair value hedge accounting. Note G12 provides\u00a0more information\u00a0on hedge accounting.\u00a0Interest income \u00a0\n\t\t\t\t\tcalculated using\u00a0the effective interest method and\u00a0presented as\u00a0a separate line item in the income statement excludes the impact from hedge \u00a0\n\t\t\t\t\taccounting. \u00a0\n\t\t\t\t\tFurther, interest income and expenses includes interest on financial instruments\u00a0measured at\u00a0fair value through profit or loss. Among others, this \u00a0\n\t\t\t\t\tincludes interest income on loans measured at fair value\u00a0for which interest on loans included in stage 3 is recognised on the basis of the gross carrying \u00a0\n\t\t\t\t\tamount. However, interest on\u00a0assets and deposits\u00a0under pooled schemes and unit-linked\u00a0investment contracts is\u00a0recognised under Net trading income \u00a0\n\t\t\t\t\tor loss. In the income statement, interest income on financial assets measured at fair value through profit or loss is presented under the line item Other \u00a0\n\t\t\t\t\tinterest income, while the line item Interest expenses includes all interest expenses. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinanceIncomeAndCostsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4009": {
   "value": "G6. Fee income and expenses \u00a0\n\t\t\t\t\tFee income\u00a0and expenses are presented on a net fee income basis as presented in the Management\u2019s\u00a0report, representing the presentation provided to \u00a0\n\t\t\t\t\tkey management for decision making purposes. Net fee income is broken down by fee type on the basis of the underlying\u00a0activity, and by\u00a0business segment. \u00a0Accounting policy \u00a0\n\t\t\t\t\tFee income \u00a0\n\t\t\t\t\tFee income is recognised to reflect the transfer of services to customers at an\u00a0amount that reflects the consideration\u00a0that is\u00a0expected to be received \u00a0\n\t\t\t\t\tin exchange\u00a0for such services. The\u00a0Group identifies\u00a0the performance obligation,\u00a0i.e. the services agreed with the customer, and the consideration, and \u00a0\n\t\t\t\t\trecognises income in line with the transfer of services, the performance obligation, agreed with the customer. \u00a0\n\t\t\t\t\tFor each performance obligation\u00a0identified, the Group determines at contract inception\u00a0whether it satisfies\u00a0the performance obligation over time or\u00a0at \u00a0\n\t\t\t\t\ta point\u00a0in time, and whether\u00a0the consideration is fixed or\u00a0variable, including whether consideration is\u00a0constrained by, for\u00a0instance, external\u00a0factors \u00a0\n\t\t\t\t\toutside the Group\u2019s influence. The consideration is subsequently allocated to the identified performance obligation. \u00a0\n\t\t\t\t\tWhen income\u00a0is highly\u00a0susceptible to\u00a0external factors, such as the development\u00a0in the\u00a0financial markets, the income is recognised once the \u00a0\n\t\t\t\t\tconsideration to\u00a0be received is known and it is probable that a significant reversal of the consideration will not occur. \u00a0\n\t\t\t\t\tFor income\u00a0derived from the provision of agency services the consideration\u00a0is presented\u00a0on a net basis. \u00a0\n\t\t\t\t\tOther types of\u00a0fee income relates\u00a0to pension\u00a0and insurance activities\u00a0and are recognised\u00a0in accordance with\u00a0IFRS 4, Insurance contracts. \u00a0\n\t\t\t\t\tFee expense \u00a0\n\t\t\t\t\tFee expense for services provided\u00a0over a period of time, such as guarantee commissions\u00a0and investment\u00a0management fees, are accrued over the period. \u00a0\n\t\t\t\t\tTransaction fees,\u00a0such as brokerage and custody fees, are recognised on settlement of the individual\u00a0transaction. Fees\u00a0that form\u00a0an integral part of the \u00a0\n\t\t\t\t\teffective rates of interest on\u00a0financial liabilities\u00a0measured at\u00a0amortised cost, such as origination\u00a0fees, are carried under interest expense. Similar fees \u00a0\n\t\t\t\t\trelated to\u00a0financial liabilities\u00a0at fair value\u00a0through profit or\u00a0loss are recognised when the financial liability\u00a0is established\u00a0and are carried under fee \u00a0\n\t\t\t\t\texpense. \u00a0\n\t\t\t\t\t(a) Presentation by activity \u00a0\n\t\t\t\t\tFee income\u00a0is managed internally\u00a0net of fee expenses, and on the basis of the underlying\u00a0activity, i.e. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tInvestment \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tMoney transfers, account fees, cash management and other fees \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tLending and guarantees \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tCapital markets \u00a0\n\t\t\t\t\tSee note G3\u00a0for net fee income per business segment. A description of each activity\u00a0by business segment is provided below: \u00a0\n\t\t\t\t\tBanking units \u00a0\n\t\t\t\t\tFee income in the banking\u00a0units relates to Personal Customers and Business Customers, General Banking in LC&I, and\u00a0Northern Ireland, and it primarily \u00a0\n\t\t\t\t\trelates to the provision of general banking services to\u00a0customers, i.e.: \u00a0\n\t\t\t\t\tFee income from investment activities, for\u00a0example for\u00a0executing customer security purchase orders,\u00a0is recognised at the time of the transaction.\u00a0When \u00a0\n\t\t\t\t\tthe service is provided over time, for example fee income for managed accounts,\u00a0fee income is recognised over time. \u00a0\n\t\t\t\t\tFee income from money transfers, account fees, cash management\u00a0and other activities, is\u00a0generally recognised when the service is provided.\u00a0For \u00a0\n\t\t\t\t\ttransactions such\u00a0as money\u00a0transfers and card transactions,\u00a0fee income\u00a0is recognised at the time of the transaction. Fee income charged for services \u00a0\n\t\t\t\t\tprovided over time, for\u00a0example subscription fees,\u00a0account packages\u00a0and cash deposit\u00a0services, is recognised over time\u00a0as the service is provided to the \u00a0\n\t\t\t\t\tcustomer. \u00a0\n\t\t\t\t\tFee income from lending and guarantee activities, such\u00a0as services provided in relation\u00a0to mortgage loans recognised at fair value,\u00a0and the provision of \u00a0\n\t\t\t\t\ttrade finance guarantees, is recognised when the service has been provided to the customer at a point in time. For fee income for establishing\u00a0loans \u00a0\n\t\t\t\t\trecognised at amortised cost, although the performance obligation\u00a0is satisfied when the loan is granted, the fee income is recognised over time (the \u00a0\n\t\t\t\t\texpected maturity of the loan), in accordance with IFRS 9 and classified as interest income. The same applies to the Group\u2019s participation\u00a0in syndicate\u00a0d \u00a0\n\t\t\t\t\tloan transactions. \u00a0\n\t\t\t\t\tLC&I \u00a0\n\t\t\t\t\tNet fee income in LC&I relates to income derived from General Banking\u00a0(see above description\u00a0of Banking units) and from\u00a0Markets and\u00a0Investme n t \u00a0\n\t\t\t\t\tBanking &\u00a0Securities. \u00a0\n\t\t\t\t\tFee income derived\u00a0from Markets\u00a0is reclassified\u00a0to net trading income or loss in the segment reporting, however, Markets\u00a0share of margins on customer \u00a0\n\t\t\t\t\tderivatives is\u00a0presented as part of fee income (note G3 provides further information).\u00a0Except for margins on customer derivatives,\u00a0fee income\u00a0consists \u00a0\n\t\t\t\t\tmainly of\u00a0fees received\u00a0for services provided\u00a0at a point\u00a0in time. \u00a0G6. Fee income and expenses continued \u00a0\n\t\t\t\t\tFee income\u00a0in Investment\u00a0Banking & Securities primarily\u00a0consists of: \u00a0\n\t\t\t\t\tFee income from investment\u00a0activities, for\u00a0example executing share trades on\u00a0behalf of customers and securities\u00a0lending, is recognised when the service \u00a0\n\t\t\t\t\tis provided at\u00a0a point in time. \u00a0\n\t\t\t\t\tFee income from lending and guarantee\u00a0activities is primarily derived from coordinating\u00a0and arranging\u00a0syndicated loan transactions, as well as issuing \u00a0\n\t\t\t\t\tbonds on behalf of customers. Such income is recognised at a point in time,\u00a0once the agreed performance obligation has been fulfilled. \u00a0\n\t\t\t\t\tFee income from capital\u00a0markets activities is primarily derived from arranging transactions on\u00a0behalf of customers. Such income is recognised when the \u00a0\n\t\t\t\t\tindividual performance\u00a0obligation has\u00a0been fulfilled. \u00a0\n\t\t\t\t\tAsset Management\u00a0(part of LC&I) and Danica\u00a0Pension \u00a0\n\t\t\t\t\tFee income for asset management\u00a0services is recognised over time when the service is provided to the customer provided that it is probable that a \u00a0\n\t\t\t\t\tsignificant reversal of the consideration will not occur. Such income relates to investment,\u00a0pension and insurance activities. \u00a0\n\t\t\t\t\tPerformance fee\u00a0income is variable,\u00a0and the consideration\u00a0is based on the accumulated return on the underlying\u00a0asset, determined\u00a0at a specific date, \u00a0\n\t\t\t\t\tsuch as the end of the year. The accumulated\u00a0return is highly susceptible\u00a0to external\u00a0factors, such as the development\u00a0in the\u00a0financial markets. Fee income \u00a0\n\t\t\t\t\tis recognised once the fee to be received is known. The fee income relates to investment\u00a0activities. \u00a0\n\t\t\t\t\tFee income\u00a02022 \u00a0\n\t\t\t\t\tFinancial \u00a0\n\t\t\t\t\thighlights - net \u00a0\n\t\t\t\t\tIFRS - net fee \u00a0\n\t\t\t\t\tIFRS - gross fee \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tfee income\u00a0Reclassifications \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tFee expense \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tInvestment \u00a0\n\t\t\t\t\t4,807 \u00a0\n\t\t\t\t\t-619 \u00a0\n\t\t\t\t\t4,188 \u00a0\n\t\t\t\t\t4,562 \u00a0\n\t\t\t\t\t8,749 \u00a0\n\t\t\t\t\tMoney transfers, account fee, cash management and other fees \u00a0\n\t\t\t\t\t3,813 \u00a0\n\t\t\t\t\t-235 \u00a0\n\t\t\t\t\t3,578 \u00a0\n\t\t\t\t\t1,299 \u00a0\n\t\t\t\t\t4,877 \u00a0\n\t\t\t\t\tLending and Guarantees \u00a0\n\t\t\t\t\t2,741 \u00a0\n\t\t\t\t\t484 \u00a0\n\t\t\t\t\t3,225 \u00a0\n\t\t\t\t\t132 \u00a0\n\t\t\t\t\t3,357 \u00a0\n\t\t\t\t\tCapital markets \u00a0\n\t\t\t\t\t1,229 \u00a0\n\t\t\t\t\t-908 \u00a0\n\t\t\t\t\t321 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t321 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t12,590 \u00a0\n\t\t\t\t\t-1,278 \u00a0\n\t\t\t\t\t11,312 \u00a0\n\t\t\t\t\t5,993 \u00a0\n\t\t\t\t\t17,305 \u00a0\n\t\t\t\t\tFee income\u00a02021 \u00a0\n\t\t\t\t\tFinancial \u00a0\n\t\t\t\t\thighlights - net \u00a0\n\t\t\t\t\tReclas- \u00a0\n\t\t\t\t\tIFRS - net fee \u00a0\n\t\t\t\t\tIFRS - gross fee \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tfee income \u00a0\n\t\t\t\t\tsifications \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tFee expense \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tInvestment \u00a0\n\t\t\t\t\t5,782 \u00a0\n\t\t\t\t\t-438 \u00a0\n\t\t\t\t\t5,344 \u00a0\n\t\t\t\t\t4,872 \u00a0\n\t\t\t\t\t10,217 \u00a0\n\t\t\t\t\tMoney transfers, account fee, cash management and other fees \u00a0\n\t\t\t\t\t3,248 \u00a0\n\t\t\t\t\t-138 \u00a0\n\t\t\t\t\t3,110 \u00a0\n\t\t\t\t\t1,392 \u00a0\n\t\t\t\t\t4,502 \u00a0\n\t\t\t\t\tLending and Guarantees \u00a0\n\t\t\t\t\t2,541 \u00a0\n\t\t\t\t\t670 \u00a0\n\t\t\t\t\t3,211 \u00a0\n\t\t\t\t\t113 \u00a0\n\t\t\t\t\t3,324 \u00a0\n\t\t\t\t\tCapital markets \u00a0\n\t\t\t\t\t1,954 \u00a0\n\t\t\t\t\t-1,502 \u00a0\n\t\t\t\t\t451 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t451 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t13,525 \u00a0\n\t\t\t\t\t-1,408 \u00a0\n\t\t\t\t\t12,117 \u00a0\n\t\t\t\t\t6,378 \u00a0\n\t\t\t\t\t18,495 \u00a0\n\t\t\t\t\tThe reclassifications between Financial highlights and IFRS are explained in notes G1(d) and G3(b). \u00a0\n\t\t\t\t\tFees for financial instruments not recognised at fair value relates primarily to fees on loans, guarantees and issued bonds. In the table above, such fees \u00a0\n\t\t\t\t\tare included\u00a0as fee income or expense from lending\u00a0and guarantee activities.\u00a0Fee income on loans and guarantees amounted\u00a0to DKK 1,891 million (2021: \u00a0\n\t\t\t\t\tDKK 2,037 million)\u00a0of which DKK\u00a0616 million relates to financial instruments\u00a0not recognised\u00a0at fair value\u00a0(2021: 840 million), whereas expenses \u00a0\n\t\t\t\t\tamounted to DKK 90 million (2021: DKK 88\u00a0million). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFeeAndCommissionIncomeExpenseExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4011": {
   "value": "G6. Fee income and expenses \u00a0\n\t\t\t\t\tFee income\u00a0and expenses are presented on a net fee income basis as presented in the Management\u2019s\u00a0report, representing the presentation provided to \u00a0\n\t\t\t\t\tkey management for decision making purposes. Net fee income is broken down by fee type on the basis of the underlying\u00a0activity, and by\u00a0business segment. \u00a0Accounting policy \u00a0\n\t\t\t\t\tFee income \u00a0\n\t\t\t\t\tFee income is recognised to reflect the transfer of services to customers at an\u00a0amount that reflects the consideration\u00a0that is\u00a0expected to be received \u00a0\n\t\t\t\t\tin exchange\u00a0for such services. The\u00a0Group identifies\u00a0the performance obligation,\u00a0i.e. the services agreed with the customer, and the consideration, and \u00a0\n\t\t\t\t\trecognises income in line with the transfer of services, the performance obligation, agreed with the customer. \u00a0\n\t\t\t\t\tFor each performance obligation\u00a0identified, the Group determines at contract inception\u00a0whether it satisfies\u00a0the performance obligation over time or\u00a0at \u00a0\n\t\t\t\t\ta point\u00a0in time, and whether\u00a0the consideration is fixed or\u00a0variable, including whether consideration is\u00a0constrained by, for\u00a0instance, external\u00a0factors \u00a0\n\t\t\t\t\toutside the Group\u2019s influence. The consideration is subsequently allocated to the identified performance obligation. \u00a0\n\t\t\t\t\tWhen income\u00a0is highly\u00a0susceptible to\u00a0external factors, such as the development\u00a0in the\u00a0financial markets, the income is recognised once the \u00a0\n\t\t\t\t\tconsideration to\u00a0be received is known and it is probable that a significant reversal of the consideration will not occur. \u00a0\n\t\t\t\t\tFor income\u00a0derived from the provision of agency services the consideration\u00a0is presented\u00a0on a net basis. \u00a0\n\t\t\t\t\tOther types of\u00a0fee income relates\u00a0to pension\u00a0and insurance activities\u00a0and are recognised\u00a0in accordance with\u00a0IFRS 4, Insurance contracts. \u00a0\n\t\t\t\t\tFee expense \u00a0\n\t\t\t\t\tFee expense for services provided\u00a0over a period of time, such as guarantee commissions\u00a0and investment\u00a0management fees, are accrued over the period. \u00a0\n\t\t\t\t\tTransaction fees,\u00a0such as brokerage and custody fees, are recognised on settlement of the individual\u00a0transaction. Fees\u00a0that form\u00a0an integral part of the \u00a0\n\t\t\t\t\teffective rates of interest on\u00a0financial liabilities\u00a0measured at\u00a0amortised cost, such as origination\u00a0fees, are carried under interest expense. Similar fees \u00a0\n\t\t\t\t\trelated to\u00a0financial liabilities\u00a0at fair value\u00a0through profit or\u00a0loss are recognised when the financial liability\u00a0is established\u00a0and are carried under fee \u00a0\n\t\t\t\t\texpense. \u00a0\n\t\t\t\t\t(a) Presentation by activity \u00a0\n\t\t\t\t\tFee income\u00a0is managed internally\u00a0net of fee expenses, and on the basis of the underlying\u00a0activity, i.e. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tInvestment \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tMoney transfers, account fees, cash management and other fees \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tLending and guarantees \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tCapital markets \u00a0\n\t\t\t\t\tSee note G3\u00a0for net fee income per business segment. A description of each activity\u00a0by business segment is provided below: \u00a0\n\t\t\t\t\tBanking units \u00a0\n\t\t\t\t\tFee income in the banking\u00a0units relates to Personal Customers and Business Customers, General Banking in LC&I, and\u00a0Northern Ireland, and it primarily \u00a0\n\t\t\t\t\trelates to the provision of general banking services to\u00a0customers, i.e.: \u00a0\n\t\t\t\t\tFee income from investment activities, for\u00a0example for\u00a0executing customer security purchase orders,\u00a0is recognised at the time of the transaction.\u00a0When \u00a0\n\t\t\t\t\tthe service is provided over time, for example fee income for managed accounts,\u00a0fee income is recognised over time. \u00a0\n\t\t\t\t\tFee income from money transfers, account fees, cash management\u00a0and other activities, is\u00a0generally recognised when the service is provided.\u00a0For \u00a0\n\t\t\t\t\ttransactions such\u00a0as money\u00a0transfers and card transactions,\u00a0fee income\u00a0is recognised at the time of the transaction. Fee income charged for services \u00a0\n\t\t\t\t\tprovided over time, for\u00a0example subscription fees,\u00a0account packages\u00a0and cash deposit\u00a0services, is recognised over time\u00a0as the service is provided to the \u00a0\n\t\t\t\t\tcustomer. \u00a0\n\t\t\t\t\tFee income from lending and guarantee activities, such\u00a0as services provided in relation\u00a0to mortgage loans recognised at fair value,\u00a0and the provision of \u00a0\n\t\t\t\t\ttrade finance guarantees, is recognised when the service has been provided to the customer at a point in time. For fee income for establishing\u00a0loans \u00a0\n\t\t\t\t\trecognised at amortised cost, although the performance obligation\u00a0is satisfied when the loan is granted, the fee income is recognised over time (the \u00a0\n\t\t\t\t\texpected maturity of the loan), in accordance with IFRS 9 and classified as interest income. The same applies to the Group\u2019s participation\u00a0in syndicate\u00a0d \u00a0\n\t\t\t\t\tloan transactions. \u00a0\n\t\t\t\t\tLC&I \u00a0\n\t\t\t\t\tNet fee income in LC&I relates to income derived from General Banking\u00a0(see above description\u00a0of Banking units) and from\u00a0Markets and\u00a0Investme n t \u00a0\n\t\t\t\t\tBanking &\u00a0Securities. \u00a0\n\t\t\t\t\tFee income derived\u00a0from Markets\u00a0is reclassified\u00a0to net trading income or loss in the segment reporting, however, Markets\u00a0share of margins on customer \u00a0\n\t\t\t\t\tderivatives is\u00a0presented as part of fee income (note G3 provides further information).\u00a0Except for margins on customer derivatives,\u00a0fee income\u00a0consists \u00a0\n\t\t\t\t\tmainly of\u00a0fees received\u00a0for services provided\u00a0at a point\u00a0in time. \u00a0G6. Fee income and expenses continued \u00a0\n\t\t\t\t\tFee income\u00a0in Investment\u00a0Banking & Securities primarily\u00a0consists of: \u00a0\n\t\t\t\t\tFee income from investment\u00a0activities, for\u00a0example executing share trades on\u00a0behalf of customers and securities\u00a0lending, is recognised when the service \u00a0\n\t\t\t\t\tis provided at\u00a0a point in time. \u00a0\n\t\t\t\t\tFee income from lending and guarantee\u00a0activities is primarily derived from coordinating\u00a0and arranging\u00a0syndicated loan transactions, as well as issuing \u00a0\n\t\t\t\t\tbonds on behalf of customers. Such income is recognised at a point in time,\u00a0once the agreed performance obligation has been fulfilled. \u00a0\n\t\t\t\t\tFee income from capital\u00a0markets activities is primarily derived from arranging transactions on\u00a0behalf of customers. Such income is recognised when the \u00a0\n\t\t\t\t\tindividual performance\u00a0obligation has\u00a0been fulfilled. \u00a0\n\t\t\t\t\tAsset Management\u00a0(part of LC&I) and Danica\u00a0Pension \u00a0\n\t\t\t\t\tFee income for asset management\u00a0services is recognised over time when the service is provided to the customer provided that it is probable that a \u00a0\n\t\t\t\t\tsignificant reversal of the consideration will not occur. Such income relates to investment,\u00a0pension and insurance activities. \u00a0\n\t\t\t\t\tPerformance fee\u00a0income is variable,\u00a0and the consideration\u00a0is based on the accumulated return on the underlying\u00a0asset, determined\u00a0at a specific date, \u00a0\n\t\t\t\t\tsuch as the end of the year. The accumulated\u00a0return is highly susceptible\u00a0to external\u00a0factors, such as the development\u00a0in the\u00a0financial markets. Fee income \u00a0\n\t\t\t\t\tis recognised once the fee to be received is known. The fee income relates to investment\u00a0activities. \u00a0\n\t\t\t\t\tFee income\u00a02022 \u00a0\n\t\t\t\t\tFinancial \u00a0\n\t\t\t\t\thighlights - net \u00a0\n\t\t\t\t\tIFRS - net fee \u00a0\n\t\t\t\t\tIFRS - gross fee \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tfee income\u00a0Reclassifications \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tFee expense \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tInvestment \u00a0\n\t\t\t\t\t4,807 \u00a0\n\t\t\t\t\t-619 \u00a0\n\t\t\t\t\t4,188 \u00a0\n\t\t\t\t\t4,562 \u00a0\n\t\t\t\t\t8,749 \u00a0\n\t\t\t\t\tMoney transfers, account fee, cash management and other fees \u00a0\n\t\t\t\t\t3,813 \u00a0\n\t\t\t\t\t-235 \u00a0\n\t\t\t\t\t3,578 \u00a0\n\t\t\t\t\t1,299 \u00a0\n\t\t\t\t\t4,877 \u00a0\n\t\t\t\t\tLending and Guarantees \u00a0\n\t\t\t\t\t2,741 \u00a0\n\t\t\t\t\t484 \u00a0\n\t\t\t\t\t3,225 \u00a0\n\t\t\t\t\t132 \u00a0\n\t\t\t\t\t3,357 \u00a0\n\t\t\t\t\tCapital markets \u00a0\n\t\t\t\t\t1,229 \u00a0\n\t\t\t\t\t-908 \u00a0\n\t\t\t\t\t321 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t321 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t12,590 \u00a0\n\t\t\t\t\t-1,278 \u00a0\n\t\t\t\t\t11,312 \u00a0\n\t\t\t\t\t5,993 \u00a0\n\t\t\t\t\t17,305 \u00a0\n\t\t\t\t\tFee income\u00a02021 \u00a0\n\t\t\t\t\tFinancial \u00a0\n\t\t\t\t\thighlights - net \u00a0\n\t\t\t\t\tReclas- \u00a0\n\t\t\t\t\tIFRS - net fee \u00a0\n\t\t\t\t\tIFRS - gross fee \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tfee income \u00a0\n\t\t\t\t\tsifications \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tFee expense \u00a0\n\t\t\t\t\tincome \u00a0\n\t\t\t\t\tInvestment \u00a0\n\t\t\t\t\t5,782 \u00a0\n\t\t\t\t\t-438 \u00a0\n\t\t\t\t\t5,344 \u00a0\n\t\t\t\t\t4,872 \u00a0\n\t\t\t\t\t10,217 \u00a0\n\t\t\t\t\tMoney transfers, account fee, cash management and other fees \u00a0\n\t\t\t\t\t3,248 \u00a0\n\t\t\t\t\t-138 \u00a0\n\t\t\t\t\t3,110 \u00a0\n\t\t\t\t\t1,392 \u00a0\n\t\t\t\t\t4,502 \u00a0\n\t\t\t\t\tLending and Guarantees \u00a0\n\t\t\t\t\t2,541 \u00a0\n\t\t\t\t\t670 \u00a0\n\t\t\t\t\t3,211 \u00a0\n\t\t\t\t\t113 \u00a0\n\t\t\t\t\t3,324 \u00a0\n\t\t\t\t\tCapital markets \u00a0\n\t\t\t\t\t1,954 \u00a0\n\t\t\t\t\t-1,502 \u00a0\n\t\t\t\t\t451 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t451 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t13,525 \u00a0\n\t\t\t\t\t-1,408 \u00a0\n\t\t\t\t\t12,117 \u00a0\n\t\t\t\t\t6,378 \u00a0\n\t\t\t\t\t18,495 \u00a0\n\t\t\t\t\tThe reclassifications between Financial highlights and IFRS are explained in notes G1(d) and G3(b). \u00a0\n\t\t\t\t\tFees for financial instruments not recognised at fair value relates primarily to fees on loans, guarantees and issued bonds. In the table above, such fees \u00a0\n\t\t\t\t\tare included\u00a0as fee income or expense from lending\u00a0and guarantee activities.\u00a0Fee income on loans and guarantees amounted\u00a0to DKK 1,891 million (2021: \u00a0\n\t\t\t\t\tDKK 2,037 million)\u00a0of which DKK\u00a0616 million relates to financial instruments\u00a0not recognised\u00a0at fair value\u00a0(2021: 840 million), whereas expenses \u00a0\n\t\t\t\t\tamounted to DKK 90 million (2021: DKK 88\u00a0million). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfRevenueExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4013": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tFee income \u00a0\n\t\t\t\t\tFee income is recognised to reflect the transfer of services to customers at an\u00a0amount that reflects the consideration\u00a0that is\u00a0expected to be received \u00a0\n\t\t\t\t\tin exchange\u00a0for such services. The\u00a0Group identifies\u00a0the performance obligation,\u00a0i.e. the services agreed with the customer, and the consideration, and \u00a0\n\t\t\t\t\trecognises income in line with the transfer of services, the performance obligation, agreed with the customer. \u00a0\n\t\t\t\t\tFor each performance obligation\u00a0identified, the Group determines at contract inception\u00a0whether it satisfies\u00a0the performance obligation over time or\u00a0at \u00a0\n\t\t\t\t\ta point\u00a0in time, and whether\u00a0the consideration is fixed or\u00a0variable, including whether consideration is\u00a0constrained by, for\u00a0instance, external\u00a0factors \u00a0\n\t\t\t\t\toutside the Group\u2019s influence. The consideration is subsequently allocated to the identified performance obligation. \u00a0\n\t\t\t\t\tWhen income\u00a0is highly\u00a0susceptible to\u00a0external factors, such as the development\u00a0in the\u00a0financial markets, the income is recognised once the \u00a0\n\t\t\t\t\tconsideration to\u00a0be received is known and it is probable that a significant reversal of the consideration will not occur. \u00a0\n\t\t\t\t\tFor income\u00a0derived from the provision of agency services the consideration\u00a0is presented\u00a0on a net basis. \u00a0\n\t\t\t\t\tOther types of\u00a0fee income relates\u00a0to pension\u00a0and insurance activities\u00a0and are recognised\u00a0in accordance with\u00a0IFRS 4, Insurance contracts. \u00a0\n\t\t\t\t\tFee expense \u00a0\n\t\t\t\t\tFee expense for services provided\u00a0over a period of time, such as guarantee commissions\u00a0and investment\u00a0management fees, are accrued over the period. \u00a0\n\t\t\t\t\tTransaction fees,\u00a0such as brokerage and custody fees, are recognised on settlement of the individual\u00a0transaction. Fees\u00a0that form\u00a0an integral part of the \u00a0\n\t\t\t\t\teffective rates of interest on\u00a0financial liabilities\u00a0measured at\u00a0amortised cost, such as origination\u00a0fees, are carried under interest expense. Similar fees \u00a0\n\t\t\t\t\trelated to\u00a0financial liabilities\u00a0at fair value\u00a0through profit or\u00a0loss are recognised when the financial liability\u00a0is established\u00a0and are carried under fee \u00a0\n\t\t\t\t\texpense. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForFeeAndCommissionIncomeAndExpenseExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4014": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tFee income \u00a0\n\t\t\t\t\tFee income is recognised to reflect the transfer of services to customers at an\u00a0amount that reflects the consideration\u00a0that is\u00a0expected to be received \u00a0\n\t\t\t\t\tin exchange\u00a0for such services. The\u00a0Group identifies\u00a0the performance obligation,\u00a0i.e. the services agreed with the customer, and the consideration, and \u00a0\n\t\t\t\t\trecognises income in line with the transfer of services, the performance obligation, agreed with the customer. \u00a0\n\t\t\t\t\tFor each performance obligation\u00a0identified, the Group determines at contract inception\u00a0whether it satisfies\u00a0the performance obligation over time or\u00a0at \u00a0\n\t\t\t\t\ta point\u00a0in time, and whether\u00a0the consideration is fixed or\u00a0variable, including whether consideration is\u00a0constrained by, for\u00a0instance, external\u00a0factors \u00a0\n\t\t\t\t\toutside the Group\u2019s influence. The consideration is subsequently allocated to the identified performance obligation. \u00a0\n\t\t\t\t\tWhen income\u00a0is highly\u00a0susceptible to\u00a0external factors, such as the development\u00a0in the\u00a0financial markets, the income is recognised once the \u00a0\n\t\t\t\t\tconsideration to\u00a0be received is known and it is probable that a significant reversal of the consideration will not occur. \u00a0\n\t\t\t\t\tFor income\u00a0derived from the provision of agency services the consideration\u00a0is presented\u00a0on a net basis. \u00a0\n\t\t\t\t\tOther types of\u00a0fee income relates\u00a0to pension\u00a0and insurance activities\u00a0and are recognised\u00a0in accordance with\u00a0IFRS 4, Insurance contracts. \u00a0\n\t\t\t\t\tFee expense \u00a0\n\t\t\t\t\tFee expense for services provided\u00a0over a period of time, such as guarantee commissions\u00a0and investment\u00a0management fees, are accrued over the period. \u00a0\n\t\t\t\t\tTransaction fees,\u00a0such as brokerage and custody fees, are recognised on settlement of the individual\u00a0transaction. Fees\u00a0that form\u00a0an integral part of the \u00a0\n\t\t\t\t\teffective rates of interest on\u00a0financial liabilities\u00a0measured at\u00a0amortised cost, such as origination\u00a0fees, are carried under interest expense. Similar fees \u00a0\n\t\t\t\t\trelated to\u00a0financial liabilities\u00a0at fair value\u00a0through profit or\u00a0loss are recognised when the financial liability\u00a0is established\u00a0and are carried under fee \u00a0\n\t\t\t\t\texpense. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForRecognitionOfRevenue",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4015": {
   "value": "G7. Gain\u00a0or loss on sale of disposal groups and Other income \u00a0\n\t\t\t\t\tThe Group uses quantitative\u00a0and qualitative\u00a0materiality considerations when\u00a0aggregating line items in the income statement that are not considered \u00a0\n\t\t\t\t\tindividually material.\u00a0Such line\u00a0items are presented under Other income. Similarly, the materiality\u00a0assessments includes presenting additional\u00a0line items \u00a0\n\t\t\t\t\tin the income statement. It is\u00a0considered relevant for\u00a0the understanding\u00a0of the financial performance to present gain or loss on sale of disposal groups \u00a0\n\t\t\t\t\tas a separate\u00a0line in the income statement in 2022. Other income includes rental income and lease payments under operating leases (when the Group \u00a0\n\t\t\t\t\tis a lessor), fair value adjustments\u00a0of investment\u00a0property, income from holdings in associates, and amounts received on the sale of lease assets and \u00a0\n\t\t\t\t\tincome from real-estate brokerage. \u00a0Accounting policy \u00a0Income from lease assets and investment\u00a0property \u00a0\n\t\t\t\t\tIncome from lease assets and investment\u00a0property includes income from assets let under operating leases. Lease\u00a0payments are recognised on a \u00a0\n\t\t\t\t\tstraight line basis over the period of the lease term. The accounting policy for lease assets and investment\u00a0property is\u00a0further described in note G24. \u00a0\n\t\t\t\t\tIncome from real-estate brokerage \u00a0\n\t\t\t\t\tIncome from real-estate brokerage consists of\u00a0real estate agent fees that are recognised as income when the real estate is sold, and franchise fees \u00a0\n\t\t\t\t\treceived from\u00a0real-estate brokers that are recognised on a straight line basis over the term of the franchise agreement. \u00a0\n\t\t\t\t\tIncome from holdings in\u00a0associates \u00a0\n\t\t\t\t\tAssociates are\u00a0accounted for\u00a0using the equity method. Further information is provided in note G39. \u00a0\n\t\t\t\t\t(a) Gain or loss on sale of disposal groups \u00a0\n\t\t\t\t\tIn 2022,\u00a0gain or loss on sale of disposal groups includes gains of DKK 421 million\u00a0from the sale of the Group\u2019s activities\u00a0in Luxembourg, gains of DKK \u00a0\n\t\t\t\t\t415 million from\u00a0the sale of Danica\u00a0Pensjonforsikring AS\u00a0(Danica Pension business segment in\u00a0Norway), gains of DKK 415 million from the sale of \u00a0\n\t\t\t\t\tMobilePay and gains of DKK 170\u00a0million from the sale\u00a0of Sanist\u00e5l\u00a0A/S. In\u00a02021, gain or loss on sale of disposal groups includes\u00a0gains of DKK 180 millio\u00a0n \u00a0\n\t\t\t\t\ton the sale of Aiia. \u00a0\n\t\t\t\t\t(b) Other income (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIncome from lease assets and investment\u00a0property \u00a0\n\t\t\t\t\t4,344 \u00a0\n\t\t\t\t\t4,303 \u00a0\n\t\t\t\t\tIncome from real-estate brokerage \u00a0\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t136 \u00a0\n\t\t\t\t\tIncome from holdings in associates \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\tOther income \u00a0\n\t\t\t\t\t1,041 \u00a0\n\t\t\t\t\t1,119 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t5,476 \u00a0\n\t\t\t\t\t5,553 \u00a0\n\t\t\t\t\t* Comparative figures have been restatedas described in the section\u2018Changes in accounting policies and presentation during the year of note G2. \u00a0\n\t\t\t\t\t(c) Further explanation \u00a0\n\t\t\t\t\tIncome from lease assets and investment property primarily\u00a0includes the proceeds from\u00a0the sale of operating\u00a0lease assets. The proceeds from the sale \u00a0\n\t\t\t\t\tis disclosed in the reclassification table in\u00a0G3 in the column \u2018Operating leases\u00a0and impairment\u00a0charges\u2019. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfOtherOperatingIncomeExpenseExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4016": {
   "value": "Income from lease assets and investment\u00a0property \u00a0\n\t\t\t\t\tIncome from lease assets and investment\u00a0property includes income from assets let under operating leases. Lease\u00a0payments are recognised on a \u00a0\n\t\t\t\t\tstraight line basis over the period of the lease term. The accounting policy for lease assets and investment\u00a0property is\u00a0further described in note G24. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForInvestmentPropertyExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4019": {
   "value": "Income from holdings in\u00a0associates \u00a0\n\t\t\t\t\tAssociates are\u00a0accounted for\u00a0using the equity method. Further information is provided in note G39. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForInvestmentInAssociatesAndJointVenturesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4021": {
   "value": "Income from holdings in\u00a0associates \u00a0\n\t\t\t\t\tAssociates are\u00a0accounted for\u00a0using the equity method. Further information is provided in note G39. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForInvestmentInAssociates",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4023": {
   "value": "(a) Gain or loss on sale of disposal groups \u00a0\n\t\t\t\t\tIn 2022,\u00a0gain or loss on sale of disposal groups includes gains of DKK 421 million\u00a0from the sale of the Group\u2019s activities\u00a0in Luxembourg, gains of DKK \u00a0\n\t\t\t\t\t415 million from\u00a0the sale of Danica\u00a0Pensjonforsikring AS\u00a0(Danica Pension business segment in\u00a0Norway), gains of DKK 415 million from the sale of \u00a0\n\t\t\t\t\tMobilePay and gains of DKK 170\u00a0million from the sale\u00a0of Sanist\u00e5l\u00a0A/S. In\u00a02021, gain or loss on sale of disposal groups includes\u00a0gains of DKK 180 millio\u00a0n \u00a0\n\t\t\t\t\ton the sale of Aiia. \u00a0\n\t\t\t\t\t(b) Other income (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIncome from lease assets and investment\u00a0property \u00a0\n\t\t\t\t\t4,344 \u00a0\n\t\t\t\t\t4,303 \u00a0\n\t\t\t\t\tIncome from real-estate brokerage \u00a0\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t136 \u00a0\n\t\t\t\t\tIncome from holdings in associates \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\tOther income \u00a0\n\t\t\t\t\t1,041 \u00a0\n\t\t\t\t\t1,119 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t5,476 \u00a0\n\t\t\t\t\t5,553 \u00a0\n\t\t\t\t\t* Comparative figures have been restatedas described in the section\u2018Changes in accounting policies and presentation during the year of note G2. \u00a0\n\t\t\t\t\t(c) Further explanation \u00a0\n\t\t\t\t\tIncome from lease assets and investment property primarily\u00a0includes the proceeds from\u00a0the sale of operating\u00a0lease assets. The proceeds from the sale \u00a0\n\t\t\t\t\tis disclosed in the reclassification table in\u00a0G3 in the column \u2018Operating leases\u00a0and impairment\u00a0charges\u2019. \u00a0G23. Assets held for sale and Liabilities in disposal groups \u00a0\n\t\t\t\t\tAssets held for sale and Liabilities\u00a0in disposal groups held for sale includes\u00a0assets and liabilities\u00a0that fall under IFRS 5. \u00a0Accounting policy \u00a0\n\t\t\t\t\tAssets held for sale and Liabilities\u00a0in disposal groups \u00a0\n\t\t\t\t\tAssets held\u00a0for sale are tangible assets and disposal groups of assets actively\u00a0marketed for sale and for which a sale is expected to occur within 12 \u00a0\n\t\t\t\t\tmonths. A\u00a0disposal group is a group of assets that will be disposed of in a single transaction\u00a0and includes\u00a0any directly associated liabilities.\u00a0A disposal \u00a0\n\t\t\t\t\tgroup includes for\u00a0example companies (subsidiaries) taken\u00a0over under non-performing loan agreements. Further, loans that are\u00a0marketed for sale are \u00a0\n\t\t\t\t\ttransferred to Assets held for sale. The loans\u00a0are written\u00a0down to their\u00a0expected selling\u00a0price. \u00a0\n\t\t\t\t\tWhen significant,\u00a0assets held for sale and liabilities\u00a0in disposable\u00a0groups held for sale are presented separately in the balance sheet. \u00a0\n\t\t\t\t\tTangible assets held for\u00a0sale are measured at the lower of their carrying amount at the time of reclassification\u00a0and their fair value less expected costs \u00a0\n\t\t\t\t\tto sell and are no longer\u00a0depreciated. For\u00a0disposal groups, the net assets in the disposal group are remeasured at the lower of the carrying amount of \u00a0\n\t\t\t\t\tthe net assets in the disposal group at the time of reclassification\u00a0and fair value less expected cost\u00a0to sell. \u00a0\n\t\t\t\t\tIf a disposal group of assets and liabilities\u00a0represents a separate\u00a0major line of business (typically\u00a0a reportable\u00a0segment) or a geographical area of \u00a0\n\t\t\t\t\toperation or\u00a0is a subsidiary\u00a0acquired exclusively with a view of resale, it is presented as a discontinued\u00a0operation. For a discontinued\u00a0operation, net \u00a0\n\t\t\t\t\tprofit is presented as a single item \u2018Net profit from discontinued\u00a0operations\u2019 in\u00a0the income statement, i.e. no longer included\u00a0as income\u00a0and expenses \u00a0\n\t\t\t\t\tfrom the Group\u2019s\u00a0continuing operations. \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tAssets held\u00a0for sale \u00a0\n\t\t\t\t\tLoans held for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t4,539 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23,979 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t350 \u00a0\n\t\t\t\t\t282 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t350 \u00a0\n\t\t\t\t\t28,800 \u00a0\n\t\t\t\t\tLiabilities in disposal\u00a0groups \u00a0\n\t\t\t\t\tDeposits held\u00a0for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6,453 \u00a0\n\t\t\t\t\tInsurance liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23,124 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t29,577 \u00a0\n\t\t\t\t\tLoans held for sale and associated deposits consists of loan portfolios where the Group has entered into sales agreements. In July 2021, Danske\u00a0Bank \u00a0\n\t\t\t\t\tentered into a binding\u00a0contract for the sale of the business\u00a0activities of\u00a0Danske Bank\u00a0International in\u00a0Luxembourg (part of the business segment Personal \u00a0\n\t\t\t\t\tCustomers) to Union Bancaire Priv\u00e9e SA. The sale, which included loans,\u00a0assets under management and deposits, settled in the first quarter of 2022. \u00a0\n\t\t\t\t\tIn December 2021, Danske Bank entered into an\u00a0agreement for\u00a0the sale of Danica\u00a0Pensjonforsikring AS\u00a0(Danica Pension business segment in Norway) \u00a0\n\t\t\t\t\tto Storebrand.\u00a0The sale, which included assets and liabilities\u00a0under insurance contracts, was approved by the Norwegian authorities\u00a0and settled during \u00a0\n\t\t\t\t\tthe second quarter of 2022. \u00a0\n\t\t\t\t\tAssets held for\u00a0sale also includes lease assets (where the Group acts as lessor) put up for sale at the end of the lease and properties taken over by the \u00a0\n\t\t\t\t\tGroup under non-performing loan agreements. The Group expects to sell the properties through a real estate agent within 12 months from\u00a0the date of \u00a0\n\t\t\t\t\tacquisition. The\u00a0properties comprise properties in Denmark and in other countries. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfNoncurrentAssetsOrDisposalGroupsClassifiedAsHeldForSaleExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4025": {
   "value": "(b) Other income (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIncome from lease assets and investment\u00a0property \u00a0\n\t\t\t\t\t4,344 \u00a0\n\t\t\t\t\t4,303 \u00a0\n\t\t\t\t\tIncome from real-estate brokerage \u00a0\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t136 \u00a0\n\t\t\t\t\tIncome from holdings in associates \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\tOther income \u00a0\n\t\t\t\t\t1,041 \u00a0\n\t\t\t\t\t1,119 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t5,476 \u00a0\n\t\t\t\t\t5,553 \u00a0\n\t\t\t\t\t* Comparative figures have been restatedas described in the section\u2018Changes in accounting policies and presentation during the year of note G2. \u00a0\n\t\t\t\t\t(c) Further explanation \u00a0\n\t\t\t\t\tIncome from lease assets and investment property primarily\u00a0includes the proceeds from\u00a0the sale of operating\u00a0lease assets. The proceeds from the sale \u00a0\n\t\t\t\t\tis disclosed in the reclassification table in\u00a0G3 in the column \u2018Operating leases\u00a0and impairment\u00a0charges\u2019. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfOtherOperatingIncomeExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4026": {
   "value": "G8. Insurance contracts \u00a0\n\t\t\t\t\tInsurance contracts are contracts entered into by Danica Pension that entail significant insurance risks or entitle policyholders to a bonus (discretionary \u00a0\n\t\t\t\t\tparticipation feature). The deposit component of insurance contracts is not unbundled but recognised together with the insurance component. Consequently, \u00a0\n\t\t\t\t\tpremiums and insurance benefits related to the deposit component are recognised in the income statement rather than directly in the balance sheet. \u00a0\n\t\t\t\t\tContracts that do not entail significant insurance risk are recognised as investment\u00a0contracts with premiums recognised directly in the balance sheet. Note \u00a0\n\t\t\t\t\tG17 provides more information on the accounting for investment contracts. \u00a0Accounting policy \u00a0\n\t\t\t\t\tNet premiums \u00a0\n\t\t\t\t\tNet premiums include regular and single premiums on insurance contracts, which are recognised in the income statement at\u00a0their due\u00a0dates. \u00a0\n\t\t\t\t\tReinsurance premiums paid are deducted from\u00a0premiums received. \u00a0\n\t\t\t\t\tNet insurance benefits \u00a0\n\t\t\t\t\tNet insurance benefits include benefits disbursed to\u00a0policyholders. The\u00a0item also includes adjustments\u00a0to outstanding\u00a0claims provisions, life insurance \u00a0\n\t\t\t\t\tprovisions and\u00a0the profit margin, including\u00a0the allocation of\u00a0regular and single premiums to the individual\u00a0insurance contracts. Additional provisions for \u00a0\n\t\t\t\t\tbenefit guarantees\u00a0are recognised\u00a0under Net trading income or loss, however.\u00a0The benefits are recognised net of reinsurance. \u00a0\n\t\t\t\t\t(a) Net premiums\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tRegular premiums, life insurance \u00a0\n\t\t\t\t\t3,515 \u00a0\n\t\t\t\t\t3,813 \u00a0\n\t\t\t\t\tSingle premiums, life insurance \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t130 \u00a0\n\t\t\t\t\tRegular premiums, unit-linked\u00a0products \u00a0\n\t\t\t\t\t14,787 \u00a0\n\t\t\t\t\t14,067 \u00a0\n\t\t\t\t\tSingle premiums, unit-linked\u00a0products \u00a0\n\t\t\t\t\t15,138 \u00a0\n\t\t\t\t\t17,960 \u00a0\n\t\t\t\t\tPremiums, health and accident insurance \u00a0\n\t\t\t\t\t1,646 \u00a0\n\t\t\t\t\t1,647 \u00a0\n\t\t\t\t\tReinsurance premiums paid \u00a0\n\t\t\t\t\t-103 \u00a0\n\t\t\t\t\t-120 \u00a0\n\t\t\t\t\tChange in unearned premiums provisions \u00a0\n\t\t\t\t\t403 \u00a0\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,394 \u00a0\n\t\t\t\t\t37,518 \u00a0\n\t\t\t\t\t(b) Net insurance\u00a0benefits (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tBenefits paid \u00a0\n\t\t\t\t\t27,154 \u00a0\n\t\t\t\t\t27,449 \u00a0\n\t\t\t\t\tReinsurers' share received \u00a0\n\t\t\t\t\t-111 \u00a0\n\t\t\t\t\t-116 \u00a0\n\t\t\t\t\tClaims and bonuses paid \u00a0\n\t\t\t\t\t2,247 \u00a0\n\t\t\t\t\t2,128 \u00a0\n\t\t\t\t\tChange in outstanding claims provisions \u00a0\n\t\t\t\t\t-247 \u00a0\n\t\t\t\t\t189 \u00a0\n\t\t\t\t\tChange in life insurance provisions \u00a0\n\t\t\t\t\t-23,392 \u00a0\n\t\t\t\t\t40,282 \u00a0\n\t\t\t\t\tChange in profit margin \u00a0\n\t\t\t\t\t-2,901 \u00a0\n\t\t\t\t\t1,276 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,750 \u00a0\n\t\t\t\t\t71,208 \u00a0\n\t\t\t\t\t(c) Further explanation \u00a0\n\t\t\t\t\tInsurance premiums received are carried under Net premiums, whereas benefits paid and changes to insurance obligations, including an increase in \u00a0\n\t\t\t\t\tprovisions due to premiums received during the year, are\u00a0carried under Net insurance benefits. Net premiums and insurance benefits do not include the \u00a0\n\t\t\t\t\tentire income stream related to insurance contracts. Changes to provisions\u00a0caused by fair value adjustment of expected payments\u00a0are carried under Net \u00a0\n\t\t\t\t\ttrading income or loss. The return on assets earmarked for insurance contracts is carried under Net interest income and Net trading income or loss. The net \u00a0\n\t\t\t\t\tinterest income and trading income disclosed in note G5 contain DKK\u00a0-24,960 million relating to insurance contracts (2021: DKK 39,697 million) and DKK \u00a0\n\t\t\t\t\t5,452 million\u00a0(2021: DKK 2,517 million) relating to net interest income on deposits and own issued bonds and fair value adjustments that are eliminated\u00a0in \u00a0\n\t\t\t\t\tthe consolidated financial statements. \u00a0G18. Assets and liabilities under insurance contracts \u00a0\n\t\t\t\t\tAssets under insurance contracts comprise assets earmarked for policyholders\u00a0because most of the return accrues to policyholders.\u00a0As the assets can \u00a0\n\t\t\t\t\tbe used only for payment of insurance liabilities,\u00a0they are\u00a0presented as\u00a0a single line in the balance sheet. Liabilities\u00a0under insurance contracts comprise \u00a0\n\t\t\t\t\tprimarily life\u00a0insurance provisions regarding\u00a0average rate insurance contracts and obligations\u00a0for guaranteed\u00a0benefits under unit-linked\u00a0insurance \u00a0\n\t\t\t\t\tcontracts. Assets include shares and\u00a0bonds issued by the Group. The holdings of those assets are deducted from equity or eliminated.\u00a0Consequently, the \u00a0\n\t\t\t\t\tvalue of\u00a0Liabilities under insurance contracts exceeds the value of\u00a0Assets under insurance contracts. \u00a0Accounting policy \u00a0\n\t\t\t\t\tAssets include financial assets, investment property, tangible assets and associates. The financial assets are\u00a0managed on a fair value basis with no \u00a0\n\t\t\t\t\tshort-term profit\u00a0taking. The business model for\u00a0managing the assets is\u00a0therefore neither \u2018held to collect\u2019 nor \u2018held to collect and sell\u2019 and the financia\u00a0l \u00a0\n\t\t\t\t\tassets are therefore mandatorily\u00a0recognised at\u00a0fair value through profit or loss. The valuation\u00a0technique used\u00a0matches the Group\u2019s accounting\u00a0policy \u00a0\n\t\t\t\t\tfor similar\u00a0assets. \u00a0\n\t\t\t\t\tRecognition of\u00a0life insurance provisions is based\u00a0on actuarial computations\u00a0of the present value\u00a0of expected benefits\u00a0for each insurance contract.\u00a0The \u00a0\n\t\t\t\t\taccounting for\u00a0insurance liabilities follows\u00a0the requirements in the Danish FSA\u2019s\u00a0executive order\u00a0on financial reports for insurance companies etc. \u00a0\n\t\t\t\t\tLife insurance\u00a0provisions include guaranteed benefits, a\u00a0risk margin and\u00a0individual bonus\u00a0potentials. \u00a0\n\t\t\t\t\tGuaranteed benefits comprise obligations to pay\u00a0guaranteed benefits to policyholders.\u00a0These obligations are\u00a0calculated as\u00a0the present value\u00a0of current \u00a0\n\t\t\t\t\tguaranteed benefits plus the present value of expected future administrative\u00a0expenses less the present value of future premiums. The actuarial \u00a0\n\t\t\t\t\tcomputations rely\u00a0on assumptions\u00a0about a\u00a0number of variables, including mortality and disability rates, and\u00a0the expected frequency of\u00a0surrenders and \u00a0\n\t\t\t\t\tconversions into paid-up policies. The\u00a0risk margin is the expected\u00a0market payment to an acquirer of a\u00a0policy in\u00a0return for assuming the risk that the \u00a0\n\t\t\t\t\tpayment obligations under\u00a0the policy deviate from\u00a0the present value of the best estimate of the cash flows. The risk margin is determined using a margin \u00a0\n\t\t\t\t\ton mortality intensity\u00a0and intensity\u00a0relating to conversions into paid-up policies and surrenders. \u00a0\n\t\t\t\t\tPolicyholders\u2019 share\u00a0of the technical basis for\u00a0insurance policies with a bonus entitlement\u00a0not yet allocated\u00a0to the individual\u00a0policyholder is recognised \u00a0\n\t\t\t\t\tin the\u00a0collective bonus\u00a0potential. Individual bonus\u00a0potentials are\u00a0calculated for the portfolio of insurance policies with bonus entitlement\u00a0as the difference \u00a0\n\t\t\t\t\tbetween the value of a policyholder\u2019s\u00a0savings and the present value of guaranteed benefits under the policy. \u00a0\n\t\t\t\t\tLiabilities also depend on\u00a0the discount yield curve, which is fixed on the basis of a European Insurance\u00a0and Occupational\u00a0Pension Authority\u00a0(EIOPA) yield \u00a0\n\t\t\t\t\tcurve and a volatility\u00a0adjustment, also\u00a0set by EIOPA. \u00a0\n\t\t\t\t\tProvisions for\u00a0unit-linked insurance\u00a0contracts are\u00a0measured at\u00a0fair value on\u00a0the basis of each contract\u2019s share of the earmarked assets and of the \u00a0\n\t\t\t\t\tbenefits guaranteed in the contract. \u00a0G18. Assets and liabilities under insurance contracts continued \u00a0\n\t\t\t\t\t(a) Assets under insurance contracts (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDue from credit institutions \u00a0\n\t\t\t\t\t7,849 \u00a0\n\t\t\t\t\t10,502 \u00a0\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t459,393 \u00a0\n\t\t\t\t\t562,541 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t9,026 \u00a0\n\t\t\t\t\t9,612 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t15,035 \u00a0\n\t\t\t\t\t14,425 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t42 \u00a0\n\t\t\t\t\t41 \u00a0\n\t\t\t\t\tReinsurers' share of provisions \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t106 \u00a0\n\t\t\t\t\tOther assets \u00a0\n\t\t\t\t\t13,781 \u00a0\n\t\t\t\t\t7,749 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t505,149 \u00a0\n\t\t\t\t\t604,976 \u00a0\n\t\t\t\t\tincluding \u00a0\n\t\t\t\t\town bonds \u00a0\n\t\t\t\t\t29,376 \u00a0\n\t\t\t\t\t39,414 \u00a0\n\t\t\t\t\town shares \u00a0\n\t\t\t\t\t782 \u00a0\n\t\t\t\t\t507 \u00a0\n\t\t\t\t\tother intra-group balances \u00a0\n\t\t\t\t\t19,575 \u00a0\n\t\t\t\t\t17,249 \u00a0\n\t\t\t\t\tTotal assets \u00a0\n\t\t\t\t\t455,416 \u00a0\n\t\t\t\t\t547,806 \u00a0\n\t\t\t\t\tInvestment securities\u00a0under insurance\u00a0contracts (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tListed bonds \u00a0\n\t\t\t\t\t161,629 \u00a0\n\t\t\t\t\t179,887 \u00a0\n\t\t\t\t\tUnlisted bonds \u00a0\n\t\t\t\t\t3,368 \u00a0\n\t\t\t\t\t5,300 \u00a0\n\t\t\t\t\tListed shares \u00a0\n\t\t\t\t\t70,712 \u00a0\n\t\t\t\t\t27,090 \u00a0\n\t\t\t\t\tUnlisted shares \u00a0\n\t\t\t\t\t47,045 \u00a0\n\t\t\t\t\t45,353 \u00a0\n\t\t\t\t\tUnit trust certificates \u00a0\n\t\t\t\t\t81,766 \u00a0\n\t\t\t\t\t178,363 \u00a0\n\t\t\t\t\tOther securities \u00a0\n\t\t\t\t\t94,873 \u00a0\n\t\t\t\t\t126,548 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t459,393 \u00a0\n\t\t\t\t\t562,541 \u00a0\n\t\t\t\t\t(b) Liabilities\u00a0under insurance contracts (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tLife insurance provisions without collective bonus potential \u00a0\n\t\t\t\t\t130,741 \u00a0\n\t\t\t\t\t154,065 \u00a0\n\t\t\t\t\tCollective bonus potential \u00a0\n\t\t\t\t\t10,740 \u00a0\n\t\t\t\t\t17,657 \u00a0\n\t\t\t\t\tProvisions for unit-linked insurance contracts \u00a0\n\t\t\t\t\t231,419 \u00a0\n\t\t\t\t\t252,121 \u00a0\n\t\t\t\t\tProfit margin \u00a0\n\t\t\t\t\t5,036 \u00a0\n\t\t\t\t\t7,903 \u00a0\n\t\t\t\t\tOther technical\u00a0provisions \u00a0\n\t\t\t\t\t15,424 \u00a0\n\t\t\t\t\t17,598 \u00a0\n\t\t\t\t\tTotal provisions for insurance contracts \u00a0\n\t\t\t\t\t393,360 \u00a0\n\t\t\t\t\t449,344 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\t112,296 \u00a0\n\t\t\t\t\t156,453 \u00a0\n\t\t\t\t\tIntra-group balances \u00a0\n\t\t\t\t\t-18,235 \u00a0\n\t\t\t\t\t-17,061 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t487,422 \u00a0\n\t\t\t\t\t588,736 \u00a0\n\t\t\t\t\tProvisions for\u00a0insurance contracts (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tBalance as at 1 January \u00a0\n\t\t\t\t\t449,344 \u00a0\n\t\t\t\t\t428,736 \u00a0\n\t\t\t\t\tTransferred to liabilities\u00a0in disposal group held for sale \u00a0\n\t\t\t\t\t-4,482 \u00a0\n\t\t\t\t\tPremiums paid \u00a0\n\t\t\t\t\t33,448 \u00a0\n\t\t\t\t\t35,970 \u00a0\n\t\t\t\t\tBenefits paid \u00a0\n\t\t\t\t\t-27,154 \u00a0\n\t\t\t\t\t-27,449 \u00a0\n\t\t\t\t\tInterest added to policyholders' savings \u00a0\n\t\t\t\t\t-31,845 \u00a0\n\t\t\t\t\t24,180 \u00a0\n\t\t\t\t\tFair value adjustment \u00a0\n\t\t\t\t\t-21,898 \u00a0\n\t\t\t\t\t-10,250 \u00a0\n\t\t\t\t\tChange in collective bonus potential \u00a0\n\t\t\t\t\t-6,917 \u00a0\n\t\t\t\t\t4,855 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-1,618 \u00a0\n\t\t\t\t\t-2,216 \u00a0\n\t\t\t\t\tBalance as at\u00a031 December \u00a0\n\t\t\t\t\t393,360 \u00a0\n\t\t\t\t\t449,344 \u00a0G18. Assets and liabilities under insurance contracts continued \u00a0\n\t\t\t\t\t(c) Further\u00a0explanation \u00a0\n\t\t\t\t\tThe measurement of insurance liabilities\u00a0is based on the requirements\u00a0in the Danish FSA\u2019s executive\u00a0order on financial reports for insurance\u00a0companies \u00a0\n\t\t\t\t\tetc. and is harmonised\u00a0to the measurement under the Solvency II framework. \u00a0\n\t\t\t\t\tBelow the different components of liabilities\u00a0related to insurance contracts are\u00a0explained. \u00a0\n\t\t\t\t\tLife insurance\u00a0provisions \u00a0\n\t\t\t\t\tLife insurance\u00a0provisions comprise obligations\u00a0towards policyholders\u00a0to \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tpay guaranteed\u00a0benefits \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tpay bonuses over time on agreed premiums not yet due \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tpay bonuses on premiums and other payments due \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tinclude a\u00a0risk margin \u00a0\n\t\t\t\t\tRecognition of life insurance provisions\u00a0is based on actuarial computations\u00a0of the present value of expected future benefits for each insurance contract \u00a0\n\t\t\t\t\tusing the discount rate at\u00a0the balance sheet date. These computations\u00a0rely on assumptions\u00a0about a number of variables, including\u00a0mortality and\u00a0disability \u00a0\n\t\t\t\t\trates, and the expected\u00a0frequency of surrenders and conversions\u00a0into paid-up policies.\u00a0Estimates of\u00a0future mortality rates are\u00a0based on Danish\u00a0FSA \u00a0\n\t\t\t\t\tbenchmarks, while other estimates are\u00a0based on empirical data from Danica Pension\u2019s own\u00a0portfolio of\u00a0insurance contracts. Estimates are\u00a0update d \u00a0\n\t\t\t\t\tregularly. The life\u00a0insurance provisions also\u00a0include a\u00a0risk margin. Obligations\u00a0for guaranteed\u00a0benefits are calculated\u00a0as the present value\u00a0of current \u00a0\n\t\t\t\t\tguaranteed benefits plus the present value of expected future administrative\u00a0expenses less\u00a0the present value of future premiums. \u00a0\n\t\t\t\t\tInsurance obligations are\u00a0calculated by\u00a0discounting the expected cash\u00a0flows using a discount\u00a0yield curve and a volatility\u00a0adjustment, both\u00a0defined by\u00a0EIOP A \u00a0\n\t\t\t\t\tas part of the Solvency II rules. \u00a0\n\t\t\t\t\tCollective bonus\u00a0potential \u00a0\n\t\t\t\t\tProvisions for\u00a0the collective\u00a0bonus potential\u00a0are the policyholders\u2019\u00a0part of the value\u00a0of the bonus entitlement\u00a0not yet allocated\u00a0to the individua\u00a0l \u00a0\n\t\t\t\t\tpolicyholders. \u00a0\n\t\t\t\t\tProvisions for\u00a0unit-linked insurance contracts \u00a0\n\t\t\t\t\tProvisions are measured at fair value on\u00a0the basis of each contract\u2019s share of the earmarked assets and of the benefits guaranteed in the contract. \u00a0\n\t\t\t\t\tProfit margin \u00a0\n\t\t\t\t\tThe profit margin is the present value of the future profit on contracts expected to be recognised in the income statement concurrently with the provisio\u00a0n \u00a0\n\t\t\t\t\tof insurance\u00a0cover and any other\u00a0benefits under the contract. For products where life insurance and health and\u00a0accident insurance are\u00a0written together, \u00a0\n\t\t\t\t\tthese are measured collectively.\u00a0Accordingly, the\u00a0profit margin on the customers\u2019 savings component is reduced by an amount similar to the provisio\u00a0n \u00a0\n\t\t\t\t\tfor losses on health and accident insurance that can be included in the profit margin before the reduction. \u00a0\n\t\t\t\t\tOther technical provisions \u00a0\n\t\t\t\t\tOther technical provisions includes outstanding\u00a0claims provisions for\u00a0non-life insurance contracts, unearned premiums provisions, a\u00a0risk margin for non- \u00a0\n\t\t\t\t\tlife insurance contracts and provisions for\u00a0bonuses and\u00a0premium discounts. The item includes the provision for\u00a0health and accident insurance\u00a0contracts. \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\tOther liabilities includes the\u00a0portion of Danica Pension\u2019s other liabilities\u00a0assumed by\u00a0customers. Other types of liabilities\u00a0are measured in accordance \u00a0\n\t\t\t\t\twith the Group\u2019s accounting policies for\u00a0such liability\u00a0types. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfInsuranceContractsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4030": {
   "value": "(a) Net premiums\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tRegular premiums, life insurance \u00a0\n\t\t\t\t\t3,515 \u00a0\n\t\t\t\t\t3,813 \u00a0\n\t\t\t\t\tSingle premiums, life insurance \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t130 \u00a0\n\t\t\t\t\tRegular premiums, unit-linked\u00a0products \u00a0\n\t\t\t\t\t14,787 \u00a0\n\t\t\t\t\t14,067 \u00a0\n\t\t\t\t\tSingle premiums, unit-linked\u00a0products \u00a0\n\t\t\t\t\t15,138 \u00a0\n\t\t\t\t\t17,960 \u00a0\n\t\t\t\t\tPremiums, health and accident insurance \u00a0\n\t\t\t\t\t1,646 \u00a0\n\t\t\t\t\t1,647 \u00a0\n\t\t\t\t\tReinsurance premiums paid \u00a0\n\t\t\t\t\t-103 \u00a0\n\t\t\t\t\t-120 \u00a0\n\t\t\t\t\tChange in unearned premiums provisions \u00a0\n\t\t\t\t\t403 \u00a0\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,394 \u00a0\n\t\t\t\t\t37,518 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfInsurancePremiumRevenueExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4031": {
   "value": "(a) Net premiums\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tRegular premiums, life insurance \u00a0\n\t\t\t\t\t3,515 \u00a0\n\t\t\t\t\t3,813 \u00a0\n\t\t\t\t\tSingle premiums, life insurance \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t130 \u00a0\n\t\t\t\t\tRegular premiums, unit-linked\u00a0products \u00a0\n\t\t\t\t\t14,787 \u00a0\n\t\t\t\t\t14,067 \u00a0\n\t\t\t\t\tSingle premiums, unit-linked\u00a0products \u00a0\n\t\t\t\t\t15,138 \u00a0\n\t\t\t\t\t17,960 \u00a0\n\t\t\t\t\tPremiums, health and accident insurance \u00a0\n\t\t\t\t\t1,646 \u00a0\n\t\t\t\t\t1,647 \u00a0\n\t\t\t\t\tReinsurance premiums paid \u00a0\n\t\t\t\t\t-103 \u00a0\n\t\t\t\t\t-120 \u00a0\n\t\t\t\t\tChange in unearned premiums provisions \u00a0\n\t\t\t\t\t403 \u00a0\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,394 \u00a0\n\t\t\t\t\t37,518 \u00a0(b) Net insurance\u00a0benefits (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tBenefits paid \u00a0\n\t\t\t\t\t27,154 \u00a0\n\t\t\t\t\t27,449 \u00a0\n\t\t\t\t\tReinsurers' share received \u00a0\n\t\t\t\t\t-111 \u00a0\n\t\t\t\t\t-116 \u00a0\n\t\t\t\t\tClaims and bonuses paid \u00a0\n\t\t\t\t\t2,247 \u00a0\n\t\t\t\t\t2,128 \u00a0\n\t\t\t\t\tChange in outstanding claims provisions \u00a0\n\t\t\t\t\t-247 \u00a0\n\t\t\t\t\t189 \u00a0\n\t\t\t\t\tChange in life insurance provisions \u00a0\n\t\t\t\t\t-23,392 \u00a0\n\t\t\t\t\t40,282 \u00a0\n\t\t\t\t\tChange in profit margin \u00a0\n\t\t\t\t\t-2,901 \u00a0\n\t\t\t\t\t1,276 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,750 \u00a0\n\t\t\t\t\t71,208 \u00a0(a) Assets under insurance contracts (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDue from credit institutions \u00a0\n\t\t\t\t\t7,849 \u00a0\n\t\t\t\t\t10,502 \u00a0\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t459,393 \u00a0\n\t\t\t\t\t562,541 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t9,026 \u00a0\n\t\t\t\t\t9,612 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t15,035 \u00a0\n\t\t\t\t\t14,425 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t42 \u00a0\n\t\t\t\t\t41 \u00a0\n\t\t\t\t\tReinsurers' share of provisions \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t106 \u00a0\n\t\t\t\t\tOther assets \u00a0\n\t\t\t\t\t13,781 \u00a0\n\t\t\t\t\t7,749 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t505,149 \u00a0\n\t\t\t\t\t604,976 \u00a0\n\t\t\t\t\tincluding \u00a0\n\t\t\t\t\town bonds \u00a0\n\t\t\t\t\t29,376 \u00a0\n\t\t\t\t\t39,414 \u00a0\n\t\t\t\t\town shares \u00a0\n\t\t\t\t\t782 \u00a0\n\t\t\t\t\t507 \u00a0\n\t\t\t\t\tother intra-group balances \u00a0\n\t\t\t\t\t19,575 \u00a0\n\t\t\t\t\t17,249 \u00a0\n\t\t\t\t\tTotal assets \u00a0\n\t\t\t\t\t455,416 \u00a0\n\t\t\t\t\t547,806 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfReinsuranceExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4034": {
   "value": "(b) Net insurance\u00a0benefits (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tBenefits paid \u00a0\n\t\t\t\t\t27,154 \u00a0\n\t\t\t\t\t27,449 \u00a0\n\t\t\t\t\tReinsurers' share received \u00a0\n\t\t\t\t\t-111 \u00a0\n\t\t\t\t\t-116 \u00a0\n\t\t\t\t\tClaims and bonuses paid \u00a0\n\t\t\t\t\t2,247 \u00a0\n\t\t\t\t\t2,128 \u00a0\n\t\t\t\t\tChange in outstanding claims provisions \u00a0\n\t\t\t\t\t-247 \u00a0\n\t\t\t\t\t189 \u00a0\n\t\t\t\t\tChange in life insurance provisions \u00a0\n\t\t\t\t\t-23,392 \u00a0\n\t\t\t\t\t40,282 \u00a0\n\t\t\t\t\tChange in profit margin \u00a0\n\t\t\t\t\t-2,901 \u00a0\n\t\t\t\t\t1,276 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,750 \u00a0\n\t\t\t\t\t71,208 \u00a0Provisions for\u00a0insurance contracts (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tBalance as at 1 January \u00a0\n\t\t\t\t\t449,344 \u00a0\n\t\t\t\t\t428,736 \u00a0\n\t\t\t\t\tTransferred to liabilities\u00a0in disposal group held for sale \u00a0\n\t\t\t\t\t-4,482 \u00a0\n\t\t\t\t\tPremiums paid \u00a0\n\t\t\t\t\t33,448 \u00a0\n\t\t\t\t\t35,970 \u00a0\n\t\t\t\t\tBenefits paid \u00a0\n\t\t\t\t\t-27,154 \u00a0\n\t\t\t\t\t-27,449 \u00a0\n\t\t\t\t\tInterest added to policyholders' savings \u00a0\n\t\t\t\t\t-31,845 \u00a0\n\t\t\t\t\t24,180 \u00a0\n\t\t\t\t\tFair value adjustment \u00a0\n\t\t\t\t\t-21,898 \u00a0\n\t\t\t\t\t-10,250 \u00a0\n\t\t\t\t\tChange in collective bonus potential \u00a0\n\t\t\t\t\t-6,917 \u00a0\n\t\t\t\t\t4,855 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-1,618 \u00a0\n\t\t\t\t\t-2,216 \u00a0\n\t\t\t\t\tBalance as at\u00a031 December \u00a0\n\t\t\t\t\t393,360 \u00a0\n\t\t\t\t\t449,344 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfClaimsAndBenefitsPaidExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4036": {
   "value": "G9. Operating expenses \u00a0\n\t\t\t\t\tOperating expenses\u00a0include staff\u00a0costs, administrative\u00a0expenses (including Resolution fund)and\u00a0depreciation, amortisation and\u00a0impairment charges.\u00a0Note \u00a0\n\t\t\t\t\tG19 provides more information on intangible assets. \u00a0Accounting policy \u00a0\n\t\t\t\t\tStaff costs \u00a0\n\t\t\t\t\tThis item includes salaries, performance-based pay, expenses for share-based payments, holiday allowances, anniversary\u00a0bonuses, pension costs\u00a0and \u00a0\n\t\t\t\t\tother remuneration. Salaries and other remuneration that\u00a0the Group expects to pay are expensed when the employees render the services. \u00a0\n\t\t\t\t\tPerformance-based remuneration\u00a0is expensed\u00a0as it is earned. \u00a0\n\t\t\t\t\tShare-based payment \u00a0\n\t\t\t\t\tPart of the performance-based remuneration\u00a0for the year is paid in the form of conditional\u00a0shares. Rights to conditional\u00a0shares vest up to four years \u00a0\n\t\t\t\t\tafter the grant date, provided that the employee, with the exception of retirement, has not resigned from the Group. In addition to this requirement, the \u00a0\n\t\t\t\t\tvesting of rights is conditional\u00a0on certain targets being met. The fair value of share-based payments\u00a0at the\u00a0grant date\u00a0is expensed over the vesting period \u00a0\n\t\t\t\t\twith the intrinsic\u00a0value expensed in the year in which the share-based payments are earned, and the time value\u00a0(if any) accrued over the remaining \u00a0\n\t\t\t\t\tservice period. Expenses are set off against shareholders\u2019 equity.\u00a0Fair value\u00a0adjustments after\u00a0the grant\u00a0date are not recognised in the income \u00a0\n\t\t\t\t\tstatement. \u00a0\n\t\t\t\t\tPension obligations \u00a0\n\t\t\t\t\tThe Group\u2019s contributions\u00a0to defined contribution\u00a0pension plans are recognised in the income statement as they are earned by the employees.\u00a0For \u00a0\n\t\t\t\t\tdefined benefit pension plans, the Group expenses the standard cost. Actuarial gains or losses as a result of the difference between expected trends in \u00a0\n\t\t\t\t\tpension assets\u00a0and benefits and\u00a0actual trends are recognised under Other comprehensive\u00a0income. \u00a0\n\t\t\t\t\tAmortisation, depreciation and\u00a0impairment charges \u00a0\n\t\t\t\t\tIn addition to amortisation,\u00a0depreciation and\u00a0impairment charges for intangible, tangible and right-of-use assets,\u00a0the Group expenses the carrying \u00a0\n\t\t\t\t\tamount of\u00a0lease assets sold at the expiry of a lease agreement. \u00a0\n\t\t\t\t\t(a) Staff costs, administrative\u00a0expenses, depreciations\u00a0and impairment charges\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tStaff costs \u00a0\n\t\t\t\t\t16,019 \u00a0\n\t\t\t\t\t16,113 \u00a0\n\t\t\t\t\tAdministrative expenses \u00a0\n\t\t\t\t\t9,630 \u00a0\n\t\t\t\t\t8,704 \u00a0\n\t\t\t\t\tAmortisation/depreciation and impairment charges of intangible, tangible and right-of-use assets excluding goodwill \u00a0\n\t\t\t\t\timpairment charges \u00a0\n\t\t\t\t\t5,600 \u00a0\n\t\t\t\t\t6,005 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31,250 \u00a0\n\t\t\t\t\t30,822 \u00a0\n\t\t\t\t\tImpairment changes\u00a0on goodwill of DKK 1,627 million\u00a0has been presented as a separate item in the Income statement. An impairment loss of DKK 65 \u00a0\n\t\t\t\t\tmillion was\u00a0recognised in 2022 on software development costs (2021: DKK 36 million) and is included in the table above. See note G19 for further \u00a0\n\t\t\t\t\tinformation. \u00a0\n\t\t\t\t\tStaff costs \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tSalaries \u00a0\n\t\t\t\t\t12,170 \u00a0\n\t\t\t\t\t12,503 \u00a0\n\t\t\t\t\tShare-based payments \u00a0\n\t\t\t\t\t57 \u00a0\n\t\t\t\t\t146 \u00a0\n\t\t\t\t\tPension, defined contribution\u00a0plans \u00a0\n\t\t\t\t\t1,361 \u00a0\n\t\t\t\t\t1,345 \u00a0\n\t\t\t\t\tPension, defined benefit plans \u00a0\n\t\t\t\t\t190 \u00a0\n\t\t\t\t\t184 \u00a0\n\t\t\t\t\tSeverance payments \u00a0\n\t\t\t\t\t334 \u00a0\n\t\t\t\t\t-37 \u00a0\n\t\t\t\t\tFinancial services employer tax and social security costs \u00a0\n\t\t\t\t\t1,908 \u00a0\n\t\t\t\t\t1,972 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t16,019 \u00a0\n\t\t\t\t\t16,113 \u00a0\n\t\t\t\t\tTotal salary costs amounted to\u00a0DKK 14.1 billion (2021: DKK 14.1 billion), with variable remuneration\u00a0accounting for\u00a05.0% of this amount (2021: 7.7%). \u00a0\n\t\t\t\t\tNote G36 provides more information on share-based payments. \u00a0G9. Operating expenses\u00a0continued \u00a0\n\t\t\t\t\t(b) Pension plans \u00a0\n\t\t\t\t\tMost of the Group\u2019s pension plans are defined contribution plans under which the Group pays contributions to insurance companies, including Danica Pension. \u00a0\n\t\t\t\t\tSuch payments\u00a0are expensed regularly. The Group has, to a minor extent, entered into defined benefit pension plans. Under defined benefit pension plans, the \u00a0\n\t\t\t\t\tGroup is under an obligation to pay defined future benefits from the time of retirement. Defined benefit\u00a0pension plans are typically funded\u00a0by ordinary \u00a0\n\t\t\t\t\tcontributions made by employers and employees to separate pension funds investing the contributions on behalf of the members to fund future pension \u00a0\n\t\t\t\t\tobligations. Defined benefit pension plans in Northern Ireland and Ireland account\u00a0for most\u00a0of the Group\u2019s obligations\u00a0under such plans, but the Group also \u00a0\n\t\t\t\t\thas a small number of defined benefit pension plans in Denmark and Sweden. The plans in these countries do not accept new members and, for most of the \u00a0\n\t\t\t\t\tplans, contributions payable by existing members have been discontinued. \u00a0\n\t\t\t\t\tAt 31 December 2022, the net present value of pension obligations was DKK\u00a011,260 million\u00a0(2021: DKK 17,442 million), and the fair value of plan assets \u00a0\n\t\t\t\t\twas DKK 12,380 million (2021: DKK 19,452 million). The present value of obligations under defined benefit pension plans less the fair value of pension assets \u00a0\n\t\t\t\t\tis recognised for each plan under Other assets and Other liabilities. Pension plan net assets amounted to DKK\u00a01,486 million (2021: DKK 2,451 million) and \u00a0\n\t\t\t\t\tpension plan net liabilities amounted to DKK 366 million (2021: DKK 441 million). \u00a0\n\t\t\t\t\tThe Group recognises\u00a0the service cost and interest on the net defined benefit pension asset/liability\u00a0in the income statement, whereas actuarial gains or \u00a0\n\t\t\t\t\tlosses are recognised under Other comprehensive income. \u00a0\n\t\t\t\t\tThe calculation of the net obligation is based on valuations\u00a0made by external actuaries. These valuations\u00a0rely on assumptions about a number of variables, \u00a0\n\t\t\t\t\tincluding discount and mortality rates and salary increases. The measurement of the net obligation\u00a0is particularly sensitive\u00a0to changes in the discount rate. \u00a0\n\t\t\t\t\tThe discount rate is determined by reference to yields on high-quality corporate bonds with terms matching the terms of the pension obligations. If the dis\u00a0c ount \u00a0\n\t\t\t\t\trate was lowered half a percentage point, the gross pension obligation\u00a0would increase DKK\u00a00.8 billion (2021: DKK 1.6 billion). The amount would be \u00a0\n\t\t\t\t\trecognised under Other comprehensive income. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfGeneralAndAdministrativeExpenseExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4038": {
   "value": "G9. Operating expenses \u00a0\n\t\t\t\t\tOperating expenses\u00a0include staff\u00a0costs, administrative\u00a0expenses (including Resolution fund)and\u00a0depreciation, amortisation and\u00a0impairment charges.\u00a0Note \u00a0\n\t\t\t\t\tG19 provides more information on intangible assets. \u00a0Accounting policy \u00a0\n\t\t\t\t\tStaff costs \u00a0\n\t\t\t\t\tThis item includes salaries, performance-based pay, expenses for share-based payments, holiday allowances, anniversary\u00a0bonuses, pension costs\u00a0and \u00a0\n\t\t\t\t\tother remuneration. Salaries and other remuneration that\u00a0the Group expects to pay are expensed when the employees render the services. \u00a0\n\t\t\t\t\tPerformance-based remuneration\u00a0is expensed\u00a0as it is earned. \u00a0\n\t\t\t\t\tShare-based payment \u00a0\n\t\t\t\t\tPart of the performance-based remuneration\u00a0for the year is paid in the form of conditional\u00a0shares. Rights to conditional\u00a0shares vest up to four years \u00a0\n\t\t\t\t\tafter the grant date, provided that the employee, with the exception of retirement, has not resigned from the Group. In addition to this requirement, the \u00a0\n\t\t\t\t\tvesting of rights is conditional\u00a0on certain targets being met. The fair value of share-based payments\u00a0at the\u00a0grant date\u00a0is expensed over the vesting period \u00a0\n\t\t\t\t\twith the intrinsic\u00a0value expensed in the year in which the share-based payments are earned, and the time value\u00a0(if any) accrued over the remaining \u00a0\n\t\t\t\t\tservice period. Expenses are set off against shareholders\u2019 equity.\u00a0Fair value\u00a0adjustments after\u00a0the grant\u00a0date are not recognised in the income \u00a0\n\t\t\t\t\tstatement. \u00a0\n\t\t\t\t\tPension obligations \u00a0\n\t\t\t\t\tThe Group\u2019s contributions\u00a0to defined contribution\u00a0pension plans are recognised in the income statement as they are earned by the employees.\u00a0For \u00a0\n\t\t\t\t\tdefined benefit pension plans, the Group expenses the standard cost. Actuarial gains or losses as a result of the difference between expected trends in \u00a0\n\t\t\t\t\tpension assets\u00a0and benefits and\u00a0actual trends are recognised under Other comprehensive\u00a0income. \u00a0\n\t\t\t\t\tAmortisation, depreciation and\u00a0impairment charges \u00a0\n\t\t\t\t\tIn addition to amortisation,\u00a0depreciation and\u00a0impairment charges for intangible, tangible and right-of-use assets,\u00a0the Group expenses the carrying \u00a0\n\t\t\t\t\tamount of\u00a0lease assets sold at the expiry of a lease agreement. \u00a0\n\t\t\t\t\t(a) Staff costs, administrative\u00a0expenses, depreciations\u00a0and impairment charges\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tStaff costs \u00a0\n\t\t\t\t\t16,019 \u00a0\n\t\t\t\t\t16,113 \u00a0\n\t\t\t\t\tAdministrative expenses \u00a0\n\t\t\t\t\t9,630 \u00a0\n\t\t\t\t\t8,704 \u00a0\n\t\t\t\t\tAmortisation/depreciation and impairment charges of intangible, tangible and right-of-use assets excluding goodwill \u00a0\n\t\t\t\t\timpairment charges \u00a0\n\t\t\t\t\t5,600 \u00a0\n\t\t\t\t\t6,005 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31,250 \u00a0\n\t\t\t\t\t30,822 \u00a0\n\t\t\t\t\tImpairment changes\u00a0on goodwill of DKK 1,627 million\u00a0has been presented as a separate item in the Income statement. An impairment loss of DKK 65 \u00a0\n\t\t\t\t\tmillion was\u00a0recognised in 2022 on software development costs (2021: DKK 36 million) and is included in the table above. See note G19 for further \u00a0\n\t\t\t\t\tinformation. \u00a0\n\t\t\t\t\tStaff costs \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tSalaries \u00a0\n\t\t\t\t\t12,170 \u00a0\n\t\t\t\t\t12,503 \u00a0\n\t\t\t\t\tShare-based payments \u00a0\n\t\t\t\t\t57 \u00a0\n\t\t\t\t\t146 \u00a0\n\t\t\t\t\tPension, defined contribution\u00a0plans \u00a0\n\t\t\t\t\t1,361 \u00a0\n\t\t\t\t\t1,345 \u00a0\n\t\t\t\t\tPension, defined benefit plans \u00a0\n\t\t\t\t\t190 \u00a0\n\t\t\t\t\t184 \u00a0\n\t\t\t\t\tSeverance payments \u00a0\n\t\t\t\t\t334 \u00a0\n\t\t\t\t\t-37 \u00a0\n\t\t\t\t\tFinancial services employer tax and social security costs \u00a0\n\t\t\t\t\t1,908 \u00a0\n\t\t\t\t\t1,972 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t16,019 \u00a0\n\t\t\t\t\t16,113 \u00a0\n\t\t\t\t\tTotal salary costs amounted to\u00a0DKK 14.1 billion (2021: DKK 14.1 billion), with variable remuneration\u00a0accounting for\u00a05.0% of this amount (2021: 7.7%). \u00a0\n\t\t\t\t\tNote G36 provides more information on share-based payments. \u00a0G9. Operating expenses\u00a0continued \u00a0\n\t\t\t\t\t(b) Pension plans \u00a0\n\t\t\t\t\tMost of the Group\u2019s pension plans are defined contribution plans under which the Group pays contributions to insurance companies, including Danica Pension. \u00a0\n\t\t\t\t\tSuch payments\u00a0are expensed regularly. The Group has, to a minor extent, entered into defined benefit pension plans. Under defined benefit pension plans, the \u00a0\n\t\t\t\t\tGroup is under an obligation to pay defined future benefits from the time of retirement. Defined benefit\u00a0pension plans are typically funded\u00a0by ordinary \u00a0\n\t\t\t\t\tcontributions made by employers and employees to separate pension funds investing the contributions on behalf of the members to fund future pension \u00a0\n\t\t\t\t\tobligations. Defined benefit pension plans in Northern Ireland and Ireland account\u00a0for most\u00a0of the Group\u2019s obligations\u00a0under such plans, but the Group also \u00a0\n\t\t\t\t\thas a small number of defined benefit pension plans in Denmark and Sweden. The plans in these countries do not accept new members and, for most of the \u00a0\n\t\t\t\t\tplans, contributions payable by existing members have been discontinued. \u00a0\n\t\t\t\t\tAt 31 December 2022, the net present value of pension obligations was DKK\u00a011,260 million\u00a0(2021: DKK 17,442 million), and the fair value of plan assets \u00a0\n\t\t\t\t\twas DKK 12,380 million (2021: DKK 19,452 million). The present value of obligations under defined benefit pension plans less the fair value of pension assets \u00a0\n\t\t\t\t\tis recognised for each plan under Other assets and Other liabilities. Pension plan net assets amounted to DKK\u00a01,486 million (2021: DKK 2,451 million) and \u00a0\n\t\t\t\t\tpension plan net liabilities amounted to DKK 366 million (2021: DKK 441 million). \u00a0\n\t\t\t\t\tThe Group recognises\u00a0the service cost and interest on the net defined benefit pension asset/liability\u00a0in the income statement, whereas actuarial gains or \u00a0\n\t\t\t\t\tlosses are recognised under Other comprehensive income. \u00a0\n\t\t\t\t\tThe calculation of the net obligation is based on valuations\u00a0made by external actuaries. These valuations\u00a0rely on assumptions about a number of variables, \u00a0\n\t\t\t\t\tincluding discount and mortality rates and salary increases. The measurement of the net obligation\u00a0is particularly sensitive\u00a0to changes in the discount rate. \u00a0\n\t\t\t\t\tThe discount rate is determined by reference to yields on high-quality corporate bonds with terms matching the terms of the pension obligations. If the dis\u00a0c ount \u00a0\n\t\t\t\t\trate was lowered half a percentage point, the gross pension obligation\u00a0would increase DKK\u00a00.8 billion (2021: DKK 1.6 billion). The amount would be \u00a0\n\t\t\t\t\trecognised under Other comprehensive income. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfExpensesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4040": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tStaff costs \u00a0\n\t\t\t\t\tThis item includes salaries, performance-based pay, expenses for share-based payments, holiday allowances, anniversary\u00a0bonuses, pension costs\u00a0and \u00a0\n\t\t\t\t\tother remuneration. Salaries and other remuneration that\u00a0the Group expects to pay are expensed when the employees render the services. \u00a0\n\t\t\t\t\tPerformance-based remuneration\u00a0is expensed\u00a0as it is earned. \u00a0\n\t\t\t\t\tShare-based payment \u00a0\n\t\t\t\t\tPart of the performance-based remuneration\u00a0for the year is paid in the form of conditional\u00a0shares. Rights to conditional\u00a0shares vest up to four years \u00a0\n\t\t\t\t\tafter the grant date, provided that the employee, with the exception of retirement, has not resigned from the Group. In addition to this requirement, the \u00a0\n\t\t\t\t\tvesting of rights is conditional\u00a0on certain targets being met. The fair value of share-based payments\u00a0at the\u00a0grant date\u00a0is expensed over the vesting period \u00a0\n\t\t\t\t\twith the intrinsic\u00a0value expensed in the year in which the share-based payments are earned, and the time value\u00a0(if any) accrued over the remaining \u00a0\n\t\t\t\t\tservice period. Expenses are set off against shareholders\u2019 equity.\u00a0Fair value\u00a0adjustments after\u00a0the grant\u00a0date are not recognised in the income \u00a0\n\t\t\t\t\tstatement. \u00a0\n\t\t\t\t\tPension obligations \u00a0\n\t\t\t\t\tThe Group\u2019s contributions\u00a0to defined contribution\u00a0pension plans are recognised in the income statement as they are earned by the employees.\u00a0For \u00a0\n\t\t\t\t\tdefined benefit pension plans, the Group expenses the standard cost. Actuarial gains or losses as a result of the difference between expected trends in \u00a0\n\t\t\t\t\tpension assets\u00a0and benefits and\u00a0actual trends are recognised under Other comprehensive\u00a0income. \u00a0\n\t\t\t\t\tAmortisation, depreciation and\u00a0impairment charges \u00a0\n\t\t\t\t\tIn addition to amortisation,\u00a0depreciation and\u00a0impairment charges for intangible, tangible and right-of-use assets,\u00a0the Group expenses the carrying \u00a0\n\t\t\t\t\tamount of\u00a0lease assets sold at the expiry of a lease agreement. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForExpensesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4041": {
   "value": "Staff costs \u00a0\n\t\t\t\t\tThis item includes salaries, performance-based pay, expenses for share-based payments, holiday allowances, anniversary\u00a0bonuses, pension costs\u00a0and \u00a0\n\t\t\t\t\tother remuneration. Salaries and other remuneration that\u00a0the Group expects to pay are expensed when the employees render the services. \u00a0\n\t\t\t\t\tPerformance-based remuneration\u00a0is expensed\u00a0as it is earned. \u00a0Pension obligations \u00a0\n\t\t\t\t\tThe Group\u2019s contributions\u00a0to defined contribution\u00a0pension plans are recognised in the income statement as they are earned by the employees.\u00a0For \u00a0\n\t\t\t\t\tdefined benefit pension plans, the Group expenses the standard cost. Actuarial gains or losses as a result of the difference between expected trends in \u00a0\n\t\t\t\t\tpension assets\u00a0and benefits and\u00a0actual trends are recognised under Other comprehensive\u00a0income. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForEmployeeBenefitsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4044": {
   "value": "Share-based payment \u00a0\n\t\t\t\t\tPart of the performance-based remuneration\u00a0for the year is paid in the form of conditional\u00a0shares. Rights to conditional\u00a0shares vest up to four years \u00a0\n\t\t\t\t\tafter the grant date, provided that the employee, with the exception of retirement, has not resigned from the Group. In addition to this requirement, the \u00a0\n\t\t\t\t\tvesting of rights is conditional\u00a0on certain targets being met. The fair value of share-based payments\u00a0at the\u00a0grant date\u00a0is expensed over the vesting period \u00a0\n\t\t\t\t\twith the intrinsic\u00a0value expensed in the year in which the share-based payments are earned, and the time value\u00a0(if any) accrued over the remaining \u00a0\n\t\t\t\t\tservice period. Expenses are set off against shareholders\u2019 equity.\u00a0Fair value\u00a0adjustments after\u00a0the grant\u00a0date are not recognised in the income \u00a0\n\t\t\t\t\tstatement. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForSharebasedPaymentTransactionsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4046": {
   "value": "Amortisation, depreciation and\u00a0impairment charges \u00a0\n\t\t\t\t\tIn addition to amortisation,\u00a0depreciation and\u00a0impairment charges for intangible, tangible and right-of-use assets,\u00a0the Group expenses the carrying \u00a0\n\t\t\t\t\tamount of\u00a0lease assets sold at the expiry of a lease agreement. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForDepreciationExpenseExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4048": {
   "value": "(a) Staff costs, administrative\u00a0expenses, depreciations\u00a0and impairment charges\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tStaff costs \u00a0\n\t\t\t\t\t16,019 \u00a0\n\t\t\t\t\t16,113 \u00a0\n\t\t\t\t\tAdministrative expenses \u00a0\n\t\t\t\t\t9,630 \u00a0\n\t\t\t\t\t8,704 \u00a0\n\t\t\t\t\tAmortisation/depreciation and impairment charges of intangible, tangible and right-of-use assets excluding goodwill \u00a0\n\t\t\t\t\timpairment charges \u00a0\n\t\t\t\t\t5,600 \u00a0\n\t\t\t\t\t6,005 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31,250 \u00a0\n\t\t\t\t\t30,822 \u00a0\n\t\t\t\t\tImpairment changes\u00a0on goodwill of DKK 1,627 million\u00a0has been presented as a separate item in the Income statement. An impairment loss of DKK 65 \u00a0\n\t\t\t\t\tmillion was\u00a0recognised in 2022 on software development costs (2021: DKK 36 million) and is included in the table above. See note G19 for further \u00a0\n\t\t\t\t\tinformation. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfDepreciationAndAmortisationExpenseExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4049": {
   "value": "(a) Staff costs, administrative\u00a0expenses, depreciations\u00a0and impairment charges\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tStaff costs \u00a0\n\t\t\t\t\t16,019 \u00a0\n\t\t\t\t\t16,113 \u00a0\n\t\t\t\t\tAdministrative expenses \u00a0\n\t\t\t\t\t9,630 \u00a0\n\t\t\t\t\t8,704 \u00a0\n\t\t\t\t\tAmortisation/depreciation and impairment charges of intangible, tangible and right-of-use assets excluding goodwill \u00a0\n\t\t\t\t\timpairment charges \u00a0\n\t\t\t\t\t5,600 \u00a0\n\t\t\t\t\t6,005 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31,250 \u00a0\n\t\t\t\t\t30,822 \u00a0\n\t\t\t\t\tImpairment changes\u00a0on goodwill of DKK 1,627 million\u00a0has been presented as a separate item in the Income statement. An impairment loss of DKK 65 \u00a0\n\t\t\t\t\tmillion was\u00a0recognised in 2022 on software development costs (2021: DKK 36 million) and is included in the table above. See note G19 for further \u00a0\n\t\t\t\t\tinformation. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfExpensesByNatureExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4050": {
   "value": "(a) Staff costs, administrative\u00a0expenses, depreciations\u00a0and impairment charges\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tStaff costs \u00a0\n\t\t\t\t\t16,019 \u00a0\n\t\t\t\t\t16,113 \u00a0\n\t\t\t\t\tAdministrative expenses \u00a0\n\t\t\t\t\t9,630 \u00a0\n\t\t\t\t\t8,704 \u00a0\n\t\t\t\t\tAmortisation/depreciation and impairment charges of intangible, tangible and right-of-use assets excluding goodwill \u00a0\n\t\t\t\t\timpairment charges \u00a0\n\t\t\t\t\t5,600 \u00a0\n\t\t\t\t\t6,005 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31,250 \u00a0\n\t\t\t\t\t30,822 \u00a0\n\t\t\t\t\tImpairment changes\u00a0on goodwill of DKK 1,627 million\u00a0has been presented as a separate item in the Income statement. An impairment loss of DKK 65 \u00a0\n\t\t\t\t\tmillion was\u00a0recognised in 2022 on software development costs (2021: DKK 36 million) and is included in the table above. See note G19 for further \u00a0\n\t\t\t\t\tinformation. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfImpairmentOfAssetsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4053": {
   "value": "Staff costs \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tSalaries \u00a0\n\t\t\t\t\t12,170 \u00a0\n\t\t\t\t\t12,503 \u00a0\n\t\t\t\t\tShare-based payments \u00a0\n\t\t\t\t\t57 \u00a0\n\t\t\t\t\t146 \u00a0\n\t\t\t\t\tPension, defined contribution\u00a0plans \u00a0\n\t\t\t\t\t1,361 \u00a0\n\t\t\t\t\t1,345 \u00a0\n\t\t\t\t\tPension, defined benefit plans \u00a0\n\t\t\t\t\t190 \u00a0\n\t\t\t\t\t184 \u00a0\n\t\t\t\t\tSeverance payments \u00a0\n\t\t\t\t\t334 \u00a0\n\t\t\t\t\t-37 \u00a0\n\t\t\t\t\tFinancial services employer tax and social security costs \u00a0\n\t\t\t\t\t1,908 \u00a0\n\t\t\t\t\t1,972 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t16,019 \u00a0\n\t\t\t\t\t16,113 \u00a0\n\t\t\t\t\tTotal salary costs amounted to\u00a0DKK 14.1 billion (2021: DKK 14.1 billion), with variable remuneration\u00a0accounting for\u00a05.0% of this amount (2021: 7.7%). \u00a0\n\t\t\t\t\tNote G36 provides more information on share-based payments. \u00a0G9. Operating expenses\u00a0continued \u00a0\n\t\t\t\t\t(b) Pension plans \u00a0\n\t\t\t\t\tMost of the Group\u2019s pension plans are defined contribution plans under which the Group pays contributions to insurance companies, including Danica Pension. \u00a0\n\t\t\t\t\tSuch payments\u00a0are expensed regularly. The Group has, to a minor extent, entered into defined benefit pension plans. Under defined benefit pension plans, the \u00a0\n\t\t\t\t\tGroup is under an obligation to pay defined future benefits from the time of retirement. Defined benefit\u00a0pension plans are typically funded\u00a0by ordinary \u00a0\n\t\t\t\t\tcontributions made by employers and employees to separate pension funds investing the contributions on behalf of the members to fund future pension \u00a0\n\t\t\t\t\tobligations. Defined benefit pension plans in Northern Ireland and Ireland account\u00a0for most\u00a0of the Group\u2019s obligations\u00a0under such plans, but the Group also \u00a0\n\t\t\t\t\thas a small number of defined benefit pension plans in Denmark and Sweden. The plans in these countries do not accept new members and, for most of the \u00a0\n\t\t\t\t\tplans, contributions payable by existing members have been discontinued. \u00a0\n\t\t\t\t\tAt 31 December 2022, the net present value of pension obligations was DKK\u00a011,260 million\u00a0(2021: DKK 17,442 million), and the fair value of plan assets \u00a0\n\t\t\t\t\twas DKK 12,380 million (2021: DKK 19,452 million). The present value of obligations under defined benefit pension plans less the fair value of pension assets \u00a0\n\t\t\t\t\tis recognised for each plan under Other assets and Other liabilities. Pension plan net assets amounted to DKK\u00a01,486 million (2021: DKK 2,451 million) and \u00a0\n\t\t\t\t\tpension plan net liabilities amounted to DKK 366 million (2021: DKK 441 million). \u00a0\n\t\t\t\t\tThe Group recognises\u00a0the service cost and interest on the net defined benefit pension asset/liability\u00a0in the income statement, whereas actuarial gains or \u00a0\n\t\t\t\t\tlosses are recognised under Other comprehensive income. \u00a0\n\t\t\t\t\tThe calculation of the net obligation is based on valuations\u00a0made by external actuaries. These valuations\u00a0rely on assumptions about a number of variables, \u00a0\n\t\t\t\t\tincluding discount and mortality rates and salary increases. The measurement of the net obligation\u00a0is particularly sensitive\u00a0to changes in the discount rate. \u00a0\n\t\t\t\t\tThe discount rate is determined by reference to yields on high-quality corporate bonds with terms matching the terms of the pension obligations. If the dis\u00a0c ount \u00a0\n\t\t\t\t\trate was lowered half a percentage point, the gross pension obligation\u00a0would increase DKK\u00a00.8 billion (2021: DKK 1.6 billion). The amount would be \u00a0\n\t\t\t\t\trecognised under Other comprehensive income. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfEmployeeBenefitsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4056": {
   "value": "Staff costs \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tSalaries \u00a0\n\t\t\t\t\t12,170 \u00a0\n\t\t\t\t\t12,503 \u00a0\n\t\t\t\t\tShare-based payments \u00a0\n\t\t\t\t\t57 \u00a0\n\t\t\t\t\t146 \u00a0\n\t\t\t\t\tPension, defined contribution\u00a0plans \u00a0\n\t\t\t\t\t1,361 \u00a0\n\t\t\t\t\t1,345 \u00a0\n\t\t\t\t\tPension, defined benefit plans \u00a0\n\t\t\t\t\t190 \u00a0\n\t\t\t\t\t184 \u00a0\n\t\t\t\t\tSeverance payments \u00a0\n\t\t\t\t\t334 \u00a0\n\t\t\t\t\t-37 \u00a0\n\t\t\t\t\tFinancial services employer tax and social security costs \u00a0\n\t\t\t\t\t1,908 \u00a0\n\t\t\t\t\t1,972 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t16,019 \u00a0\n\t\t\t\t\t16,113 \u00a0\n\t\t\t\t\tTotal salary costs amounted to\u00a0DKK 14.1 billion (2021: DKK 14.1 billion), with variable remuneration\u00a0accounting for\u00a05.0% of this amount (2021: 7.7%). \u00a0\n\t\t\t\t\tNote G36 provides more information on share-based payments. \u00a0G36. Remuneration of\u00a0management and material risk takers continued \u00a0\n\t\t\t\t\tConditional shares \u00a0\n\t\t\t\t\tNumber \u00a0\n\t\t\t\t\tFair value (FV) \u00a0\n\t\t\t\t\tFair value \u00a0\n\t\t\t\t\tExecutive \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tEmployee payment \u00a0\n\t\t\t\t\tAt issue \u00a0\n\t\t\t\t\tEnd of year \u00a0\n\t\t\t\t\tLeadership Team \u00a0\n\t\t\t\t\tstaff \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tprice (DKK) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\tGranted in\u00a02016 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t4,094 \u00a0\n\t\t\t\t\t4,094 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-98 \u00a0\n\t\t\t\t\t-98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-3,757 \u00a0\n\t\t\t\t\t-3,757 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t239 \u00a0\n\t\t\t\t\t239 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.0 \u00a0\n\t\t\t\t\t0.0 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t239 \u00a0\n\t\t\t\t\t239 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.0 \u00a0\n\t\t\t\t\tGranted in\u00a02017 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t3,291 \u00a0\n\t\t\t\t\t28,698 \u00a0\n\t\t\t\t\t31,989 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7.6 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-3,291 \u00a0\n\t\t\t\t\t-16,584 \u00a0\n\t\t\t\t\t-19,875 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-8,366 \u00a0\n\t\t\t\t\t-8,366 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,630 \u00a0\n\t\t\t\t\t1,630 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,378 \u00a0\n\t\t\t\t\t5,378 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,378 \u00a0\n\t\t\t\t\t5,378 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\tGranted in\u00a02018 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t21,213 \u00a0\n\t\t\t\t\t454,653 \u00a0\n\t\t\t\t\t475,866 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t111.5 \u00a0\n\t\t\t\t\t65.3 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-2,409 \u00a0\n\t\t\t\t\t-397,696 \u00a0\n\t\t\t\t\t-400,105 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-343 \u00a0\n\t\t\t\t\t-343 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-11,733 \u00a0\n\t\t\t\t\t-24,820 \u00a0\n\t\t\t\t\t-36,553 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t7,071 \u00a0\n\t\t\t\t\t31,794 \u00a0\n\t\t\t\t\t38,865 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9.1 \u00a0\n\t\t\t\t\t5.3 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-3,517 \u00a0\n\t\t\t\t\t-3,517 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-6,009 \u00a0\n\t\t\t\t\t-14,253 \u00a0\n\t\t\t\t\t-20,262 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t1,062 \u00a0\n\t\t\t\t\t14,024 \u00a0\n\t\t\t\t\t15,086 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\tGranted in\u00a02019 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t56,493 \u00a0\n\t\t\t\t\t456,053 \u00a0\n\t\t\t\t\t512,546 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t63.7 \u00a0\n\t\t\t\t\t70.4 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1,122 \u00a0\n\t\t\t\t\t-1,122 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-11,420 \u00a0\n\t\t\t\t\t-11,420 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-15,619 \u00a0\n\t\t\t\t\t20,656 \u00a0\n\t\t\t\t\t5,037 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t40,874 \u00a0\n\t\t\t\t\t464,167 \u00a0\n\t\t\t\t\t505,041 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t62.7 \u00a0\n\t\t\t\t\t69.3 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-837 \u00a0\n\t\t\t\t\t-357,950 \u00a0\n\t\t\t\t\t-358,787 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-13,588 \u00a0\n\t\t\t\t\t-13,588 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-40,037 \u00a0\n\t\t\t\t\t-61,507 \u00a0\n\t\t\t\t\t-101,544 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31,122 \u00a0\n\t\t\t\t\t31,122 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\tGranted in\u00a02020 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t158,140 \u00a0\n\t\t\t\t\t671,134 \u00a0\n\t\t\t\t\t829,274 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t80.1 \u00a0\n\t\t\t\t\t113.9 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-844 \u00a0\n\t\t\t\t\t-844 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-24,420 \u00a0\n\t\t\t\t\t-24,420 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-39,288 \u00a0\n\t\t\t\t\t46,719 \u00a0\n\t\t\t\t\t7,431 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t118,852 \u00a0\n\t\t\t\t\t692,589 \u00a0\n\t\t\t\t\t811,441 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t78.4 \u00a0\n\t\t\t\t\t111.4 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-844 \u00a0\n\t\t\t\t\t-844 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-13,579 \u00a0\n\t\t\t\t\t-13,579 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-38,632 \u00a0\n\t\t\t\t\t38,632 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t80,220 \u00a0\n\t\t\t\t\t716,798 \u00a0\n\t\t\t\t\t797,018 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t77.0 \u00a0\n\t\t\t\t\t109.4 \u00a0G36. Remuneration of\u00a0management and material risk takers continued \u00a0\n\t\t\t\t\tConditional shares \u00a0\n\t\t\t\t\tNumber \u00a0\n\t\t\t\t\tFair value (FV) \u00a0\n\t\t\t\t\tFair value \u00a0\n\t\t\t\t\tExecutive \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tEmployee payment \u00a0\n\t\t\t\t\tAt issue \u00a0\n\t\t\t\t\tEnd of year \u00a0\n\t\t\t\t\tLeadership Team \u00a0\n\t\t\t\t\tstaff \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tprice (DKK) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\tGranted in 2021 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t208,049 \u00a0\n\t\t\t\t\t1,047,538 \u00a0\n\t\t\t\t\t1,255,587 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t148.4 \u00a0\n\t\t\t\t\t172.4 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-1,385 \u00a0\n\t\t\t\t\t-357,270 \u00a0\n\t\t\t\t\t-358,655 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-26,203 \u00a0\n\t\t\t\t\t-26,203 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-45,042 \u00a0\n\t\t\t\t\t49,451 \u00a0\n\t\t\t\t\t4,409 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t161,622 \u00a0\n\t\t\t\t\t713,516 \u00a0\n\t\t\t\t\t875,138 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t103.2 \u00a0\n\t\t\t\t\t120.2 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-36,838 \u00a0\n\t\t\t\t\t-36,838 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-48,001 \u00a0\n\t\t\t\t\t42,061 \u00a0\n\t\t\t\t\t-5,940 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t113,621 \u00a0\n\t\t\t\t\t718,739 \u00a0\n\t\t\t\t\t832,360 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t98.7 \u00a0\n\t\t\t\t\t114.3 \u00a0\n\t\t\t\t\tGranted in\u00a02022 \u00a0\n\t\t\t\t\tGranted in 2022 \u00a0\n\t\t\t\t\t201,501 \u00a0\n\t\t\t\t\t1,491,389 \u00a0\n\t\t\t\t\t1,692,890 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t194.3 \u00a0\n\t\t\t\t\t232.4 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-443,007 \u00a0\n\t\t\t\t\t-443,007 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-23,465 \u00a0\n\t\t\t\t\t-23,465 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-28,873 \u00a0\n\t\t\t\t\t28,873 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t172,628 \u00a0\n\t\t\t\t\t1,053,790 \u00a0\n\t\t\t\t\t1,226,418 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t140.7 \u00a0\n\t\t\t\t\t168.4 \u00a0\n\t\t\t\t\tOther staff includes material risk takers and other employees eligible for share-based payment. \u00a0\n\t\t\t\t\tAt the end of 2022, the Executive\u00a0Leadership Team held a\u00a0total of\u00a0367,531 conditional\u00a0shares with\u00a0fair value\u00a0of DKK 50.5 million (2021: 328,419 \u00a0\n\t\t\t\t\tconditional shares\u00a0with fair\u00a0value of\u00a0DKK 37.1\u00a0million). See Remuneration Report 2022 for\u00a0further details of\u00a0the Executive Leadership Team\u2019s holdings. \u00a0\n\t\t\t\t\tIn 2022, the average price at the vesting date for rights to conditional shares was DKK 113.3 (2021: DKK 109.6). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfSharebasedPaymentArrangementsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4060": {
   "value": "G10. Audit fees \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tAudit firms appointed by the general meeting \u00a0\n\t\t\t\t\tFees for statutory audit of the consolidated and parent company financial statements \u00a0\n\t\t\t\t\t32 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\tFees for other assurance engagements \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t8\n\t\t\t\t\tFees for tax advisory services \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\tFees for other services \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t43 \u00a0\n\t\t\t\t\t35 \u00a0\n\t\t\t\t\tFees for non-audit services provided\u00a0by Deloitte\u00a0Statsautoriseret Revisionspartnerselskab (Denmark) to the Group amounted to DKK 4 million (2021: DKK \u00a0\n\t\t\t\t\t6 million) and covered various assurance reports, assurance on CSR reporting, review procedures with respect to recognition of profit in core capital, and \u00a0\n\t\t\t\t\tadvisory engagements such as target operating models. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfAuditorsRemunerationExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4061": {
   "value": "G11. Loan impairment charges \u00a0\n\t\t\t\t\tLoan impairment charges include impairment charges for\u00a0expected credit losses against loans, lease receivables,\u00a0bonds at\u00a0amortised cost\u00a0and fair value \u00a0\n\t\t\t\t\tthrough other comprehensive\u00a0income, certain\u00a0loan commitments\u00a0and financial\u00a0guarantee contracts as\u00a0well as\u00a0fair value adjustments\u00a0of the credit risk on \u00a0\n\t\t\t\t\tloans measured at fair value. \u00a0\n\t\t\t\t\tThe item also includes expected losses and realised gains and losses on assets (such as tangible\u00a0assets and group undertakings)\u00a0taken over by\u00a0the Group \u00a0\n\t\t\t\t\tunder non-performing loan\u00a0agreements. Further, the item includes external costs directly attributable\u00a0to the collection of amounts due under non- \u00a0\n\t\t\t\t\tperforming loans, such as legal costs. \u00a0Accounting policy \u00a0\n\t\t\t\t\tThe accounting policy for\u00a0when a loan impairment\u00a0charge is recognised and how the charge is determined\u00a0is described under the relevant balance sheet \u00a0\n\t\t\t\t\tline items. Notes G15, G16 and G24 provide more information. \u00a0\n\t\t\t\t\tLoan impairment\u00a0charges \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tECL impairment on Due from credit institutions and central banks \u00a0\n\t\t\t\t\t25 \u00a0\n\t\t\t\t\t29 \u00a0\n\t\t\t\t\tECL impairment on Loans at amortised cost \u00a0\n\t\t\t\t\t979 \u00a0\n\t\t\t\t\t353 \u00a0\n\t\t\t\t\tECL impairment on Loan commitments and guarantees etc. \u00a0\n\t\t\t\t\t483 \u00a0\n\t\t\t\t\t-493 \u00a0\n\t\t\t\t\tECL impairment,\u00a0total \u00a0\n\t\t\t\t\t1,487 \u00a0\n\t\t\t\t\t-111 \u00a0\n\t\t\t\t\tFair value credit risk adjustment on Loans at fair value \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t252 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,502 \u00a0\n\t\t\t\t\t141 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t3,117 \u00a0\n\t\t\t\t\t3,768 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-6,448 \u00a0\n\t\t\t\t\t-6,701 \u00a0\n\t\t\t\t\tImpact of net remeasurement of ECL (incl. changes in models) \u00a0\n\t\t\t\t\t3,271 \u00a0\n\t\t\t\t\t1,287 \u00a0\n\t\t\t\t\tWrite-offs charged directly to income statement* \u00a0\n\t\t\t\t\t2,050 \u00a0\n\t\t\t\t\t2,407 \u00a0\n\t\t\t\t\tReceived on claims previously written off \u00a0\n\t\t\t\t\t-233 \u00a0\n\t\t\t\t\t-373 \u00a0\n\t\t\t\t\tInterest income, effective interest method \u00a0\n\t\t\t\t\t-255 \u00a0\n\t\t\t\t\t-248 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,502 \u00a0\n\t\t\t\t\t141 \u00a0\n\t\t\t\t\t* Write-offs charged directly to income statement in 2022 includes DKK 0.7 billion of loans derecognised in relation to the Group\u2019s debt collection customers. \u00a0\n\t\t\t\t\tFurther information\u00a0on changes\u00a0in the allowance account can\u00a0be found in note G15. \u00a0G15. Loans at\u00a0amortised cost continued \u00a0\n\t\t\t\t\tIncorporation of\u00a0forward-looking information \u00a0\n\t\t\t\t\tThe forward-looking elements of\u00a0the calculation reflect the current unbiased expectations of the bank\u2019s senior management. The process consists of the \u00a0\n\t\t\t\t\tcreation of macroeconomic\u00a0scenarios (base case, upside and downside), including\u00a0an assessment of the probability\u00a0of each scenario, by the Group\u2019s \u00a0\n\t\t\t\t\tindependent macroeconomic research unit in\u00a0Markets, the\u00a0review and\u00a0sign-off of the scenarios (through the organisation)\u00a0and a process for adjustin\u00a0g \u00a0\n\t\t\t\t\tscenarios given new information during the quarter. The purpose of using multiple scenarios is to model\u00a0the non-linear impact of assumptions about \u00a0\n\t\t\t\t\tmacroeconomic factors on\u00a0the expected credit losses. Management\u2019s\u00a0approval of\u00a0scenarios can\u00a0include adjustments\u00a0to the scenarios, probability \u00a0\n\t\t\t\t\tweighting and\u00a0post-model adjustments\u00a0to cover the outlook\u00a0for particular high-risk portfolios\u00a0which are not provided\u00a0by the Group\u2019s\u00a0macroeconomists . \u00a0\n\t\t\t\t\tThe approved scenarios are\u00a0used to calculate the impairment\u00a0levels. Technically, the\u00a0forward-looking information is used directly in the PDs through an \u00a0\n\t\t\t\t\testimate of\u00a0general changes to the PDs and the LGDs in the expected credit loss calculation.\u00a0However, for\u00a0significant exposures in stage 3, an individua\u00a0l \u00a0\n\t\t\t\t\tassessment of the scenarios,\u00a0changes to expected\u00a0credit losses and the related probabilities\u00a0are performed by senior credit officers. \u00a0\n\t\t\t\t\tThe forward-looking\u00a0information is based on a three year forecast period converging to steady state in year seven. The base case\u00a0is based on the \u00a0\n\t\t\t\t\tmacroeconomic outlook as disclosed in the Group\u2019s Nordic Outlook reports. Further information on the macroeconomic scenarios used can be\u00a0found in \u00a0\n\t\t\t\t\tnote G41. \u00a0\n\t\t\t\t\tSustainability risk \u00a0\n\t\t\t\t\tCredit risk is deemed to be the risk type most materially\u00a0affected by sustainability\u00a0risk in the long term, of which climate\u00a0risk is currently\u00a0the most urgent \u00a0\n\t\t\t\t\tof all ESG-related\u00a0drivers capable of\u00a0affecting the Group\u2019s credit risk. \u00a0\n\t\t\t\t\tThe Group takes a risk-based approach in prioritising\u00a0risk management\u00a0efforts for credit portfolios that are likely to be most exposed to transition\u00a0and \u00a0\n\t\t\t\t\tphysical risks. For\u00a0that purpose, the Group\u2019s climate risk heat map is based on a\u00a0mix of\u00a0qualitative and\u00a0quantitative input\u00a0to define the credit exposures \u00a0\n\t\t\t\t\tmost exposed\u00a0to transition\u00a0and physical risks. The climate heat map gives an indication\u00a0of the size of\u00a0the exposure at\u00a0risk and\u00a0not the\u00a0expected stress \u00a0\n\t\t\t\t\teffects such as impairment charges. Such quantitative\u00a0measures are to be assessed through scenario analysis\u00a0and future stress testing. Climate \u00a0\n\t\t\t\t\tscenario analysis is already being performed -\u00a0following the recommendations\u00a0of the Taskforce\u00a0on Climate-related\u00a0Financial Disclosures\u00a0(TCFD) for key \u00a0\n\t\t\t\t\tsectors for both transition\u00a0risk and physical risk, such as for the oil and gas,\u00a0agriculture and property portfolios. The Group will continue to refine the \u00a0\n\t\t\t\t\tclimate risk heat map as more climate risk data becomes available\u00a0to support the identification\u00a0of both\u00a0transition and\u00a0physical risks for\u00a0the purpose of \u00a0\n\t\t\t\t\tdetermining financial materiality,\u00a0however, conclusions have not led to adjustments\u00a0to staging or expected credit losses, as the impacts either manifest \u00a0\n\t\t\t\t\tover a longer time\u00a0period than loan maturities,\u00a0or as transition\u00a0risks are concentrated on\u00a0sectors with downside risks recognised in\u00a0the bank\u2019s expected \u00a0\n\t\t\t\t\tcredit losses, for example\u00a0in the agriculture\u00a0and oil and gas portfolios. \u00a0\n\t\t\t\t\tWrite-off policy \u00a0\n\t\t\t\t\tLoans considered uncollectible\u00a0are written off. Write-offs are debited\u00a0to the allowance account. Loans are written off once the usual collection procedure \u00a0\n\t\t\t\t\thas been completed and the loss on the individual\u00a0loan can be calculated.\u00a0If the full loss is not expected to be realised until after a number of years, for \u00a0\n\t\t\t\t\texample in the event of administration\u00a0of complex estates, a partial write-off is recognised, reflecting the Group\u2019s claim less collateral,\u00a0estimated dividend \u00a0\n\t\t\t\t\tand other cash flows. \u00a0\n\t\t\t\t\tModification \u00a0\n\t\t\t\t\tWhen a loan is modified the Group assesses whether the modification\u00a0results in derecognition.\u00a0This depends on\u00a0whether the\u00a0changes to the contractua\u00a0l \u00a0\n\t\t\t\t\tcash flows or other\u00a0contractual terms are\u00a0significant or not, or\u00a0whether they are\u00a0as a result of the Interest Rate Benchmark Reform. \u00a0\n\t\t\t\t\tA change in the contractual\u00a0cash flows\u00a0that is\u00a0required by\u00a0the reform is accounted for by updating\u00a0the effective interest rate, without recognising a\u00a0gain \u00a0\n\t\t\t\t\tor loss. This can only be applied\u00a0if the change is necessary as a direct consequence of the reform, and the new basis for determining\u00a0the contractual cash \u00a0\n\t\t\t\t\tflows is economically\u00a0equivalent to the previous basis. \u00a0\n\t\t\t\t\tOtherwise, if the changes are not related to the reform and are significant, the modification\u00a0is accounted\u00a0for as derecognition\u00a0of the original\u00a0loan and \u00a0\n\t\t\t\t\trecognition of\u00a0a new loan. If the changes are not significant, the modification\u00a0is accounted for as a\u00a0modification of\u00a0the original loan. The assessment is \u00a0\n\t\t\t\t\tbased on the following\u00a0considerations: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe Group differentiates between changes in the cash\u00a0flows or other terms within the original contract and modifications\u00a0of the contract, i.e. a new \u00a0\n\t\t\t\t\tcontract. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tIn general, a significant modification\u00a0is defined as a full credit process, a pricing decision\u00a0and the signing of a new contract \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAn assessment of whether the modification\u00a0is caused as a forbearance measure or made on commercial terms. \u00a0\n\t\t\t\t\tIf the financial\u00a0asset is not derecognised, the original effective interest rate remains unchanged, and the net present value of the changed contractua\u00a0l \u00a0\n\t\t\t\t\tcash flows\u00a0represents the gross carrying amount of the financial asset after the modification.\u00a0The difference between the net present value of the original \u00a0\n\t\t\t\t\tcontractual cash flows and the modified contractual cash flows is recognised in the income statement as a modification gain or loss. \u00a0\n\t\t\t\t\tIf the original financial asset is derecognised, a derecognition\u00a0gain or loss is recognised in the income statement.\u00a0The derecognition gain\u00a0or loss \u00a0\n\t\t\t\t\trepresents the difference between the carrying amount of the original financial asset (updated to reflect current expected credit losses) and the initia\u00a0l \u00a0\n\t\t\t\t\tcarrying amount of\u00a0the new financial asset plus/minus\u00a0any cash payments\u00a0between the parties in\u00a0relation to the modification. \u00a0Expected credit losses (allowance account) in core\u00a0activities \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as\u00a0a function of the probability\u00a0of default (PD), the exposure\u00a0at default\u00a0(EAD) and\u00a0the loss \u00a0\n\t\t\t\t\tgiven default (LGD). In general, the Group\u2019s IFRS 9 impairment models and parameters draw on the bank\u2019s internal models in order to ensure alignment \u00a0\n\t\t\t\t\tof models across the Group. New models and calculations\u00a0have been\u00a0developed especially for\u00a0IFRS 9\u00a0purposes, including\u00a0models for lifetime PD, \u00a0\n\t\t\t\t\tprepayment and forward-looking\u00a0LGD. All expected credit loss impairments\u00a0are allocated to individual\u00a0exposures. For significant stage 3 exposures, the \u00a0\n\t\t\t\t\tGroup determines the expected credit losses individually. \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tECL allowance account as at 1 January 2021 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\t7,438 \u00a0\n\t\t\t\t\t12,853 \u00a0\n\t\t\t\t\t22,554 \u00a0\n\t\t\t\t\tTransferred to stage 1 during the period \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t-1,604 \u00a0\n\t\t\t\t\t-239 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 during the period \u00a0\n\t\t\t\t\t-180 \u00a0\n\t\t\t\t\t649 \u00a0\n\t\t\t\t\t-469 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 during the period \u00a0\n\t\t\t\t\t-120 \u00a0\n\t\t\t\t\t-864 \u00a0\n\t\t\t\t\t984 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t646 \u00a0\n\t\t\t\t\t1,282 \u00a0\n\t\t\t\t\t1,839 \u00a0\n\t\t\t\t\t3,767 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-629 \u00a0\n\t\t\t\t\t-1,483 \u00a0\n\t\t\t\t\t-4,377 \u00a0\n\t\t\t\t\t-6,489 \u00a0\n\t\t\t\t\tImpact of net remeasurement of ECL (incl. changes in models) \u00a0\n\t\t\t\t\t-923 \u00a0\n\t\t\t\t\t1,172 \u00a0\n\t\t\t\t\t1,011 \u00a0\n\t\t\t\t\t1,259 \u00a0\n\t\t\t\t\tWrite-offs debited to the allowance account \u00a0\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t54 \u00a0\n\t\t\t\t\t268 \u00a0\n\t\t\t\t\t343 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-182 \u00a0\n\t\t\t\t\t160 \u00a0\n\t\t\t\t\t527 \u00a0\n\t\t\t\t\t505 \u00a0\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02021 \u00a0\n\t\t\t\t\t2,733 \u00a0\n\t\t\t\t\t6,804 \u00a0\n\t\t\t\t\t12,397 \u00a0\n\t\t\t\t\t21,935 \u00a0\n\t\t\t\t\tTransferred to stage 1 during the period \u00a0\n\t\t\t\t\t1,144 \u00a0\n\t\t\t\t\t-1,062 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 during the period \u00a0\n\t\t\t\t\t-405 \u00a0\n\t\t\t\t\t834 \u00a0\n\t\t\t\t\t-428 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 during the period \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t-617 \u00a0\n\t\t\t\t\t642 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t630 \u00a0\n\t\t\t\t\t1,643 \u00a0\n\t\t\t\t\t844 \u00a0\n\t\t\t\t\t3,116 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-870 \u00a0\n\t\t\t\t\t-1,487 \u00a0\n\t\t\t\t\t-3,971 \u00a0\n\t\t\t\t\t-6,329 \u00a0\n\t\t\t\t\tImpact of net remeasurement of ECL (incl. changes in models) \u00a0\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t2,101 \u00a0\n\t\t\t\t\t1,032 \u00a0\n\t\t\t\t\t3,253 \u00a0\n\t\t\t\t\tWrite-offs debited to the allowance account \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-2,195 \u00a0\n\t\t\t\t\t-2,198 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t-51 \u00a0\n\t\t\t\t\t-107 \u00a0\n\t\t\t\t\t-15 \u00a0\n\t\t\t\t\t-173 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02022 \u00a0\n\t\t\t\t\t3,273 \u00a0\n\t\t\t\t\t8,082 \u00a0\n\t\t\t\t\t8,251 \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\tThe stage 3 allowance account includes DKK 2.5 billion (2021: DKK 4.7 billion) relating to originated credit impaired financial assets. Originated\u00a0credit \u00a0\n\t\t\t\t\timpaired financial assets are granted as\u00a0part of\u00a0restructuring non-performing loan\u00a0exposures, and are otherwise outside the Group\u2019s credit policy. The \u00a0\n\t\t\t\t\tGroup has not acquired any credit impaired financial assets. \u00a0\n\t\t\t\t\tExpected credit\u00a0losses (allowance account) in\u00a0core activities\u00a0broken down by segment \u00a0\n\t\t\t\t\tLarge \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tCorporates & \u00a0\n\t\t\t\t\tNorthern \u00a0\n\t\t\t\t\tGroup \u00a0\n\t\t\t\t\tAllowance \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tCustomers* Customers* \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\tFunctions \u00a0\n\t\t\t\t\taccount Total \u00a0\n\t\t\t\t\tECL allowance account as at 1 January 2021 \u00a0\n\t\t\t\t\t5,814 \u00a0\n\t\t\t\t\t9,959 \u00a0\n\t\t\t\t\t5,777 \u00a0\n\t\t\t\t\t990 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t22,554 \u00a0\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t524 \u00a0\n\t\t\t\t\t1,768 \u00a0\n\t\t\t\t\t1,215 \u00a0\n\t\t\t\t\t259 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t3,767 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-864 \u00a0\n\t\t\t\t\t-2,023 \u00a0\n\t\t\t\t\t-3,333 \u00a0\n\t\t\t\t\t-266 \u00a0\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t-6,489 \u00a0\n\t\t\t\t\tImpact on remeasurement of ECL (incl. change in models) \u00a0\n\t\t\t\t\t304 \u00a0\n\t\t\t\t\t934 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-135 \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t1,259 \u00a0\n\t\t\t\t\tWrite-offs debited to allowance account \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\tForeign currency translation \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t257 \u00a0\n\t\t\t\t\t71 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t343 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-136 \u00a0\n\t\t\t\t\t-454 \u00a0\n\t\t\t\t\t1,159 \u00a0\n\t\t\t\t\t-63 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t505 \u00a0\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02021 \u00a0\n\t\t\t\t\t5,654 \u00a0\n\t\t\t\t\t10,186 \u00a0\n\t\t\t\t\t5,227 \u00a0\n\t\t\t\t\t850 \u00a0\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t21,935 \u00a0\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t606 \u00a0\n\t\t\t\t\t2,107 \u00a0\n\t\t\t\t\t330 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,116 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-713 \u00a0\n\t\t\t\t\t-2,100 \u00a0\n\t\t\t\t\t-3,383 \u00a0\n\t\t\t\t\t-128 \u00a0\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t-6,329 \u00a0\n\t\t\t\t\tImpact on remeasurement of ECL (incl. change in models) \u00a0\n\t\t\t\t\t837 \u00a0\n\t\t\t\t\t663 \u00a0\n\t\t\t\t\t1,494 \u00a0\n\t\t\t\t\t244 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t3,253 \u00a0\n\t\t\t\t\tWrite-offs debited to allowance account \u00a0\n\t\t\t\t\t-946 \u00a0\n\t\t\t\t\t-438 \u00a0\n\t\t\t\t\t-684 \u00a0\n\t\t\t\t\t-129 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2,198 \u00a0\n\t\t\t\t\tForeign currency translation \u00a0\n\t\t\t\t\t-32 \u00a0\n\t\t\t\t\t-166 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-41 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-173 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02022 \u00a0\n\t\t\t\t\t5,427 \u00a0\n\t\t\t\t\t10,235 \u00a0\n\t\t\t\t\t3,050 \u00a0\n\t\t\t\t\t863 \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\t* Comparative information has been restated, as described in note G3(a). \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tGross credit exposure in core\u00a0activities \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tGross carrying amount at 1 January 2021 \u00a0\n\t\t\t\t\t2,560,227 \u00a0\n\t\t\t\t\t141,445 \u00a0\n\t\t\t\t\t48,786 2,750,458 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t37,850 \u00a0\n\t\t\t\t\t-35,380 \u00a0\n\t\t\t\t\t-2,470 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-45,587 \u00a0\n\t\t\t\t\t51,357 \u00a0\n\t\t\t\t\t-5,770 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-9,335 \u00a0\n\t\t\t\t\t-6,871 \u00a0\n\t\t\t\t\t16,207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNew assets \u00a0\n\t\t\t\t\t761,770 \u00a0\n\t\t\t\t\t30,523 \u00a0\n\t\t\t\t\t9,291 \u00a0\n\t\t\t\t\t801,585 \u00a0\n\t\t\t\t\tAssets derecognised \u00a0\n\t\t\t\t\t-653,242 \u00a0\n\t\t\t\t\t-43,844 \u00a0\n\t\t\t\t\t-16,605 -713,691 \u00a0\n\t\t\t\t\tChanges due to modifications that did not result in derecognition \u00a0\n\t\t\t\t\t-9 \u00a0\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t-59 -73 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-90,729 \u00a0\n\t\t\t\t\t-6,638 \u00a0\n\t\t\t\t\t-3,367 -100,734 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02021 \u00a0\n\t\t\t\t\t2,560,945 \u00a0\n\t\t\t\t\t130,588 \u00a0\n\t\t\t\t\t46,012 2,737,545 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t24,028 \u00a0\n\t\t\t\t\t-21,990 \u00a0\n\t\t\t\t\t-2,038 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-67,270 \u00a0\n\t\t\t\t\t72,996 \u00a0\n\t\t\t\t\t-5,726 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-1,991 \u00a0\n\t\t\t\t\t-3,614 \u00a0\n\t\t\t\t\t5,605 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNew assets \u00a0\n\t\t\t\t\t874,798 \u00a0\n\t\t\t\t\t48,923 \u00a0\n\t\t\t\t\t7,588 \u00a0\n\t\t\t\t\t931,309 \u00a0\n\t\t\t\t\tAssets derecognised \u00a0\n\t\t\t\t\t-938,904 \u00a0\n\t\t\t\t\t-41,249 \u00a0\n\t\t\t\t\t-15,928 -996,081 \u00a0\n\t\t\t\t\tChanges due to modifications that did not result in derecognition \u00a0\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-14 -17 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-127,364 \u00a0\n\t\t\t\t\t-9,620 \u00a0\n\t\t\t\t\t-3,366 -140,350 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02022 \u00a0\n\t\t\t\t\t2,324,240 \u00a0\n\t\t\t\t\t176,034 \u00a0\n\t\t\t\t\t32,132 2,532,406 \u00a0\n\t\t\t\t\tThe Group continued the use of modification of the contractual terms in the form of concessions to assist customers affected by the corona crisis. Part \u00a0\n\t\t\t\t\tof the concessions were short-term reliefs in the form of amortisation\u00a0holidays. Such\u00a0modifications led\u00a0only to insignificant modification\u00a0losses (changes \u00a0\n\t\t\t\t\tin the net present value of the contractual cash flows). In the table above, \u2018Changes due to modifications\u00a0that did not result in derecognition\u2019\u00a0includes \u00a0\n\t\t\t\t\tpartial forgiveness\u00a0of debt assessed to be uncollectible.\u00a0The modification loss\u00a0is recognised within the income statement as part\u00a0of Loan impairment \u00a0\n\t\t\t\t\tcharges. The contractual amount of\u00a0loans written off in 2022 and for which the Group retains the right to enforce its claims amounted\u00a0to DKK 3,300 \u00a0\n\t\t\t\t\tmillion (2021: DKK 1,669 million). \u00a0\n\t\t\t\t\tAllowance account\u00a0in core activities\u00a0broken down by balance\u00a0sheet item \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t47 \u00a0\n\t\t\t\t\t28 \u00a0\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t13,682 \u00a0\n\t\t\t\t\t16,328 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,607 \u00a0\n\t\t\t\t\tTotal ECL\u00a0Impairment \u00a0\n\t\t\t\t\t16,356 \u00a0\n\t\t\t\t\t18,964 \u00a0\n\t\t\t\t\tFair value credit risk adjustment on loans at fair value \u00a0\n\t\t\t\t\t3,250 \u00a0\n\t\t\t\t\t2,971 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\t21,935 \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tForward-looking information \u00a0\n\t\t\t\t\tThe incorporation\u00a0of forward-looking\u00a0information reflects the expectations\u00a0of the Group\u2019s\u00a0senior management and involves both macroeconomic \u00a0\n\t\t\t\t\tscenarios (base\u00a0case, upside and downside scenarios), including\u00a0an assessment of the probability\u00a0for each scenario,\u00a0and post-model adjustments.\u00a0The \u00a0\n\t\t\t\t\tpurpose of using multiple\u00a0scenarios is\u00a0to model the non-linear impact of assumptions about macroeconomic factors on\u00a0the expected credit losses. Post- \u00a0\n\t\t\t\t\tmodel adjustments\u00a0are used to capture specific risks which are not fully covered by the macroeconomic scenarios, as well as the process related risk, \u00a0\n\t\t\t\t\twhich could lead to an underestimation\u00a0of the expected\u00a0credit losses. \u00a0\n\t\t\t\t\tGiven the long-term nature of\u00a0climate scenario analysis, it is not included in the three-year macroeconomic scenarios used to calculate expected credit \u00a0\n\t\t\t\t\tloss. See Sustainability\u00a0risk section of this note for further information. \u00a0\n\t\t\t\t\tMacro e co no mic\u00a0scenario s \u00a0\n\t\t\t\t\tThe forward-looking information\u00a0is based on a three-year forecast period converging\u00a0to steady state\u00a0in year seven. That is, after the forecast period, the \u00a0\n\t\t\t\t\tmacroeconomic scenarios revert slowly towards a\u00a0steady state. \u00a0\n\t\t\t\t\tThe applied scenarios that drive the expected credit loss calculation\u00a0in 2022 have been updated with the latest macroeconomic data. Compared to the \u00a0\n\t\t\t\t\tend of 2021, all three scenarios have been revised to reflect expectations\u00a0of higher inflation and interest rate hikes fuelled by the war in Ukraine.\u00a0The \u00a0\n\t\t\t\t\tscenario weighting remained unchanged from\u00a0the end of 2021. \u00a0\n\t\t\t\t\tThe base case is an extension\u00a0of the\u00a0Group\u2019s official\u00a0view of the Nordic economies (the Nordic Outlook report). At 31 December\u00a02022, the base case \u00a0\n\t\t\t\t\tscenario reflects an expectation of high inflation and interest rates fuelled by the war in Ukraine.\u00a0This results in a weaker GDP\u00a0growth due to soaring \u00a0\n\t\t\t\t\tenergy costs, skills\u00a0shortages and wage pressures that affect consumers and businesses in the Nordic economies. House price have been revised \u00a0\n\t\t\t\t\tdownwards to larger decrease, which is a consequence\u00a0of the increasing\u00a0interest rates. \u00a0\n\t\t\t\t\tThe upside scenario represents a\u00a0slightly better\u00a0outlook than the\u00a0base case scenario\u00a0across the macroeconomic\u00a0parameters. In this scenario, the \u00a0\n\t\t\t\t\tglobal inflation declines which allows the central banks to ease\u00a0the tightening\u00a0pace, which lowers bond yields\u00a0and boosts\u00a0equity markets. Consumer \u00a0\n\t\t\t\t\tsentiment increases and consumers run down a large proportion of the savings accumulated during the crisis. \u00a0\n\t\t\t\t\tThe Group\u2019s downside scenario is a stagflation scenario, calibrated to a level of severity resembling the recession in 2008-2009, however with high \u00a0\n\t\t\t\t\tinterest rates and\u00a0high inflation.\u00a0A trigger of the economic setback could be continued macroeconomic\u00a0worsening and challenges linked to high business \u00a0\n\t\t\t\t\tcosts while inflation remain elevated. This adversely impacts the labour market, results in higher and more\u00a0persistent unemployment.\u00a0This would lead\u00a0to \u00a0\n\t\t\t\t\ta severe slowdown\u00a0in the economies\u00a0in which the Group is represented. \u00a0\n\t\t\t\t\tForecasts are produced for the coming three years. After this\u00a0period, the outlook returns to a steady-state\u00a0level after\u00a0a further four years. The main \u00a0\n\t\t\t\t\tmacroeconomic parameters in\u00a0the base case, upside and downside scenario entering into the ECL calculation for the forecast horizon across the Group\u2019s \u00a0\n\t\t\t\t\tNordic markets are\u00a0included below. \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-3.7 \u00a0\n\t\t\t\t\t-2.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t6.0 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t7.4 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-5.9 \u00a0\n\t\t\t\t\t-4.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-19.7 \u00a0\n\t\t\t\t\t-12.7 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-2.9 \u00a0\n\t\t\t\t\t-2.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-1.2 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t-3.8 \u00a0\n\t\t\t\t\t-3.6 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t8.9 \u00a0\n\t\t\t\t\t9.9 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t7.8 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-23.6 \u00a0\n\t\t\t\t\t-14.6 \u00a0\n\t\t\t\t\t-10.0 \u00a0\n\t\t\t\t\t-5.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-2.9 \u00a0\n\t\t\t\t\t-1.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t6.1 \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-2.1 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t-20.5 \u00a0\n\t\t\t\t\t-14.5 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-2.7 \u00a0\n\t\t\t\t\t-2.2 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t7.4 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t9.4 \u00a0\n\t\t\t\t\t10.4 \u00a0\n\t\t\t\t\t10.4 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-14.2 \u00a0\n\t\t\t\t\t-9.2 \u00a0\n\t\t\t\t\t-5.0 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\tThe upside scenario represents a\u00a0slightly better\u00a0outlook than the\u00a0base case scenario\u00a0across the macroeconomic\u00a0parameters. \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tAt 31 December\u00a02021, the following base case and downside scenarios were used: \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-1.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.7 \u00a0\n\t\t\t\t\t8.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-1.5 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t12.3 \u00a0\n\t\t\t\t\t12.8 \u00a0\n\t\t\t\t\t13.0 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-1.1 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\t8.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t-1.6 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.1 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t11.0 \u00a0\n\t\t\t\t\t11.4 \u00a0\n\t\t\t\t\t11.6 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-9.0 \u00a0\n\t\t\t\t\t-2.0 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tFrom 2022, the Group presents the scenarios by country rather than as an average. To ensure comparability,\u00a0the 2021 scenarios are also split by \u00a0\n\t\t\t\t\tcountry. \u00a0\n\t\t\t\t\tAt 31 December\u00a02022, the upside scenario represented a slightly better outlook than the base case scenario across the macroeconomic parameters. \u00a0\n\t\t\t\t\tThe base case scenario enters with a probability\u00a0of 70% (2021: 70%), the upside scenario with a probability of 10% (2021: 10%) and the downside \u00a0\n\t\t\t\t\tscenario with a probability\u00a0of 20% (2021: 20%). On the basis of these assessments,\u00a0the allowance\u00a0account as at 31 December 2022 amounted to DKK \u00a0\n\t\t\t\t\t19.6 billion (2021: DKK 21.9 billion).\u00a0If the base case scenario was assigned a probability\u00a0of 100%, the allowance\u00a0account would decrease DKK\u00a02.1 \u00a0\n\t\t\t\t\tbillion (2021:\u00a0DKK 1.7 billion). Compared to the base case scenario, the allowance account would increase DKK 10.9 billion (2021: DKK\u00a08.5 billion),\u00a0if \u00a0\n\t\t\t\t\tthe downside scenario was assigned a probability\u00a0of 100%.\u00a0The increase reflects primarily the transfer of\u00a0exposures from stage 1 to stage 2 and \u00a0\n\t\t\t\t\tincreased expected credit losses within stage 2. If instead the upside scenario was assigned a probability of 100%, the allowance account would decrease \u00a0\n\t\t\t\t\tby DKK 0.4 billion (2021: DKK 0.2\u00a0billion) compared to the base case\u00a0scenario. It should be noted that the expected credit losses in the individual \u00a0\n\t\t\t\t\tscenarios (i.e. without the weighting)\u00a0do not represent forecasts of expected credit losses (ECL). \u00a0\n\t\t\t\t\tThe applied scenarios in 2022 differ from those used at\u00a031 December 2021. In Q4\u00a02022 the downside scenario was changed to the severe recession \u00a0\n\t\t\t\t\twith high interest rates scenario (reflecting a stagflation scenario) applied in the Group\u2019s ICAAP processes and is similar in\u00a0nature to regulatory stress \u00a0\n\t\t\t\t\ttests. The severe recession scenario reflected negative growth,\u00a0increasing interest rates, and\u00a0falling property prices\u00a0for a longer period. The change of \u00a0\n\t\t\t\t\tthe downside scenario was\u00a0made to better\u00a0capture the increasing risk from high interest rates and high inflation. \u00a0\n\t\t\t\t\tThe scenario weightings were\u00a0unchanged from\u00a02021 and\u00a0kept stable throughout\u00a02022. \u00a0Expected credit losses (allowance account) in core activities continued \u00a0\n\t\t\t\t\tP o s t-m o del\u00a0adjustm en ts \u00a0\n\t\t\t\t\tManagement applies judgement when determining the need for\u00a0post-model adjustments.\u00a0At 31 December\u00a02022, the post-model adjustments amounte\u00a0d \u00a0\n\t\t\t\t\tto DKK 6.6 billion (2021: DKK 6.3\u00a0billion). The post-model adjustments\u00a0primarily relate to the following types of risks: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tspecific macroeconomic risks on\u00a0certain industries not fully captured by the expected credit loss model, for\u00a0instance the Agriculture\u00a0industry. For \u00a0\n\t\t\t\t\tsuch industries,\u00a0supplementary calculations are\u00a0made to ensure sufficient impairment\u00a0coverage. This also includes\u00a0post-model adjustments\u00a0relating \u00a0\n\t\t\t\t\tto secondary effects from the war in Ukraine\u00a0or the increasing macroeconomic\u00a0uncertainty. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tnon-linear downside risk, for\u00a0instance on the property market in Copenhagen and other high growth areas for which the macroeconomic forecasts \u00a0\n\t\t\t\t\tused in the models are based on the property market as a whole \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tportfolios where\u00a0the credit risk assessment process has identified\u00a0an underestimation\u00a0of the expected credit losses \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tupcoming model\u00a0changes that will impact the expected credit loss model. \u00a0\n\t\t\t\t\tFollowing the significant impact on the expected credit losses from post-model adjustments,\u00a0the table below provides\u00a0more information about the \u00a0\n\t\t\t\t\tadjustments. \u00a0\n\t\t\t\t\tPost-model adjustments\u00a0by type\u00a0and mostly\u00a0impacted industries \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021* \u00a0\n\t\t\t\t\tCoverage of individual\u00a0industries and\u00a0types \u00a0\n\t\t\t\t\tAgriculture \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tCommercial Property \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tConstruction and building materials \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tPersonal customers (including\u00a0other retail exposures) \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tOthers** \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\tCoverage of individual\u00a0industries and\u00a0types \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\tModel changes \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t6.3 \u00a0\n\t\t\t\t\t*DKK 2.2 billion of process related post-model adjustments as at 31 December 2021 have been redistributed between the individual industries. As such, 2021 post-model adjustments \u00a0\n\t\t\t\t\thave been restated. There is no change to the total value of post-model adjustments at 31 December 2021. \u00a0\n\t\t\t\t\t** No individual industry included in Others exceeds DKK 0.3 billion at 31 December 2022 (2021: DKK 0.1billion). \u00a0\n\t\t\t\t\tIn 2022, the total balance of post-model adjustments\u00a0has been increased by a net amount\u00a0of DKK 0.3 billion\u00a0compared to the end of 2021. This is despite \u00a0\n\t\t\t\t\ta release of the\u00a0DKK 0.9 billion post-model adjustment reserved to cover the model changes for the new Definition\u00a0of Default that was\u00a0implemented in \u00a0\n\t\t\t\t\tJanuary 2022. \u00a0\n\t\t\t\t\tThe current macroeconomic\u00a0uncertainties characterized by\u00a0the supply chain disruptions, labour shortages and rising inflation have been exacerbated by \u00a0\n\t\t\t\t\tthe war in Ukraine\u00a0giving rise to a new set of challenges\u00a0that affect economic and business activity.\u00a0In light of these developments,\u00a0the Group has \u00a0\n\t\t\t\t\tformulated a post-model\u00a0adjustment of\u00a0DKK 1.6\u00a0billion to\u00a0address the uncertainties\u00a0presented by the secondary effects from the economic sanctions \u00a0\n\t\t\t\t\taffecting specific industries\u00a0such as Construction\u00a0and building materials, as\u00a0well as industries\u00a0sensitive to\u00a0discretionary consumer spending, etc.\u00a0The \u00a0\n\t\t\t\t\tpost-model adjustment cuts across industries that are sensitive\u00a0to prices rising on e.g. energy, agriculture, and metals, which have been assessed for \u00a0\n\t\t\t\t\tidiosyncratic risks\u00a0to ensure a prudent coverage of expected credit loss in the Group\u2019s portfolios. Likewise, post-model adjustments associated with the \u00a0\n\t\t\t\t\tproperty segment and for personal customers\u00a0have been increased due to higher uncertainty\u00a0related to inflation and increasing interest rates. \u00a0\n\t\t\t\t\tOn the other hand, covid-related uncertainties\u00a0have been\u00a0reduced from the end of 2021, and the related post-model adjustments\u00a0were fully released by \u00a0\n\t\t\t\t\tSeptember 2022, as\u00a0the new virus\u00a0variants has not resulted in prolonged lockdowns. \u00a0\n\t\t\t\t\tAll in\u00a0all, these movements contribute\u00a0with an increase in post-model adjustments\u00a0of DKK\u00a01.2 billion\u00a0when excluding\u00a0model changes. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfAllowanceForCreditLossesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4075": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tThe accounting policy for\u00a0when a loan impairment\u00a0charge is recognised and how the charge is determined\u00a0is described under the relevant balance sheet \u00a0\n\t\t\t\t\tline items. Notes G15, G16 and G24 provide more information. \u00a0G15. Loans at\u00a0amortised cost continued \u00a0\n\t\t\t\t\tIncorporation of\u00a0forward-looking information \u00a0\n\t\t\t\t\tThe forward-looking elements of\u00a0the calculation reflect the current unbiased expectations of the bank\u2019s senior management. The process consists of the \u00a0\n\t\t\t\t\tcreation of macroeconomic\u00a0scenarios (base case, upside and downside), including\u00a0an assessment of the probability\u00a0of each scenario, by the Group\u2019s \u00a0\n\t\t\t\t\tindependent macroeconomic research unit in\u00a0Markets, the\u00a0review and\u00a0sign-off of the scenarios (through the organisation)\u00a0and a process for adjustin\u00a0g \u00a0\n\t\t\t\t\tscenarios given new information during the quarter. The purpose of using multiple scenarios is to model\u00a0the non-linear impact of assumptions about \u00a0\n\t\t\t\t\tmacroeconomic factors on\u00a0the expected credit losses. Management\u2019s\u00a0approval of\u00a0scenarios can\u00a0include adjustments\u00a0to the scenarios, probability \u00a0\n\t\t\t\t\tweighting and\u00a0post-model adjustments\u00a0to cover the outlook\u00a0for particular high-risk portfolios\u00a0which are not provided\u00a0by the Group\u2019s\u00a0macroeconomists . \u00a0\n\t\t\t\t\tThe approved scenarios are\u00a0used to calculate the impairment\u00a0levels. Technically, the\u00a0forward-looking information is used directly in the PDs through an \u00a0\n\t\t\t\t\testimate of\u00a0general changes to the PDs and the LGDs in the expected credit loss calculation.\u00a0However, for\u00a0significant exposures in stage 3, an individua\u00a0l \u00a0\n\t\t\t\t\tassessment of the scenarios,\u00a0changes to expected\u00a0credit losses and the related probabilities\u00a0are performed by senior credit officers. \u00a0\n\t\t\t\t\tThe forward-looking\u00a0information is based on a three year forecast period converging to steady state in year seven. The base case\u00a0is based on the \u00a0\n\t\t\t\t\tmacroeconomic outlook as disclosed in the Group\u2019s Nordic Outlook reports. Further information on the macroeconomic scenarios used can be\u00a0found in \u00a0\n\t\t\t\t\tnote G41. \u00a0\n\t\t\t\t\tSustainability risk \u00a0\n\t\t\t\t\tCredit risk is deemed to be the risk type most materially\u00a0affected by sustainability\u00a0risk in the long term, of which climate\u00a0risk is currently\u00a0the most urgent \u00a0\n\t\t\t\t\tof all ESG-related\u00a0drivers capable of\u00a0affecting the Group\u2019s credit risk. \u00a0\n\t\t\t\t\tThe Group takes a risk-based approach in prioritising\u00a0risk management\u00a0efforts for credit portfolios that are likely to be most exposed to transition\u00a0and \u00a0\n\t\t\t\t\tphysical risks. For\u00a0that purpose, the Group\u2019s climate risk heat map is based on a\u00a0mix of\u00a0qualitative and\u00a0quantitative input\u00a0to define the credit exposures \u00a0\n\t\t\t\t\tmost exposed\u00a0to transition\u00a0and physical risks. The climate heat map gives an indication\u00a0of the size of\u00a0the exposure at\u00a0risk and\u00a0not the\u00a0expected stress \u00a0\n\t\t\t\t\teffects such as impairment charges. Such quantitative\u00a0measures are to be assessed through scenario analysis\u00a0and future stress testing. Climate \u00a0\n\t\t\t\t\tscenario analysis is already being performed -\u00a0following the recommendations\u00a0of the Taskforce\u00a0on Climate-related\u00a0Financial Disclosures\u00a0(TCFD) for key \u00a0\n\t\t\t\t\tsectors for both transition\u00a0risk and physical risk, such as for the oil and gas,\u00a0agriculture and property portfolios. The Group will continue to refine the \u00a0\n\t\t\t\t\tclimate risk heat map as more climate risk data becomes available\u00a0to support the identification\u00a0of both\u00a0transition and\u00a0physical risks for\u00a0the purpose of \u00a0\n\t\t\t\t\tdetermining financial materiality,\u00a0however, conclusions have not led to adjustments\u00a0to staging or expected credit losses, as the impacts either manifest \u00a0\n\t\t\t\t\tover a longer time\u00a0period than loan maturities,\u00a0or as transition\u00a0risks are concentrated on\u00a0sectors with downside risks recognised in\u00a0the bank\u2019s expected \u00a0\n\t\t\t\t\tcredit losses, for example\u00a0in the agriculture\u00a0and oil and gas portfolios. \u00a0\n\t\t\t\t\tWrite-off policy \u00a0\n\t\t\t\t\tLoans considered uncollectible\u00a0are written off. Write-offs are debited\u00a0to the allowance account. Loans are written off once the usual collection procedure \u00a0\n\t\t\t\t\thas been completed and the loss on the individual\u00a0loan can be calculated.\u00a0If the full loss is not expected to be realised until after a number of years, for \u00a0\n\t\t\t\t\texample in the event of administration\u00a0of complex estates, a partial write-off is recognised, reflecting the Group\u2019s claim less collateral,\u00a0estimated dividend \u00a0\n\t\t\t\t\tand other cash flows. \u00a0\n\t\t\t\t\tModification \u00a0\n\t\t\t\t\tWhen a loan is modified the Group assesses whether the modification\u00a0results in derecognition.\u00a0This depends on\u00a0whether the\u00a0changes to the contractua\u00a0l \u00a0\n\t\t\t\t\tcash flows or other\u00a0contractual terms are\u00a0significant or not, or\u00a0whether they are\u00a0as a result of the Interest Rate Benchmark Reform. \u00a0\n\t\t\t\t\tA change in the contractual\u00a0cash flows\u00a0that is\u00a0required by\u00a0the reform is accounted for by updating\u00a0the effective interest rate, without recognising a\u00a0gain \u00a0\n\t\t\t\t\tor loss. This can only be applied\u00a0if the change is necessary as a direct consequence of the reform, and the new basis for determining\u00a0the contractual cash \u00a0\n\t\t\t\t\tflows is economically\u00a0equivalent to the previous basis. \u00a0\n\t\t\t\t\tOtherwise, if the changes are not related to the reform and are significant, the modification\u00a0is accounted\u00a0for as derecognition\u00a0of the original\u00a0loan and \u00a0\n\t\t\t\t\trecognition of\u00a0a new loan. If the changes are not significant, the modification\u00a0is accounted for as a\u00a0modification of\u00a0the original loan. The assessment is \u00a0\n\t\t\t\t\tbased on the following\u00a0considerations: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe Group differentiates between changes in the cash\u00a0flows or other terms within the original contract and modifications\u00a0of the contract, i.e. a new \u00a0\n\t\t\t\t\tcontract. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tIn general, a significant modification\u00a0is defined as a full credit process, a pricing decision\u00a0and the signing of a new contract \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAn assessment of whether the modification\u00a0is caused as a forbearance measure or made on commercial terms. \u00a0\n\t\t\t\t\tIf the financial\u00a0asset is not derecognised, the original effective interest rate remains unchanged, and the net present value of the changed contractua\u00a0l \u00a0\n\t\t\t\t\tcash flows\u00a0represents the gross carrying amount of the financial asset after the modification.\u00a0The difference between the net present value of the original \u00a0\n\t\t\t\t\tcontractual cash flows and the modified contractual cash flows is recognised in the income statement as a modification gain or loss. \u00a0\n\t\t\t\t\tIf the original financial asset is derecognised, a derecognition\u00a0gain or loss is recognised in the income statement.\u00a0The derecognition gain\u00a0or loss \u00a0\n\t\t\t\t\trepresents the difference between the carrying amount of the original financial asset (updated to reflect current expected credit losses) and the initia\u00a0l \u00a0\n\t\t\t\t\tcarrying amount of\u00a0the new financial asset plus/minus\u00a0any cash payments\u00a0between the parties in\u00a0relation to the modification. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForImpairmentOfFinancialAssetsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4081": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tThe trading portfolio is recognised at fair value through profit or loss. Realised and unrealised capital gains and losses and dividends\u00a0are recognised in \u00a0\n\t\t\t\t\tthe income statement\u00a0under Net trading\u00a0income or loss. Fair value\u00a0is the\u00a0amount for which a financial asset can be sold or a financial liability\u00a0be \u00a0\n\t\t\t\t\ttransferred to a knowledgeable,\u00a0willing third\u00a0party. Note G33 provides information\u00a0about fair value measurement and fair value adjustments. \u00a0\n\t\t\t\t\tThe Group uses the option in IFRS 9 to continue using the fair value hedge accounting model in IAS 39.\u00a0The derivatives used\u00a0as hedging instruments \u00a0\n\t\t\t\t\tare presented\u00a0in the balance sheet together with other derivatives. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForDerivativeFinancialInstrumentsAndHedgingExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4082": {
   "value": "(c) Explanation of derivatives \u00a0\n\t\t\t\t\tThe Group\u2019s activities\u00a0in the financial markets include trading in derivatives.\u00a0Derivatives are\u00a0financial instruments\u00a0whose value depends on the value of \u00a0\n\t\t\t\t\tan underlying\u00a0instrument or index etc. Derivatives\u00a0can be used to manage market risk exposure, for example.\u00a0The Group trades a considerable\u00a0volume of \u00a0\n\t\t\t\t\tthe most commonly used interest rate, currency and equity derivatives,\u00a0including \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tswaps \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tforwards and\u00a0futures \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\toptions \u00a0\n\t\t\t\t\tThe Group trades a\u00a0limited number of swaps\u00a0whose value depends on\u00a0developments in\u00a0specific credit or commodity\u00a0risks, or inflation\u00a0indices. \u00a0\n\t\t\t\t\tThe Group trades derivatives\u00a0as part of servicing\u00a0customers\u2019 needs as individual\u00a0transactions or as\u00a0integral parts of other services, such as the issuance \u00a0\n\t\t\t\t\tof bonds with yields\u00a0that depend on developments\u00a0in equity\u00a0or currency indices. The Group also uses derivatives\u00a0to manage the Group\u2019s\u00a0own exposure\u00a0to \u00a0\n\t\t\t\t\tforeign exchange, interest rate, equity market and credit risks. Note G41 provide additional\u00a0information about\u00a0the Group\u2019s risk management policy.\u00a0Large \u00a0\n\t\t\t\t\tCorporates &\u00a0Institutions is\u00a0responsible for\u00a0the day-to-day management and hedging of the Group\u2019s market risks. \u00a0\n\t\t\t\t\tDerivatives are\u00a0recognised and measured at fair\u00a0value. Some of the Group\u2019s loans, deposits, issued bonds, etc. in the Group\u2019s banking\u00a0units and Group \u00a0\n\t\t\t\t\tTreasury carry\u00a0fixed rates. Generally, such fixed-rate items are recognised at\u00a0amortised cost.\u00a0Further, the\u00a0Group classifies certain bonds as \u2018hold to \u00a0\n\t\t\t\t\tcollect and sell\u2019 financial assets. Unrealised value adjustments\u00a0of such bonds are recognised under Other comprehensive\u00a0income. The Group uses fair \u00a0\n\t\t\t\t\tvalue hedge accounting if\u00a0the interest rate risk on\u00a0fixed-rate financial assets and liabilities or bonds measured at\u00a0fair value through other comprehensive \u00a0\n\t\t\t\t\tincome is hedged by derivatives. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForDerivativeFinancialInstrumentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4083": {
   "value": "Derivatives \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tNotional \u00a0\n\t\t\t\t\tPositive \u00a0\n\t\t\t\t\tNegative \u00a0\n\t\t\t\t\tNotional \u00a0\n\t\t\t\t\tPositive \u00a0\n\t\t\t\t\tNegative \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tamount \u00a0\n\t\t\t\t\tfair value \u00a0\n\t\t\t\t\tfair value \u00a0\n\t\t\t\t\tamount \u00a0\n\t\t\t\t\tfair value \u00a0\n\t\t\t\t\tfair value \u00a0\n\t\t\t\t\tCurrency contracts \u00a0\n\t\t\t\t\tForwards and swaps \u00a0\n\t\t\t\t\t7,214,105 \u00a0\n\t\t\t\t\t121,850 \u00a0\n\t\t\t\t\t135,218 \u00a0\n\t\t\t\t\t6,917,267 \u00a0\n\t\t\t\t\t71,685 \u00a0\n\t\t\t\t\t74,700 \u00a0\n\t\t\t\t\tOptions \u00a0\n\t\t\t\t\t153,739 \u00a0\n\t\t\t\t\t989 \u00a0\n\t\t\t\t\t1,247 \u00a0\n\t\t\t\t\t163,381 \u00a0\n\t\t\t\t\t759 \u00a0\n\t\t\t\t\t808 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\tForwards/swaps/FRAs \u00a0\n\t\t\t\t\t27,145,285 \u00a0\n\t\t\t\t\t243,706 \u00a0\n\t\t\t\t\t215,787 \u00a0\n\t\t\t\t\t43,158,102 \u00a0\n\t\t\t\t\t139,421 \u00a0\n\t\t\t\t\t120,308 \u00a0\n\t\t\t\t\tOptions \u00a0\n\t\t\t\t\t3,480,220 \u00a0\n\t\t\t\t\t54,471 \u00a0\n\t\t\t\t\t54,875 \u00a0\n\t\t\t\t\t3,677,425 \u00a0\n\t\t\t\t\t33,345 \u00a0\n\t\t\t\t\t33,365 \u00a0\n\t\t\t\t\tEquity contracts \u00a0\n\t\t\t\t\tForwards \u00a0\n\t\t\t\t\t217,605 \u00a0\n\t\t\t\t\t2,619 \u00a0\n\t\t\t\t\t3,341 \u00a0\n\t\t\t\t\t259,010 \u00a0\n\t\t\t\t\t2,783 \u00a0\n\t\t\t\t\t2,889 \u00a0\n\t\t\t\t\tOptions \u00a0\n\t\t\t\t\t124,041 \u00a0\n\t\t\t\t\t2,964 \u00a0\n\t\t\t\t\t3,144 \u00a0\n\t\t\t\t\t168,175 \u00a0\n\t\t\t\t\t4,222 \u00a0\n\t\t\t\t\t5,615 \u00a0\n\t\t\t\t\tOther contracts \u00a0\n\t\t\t\t\tCommodity contracts \u00a0\n\t\t\t\t\t28 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t313 \u00a0\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t131 \u00a0\n\t\t\t\t\tCredit derivatives bought \u00a0\n\t\t\t\t\t1,429 \u00a0\n\t\t\t\t\t97 \u00a0\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t2,167 \u00a0\n\t\t\t\t\t82 \u00a0\n\t\t\t\t\t150 \u00a0\n\t\t\t\t\tCredit derivatives sold \u00a0\n\t\t\t\t\t1,626 \u00a0\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t105 \u00a0\n\t\t\t\t\t2,133 \u00a0\n\t\t\t\t\t129 \u00a0\n\t\t\t\t\t71 \u00a0\n\t\t\t\t\tTotal derivatives held for trading purposes \u00a0\n\t\t\t\t\t426,743 \u00a0\n\t\t\t\t\t413,764 \u00a0\n\t\t\t\t\t252,553 \u00a0\n\t\t\t\t\t238,037 \u00a0\n\t\t\t\t\tHedging derivatives \u00a0\n\t\t\t\t\tCurrency contracts \u00a0\n\t\t\t\t\t1,956 \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t3,492 \u00a0\n\t\t\t\t\t26 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t513,852 \u00a0\n\t\t\t\t\t3,371 \u00a0\n\t\t\t\t\t21,258 \u00a0\n\t\t\t\t\t583,568 \u00a0\n\t\t\t\t\t7,645 \u00a0\n\t\t\t\t\t3,945 \u00a0\n\t\t\t\t\tTotal derivatives \u00a0\n\t\t\t\t\t430,123 \u00a0\n\t\t\t\t\t435,141 \u00a0\n\t\t\t\t\t260,224 \u00a0\n\t\t\t\t\t242,004 \u00a0\n\t\t\t\t\tPositive and negative fair\u00a0values of\u00a0derivatives are\u00a0offset if certain\u00a0criteria are fulfilled. Note G32 provides more information. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfDerivativeFinancialInstrumentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4084": {
   "value": "G12. Trading portfolio assets and liabilities continued \u00a0\n\t\t\t\t\t(d) Explanation of hedge accounting \u00a0\n\t\t\t\t\tAn overview over the risks the Group is exposed to and how they are defined is provided on the first page of the notes Risk management. For some of \u00a0\n\t\t\t\t\tthose risks hedge accounting is applied. The Group uses\u00a0fair value hedge accounting\u00a0for hedges of interest rate risk. Further, the Group hedges part of \u00a0\n\t\t\t\t\tthe foreign currency risk on net investment\u00a0in foreign entities. \u00a0\n\t\t\t\t\tHedge of interest rate risk \u00a0\n\t\t\t\t\tThe Group manages the fixed interest rate risk on financial assets and liabilities\u00a0measured at amortised cost as a combination of economic hedges \u00a0\n\t\t\t\t\t(matching of interest rate risk from assets and liabilities\u00a0at amortised cost across the Group\u2019s banking\u00a0units) and hedges using interest rate swaps. \u00a0\n\t\t\t\t\tGroup Treasury is responsible for the risk management of the interest rate risk (the so-called interest rate risk in the banking\u00a0book). In\u00a0the risk \u00a0\n\t\t\t\t\tmanagement process,\u00a0economic hedges are established and/or identified.\u00a0This includes the\u00a0acquisition of\u00a0\u2018hold to collect\u2019 fixed interest rate bonds in \u00a0\n\t\t\t\t\tGroup Treasury and\u00a0the identification\u00a0of fixed-rate loans extended by the Group\u2019s banking units to hedge the fixed interest rate risk on liabilities\u00a0(including \u00a0\n\t\t\t\t\tcore demand deposits). Interest rate risk on fixed-rate liabilities\u00a0(such as long\u00a0dated funding via bond issuance) is generally hedged by interest rate swaps \u00a0\n\t\t\t\t\tand the interest rate risk on certain fixed-rate assets can be hedged using derivatives\u00a0as well. For further information\u00a0see the\u00a0sections Market risk\u00a0in \u00a0\n\t\t\t\t\trelation to non-trading portfolios at Group Treasury and Interest rate risk in the banking book (IRRBB) in G41. \u00a0\n\t\t\t\t\tWhen the Group uses swaps to hedge the fixed interest rate risk on financial instruments,\u00a0the Group applies fair\u00a0value hedge accounting using the\u00a0optio n \u00a0\n\t\t\t\t\tin IFRS 9 to continue\u00a0to apply\u00a0the fair value\u00a0hedge accounting\u00a0provisions in\u00a0IAS 39. Fair value hedge accounting can\u00a0be applied if changes in the fair value \u00a0\n\t\t\t\t\tof the hedging swaps are expected to be effective in offsetting changes in the fair value of the hedged fixed interest rate risk. This requires (1) a\u00a0formal \u00a0\n\t\t\t\t\tdesignation and documentation\u00a0of the hedging\u00a0relationship, including a\u00a0risk management objective and strategy for the hedge, (2) that the hedge is \u00a0\n\t\t\t\t\texpected to be highly effective in achieving\u00a0offsetting changes in fair value of the hedged interest rate risk, (3) the effectiveness of the hedge can be reliably \u00a0\n\t\t\t\t\tmeasured and (4) the hedge on an ongoing basis has proven to be effective in actually offsetting of changes in fair value. With effective hedging, the hedged \u00a0\n\t\t\t\t\tinterest rate\u00a0risk on hedged assets and liabilities\u00a0is measured at fair value\u00a0and recognised as a value adjustment\u00a0of the hedged items. Value\u00a0adjustments \u00a0\n\t\t\t\t\ton the hedged item and the hedging swaps are presented in the income statement\u00a0under Net trading\u00a0income or\u00a0loss. Any ineffective portion of a\u00a0hedge \u00a0\n\t\t\t\t\tthat lies within the range for effective hedging\u00a0is therefore also included\u00a0under Net trading income or loss. \u00a0\n\t\t\t\t\tThe interest rate is considered fixed\u00a0if the interest rate resets to a reference rate with a term longer than three months. Once a financial instrument\u00a0has \u00a0\n\t\t\t\t\tbeen designated\u00a0as a hedged item it will remain as hedged item for the life of the instrument.\u00a0For hedged assets and liabilities\u00a0to which a fixed rate of \u00a0\n\t\t\t\t\tinterest applies for\u00a0a specified period of time\u00a0starting at the commencement date of the agreement, future interest payments are split into basis interes\u00a0t \u00a0\n\t\t\t\t\tand a customer margin and into periods of time. By entering into swaps or forwards with matching payment profiles in the same currencies and for the \u00a0\n\t\t\t\t\tsame periods, the Group hedges the risk at portfolio level from the commencement date of the hedged items. The fair values of the hedged interest rate \u00a0\n\t\t\t\t\trisk and\u00a0the hedging derivatives\u00a0to ensure that changes\u00a0in the fair value of the hedged interest\u00a0rate risk lie within a band of 80-125% of the changes in \u00a0\n\t\t\t\t\tthe fair value\u00a0of the hedging derivatives.\u00a0Portfolios of\u00a0hedging derivatives\u00a0are adjusted if\u00a0necessary. \u00a0\n\t\t\t\t\tThe primary reasons\u00a0for changes in\u00a0the fair value of fixed interest rate financial assets are changes in the interest rate risk and the credit risk. \u00a0\n\t\t\t\t\tHedge ineffectiveness relates to the fact that fair value changes on the hedged items are\u00a0measured based on the interest rate curve relevant for each \u00a0\n\t\t\t\t\thedged item while the fair value of the fixed legs of the hedging derivatives\u00a0are measured based on a swap curve. Further, the adjustment\u00a0of the portfolio s \u00a0\n\t\t\t\t\tof hedging derivatives\u00a0to changes in hedged positions is not done instantly,\u00a0and some hedge ineffectiveness\u00a0can therefore exist. \u00a0\n\t\t\t\t\tThe ongoing Interest Rate Benchmark Reform will replace existing benchmark inter-bank offered rates (IBORs) with alternative\u00a0risk-free rates. At the \u00a0\n\t\t\t\t\tbeginning of 2019, the Group formally established an IBOR Transition\u00a0Programme, the main objectives\u00a0being to identify how the IBOR transition will affect \u00a0\n\t\t\t\t\tthe Group financially\u00a0and operationally,\u00a0and identify how cessation of IBOR publications\u00a0would affect the Group\u2019s ability to service its customer base. The \u00a0\n\t\t\t\t\tprogramme has looked at both the financial and operational impact of the transition towards risk free rates and how to engage with customers\u00a0that have \u00a0\n\t\t\t\t\tbeen affected. The programme will continue into 2023 as attention\u00a0turns to the USD LIBOR contracts and the transition\u00a0of these ahead of the 30 June \u00a0\n\t\t\t\t\t2023 deadline. \u00a0\n\t\t\t\t\tIAS 39 provides reliefs from some\u00a0of the effectiveness requirements.\u00a0For the\u00a0purpose of the expected effectiveness, it is assumed that the benchmar\u00a0k \u00a0\n\t\t\t\t\treform will not alter the cash flows. Further, a hedge will not disqualify\u00a0if the actual result of the hedge falls outside the band of 80-125%, if the other \u00a0\n\t\t\t\t\trequirements for applying hedge accounting are fulfilled. The relief covers the period during which uncertainty\u00a0on the timing\u00a0and the amount of the \u00a0\n\t\t\t\t\tamended or\u00a0replaced reference rates exists. IAS 39 contains further reliefs from existing hedge accounting\u00a0requirements, for example that hedge \u00a0\n\t\t\t\t\taccounting does not discontinue\u00a0solely due to the benchmark\u00a0reform. Here\u00a0the hedging relationships\u00a0and documentations\u00a0are to be amended to reflect \u00a0\n\t\t\t\t\tchanges in the hedged item, the hedging instrument\u00a0and the hedged risk (which do not represent a discontinuation\u00a0of the\u00a0exiting hedge). Based on this, \u00a0\n\t\t\t\t\tthe current uncertainty\u00a0in relation to reference rates that have not yet been amended or replaced does not have an impact on\u00a0the Group\u2019s ability to use \u00a0\n\t\t\t\t\tfair value hedge accounting on\u00a0existing hedging relationships. \u00a0G12. Trading portfolio assets and liabilities continued \u00a0\n\t\t\t\t\tThe tables below show the hedging derivatives\u00a0and the hedged fixed interest rate financial instruments, including a\u00a0breakdown of\u00a0the hedging derivative\u00a0s \u00a0\n\t\t\t\t\tat the end of 2022 and 2021 by the major reference rates as considered above. \u00a0\n\t\t\t\t\tChanges in fair value \u00a0\n\t\t\t\t\tused for calculating \u00a0\n\t\t\t\t\tHedging derivatives \u00a0\n\t\t\t\t\tNominal amount \u00a0\n\t\t\t\t\tCarrying amount \u00a0\n\t\t\t\t\thedge ineffectiveness \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tInterest rate swaps, 2022 \u00a0\n\t\t\t\t\tCIBOR \u00a0\n\t\t\t\t\t15,282 \u00a0\n\t\t\t\t\tSTIBOR \u00a0\n\t\t\t\t\t125,793 \u00a0\n\t\t\t\t\tNIBOR \u00a0\n\t\t\t\t\t16,773 \u00a0\n\t\t\t\t\tEURIBOR \u00a0\n\t\t\t\t\t226,580 \u00a0\n\t\t\t\t\tLIBOR \u00a0\n\t\t\t\t\t117,691 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t13,688 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t515,807 \u00a0\n\t\t\t\t\t3,380 \u00a0\n\t\t\t\t\t21,377 \u00a0\n\t\t\t\t\t-21,295 \u00a0\n\t\t\t\t\tInterest rate swaps, 2021 \u00a0\n\t\t\t\t\tCIBOR \u00a0\n\t\t\t\t\t13,735 \u00a0\n\t\t\t\t\tSTIBOR \u00a0\n\t\t\t\t\t142,924 \u00a0\n\t\t\t\t\tNIBOR \u00a0\n\t\t\t\t\t20,175 \u00a0\n\t\t\t\t\tEURIBOR \u00a0\n\t\t\t\t\t267,143 \u00a0\n\t\t\t\t\tLIBOR \u00a0\n\t\t\t\t\t105,073 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t38,010 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t587,060 \u00a0\n\t\t\t\t\t7,671 \u00a0\n\t\t\t\t\t3,968 \u00a0\n\t\t\t\t\t-6,093 \u00a0\n\t\t\t\t\tProfile of the timing\u00a0of the nominal amount\u00a0of the hedging\u00a0derivatives \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t< 12 months \u00a0\n\t\t\t\t\t151,844 \u00a0\n\t\t\t\t\t193,810 \u00a0\n\t\t\t\t\t1-5 years \u00a0\n\t\t\t\t\t348,754 \u00a0\n\t\t\t\t\t377,417 \u00a0\n\t\t\t\t\t> 5 years \u00a0\n\t\t\t\t\t15,210 \u00a0\n\t\t\t\t\t15,833 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t515,807 \u00a0\n\t\t\t\t\t587,060 \u00a0\n\t\t\t\t\tThe table below shows the nominal contract amount of all derivatives\u00a0that are yet to transition\u00a0to alternative rates,\u00a0by the major reference rates. Any \u00a0\n\t\t\t\t\tderivatives that\u00a0mature prior to\u00a0transition of\u00a0their reference\u00a0rates are not included\u00a0in the table. \u00a0\n\t\t\t\t\tDerivatives yet\u00a0to transition to\u00a0alternative benchmark rates \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tUSD LIBOR \u00a0\n\t\t\t\t\t2,595,687 \u00a0\n\t\t\t\t\t2,955,501 \u00a0\n\t\t\t\t\tGBP LIBOR \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t397,642 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t141,965 \u00a0\n\t\t\t\t\t419,475 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,737,652 \u00a0\n\t\t\t\t\t3,772,618 \u00a0G12. Trading portfolio assets and liabilities continued \u00a0\n\t\t\t\t\tAccumulated amount of fair \u00a0\n\t\t\t\t\tvalue hedge adjustments on the \u00a0\n\t\t\t\t\tChange in fair \u00a0\n\t\t\t\t\thedged item included in the \u00a0\n\t\t\t\t\tvalue used for \u00a0\n\t\t\t\t\tcarrying amount of the hedged \u00a0\n\t\t\t\t\tcalculating hedge \u00a0\n\t\t\t\t\tHedged fixed\u00a0interest rate risk \u00a0\n\t\t\t\t\tCarrying amount\u00a0of hedged items \u00a0\n\t\t\t\t\titem \u00a0\n\t\t\t\t\tineffectiveness \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\tAssets \u00a0\n\t\t\t\t\tLiabilities \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tAmounts due from credit institutions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t13,706 \u00a0\n\t\t\t\t\t-844 \u00a0\n\t\t\t\t\t-2,260 \u00a0\n\t\t\t\t\tBonds 'held to collect and sell' \u00a0\n\t\t\t\t\t837 \u00a0\n\t\t\t\t\t76 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\tAmounts due to credit institutions \u00a0\n\t\t\t\t\t2,432 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t4,205 \u00a0\n\t\t\t\t\t-24 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t155,541 \u00a0\n\t\t\t\t\t-14,296 \u00a0\n\t\t\t\t\t15,760 \u00a0\n\t\t\t\t\tNon-preferred senior debt \u00a0\n\t\t\t\t\t83,028 \u00a0\n\t\t\t\t\t-5,206 \u00a0\n\t\t\t\t\t5,889 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t22,069 \u00a0\n\t\t\t\t\t-1,843 \u00a0\n\t\t\t\t\t1,871 \u00a0\n\t\t\t\t\tTotal, \u00a0\n\t\t\t\t\t14,544 \u00a0\n\t\t\t\t\t267,276 \u00a0\n\t\t\t\t\t-768 \u00a0\n\t\t\t\t\t-21,375 \u00a0\n\t\t\t\t\t21,270 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tAmounts due from credit institutions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\tLoans \u00a0\n\t\t\t\t\t22,114 \u00a0\n\t\t\t\t\t1,412 \u00a0\n\t\t\t\t\t-912 \u00a0\n\t\t\t\t\tBonds 'held to collect and sell' \u00a0\n\t\t\t\t\t1010 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\tAmounts due to credit institutions \u00a0\n\t\t\t\t\t173 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t5\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t653 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\tIssued bonds \u00a0\n\t\t\t\t\t184,364 \u00a0\n\t\t\t\t\t1,243 \u00a0\n\t\t\t\t\t4,450 \u00a0\n\t\t\t\t\tNon-preferred senior debt \u00a0\n\t\t\t\t\t97,216 \u00a0\n\t\t\t\t\t683 \u00a0\n\t\t\t\t\t2,116 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t23,998 \u00a0\n\t\t\t\t\t28 \u00a0\n\t\t\t\t\t408 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t23,124 \u00a0\n\t\t\t\t\t306,404 \u00a0\n\t\t\t\t\t1,512 \u00a0\n\t\t\t\t\t1,958 \u00a0\n\t\t\t\t\t6,045 \u00a0\n\t\t\t\t\tHedge ineffectiveness recognised in the income statement, 2022 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\tHedge ineffectiveness recognised in the income statement, 2021 \u00a0\n\t\t\t\t\t-48 \u00a0G12. Trading portfolio assets and liabilities continued \u00a0\n\t\t\t\t\tHedge of foreign exchange risk on net investments\u00a0in foreign entities \u00a0\n\t\t\t\t\tThe Group hedges its foreign exchange risk on net investments\u00a0in foreign currency units. Foreign exchange risk is defined as risk of losses from translatin\u00a0g \u00a0\n\t\t\t\t\tthe net investments\u00a0in foreign entities\u00a0that are\u00a0denominated in a\u00a0foreign currency other than DKK. The net investment\u00a0in foreign currency\u00a0units include\u00a0s \u00a0\n\t\t\t\t\tthe net assets and goodwill of the units. The Group has granted loans in the currency of the foreign unit to its branches in Sweden, Norway and Finland \u00a0\n\t\t\t\t\tfor a total of DKK 34,573 million\u00a0(2021: 35,698 million). The loans represent the capital allocated to these units. The settlement of the loans is neithe\u00a0r \u00a0\n\t\t\t\t\tplanned nor likely to occur in the foreseeable future and they are a part of the net investment\u00a0in those units. Further, Danske Bank A/S has\u00a0granted the \u00a0\n\t\t\t\t\tsubsidiary Northern Bank an additional\u00a0tier 1 capital instrument\u00a0that together with shareholders\u2019 equity in Northern Bank is\u00a0considered part\u00a0of the net \u00a0\n\t\t\t\t\tinvestment in\u00a0Northern Bank.\u00a0The exchange differences from translating net profit in the foreign\u00a0units at\u00a0the date of underlying\u00a0transactions and\u00a0assets \u00a0\n\t\t\t\t\tand liabilities\u00a0at the closing rate and from translating\u00a0the opening net assets at a closing rate that differs from the previous closing rate are recognised \u00a0\n\t\t\t\t\tin Other comprehensive\u00a0income (translation differences). \u00a0\n\t\t\t\t\tThe Group hedges the foreign exchange risk of net investments\u00a0in branches and subsidiaries\u00a0outside Denmark by designating\u00a0funding arrangements in \u00a0\n\t\t\t\t\tthe matching currencies as\u00a0a hedge of the foreign exchange risk on the net investments.\u00a0The foreign exchange differences on the funding arrangements \u00a0\n\t\t\t\t\tare recognised in Other comprehensive income to offset\u00a0the exchange differences on the net investments.\u00a0The funding arrangements consist primarily \u00a0\n\t\t\t\t\tof issued bonds. Realised net profit is hedged in the beginning\u00a0of the next month. The Group does not\u00a0hedge the expected financial results of units outsid\u00a0e \u00a0\n\t\t\t\t\tDenmark or\u00a0other future transactions.\u00a0In terms\u00a0of assessing hedge effectiveness, this is applied by comparing the nominal value of the funding \u00a0\n\t\t\t\t\tarrangement to the nominal value of\u00a0the net\u00a0investments. Hedge ineffectiveness can\u00a0arise to the extent the funding arrangements exceed the net \u00a0\n\t\t\t\t\tinvestments. However, when\u00a0the net investments\u00a0are decreased, e.g. when the net investments\u00a0are reduced by paying\u00a0out dividend,\u00a0the same amount of \u00a0\n\t\t\t\t\tfunding arrangements are de-designated as hedges and the funding arrangements designated as hedges will therefore, in general, not exceed the net \u00a0\n\t\t\t\t\tinvestments. \u00a0\n\t\t\t\t\tPart of the funding of the loans granted to the branches in Sweden, Norway and Finland is in DKK in order to create a so-called structural FX hedge \u00a0\n\t\t\t\t\tposition in\u00a0accordance with banking\u00a0regulation, i.e.\u00a0to reduce the impact on capital ratios resulting\u00a0from changes in the risk exposure amount due to \u00a0\n\t\t\t\t\tchanges in currency rates. With effect\u00a0from 1 January 2021, the Group\u2019s net investment\u00a0in its subsidiaries\u00a0Danske Hypotek AB (Sweden) and Danske \u00a0\n\t\t\t\t\tMortgage Bank\u00a0Plc (Finland) has\u00a0been included in the structural hedge position to extend the hedge to\u00a0the risk\u00a0exposure amount measured by currenc\u00a0y \u00a0\n\t\t\t\t\tfor EUR, NOK and SEK across the entire\u00a0Group balance sheet, although with constraints to the size of the loans to the foreign branches and the net \u00a0\n\t\t\t\t\tinvestment in\u00a0the foreign subsidiaries.\u00a0This strategy of partly hedging the sensitivity\u00a0to capital ratios from\u00a0volatility in\u00a0foreign currency rates, increases \u00a0\n\t\t\t\t\tthe volatility\u00a0in Other\u00a0comprehensive income\u00a0and the Foreign currency translation\u00a0reserve in equity under IFRS since it decrease the hedge of the \u00a0\n\t\t\t\t\tcurrency risk on the net investments\u00a0in those\u00a0units. At the end of 2022, the structural\u00a0FX hedge position\u00a0totalled DKK 41,350\u00a0million (2021:\u00a0DKK 39,749 \u00a0\n\t\t\t\t\tmillion) and\u00a0a loss of DKK 2,070 million\u00a0(2021: gain of DKK 393 million)\u00a0has been recognised in Other comprehensive\u00a0income, primarily due\u00a0to \u00a0\n\t\t\t\t\tdepreciation of SEK against DKK in\u00a02022. For further information, see the section on Market risk - Structural FX risk in G41. \u00a0\n\t\t\t\t\tThe cumulative\u00a0exchange differences on the hedging instrument and the translation\u00a0differences related to the net investment\u00a0is reclassified from Other \u00a0\n\t\t\t\t\tcomprehensive income to\u00a0the income statement on\u00a0the disposal of the foreign entities. \u00a0\n\t\t\t\t\tThe table below provides information on the hedge of net investments\u00a0in foreign entities. \u00a0\n\t\t\t\t\tHedging of foreign\u00a0entities \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tNet investment\u00a0in foreign units \u00a0\n\t\t\t\t\t44,585 \u00a0\n\t\t\t\t\t48,674 \u00a0\n\t\t\t\t\tFunding arrangements designated as a hedge of net investments\u00a0in foreign units1 \u00a0\n\t\t\t\t\t3,236 \u00a0\n\t\t\t\t\t8,925 \u00a0\n\t\t\t\t\tPortion of net investment\u00a0in foreign\u00a0units not hedged, structural FX position \u00a0\n\t\t\t\t\t41,350 \u00a0\n\t\t\t\t\t39,749 \u00a0\n\t\t\t\t\tHedge ineffectiveness \u00a0\n\t\t\t\t\tExchange differences on the hedging instruments \u00a0\n\t\t\t\t\t2,463 \u00a0\n\t\t\t\t\t-1,270 \u00a0\n\t\t\t\t\tExchange differences on the net investment used for recognising hedge ineffectiveness \u00a0\n\t\t\t\t\t-2,463 \u00a0\n\t\t\t\t\t1,270 \u00a0\n\t\t\t\t\tHedge ineffectiveness recognised in the income statement (net trading income) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tHedging gains or losses recognised in OCI \u00a0\n\t\t\t\t\t2,463 \u00a0\n\t\t\t\t\t-1,270 \u00a0\n\t\t\t\t\tReclassified to the income statement on disposal of foreign units2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1Primarily included on the line item \u2018Issued bonds at amortised cost\u2019 \u00a0\n\t\t\t\t\t2Included in the item \u2018Gain or losses on sale of disposal groups held for sale\u2019 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForHedgingExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4088": {
   "value": "Hedge ineffectiveness recognised in the income statement, 2022 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\tHedge ineffectiveness recognised in the income statement, 2021 \u00a0\n\t\t\t\t\t-48 \u00a0G12. Trading portfolio assets and liabilities continued \u00a0\n\t\t\t\t\tHedge of foreign exchange risk on net investments\u00a0in foreign entities \u00a0\n\t\t\t\t\tThe Group hedges its foreign exchange risk on net investments\u00a0in foreign currency units. Foreign exchange risk is defined as risk of losses from translatin\u00a0g \u00a0\n\t\t\t\t\tthe net investments\u00a0in foreign entities\u00a0that are\u00a0denominated in a\u00a0foreign currency other than DKK. The net investment\u00a0in foreign currency\u00a0units include\u00a0s \u00a0\n\t\t\t\t\tthe net assets and goodwill of the units. The Group has granted loans in the currency of the foreign unit to its branches in Sweden, Norway and Finland \u00a0\n\t\t\t\t\tfor a total of DKK 34,573 million\u00a0(2021: 35,698 million). The loans represent the capital allocated to these units. The settlement of the loans is neithe\u00a0r \u00a0\n\t\t\t\t\tplanned nor likely to occur in the foreseeable future and they are a part of the net investment\u00a0in those units. Further, Danske Bank A/S has\u00a0granted the \u00a0\n\t\t\t\t\tsubsidiary Northern Bank an additional\u00a0tier 1 capital instrument\u00a0that together with shareholders\u2019 equity in Northern Bank is\u00a0considered part\u00a0of the net \u00a0\n\t\t\t\t\tinvestment in\u00a0Northern Bank.\u00a0The exchange differences from translating net profit in the foreign\u00a0units at\u00a0the date of underlying\u00a0transactions and\u00a0assets \u00a0\n\t\t\t\t\tand liabilities\u00a0at the closing rate and from translating\u00a0the opening net assets at a closing rate that differs from the previous closing rate are recognised \u00a0\n\t\t\t\t\tin Other comprehensive\u00a0income (translation differences). \u00a0\n\t\t\t\t\tThe Group hedges the foreign exchange risk of net investments\u00a0in branches and subsidiaries\u00a0outside Denmark by designating\u00a0funding arrangements in \u00a0\n\t\t\t\t\tthe matching currencies as\u00a0a hedge of the foreign exchange risk on the net investments.\u00a0The foreign exchange differences on the funding arrangements \u00a0\n\t\t\t\t\tare recognised in Other comprehensive income to offset\u00a0the exchange differences on the net investments.\u00a0The funding arrangements consist primarily \u00a0\n\t\t\t\t\tof issued bonds. Realised net profit is hedged in the beginning\u00a0of the next month. The Group does not\u00a0hedge the expected financial results of units outsid\u00a0e \u00a0\n\t\t\t\t\tDenmark or\u00a0other future transactions.\u00a0In terms\u00a0of assessing hedge effectiveness, this is applied by comparing the nominal value of the funding \u00a0\n\t\t\t\t\tarrangement to the nominal value of\u00a0the net\u00a0investments. Hedge ineffectiveness can\u00a0arise to the extent the funding arrangements exceed the net \u00a0\n\t\t\t\t\tinvestments. However, when\u00a0the net investments\u00a0are decreased, e.g. when the net investments\u00a0are reduced by paying\u00a0out dividend,\u00a0the same amount of \u00a0\n\t\t\t\t\tfunding arrangements are de-designated as hedges and the funding arrangements designated as hedges will therefore, in general, not exceed the net \u00a0\n\t\t\t\t\tinvestments. \u00a0\n\t\t\t\t\tPart of the funding of the loans granted to the branches in Sweden, Norway and Finland is in DKK in order to create a so-called structural FX hedge \u00a0\n\t\t\t\t\tposition in\u00a0accordance with banking\u00a0regulation, i.e.\u00a0to reduce the impact on capital ratios resulting\u00a0from changes in the risk exposure amount due to \u00a0\n\t\t\t\t\tchanges in currency rates. With effect\u00a0from 1 January 2021, the Group\u2019s net investment\u00a0in its subsidiaries\u00a0Danske Hypotek AB (Sweden) and Danske \u00a0\n\t\t\t\t\tMortgage Bank\u00a0Plc (Finland) has\u00a0been included in the structural hedge position to extend the hedge to\u00a0the risk\u00a0exposure amount measured by currenc\u00a0y \u00a0\n\t\t\t\t\tfor EUR, NOK and SEK across the entire\u00a0Group balance sheet, although with constraints to the size of the loans to the foreign branches and the net \u00a0\n\t\t\t\t\tinvestment in\u00a0the foreign subsidiaries.\u00a0This strategy of partly hedging the sensitivity\u00a0to capital ratios from\u00a0volatility in\u00a0foreign currency rates, increases \u00a0\n\t\t\t\t\tthe volatility\u00a0in Other\u00a0comprehensive income\u00a0and the Foreign currency translation\u00a0reserve in equity under IFRS since it decrease the hedge of the \u00a0\n\t\t\t\t\tcurrency risk on the net investments\u00a0in those\u00a0units. At the end of 2022, the structural\u00a0FX hedge position\u00a0totalled DKK 41,350\u00a0million (2021:\u00a0DKK 39,749 \u00a0\n\t\t\t\t\tmillion) and\u00a0a loss of DKK 2,070 million\u00a0(2021: gain of DKK 393 million)\u00a0has been recognised in Other comprehensive\u00a0income, primarily due\u00a0to \u00a0\n\t\t\t\t\tdepreciation of SEK against DKK in\u00a02022. For further information, see the section on Market risk - Structural FX risk in G41. \u00a0\n\t\t\t\t\tThe cumulative\u00a0exchange differences on the hedging instrument and the translation\u00a0differences related to the net investment\u00a0is reclassified from Other \u00a0\n\t\t\t\t\tcomprehensive income to\u00a0the income statement on\u00a0the disposal of the foreign entities. \u00a0\n\t\t\t\t\tThe table below provides information on the hedge of net investments\u00a0in foreign entities. \u00a0\n\t\t\t\t\tHedging of foreign\u00a0entities \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tNet investment\u00a0in foreign units \u00a0\n\t\t\t\t\t44,585 \u00a0\n\t\t\t\t\t48,674 \u00a0\n\t\t\t\t\tFunding arrangements designated as a hedge of net investments\u00a0in foreign units1 \u00a0\n\t\t\t\t\t3,236 \u00a0\n\t\t\t\t\t8,925 \u00a0\n\t\t\t\t\tPortion of net investment\u00a0in foreign\u00a0units not hedged, structural FX position \u00a0\n\t\t\t\t\t41,350 \u00a0\n\t\t\t\t\t39,749 \u00a0\n\t\t\t\t\tHedge ineffectiveness \u00a0\n\t\t\t\t\tExchange differences on the hedging instruments \u00a0\n\t\t\t\t\t2,463 \u00a0\n\t\t\t\t\t-1,270 \u00a0\n\t\t\t\t\tExchange differences on the net investment used for recognising hedge ineffectiveness \u00a0\n\t\t\t\t\t-2,463 \u00a0\n\t\t\t\t\t1,270 \u00a0\n\t\t\t\t\tHedge ineffectiveness recognised in the income statement (net trading income) \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tHedging gains or losses recognised in OCI \u00a0\n\t\t\t\t\t2,463 \u00a0\n\t\t\t\t\t-1,270 \u00a0\n\t\t\t\t\tReclassified to the income statement on disposal of foreign units2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1Primarily included on the line item \u2018Issued bonds at amortised cost\u2019 \u00a0\n\t\t\t\t\t2Included in the item \u2018Gain or losses on sale of disposal groups held for sale\u2019 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfEffectOfChangesInForeignExchangeRatesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4091": {
   "value": "G13. Investment securities \u00a0\n\t\t\t\t\tInvestment securities consists of\u00a0bonds and shares held by non-trading\u00a0units in the Group. It consists primarily of the liquidity\u00a0portfolio managed by Group \u00a0\n\t\t\t\t\tTreasury. The liquidity\u00a0portfolio includes different\u00a0portfolios with different\u00a0business models. Some portfolios are managed on a fair\u00a0value basis and \u00a0\n\t\t\t\t\tmandatorily measured\u00a0at fair value\u00a0through profit or\u00a0loss under IFRS 9, whereas other portfolios are either \u2018hold to collect and sell\u2019 and measured at fair \u00a0\n\t\t\t\t\tvalue through\u00a0other comprehensive\u00a0income or \u2018hold to collect\u2019. \u00a0Accounting policy \u00a0Financial assets measured at fair value through profit or loss (FVPL) \u00a0\n\t\t\t\t\tFinancial assets measured at fair\u00a0value include securities that are managed on a fair value basis with no short-term profit taking. Realised and unrealise\u00a0d \u00a0\n\t\t\t\t\tcapital gains and losses and dividends\u00a0are carried in the income statement under Net trading income or loss. Further, all shares (including\u00a0unliste d \u00a0\n\t\t\t\t\tshares) and bonds held in Group Treasury that do not have contractual\u00a0cash flows that are solely payments of principal and interest\u00a0on the principa\u00a0l \u00a0\n\t\t\t\t\tamount outstanding (i.e. that does not pass the SPPI test in IFRS 9) are mandatorily\u00a0measured at FVPL and, consequently,\u00a0included in this category. \u00a0\n\t\t\t\t\tFinancial assets measured at fair value through other comprehensive income (FVOCI) \u00a0\n\t\t\t\t\tThis category comprises bonds only, and primarily bonds listed in a liquid market, as the Group does not use the option to designate equity instruments \u00a0\n\t\t\t\t\tat FVOCI.\u00a0The bonds are held within\u00a0a business model for the purpose of collecting contractual cash flows and selling (hold to collect and sell). The bonds \u00a0\n\t\t\t\t\thave cash flows that are solely payments\u00a0of principal\u00a0and interest on the principal amount outstanding\u00a0(i.e. that\u00a0passes the SPPI test in IFRS 9). FVOCI \u00a0\n\t\t\t\t\tresults in\u00a0the assets being recognised at fair value in the balance sheet and at amortised cost in the income statement,\u00a0including the\u00a0recognition of \u00a0\n\t\t\t\t\texpected credit losses as described in note G15. Gains and losses, except for expected credit losses and foreign exchanges gains and losses, are \u00a0\n\t\t\t\t\ttherefore recognised in\u00a0other comprehensive income until the bond is derecognised. When a\u00a0fixed interest rate risk is hedged in a hedge that qualifie\u00a0s \u00a0\n\t\t\t\t\tfor fair value\u00a0hedge accounting, the fair value changes of the hedged interest risk are presented in the income statement under Net trading income or \u00a0\n\t\t\t\t\tloss. When\u00a0bonds are sold unrealised value adjustments\u00a0recognised under Other comprehensive\u00a0income are reclassified to the income statement and \u00a0\n\t\t\t\t\tpresented under Net trading income or loss.\u00a0The Group recognises interest income according to the effective interest method, including amortisatio\u00a0n \u00a0\n\t\t\t\t\tof the difference between cost and the redemption value over the term to maturity\u00a0of the bonds. \u00a0\n\t\t\t\t\tFinancial assets measured at amortised cost (AMC) \u00a0\n\t\t\t\t\tThis category consists of\u00a0bonds held within\u00a0a business model for the purpose of collecting the contractual\u00a0cash flows (hold to collect) and with cash \u00a0\n\t\t\t\t\tflows that\u00a0are solely\u00a0payments of principal and interest on the principal amount outstanding (i.e. that pass the SPPI test in IFRS 9). The bonds are \u00a0\n\t\t\t\t\tmeasured at\u00a0amortised cost.\u00a0Interest income is\u00a0recognised according to the effective interest method, including\u00a0amortisation of\u00a0the difference between \u00a0\n\t\t\t\t\tcost and the redemption\u00a0value over the term to maturity of the bonds. A change in the contractual cash flows that is required by the Interest Rate \u00a0\n\t\t\t\t\tBenchmark Reform is accounted for\u00a0by updating\u00a0the effective interest rate, without\u00a0recognising a gain or loss. This can only be applied if the change is \u00a0\n\t\t\t\t\tnecessary as a direct consequence of the reform, and the new basis for determining\u00a0the contractual\u00a0cash flows is economically equivalent\u00a0to the \u00a0\n\t\t\t\t\tprevious basis. The bonds are subject to the expected credit model in IFRS 9 as described in note G15. The interest rate risk on fixed-rate bonds are \u00a0\n\t\t\t\t\tnot hedged. \u00a0(a) Investment securities (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tFinancial assets at fair value through profit or loss \u00a0\n\t\t\t\t\tListed bonds \u00a0\n\t\t\t\t\t33,769 \u00a0\n\t\t\t\t\t36,530 \u00a0\n\t\t\t\t\tUnlisted shares \u00a0\n\t\t\t\t\t1,187 \u00a0\n\t\t\t\t\t1,230 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets designated\u00a0at fair value through profit or loss \u00a0\n\t\t\t\t\t34,956 \u00a0\n\t\t\t\t\t37,760 \u00a0\n\t\t\t\t\tBonds hold to collect and sell (FVOCI) \u00a0\n\t\t\t\t\tListed bonds \u00a0\n\t\t\t\t\t116,429 \u00a0\n\t\t\t\t\t119,296 \u00a0\n\t\t\t\t\tTotal bonds\u00a0hold to collect and sell (FVOCI) \u00a0\n\t\t\t\t\t116,429 \u00a0\n\t\t\t\t\t119,296 \u00a0\n\t\t\t\t\tTotal at\u00a0fair value \u00a0\n\t\t\t\t\t151,384 \u00a0\n\t\t\t\t\t157,056 \u00a0\n\t\t\t\t\tBonds hold to collect (AMC) \u00a0\n\t\t\t\t\tListed bonds \u00a0\n\t\t\t\t\t151,573 \u00a0\n\t\t\t\t\t146,721 \u00a0\n\t\t\t\t\tTotal investment securities \u00a0\n\t\t\t\t\t302,958 \u00a0\n\t\t\t\t\t303,777 \u00a0\n\t\t\t\t\tListed green bonds held for liquidity\u00a0purposes amounted to DKK 15,775 million (2021: DKK 12,462 million). \u00a0G13. Investment securities continued \u00a0\n\t\t\t\t\t(b) Further explanation \u00a0\n\t\t\t\t\tInvestment securities\u00a0consist of\u00a0the liquidity\u00a0portfolio held by Group Treasury. The liquidity\u00a0portfolio is\u00a0part of the balance sheet management to optimis\u00a0e \u00a0\n\t\t\t\t\tthe balance sheet composition,\u00a0to hedge the interest rate risk in the banking\u00a0book and to manage the Group\u2019s liquidity\u00a0need. The management of the \u00a0\n\t\t\t\t\tinterest rate risk\u00a0in the banking\u00a0book is carried out through a combination\u00a0of hedges with derivatives\u00a0and partly\u00a0through matching the duration on the \u00a0\n\t\t\t\t\tfixed interest\u00a0rate deposits (the interest risk\u00a0on core deposits)\u00a0with bond holdings\u00a0with a matching\u00a0duration. The\u00a0latter is carried out through the \u00a0\n\t\t\t\t\tacquisition of\u00a0portfolios of\u00a0bonds. \u00a0Financial assets measured at fair value through profit or loss (FVPL) \u00a0\n\t\t\t\t\tThis portfolio includes the part\u00a0of the liquidity bond portfolio that is actively traded although less frequently than what is required to be classified as a \u00a0\n\t\t\t\t\theld-for-trading portfolio. These\u00a0bonds are held in a\u00a0business model being neither \u2018hold to collect\u2019 nor \u2018hold to collect and sell\u2019 and are therefore mandatorily \u00a0\n\t\t\t\t\trecognised at fair value through profit or loss under IFRS 9. \u00a0\n\t\t\t\t\tThe portfolio comprises primarily Danish mortgage bonds. Further, the portfolio includes listed and unlisted shares. \u00a0\n\t\t\t\t\tFinancial assets measured at fair value through other comprehensive income (FVOCI) \u00a0\n\t\t\t\t\tThis portfolio includes the part\u00a0of the liquidity\u00a0bond portfolio where both the collection of the contractual cash flows and sales are an integral part of \u00a0\n\t\t\t\t\tachieving the objectives with the acquired bond portfolio. Further, the\u00a0bonds included in the portfolio have contractual cash flows that pass the SPPI\u00a0test. \u00a0\n\t\t\t\t\tThe performance of\u00a0the portfolio is measured on a combination of the collection of the contractual cash flows and sales proceeds. Sales typically\u00a0occur \u00a0\n\t\t\t\t\twhen market opportunities\u00a0arise, or when there is a need to adjust the portfolio to hedge part of the interest rate risk on the Group\u2019s\u00a0core deposits. There \u00a0\n\t\t\t\t\tis no objective\u00a0of short-term profit taking and the performance reporting related to this portfolio reflects a combination of the collection of the contractua\u00a0l \u00a0\n\t\t\t\t\tcash flows and realising\u00a0fair value\u00a0changes. The business\u00a0model is therefore \u2018hold to collect and sell\u2019. \u00a0\n\t\t\t\t\tThe portfolio comprises primarily highly-rated\u00a0covered, sovereign, supranational\u00a0and agency bonds. \u00a0\n\t\t\t\t\tFinancial assets measured at amortised cost (AMC) \u00a0\n\t\t\t\t\tThis portfolio includes the part of the liquidity\u00a0bond portfolio that is held in a business model being \u2018hold to collect\u2019,\u00a0i.e. with the purpose\u00a0of generating a \u00a0\n\t\t\t\t\treturn until maturity.\u00a0Further, the bonds included in the portfolio have contractual cash\u00a0flows that pass the SPPI test. \u00a0\n\t\t\t\t\tThe performance is\u00a0measured based on\u00a0the collection of\u00a0the contractual\u00a0cash flows.\u00a0The fair value of the portfolio is monitored for\u00a0liquidity purposes\u00a0as \u00a0\n\t\t\t\t\tthe bonds can be used in repo transactions.\u00a0Sales from the portfolio\u00a0are infrequent.\u00a0When sales are made, they reflect: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tsales close to maturity\u00a0(the proceeds from the sale approximate\u00a0the collection of\u00a0contractual cash flows) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tsales are made to manage risk concentration (e.g. the sale of bonds is made due to a concentration of currency risk) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tsales made due to increase in credit risk above\u00a0a certain\u00a0level (i.e. outside\u00a0the investment\u00a0policy) \u00a0\n\t\t\t\t\tThe bonds are primarily Danish mortgage bonds, government bonds and government-guaranteed\u00a0bonds. Some 95.5% of the portfolio\u00a0is rated AA or \u00a0\n\t\t\t\t\thigher (2021: 99.7%), while the remaining portfolio has\u00a0investment grade\u00a0ratings. \u00a0\n\t\t\t\t\tSPPI test applied\u00a0for bonds at FVOCI or AMC \u00a0\n\t\t\t\t\tThe SPPI\u00a0test is applied\u00a0for each bond\u00a0to assess whether the contractual\u00a0cash flows represent repayment\u00a0of principal\u00a0amount and interest\u00a0on the principa l \u00a0\n\t\t\t\t\tamount outstanding. Bonds that are\u00a0included in the portfolios at\u00a0FVOCI or\u00a0AMC are generally plain vanilla bonds that: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\thave a fixed maturity,\u00a0i.e. no perpetual bonds \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tdo not have terms that introduce exposure to risk or volatility,\u00a0e.g. by a yield that refers to changes in equity or commodity prices \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tare not subordinated\u00a0or convertible\u00a0bonds \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tcan be prepaid (e.g. at par plus accrued interest), with the fair value of the prepayment option being insignificant\u00a0at initial\u00a0recognition. In\u00a0general, this \u00a0\n\t\t\t\t\twill be the case if the premium/discount\u00a0to the contractual\u00a0par amount\u00a0is insignificant\u00a0at initial recognition \u00a0\n\t\t\t\t\tBonds that are\u00a0not compliant with the SPPI\u00a0test are included in the portfolio of bonds at\u00a0FVPL. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFinancialInstrumentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4093": {
   "value": "Financial assets measured at fair value through other comprehensive income (FVOCI) \u00a0\n\t\t\t\t\tThis category comprises bonds only, and primarily bonds listed in a liquid market, as the Group does not use the option to designate equity instruments \u00a0\n\t\t\t\t\tat FVOCI.\u00a0The bonds are held within\u00a0a business model for the purpose of collecting contractual cash flows and selling (hold to collect and sell). The bonds \u00a0\n\t\t\t\t\thave cash flows that are solely payments\u00a0of principal\u00a0and interest on the principal amount outstanding\u00a0(i.e. that\u00a0passes the SPPI test in IFRS 9). FVOCI \u00a0\n\t\t\t\t\tresults in\u00a0the assets being recognised at fair value in the balance sheet and at amortised cost in the income statement,\u00a0including the\u00a0recognition of \u00a0\n\t\t\t\t\texpected credit losses as described in note G15. Gains and losses, except for expected credit losses and foreign exchanges gains and losses, are \u00a0\n\t\t\t\t\ttherefore recognised in\u00a0other comprehensive income until the bond is derecognised. When a\u00a0fixed interest rate risk is hedged in a hedge that qualifie\u00a0s \u00a0\n\t\t\t\t\tfor fair value\u00a0hedge accounting, the fair value changes of the hedged interest risk are presented in the income statement under Net trading income or \u00a0\n\t\t\t\t\tloss. When\u00a0bonds are sold unrealised value adjustments\u00a0recognised under Other comprehensive\u00a0income are reclassified to the income statement and \u00a0\n\t\t\t\t\tpresented under Net trading income or loss.\u00a0The Group recognises interest income according to the effective interest method, including amortisatio\u00a0n \u00a0\n\t\t\t\t\tof the difference between cost and the redemption value over the term to maturity\u00a0of the bonds. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForAvailableforsaleFinancialAssetsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4094": {
   "value": "Financial assets measured at amortised cost (AMC) \u00a0\n\t\t\t\t\tThis category consists of\u00a0bonds held within\u00a0a business model for the purpose of collecting the contractual\u00a0cash flows (hold to collect) and with cash \u00a0\n\t\t\t\t\tflows that\u00a0are solely\u00a0payments of principal and interest on the principal amount outstanding (i.e. that pass the SPPI test in IFRS 9). The bonds are \u00a0\n\t\t\t\t\tmeasured at\u00a0amortised cost.\u00a0Interest income is\u00a0recognised according to the effective interest method, including\u00a0amortisation of\u00a0the difference between \u00a0\n\t\t\t\t\tcost and the redemption\u00a0value over the term to maturity of the bonds. A change in the contractual cash flows that is required by the Interest Rate \u00a0\n\t\t\t\t\tBenchmark Reform is accounted for\u00a0by updating\u00a0the effective interest rate, without\u00a0recognising a gain or loss. This can only be applied if the change is \u00a0\n\t\t\t\t\tnecessary as a direct consequence of the reform, and the new basis for determining\u00a0the contractual\u00a0cash flows is economically equivalent\u00a0to the \u00a0\n\t\t\t\t\tprevious basis. The bonds are subject to the expected credit model in IFRS 9 as described in note G15. The interest rate risk on fixed-rate bonds are \u00a0\n\t\t\t\t\tnot hedged. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForHeldtomaturityInvestmentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4095": {
   "value": "(a) Investment securities (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tFinancial assets at fair value through profit or loss \u00a0\n\t\t\t\t\tListed bonds \u00a0\n\t\t\t\t\t33,769 \u00a0\n\t\t\t\t\t36,530 \u00a0\n\t\t\t\t\tUnlisted shares \u00a0\n\t\t\t\t\t1,187 \u00a0\n\t\t\t\t\t1,230 \u00a0\n\t\t\t\t\tTotal financial\u00a0assets designated\u00a0at fair value through profit or loss \u00a0\n\t\t\t\t\t34,956 \u00a0\n\t\t\t\t\t37,760 \u00a0\n\t\t\t\t\tBonds hold to collect and sell (FVOCI) \u00a0\n\t\t\t\t\tListed bonds \u00a0\n\t\t\t\t\t116,429 \u00a0\n\t\t\t\t\t119,296 \u00a0\n\t\t\t\t\tTotal bonds\u00a0hold to collect and sell (FVOCI) \u00a0\n\t\t\t\t\t116,429 \u00a0\n\t\t\t\t\t119,296 \u00a0\n\t\t\t\t\tTotal at\u00a0fair value \u00a0\n\t\t\t\t\t151,384 \u00a0\n\t\t\t\t\t157,056 \u00a0\n\t\t\t\t\tBonds hold to collect (AMC) \u00a0\n\t\t\t\t\tListed bonds \u00a0\n\t\t\t\t\t151,573 \u00a0\n\t\t\t\t\t146,721 \u00a0\n\t\t\t\t\tTotal investment securities \u00a0\n\t\t\t\t\t302,958 \u00a0\n\t\t\t\t\t303,777 \u00a0Financial assets measured at fair value through other comprehensive income (FVOCI) \u00a0\n\t\t\t\t\tThis portfolio includes the part\u00a0of the liquidity\u00a0bond portfolio where both the collection of the contractual cash flows and sales are an integral part of \u00a0\n\t\t\t\t\tachieving the objectives with the acquired bond portfolio. Further, the\u00a0bonds included in the portfolio have contractual cash flows that pass the SPPI\u00a0test. \u00a0\n\t\t\t\t\tThe performance of\u00a0the portfolio is measured on a combination of the collection of the contractual cash flows and sales proceeds. Sales typically\u00a0occur \u00a0\n\t\t\t\t\twhen market opportunities\u00a0arise, or when there is a need to adjust the portfolio to hedge part of the interest rate risk on the Group\u2019s\u00a0core deposits. There \u00a0\n\t\t\t\t\tis no objective\u00a0of short-term profit taking and the performance reporting related to this portfolio reflects a combination of the collection of the contractua\u00a0l \u00a0\n\t\t\t\t\tcash flows and realising\u00a0fair value\u00a0changes. The business\u00a0model is therefore \u2018hold to collect and sell\u2019. \u00a0\n\t\t\t\t\tThe portfolio comprises primarily highly-rated\u00a0covered, sovereign, supranational\u00a0and agency bonds. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfAvailableforsaleAssetsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4097": {
   "value": "G14. Due from credit institutions and central banks \u00a0\n\t\t\t\t\tThe item due from credit institutions\u00a0and central banks\u00a0includes both balances that are measured at amortised cost\u00a0and balances that are measured at \u00a0\n\t\t\t\t\tfair value through profit or loss, depending\u00a0on the\u00a0business model\u00a0for the management of the amounts\u00a0due from credit institutions. \u00a0Accounting policy \u00a0\n\t\t\t\t\tFor balances due from\u00a0credit institutions\u00a0in the Group\u2019s banking units (Personal & Business Customers, General Banking\u00a0in Large Corporates & \u00a0\n\t\t\t\t\tInstitutions, Northern\u00a0Ireland and Non-core), the business model is hold to collect. As the contractual cash flows represent basic lending feature, these \u00a0\n\t\t\t\t\tbalances are measured at amortised cost. For further information on the accounting policy etc., see note G15. \u00a0\n\t\t\t\t\tFor balances due from credit institutions\u00a0and central banks in the Group\u2019s trading units (Markets\u00a0and Investment\u00a0Banking &\u00a0Securities in\u00a0Large \u00a0\n\t\t\t\t\tCorporates &\u00a0Institutions) the\u00a0business model\u00a0is neither\u00a0\u2018hold to collect\u2019 nor \u2018hold to collect and sell\u2019 and these balances are mandatorily\u00a0recognised at \u00a0\n\t\t\t\t\tfair value through profit or loss. For further information\u00a0on the\u00a0accounting policy, see\u00a0note G16. \u00a0\n\t\t\t\t\tCash in\u00a0hand and\u00a0demand deposits with central banks \u00a0\n\t\t\t\t\tIncludes cash\u00a0in hand of DKK 6,630 million (2021: DKK 6,765 million)\u00a0and demand\u00a0deposits of DKK 168,422 million (2021: DKK 286,621 million) \u00a0\n\t\t\t\t\t(measured at amortised cost). \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks measured at fair value through profit or loss: \u00a0\n\t\t\t\t\tReverse transactions \u00a0\n\t\t\t\t\t37,379 \u00a0\n\t\t\t\t\t37,734 \u00a0\n\t\t\t\t\tOther amounts due \u00a0\n\t\t\t\t\t768 \u00a0\n\t\t\t\t\t1,728 \u00a0\n\t\t\t\t\tTotal at\u00a0fair value through profit or loss \u00a0\n\t\t\t\t\t38,147 \u00a0\n\t\t\t\t\t39,462 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks measured at amortised cost: \u00a0\n\t\t\t\t\tOther amounts due \u00a0\n\t\t\t\t\t22,711 \u00a0\n\t\t\t\t\t31,723 \u00a0\n\t\t\t\t\tAllowance account \u00a0\n\t\t\t\t\t47 \u00a0\n\t\t\t\t\t29 \u00a0\n\t\t\t\t\tTotal at\u00a0amortised cost \u00a0\n\t\t\t\t\t22,664 \u00a0\n\t\t\t\t\t31,694 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks, total \u00a0\n\t\t\t\t\t60,811 \u00a0\n\t\t\t\t\t71,156 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks includes amounts due within three months and totalled\u00a0DKK 57,479 million at the end of 2022 (2021: \u00a0\n\t\t\t\t\tDKK 69,611 million). This amount is\u00a0included under Cash and cash equivalents in the cash flow statement. \u00a0Credit risk \u00a0\n\t\t\t\t\tThe Group offers\u00a0loans, credits, guarantees and other products as part of its business model and thus takes on credit risk. \u00a0\n\t\t\t\t\tCredit risk is the risk of losses because debtors\u00a0or counterparties\u00a0fail to\u00a0meet all or part of their payment obligations\u00a0to the Group. \u00a0\n\t\t\t\t\tIn accordance with the Group\u2019s Credit Policy, the Group carefully assesses the financial situation of customers to ensure that loans granted are suited to their \u00a0\n\t\t\t\t\tneeds and financial capacity and that customers understand their financial obligations. \u00a0\n\t\t\t\t\tIn order to mitigate\u00a0credit risk, the Group uses a number of measures, including\u00a0collateral, guarantees and covenants. \u00a0\n\t\t\t\t\tFurther information\u00a0on the\u00a0Group\u2019s risk\u00a0management practices related to\u00a0credit risk can\u00a0be found in the report Risk Management 2022. \u00a0\n\t\t\t\t\tSustainability risk \u00a0\n\t\t\t\t\tThe Group may be exposed to sustainability\u00a0drivers. Credit risk is deemed to be the risk type most materially\u00a0affected by sustainability\u00a0drivers. \u00a0\n\t\t\t\t\tSustainability and\u00a0ESG considerations\u00a0are integrated into the Group\u2019s lending practices. \u00a0\n\t\t\t\t\tThe Group publishes its viewpoints on a number of sustainability themes in position statements that outline the Group\u2019s expectations and, in some cases, list \u00a0\n\t\t\t\t\trestrictions on loans granted to businesses that are particularly exposed to sustainability risks. Restrictions\u00a0are integrated into the Group\u2019s Credit Risk Policy \u00a0\n\t\t\t\t\tand underlying instructions, which further specify\u00a0due diligence requirements to identify, assess and manage the relevant risks in credit processes at both \u00a0\n\t\t\t\t\tthe customer and portfolio levels. At a customer level relationship managers use a digital system to identify and assess each customer\u2019s sustainability\u00a0risk \u00a0\n\t\t\t\t\tlevel through a set of sector-specific environmental,\u00a0social and governance questions\u00a0for both new and existing business customers. The customer-level \u00a0\n\t\t\t\t\tsustainability risk assessments serve as input factors in the overall credit decision process. At a portfolio level, sustainability\u00a0risks are identified, assessed \u00a0\n\t\t\t\t\tand monitored as part of the annual industry reviews, which includes an in-depth assessment of sub-industries and the largest customers. When deemed \u00a0\n\t\t\t\t\tnecessary, the sustainability\u00a0risk findings are integrated into the credit risk appetite to allow for portfolio steering. \u00a0\n\t\t\t\t\tClimate risk is\u00a0currently the\u00a0most urgent of all ESG-related\u00a0drivers capable of\u00a0affecting the Group\u2019s credit risk. From a financial materiality\u00a0perspective , \u00a0\n\t\t\t\t\tclimate-related risks have been deemed most relevant for the Group\u2019s lending\u00a0activities. Climate risk\u00a0pertains to transition risks, which are the risks \u00a0\n\t\t\t\t\tassociated with shifting to a\u00a0low-carbon economy, and to physical risks arising from\u00a0projected climate changes such\u00a0as weather-related hazards. \u00a0\n\t\t\t\t\tThe Group takes a risk-based approach in prioritising\u00a0risk management\u00a0efforts for credit portfolios that are likely to be most exposed to transition\u00a0and \u00a0\n\t\t\t\t\tphysical risks. For\u00a0that purpose, the Group\u2019s climate risk heat map is based on a\u00a0mix of\u00a0qualitative and\u00a0quantitative input\u00a0to define the credit exposures \u00a0\n\t\t\t\t\tmost exposed to transition and physical risks. The lending activities\u00a0most likely\u00a0to be exposed to future transition risks relate primarily to heavy-emittin\u00a0g \u00a0\n\t\t\t\t\tsectors. These sectors are estimated\u00a0to account for around 14%1 (2021: 15%) of the Group\u2019s total lending activities,\u00a0with the risk concentrated\u00a0to a few \u00a0\n\t\t\t\t\tportfolios. For example, emissions can predominantly\u00a0be attributed\u00a0to sectors such as Shipping, oil and gas. Transition\u00a0risk is managed at the\u00a0portfolio- \u00a0\n\t\t\t\t\tlevel through long-term targets for sectors with high financed emissions and risk appetite limits as well as at a customer-level\u00a0by differentiating\u00a0between \u00a0\n\t\t\t\t\tcustomers who are preparing for and undertaking\u00a0the necessary transition\u00a0and customers not\u00a0accelerating fast\u00a0enough on their transition plans. Physica\u00a0l \u00a0\n\t\t\t\t\trisks are\u00a0identified mainly\u00a0for collateral-related\u00a0exposure (flooding risk, in particular) by using data on historically\u00a0worst flood events\u00a0and most\u00a0extreme \u00a0\n\t\t\t\t\tclimate projections. As a\u00a0result, assessments are considered to be conservative.\u00a0Flooding risk is the primary physical risk hazard to be taken into \u00a0\n\t\t\t\t\tconsideration in\u00a0the Nordic countries, with identified\u00a0risk exposures\u00a0amounting to around 3.6%1 (2021: 6%) of the\u00a0Group\u2019s total lending activities.\u00a0The \u00a0\n\t\t\t\t\tGroup\u2019s risks associated with flooding risk are managed primarily at\u00a0the portfolio level. The exposure related to high physical risks includes\u00a0non- \u00a0\n\t\t\t\t\tcollateralised exposure\u00a0only to a limited\u00a0extent. \u00a0\n\t\t\t\t\tThe climate heat map gives an indication\u00a0of the size of the exposure at risk and not the expected stress impacts such as impact on expected stress effects \u00a0\n\t\t\t\t\tsuch as impairment charges. Such quantitative\u00a0measures are to be assessed through scenario analysis\u00a0and future stress testing. Climate scenario \u00a0\n\t\t\t\t\tanalysis is already being performed - following the recommendations\u00a0of the Taskforce on Climate-related\u00a0Financial Disclosures\u00a0(TCFD) for key sectors \u00a0\n\t\t\t\t\tfor both\u00a0transition risk\u00a0and physical risk such as for the oil and gas, agriculture\u00a0and property portfolios.\u00a0The Group will continue to refine\u00a0the climate risk \u00a0\n\t\t\t\t\theat map as more climate risk data becomes available\u00a0to support the identification\u00a0of both transition\u00a0and physical\u00a0risks for the purpose of determining \u00a0\n\t\t\t\t\tfinancial materiality,\u00a0however conclusions have not led to adjustments\u00a0to staging or expected credit losses, as the impacts either manifest over a longer \u00a0\n\t\t\t\t\ttime period than loan maturities,\u00a0or as transition\u00a0risks are concentrated on\u00a0sectors with downside risks already recognised in the bank\u2019s expected credit \u00a0\n\t\t\t\t\tlosses, for instance\u00a0in the agriculture\u00a0and oil and gas portfolios. \u00a0\n\t\t\t\t\tSee the Group\u2019s risk\u00a0management report; Risk\u00a0Management 2022 for\u00a0more information\u00a0on Sustainability\u00a0risk and the Group\u2019s additional Pillar III \u00a0\n\t\t\t\t\tDisclosures for\u00a0more information on\u00a0Climate risk. The publicaitons\u00a0are available\u00a0at danskebank.com/ir.\u00a0The publications\u00a0are not covered by the statutor\u00a0y \u00a0\n\t\t\t\t\taudit. \u00a0\n\t\t\t\t\t1 Year-on-year decrease in\u00a0exposure at risk for both\u00a0transition and physical risk is due to updates to the methodology related to EPC labels and flood risk maps in Denmark, lowering the \u00a0\n\t\t\t\t\texposure at risk for the property-related portfolios. The overall risk profile is considered to be stable compared to 2021. The Group will continue to refine the climate risk heat map and will \u00a0\n\t\t\t\t\tbe subject to change. \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tCredit exp\u00a0osure \u00a0\n\t\t\t\t\tCredit exposure consists of\u00a0balance sheet\u00a0items and off-balance-sheet items that carry credit risk. Most of the exposure derives from lending activitie\u00a0s \u00a0\n\t\t\t\t\tin the form of secured and unsecured loans. The Non-core business unit is not considered part of Danske\u00a0Bank\u2019s core\u00a0activities and\u00a0is stated separately. \u00a0\n\t\t\t\t\tSecurities positions taken by the\u00a0Group\u2019s trading and investment units also\u00a0entail credit risk and are presented as credit exposure from trading and \u00a0\n\t\t\t\t\tinvestment securities as\u00a0well as derivatives\u00a0and loans at the Group\u2019s trading\u00a0units. \u00a0\n\t\t\t\t\tThe overall management of\u00a0credit risk thus covers credit risk from direct lending\u00a0activities, counterparty\u00a0credit risk on\u00a0derivatives and\u00a0loans at the \u00a0\n\t\t\t\t\tGroup\u2019s trading units and credit risk from securities positions. \u00a0\n\t\t\t\t\tThe Group\u2019s exposure to the risk on some balance sheet items is limited.\u00a0This is the case for assets under customer-funded\u00a0investment pools, unit-linke\u00a0d \u00a0\n\t\t\t\t\tinvestment contracts\u00a0and insurance contracts. The risk on\u00a0assets under pooled schemes and\u00a0unit-linked investment\u00a0contracts is assumed solely by the \u00a0\n\t\t\t\t\tcustomers, while the risk on assets under insurance contracts is assumed primarily by the customers. The section on life insurance risk describes the \u00a0\n\t\t\t\t\tGroup\u2019s credit risk on\u00a0insurance contracts. \u00a0\n\t\t\t\t\tBreakdown of credit exposure \u00a0\n\t\t\t\t\tLending activities \u00a0\n\t\t\t\t\tTrading and \u00a0\n\t\t\t\t\tCustomer- \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tCounterparty \u00a0\n\t\t\t\t\tinvestment \u00a0\n\t\t\t\t\tfunded \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tCore \u00a0\n\t\t\t\t\tNon-core \u00a0\n\t\t\t\t\tcredit risk \u00a0\n\t\t\t\t\tsecurities investments \u00a0\n\t\t\t\t\tBalance sheet items \u00a0\n\t\t\t\t\tDemand deposits with central banks \u00a0\n\t\t\t\t\t168.4 \u00a0\n\t\t\t\t\t168.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t60.8 \u00a0\n\t\t\t\t\t22.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTrading portfolio assets \u00a0\n\t\t\t\t\t638.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t430.1 \u00a0\n\t\t\t\t\t208.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t303.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t303.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t1,082.8 \u00a0\n\t\t\t\t\t1,081.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t932.7 \u00a0\n\t\t\t\t\t724.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t208.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tAssets under pooled schemes and unit-linked investment \u00a0\n\t\t\t\t\tcontracts \u00a0\n\t\t\t\t\t66.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66.5 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t455.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t455.4 \u00a0\n\t\t\t\t\tAssets held\u00a0for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOff-balance-sheet items \u00a0\n\t\t\t\t\tGuarantees \u00a0\n\t\t\t\t\t81.4 \u00a0\n\t\t\t\t\t81.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0shorter than 1 year \u00a0\n\t\t\t\t\t236.1 \u00a0\n\t\t\t\t\t234.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0longer than 1 year \u00a0\n\t\t\t\t\t199.9 \u00a0\n\t\t\t\t\t199.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther unutilised commitments \u00a0\n\t\t\t\t\t15.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t15.1 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t4,240.9 \u00a0\n\t\t\t\t\t2,512.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t676.9 \u00a0\n\t\t\t\t\t511.7 \u00a0\n\t\t\t\t\t537.0 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tBalance sheet items \u00a0\n\t\t\t\t\tDemand deposits with central banks \u00a0\n\t\t\t\t\t286.6 \u00a0\n\t\t\t\t\t286.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t71.2 \u00a0\n\t\t\t\t\t31.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTrading portfolio assets \u00a0\n\t\t\t\t\t509.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t260.2 \u00a0\n\t\t\t\t\t249.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t303.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t303.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t1,027.4 \u00a0\n\t\t\t\t\t1,026.1 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t1,024.5 \u00a0\n\t\t\t\t\t809.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t214.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tAssets under pooled schemes and unit-linked investment \u00a0\n\t\t\t\t\tcontracts \u00a0\n\t\t\t\t\t76.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t76.7 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t547.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t547.8 \u00a0\n\t\t\t\t\tAssets held\u00a0for sale \u00a0\n\t\t\t\t\t28.5 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24.0 \u00a0\n\t\t\t\t\tOff-balance-sheet items \u00a0\n\t\t\t\t\tGuarantees \u00a0\n\t\t\t\t\t81.0 \u00a0\n\t\t\t\t\t81.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0shorter than 1 year \u00a0\n\t\t\t\t\t271.9 \u00a0\n\t\t\t\t\t270.3 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0longer than 1 year \u00a0\n\t\t\t\t\t205.5 \u00a0\n\t\t\t\t\t205.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther unutilised commitments \u00a0\n\t\t\t\t\t16.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t16.0 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t4,450.5 \u00a0\n\t\t\t\t\t2,715.6 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t514.3 \u00a0\n\t\t\t\t\t553.3 \u00a0\n\t\t\t\t\t664.5 \u00a0\n\t\t\t\t\tIn addition to credit exposure from\u00a0lending activities, the Group had made uncommitted loan offers\u00a0and granted uncommitted\u00a0lines of credit of DKK 216 \u00a0\n\t\t\t\t\tbillion at\u00a031 December 2022 (2021: DKK 194 billion). These items are included in the calculation of the total risk exposure amount in accordance with \u00a0\n\t\t\t\t\tthe Capital Requirements Directive. \u00a0\n\t\t\t\t\tThe Group\u2019s direct exposure to Russia and Ukraine amounted to less than DKK 0.1 billion at 31\u00a0December 2022. \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tCredit exposure from\u00a0core lending\u00a0activities \u00a0\n\t\t\t\t\tCredit exposure\u00a0from lending activities\u00a0in the Group\u2019s\u00a0core banking\u00a0business includes loans, amounts due\u00a0from credit institutions\u00a0and central banks, \u00a0\n\t\t\t\t\tguarantees and irrevocable loan commitments.\u00a0The exposure is measured net of expected credit losses and includes repo loans at amortised cost. For \u00a0\n\t\t\t\t\treporting purposes, all collateral values are net of haircuts and capped at the exposure amount. The credit exposure from Non-core lending activities\u00a0is \u00a0\n\t\t\t\t\tdisclosed further on\u00a0in these notes. \u00a0\n\t\t\t\t\tFor details\u00a0about the Group\u2019s credit risk management and the use of information on expected credit losses for risk management purposes, see Risk \u00a0\n\t\t\t\t\tManagement 2022. \u00a0\n\t\t\t\t\tClassification of\u00a0customers \u00a0\n\t\t\t\t\tThe main\u00a0objectives of risk classification are to rank the Group\u2019s customers according to risk and to estimate each customer\u2019s probability of default (PD). As \u00a0\n\t\t\t\t\tpart of the credit process, the Group classifies customers according to risk and updates their classifications upon receipt of new information. Risk \u00a0\n\t\t\t\t\tclassification comprises rating and credit scoring of customers. While all large customers are rated, the Group uses fully automated and statistically-based \u00a0\n\t\t\t\t\tscoring models for small customers such as personal customers and small businesses. Credit scores are updated monthly in a process subject to automated \u00a0\n\t\t\t\t\tcontrols. \u00a0\n\t\t\t\t\tThe Group has\u00a0developed a number of classification models to\u00a0assess customer PD and to classify customers in various\u00a0segments. \u00a0\n\t\t\t\t\tIn its credit risk management, the Group uses point in time (PIT) PD estimates\u00a0for risk classification.\u00a0These PIT PD estimates\u00a0express a customer\u2019s \u00a0\n\t\t\t\t\tprobability of\u00a0default within\u00a0the next 12 months in the current economic situation.\u00a0The Group\u2019s classification scale consists of 11 main rating categories \u00a0\n\t\t\t\t\twith fixed PD bands. During a\u00a0downturn, a\u00a0customer\u2019s PIT\u00a0PD may increase,\u00a0and the customer may migrate to a lower rating category.\u00a0The effect\u00a0from a \u00a0\n\t\t\t\t\tdownturn is thus larger when PIT PD is used than if the classification were based on through-the-cycle\u00a0(TTC) PD, which the Group uses to calculate the \u00a0\n\t\t\t\t\trisk exposure amount for credit risk. \u00a0\n\t\t\t\t\tThe classification\u00a0of facilities\u00a0between stage 1 and 2 for the\u00a0purpose of calculating\u00a0expected credit\u00a0losses under IFRS 9 depends on whether the credit \u00a0\n\t\t\t\t\trisk has increased significantly\u00a0since initial recognition.\u00a0The assessment of whether\u00a0the credit risk has increased significantly\u00a0since initial recognition\u00a0is \u00a0\n\t\t\t\t\tperformed by\u00a0considering the\u00a0change in the risk of default occurring over the remaining life of\u00a0the individual\u00a0facility and\u00a0incorporating forward-looking \u00a0\n\t\t\t\t\tinformation. A\u00a0facility is transferred from stage 1 to stage 2 on the basis of observed increases in the probability of default: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFor facilities\u00a0originated below 1% in PD: an increase in the facility\u2019s 12-month PD of at least 0.5 of a percentage point since initial\u00a0recognition and\u00a0a \u00a0\n\t\t\t\t\tdoubling in\u00a0the facility\u2019s lifetime PD since origination. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFor facilities\u00a0originated above 1% in PD: an\u00a0increase in the facility\u2019s 12-month PD of 2 percentage points since origination or a doubling of the \u00a0\n\t\t\t\t\tfacility\u2019s lifetime PD\u00a0since origination. \u00a0\n\t\t\t\t\tIn addition,\u00a0facilities that\u00a0are more than 30 days past due are moved\u00a0to stage 2. 30 days past due is considered\u00a0a backstop.\u00a0Finally, customers subject to \u00a0\n\t\t\t\t\tforbearance measures are placed in stage 2, if the Group, in the most likely\u00a0outcome, expects no loss or the customers are in the two-year probation \u00a0\n\t\t\t\t\tperiod for performing\u00a0forborne exposures. \u00a0\n\t\t\t\t\tA facility is transferred from stage 2 to stage 3 when it becomes credit-impaired.\u00a0A facility becomes credit-impaired when one or more events that have \u00a0\n\t\t\t\t\ta detrimental\u00a0impact on\u00a0the estimated future cash flows have occurred. This includes\u00a0observable data about (a) significant financial difficulty of the issuer \u00a0\n\t\t\t\t\tor the borrower; (b) a breach of contract,\u00a0such as a default or past due event;\u00a0(c) the borrower, for financial or contractual reasons relating to the \u00a0\n\t\t\t\t\tborrower\u2019s financial difficulty,\u00a0having been\u00a0granted a concession that would not otherwise have been considered; (d) it is becoming\u00a0probable that the \u00a0\n\t\t\t\t\tborrower will\u00a0enter into bankruptcy\u00a0or other financial restructuring;\u00a0and (e) the purchase or origination\u00a0of a financial asset at a deep discount that reflects \u00a0\n\t\t\t\t\tthe incurred credit loss. It may not be possible to identify\u00a0a single\u00a0discrete event \u2013\u00a0instead, the combined effect\u00a0of several events may cause a\u00a0financial \u00a0\n\t\t\t\t\tasset to become credit-impaired.\u00a0Credit-impaired facilities are\u00a0placed in rating category 10\u00a0or 11. For customers\u00a0in rating\u00a0category 10, the stage 3 \u00a0\n\t\t\t\t\tclassification applies\u00a0only to customers where a loss is expected in the most likely\u00a0scenario. For rating category 11 (default), all facilities are classified \u00a0\n\t\t\t\t\tas stage 3 exposures. \u00a0\n\t\t\t\t\tExposures which\u00a0are considered to be in default for regulatory\u00a0purposes will always be categorised as\u00a0stage 3 exposures under IFRS 9. This applies to \u00a0\n\t\t\t\t\t90-days-past-due considerations and\u00a0unlikely-to-pay factors\u00a0leading to regulatory default. \u00a0\n\t\t\t\t\tManagement applies judgement and recognises post-model adjustments\u00a0to cover risks that are not reflected sufficiently\u00a0in the Group\u2019s expected credit \u00a0\n\t\t\t\t\tloss model. Besides\u00a0increasing the expected credit losses, the post-model adjustments\u00a0may lead to the transfer of part of the gross exposure covered by \u00a0\n\t\t\t\t\tthe post-model adjustments\u00a0from stage 1 to stage 2 through targeted PD pushes to the current point in time estimates\u00a0of PD (i.e. increases in the PD for \u00a0\n\t\t\t\t\tthe underlying\u00a0customers in\u00a0the selected portfolios covered by the post-model adjustments)\u00a0to ensure consistency between the methods used for \u00a0\n\t\t\t\t\tdisclosing information about\u00a0expected credit\u00a0losses and exposures subject to significant increase in credit risk. While the distribution\u00a0of customers \u00a0\n\t\t\t\t\tbetween the Group\u2019s 11 rating categories is unchanged and reflects the current point-in-time estimate of the underlying customers\u2019 PDs, the PD pushes \u00a0\n\t\t\t\t\tmay lead to the transfer of gross exposures to stage 2 as the assessment of the increase in credit risk is performed by comparing\u00a0the initial PD with the \u00a0\n\t\t\t\t\tcurrent PD (after the adjustment\u00a0for the targeted PD pushes). \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tExpected credit\u00a0losses \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as a\u00a0function of\u00a0the probability\u00a0of default\u00a0(PD), the exposure at default (EAD) and the loss \u00a0\n\t\t\t\t\tgiven default (LGD). For exposures in stage 1, 12- month expected credit losses are recognised, while lifetime expected credit losses are recognised for \u00a0\n\t\t\t\t\texposures in stage 2-3. For further information see note G15. \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in core activities\u00a0broken down by rating\u00a0category \u00a0\n\t\t\t\t\tThe Group implemented\u00a0a new Definition\u00a0of Default\u00a0in January 2022 in order to align the existing definition of default for accounting with the regulator\u00a0y \u00a0\n\t\t\t\t\tpurposes. According to the new definition\u00a0of default,\u00a0all exposures\u00a0in stage 3 are considered default. As a result, all non-performing loans are now \u00a0\n\t\t\t\t\tconsidered default, and hence equal to the total of stage 3 exposures. \u00a0\n\t\t\t\t\tAlthough Stage\u00a03 and default (rating 11) are generally aligned, a small amount of credit exposure in stage 3 can be found outside\u00a0default. This is\u00a0due to \u00a0\n\t\t\t\t\timpairment staging being\u00a0updated monthly (after\u00a0each month-end),\u00a0whereas default is updated daily. For the same reason, some credit exposure in default \u00a0\n\t\t\t\t\tis outside stage 3. Total gross exposure in stage 2 increased by DKK 45 billion since end of 2021 primarily in commercial property due to changes in \u00a0\n\t\t\t\t\tmacroeconomic scenarios and (forward-looking) post-model adjustments. \u00a0\n\t\t\t\t\tFor further details about the Group\u2019s credit risk management and the use of information\u00a0on expected credit losses for risk management purposes, see \u00a0\n\t\t\t\t\tRisk Management\u00a02022. \u00a0\n\t\t\t\t\tThe table below breaks down\u00a0the credit exposure by rating categories and stages. \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t135.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t135.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t115.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t233.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t233.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t116.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t540.9 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t540.8 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t264.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t630.6 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t630.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t301.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t463.1 \u00a0\n\t\t\t\t\t14.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t462.7 \u00a0\n\t\t\t\t\t13.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t155.1 \u00a0\n\t\t\t\t\t7.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t235.8 \u00a0\n\t\t\t\t\t54.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t235.3 \u00a0\n\t\t\t\t\t53.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t74.9 \u00a0\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t75.5 \u00a0\n\t\t\t\t\t59.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t74.6 \u00a0\n\t\t\t\t\t56.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t24.5 \u00a0\n\t\t\t\t\t21.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t29.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t27.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t12.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t11.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t31.6 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t23.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,324.2 \u00a0\n\t\t\t\t\t176.0 \u00a0\n\t\t\t\t\t32.1 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t8.3 2,321.0 \u00a0\n\t\t\t\t\t168.0 \u00a0\n\t\t\t\t\t23.8 1,053.6 \u00a0\n\t\t\t\t\t61.0 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t264.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t264.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t245.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t207.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t207.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t80.6 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t570.6 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t570.6 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t264.9 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t637.2 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t637.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t287.3 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t485.0 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t484.7 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t150.3 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t275.7 \u00a0\n\t\t\t\t\t17.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t275.1 \u00a0\n\t\t\t\t\t16.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t94.6 \u00a0\n\t\t\t\t\t5.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t103.0 \u00a0\n\t\t\t\t\t46.6 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t102.1 \u00a0\n\t\t\t\t\t45.2 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t30.1 \u00a0\n\t\t\t\t\t13.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t16.5 \u00a0\n\t\t\t\t\t40.0 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t16.0 \u00a0\n\t\t\t\t\t37.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t11.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t22.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t11.4 \u00a0\n\t\t\t\t\t17.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t14.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,560.9 \u00a0\n\t\t\t\t\t130.6 \u00a0\n\t\t\t\t\t46.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t12.4 2,558.2 \u00a0\n\t\t\t\t\t123.8 \u00a0\n\t\t\t\t\t33.6 1,156.8 \u00a0\n\t\t\t\t\t37.5 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\tExposures, expected credit losses\u00a0and collateral in default have increased compared to\u00a0the end of 2021\u00a0due to the implementation\u00a0of the new definition \u00a0\n\t\t\t\t\tof default\u00a0in January 2022. At the same time, stage 3 decreased primarily due to 1) final adjustments\u00a0of staging\u00a0during the implementation\u00a0of new \u00a0\n\t\t\t\t\tdefinition of default that is now aligned to European Banking Authority\u00a0requirements and\u00a02) write-offs. The stage 3 coverage ratio\u00a0is 73% (31 December \u00a0\n\t\t\t\t\t2021: 78%). \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in core activities\u00a0broken down by industry\u00a0(NACE) \u00a0\n\t\t\t\t\tThe table below breaks down credit exposure by industry. The industry\u00a0segmentation is based on\u00a0the classification principles of\u00a0the Statistica\u00a0l \u00a0\n\t\t\t\t\tClassification of\u00a0Economic Activities\u00a0in the European\u00a0Community (NACE) standard adapted to\u00a0the Group\u2019s business risk approach used for the active \u00a0\n\t\t\t\t\tmanagement of\u00a0the credit portfolio. \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPublic institutions \u00a0\n\t\t\t\t\t225.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t225.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t223.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tFinancials \u00a0\n\t\t\t\t\t116.6 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t116.5 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t104.7 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tAgriculture \u00a0\n\t\t\t\t\t54.9 \u00a0\n\t\t\t\t\t5.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t54.6 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t14.0 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAutomotive \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t20.8 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tCapital goods \u00a0\n\t\t\t\t\t87.3 \u00a0\n\t\t\t\t\t9.2 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t87.2 \u00a0\n\t\t\t\t\t8.9 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t79.0 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tCommercial property \u00a0\n\t\t\t\t\t250.6 \u00a0\n\t\t\t\t\t46.9 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t250.3 \u00a0\n\t\t\t\t\t44.7 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t45.8 \u00a0\n\t\t\t\t\t10.5 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tConstruction and building materials \u00a0\n\t\t\t\t\t43.6 \u00a0\n\t\t\t\t\t8.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t43.5 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t32.7 \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tConsumer goods \u00a0\n\t\t\t\t\t72.4 \u00a0\n\t\t\t\t\t7.6 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t72.3 \u00a0\n\t\t\t\t\t7.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t57.3 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tHotels, restaurants and leisure \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tMetals and\u00a0mining \u00a0\n\t\t\t\t\t13.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t12.0 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther commercials \u00a0\n\t\t\t\t\t15.4 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t15.1 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t11.9 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPharma and medical devices \u00a0\n\t\t\t\t\t42.3 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t42.2 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39.8 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPrivate housing co-ops and non- \u00a0\n\t\t\t\t\tprofit associations \u00a0\n\t\t\t\t\t187.4 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t187.3 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t26.6 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPulp, paper and chemicals \u00a0\n\t\t\t\t\t47.5 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t47.5 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t37.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tRetailing \u00a0\n\t\t\t\t\t30.3 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t30.2 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t19.4 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\tServices \u00a0\n\t\t\t\t\t59.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t59.4 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t49.8 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tShipping, oil and gas \u00a0\n\t\t\t\t\t34.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t34.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t24.3 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tSocial services \u00a0\n\t\t\t\t\t26.9 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t26.8 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t13.0 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\tTelecom and media \u00a0\n\t\t\t\t\t23.1 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t23.1 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t17.9 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransportation \u00a0\n\t\t\t\t\t13.7 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t13.6 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t6.3 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tUtilities and\u00a0infrastructure \u00a0\n\t\t\t\t\t103.4 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t103.2 \u00a0\n\t\t\t\t\t4.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t83.8 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t839.3 \u00a0\n\t\t\t\t\t52.8 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t838.1 \u00a0\n\t\t\t\t\t50.8 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t129.2 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,324.2 176.0 \u00a0\n\t\t\t\t\t32.1 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t8.3 2,321.0\u00a0168.0 \u00a0\n\t\t\t\t\t23.9 1,053.6 \u00a0\n\t\t\t\t\t61.0 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\tAs at\u00a031 December 2022, oil and gas exposures (within the Shipping,\u00a0oil and gas industry)\u00a0represent a gross exposure\u00a0of DKK 19.3 billion\u00a0(31 December \u00a0\n\t\t\t\t\t2021: DKK 18.3 billion) and expected credit losses of DKK 1.0\u00a0billion (31 December 2021: DKK 1.8\u00a0billion). Those exposures represent the majority of \u00a0\n\t\t\t\t\tthe exposures in stage 3 within the Shipping, oil and gas industry at the end of 2022. \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPublic institutions \u00a0\n\t\t\t\t\t332.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t332.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t330.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tFinancials \u00a0\n\t\t\t\t\t122.0 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 122.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t0.2 107.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAgriculture \u00a0\n\t\t\t\t\t57.6 \u00a0\n\t\t\t\t\t5.6 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t57.3 \u00a0\n\t\t\t\t\t4.7 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t12.2 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tAutomotive \u00a0\n\t\t\t\t\t25.3 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t25.3 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t19.9 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tCapital goods \u00a0\n\t\t\t\t\t71.4 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t71.3 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t62.6 \u00a0\n\t\t\t\t\t5.7 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tCommercial property \u00a0\n\t\t\t\t\t291.2 \u00a0\n\t\t\t\t\t19.6 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t1.2 290.7 \u00a0\n\t\t\t\t\t18.1 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t59.3 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\tConstruction and building materials \u00a0\n\t\t\t\t\t46.1 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t46.1 \u00a0\n\t\t\t\t\t4.1 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t32.8 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tConsumer goods \u00a0\n\t\t\t\t\t71.1 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t71.0 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t53.0 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tHotels, restaurants and leisure \u00a0\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tMetals and\u00a0mining \u00a0\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther commercials \u00a0\n\t\t\t\t\t13.3 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t9.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPharma and medical devices \u00a0\n\t\t\t\t\t53.1 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t53.1 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t50.7 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPrivate housing co-ops and non-profit \u00a0\n\t\t\t\t\tassociations \u00a0\n\t\t\t\t\t207.4 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 207.3 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t34.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tPulp, paper and chemicals \u00a0\n\t\t\t\t\t39.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t39.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t27.8 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tRetailing \u00a0\n\t\t\t\t\t28.4 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t28.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t18.1 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tServices \u00a0\n\t\t\t\t\t57.9 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t57.7 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t46.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tShipping, oil and gas \u00a0\n\t\t\t\t\t31.3 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t31.2 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t16.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tSocial services \u00a0\n\t\t\t\t\t25.5 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t9.3 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\tTelecom and media \u00a0\n\t\t\t\t\t22.2 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t22.2 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t20.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransportation \u00a0\n\t\t\t\t\t14.3 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t14.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t6.5 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tUtilities and\u00a0infrastructure \u00a0\n\t\t\t\t\t76.1 \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t0.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76.0 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t56.4 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t953.9 \u00a0\n\t\t\t\t\t49.6 \u00a0\n\t\t\t\t\t15.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t3.1 952.8 \u00a0\n\t\t\t\t\t48.0 \u00a0\n\t\t\t\t\t12.8 170.1 \u00a0\n\t\t\t\t\t5.8 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,560.9 130.6 \u00a0\n\t\t\t\t\t46.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t12.4 2,558.2\u00a0123.8 \u00a0\n\t\t\t\t\t33.6 1,156.8 \u00a0\n\t\t\t\t\t37.5 \u00a0\n\t\t\t\t\t3.5 \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tThe table below breaks down\u00a0credit exposure by core business\u00a0unit and underlying\u00a0segment. \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in core activities\u00a0broken down by business\u00a0unit \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t466.0 \u00a0\n\t\t\t\t\t30.8 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t464.9 \u00a0\n\t\t\t\t\t29.1 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t57.7 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tNordic \u00a0\n\t\t\t\t\t363.8 \u00a0\n\t\t\t\t\t17.7 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t363.6 \u00a0\n\t\t\t\t\t17.3 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t76.3 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Personal \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t829.8 \u00a0\n\t\t\t\t\t48.5 \u00a0\n\t\t\t\t\t9.9 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t828.5 \u00a0\n\t\t\t\t\t46.5 \u00a0\n\t\t\t\t\t7.7 \u00a0\n\t\t\t\t\t134.1 \u00a0\n\t\t\t\t\t7.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tAsset Finance \u00a0\n\t\t\t\t\t47.6 \u00a0\n\t\t\t\t\t12.9 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t47.4 \u00a0\n\t\t\t\t\t12.4 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t18.6 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\t324.0 \u00a0\n\t\t\t\t\t56.4 \u00a0\n\t\t\t\t\t11.1 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t323.1 \u00a0\n\t\t\t\t\t52.5 \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t120.0 \u00a0\n\t\t\t\t\t17.9 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tCommercial Real Estate \u00a0\n\t\t\t\t\t279.1 \u00a0\n\t\t\t\t\t22.1 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t278.9 \u00a0\n\t\t\t\t\t21.5 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t43.6 \u00a0\n\t\t\t\t\t6.5 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Business \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t650.7 \u00a0\n\t\t\t\t\t91.4 \u00a0\n\t\t\t\t\t13.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t649.5 \u00a0\n\t\t\t\t\t86.4 \u00a0\n\t\t\t\t\t9.4 \u00a0\n\t\t\t\t\t182.3 \u00a0\n\t\t\t\t\t26.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tLarge Corporates\u00a0& \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\t615.2 \u00a0\n\t\t\t\t\t29.1 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t614.7 \u00a0\n\t\t\t\t\t28.1 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t545.1 \u00a0\n\t\t\t\t\t25.8 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\t81.4 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t81.1 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t45.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tGroup Functions \u00a0\n\t\t\t\t\t147.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t147.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t146.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,324.2 \u00a0\n\t\t\t\t\t176.0 \u00a0\n\t\t\t\t\t32.1 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t8.3 2,321.0 \u00a0\n\t\t\t\t\t168.0 \u00a0\n\t\t\t\t\t23.9 1,053.6 \u00a0\n\t\t\t\t\t61.0 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPersonal Customers* \u00a0\n\t\t\t\t\tPersonal Customers\u00a0DK \u00a0\n\t\t\t\t\t532.7 \u00a0\n\t\t\t\t\t23.4 \u00a0\n\t\t\t\t\t12.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t531.8 \u00a0\n\t\t\t\t\t22.2 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t63.9 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tNordic \u00a0\n\t\t\t\t\t400.8 \u00a0\n\t\t\t\t\t20.1 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t400.6 \u00a0\n\t\t\t\t\t19.8 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t103.8 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal Personal \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t937.5 \u00a0\n\t\t\t\t\t43.7 \u00a0\n\t\t\t\t\t15.3 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t936.4 \u00a0\n\t\t\t\t\t42.2 \u00a0\n\t\t\t\t\t12.5 \u00a0\n\t\t\t\t\t168.6 \u00a0\n\t\t\t\t\t5.3 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tBusiness Customers* \u00a0\n\t\t\t\t\tAsset Finance \u00a0\n\t\t\t\t\t48.8 \u00a0\n\t\t\t\t\t10.7 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t48.8 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t17.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\t349.8 \u00a0\n\t\t\t\t\t35.5 \u00a0\n\t\t\t\t\t15.9 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t348.9 \u00a0\n\t\t\t\t\t32.0 \u00a0\n\t\t\t\t\t11.4 \u00a0\n\t\t\t\t\t122.0 \u00a0\n\t\t\t\t\t9.7 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tCommercial Real Esate \u00a0\n\t\t\t\t\t313.8 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t313.7 \u00a0\n\t\t\t\t\t9.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t54.3 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Business \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t712.5 \u00a0\n\t\t\t\t\t56.0 \u00a0\n\t\t\t\t\t18.6 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t4.1 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t711.4 \u00a0\n\t\t\t\t\t52.0 \u00a0\n\t\t\t\t\t13.4 \u00a0\n\t\t\t\t\t193.9 \u00a0\n\t\t\t\t\t13.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tLarge Corporates\u00a0& \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\t560.5 \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t10.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t560.2 \u00a0\n\t\t\t\t\t24.2 \u00a0\n\t\t\t\t\t6.3 \u00a0\n\t\t\t\t\t482.2 \u00a0\n\t\t\t\t\t18.4 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\t93.7 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t93.6 \u00a0\n\t\t\t\t\t5.3 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t55.9 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tGroup Functions \u00a0\n\t\t\t\t\t256.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t256.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t256.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,560.9 \u00a0\n\t\t\t\t\t130.6 \u00a0\n\t\t\t\t\t46.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t12.4 2,558.2 \u00a0\n\t\t\t\t\t123.8 \u00a0\n\t\t\t\t\t33.6 1,156.8 \u00a0\n\t\t\t\t\t37.5 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t* Comparative information has been restated, as described in note G3(a). \u00a0Concentration risk \u00a0\n\t\t\t\t\tThe Group has implemented a set of frameworks to manage the concentration risk to which the Group is exposed. These frameworks cover single-name \u00a0\n\t\t\t\t\tconcentrations, industry concentrations and geographical concentrations. \u00a0\n\t\t\t\t\tIndustry concentrations \u00a0\n\t\t\t\t\tThe Group manages\u00a0industry concentrations as\u00a0part of its credit risk appetite\u00a0framework by setting\u00a0exposure limits on\u00a0selected industries. For \u00a0\n\t\t\t\t\tcommercial property, this also\u00a0includes reducing the number of\u00a0low-quality customers in\u00a0order to ensure creditworthiness\u00a0within the concentration \u00a0\n\t\t\t\t\tlimits. The industry concentrations\u00a0are updated\u00a0on an ongoing\u00a0basis and at least once a year. The Group\u00a0accepts the risks on material concentrations in \u00a0\n\t\t\t\t\taccordance with the industry-specific\u00a0guidelines that\u00a0outline the use of credit policies within the industry. For personal customers, the Group also \u00a0\n\t\t\t\t\tmanages key concentrations\u00a0in relation to\u00a0high LTV ratios and short-term interest loans, for example. \u00a0\n\t\t\t\t\tGeographical concentrations \u00a0\n\t\t\t\t\tCredit reporting includes\u00a0a breakdown by country.\u00a0For selected countries,\u00a0exposures to sovereigns, financial institutions\u00a0and counterparties\u00a0in derivative s \u00a0\n\t\t\t\t\ttrading are\u00a0managed within country limits. \u00a0\n\t\t\t\t\tSingle-name concentrations \u00a0\n\t\t\t\t\tSingle-name concentrations are managed according to two frameworks: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tLarge exposures: This framework is based on the regulatory definition of large exposures in the applicable Capital Requirements Regulation (CRR). The \u00a0\n\t\t\t\t\tGroup has also defined stricter internal limits for managing single-name concentrations within the large exposure framework, including the following: \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAbsolute limit on single-name exposures \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLimit for the 20 largest exposures \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tSingle-name concentration: The Group has also implemented a risk-sensitive\u00a0internal framework In order to limit\u00a0potential losses on single names, the \u00a0\n\t\t\t\t\tframework set limits\u00a0on the\u00a0following: \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tExposure \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoss given default \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tExpected loss \u00a0Collateral \u00a0\n\t\t\t\t\tThe Group uses\u00a0a number\u00a0of measures to mitigate\u00a0credit risk, including\u00a0collateral, guarantees and\u00a0covenants. The main method is obtaining collateral. \u00a0\n\t\t\t\t\tThe value of collateral is monitored and reassessed by advisers, internal or external assessors, and automatic valuation models to ensure it reflects current \u00a0\n\t\t\t\t\tmarket prices. The Groups Collateral System supports this process by only accepting up-to-date values, thus ensuring that the Group complies with regulatory \u00a0\n\t\t\t\t\trequirements. \u00a0\n\t\t\t\t\tThe validity of the internal and external inputs on which the valuation\u00a0models depend is assessed regularly and the performance of the models themselves is \u00a0\n\t\t\t\t\tvalidated annually by\u00a0an independent unit, to assess their performance and highlight any deficiencies that need to be addressed. \u00a0\n\t\t\t\t\tThe market value of collateral is subject to a haircut to reflect the fact that the Group may not be able to obtain the estimated market value upon the sale of \u00a0\n\t\t\t\t\tthe individual\u00a0asset in a distressed situation. Hence, the haircut includes a forced sale reduction, price volatility\u00a0during the sales period, realisation costs and \u00a0\n\t\t\t\t\tmaintenance costs. The haircut applied depends on the type of collateral. For regulatory purposes, the Group also applies more conservative haircuts in order \u00a0\n\t\t\t\t\tto capture the risk of an economic downturn. \u00a0\n\t\t\t\t\tThe Group uses\u00a0guarantee schemes\u00a0offered by the governments\u00a0in our markets\u00a0to mitigate the economic consequences of\u00a0the corona crisis. \u00a0\n\t\t\t\t\tType of\u00a0collateral in\u00a0core activities\u00a0(after haircuts) \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tLarge Corporates \u00a0\n\t\t\t\t\tOther areas (ex \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t& Institutions \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\tGroup Functions) \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 2021 \u00a0\n\t\t\t\t\tReal property \u00a0\n\t\t\t\t\t730.4 \u00a0\n\t\t\t\t\t800.2 \u00a0\n\t\t\t\t\t458.1 \u00a0\n\t\t\t\t\t495.5 \u00a0\n\t\t\t\t\t38.0 \u00a0\n\t\t\t\t\t41.0 \u00a0\n\t\t\t\t\t36.5 \u00a0\n\t\t\t\t\t35.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.5 1,263.2 1,372.9 \u00a0\n\t\t\t\t\t- Personal \u00a0\n\t\t\t\t\t717.4 \u00a0\n\t\t\t\t\t789.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t5.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24.7 \u00a0\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t744.0 \u00a0\n\t\t\t\t\t818.3 \u00a0\n\t\t\t\t\t- Commercial \u00a0\n\t\t\t\t\t10.8 \u00a0\n\t\t\t\t\t8.6 \u00a0\n\t\t\t\t\t419.3 \u00a0\n\t\t\t\t\t449.1 \u00a0\n\t\t\t\t\t36.4 \u00a0\n\t\t\t\t\t39.3 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t9.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t476.3 \u00a0\n\t\t\t\t\t506.7 \u00a0\n\t\t\t\t\t- Agricultural \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t37.0 \u00a0\n\t\t\t\t\t41.3 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t42.9 \u00a0\n\t\t\t\t\t47.9 \u00a0\n\t\t\t\t\tBank accounts \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tCustody account and securities \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14.0 \u00a0\n\t\t\t\t\t17.3 \u00a0\n\t\t\t\t\tVehicles \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t19.0 \u00a0\n\t\t\t\t\t22.8 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t23.6 \u00a0\n\t\t\t\t\t24.3 \u00a0\n\t\t\t\t\tEquipment \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t11.7 \u00a0\n\t\t\t\t\t10.6 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t17.5 \u00a0\n\t\t\t\t\t17.1 \u00a0\n\t\t\t\t\tVessels \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t13.3 \u00a0\n\t\t\t\t\t19.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14.3 \u00a0\n\t\t\t\t\t21.0 \u00a0\n\t\t\t\t\tGuarantees \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t11.6 \u00a0\n\t\t\t\t\t15.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t25.9 \u00a0\n\t\t\t\t\tAmounts due \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\tOther assets \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t29.8 \u00a0\n\t\t\t\t\t29.0 \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t34.4 \u00a0\n\t\t\t\t\t34.0 \u00a0\n\t\t\t\t\tTotal collateral \u00a0\n\t\t\t\t\t741.8 \u00a0\n\t\t\t\t\t813.6 \u00a0\n\t\t\t\t\t530.5 \u00a0\n\t\t\t\t\t570.9 \u00a0\n\t\t\t\t\t79.6 \u00a0\n\t\t\t\t\t89.3 \u00a0\n\t\t\t\t\t42.9 \u00a0\n\t\t\t\t\t43.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.5 1,395.1\u00a01,517.8 \u00a0\n\t\t\t\t\tTotal unsecured\u00a0credit \u00a0\n\t\t\t\t\texposure \u00a0\n\t\t\t\t\t140.8 \u00a0\n\t\t\t\t\t177.4 \u00a0\n\t\t\t\t\t214.8 \u00a0\n\t\t\t\t\t205.8 \u00a0\n\t\t\t\t\t568.7 \u00a0\n\t\t\t\t\t501.5 \u00a0\n\t\t\t\t\t46.2 \u00a0\n\t\t\t\t\t56.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t970.6 \u00a0\n\t\t\t\t\t941.4 \u00a0\n\t\t\t\t\tUnsecured portion\u00a0of credit \u00a0\n\t\t\t\t\texposure (%) \u00a0\n\t\t\t\t\t16.0% \u00a0\n\t\t\t\t\t17.9% \u00a0\n\t\t\t\t\t28.8% \u00a0\n\t\t\t\t\t26.5% \u00a0\n\t\t\t\t\t87.7% \u00a0\n\t\t\t\t\t84.9% \u00a0\n\t\t\t\t\t51.8% \u00a0\n\t\t\t\t\t56.6% \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t41.0% \u00a0\n\t\t\t\t\t38.3% \u00a0\n\t\t\t\t\tFrom May 2022, the business segmentation\u00a0was changed. Further\u00a0information can\u00a0be found in note G3(a). \u00a0Past due amounts \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tLarge Corporates \u00a0\n\t\t\t\t\tOther areas (ex \u00a0\n\t\t\t\t\tTotal past due \u00a0\n\t\t\t\t\tTotal due under \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t& Institutions \u00a0\n\t\t\t\t\tNorthern Ireland\u00a0Group Functions) \u00a0\n\t\t\t\t\tamount \u00a0\n\t\t\t\t\tloans \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t6-30 days \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t45 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t1\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\t65 1,547 \u00a0\n\t\t\t\t\t944 \u00a0\n\t\t\t\t\t31-60 days \u00a0\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t4\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t467 \u00a0\n\t\t\t\t\t480 \u00a0\n\t\t\t\t\t> 60 days \u00a0\n\t\t\t\t\t58 \u00a0\n\t\t\t\t\t46 \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t64 \u00a0\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t510 \u00a0\n\t\t\t\t\tTotal past\u00a0due \u00a0\n\t\t\t\t\tamounts \u00a0\n\t\t\t\t\t101 \u00a0\n\t\t\t\t\t107 \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\t25 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t136 \u00a0\n\t\t\t\t\t140 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal due\u00a0under \u00a0\n\t\t\t\t\tloans \u00a0\n\t\t\t\t\t1,627 1,549 \u00a0\n\t\t\t\t\t788 \u00a0\n\t\t\t\t\t285 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t9\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t92 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,501 1,935 \u00a0\n\t\t\t\t\tFrom May 2022, the business segmentation\u00a0was changed. Further\u00a0information can\u00a0be found in note G3(a). \u00a0\n\t\t\t\t\tFor the past due amounts, the average unsecured portion of the claims recorded was 22.0% at the end of 2022 (2021: 19.7%). Real property accounted for \u00a0\n\t\t\t\t\t67.2% of collateral provided (2021: 83.5%). \u00a0\n\t\t\t\t\tForbearance practices and repossessed assets \u00a0\n\t\t\t\t\tThe Group adopts forbearance plans to assist customers in financial difficulty. Concessions granted to customers include interest-reduction\u00a0schedules, \u00a0\n\t\t\t\t\tinterest-only schedules, temporary payment holidays, term extensions, cancellation of outstanding fees,\u00a0waiver of covenant enforcement and debt \u00a0\n\t\t\t\t\tforgiveness. Forbearance plans must comply with the Group\u2019s Credit Policy. They are used as an instrument to retain long-term business relationships \u00a0\n\t\t\t\t\tduring economic downturns if\u00a0there is a realistic\u00a0possibility that\u00a0the customer will be able to meet its obligations\u00a0again, or are used for minimising\u00a0losses \u00a0\n\t\t\t\t\tin the event of default. \u00a0\n\t\t\t\t\tIf it proves impossible\u00a0to improve\u00a0the customer\u2019s financial situation\u00a0by forbearance\u00a0measures, the Group will consider whether to subject the customer\u2019s \u00a0\n\t\t\t\t\tassets to a forced sale or whether the assets could be realised later at higher net proceeds. At the end of 2022, the Group had recognised propertie\u00a0s \u00a0\n\t\t\t\t\ttaken over in Denmark\u00a0at a carrying\u00a0amount of DKK 4\u00a0million (2021:\u00a0DKK 7\u00a0million), and there were\u00a0no properties taken over in other countries (2021: \u00a0\n\t\t\t\t\tDKK 0\u00a0million). The properties are\u00a0held for sale and included under Assets held for sale in the balance sheet. \u00a0\n\t\t\t\t\tThe Group applies the European Banking Authority\u2019s\u00a0(the EBA\u2019s) definition\u00a0of loans subject to forbearance measures. The EBA definition\u00a0states that a \u00a0\n\t\t\t\t\tprobation period of a minimum\u00a0of two years must pass from the date when forborne exposures are considered to be performing again. Forbearance \u00a0\n\t\t\t\t\tmeasures lead to changes in staging for impairment\u00a0purposes, and impairments\u00a0relating to forborne exposures are handled according to the principle\u00a0s \u00a0\n\t\t\t\t\tdescribed in note G15. During the corona crisis, the Group granted concessions to assist customers affected by the crisis. The level decreased during \u00a0\n\t\t\t\t\t2022 due to expiry of granted concessions and post-pandemic financial recoveries. \u00a0\n\t\t\t\t\tExposures subject\u00a0to forbearance\u00a0measures \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\t367 \u00a0\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\t3,029 \u00a0\n\t\t\t\t\t6,517 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\t6,165 \u00a0\n\t\t\t\t\t9,711 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t9,561 \u00a0\n\t\t\t\t\t16,311 \u00a0\n\t\t\t\t\tThe presentation\u00a0of forbearance no longer includes facilities\u00a0under probation without an active forbearance measure. With the implementation\u00a0of the \u00a0Expected credit losses (allowance account) in core\u00a0activities \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as\u00a0a function of the probability\u00a0of default (PD), the exposure\u00a0at default\u00a0(EAD) and\u00a0the loss \u00a0\n\t\t\t\t\tgiven default (LGD). In general, the Group\u2019s IFRS 9 impairment models and parameters draw on the bank\u2019s internal models in order to ensure alignment \u00a0\n\t\t\t\t\tof models across the Group. New models and calculations\u00a0have been\u00a0developed especially for\u00a0IFRS 9\u00a0purposes, including\u00a0models for lifetime PD, \u00a0\n\t\t\t\t\tprepayment and forward-looking\u00a0LGD. All expected credit loss impairments\u00a0are allocated to individual\u00a0exposures. For significant stage 3 exposures, the \u00a0\n\t\t\t\t\tGroup determines the expected credit losses individually. \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tECL allowance account as at 1 January 2021 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\t7,438 \u00a0\n\t\t\t\t\t12,853 \u00a0\n\t\t\t\t\t22,554 \u00a0\n\t\t\t\t\tTransferred to stage 1 during the period \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t-1,604 \u00a0\n\t\t\t\t\t-239 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 during the period \u00a0\n\t\t\t\t\t-180 \u00a0\n\t\t\t\t\t649 \u00a0\n\t\t\t\t\t-469 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 during the period \u00a0\n\t\t\t\t\t-120 \u00a0\n\t\t\t\t\t-864 \u00a0\n\t\t\t\t\t984 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t646 \u00a0\n\t\t\t\t\t1,282 \u00a0\n\t\t\t\t\t1,839 \u00a0\n\t\t\t\t\t3,767 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-629 \u00a0\n\t\t\t\t\t-1,483 \u00a0\n\t\t\t\t\t-4,377 \u00a0\n\t\t\t\t\t-6,489 \u00a0\n\t\t\t\t\tImpact of net remeasurement of ECL (incl. changes in models) \u00a0\n\t\t\t\t\t-923 \u00a0\n\t\t\t\t\t1,172 \u00a0\n\t\t\t\t\t1,011 \u00a0\n\t\t\t\t\t1,259 \u00a0\n\t\t\t\t\tWrite-offs debited to the allowance account \u00a0\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t54 \u00a0\n\t\t\t\t\t268 \u00a0\n\t\t\t\t\t343 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-182 \u00a0\n\t\t\t\t\t160 \u00a0\n\t\t\t\t\t527 \u00a0\n\t\t\t\t\t505 \u00a0\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02021 \u00a0\n\t\t\t\t\t2,733 \u00a0\n\t\t\t\t\t6,804 \u00a0\n\t\t\t\t\t12,397 \u00a0\n\t\t\t\t\t21,935 \u00a0\n\t\t\t\t\tTransferred to stage 1 during the period \u00a0\n\t\t\t\t\t1,144 \u00a0\n\t\t\t\t\t-1,062 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 during the period \u00a0\n\t\t\t\t\t-405 \u00a0\n\t\t\t\t\t834 \u00a0\n\t\t\t\t\t-428 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 during the period \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t-617 \u00a0\n\t\t\t\t\t642 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t630 \u00a0\n\t\t\t\t\t1,643 \u00a0\n\t\t\t\t\t844 \u00a0\n\t\t\t\t\t3,116 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-870 \u00a0\n\t\t\t\t\t-1,487 \u00a0\n\t\t\t\t\t-3,971 \u00a0\n\t\t\t\t\t-6,329 \u00a0\n\t\t\t\t\tImpact of net remeasurement of ECL (incl. changes in models) \u00a0\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t2,101 \u00a0\n\t\t\t\t\t1,032 \u00a0\n\t\t\t\t\t3,253 \u00a0\n\t\t\t\t\tWrite-offs debited to the allowance account \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-2,195 \u00a0\n\t\t\t\t\t-2,198 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t-51 \u00a0\n\t\t\t\t\t-107 \u00a0\n\t\t\t\t\t-15 \u00a0\n\t\t\t\t\t-173 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02022 \u00a0\n\t\t\t\t\t3,273 \u00a0\n\t\t\t\t\t8,082 \u00a0\n\t\t\t\t\t8,251 \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\tThe stage 3 allowance account includes DKK 2.5 billion (2021: DKK 4.7 billion) relating to originated credit impaired financial assets. Originated\u00a0credit \u00a0\n\t\t\t\t\timpaired financial assets are granted as\u00a0part of\u00a0restructuring non-performing loan\u00a0exposures, and are otherwise outside the Group\u2019s credit policy. The \u00a0\n\t\t\t\t\tGroup has not acquired any credit impaired financial assets. \u00a0\n\t\t\t\t\tExpected credit\u00a0losses (allowance account) in\u00a0core activities\u00a0broken down by segment \u00a0\n\t\t\t\t\tLarge \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tCorporates & \u00a0\n\t\t\t\t\tNorthern \u00a0\n\t\t\t\t\tGroup \u00a0\n\t\t\t\t\tAllowance \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tCustomers* Customers* \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\tFunctions \u00a0\n\t\t\t\t\taccount Total \u00a0\n\t\t\t\t\tECL allowance account as at 1 January 2021 \u00a0\n\t\t\t\t\t5,814 \u00a0\n\t\t\t\t\t9,959 \u00a0\n\t\t\t\t\t5,777 \u00a0\n\t\t\t\t\t990 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t22,554 \u00a0\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t524 \u00a0\n\t\t\t\t\t1,768 \u00a0\n\t\t\t\t\t1,215 \u00a0\n\t\t\t\t\t259 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t3,767 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-864 \u00a0\n\t\t\t\t\t-2,023 \u00a0\n\t\t\t\t\t-3,333 \u00a0\n\t\t\t\t\t-266 \u00a0\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t-6,489 \u00a0\n\t\t\t\t\tImpact on remeasurement of ECL (incl. change in models) \u00a0\n\t\t\t\t\t304 \u00a0\n\t\t\t\t\t934 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-135 \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t1,259 \u00a0\n\t\t\t\t\tWrite-offs debited to allowance account \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\tForeign currency translation \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t257 \u00a0\n\t\t\t\t\t71 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t343 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-136 \u00a0\n\t\t\t\t\t-454 \u00a0\n\t\t\t\t\t1,159 \u00a0\n\t\t\t\t\t-63 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t505 \u00a0\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02021 \u00a0\n\t\t\t\t\t5,654 \u00a0\n\t\t\t\t\t10,186 \u00a0\n\t\t\t\t\t5,227 \u00a0\n\t\t\t\t\t850 \u00a0\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t21,935 \u00a0\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t606 \u00a0\n\t\t\t\t\t2,107 \u00a0\n\t\t\t\t\t330 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,116 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-713 \u00a0\n\t\t\t\t\t-2,100 \u00a0\n\t\t\t\t\t-3,383 \u00a0\n\t\t\t\t\t-128 \u00a0\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t-6,329 \u00a0\n\t\t\t\t\tImpact on remeasurement of ECL (incl. change in models) \u00a0\n\t\t\t\t\t837 \u00a0\n\t\t\t\t\t663 \u00a0\n\t\t\t\t\t1,494 \u00a0\n\t\t\t\t\t244 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t3,253 \u00a0\n\t\t\t\t\tWrite-offs debited to allowance account \u00a0\n\t\t\t\t\t-946 \u00a0\n\t\t\t\t\t-438 \u00a0\n\t\t\t\t\t-684 \u00a0\n\t\t\t\t\t-129 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2,198 \u00a0\n\t\t\t\t\tForeign currency translation \u00a0\n\t\t\t\t\t-32 \u00a0\n\t\t\t\t\t-166 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-41 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-173 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02022 \u00a0\n\t\t\t\t\t5,427 \u00a0\n\t\t\t\t\t10,235 \u00a0\n\t\t\t\t\t3,050 \u00a0\n\t\t\t\t\t863 \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\t* Comparative information has been restated, as described in note G3(a). \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tGross credit exposure in core\u00a0activities \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tGross carrying amount at 1 January 2021 \u00a0\n\t\t\t\t\t2,560,227 \u00a0\n\t\t\t\t\t141,445 \u00a0\n\t\t\t\t\t48,786 2,750,458 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t37,850 \u00a0\n\t\t\t\t\t-35,380 \u00a0\n\t\t\t\t\t-2,470 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-45,587 \u00a0\n\t\t\t\t\t51,357 \u00a0\n\t\t\t\t\t-5,770 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-9,335 \u00a0\n\t\t\t\t\t-6,871 \u00a0\n\t\t\t\t\t16,207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNew assets \u00a0\n\t\t\t\t\t761,770 \u00a0\n\t\t\t\t\t30,523 \u00a0\n\t\t\t\t\t9,291 \u00a0\n\t\t\t\t\t801,585 \u00a0\n\t\t\t\t\tAssets derecognised \u00a0\n\t\t\t\t\t-653,242 \u00a0\n\t\t\t\t\t-43,844 \u00a0\n\t\t\t\t\t-16,605 -713,691 \u00a0\n\t\t\t\t\tChanges due to modifications that did not result in derecognition \u00a0\n\t\t\t\t\t-9 \u00a0\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t-59 -73 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-90,729 \u00a0\n\t\t\t\t\t-6,638 \u00a0\n\t\t\t\t\t-3,367 -100,734 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02021 \u00a0\n\t\t\t\t\t2,560,945 \u00a0\n\t\t\t\t\t130,588 \u00a0\n\t\t\t\t\t46,012 2,737,545 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t24,028 \u00a0\n\t\t\t\t\t-21,990 \u00a0\n\t\t\t\t\t-2,038 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-67,270 \u00a0\n\t\t\t\t\t72,996 \u00a0\n\t\t\t\t\t-5,726 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-1,991 \u00a0\n\t\t\t\t\t-3,614 \u00a0\n\t\t\t\t\t5,605 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNew assets \u00a0\n\t\t\t\t\t874,798 \u00a0\n\t\t\t\t\t48,923 \u00a0\n\t\t\t\t\t7,588 \u00a0\n\t\t\t\t\t931,309 \u00a0\n\t\t\t\t\tAssets derecognised \u00a0\n\t\t\t\t\t-938,904 \u00a0\n\t\t\t\t\t-41,249 \u00a0\n\t\t\t\t\t-15,928 -996,081 \u00a0\n\t\t\t\t\tChanges due to modifications that did not result in derecognition \u00a0\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-14 -17 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-127,364 \u00a0\n\t\t\t\t\t-9,620 \u00a0\n\t\t\t\t\t-3,366 -140,350 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02022 \u00a0\n\t\t\t\t\t2,324,240 \u00a0\n\t\t\t\t\t176,034 \u00a0\n\t\t\t\t\t32,132 2,532,406 \u00a0\n\t\t\t\t\tThe Group continued the use of modification of the contractual terms in the form of concessions to assist customers affected by the corona crisis. Part \u00a0\n\t\t\t\t\tof the concessions were short-term reliefs in the form of amortisation\u00a0holidays. Such\u00a0modifications led\u00a0only to insignificant modification\u00a0losses (changes \u00a0\n\t\t\t\t\tin the net present value of the contractual cash flows). In the table above, \u2018Changes due to modifications\u00a0that did not result in derecognition\u2019\u00a0includes \u00a0\n\t\t\t\t\tpartial forgiveness\u00a0of debt assessed to be uncollectible.\u00a0The modification loss\u00a0is recognised within the income statement as part\u00a0of Loan impairment \u00a0\n\t\t\t\t\tcharges. The contractual amount of\u00a0loans written off in 2022 and for which the Group retains the right to enforce its claims amounted\u00a0to DKK 3,300 \u00a0\n\t\t\t\t\tmillion (2021: DKK 1,669 million). \u00a0\n\t\t\t\t\tAllowance account\u00a0in core activities\u00a0broken down by balance\u00a0sheet item \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t47 \u00a0\n\t\t\t\t\t28 \u00a0\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t13,682 \u00a0\n\t\t\t\t\t16,328 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,607 \u00a0\n\t\t\t\t\tTotal ECL\u00a0Impairment \u00a0\n\t\t\t\t\t16,356 \u00a0\n\t\t\t\t\t18,964 \u00a0\n\t\t\t\t\tFair value credit risk adjustment on loans at fair value \u00a0\n\t\t\t\t\t3,250 \u00a0\n\t\t\t\t\t2,971 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\t21,935 \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tForward-looking information \u00a0\n\t\t\t\t\tThe incorporation\u00a0of forward-looking\u00a0information reflects the expectations\u00a0of the Group\u2019s\u00a0senior management and involves both macroeconomic \u00a0\n\t\t\t\t\tscenarios (base\u00a0case, upside and downside scenarios), including\u00a0an assessment of the probability\u00a0for each scenario,\u00a0and post-model adjustments.\u00a0The \u00a0\n\t\t\t\t\tpurpose of using multiple\u00a0scenarios is\u00a0to model the non-linear impact of assumptions about macroeconomic factors on\u00a0the expected credit losses. Post- \u00a0\n\t\t\t\t\tmodel adjustments\u00a0are used to capture specific risks which are not fully covered by the macroeconomic scenarios, as well as the process related risk, \u00a0\n\t\t\t\t\twhich could lead to an underestimation\u00a0of the expected\u00a0credit losses. \u00a0\n\t\t\t\t\tGiven the long-term nature of\u00a0climate scenario analysis, it is not included in the three-year macroeconomic scenarios used to calculate expected credit \u00a0\n\t\t\t\t\tloss. See Sustainability\u00a0risk section of this note for further information. \u00a0\n\t\t\t\t\tMacro e co no mic\u00a0scenario s \u00a0\n\t\t\t\t\tThe forward-looking information\u00a0is based on a three-year forecast period converging\u00a0to steady state\u00a0in year seven. That is, after the forecast period, the \u00a0\n\t\t\t\t\tmacroeconomic scenarios revert slowly towards a\u00a0steady state. \u00a0\n\t\t\t\t\tThe applied scenarios that drive the expected credit loss calculation\u00a0in 2022 have been updated with the latest macroeconomic data. Compared to the \u00a0\n\t\t\t\t\tend of 2021, all three scenarios have been revised to reflect expectations\u00a0of higher inflation and interest rate hikes fuelled by the war in Ukraine.\u00a0The \u00a0\n\t\t\t\t\tscenario weighting remained unchanged from\u00a0the end of 2021. \u00a0\n\t\t\t\t\tThe base case is an extension\u00a0of the\u00a0Group\u2019s official\u00a0view of the Nordic economies (the Nordic Outlook report). At 31 December\u00a02022, the base case \u00a0\n\t\t\t\t\tscenario reflects an expectation of high inflation and interest rates fuelled by the war in Ukraine.\u00a0This results in a weaker GDP\u00a0growth due to soaring \u00a0\n\t\t\t\t\tenergy costs, skills\u00a0shortages and wage pressures that affect consumers and businesses in the Nordic economies. House price have been revised \u00a0\n\t\t\t\t\tdownwards to larger decrease, which is a consequence\u00a0of the increasing\u00a0interest rates. \u00a0\n\t\t\t\t\tThe upside scenario represents a\u00a0slightly better\u00a0outlook than the\u00a0base case scenario\u00a0across the macroeconomic\u00a0parameters. In this scenario, the \u00a0\n\t\t\t\t\tglobal inflation declines which allows the central banks to ease\u00a0the tightening\u00a0pace, which lowers bond yields\u00a0and boosts\u00a0equity markets. Consumer \u00a0\n\t\t\t\t\tsentiment increases and consumers run down a large proportion of the savings accumulated during the crisis. \u00a0\n\t\t\t\t\tThe Group\u2019s downside scenario is a stagflation scenario, calibrated to a level of severity resembling the recession in 2008-2009, however with high \u00a0\n\t\t\t\t\tinterest rates and\u00a0high inflation.\u00a0A trigger of the economic setback could be continued macroeconomic\u00a0worsening and challenges linked to high business \u00a0\n\t\t\t\t\tcosts while inflation remain elevated. This adversely impacts the labour market, results in higher and more\u00a0persistent unemployment.\u00a0This would lead\u00a0to \u00a0\n\t\t\t\t\ta severe slowdown\u00a0in the economies\u00a0in which the Group is represented. \u00a0\n\t\t\t\t\tForecasts are produced for the coming three years. After this\u00a0period, the outlook returns to a steady-state\u00a0level after\u00a0a further four years. The main \u00a0\n\t\t\t\t\tmacroeconomic parameters in\u00a0the base case, upside and downside scenario entering into the ECL calculation for the forecast horizon across the Group\u2019s \u00a0\n\t\t\t\t\tNordic markets are\u00a0included below. \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-3.7 \u00a0\n\t\t\t\t\t-2.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t6.0 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t7.4 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-5.9 \u00a0\n\t\t\t\t\t-4.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-19.7 \u00a0\n\t\t\t\t\t-12.7 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-2.9 \u00a0\n\t\t\t\t\t-2.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-1.2 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t-3.8 \u00a0\n\t\t\t\t\t-3.6 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t8.9 \u00a0\n\t\t\t\t\t9.9 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t7.8 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-23.6 \u00a0\n\t\t\t\t\t-14.6 \u00a0\n\t\t\t\t\t-10.0 \u00a0\n\t\t\t\t\t-5.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-2.9 \u00a0\n\t\t\t\t\t-1.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t6.1 \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-2.1 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t-20.5 \u00a0\n\t\t\t\t\t-14.5 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-2.7 \u00a0\n\t\t\t\t\t-2.2 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t7.4 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t9.4 \u00a0\n\t\t\t\t\t10.4 \u00a0\n\t\t\t\t\t10.4 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-14.2 \u00a0\n\t\t\t\t\t-9.2 \u00a0\n\t\t\t\t\t-5.0 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\tThe upside scenario represents a\u00a0slightly better\u00a0outlook than the\u00a0base case scenario\u00a0across the macroeconomic\u00a0parameters. \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tAt 31 December\u00a02021, the following base case and downside scenarios were used: \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-1.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.7 \u00a0\n\t\t\t\t\t8.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-1.5 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t12.3 \u00a0\n\t\t\t\t\t12.8 \u00a0\n\t\t\t\t\t13.0 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-1.1 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\t8.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t-1.6 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.1 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t11.0 \u00a0\n\t\t\t\t\t11.4 \u00a0\n\t\t\t\t\t11.6 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-9.0 \u00a0\n\t\t\t\t\t-2.0 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tFrom 2022, the Group presents the scenarios by country rather than as an average. To ensure comparability,\u00a0the 2021 scenarios are also split by \u00a0\n\t\t\t\t\tcountry. \u00a0\n\t\t\t\t\tAt 31 December\u00a02022, the upside scenario represented a slightly better outlook than the base case scenario across the macroeconomic parameters. \u00a0\n\t\t\t\t\tThe base case scenario enters with a probability\u00a0of 70% (2021: 70%), the upside scenario with a probability of 10% (2021: 10%) and the downside \u00a0\n\t\t\t\t\tscenario with a probability\u00a0of 20% (2021: 20%). On the basis of these assessments,\u00a0the allowance\u00a0account as at 31 December 2022 amounted to DKK \u00a0\n\t\t\t\t\t19.6 billion (2021: DKK 21.9 billion).\u00a0If the base case scenario was assigned a probability\u00a0of 100%, the allowance\u00a0account would decrease DKK\u00a02.1 \u00a0\n\t\t\t\t\tbillion (2021:\u00a0DKK 1.7 billion). Compared to the base case scenario, the allowance account would increase DKK 10.9 billion (2021: DKK\u00a08.5 billion),\u00a0if \u00a0\n\t\t\t\t\tthe downside scenario was assigned a probability\u00a0of 100%.\u00a0The increase reflects primarily the transfer of\u00a0exposures from stage 1 to stage 2 and \u00a0\n\t\t\t\t\tincreased expected credit losses within stage 2. If instead the upside scenario was assigned a probability of 100%, the allowance account would decrease \u00a0\n\t\t\t\t\tby DKK 0.4 billion (2021: DKK 0.2\u00a0billion) compared to the base case\u00a0scenario. It should be noted that the expected credit losses in the individual \u00a0\n\t\t\t\t\tscenarios (i.e. without the weighting)\u00a0do not represent forecasts of expected credit losses (ECL). \u00a0\n\t\t\t\t\tThe applied scenarios in 2022 differ from those used at\u00a031 December 2021. In Q4\u00a02022 the downside scenario was changed to the severe recession \u00a0\n\t\t\t\t\twith high interest rates scenario (reflecting a stagflation scenario) applied in the Group\u2019s ICAAP processes and is similar in\u00a0nature to regulatory stress \u00a0\n\t\t\t\t\ttests. The severe recession scenario reflected negative growth,\u00a0increasing interest rates, and\u00a0falling property prices\u00a0for a longer period. The change of \u00a0\n\t\t\t\t\tthe downside scenario was\u00a0made to better\u00a0capture the increasing risk from high interest rates and high inflation. \u00a0\n\t\t\t\t\tThe scenario weightings were\u00a0unchanged from\u00a02021 and\u00a0kept stable throughout\u00a02022. \u00a0Expected credit losses (allowance account) in core activities continued \u00a0\n\t\t\t\t\tP o s t-m o del\u00a0adjustm en ts \u00a0\n\t\t\t\t\tManagement applies judgement when determining the need for\u00a0post-model adjustments.\u00a0At 31 December\u00a02022, the post-model adjustments amounte\u00a0d \u00a0\n\t\t\t\t\tto DKK 6.6 billion (2021: DKK 6.3\u00a0billion). The post-model adjustments\u00a0primarily relate to the following types of risks: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tspecific macroeconomic risks on\u00a0certain industries not fully captured by the expected credit loss model, for\u00a0instance the Agriculture\u00a0industry. For \u00a0\n\t\t\t\t\tsuch industries,\u00a0supplementary calculations are\u00a0made to ensure sufficient impairment\u00a0coverage. This also includes\u00a0post-model adjustments\u00a0relating \u00a0\n\t\t\t\t\tto secondary effects from the war in Ukraine\u00a0or the increasing macroeconomic\u00a0uncertainty. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tnon-linear downside risk, for\u00a0instance on the property market in Copenhagen and other high growth areas for which the macroeconomic forecasts \u00a0\n\t\t\t\t\tused in the models are based on the property market as a whole \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tportfolios where\u00a0the credit risk assessment process has identified\u00a0an underestimation\u00a0of the expected credit losses \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tupcoming model\u00a0changes that will impact the expected credit loss model. \u00a0\n\t\t\t\t\tFollowing the significant impact on the expected credit losses from post-model adjustments,\u00a0the table below provides\u00a0more information about the \u00a0\n\t\t\t\t\tadjustments. \u00a0\n\t\t\t\t\tPost-model adjustments\u00a0by type\u00a0and mostly\u00a0impacted industries \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021* \u00a0\n\t\t\t\t\tCoverage of individual\u00a0industries and\u00a0types \u00a0\n\t\t\t\t\tAgriculture \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tCommercial Property \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tConstruction and building materials \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tPersonal customers (including\u00a0other retail exposures) \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tOthers** \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\tCoverage of individual\u00a0industries and\u00a0types \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\tModel changes \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t6.3 \u00a0\n\t\t\t\t\t*DKK 2.2 billion of process related post-model adjustments as at 31 December 2021 have been redistributed between the individual industries. As such, 2021 post-model adjustments \u00a0\n\t\t\t\t\thave been restated. There is no change to the total value of post-model adjustments at 31 December 2021. \u00a0\n\t\t\t\t\t** No individual industry included in Others exceeds DKK 0.3 billion at 31 December 2022 (2021: DKK 0.1billion). \u00a0\n\t\t\t\t\tIn 2022, the total balance of post-model adjustments\u00a0has been increased by a net amount\u00a0of DKK 0.3 billion\u00a0compared to the end of 2021. This is despite \u00a0\n\t\t\t\t\ta release of the\u00a0DKK 0.9 billion post-model adjustment reserved to cover the model changes for the new Definition\u00a0of Default that was\u00a0implemented in \u00a0\n\t\t\t\t\tJanuary 2022. \u00a0\n\t\t\t\t\tThe current macroeconomic\u00a0uncertainties characterized by\u00a0the supply chain disruptions, labour shortages and rising inflation have been exacerbated by \u00a0\n\t\t\t\t\tthe war in Ukraine\u00a0giving rise to a new set of challenges\u00a0that affect economic and business activity.\u00a0In light of these developments,\u00a0the Group has \u00a0\n\t\t\t\t\tformulated a post-model\u00a0adjustment of\u00a0DKK 1.6\u00a0billion to\u00a0address the uncertainties\u00a0presented by the secondary effects from the economic sanctions \u00a0\n\t\t\t\t\taffecting specific industries\u00a0such as Construction\u00a0and building materials, as\u00a0well as industries\u00a0sensitive to\u00a0discretionary consumer spending, etc.\u00a0The \u00a0\n\t\t\t\t\tpost-model adjustment cuts across industries that are sensitive\u00a0to prices rising on e.g. energy, agriculture, and metals, which have been assessed for \u00a0\n\t\t\t\t\tidiosyncratic risks\u00a0to ensure a prudent coverage of expected credit loss in the Group\u2019s portfolios. Likewise, post-model adjustments associated with the \u00a0\n\t\t\t\t\tproperty segment and for personal customers\u00a0have been increased due to higher uncertainty\u00a0related to inflation and increasing interest rates. \u00a0\n\t\t\t\t\tOn the other hand, covid-related uncertainties\u00a0have been\u00a0reduced from the end of 2021, and the related post-model adjustments\u00a0were fully released by \u00a0\n\t\t\t\t\tSeptember 2022, as\u00a0the new virus\u00a0variants has not resulted in prolonged lockdowns. \u00a0\n\t\t\t\t\tAll in\u00a0all, these movements contribute\u00a0with an increase in post-model adjustments\u00a0of DKK\u00a01.2 billion\u00a0when excluding\u00a0model changes. \u00a0Credit exp osure from Non-core lending\u00a0activities \u00a0\n\t\t\t\t\tThe Non-core business unit includes certain customer segments that are no longer considered part of the core business. The Non-core unit is responsible \u00a0\n\t\t\t\t\tfor the controlled\u00a0winding-up of this part of the loan portfolio. The portfolio consists primarily of loans to customers in the Baltics and liquidity facilities for \u00a0\n\t\t\t\t\tSpecial Purpose Vehicles\u00a0(SPVs) and conduit structures. \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in Non-core activities\u00a0broken down\u00a0by industry\u00a0(NACE) and stages \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tNon-core banking \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tCommercial customers \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPublic Institutions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNon-core conduits etc. \u00a0\n\t\t\t\t\t2,444 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 \u00a0\n\t\t\t\t\t2,444 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 \u00a0\n\t\t\t\t\t2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tNon-core banking \u00a0\n\t\t\t\t\t126 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t126 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t33 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tCommercial customers \u00a0\n\t\t\t\t\t121 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t9\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t9\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPublic Institutions \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNon-core conduits etc. \u00a0\n\t\t\t\t\t2,771 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t795 \u00a0\n\t\t\t\t\t2,771 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t122 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,897 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t831 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t809 \u00a0\n\t\t\t\t\t2,897 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t154 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0Credit exp osure from Non-core lending\u00a0activities continued \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in Non-core activities\u00a0broken down\u00a0by rating\u00a0category and stages \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 1,163 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,163 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t453 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t453 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t587 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t587 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t122 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 1,026 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,026 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 1,086 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,085 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t18 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t809 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t804 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,897 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t831 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t809 2,897 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t154 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0Counterparty credit risk \u00a0\n\t\t\t\t\tExposure to counterparty credit risk and\u00a0credit exposure from trading and investment\u00a0securities \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCounterparty credit risk \u00a0\n\t\t\t\t\tDerivatives with\u00a0positive fair value \u00a0\n\t\t\t\t\t430.1 \u00a0\n\t\t\t\t\t260.2 \u00a0\n\t\t\t\t\tReverse transactions and other loans at fair value1 \u00a0\n\t\t\t\t\t246.8 \u00a0\n\t\t\t\t\t254.1 \u00a0\n\t\t\t\t\tCredit exposure from other trading and investment securities \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t502.2 \u00a0\n\t\t\t\t\t539.8 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t10.2 \u00a0\n\t\t\t\t\t13.3 \u00a0\n\t\t\t\t\tOther unutilised commitments2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,189.3 \u00a0\n\t\t\t\t\t1,067.6 \u00a0\n\t\t\t\t\t1 Reverse transactions andother loans at fair value included as counterparty credit risk are loans at the trading units of LargeCorporates& Institutions. Theseloans consist of reverse transactions \u00a0\n\t\t\t\t\tof DKK 246.0 billion (2021: DKK 252.3billion), of which DKK 37.4 billion relates to\u00a0credit institutions and central banks\u00a0(2021: DKK 37.7 billion), and other primarily short-term loans of DKK 0.8 \u00a0\n\t\t\t\t\tbillion (2021: DKK 1.7billion), of which DKK 0.8 billion (2021: DKK1.7billion) relatesto credit institutions and central banks. \u00a0\n\t\t\t\t\t2 Other unutilised commitments comprise private equity investment commitments and other obligations. \u00a0\n\t\t\t\t\tCounterparty credit\u00a0risk (derivatives) \u00a0\n\t\t\t\t\tCounterparty credit\u00a0risk is the risk that the counterparty\u00a0to a transaction\u00a0defaults before the final settlement of the transaction\u2019s\u00a0cash flows. It is a \u00a0\n\t\t\t\t\tcombination of\u00a0credit risk (a deterioration\u00a0in the creditworthiness\u00a0of a counterparty)\u00a0and market risk (the potential\u00a0value of derivatives\u00a0contracts). \u00a0\n\t\t\t\t\tDerivatives are\u00a0subject to credit risk. Positive\u00a0and negative fair\u00a0values of derivatives\u00a0with the same counterparty are offset\u00a0in the balance\u00a0sheet if certain \u00a0\n\t\t\t\t\tconditions are fulfilled. \u00a0\n\t\t\t\t\tDanske Bank\u00a0Group takes on counterparty credit risk when it enters into over-the-counter\u00a0(OTC) derivatives,\u00a0securities financing transactions (SFTs), \u00a0\n\t\t\t\t\tand/or exchange-traded derivatives\u00a0(ETDs). \u00a0\n\t\t\t\t\tThe Group mitigates\u00a0counterparty credit\u00a0risk through pre-deal controls, post-deal monitoring,\u00a0clearing, close-out netting agreements and collatera\u00a0l \u00a0\n\t\t\t\t\tagreements. Those agreements include rights to additional set-off in\u00a0the event of default by a counterparty,\u00a0they reduce\u00a0the exposure further, but they do \u00a0\n\t\t\t\t\tnot qualify for offsetting under IFRSs. The net current exposure to derivatives\u00a0with positive\u00a0market value after\u00a0offsetting under master netting\u00a0agreements \u00a0\n\t\t\t\t\tamounted to DKK 89.1 billion (2021: DKK 76.8 billion) (see\u00a0note G32). The exposure is broken down by rating category in the table below. \u00a0\n\t\t\t\t\tNet current\u00a0exposure broken\u00a0down by\u00a0category (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t15,039 \u00a0\n\t\t\t\t\t10,625 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t14,741 \u00a0\n\t\t\t\t\t14,005 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t47,198 \u00a0\n\t\t\t\t\t38,303 \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t9,195 \u00a0\n\t\t\t\t\t7,148 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t2,153 \u00a0\n\t\t\t\t\t4,426 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t627 \u00a0\n\t\t\t\t\t1,350 \u00a0\n\t\t\t\t\t7\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t702 \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t74 \u00a0\n\t\t\t\t\t84 \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t11 \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t51 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t89,139 \u00a0\n\t\t\t\t\t76,829 \u00a0\n\t\t\t\t\tThe Group uses a range of measures to capture counterparty credit risk, including current exposure, potential\u00a0future exposure (PFE) and exposure at default \u00a0\n\t\t\t\t\t(EAD). Current\u00a0exposure is a simple measure of counterparty credit risk exposure that takes into account only current mark-to-market values and collateral. \u00a0\n\t\t\t\t\tCustomer-level counterparty risk is managed by means of PFE lines on a set of maturity buckets. It is measured at the 97.5% percentile for a set of future \u00a0\n\t\t\t\t\ttime horizons. PFE lines are approved by the relevant credit unit and all transactions are assumed to be held to contractual maturity. The Group carries out \u00a0\n\t\t\t\t\tdaily counterparty credit risk measurement and monitoring as well as intraday line utilisation\u00a0monitoring. \u00a0\n\t\t\t\t\tThe Danish FSA approved the Group\u2019s simulation model for calculating\u00a0the regulatory capital requirement for counterparty credit risk in 2015. More advanced \u00a0\n\t\t\t\t\tmeasures such as EAD, which is a regulatory measure, express potential future losses and are based on internal models for future scenarios of market data. \u00a0\n\t\t\t\t\tEAD figures\u00a0are provided in the Additional\u00a0Pillar III Disclosures (accessible at danskebank.com/investor-relations). \u00a0\n\t\t\t\t\tAn overview of counterparty credit risk exposures (at counterparty and portfolio levels) is reported to the Executive\u00a0Leadership Team and other senior \u00a0\n\t\t\t\t\tmanagement on\u00a0a monthly basis. The Group uses a simulation-based model to calculate counterparty credit risk exposure for the majority of its portfolio. \u00a0\n\t\t\t\t\tThe Group makes fair value adjustments to cover the counterparty credit risk on derivatives\u00a0with positive fair value (CVA) that are recognised in the financial \u00a0\n\t\t\t\t\tstatements. For more information, see note G33. \u00a0Bond portfolio \u00a0\n\t\t\t\t\tCentral and \u00a0\n\t\t\t\t\tQuasi- \u00a0\n\t\t\t\t\tDanish \u00a0\n\t\t\t\t\tSwedish \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tlocal govern- \u00a0\n\t\t\t\t\tgovernment \u00a0\n\t\t\t\t\tmortgage \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tCorporate \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tment bonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tHeld-for-trading (FVPL) \u00a0\n\t\t\t\t\t149,059 \u00a0\n\t\t\t\t\t3,452 \u00a0\n\t\t\t\t\t13,729 \u00a0\n\t\t\t\t\t19,753 \u00a0\n\t\t\t\t\t5,543 \u00a0\n\t\t\t\t\t8,859 \u00a0\n\t\t\t\t\t200,395 \u00a0\n\t\t\t\t\tManaged at\u00a0fair value (FVPL) \u00a0\n\t\t\t\t\t2,339 \u00a0\n\t\t\t\t\t594 \u00a0\n\t\t\t\t\t27,255 \u00a0\n\t\t\t\t\t1,011 \u00a0\n\t\t\t\t\t409 \u00a0\n\t\t\t\t\t2,162 \u00a0\n\t\t\t\t\t33,769 \u00a0\n\t\t\t\t\tHeld to collect and sell (FVOCI) \u00a0\n\t\t\t\t\t15,730 \u00a0\n\t\t\t\t\t4,597 \u00a0\n\t\t\t\t\t63,108 \u00a0\n\t\t\t\t\t6,695 \u00a0\n\t\t\t\t\t25,045 \u00a0\n\t\t\t\t\t1,253 \u00a0\n\t\t\t\t\t116,429 \u00a0\n\t\t\t\t\tHeld to collect (AMC) \u00a0\n\t\t\t\t\t53,681 \u00a0\n\t\t\t\t\t9,292 \u00a0\n\t\t\t\t\t81,991 \u00a0\n\t\t\t\t\t5,599 \u00a0\n\t\t\t\t\t1,011 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t151,573 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t220,809 \u00a0\n\t\t\t\t\t17,935 \u00a0\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t32,007 \u00a0\n\t\t\t\t\t12,274 \u00a0\n\t\t\t\t\t502,166 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tHeld-for-trading (FVPL) \u00a0\n\t\t\t\t\t174,732 \u00a0\n\t\t\t\t\t3,305 \u00a0\n\t\t\t\t\t11,113 \u00a0\n\t\t\t\t\t38,878 \u00a0\n\t\t\t\t\t3,576 \u00a0\n\t\t\t\t\t5,679 \u00a0\n\t\t\t\t\t237,283 \u00a0\n\t\t\t\t\tManaged at\u00a0fair value (FVPL) \u00a0\n\t\t\t\t\t4,342 \u00a0\n\t\t\t\t\t921 \u00a0\n\t\t\t\t\t27,360 \u00a0\n\t\t\t\t\t819 \u00a0\n\t\t\t\t\t670 \u00a0\n\t\t\t\t\t2,417 \u00a0\n\t\t\t\t\t36,530 \u00a0\n\t\t\t\t\tHeld to collect and sell (FVOCI) \u00a0\n\t\t\t\t\t14,620 \u00a0\n\t\t\t\t\t4,822 \u00a0\n\t\t\t\t\t69,859 \u00a0\n\t\t\t\t\t10,116 \u00a0\n\t\t\t\t\t19,640 \u00a0\n\t\t\t\t\t239 \u00a0\n\t\t\t\t\t119,296 \u00a0\n\t\t\t\t\tHeld to collect (AMC) \u00a0\n\t\t\t\t\t50,051 \u00a0\n\t\t\t\t\t5,307 \u00a0\n\t\t\t\t\t82,903 \u00a0\n\t\t\t\t\t6,694 \u00a0\n\t\t\t\t\t1,766 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t146,721 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t243,744 \u00a0\n\t\t\t\t\t14,356 \u00a0\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t25,652 \u00a0\n\t\t\t\t\t8,335 \u00a0\n\t\t\t\t\t539,830 \u00a0\n\t\t\t\t\tAt 31 December 2022, the Group had an additional bond portfolio, including bond-based unit trust certificates, worth DKK 173,393 million (2021: DKK \u00a0\n\t\t\t\t\t205,389 million) recognised as assets under insurance contracts and thus not included\u00a0in the table above. The section on life insurance risk provide\u00a0s \u00a0\n\t\t\t\t\tmore information. \u00a0Bond portfolio continued \u00a0\n\t\t\t\t\tBond portfolio\u00a0broken down by geographical\u00a0area \u00a0\n\t\t\t\t\tCentral and \u00a0\n\t\t\t\t\tQuasi- \u00a0\n\t\t\t\t\tDanish \u00a0\n\t\t\t\t\tSwedish \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tlocal govern- \u00a0\n\t\t\t\t\tgovernment \u00a0\n\t\t\t\t\tmortgage \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tCorporate \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tment bonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t46,390 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6,056 \u00a0\n\t\t\t\t\t238,530 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\t77,432 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,833 \u00a0\n\t\t\t\t\t113,323 \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\t6,795 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,680 \u00a0\n\t\t\t\t\t897 \u00a0\n\t\t\t\t\t10,371 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\t3,902 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t28,163 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t32,065 \u00a0\n\t\t\t\t\tUSA \u00a0\n\t\t\t\t\t16,534 \u00a0\n\t\t\t\t\t4,361 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t20,895 \u00a0\n\t\t\t\t\tSpain \u00a0\n\t\t\t\t\t2,372 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,372 \u00a0\n\t\t\t\t\tFrance \u00a0\n\t\t\t\t\t11,163 \u00a0\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t229 \u00a0\n\t\t\t\t\t96 \u00a0\n\t\t\t\t\t11,505 \u00a0\n\t\t\t\t\tLuxembourg \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6,123 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t82 \u00a0\n\t\t\t\t\t6,205 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\t8,293 \u00a0\n\t\t\t\t\t4,637 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t362 \u00a0\n\t\t\t\t\t1,421 \u00a0\n\t\t\t\t\t14,713 \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\t1,120 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t26 \u00a0\n\t\t\t\t\t1,145 \u00a0\n\t\t\t\t\tItaly \u00a0\n\t\t\t\t\t1,322 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t1,324 \u00a0\n\t\t\t\t\tPortugal \u00a0\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\tAustria \u00a0\n\t\t\t\t\t4,393 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\t4,467 \u00a0\n\t\t\t\t\tNetherlands \u00a0\n\t\t\t\t\t3,261 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t512 \u00a0\n\t\t\t\t\t3,791 \u00a0\n\t\t\t\t\tGermany \u00a0\n\t\t\t\t\t37,142 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t290 \u00a0\n\t\t\t\t\t288 \u00a0\n\t\t\t\t\t37,719 \u00a0\n\t\t\t\t\tBelgium \u00a0\n\t\t\t\t\t676 \u00a0\n\t\t\t\t\t2,195 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,872 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t600 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t253 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t853 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t220,809 \u00a0\n\t\t\t\t\t17,935 \u00a0\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t32,007 \u00a0\n\t\t\t\t\t12,274 \u00a0\n\t\t\t\t\t502,166 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t79,233 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,498 \u00a0\n\t\t\t\t\t272,967 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\t72,787 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,106 \u00a0\n\t\t\t\t\t131,400 \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\t4,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,128 \u00a0\n\t\t\t\t\t274 \u00a0\n\t\t\t\t\t6,701 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\t5,249 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21,612 \u00a0\n\t\t\t\t\t1,737 \u00a0\n\t\t\t\t\t28,599 \u00a0\n\t\t\t\t\tUSA \u00a0\n\t\t\t\t\t16,581 \u00a0\n\t\t\t\t\t3,628 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t20,215 \u00a0\n\t\t\t\t\tSpain \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,628 \u00a0\n\t\t\t\t\tFrance \u00a0\n\t\t\t\t\t12,939 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t159 \u00a0\n\t\t\t\t\t112 \u00a0\n\t\t\t\t\t13,226 \u00a0\n\t\t\t\t\tLuxembourg \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,982 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t6,048 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\t6,684 \u00a0\n\t\t\t\t\t1,908 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t766 \u00a0\n\t\t\t\t\t760 \u00a0\n\t\t\t\t\t10,119 \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\t2,100 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t2,120 \u00a0\n\t\t\t\t\tItaly \u00a0\n\t\t\t\t\t2,475 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t2,479 \u00a0\n\t\t\t\t\tPortugal \u00a0\n\t\t\t\t\t46 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t46 \u00a0\n\t\t\t\t\tAustria \u00a0\n\t\t\t\t\t4,674 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t57 \u00a0\n\t\t\t\t\t4,731 \u00a0\n\t\t\t\t\tNetherlands \u00a0\n\t\t\t\t\t5,526 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t489 \u00a0\n\t\t\t\t\t6,047 \u00a0\n\t\t\t\t\tGermany \u00a0\n\t\t\t\t\t27,564 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t687 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t28,289 \u00a0\n\t\t\t\t\tBelgium \u00a0\n\t\t\t\t\t655 \u00a0\n\t\t\t\t\t2,265 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,921 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t304 \u00a0\n\t\t\t\t\t551 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t268 \u00a0\n\t\t\t\t\t168 \u00a0\n\t\t\t\t\t1,291 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t243,744 \u00a0\n\t\t\t\t\t14,356 \u00a0\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t25,652 \u00a0\n\t\t\t\t\t8,335 \u00a0\n\t\t\t\t\t539,830 \u00a0\n\t\t\t\t\tThe Group has\u00a0no exposure to government bonds issued by Russia or Ukraine at 31 December 2022. \u00a0\n\t\t\t\t\tRisk Management\u00a02022 provides additional details about the risk on the Group\u2019s bond portfolio. The publication\u00a0is not covered by the statutory audit. \u00a0Bond portfolio continued \u00a0\n\t\t\t\t\tBond portfolio broken\u00a0down by\u00a0external ratings \u00a0\n\t\t\t\t\tCentral and \u00a0\n\t\t\t\t\tQuasi- \u00a0\n\t\t\t\t\tDanish \u00a0\n\t\t\t\t\tSwedish \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tlocal govern- \u00a0\n\t\t\t\t\tgovernment \u00a0\n\t\t\t\t\tmortgage \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tCorporate \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tment bonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds* \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tTotal* \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tAAA \u00a0\n\t\t\t\t\t180,479 \u00a0\n\t\t\t\t\t15,513 \u00a0\n\t\t\t\t\t185,223 \u00a0\n\t\t\t\t\t33,048 \u00a0\n\t\t\t\t\t31,728 \u00a0\n\t\t\t\t\t1,521 \u00a0\n\t\t\t\t\t447,511 \u00a0\n\t\t\t\t\tAA+ \u00a0\n\t\t\t\t\t9,542 \u00a0\n\t\t\t\t\t2,207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t64 \u00a0\n\t\t\t\t\t222 \u00a0\n\t\t\t\t\t12,035 \u00a0\n\t\t\t\t\tAA \u00a0\n\t\t\t\t\t19,234 \u00a0\n\t\t\t\t\t215 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t117 \u00a0\n\t\t\t\t\t1,329 \u00a0\n\t\t\t\t\t20,904 \u00a0\n\t\t\t\t\tAA- \u00a0\n\t\t\t\t\t6,727 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t6,754 \u00a0\n\t\t\t\t\tA+ \u00a0\n\t\t\t\t\t1,120 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t267 \u00a0\n\t\t\t\t\t1,387 \u00a0\n\t\t\t\t\tA\n\t\t\t\t\t2,204 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t855 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t2,613 \u00a0\n\t\t\t\t\t5,771 \u00a0\n\t\t\t\t\tA- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,194 \u00a0\n\t\t\t\t\t1,194 \u00a0\n\t\t\t\t\tBBB+ \u00a0\n\t\t\t\t\t167 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,428 \u00a0\n\t\t\t\t\t1,595 \u00a0\n\t\t\t\t\tBBB \u00a0\n\t\t\t\t\t230 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,266 \u00a0\n\t\t\t\t\t2,500 \u00a0\n\t\t\t\t\tBBB- \u00a0\n\t\t\t\t\t1,106 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t336 \u00a0\n\t\t\t\t\t1,443 \u00a0\n\t\t\t\t\tBB+ \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t650 \u00a0\n\t\t\t\t\t650 \u00a0\n\t\t\t\t\tBB \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t247 \u00a0\n\t\t\t\t\t247 \u00a0\n\t\t\t\t\tBB- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\tSub. \"investment-grade\" or unrated \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t161 \u00a0\n\t\t\t\t\t161 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t220,809 \u00a0\n\t\t\t\t\t17,935 \u00a0\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t32,007 \u00a0\n\t\t\t\t\t12,274 \u00a0\n\t\t\t\t\t502,166 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tAAA \u00a0\n\t\t\t\t\t203,216 \u00a0\n\t\t\t\t\t12,061 \u00a0\n\t\t\t\t\t190,753 \u00a0\n\t\t\t\t\t56,491 \u00a0\n\t\t\t\t\t25,090 \u00a0\n\t\t\t\t\t334 \u00a0\n\t\t\t\t\t487,946 \u00a0\n\t\t\t\t\tAA+ \u00a0\n\t\t\t\t\t9,186 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t9,292 \u00a0\n\t\t\t\t\tAA \u00a0\n\t\t\t\t\t19,022 \u00a0\n\t\t\t\t\t2,279 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t1,718 \u00a0\n\t\t\t\t\t23,038 \u00a0\n\t\t\t\t\tAA- \u00a0\n\t\t\t\t\t4,731 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t4,818 \u00a0\n\t\t\t\t\tA+ \u00a0\n\t\t\t\t\t304 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t41 \u00a0\n\t\t\t\t\t345 \u00a0\n\t\t\t\t\tA\n\t\t\t\t\t3,263 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t473 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t472 \u00a0\n\t\t\t\t\t1,641 \u00a0\n\t\t\t\t\t5,848 \u00a0\n\t\t\t\t\tA- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t956 \u00a0\n\t\t\t\t\t956 \u00a0\n\t\t\t\t\tBBB+ \u00a0\n\t\t\t\t\t1,465 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,005 \u00a0\n\t\t\t\t\t2,470 \u00a0\n\t\t\t\t\tBBB \u00a0\n\t\t\t\t\t455 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,363 \u00a0\n\t\t\t\t\t1,828 \u00a0\n\t\t\t\t\tBBB- \u00a0\n\t\t\t\t\t2,065 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t415 \u00a0\n\t\t\t\t\t2,481 \u00a0\n\t\t\t\t\tBB+ \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t324 \u00a0\n\t\t\t\t\t324 \u00a0\n\t\t\t\t\tBB \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t183 \u00a0\n\t\t\t\t\t183 \u00a0\n\t\t\t\t\tBB- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t30 \u00a0\n\t\t\t\t\t30 \u00a0\n\t\t\t\t\tSub. \"investment-grade\" or unrated \u00a0\n\t\t\t\t\t36 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t233 \u00a0\n\t\t\t\t\t269 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t243,744 \u00a0\n\t\t\t\t\t14,356 \u00a0\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t25,652 \u00a0\n\t\t\t\t\t8,335 \u00a0\n\t\t\t\t\t539,830 \u00a0\n\t\t\t\t\t*Comparative information has\u00a0been restated as the amounts were exchanged in the annual report 2021. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfLoansAndAdvancesToBanksExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4120": {
   "value": "Cash in\u00a0hand and\u00a0demand deposits with central banks \u00a0\n\t\t\t\t\tIncludes cash\u00a0in hand of DKK 6,630 million (2021: DKK 6,765 million)\u00a0and demand\u00a0deposits of DKK 168,422 million (2021: DKK 286,621 million) \u00a0\n\t\t\t\t\t(measured at amortised cost). \u00a0Due from credit institutions\u00a0and central banks includes amounts due within three months and totalled\u00a0DKK 57,479 million at the end of 2022 (2021: \u00a0\n\t\t\t\t\tDKK 69,611 million). This amount is\u00a0included under Cash and cash equivalents in the cash flow statement. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfCashAndBankBalancesAtCentralBanksExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4122": {
   "value": "Cash in\u00a0hand and\u00a0demand deposits with central banks \u00a0\n\t\t\t\t\tIncludes cash\u00a0in hand of DKK 6,630 million (2021: DKK 6,765 million)\u00a0and demand\u00a0deposits of DKK 168,422 million (2021: DKK 286,621 million) \u00a0\n\t\t\t\t\t(measured at amortised cost). \u00a0Due from credit institutions\u00a0and central banks includes amounts due within three months and totalled\u00a0DKK 57,479 million at the end of 2022 (2021: \u00a0\n\t\t\t\t\tDKK 69,611 million). This amount is\u00a0included under Cash and cash equivalents in the cash flow statement. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfCashAndCashEquivalentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4124": {
   "value": "Due from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks measured at fair value through profit or loss: \u00a0\n\t\t\t\t\tReverse transactions \u00a0\n\t\t\t\t\t37,379 \u00a0\n\t\t\t\t\t37,734 \u00a0\n\t\t\t\t\tOther amounts due \u00a0\n\t\t\t\t\t768 \u00a0\n\t\t\t\t\t1,728 \u00a0\n\t\t\t\t\tTotal at\u00a0fair value through profit or loss \u00a0\n\t\t\t\t\t38,147 \u00a0\n\t\t\t\t\t39,462 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks measured at amortised cost: \u00a0\n\t\t\t\t\tOther amounts due \u00a0\n\t\t\t\t\t22,711 \u00a0\n\t\t\t\t\t31,723 \u00a0\n\t\t\t\t\tAllowance account \u00a0\n\t\t\t\t\t47 \u00a0\n\t\t\t\t\t29 \u00a0\n\t\t\t\t\tTotal at\u00a0amortised cost \u00a0\n\t\t\t\t\t22,664 \u00a0\n\t\t\t\t\t31,694 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks, total \u00a0\n\t\t\t\t\t60,811 \u00a0\n\t\t\t\t\t71,156 \u00a0G16. Loans and issued bonds at fair value \u00a0\n\t\t\t\t\tThe Group has two types of portfolios of loans and issued bonds that are measured at fair value through profit or loss. The first portfolio consists of loans \u00a0\n\t\t\t\t\tgranted and bonds issued by the subsidiary Realkredit Danmark,\u00a0a Danish mortgage institution\u00a0covered by Danish mortgage finance law. The other portfolio \u00a0\n\t\t\t\t\tconsists of loans and bonds issued by the Group\u2019s trading units (Markets and Investment Banking\u00a0& Securities in LC&I). \u00a0Accounting policy \u00a0\n\t\t\t\t\tLoans granted and bonds issued by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\tLoans granted by Realkredit\u00a0Danmark have contractual cash\u00a0flows that are not solely payment of principal and interest\u00a0on the principal\u00a0amount \u00a0\n\t\t\t\t\toutstanding. Therefore,\u00a0the loans are\u00a0mandatorily recognised at\u00a0fair value\u00a0through profit\u00a0or loss. The issued bonds that are funding the loans are \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss in order not to create an accounting\u00a0mismatch. For\u00a0the issued bonds, changes in fair value attributable\u00a0to \u00a0\n\t\t\t\t\tthe Group\u2019s own credit risk is presented in the income statement, as an accounting mismatch would otherwise be introduced. \u00a0\n\t\t\t\t\tThe fair value of the bonds issued by Realkredit Danmark is normally defined as their quoted market price. A small number of the issued bonds are \u00a0\n\t\t\t\t\tilliquid, however, and the fair\u00a0value of\u00a0these bonds is calculated on the basis of a discounted cash flow valuation technique. The fair value of the loans is \u00a0\n\t\t\t\t\tbased on the fair value of the underlying\u00a0bonds which ensures that changes in the fair value of the interest rate risk on the loans are measured based \u00a0\n\t\t\t\t\ton market implied\u00a0input. This fair value is adjusted for changes in the fair value of cash flows from the loans that differ from the cash flows from the \u00a0\n\t\t\t\t\tissued bonds. The most important\u00a0component is\u00a0the credit risk on the borrowers (covered by the Group and not by\u00a0the bond holders and therefore not \u00a0\n\t\t\t\t\tpriced into the price of the issued bonds). \u00a0\n\t\t\t\t\tChanges in fair value of credit risk etc on the loans \u00a0\n\t\t\t\t\tThe IFRS 13 estimate\u00a0of the fair value of the credit risk on the loans is based on the expected credit losses estimated in the models developed in \u00a0\n\t\t\t\t\tconnection with the Group\u2019s implementation\u00a0of the expected\u00a0credit loss impairment model in IFRS 9, including\u00a0the allocation of\u00a0loans between\u00a0stage 1, \u00a0\n\t\t\t\t\tstage 2 and stage 3. The expected credit losses are calculated for all loans as a function of PD, EAD and LGD and incorporates forward looking \u00a0\n\t\t\t\t\tinformation, see\u00a0further in note G15. The latter reflects management\u2019s\u00a0expectations of\u00a0expected credit\u00a0losses and involves\u00a0multiple scenarios (base \u00a0\n\t\t\t\t\tcase, upside\u00a0and downside),\u00a0including an\u00a0assessment of\u00a0the probability\u00a0for each scenario. \u00a0\n\t\t\t\t\tOn top of the expected\u00a0credit losses, a collective\u00a0assessment determines\u00a0the need for further adjustments\u00a0to reflect other components\u00a0in the fair value \u00a0\n\t\t\t\t\tmeasurement, such as an assessment of\u00a0lifetime expected credit\u00a0losses for\u00a0loans in\u00a0stage 1,\u00a0an investors\u00a0risk premium, compensation for \u00a0\n\t\t\t\t\tadministrative costs\u00a0related to the loans and the possibility\u00a0to increase the margin on the loans if the credit risk etc increases. It is acknowledged that \u00a0\n\t\t\t\t\tthe possibility to\u00a0increase the margin depends on the economic resources of the customers. The possibility\u00a0to increase the margin is therefore only \u00a0\n\t\t\t\t\tconsidered in\u00a0the measurement if it is very likely that the margin can be increased without\u00a0the customer defaulting. Further, the possibility\u00a0to increase \u00a0\n\t\t\t\t\tthe margin is only relevant if it does not give the customer an incentive to \u201cmove\u201d to another mortgage institution.\u00a0Therefore, the possibility\u00a0to increase \u00a0\n\t\t\t\t\tthe margin is only relevant for the measurement of loans to customers with neither a relatively\u00a0high credit risk nor a relatively\u00a0low credit risk. \u00a0\n\t\t\t\t\tThe discount rate used to discount the cash flows represents the interest rate on the funding bonds. This is considered to be close to a risk-free interes\u00a0t \u00a0\n\t\t\t\t\trate. The risk premium is incorporated into the cash\u00a0flows. The risk premium is assumed to be higher for customers with high credit risk than for \u00a0\n\t\t\t\t\tcustomers with low credit risk. Further, the adjustments\u00a0for changes in the fair value\u00a0of the credit risk and other components\u00a0cannot increase the value \u00a0\n\t\t\t\t\tof a loan\u00a0(the adjustment\u00a0cannot be positive). \u00a0\n\t\t\t\t\tOther loans and\u00a0issued bonds measured at fair value through profit or loss \u00a0\n\t\t\t\t\tThe loans in the Group\u2019s trading units (Markets and Investment Banking & Securities in LC&I) are managed and their performance reported on a fair \u00a0\n\t\t\t\t\tvalue basis and the loans are under IFRS 9 mandatorily\u00a0measured at fair value\u00a0through profit or loss. In order not to introduce\u00a0an accounting mismatc\u00a0h \u00a0\n\t\t\t\t\tby measuring the financial assets in the trading units at\u00a0fair value through profit or loss and the financial liabilities\u00a0at amortised\u00a0cost, the financia\u00a0l \u00a0\n\t\t\t\t\tliabilities in\u00a0the trading units are designated at\u00a0fair value through profit or\u00a0loss with fair value changes attributable\u00a0to the Group\u2019s\u00a0own credit risk \u00a0\n\t\t\t\t\tpresented in\u00a0other comprehensive income. \u00a0G16. Loans and issued bonds at fair value continued \u00a0\n\t\t\t\t\t(a)Loans at fair value \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tLoans granted by Realkredit Danmark: \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t802,025 \u00a0\n\t\t\t\t\t807,621 \u00a0\n\t\t\t\t\tFair value adjustment of underlying bonds \u00a0\n\t\t\t\t\t-74,724 \u00a0\n\t\t\t\t\t5,447 \u00a0\n\t\t\t\t\tAdjustment for\u00a0credit risk \u00a0\n\t\t\t\t\t3,250 \u00a0\n\t\t\t\t\t3,197 \u00a0\n\t\t\t\t\tFair value\u00a0of loans granted by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\t724,051 \u00a0\n\t\t\t\t\t809,872 \u00a0\n\t\t\t\t\tLoans in the Group's trading units: \u00a0\n\t\t\t\t\tReverse transactions \u00a0\n\t\t\t\t\t208,626 \u00a0\n\t\t\t\t\t214,590 \u00a0\n\t\t\t\t\tOther loans \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\t(b) Issued bonds at fair\u00a0value \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tBonds issued by Realkredit Danmark: \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t840,922 \u00a0\n\t\t\t\t\t854,988 \u00a0\n\t\t\t\t\tFair value adjustment of funding of current loans \u00a0\n\t\t\t\t\t-74,735 \u00a0\n\t\t\t\t\t6,197 \u00a0\n\t\t\t\t\tHolding of own mortgage bonds \u00a0\n\t\t\t\t\t80,949 \u00a0\n\t\t\t\t\t90,523 \u00a0\n\t\t\t\t\tFair value\u00a0of bonds issued by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\t685,238 \u00a0\n\t\t\t\t\t770,661 \u00a0\n\t\t\t\t\tBonds issued by the Group's trading units: \u00a0\n\t\t\t\t\tCommercial papers and certificates of deposit \u00a0\n\t\t\t\t\t12,150 \u00a0\n\t\t\t\t\t24,248 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t697,388 \u00a0\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\t(c) Further explanation on loans granted and bonds issued by Realkredit Danmark \u00a0\n\t\t\t\t\tEach loan granted by Realkredit Danmark is funded by issuing listed mortgage bonds with matching characteristics (e.g.\u00a0amount outstanding, reference \u00a0\n\t\t\t\t\tinterest rate, term and currency). The borrower may repay the loan by delivering the underlying bonds to Realkredit Danmark. \u00a0\n\t\t\t\t\tThe loans are held in a business model being similar to other loans in the Group\u2019s banking units, ie. the business model under IFRS 9 is \u2018held to collect\u2019. The \u00a0\n\t\t\t\t\tcustomers\u2019 right to prepay a loan by delivering the underlying\u00a0bonds represents an option to prepay at fair value. Under this prepayment option, the prepayment \u00a0\n\t\t\t\t\tamount can be both\u00a0above and below the principal amount plus accrued interest. Changes in the fair value of the underlying bonds include other elements \u00a0\n\t\t\t\t\tthan the effect of changes in the relevant benchmark interest rate and the prepayment option is therefore not consistent with the SPPI test in IFRS 9 and are \u00a0\n\t\t\t\t\tmandatorily measured at FVPL. \u00a0\n\t\t\t\t\tTo eliminate the accounting mismatch that would exist if the loans are measured at fair value through profit or loss and the issued bonds at amortised cost, \u00a0\n\t\t\t\t\tthe issued bonds are designated at fair value through profit or loss using the fair value option for financial liabilities\u00a0in IFRS 9. As the fair value of the loans is \u00a0\n\t\t\t\t\tbased on the fair value of the issued bonds, fair value changes of the issued bonds are offset by fair value changes of the loans, including the changes related \u00a0\n\t\t\t\t\tto the fair value of the own credit risk of the issued bonds. For example, if the credit quality of the bonds worsens the fair value of the liability decreases and \u00a0\n\t\t\t\t\tthe fair value of the loans also decreases. Therefore, fair value changes of own credit risk on the issued bonds are recognised in the income statement, as an \u00a0\n\t\t\t\t\taccounting mismatch\u00a0would otherwise be created if changes in own credit risk were recognised in other comprehensive income. \u00a0\n\t\t\t\t\tThe value of the loans is affected by changes in the credit risk on the loans. In 2022, the Group recognised DKK 15 million regarding changes in the credit risk \u00a0\n\t\t\t\t\ton loans at fair value (2021: DKK 252 million) see note G11. At the end of 2022, the accumulated changes in the credit risk amounted to DKK 3,250 million \u00a0\n\t\t\t\t\t(2021: DKK\u00a03,197 million). The amounts are determined as the amount of the change in fair value that is not attributable\u00a0to changes in market conditions \u00a0\n\t\t\t\t\tthat give\u00a0rise to market risk, with the latter being represented by the fair value of the funding issued bonds. The Group does not use credit derivatives or similar \u00a0\n\t\t\t\t\tinstruments to mitigate the exposure to credit risk. \u00a0\n\t\t\t\t\tThe holding of own mortgage bonds includes pre-issued bonds of DKK 29 billion\u00a0(2021: DKK 21 billion) used for FlexL\u00e5n\u00ae refinancing in\u00a0January 2023 and \u00a0\n\t\t\t\t\tbonds of DKK\u00a029 billion (2021: DKK 39 billion) that relate to investments\u00a0under insurance contracts, pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\twhere most of the risk is assumed by customers and most of the return on the assets accrues to customers. \u00a0\n\t\t\t\t\tThe nominal\u00a0value of bonds issued by Realkredit Danmark equals the amount to be redeemed on maturity. \u00a0G16. Loans and issued bonds at fair value continued \u00a0\n\t\t\t\t\tFair value adjustment for the credit risk on issued mortgage bonds is calculated on the basis of the option-adjusted spread (OAS). The calculation incorporates \u00a0\n\t\t\t\t\tmaturity, nominal holdings and OAS sensitivity. As a number of estimates are made, the calculation is subject to uncertainty. \u00a0\n\t\t\t\t\tIn 2022, the Danish mortgage bond yield spread narrowed and the fair value of issued mortgage bonds thus increased by approximately DKK 0,7 billion.\u00a0In \u00a0\n\t\t\t\t\t2021, the Danish mortgage bond yield spread increased, causing an decrease in the fair value of issued mortgage bonds. Based on the outstanding\u00a0portfolio \u00a0\n\t\t\t\t\tat the end of 2022, it is estimates that there has been a net widening of the spread since the issuance of the bonds, which produces a positive\u00a0fair value of \u00a0\n\t\t\t\t\tapproximately DKK 0,3 billion (2021: positive fair value of approximately DKK 0.5 billion). Net profit and shareholders\u2019 equity remain unaffected by the change \u00a0\n\t\t\t\t\tin fair value because the spread widening decreased the value of mortgage loans correspondingly. \u00a0\n\t\t\t\t\tFair value adjustment for the credit risk on issued mortgage bonds may also be calculated on the basis of changes in similar AAA rated mortgage bonds \u00a0\n\t\t\t\t\toffered by\u00a0other Danish issuers.\u00a0The market for\u00a0such bonds is characterised by an absence of measurable price differences between bonds with similar \u00a0\n\t\t\t\t\tfeatures from different issuers. Using this method, no fair value adjustment for credit risk in 2022 or the period since the issue has been required. \u00a0\n\t\t\t\t\t(d) Further explanation on loans, deposits and issued bonds by the Group\u2019s trading units \u00a0\n\t\t\t\t\tThe loans in the Group\u2019s trading units (Markets and Investment Banking & Securities in LC&I) are managed and their performance reported on a fair value \u00a0\n\t\t\t\t\tbasis. The loans are mandatorily recognised at fair value through profit or loss as the business model is neither \u2018held to collect\u2019 nor \u2018held to collect and sell\u2019. \u00a0\n\t\t\t\t\tThe loans consist primarily of reverse transactions and short-term loans. In order not to introduce an accounting mismatch, the financial liabilities in the \u00a0\n\t\t\t\t\ttrading units are designated at fair value through profit or loss, using the fair value option in IFRS 9. \u00a0\n\t\t\t\t\tThe financial liabilities consist of issued bonds (certificates of deposits and commercial papers) and deposits (including repo transactions) with a maturity no \u00a0\n\t\t\t\t\tlonger than six months in general. Fair value changes attributable to the Group\u2019s own credit risk are presented in other comprehensive income. During 2022, \u00a0\n\t\t\t\t\tchanges in fair value attributable to the Group\u2019s own credit risk recognised in Other Comprehensive Income amounted to DKK 0 million (2021: DKK 0 million). \u00a0\n\t\t\t\t\tIn the balance sheet, deposits in the trading units are presented together with other deposits. The amount that the Group would be contractually required to \u00a0\n\t\t\t\t\tpay at maturity amounts to DKK 12,636 million (2021: DKK 24,093 million) for bonds issued by the Group\u2019s trading units. \u00a0(b) Deposits (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDesignated at\u00a0fair value: \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t90,168 \u00a0\n\t\t\t\t\t122,201 \u00a0\n\t\t\t\t\tTime deposits \u00a0\n\t\t\t\t\t7,883 \u00a0\n\t\t\t\t\t12,131 \u00a0\n\t\t\t\t\tTotal designated at\u00a0fair value \u00a0\n\t\t\t\t\t98,051 \u00a0\n\t\t\t\t\t134,332 \u00a0\n\t\t\t\t\tAmortised cost: \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTransaction accounts \u00a0\n\t\t\t\t\t1,023,795 \u00a0\n\t\t\t\t\t1,042,751 \u00a0\n\t\t\t\t\tTime deposits \u00a0\n\t\t\t\t\t124,872 \u00a0\n\t\t\t\t\t98,499 \u00a0\n\t\t\t\t\tPension savings\u00a0etc. \u00a0\n\t\t\t\t\t15,574 \u00a0\n\t\t\t\t\t16,448 \u00a0\n\t\t\t\t\tTotal amortised cost \u00a0\n\t\t\t\t\t1,164,241 \u00a0\n\t\t\t\t\t1,157,698 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,262,293 \u00a0\n\t\t\t\t\t1,292,030 \u00a0\n\t\t\t\t\t(c) Further explanation\u00a0on balances\u00a0designated at\u00a0fair value\u00a0through profit\u00a0or loss \u00a0\n\t\t\t\t\tAny changes in the fair value that is attributable\u00a0to changes in the Group\u2019s own credit risk of the liabilities are recognised in other comprehensive income. As \u00a0\n\t\t\t\t\tthe deposits are collateralised and/or with a short maturity, no change in the fair value is attributable\u00a0to changes in the Group\u2019s own credit risk. The amount \u00a0\n\t\t\t\t\tthat the\u00a0Group would be contractually required to pay at maturity amounts to DKK 52.3 billion (2021: DKK 84.8 billion) for Due to credit institutions\u00a0and \u00a0\n\t\t\t\t\tcentral banks\u00a0and DKK\u00a097.9 billion (2021: DKK 134.3 billion) for Deposits. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfRepurchaseAndReverseRepurchaseAgreementsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4132": {
   "value": "G15. Loans at amortised cost \u00a0\n\t\t\t\t\tIn general, the loans in the Group\u2019s banking units (Personal Customers, Business Customers, General Banking in LC&I, Northern Ireland and Non-core) \u00a0\n\t\t\t\t\tare held with the objective\u00a0of collecting the contractual cash flows. Therefore, most of the Group\u2019s loans in the banking\u00a0units are classified as \u2018hold to \u00a0\n\t\t\t\t\tcollect\u2019 under IFRS\u00a09. Further, the loans have basic lending features with the contractual cash flows solely representing repayment of principal and \u00a0\n\t\t\t\t\tinterest on\u00a0the principal amount outstanding\u00a0(the SPPI\u00a0test). Therefore, the loans in\u00a0the Group\u2019s banking units are\u00a0recognised at amortised cost. The only \u00a0\n\t\t\t\t\texception is loans granted by Realkredit\u00a0Danmark (see\u00a0note G16) that are recognised at fair value, as the contractual cash flows do not represent basic \u00a0\n\t\t\t\t\tlending features only, i.e.\u00a0they do\u00a0not pass the SPPI test in IFRS 9. \u00a0Accounting policy \u00a0\n\t\t\t\t\tAt initial recognition, loans are measured at\u00a0fair value plus transaction costs less origination fees and other charges that are an integral part of the \u00a0\n\t\t\t\t\teffective interest rate\u00a0on loans. This usually corresponds to the amount disbursed to the customer. Subsequently,\u00a0they are measured at amortise\u00a0d \u00a0\n\t\t\t\t\tcost, using the effective interest method, less impairment charges for expected credit losses. The difference between the value at initial recognitio\u00a0n \u00a0\n\t\t\t\t\tand the redemption\u00a0value is\u00a0amortised over the term to maturity\u00a0as part of the effective interest.\u00a0If fixed-rate loans are hedged effectively by derivative\u00a0s , \u00a0\n\t\t\t\t\tthe fair value\u00a0of the hedged interest rate risk is added to the carrying\u00a0amount of the hedged assets. \u00a0Impairment for expected credit losses \u00a0\n\t\t\t\t\tThe impairment\u00a0charge for expected\u00a0credit losses depends on whether the credit risk has increased significantly\u00a0since initial\u00a0recognition and follows a \u00a0\n\t\t\t\t\tthree stage model: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tStage 1: If the credit risk has not increased significantly,\u00a0the impairment\u00a0charge equals the expected credit losses resulting\u00a0from default\u00a0events \u00a0\n\t\t\t\t\tthat are possible within the next 12 months. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tStage 2: If the credit risk has increased significantly,\u00a0the loan is\u00a0transferred to stage 2 and an impairment\u00a0charge equal to the lifetime expected \u00a0\n\t\t\t\t\tcredit losses is recognised. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tStage 3: If the loan is in default, it is transferred\u00a0to stage 3, for which the impairment charge continues\u00a0to equal the lifetime expected credit losses \u00a0\n\t\t\t\t\tbut with interest income being recognised on\u00a0the net carrying\u00a0amount. \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual facilities\u00a0as a function\u00a0of the probability of default (PD), the exposure at\u00a0default (EAD) and the loss \u00a0\n\t\t\t\t\tgiven default (LGD) and incorporates forward looking elements. For facilities in stages 2 and 3, the lifetime expected credit losses cover the expected \u00a0\n\t\t\t\t\tremaining lifetime of\u00a0a facility. \u00a0\n\t\t\t\t\tExpected credit\u00a0loss impairment charges are\u00a0booked in an\u00a0allowance account\u00a0and allocated to individual\u00a0exposures. \u00a0(b) Loans at amortised cost (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tReverse transactions \u00a0\n\t\t\t\t\t1,747 \u00a0\n\t\t\t\t\t1,630 \u00a0\n\t\t\t\t\tOther loans \u00a0\n\t\t\t\t\t1,094,792 \u00a0\n\t\t\t\t\t1,042,996 \u00a0\n\t\t\t\t\tAllowance account \u00a0\n\t\t\t\t\t13,721 \u00a0\n\t\t\t\t\t17,184 \u00a0\n\t\t\t\t\tTotal at\u00a0amortised cost \u00a0\n\t\t\t\t\t1,082,818 \u00a0\n\t\t\t\t\t1,027,442 \u00a0\n\t\t\t\t\tLoans included payments due\u00a0under finance leases\u00a0of DKK\u00a031,789 million\u00a0at the\u00a0end of 2022 (2021: DKK 30,810 million). \u00a0\n\t\t\t\t\t(b) Further explanation \u00a0\n\t\t\t\t\tClassification and\u00a0measurement \u2013\u00a0business model assessment \u00a0\n\t\t\t\t\tThe business model assessment in Danske\u00a0Bank Group is applied separately for each business unit represented by the Group\u2019s reportable segments. \u00a0\n\t\t\t\t\tThe assessment is based on observable\u00a0factors for the different portfolios, such as (1) how the performance of\u00a0the business model and the financia\u00a0l \u00a0\n\t\t\t\t\tassets held within that business model are evaluated and reported to the Executive\u00a0Board and the Board of Directors, (2) the risks that affect\u00a0the \u00a0\n\t\t\t\t\tperformance of the business\u00a0model and the way\u00a0such risks are managed and (3) past and expected frequency, value and timing\u00a0of sales for the portfolio. \u00a0\n\t\t\t\t\tIn the Group\u2019s banking units (Personal Customers, Business Customers, General Banking in\u00a0LC&I, Northern Ireland and Non-core), the management and \u00a0\n\t\t\t\t\treporting of performance are based on collecting the contractual cash flows, and loans are only very infrequently sold. Therefore, the business model has \u00a0\n\t\t\t\t\tbeen assessed as being \u2018hold to collect\u2019. \u00a0G15. Loans at\u00a0amortised cost continued \u00a0\n\t\t\t\t\tOnce a year, the Group assesses if past sales are consistent\u00a0with the business model for loans in the Group\u2019s banking unit being \u2018hold to collect\u2019. In general, \u00a0\n\t\t\t\t\tif sales are below 5% of the size of a portfolio\u00a0the sales are considered to be insignificant.\u00a0Larger sales are considered individually\u00a0in relation to \u00a0\n\t\t\t\t\tconsistency with the business model. The following sales are\u00a0consistent with\u00a0the business model being \u2018hold to collect\u2019: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tLoans are sold after having previously\u00a0been transferred to one of the Group\u2019s debt collection\u00a0units \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tLoans are sold to manage credit concentration\u00a0risk (specific countries or industries) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tLoans to customers that have refocused\u00a0their activities out\u00a0of the Nordic region, i.e. the customers are no longer Nordic customers \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe sale of loans that are no longer profitable, e.g. due to changes in the regulatory environment or the like \u00a0\n\t\t\t\t\tClassification and\u00a0measurement \u2013\u00a0The SPPI test (solely payment of principal\u00a0and interest\u00a0on the principal amount outstanding) \u00a0\n\t\t\t\t\tFor each loan in the Group\u2019s banking units, it is assessed if the contractual\u00a0cash flows are consistent\u00a0with the SPPI test. The principal amount reflects \u00a0\n\t\t\t\t\tthe fair value at initial recognition less any subsequent changes, e.g. due to repayment. The interest represents consideration for the time value of money, \u00a0\n\t\t\t\t\tcredit risk, other basic lending\u00a0risks and a margin consistent with basic lending\u00a0features only.\u00a0If the cash flows introduce\u00a0more than\u00a0de minimis\u00a0exposure \u00a0\n\t\t\t\t\tto risk or volatility\u00a0that is\u00a0not consistent\u00a0with basic lending features, the loan is mandatorily\u00a0recognised at fair value through profit or loss. Features that \u00a0\n\t\t\t\t\tare not genuine do not affect the classification.\u00a0A feature is not genuine if it affects the contractual\u00a0cash flows\u00a0only on\u00a0the occurrence of an\u00a0event that is \u00a0\n\t\t\t\t\textremely rare, highly abnormal and very unlikely\u00a0to occur. \u00a0\n\t\t\t\t\tIn general, the SPPI test of the Group\u2019s portfolios\u00a0of loans covers, for instance,\u00a0the following elements: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tCompensation for\u00a0the time value of money. For some of the Group\u2019s variable-rate\u00a0loans, the market standard for\u00a0these loans is\u00a0that the reset \u00a0\n\t\t\t\t\tfrequency and the tenor of the reference rate do not match. It has been assessed that the mismatch does not significantly modify the compensatio\u00a0n \u00a0\n\t\t\t\t\tfor the time value\u00a0of money. No loans have interest rates that are leveraged or linked to, for instance, the development\u00a0in share prices etc. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tPrepayment options are\u00a0consistent with the SPPI test, if the prepayment amount represents\u00a0the principal\u00a0amount outstanding\u00a0and accrued interest \u00a0\n\t\t\t\t\tand may include a reasonable compensation\u00a0for early repayment. This is generally the case with the Group\u2019s loans, except loans granted by \u00a0\n\t\t\t\t\tRealkredit Danmark (see\u00a0further below). \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tExtension options are\u00a0consistent with\u00a0the SPPI test if the cash flows during the extension period represent cash flows that are solely payments\u00a0of \u00a0\n\t\t\t\t\tprincipal and interest on the principal amount outstanding.\u00a0Only very few loans include a contractual\u00a0right for the customer to extend the loan, and \u00a0\n\t\t\t\t\tfor such loans, the interest rate will be updated to the current market rate for such loans. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tCompensation for\u00a0credit risk and other basic lending risks. The interest rate includes a credit margin to compensate the Group for the credit risk, \u00a0\n\t\t\t\t\tand it may be fixed initially.\u00a0The Group does not incorporate profit sharing agreements, for\u00a0example by contractual terms that increase the credit \u00a0\n\t\t\t\t\tmargin if the customer\u2019s\u00a0earnings increase. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tNon-recourse features. In general, the Group does not grant loans that legally are non-recourse. However,\u00a0in some cases a financial asset represents \u00a0\n\t\t\t\t\tan investment\u00a0in particular assets or cash flows in which case the contractual cash flows are not solely payments of principal\u00a0and interest on the \u00a0\n\t\t\t\t\tprincipal amount outstanding. This\u00a0could be the case when the Group\u2019s claim is limited\u00a0to specified assets of a debtor or the cash flows from specified \u00a0\n\t\t\t\t\tassets, e.g. related\u00a0to loans granted to a company/a special purpose entity\u00a0with limited\u00a0assets and with no guarantee from the owner/parent \u00a0\n\t\t\t\t\tcompany. The Group only grants such loans if the cash flows from the underlying\u00a0asset(s) are large compared to the contractual cash flows from \u00a0\n\t\t\t\t\tthe loans. Therefore, non-recourse-like\u00a0features are limited\u00a0and excluded from\u00a0the assessment. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tNon-payment is\u00a0not considered\u00a0a breach of contract.\u00a0The Group\u00a0does not grant loans where non-payment would not constitute\u00a0a breach of contract. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe Group grants loans with sustainability-linked\u00a0features. These are loans granted to support customers in achieving\u00a0sustainability targets.\u00a0The \u00a0\n\t\t\t\t\tloans include incentives\u00a0in the form of a change to the margin applicable to the loan if certain predetermined\u00a0sustainability targets\u00a0specific to the \u00a0\n\t\t\t\t\tcustomer are met. These loans have been assessed and the contractual cash flows are considered to fulfil the SPPI test criteria\u00a0and are consistent \u00a0\n\t\t\t\t\twith a basic lending\u00a0arrangement. As a\u00a0result, the loans are held at amortised cost. \u00a0\n\t\t\t\t\tLoans granted under Danish mortgage finance law are funded by issuing listed mortgage bonds with matching\u00a0terms. Such\u00a0loans are granted\u00a0by the \u00a0\n\t\t\t\t\tRealkredit Danmark subsidiary only. Borrowers may repay\u00a0such loans by\u00a0delivering the underlying bonds. This represents an\u00a0option to\u00a0prepay at fair value \u00a0\n\t\t\t\t\tthat can be both above and below the principal amount plus accrued interest and include other elements than the effect\u00a0of changes in the relevant \u00a0\n\t\t\t\t\tbenchmark interest rate.\u00a0The loans do not\u00a0pass the SPPI\u00a0test and are mandatorily recognised at fair value\u00a0through profit or loss, see further in note G16. \u00a0\n\t\t\t\t\tFinancial instruments\u00a0in scope\u00a0of the expected credit loss impairment\u00a0model in IFRS 9 \u00a0\n\t\t\t\t\tImpairment charges\u00a0for expected\u00a0credit losses apply to all financial assets recognised at amortised cost or at fair value through other comprehensive \u00a0\n\t\t\t\t\tincome, lease receivables and certain loan commitments and financial guarantee contracts. Therefore, the Group\u2019s expected credit loss model also \u00a0\n\t\t\t\t\tapplies to bond portfolios included in the line item Investment\u00a0securities, except\u00a0for the bonds that are recognised at fair value through profit or loss. \u00a0\n\t\t\t\t\tFurther, the adjustment\u00a0for fair\u00a0value of\u00a0credit risk on loans granted by Realkredit Danmark is based on the expected credit loss impairment model in \u00a0\n\t\t\t\t\tIFRS 9. Further information\u00a0can be found in note G16 in the box on Accounting\u00a0policy. \u00a0G15. Loans at\u00a0amortised cost continued \u00a0\n\t\t\t\t\tSignificant increase in credit risk (transfer from stage 1 to stage 2) \u00a0\n\t\t\t\t\tThe classification of facilities between stages 1\u00a0and 2 for the purpose of calculating\u00a0expected credit\u00a0losses depends on whether the credit risk has \u00a0\n\t\t\t\t\tincreased significantly since\u00a0initial recognition. The\u00a0assessment of whether credit risk has increased significantly\u00a0since initial\u00a0recognition is performed \u00a0\n\t\t\t\t\tby considering\u00a0the change in the risk of default occurring over the remaining\u00a0life of the facility and incorporating forward-looking information.\u00a0A facility is \u00a0\n\t\t\t\t\ttransferred from stage 1 to stage 2 based on observed\u00a0increases in the probability\u00a0of default: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFor facilities originated below 1% in PD: An increase in the facility\u2019s 12-month PD of at least 0.5 percentage points and a doubling of the facility\u2019s \u00a0\n\t\t\t\t\tlifetime PD\u00a0since origination. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFor facilities originated above 1% in PD: An increase in the facility\u2019s 12 month PD of 2\u00a0percentage points or a\u00a0doubling of\u00a0the facility\u2019s\u00a0lifetime PD \u00a0\n\t\t\t\t\tsince origination. \u00a0\n\t\t\t\t\tIn addition,\u00a0facilities that\u00a0are more than 30 days past due are moved\u00a0to stage 2. 30 days past due is considered\u00a0a backstop.\u00a0Finally, customers subject to \u00a0\n\t\t\t\t\tforbearance measures are placed in stage 2, if the Group, in the most likely\u00a0outcome, expects no loss, or if the customers are subject to the two-year \u00a0\n\t\t\t\t\tprobation period for performing forborne exposures. \u00a0\n\t\t\t\t\tStage 3 (credit-impaired facilities) \u00a0\n\t\t\t\t\tA facility is transferred from stage 2 to stage 3 when it becomes credit-impaired.\u00a0A facility becomes credit-impaired when one or more events that have \u00a0\n\t\t\t\t\ta detrimental\u00a0impact on\u00a0the estimated future cash flows have occurred. This includes\u00a0observable data about (a) significant financial difficulty of the issuer \u00a0\n\t\t\t\t\tor the borrower; (b) a breach of contract,\u00a0such as a default or past due event;\u00a0(c) the borrower, for financial or contractual reasons relating to the \u00a0\n\t\t\t\t\tborrower\u2019s financial difficulty,\u00a0having been\u00a0granted a concession that would not otherwise have been considered; (d) it is becoming\u00a0probable that the \u00a0\n\t\t\t\t\tborrower will\u00a0enter into bankruptcy\u00a0or other financial restructuring;\u00a0and (e) the purchase or origination\u00a0of a financial asset at a deep discount that reflects \u00a0\n\t\t\t\t\tthe incurred credit loss. It may not be possible to identify\u00a0a single individual\u00a0event \u2013 instead, the combined effect\u00a0of several events may cause financia\u00a0l \u00a0\n\t\t\t\t\tasset to become credit-impaired.\u00a0Credit-impaired facilities are\u00a0placed in rating\u00a0category 11. For rating category 11 (default), all facilities are classified as \u00a0\n\t\t\t\t\tstage 3 exposures. \u00a0\n\t\t\t\t\tDefinition of\u00a0default \u00a0\n\t\t\t\t\tThe definition\u00a0of default is used in the measurement of expected credit losses and the assessment to determine movements\u00a0between stages. The \u00a0\n\t\t\t\t\tdefinition of default is also\u00a0used for internal\u00a0credit risk management and capital adequacy purposes. \u00a0\n\t\t\t\t\tTo support a more harmonised\u00a0approach regarding\u00a0the application of\u00a0the definition\u00a0of default, the European Banking Authority\u00a0(EBA) has\u00a0issued the \u00a0\n\t\t\t\t\tfollowing products that guides the application\u00a0of the definition\u00a0of default: the\u00a0Guidelines on\u00a0the application of the definition\u00a0of default,\u00a0EBA/GL/2016/ 07 \u00a0\n\t\t\t\t\tand the Regulatory Technical Standards (RTS)\u00a0on the materiality\u00a0threshold for\u00a0credit obligations\u00a0past due, EBA/RTS/2016/06. \u00a0\n\t\t\t\t\tThe Group implemented\u00a0the new requirements\u00a0related to\u00a0the definition\u00a0of default in January 2022 in order to align the existing\u00a0definition of\u00a0default to\u00a0the \u00a0\n\t\t\t\t\tnew requirements outlined in the Guidelines\u00a0and the RTS. \u00a0\n\t\t\t\t\tAccording to the revised definition of default, exposures that are considered default are also considered Stage 3 exposures. This is\u00a0applicable for \u00a0\n\t\t\t\t\texposures that are\u00a0default due\u00a0to either the 90\u00a0days past due default trigger or the unlikeliness\u00a0to pay default triggers. \u00a0\n\t\t\t\t\tDKK 0.9 billion of post-model adjustments\u00a0in 2021 related to the new definition\u00a0of default.\u00a0This was reversed in 2022 after implementation\u00a0of the\u00a0new \u00a0\n\t\t\t\t\tdefinition in January 2022. See note G41 for more information. \u00a0\n\t\t\t\t\tPurchased or originated credit-impaired\u00a0facilities (POCI) \u00a0\n\t\t\t\t\tA facility that is credit-impaired at\u00a0initial recognition is\u00a0classified as a POCI financial\u00a0asset. This is the case if the financial asset is purchased or originate\u00a0d \u00a0\n\t\t\t\t\tat a deep discount that reflects the incurred credit losses. For such assets, life-time expected credit losses are recognised for the remaining lifetime of \u00a0\n\t\t\t\t\tthe asset. In general, the Group does not purchase credit-impaired\u00a0financial assets and the category therefore relates to originated credit-impaire\u00a0d \u00a0\n\t\t\t\t\tfacilities, typically originated in\u00a0relation to forbearance measures. \u00a0Calculation of\u00a0expected credit losses \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as\u00a0a function of the probability\u00a0of default (PD), the exposure\u00a0at default\u00a0(EAD) and\u00a0the loss \u00a0\n\t\t\t\t\tgiven default (LGD). In general, the Group\u2019s IFRS 9 impairment models and parameters draw on the bank\u2019s internal models in order to ensure alignment \u00a0\n\t\t\t\t\tof models across the Group. New models and calculations\u00a0have been\u00a0developed especially for\u00a0IFRS 9\u00a0purposes, including\u00a0models for lifetime PD, \u00a0\n\t\t\t\t\tprepayment and forward-looking LGD. All expected credit loss impairment charges\u00a0are allocated to individual\u00a0exposures. For significant loans in stage 3, \u00a0\n\t\t\t\t\tthe Group determines the expected credit losses individually. \u00a0\n\t\t\t\t\tExpected remaining lifetime \u00a0\n\t\t\t\t\tFor most facilities,\u00a0the expected lifetime is limited to the remaining contractual maturity and is adjusted for expected prepayment. For exposures with \u00a0\n\t\t\t\t\tweak credit quality, the likelihood\u00a0of prepayment\u00a0is not included. For\u00a0exposures that\u00a0include both a\u00a0loan and an undrawn commitment\u00a0and where a \u00a0\n\t\t\t\t\tcontractual ability to\u00a0demand prepayment\u00a0and cancellation\u00a0of the undrawn\u00a0commitment does not limit the Group\u2019s exposure to credit losses\u00a0to the \u00a0\n\t\t\t\t\tcontractual notice period, the expected lifetime is the period during which the Group expects to be\u00a0exposed to credit losses. This period is estimated\u00a0on \u00a0\n\t\t\t\t\tthe basis of the normal credit risk management actions. Products identified\u00a0as in scope of an expected lifetime\u00a0longer than the remaining contractua\u00a0l \u00a0\n\t\t\t\t\tmaturity include credit\u00a0cards, overdraft balances\u00a0and certain revolving\u00a0credit facilities. \u00a0G15. Loans at\u00a0amortised cost continued \u00a0\n\t\t\t\t\tIncorporation of\u00a0forward-looking information \u00a0\n\t\t\t\t\tThe forward-looking elements of\u00a0the calculation reflect the current unbiased expectations of the bank\u2019s senior management. The process consists of the \u00a0\n\t\t\t\t\tcreation of macroeconomic\u00a0scenarios (base case, upside and downside), including\u00a0an assessment of the probability\u00a0of each scenario, by the Group\u2019s \u00a0\n\t\t\t\t\tindependent macroeconomic research unit in\u00a0Markets, the\u00a0review and\u00a0sign-off of the scenarios (through the organisation)\u00a0and a process for adjustin\u00a0g \u00a0\n\t\t\t\t\tscenarios given new information during the quarter. The purpose of using multiple scenarios is to model\u00a0the non-linear impact of assumptions about \u00a0\n\t\t\t\t\tmacroeconomic factors on\u00a0the expected credit losses. Management\u2019s\u00a0approval of\u00a0scenarios can\u00a0include adjustments\u00a0to the scenarios, probability \u00a0\n\t\t\t\t\tweighting and\u00a0post-model adjustments\u00a0to cover the outlook\u00a0for particular high-risk portfolios\u00a0which are not provided\u00a0by the Group\u2019s\u00a0macroeconomists . \u00a0\n\t\t\t\t\tThe approved scenarios are\u00a0used to calculate the impairment\u00a0levels. Technically, the\u00a0forward-looking information is used directly in the PDs through an \u00a0\n\t\t\t\t\testimate of\u00a0general changes to the PDs and the LGDs in the expected credit loss calculation.\u00a0However, for\u00a0significant exposures in stage 3, an individua\u00a0l \u00a0\n\t\t\t\t\tassessment of the scenarios,\u00a0changes to expected\u00a0credit losses and the related probabilities\u00a0are performed by senior credit officers. \u00a0\n\t\t\t\t\tThe forward-looking\u00a0information is based on a three year forecast period converging to steady state in year seven. The base case\u00a0is based on the \u00a0\n\t\t\t\t\tmacroeconomic outlook as disclosed in the Group\u2019s Nordic Outlook reports. Further information on the macroeconomic scenarios used can be\u00a0found in \u00a0\n\t\t\t\t\tnote G41. \u00a0\n\t\t\t\t\tSustainability risk \u00a0\n\t\t\t\t\tCredit risk is deemed to be the risk type most materially\u00a0affected by sustainability\u00a0risk in the long term, of which climate\u00a0risk is currently\u00a0the most urgent \u00a0\n\t\t\t\t\tof all ESG-related\u00a0drivers capable of\u00a0affecting the Group\u2019s credit risk. \u00a0\n\t\t\t\t\tThe Group takes a risk-based approach in prioritising\u00a0risk management\u00a0efforts for credit portfolios that are likely to be most exposed to transition\u00a0and \u00a0\n\t\t\t\t\tphysical risks. For\u00a0that purpose, the Group\u2019s climate risk heat map is based on a\u00a0mix of\u00a0qualitative and\u00a0quantitative input\u00a0to define the credit exposures \u00a0\n\t\t\t\t\tmost exposed\u00a0to transition\u00a0and physical risks. The climate heat map gives an indication\u00a0of the size of\u00a0the exposure at\u00a0risk and\u00a0not the\u00a0expected stress \u00a0\n\t\t\t\t\teffects such as impairment charges. Such quantitative\u00a0measures are to be assessed through scenario analysis\u00a0and future stress testing. Climate \u00a0\n\t\t\t\t\tscenario analysis is already being performed -\u00a0following the recommendations\u00a0of the Taskforce\u00a0on Climate-related\u00a0Financial Disclosures\u00a0(TCFD) for key \u00a0\n\t\t\t\t\tsectors for both transition\u00a0risk and physical risk, such as for the oil and gas,\u00a0agriculture and property portfolios. The Group will continue to refine the \u00a0\n\t\t\t\t\tclimate risk heat map as more climate risk data becomes available\u00a0to support the identification\u00a0of both\u00a0transition and\u00a0physical risks for\u00a0the purpose of \u00a0\n\t\t\t\t\tdetermining financial materiality,\u00a0however, conclusions have not led to adjustments\u00a0to staging or expected credit losses, as the impacts either manifest \u00a0\n\t\t\t\t\tover a longer time\u00a0period than loan maturities,\u00a0or as transition\u00a0risks are concentrated on\u00a0sectors with downside risks recognised in\u00a0the bank\u2019s expected \u00a0\n\t\t\t\t\tcredit losses, for example\u00a0in the agriculture\u00a0and oil and gas portfolios. \u00a0\n\t\t\t\t\tWrite-off policy \u00a0\n\t\t\t\t\tLoans considered uncollectible\u00a0are written off. Write-offs are debited\u00a0to the allowance account. Loans are written off once the usual collection procedure \u00a0\n\t\t\t\t\thas been completed and the loss on the individual\u00a0loan can be calculated.\u00a0If the full loss is not expected to be realised until after a number of years, for \u00a0\n\t\t\t\t\texample in the event of administration\u00a0of complex estates, a partial write-off is recognised, reflecting the Group\u2019s claim less collateral,\u00a0estimated dividend \u00a0\n\t\t\t\t\tand other cash flows. \u00a0\n\t\t\t\t\tModification \u00a0\n\t\t\t\t\tWhen a loan is modified the Group assesses whether the modification\u00a0results in derecognition.\u00a0This depends on\u00a0whether the\u00a0changes to the contractua\u00a0l \u00a0\n\t\t\t\t\tcash flows or other\u00a0contractual terms are\u00a0significant or not, or\u00a0whether they are\u00a0as a result of the Interest Rate Benchmark Reform. \u00a0\n\t\t\t\t\tA change in the contractual\u00a0cash flows\u00a0that is\u00a0required by\u00a0the reform is accounted for by updating\u00a0the effective interest rate, without recognising a\u00a0gain \u00a0\n\t\t\t\t\tor loss. This can only be applied\u00a0if the change is necessary as a direct consequence of the reform, and the new basis for determining\u00a0the contractual cash \u00a0\n\t\t\t\t\tflows is economically\u00a0equivalent to the previous basis. \u00a0\n\t\t\t\t\tOtherwise, if the changes are not related to the reform and are significant, the modification\u00a0is accounted\u00a0for as derecognition\u00a0of the original\u00a0loan and \u00a0\n\t\t\t\t\trecognition of\u00a0a new loan. If the changes are not significant, the modification\u00a0is accounted for as a\u00a0modification of\u00a0the original loan. The assessment is \u00a0\n\t\t\t\t\tbased on the following\u00a0considerations: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe Group differentiates between changes in the cash\u00a0flows or other terms within the original contract and modifications\u00a0of the contract, i.e. a new \u00a0\n\t\t\t\t\tcontract. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tIn general, a significant modification\u00a0is defined as a full credit process, a pricing decision\u00a0and the signing of a new contract \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAn assessment of whether the modification\u00a0is caused as a forbearance measure or made on commercial terms. \u00a0\n\t\t\t\t\tIf the financial\u00a0asset is not derecognised, the original effective interest rate remains unchanged, and the net present value of the changed contractua\u00a0l \u00a0\n\t\t\t\t\tcash flows\u00a0represents the gross carrying amount of the financial asset after the modification.\u00a0The difference between the net present value of the original \u00a0\n\t\t\t\t\tcontractual cash flows and the modified contractual cash flows is recognised in the income statement as a modification gain or loss. \u00a0\n\t\t\t\t\tIf the original financial asset is derecognised, a derecognition\u00a0gain or loss is recognised in the income statement.\u00a0The derecognition gain\u00a0or loss \u00a0\n\t\t\t\t\trepresents the difference between the carrying amount of the original financial asset (updated to reflect current expected credit losses) and the initia\u00a0l \u00a0\n\t\t\t\t\tcarrying amount of\u00a0the new financial asset plus/minus\u00a0any cash payments\u00a0between the parties in\u00a0relation to the modification. \u00a0Notes \u2013 Danske Bank Group \u00a0\n\t\t\t\t\tG15. Loans at\u00a0amortised cost continued \u00a0Modifications in\u00a0the form of forbearance measures include interest reduction schedules, interest only schedules, temporary payment holidays, term \u00a0\n\t\t\t\t\textensions, cancellation of\u00a0outstanding fees,\u00a0waiver of covenant enforcement and debt forgiveness. For modifications\u00a0that are\u00a0not significant, the \u00a0\n\t\t\t\t\tmodification loss is recognised in the income statement within Loan impairment charges. \u00a0\n\t\t\t\t\tIn terms of stage allocation,\u00a0a modification that leads to derecognition of the initial loan and recognition of a new loan, the loan will (unless the new loan is \u00a0\n\t\t\t\t\tcredit-impaired at\u00a0initial recognition) be recognised in stage\u00a01 at initial recognition, i.e.\u00a0the initial credit risk is reset. If the replacing\u00a0loan is considered\u00a0an \u00a0\n\t\t\t\t\tamendment to the original loan, the initial\u00a0credit risk is not reset. Loans modified as part of the Group\u2019s forbearance policy,\u00a0where the modification\u00a0does \u00a0\n\t\t\t\t\tnot result in derecognition,\u00a0the loss allowance on the forborne loans will generally\u00a0only be measured based on 12-months expected credit losses when \u00a0\n\t\t\t\t\tthere is evidence of the borrower\u2019s improved repayment behaviour. When a loan in stage 3 is modified,\u00a0and the modification results in derecognition, the \u00a0\n\t\t\t\t\tGroup assesses if the new loan is originated\u00a0credit impaired. The assessment\u00a0includes factors\u00a0such as whether the customer\u2019s repayment behaviou\u00a0r \u00a0\n\t\t\t\t\thas improved significantly prior to the modification or not and whether the pricing on the new loan reflects the actual credit risk etc. New loans that are \u00a0\n\t\t\t\t\toriginated credit\u00a0impaired remains under a lifetime ECL calculation\u00a0for the remaining\u00a0term of the exposure. \u00a0\n\t\t\t\t\t(c) Reconciliation\u00a0of total\u00a0allowance account\u00a0and gross\u00a0credit exposure \u00a0\n\t\t\t\t\tBelow the allowance account and the gross credit exposure is reconciled by measurement category.\u00a0\u2018Loans at amortised\u00a0cost\u2019 includes\u00a0besides the \u00a0\n\t\t\t\t\tbalance sheet line\u00a0item Loans at\u00a0amortised cost, also exposures under Due from\u00a0credit institutions\u00a0that are carried at amortised cost and demand \u00a0\n\t\t\t\t\tdeposits with\u00a0central banks, see\u00a0note G14. \u2018Loans at fair value\u2019 consists of\u00a0loans granted\u00a0by Realkredit\u00a0Danmark, for\u00a0which the allowance account \u00a0\n\t\t\t\t\trepresents the fair value adjustment of the credit risk (for further information\u00a0see note G16). \u2018Loan commitments\u00a0and guarantees\u2019 consists of guarantees, \u00a0\n\t\t\t\t\tloan commitments\u00a0shorter than 1\u00a0year and loan commitments\u00a0longer than 1 year, see note G27. The allowance account for loans at amortised cost\u00a0and \u00a0\n\t\t\t\t\tat fair value is credited against the related loans, whereas the allowance\u00a0account related to loan commitments\u00a0and guarantees\u00a0is recognised as a liability \u00a0\n\t\t\t\t\tand presented under Other liabilities. \u00a0Reconciliation of\u00a0total allowance\u00a0account \u00a0\n\t\t\t\t\tLoan commitments\u00a0and \u00a0\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\tguarantees \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\tECL allowance account as at 1 January \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t908 \u00a0\n\t\t\t\t\t4,996 \u00a0\n\t\t\t\t\t11,620 \u00a0\n\t\t\t\t\t805 \u00a0\n\t\t\t\t\t888 \u00a0\n\t\t\t\t\t1,400 \u00a0\n\t\t\t\t\t554 \u00a0\n\t\t\t\t\t1,574 \u00a0\n\t\t\t\t\t597 \u00a0\n\t\t\t\t\t23,342 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t1,181 \u00a0\n\t\t\t\t\t-996 \u00a0\n\t\t\t\t\t-185 \u00a0\n\t\t\t\t\t337 \u00a0\n\t\t\t\t\t-301 \u00a0\n\t\t\t\t\t-37 \u00a0\n\t\t\t\t\t326 \u00a0\n\t\t\t\t\t-308 \u00a0\n\t\t\t\t\t-18 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-82 \u00a0\n\t\t\t\t\t396 \u00a0\n\t\t\t\t\t-314 \u00a0\n\t\t\t\t\t-81 \u00a0\n\t\t\t\t\t192 \u00a0\n\t\t\t\t\t-111 \u00a0\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\t-45 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-575 \u00a0\n\t\t\t\t\t581 \u00a0\n\t\t\t\t\t-114 \u00a0\n\t\t\t\t\t-162 \u00a0\n\t\t\t\t\t276 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-136 \u00a0\n\t\t\t\t\t136 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t422 \u00a0\n\t\t\t\t\t953 \u00a0\n\t\t\t\t\t1,727 \u00a0\n\t\t\t\t\t119 \u00a0\n\t\t\t\t\t145 \u00a0\n\t\t\t\t\t33 \u00a0\n\t\t\t\t\t105 \u00a0\n\t\t\t\t\t184 \u00a0\n\t\t\t\t\t79 \u00a0\n\t\t\t\t\t3,768 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-362 \u00a0\n\t\t\t\t\t-1,103 \u00a0\n\t\t\t\t\t-4,176 \u00a0\n\t\t\t\t\t-133 \u00a0\n\t\t\t\t\t-128 \u00a0\n\t\t\t\t\t-164 \u00a0\n\t\t\t\t\t-137 \u00a0\n\t\t\t\t\t-260 \u00a0\n\t\t\t\t\t-238 \u00a0\n\t\t\t\t\t-6,701 \u00a0\n\t\t\t\t\tImpact of net remeasurement of ECL (incl. \u00a0\n\t\t\t\t\tchanges in models) \u00a0\n\t\t\t\t\t-438 \u00a0\n\t\t\t\t\t760 \u00a0\n\t\t\t\t\t976 \u00a0\n\t\t\t\t\t-286 \u00a0\n\t\t\t\t\t595 \u00a0\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t-219 \u00a0\n\t\t\t\t\t-183 \u00a0\n\t\t\t\t\t26 \u00a0\n\t\t\t\t\t1,287 \u00a0\n\t\t\t\t\tWrite offs debited to the allowance account \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t18 \u00a0\n\t\t\t\t\t30 \u00a0\n\t\t\t\t\t296 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t32 \u00a0\n\t\t\t\t\t402 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-161 \u00a0\n\t\t\t\t\t168 \u00a0\n\t\t\t\t\t577 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-9 \u00a0\n\t\t\t\t\t-119 \u00a0\n\t\t\t\t\t-21 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t216 \u00a0\n\t\t\t\t\t653 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,481 \u00a0\n\t\t\t\t\t4,629 \u00a0\n\t\t\t\t\t11,103 \u00a0\n\t\t\t\t\t642 \u00a0\n\t\t\t\t\t1,221 \u00a0\n\t\t\t\t\t1,334 \u00a0\n\t\t\t\t\t594 \u00a0\n\t\t\t\t\t957 \u00a0\n\t\t\t\t\t786 \u00a0\n\t\t\t\t\t22,746 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t773 \u00a0\n\t\t\t\t\t-734 \u00a0\n\t\t\t\t\t-39 \u00a0\n\t\t\t\t\t227 \u00a0\n\t\t\t\t\t-189 \u00a0\n\t\t\t\t\t-37 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-145 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-242 \u00a0\n\t\t\t\t\t547 \u00a0\n\t\t\t\t\t-306 \u00a0\n\t\t\t\t\t-112 \u00a0\n\t\t\t\t\t202 \u00a0\n\t\t\t\t\t-90 \u00a0\n\t\t\t\t\t-52 \u00a0\n\t\t\t\t\t84 \u00a0\n\t\t\t\t\t-33 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-9 \u00a0\n\t\t\t\t\t-446 \u00a0\n\t\t\t\t\t454 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-136 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-40 \u00a0\n\t\t\t\t\t41 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t404 \u00a0\n\t\t\t\t\t1,299 \u00a0\n\t\t\t\t\t600 \u00a0\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t216 \u00a0\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t99 \u00a0\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\t3,117 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-616 \u00a0\n\t\t\t\t\t-1,200 \u00a0\n\t\t\t\t\t-3,632 \u00a0\n\t\t\t\t\t-148 \u00a0\n\t\t\t\t\t-258 \u00a0\n\t\t\t\t\t-88 \u00a0\n\t\t\t\t\t-114 \u00a0\n\t\t\t\t\t-52 \u00a0\n\t\t\t\t\t-342 \u00a0\n\t\t\t\t\t-6,448 \u00a0\n\t\t\t\t\tImpact of net remeasurement of ECL (incl. \u00a0\n\t\t\t\t\tchanges in models) \u00a0\n\t\t\t\t\t177 \u00a0\n\t\t\t\t\t1,509 \u00a0\n\t\t\t\t\t910 \u00a0\n\t\t\t\t\t-93 \u00a0\n\t\t\t\t\t317 \u00a0\n\t\t\t\t\t-103 \u00a0\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t273 \u00a0\n\t\t\t\t\t226 \u00a0\n\t\t\t\t\t3,271 \u00a0\n\t\t\t\t\tWrite offs debited to the allowance \u00a0\n\t\t\t\t\taccount* \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-2,958 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-56 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-3,016 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t-44 \u00a0\n\t\t\t\t\t-86 \u00a0\n\t\t\t\t\t117 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-7 \u00a0\n\t\t\t\t\t-21 \u00a0\n\t\t\t\t\t-57 \u00a0\n\t\t\t\t\t-99 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t72 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t112 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t-115 \u00a0\n\t\t\t\t\t74 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,922 \u00a0\n\t\t\t\t\t5,524 \u00a0\n\t\t\t\t\t6,322 \u00a0\n\t\t\t\t\t627 \u00a0\n\t\t\t\t\t1,372 \u00a0\n\t\t\t\t\t1,251 \u00a0\n\t\t\t\t\t724 \u00a0\n\t\t\t\t\t1,186 \u00a0\n\t\t\t\t\t717 \u00a0\n\t\t\t\t\t19,645 \u00a0\n\t\t\t\t\t* DKK 1.0 billion of Write-offs debited to the allowance account in 2022 relates to the Group\u2019s debt collection customers. \u00a0\n\t\t\t\t\tThe movements on the allowance account are\u00a0determined by\u00a0comparing the classification and amount in the balance sheet at the beginning and\u00a0the end \u00a0\n\t\t\t\t\tof the year. The table above excludes the allowance account of\u00a0DKK 4\u00a0million (2021: DKK 4\u00a0million) relating to bonds at\u00a0amortised cost\u00a0or fair value \u00a0\n\t\t\t\t\tthrough other comprehensive income (all in stage 1). It also excludes the adjustment for credit risk on Loans held for sale (loan portfolios within the non- \u00a0\n\t\t\t\t\tcore segment where the Group has entered into sales agreements). For further information on the decomposition\u00a0of the allowance\u00a0account on\u00a0facilitie s \u00a0\n\t\t\t\t\tin stages 1-3, see the notes on credit risk. \u00a0G15. Loans at\u00a0amortised cost continued \u00a0\n\t\t\t\t\tReconciliation of\u00a0gross credit exposure \u00a0\n\t\t\t\t\tLoan commitments\u00a0and \u00a0\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\tguarantees \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tGross carrying amount at 1 January 2021 \u00a0\n\t\t\t\t\t1,265,000 87,304 33,425 777,633 29,646 12,098 518,682 24,498 \u00a0\n\t\t\t\t\t4,053 2,752,339 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t22,414 -21,367\u00a0-1,047 11,530\u00a0-10,310 -1,220\u00a03,906 -3,704 \u00a0\n\t\t\t\t\t-202 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-22,874 26,798\u00a0-3,923 -17,532\u00a019,081 -1,550 \u00a0\n\t\t\t\t\t-5,182 \u00a0\n\t\t\t\t\t5,478 \u00a0\n\t\t\t\t\t-296 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-862 \u00a0\n\t\t\t\t\t-4,185 \u00a0\n\t\t\t\t\t5,047 \u00a0\n\t\t\t\t\t-8,415 -1,921\u00a010,336 \u00a0\n\t\t\t\t\t-59 \u00a0\n\t\t\t\t\t-765 \u00a0\n\t\t\t\t\t824 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNew assets \u00a0\n\t\t\t\t\t321,334 18,889 \u00a0\n\t\t\t\t\t5,878 136,259 \u00a0\n\t\t\t\t\t5,144 \u00a0\n\t\t\t\t\t978 301,288 \u00a0\n\t\t\t\t\t6,490 \u00a0\n\t\t\t\t\t1,593 797,853 \u00a0\n\t\t\t\t\tAssets derecognised \u00a0\n\t\t\t\t\t-271,932 -26,620 -11,424\u00a0-101,820 -5,968 -3,144\u00a0-279,922 -11,260\u00a0-2,049 -714,139 \u00a0\n\t\t\t\t\tChanges due to modifications that did not \u00a0\n\t\t\t\t\tresult in\u00a0derecognition \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-58 \u00a0\n\t\t\t\t\t-9 \u00a0\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-72 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-48,072 \u00a0\n\t\t\t\t\t-4,400 -1,861 -36,330 -1,177 \u00a0\n\t\t\t\t\t-462 \u00a0\n\t\t\t\t\t-1,202 -1,060 \u00a0\n\t\t\t\t\t-138 \u00a0\n\t\t\t\t\t-94,702 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02021 \u00a0\n\t\t\t\t\t1,265,007 76,419 26,036\u00a0761,316 34,492 17,035\u00a0537,512 19,678 \u00a0\n\t\t\t\t\t3,784 2,741,278 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t14,623 -14,178 \u00a0\n\t\t\t\t\t-445 \u00a0\n\t\t\t\t\t7,194 -5,638 -1,556 \u00a0\n\t\t\t\t\t2,211 -2,173 \u00a0\n\t\t\t\t\t-37 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-40,100 41,487\u00a0-1,387 -15,439\u00a019,643 -4,204 -11,731\u00a011,866 \u00a0\n\t\t\t\t\t-135 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-1,035 \u00a0\n\t\t\t\t\t-2,479 \u00a0\n\t\t\t\t\t3,513 \u00a0\n\t\t\t\t\t-918 \u00a0\n\t\t\t\t\t-960 \u00a0\n\t\t\t\t\t1,879 \u00a0\n\t\t\t\t\t-54 \u00a0\n\t\t\t\t\t-192 \u00a0\n\t\t\t\t\t246 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNew assets \u00a0\n\t\t\t\t\t493,510 35,194 \u00a0\n\t\t\t\t\t6,020 132,584 \u00a0\n\t\t\t\t\t6,083 \u00a0\n\t\t\t\t\t672 249,258 \u00a0\n\t\t\t\t\t7,646 \u00a0\n\t\t\t\t\t896 931,863 \u00a0\n\t\t\t\t\tAssets derecognised \u00a0\n\t\t\t\t\t-549,726 -27,689 -12,325\u00a0-122,459 -7,024 -3,063\u00a0-266,791 -6,518 -1,314\u00a0-996,908 \u00a0\n\t\t\t\t\tChanges due to modifications that did not \u00a0\n\t\t\t\t\tresult in derecognition \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-18,490 \u00a0\n\t\t\t\t\t-4,864 -1,409 -87,301 -3,444 -1,586 -22,484 -1,313 \u00a0\n\t\t\t\t\t-379 -141,270 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02022 \u00a0\n\t\t\t\t\t1,163,791 103,889\u00a019,991 674,974\u00a043,152 \u00a0\n\t\t\t\t\t9,175 487,921\u00a028,993 \u00a0\n\t\t\t\t\t3,060 2,534,946 \u00a0(d) Significant accounting estimates\u00a0related to expected credit losses \u00a0\n\t\t\t\t\tFor information\u00a0on significant\u00a0accounting estimates related to\u00a0expected credit losses, see note G1(b). Note G1(b) also includes information\u00a0on the Group\u2019s \u00a0\n\t\t\t\t\tapproach to estimate credit losses following the war in Ukraine. \u00a0G16. Loans and issued bonds at fair value \u00a0\n\t\t\t\t\tThe Group has two types of portfolios of loans and issued bonds that are measured at fair value through profit or loss. The first portfolio consists of loans \u00a0\n\t\t\t\t\tgranted and bonds issued by the subsidiary Realkredit Danmark,\u00a0a Danish mortgage institution\u00a0covered by Danish mortgage finance law. The other portfolio \u00a0\n\t\t\t\t\tconsists of loans and bonds issued by the Group\u2019s trading units (Markets and Investment Banking\u00a0& Securities in LC&I). \u00a0Accounting policy \u00a0\n\t\t\t\t\tLoans granted and bonds issued by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\tLoans granted by Realkredit\u00a0Danmark have contractual cash\u00a0flows that are not solely payment of principal and interest\u00a0on the principal\u00a0amount \u00a0\n\t\t\t\t\toutstanding. Therefore,\u00a0the loans are\u00a0mandatorily recognised at\u00a0fair value\u00a0through profit\u00a0or loss. The issued bonds that are funding the loans are \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss in order not to create an accounting\u00a0mismatch. For\u00a0the issued bonds, changes in fair value attributable\u00a0to \u00a0\n\t\t\t\t\tthe Group\u2019s own credit risk is presented in the income statement, as an accounting mismatch would otherwise be introduced. \u00a0\n\t\t\t\t\tThe fair value of the bonds issued by Realkredit Danmark is normally defined as their quoted market price. A small number of the issued bonds are \u00a0\n\t\t\t\t\tilliquid, however, and the fair\u00a0value of\u00a0these bonds is calculated on the basis of a discounted cash flow valuation technique. The fair value of the loans is \u00a0\n\t\t\t\t\tbased on the fair value of the underlying\u00a0bonds which ensures that changes in the fair value of the interest rate risk on the loans are measured based \u00a0\n\t\t\t\t\ton market implied\u00a0input. This fair value is adjusted for changes in the fair value of cash flows from the loans that differ from the cash flows from the \u00a0\n\t\t\t\t\tissued bonds. The most important\u00a0component is\u00a0the credit risk on the borrowers (covered by the Group and not by\u00a0the bond holders and therefore not \u00a0\n\t\t\t\t\tpriced into the price of the issued bonds). \u00a0\n\t\t\t\t\tChanges in fair value of credit risk etc on the loans \u00a0\n\t\t\t\t\tThe IFRS 13 estimate\u00a0of the fair value of the credit risk on the loans is based on the expected credit losses estimated in the models developed in \u00a0\n\t\t\t\t\tconnection with the Group\u2019s implementation\u00a0of the expected\u00a0credit loss impairment model in IFRS 9, including\u00a0the allocation of\u00a0loans between\u00a0stage 1, \u00a0\n\t\t\t\t\tstage 2 and stage 3. The expected credit losses are calculated for all loans as a function of PD, EAD and LGD and incorporates forward looking \u00a0\n\t\t\t\t\tinformation, see\u00a0further in note G15. The latter reflects management\u2019s\u00a0expectations of\u00a0expected credit\u00a0losses and involves\u00a0multiple scenarios (base \u00a0\n\t\t\t\t\tcase, upside\u00a0and downside),\u00a0including an\u00a0assessment of\u00a0the probability\u00a0for each scenario. \u00a0\n\t\t\t\t\tOn top of the expected\u00a0credit losses, a collective\u00a0assessment determines\u00a0the need for further adjustments\u00a0to reflect other components\u00a0in the fair value \u00a0\n\t\t\t\t\tmeasurement, such as an assessment of\u00a0lifetime expected credit\u00a0losses for\u00a0loans in\u00a0stage 1,\u00a0an investors\u00a0risk premium, compensation for \u00a0\n\t\t\t\t\tadministrative costs\u00a0related to the loans and the possibility\u00a0to increase the margin on the loans if the credit risk etc increases. It is acknowledged that \u00a0\n\t\t\t\t\tthe possibility to\u00a0increase the margin depends on the economic resources of the customers. The possibility\u00a0to increase the margin is therefore only \u00a0\n\t\t\t\t\tconsidered in\u00a0the measurement if it is very likely that the margin can be increased without\u00a0the customer defaulting. Further, the possibility\u00a0to increase \u00a0\n\t\t\t\t\tthe margin is only relevant if it does not give the customer an incentive to \u201cmove\u201d to another mortgage institution.\u00a0Therefore, the possibility\u00a0to increase \u00a0\n\t\t\t\t\tthe margin is only relevant for the measurement of loans to customers with neither a relatively\u00a0high credit risk nor a relatively\u00a0low credit risk. \u00a0\n\t\t\t\t\tThe discount rate used to discount the cash flows represents the interest rate on the funding bonds. This is considered to be close to a risk-free interes\u00a0t \u00a0\n\t\t\t\t\trate. The risk premium is incorporated into the cash\u00a0flows. The risk premium is assumed to be higher for customers with high credit risk than for \u00a0\n\t\t\t\t\tcustomers with low credit risk. Further, the adjustments\u00a0for changes in the fair value\u00a0of the credit risk and other components\u00a0cannot increase the value \u00a0\n\t\t\t\t\tof a loan\u00a0(the adjustment\u00a0cannot be positive). \u00a0\n\t\t\t\t\tOther loans and\u00a0issued bonds measured at fair value through profit or loss \u00a0\n\t\t\t\t\tThe loans in the Group\u2019s trading units (Markets and Investment Banking & Securities in LC&I) are managed and their performance reported on a fair \u00a0\n\t\t\t\t\tvalue basis and the loans are under IFRS 9 mandatorily\u00a0measured at fair value\u00a0through profit or loss. In order not to introduce\u00a0an accounting mismatc\u00a0h \u00a0\n\t\t\t\t\tby measuring the financial assets in the trading units at\u00a0fair value through profit or loss and the financial liabilities\u00a0at amortised\u00a0cost, the financia\u00a0l \u00a0\n\t\t\t\t\tliabilities in\u00a0the trading units are designated at\u00a0fair value through profit or\u00a0loss with fair value changes attributable\u00a0to the Group\u2019s\u00a0own credit risk \u00a0\n\t\t\t\t\tpresented in\u00a0other comprehensive income. \u00a0G16. Loans and issued bonds at fair value continued \u00a0\n\t\t\t\t\t(a)Loans at fair value \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tLoans granted by Realkredit Danmark: \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t802,025 \u00a0\n\t\t\t\t\t807,621 \u00a0\n\t\t\t\t\tFair value adjustment of underlying bonds \u00a0\n\t\t\t\t\t-74,724 \u00a0\n\t\t\t\t\t5,447 \u00a0\n\t\t\t\t\tAdjustment for\u00a0credit risk \u00a0\n\t\t\t\t\t3,250 \u00a0\n\t\t\t\t\t3,197 \u00a0\n\t\t\t\t\tFair value\u00a0of loans granted by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\t724,051 \u00a0\n\t\t\t\t\t809,872 \u00a0\n\t\t\t\t\tLoans in the Group's trading units: \u00a0\n\t\t\t\t\tReverse transactions \u00a0\n\t\t\t\t\t208,626 \u00a0\n\t\t\t\t\t214,590 \u00a0\n\t\t\t\t\tOther loans \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\t(b) Issued bonds at fair\u00a0value \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tBonds issued by Realkredit Danmark: \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t840,922 \u00a0\n\t\t\t\t\t854,988 \u00a0\n\t\t\t\t\tFair value adjustment of funding of current loans \u00a0\n\t\t\t\t\t-74,735 \u00a0\n\t\t\t\t\t6,197 \u00a0\n\t\t\t\t\tHolding of own mortgage bonds \u00a0\n\t\t\t\t\t80,949 \u00a0\n\t\t\t\t\t90,523 \u00a0\n\t\t\t\t\tFair value\u00a0of bonds issued by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\t685,238 \u00a0\n\t\t\t\t\t770,661 \u00a0\n\t\t\t\t\tBonds issued by the Group's trading units: \u00a0\n\t\t\t\t\tCommercial papers and certificates of deposit \u00a0\n\t\t\t\t\t12,150 \u00a0\n\t\t\t\t\t24,248 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t697,388 \u00a0\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\t(c) Further explanation on loans granted and bonds issued by Realkredit Danmark \u00a0\n\t\t\t\t\tEach loan granted by Realkredit Danmark is funded by issuing listed mortgage bonds with matching characteristics (e.g.\u00a0amount outstanding, reference \u00a0\n\t\t\t\t\tinterest rate, term and currency). The borrower may repay the loan by delivering the underlying bonds to Realkredit Danmark. \u00a0\n\t\t\t\t\tThe loans are held in a business model being similar to other loans in the Group\u2019s banking units, ie. the business model under IFRS 9 is \u2018held to collect\u2019. The \u00a0\n\t\t\t\t\tcustomers\u2019 right to prepay a loan by delivering the underlying\u00a0bonds represents an option to prepay at fair value. Under this prepayment option, the prepayment \u00a0\n\t\t\t\t\tamount can be both\u00a0above and below the principal amount plus accrued interest. Changes in the fair value of the underlying bonds include other elements \u00a0\n\t\t\t\t\tthan the effect of changes in the relevant benchmark interest rate and the prepayment option is therefore not consistent with the SPPI test in IFRS 9 and are \u00a0\n\t\t\t\t\tmandatorily measured at FVPL. \u00a0\n\t\t\t\t\tTo eliminate the accounting mismatch that would exist if the loans are measured at fair value through profit or loss and the issued bonds at amortised cost, \u00a0\n\t\t\t\t\tthe issued bonds are designated at fair value through profit or loss using the fair value option for financial liabilities\u00a0in IFRS 9. As the fair value of the loans is \u00a0\n\t\t\t\t\tbased on the fair value of the issued bonds, fair value changes of the issued bonds are offset by fair value changes of the loans, including the changes related \u00a0\n\t\t\t\t\tto the fair value of the own credit risk of the issued bonds. For example, if the credit quality of the bonds worsens the fair value of the liability decreases and \u00a0\n\t\t\t\t\tthe fair value of the loans also decreases. Therefore, fair value changes of own credit risk on the issued bonds are recognised in the income statement, as an \u00a0\n\t\t\t\t\taccounting mismatch\u00a0would otherwise be created if changes in own credit risk were recognised in other comprehensive income. \u00a0\n\t\t\t\t\tThe value of the loans is affected by changes in the credit risk on the loans. In 2022, the Group recognised DKK 15 million regarding changes in the credit risk \u00a0\n\t\t\t\t\ton loans at fair value (2021: DKK 252 million) see note G11. At the end of 2022, the accumulated changes in the credit risk amounted to DKK 3,250 million \u00a0\n\t\t\t\t\t(2021: DKK\u00a03,197 million). The amounts are determined as the amount of the change in fair value that is not attributable\u00a0to changes in market conditions \u00a0\n\t\t\t\t\tthat give\u00a0rise to market risk, with the latter being represented by the fair value of the funding issued bonds. The Group does not use credit derivatives or similar \u00a0\n\t\t\t\t\tinstruments to mitigate the exposure to credit risk. \u00a0\n\t\t\t\t\tThe holding of own mortgage bonds includes pre-issued bonds of DKK 29 billion\u00a0(2021: DKK 21 billion) used for FlexL\u00e5n\u00ae refinancing in\u00a0January 2023 and \u00a0\n\t\t\t\t\tbonds of DKK\u00a029 billion (2021: DKK 39 billion) that relate to investments\u00a0under insurance contracts, pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\twhere most of the risk is assumed by customers and most of the return on the assets accrues to customers. \u00a0\n\t\t\t\t\tThe nominal\u00a0value of bonds issued by Realkredit Danmark equals the amount to be redeemed on maturity. \u00a0G16. Loans and issued bonds at fair value continued \u00a0\n\t\t\t\t\tFair value adjustment for the credit risk on issued mortgage bonds is calculated on the basis of the option-adjusted spread (OAS). The calculation incorporates \u00a0\n\t\t\t\t\tmaturity, nominal holdings and OAS sensitivity. As a number of estimates are made, the calculation is subject to uncertainty. \u00a0\n\t\t\t\t\tIn 2022, the Danish mortgage bond yield spread narrowed and the fair value of issued mortgage bonds thus increased by approximately DKK 0,7 billion.\u00a0In \u00a0\n\t\t\t\t\t2021, the Danish mortgage bond yield spread increased, causing an decrease in the fair value of issued mortgage bonds. Based on the outstanding\u00a0portfolio \u00a0\n\t\t\t\t\tat the end of 2022, it is estimates that there has been a net widening of the spread since the issuance of the bonds, which produces a positive\u00a0fair value of \u00a0\n\t\t\t\t\tapproximately DKK 0,3 billion (2021: positive fair value of approximately DKK 0.5 billion). Net profit and shareholders\u2019 equity remain unaffected by the change \u00a0\n\t\t\t\t\tin fair value because the spread widening decreased the value of mortgage loans correspondingly. \u00a0\n\t\t\t\t\tFair value adjustment for the credit risk on issued mortgage bonds may also be calculated on the basis of changes in similar AAA rated mortgage bonds \u00a0\n\t\t\t\t\toffered by\u00a0other Danish issuers.\u00a0The market for\u00a0such bonds is characterised by an absence of measurable price differences between bonds with similar \u00a0\n\t\t\t\t\tfeatures from different issuers. Using this method, no fair value adjustment for credit risk in 2022 or the period since the issue has been required. \u00a0\n\t\t\t\t\t(d) Further explanation on loans, deposits and issued bonds by the Group\u2019s trading units \u00a0\n\t\t\t\t\tThe loans in the Group\u2019s trading units (Markets and Investment Banking & Securities in LC&I) are managed and their performance reported on a fair value \u00a0\n\t\t\t\t\tbasis. The loans are mandatorily recognised at fair value through profit or loss as the business model is neither \u2018held to collect\u2019 nor \u2018held to collect and sell\u2019. \u00a0\n\t\t\t\t\tThe loans consist primarily of reverse transactions and short-term loans. In order not to introduce an accounting mismatch, the financial liabilities in the \u00a0\n\t\t\t\t\ttrading units are designated at fair value through profit or loss, using the fair value option in IFRS 9. \u00a0\n\t\t\t\t\tThe financial liabilities consist of issued bonds (certificates of deposits and commercial papers) and deposits (including repo transactions) with a maturity no \u00a0\n\t\t\t\t\tlonger than six months in general. Fair value changes attributable to the Group\u2019s own credit risk are presented in other comprehensive income. During 2022, \u00a0\n\t\t\t\t\tchanges in fair value attributable to the Group\u2019s own credit risk recognised in Other Comprehensive Income amounted to DKK 0 million (2021: DKK 0 million). \u00a0\n\t\t\t\t\tIn the balance sheet, deposits in the trading units are presented together with other deposits. The amount that the Group would be contractually required to \u00a0\n\t\t\t\t\tpay at maturity amounts to DKK 12,636 million (2021: DKK 24,093 million) for bonds issued by the Group\u2019s trading units. \u00a0Credit risk \u00a0\n\t\t\t\t\tThe Group offers\u00a0loans, credits, guarantees and other products as part of its business model and thus takes on credit risk. \u00a0\n\t\t\t\t\tCredit risk is the risk of losses because debtors\u00a0or counterparties\u00a0fail to\u00a0meet all or part of their payment obligations\u00a0to the Group. \u00a0\n\t\t\t\t\tIn accordance with the Group\u2019s Credit Policy, the Group carefully assesses the financial situation of customers to ensure that loans granted are suited to their \u00a0\n\t\t\t\t\tneeds and financial capacity and that customers understand their financial obligations. \u00a0\n\t\t\t\t\tIn order to mitigate\u00a0credit risk, the Group uses a number of measures, including\u00a0collateral, guarantees and covenants. \u00a0\n\t\t\t\t\tFurther information\u00a0on the\u00a0Group\u2019s risk\u00a0management practices related to\u00a0credit risk can\u00a0be found in the report Risk Management 2022. \u00a0\n\t\t\t\t\tSustainability risk \u00a0\n\t\t\t\t\tThe Group may be exposed to sustainability\u00a0drivers. Credit risk is deemed to be the risk type most materially\u00a0affected by sustainability\u00a0drivers. \u00a0\n\t\t\t\t\tSustainability and\u00a0ESG considerations\u00a0are integrated into the Group\u2019s lending practices. \u00a0\n\t\t\t\t\tThe Group publishes its viewpoints on a number of sustainability themes in position statements that outline the Group\u2019s expectations and, in some cases, list \u00a0\n\t\t\t\t\trestrictions on loans granted to businesses that are particularly exposed to sustainability risks. Restrictions\u00a0are integrated into the Group\u2019s Credit Risk Policy \u00a0\n\t\t\t\t\tand underlying instructions, which further specify\u00a0due diligence requirements to identify, assess and manage the relevant risks in credit processes at both \u00a0\n\t\t\t\t\tthe customer and portfolio levels. At a customer level relationship managers use a digital system to identify and assess each customer\u2019s sustainability\u00a0risk \u00a0\n\t\t\t\t\tlevel through a set of sector-specific environmental,\u00a0social and governance questions\u00a0for both new and existing business customers. The customer-level \u00a0\n\t\t\t\t\tsustainability risk assessments serve as input factors in the overall credit decision process. At a portfolio level, sustainability\u00a0risks are identified, assessed \u00a0\n\t\t\t\t\tand monitored as part of the annual industry reviews, which includes an in-depth assessment of sub-industries and the largest customers. When deemed \u00a0\n\t\t\t\t\tnecessary, the sustainability\u00a0risk findings are integrated into the credit risk appetite to allow for portfolio steering. \u00a0\n\t\t\t\t\tClimate risk is\u00a0currently the\u00a0most urgent of all ESG-related\u00a0drivers capable of\u00a0affecting the Group\u2019s credit risk. From a financial materiality\u00a0perspective , \u00a0\n\t\t\t\t\tclimate-related risks have been deemed most relevant for the Group\u2019s lending\u00a0activities. Climate risk\u00a0pertains to transition risks, which are the risks \u00a0\n\t\t\t\t\tassociated with shifting to a\u00a0low-carbon economy, and to physical risks arising from\u00a0projected climate changes such\u00a0as weather-related hazards. \u00a0\n\t\t\t\t\tThe Group takes a risk-based approach in prioritising\u00a0risk management\u00a0efforts for credit portfolios that are likely to be most exposed to transition\u00a0and \u00a0\n\t\t\t\t\tphysical risks. For\u00a0that purpose, the Group\u2019s climate risk heat map is based on a\u00a0mix of\u00a0qualitative and\u00a0quantitative input\u00a0to define the credit exposures \u00a0\n\t\t\t\t\tmost exposed to transition and physical risks. The lending activities\u00a0most likely\u00a0to be exposed to future transition risks relate primarily to heavy-emittin\u00a0g \u00a0\n\t\t\t\t\tsectors. These sectors are estimated\u00a0to account for around 14%1 (2021: 15%) of the Group\u2019s total lending activities,\u00a0with the risk concentrated\u00a0to a few \u00a0\n\t\t\t\t\tportfolios. For example, emissions can predominantly\u00a0be attributed\u00a0to sectors such as Shipping, oil and gas. Transition\u00a0risk is managed at the\u00a0portfolio- \u00a0\n\t\t\t\t\tlevel through long-term targets for sectors with high financed emissions and risk appetite limits as well as at a customer-level\u00a0by differentiating\u00a0between \u00a0\n\t\t\t\t\tcustomers who are preparing for and undertaking\u00a0the necessary transition\u00a0and customers not\u00a0accelerating fast\u00a0enough on their transition plans. Physica\u00a0l \u00a0\n\t\t\t\t\trisks are\u00a0identified mainly\u00a0for collateral-related\u00a0exposure (flooding risk, in particular) by using data on historically\u00a0worst flood events\u00a0and most\u00a0extreme \u00a0\n\t\t\t\t\tclimate projections. As a\u00a0result, assessments are considered to be conservative.\u00a0Flooding risk is the primary physical risk hazard to be taken into \u00a0\n\t\t\t\t\tconsideration in\u00a0the Nordic countries, with identified\u00a0risk exposures\u00a0amounting to around 3.6%1 (2021: 6%) of the\u00a0Group\u2019s total lending activities.\u00a0The \u00a0\n\t\t\t\t\tGroup\u2019s risks associated with flooding risk are managed primarily at\u00a0the portfolio level. The exposure related to high physical risks includes\u00a0non- \u00a0\n\t\t\t\t\tcollateralised exposure\u00a0only to a limited\u00a0extent. \u00a0\n\t\t\t\t\tThe climate heat map gives an indication\u00a0of the size of the exposure at risk and not the expected stress impacts such as impact on expected stress effects \u00a0\n\t\t\t\t\tsuch as impairment charges. Such quantitative\u00a0measures are to be assessed through scenario analysis\u00a0and future stress testing. Climate scenario \u00a0\n\t\t\t\t\tanalysis is already being performed - following the recommendations\u00a0of the Taskforce on Climate-related\u00a0Financial Disclosures\u00a0(TCFD) for key sectors \u00a0\n\t\t\t\t\tfor both\u00a0transition risk\u00a0and physical risk such as for the oil and gas, agriculture\u00a0and property portfolios.\u00a0The Group will continue to refine\u00a0the climate risk \u00a0\n\t\t\t\t\theat map as more climate risk data becomes available\u00a0to support the identification\u00a0of both transition\u00a0and physical\u00a0risks for the purpose of determining \u00a0\n\t\t\t\t\tfinancial materiality,\u00a0however conclusions have not led to adjustments\u00a0to staging or expected credit losses, as the impacts either manifest over a longer \u00a0\n\t\t\t\t\ttime period than loan maturities,\u00a0or as transition\u00a0risks are concentrated on\u00a0sectors with downside risks already recognised in the bank\u2019s expected credit \u00a0\n\t\t\t\t\tlosses, for instance\u00a0in the agriculture\u00a0and oil and gas portfolios. \u00a0\n\t\t\t\t\tSee the Group\u2019s risk\u00a0management report; Risk\u00a0Management 2022 for\u00a0more information\u00a0on Sustainability\u00a0risk and the Group\u2019s additional Pillar III \u00a0\n\t\t\t\t\tDisclosures for\u00a0more information on\u00a0Climate risk. The publicaitons\u00a0are available\u00a0at danskebank.com/ir.\u00a0The publications\u00a0are not covered by the statutor\u00a0y \u00a0\n\t\t\t\t\taudit. \u00a0\n\t\t\t\t\t1 Year-on-year decrease in\u00a0exposure at risk for both\u00a0transition and physical risk is due to updates to the methodology related to EPC labels and flood risk maps in Denmark, lowering the \u00a0\n\t\t\t\t\texposure at risk for the property-related portfolios. The overall risk profile is considered to be stable compared to 2021. The Group will continue to refine the climate risk heat map and will \u00a0\n\t\t\t\t\tbe subject to change. \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tCredit exp\u00a0osure \u00a0\n\t\t\t\t\tCredit exposure consists of\u00a0balance sheet\u00a0items and off-balance-sheet items that carry credit risk. Most of the exposure derives from lending activitie\u00a0s \u00a0\n\t\t\t\t\tin the form of secured and unsecured loans. The Non-core business unit is not considered part of Danske\u00a0Bank\u2019s core\u00a0activities and\u00a0is stated separately. \u00a0\n\t\t\t\t\tSecurities positions taken by the\u00a0Group\u2019s trading and investment units also\u00a0entail credit risk and are presented as credit exposure from trading and \u00a0\n\t\t\t\t\tinvestment securities as\u00a0well as derivatives\u00a0and loans at the Group\u2019s trading\u00a0units. \u00a0\n\t\t\t\t\tThe overall management of\u00a0credit risk thus covers credit risk from direct lending\u00a0activities, counterparty\u00a0credit risk on\u00a0derivatives and\u00a0loans at the \u00a0\n\t\t\t\t\tGroup\u2019s trading units and credit risk from securities positions. \u00a0\n\t\t\t\t\tThe Group\u2019s exposure to the risk on some balance sheet items is limited.\u00a0This is the case for assets under customer-funded\u00a0investment pools, unit-linke\u00a0d \u00a0\n\t\t\t\t\tinvestment contracts\u00a0and insurance contracts. The risk on\u00a0assets under pooled schemes and\u00a0unit-linked investment\u00a0contracts is assumed solely by the \u00a0\n\t\t\t\t\tcustomers, while the risk on assets under insurance contracts is assumed primarily by the customers. The section on life insurance risk describes the \u00a0\n\t\t\t\t\tGroup\u2019s credit risk on\u00a0insurance contracts. \u00a0\n\t\t\t\t\tBreakdown of credit exposure \u00a0\n\t\t\t\t\tLending activities \u00a0\n\t\t\t\t\tTrading and \u00a0\n\t\t\t\t\tCustomer- \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tCounterparty \u00a0\n\t\t\t\t\tinvestment \u00a0\n\t\t\t\t\tfunded \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tCore \u00a0\n\t\t\t\t\tNon-core \u00a0\n\t\t\t\t\tcredit risk \u00a0\n\t\t\t\t\tsecurities investments \u00a0\n\t\t\t\t\tBalance sheet items \u00a0\n\t\t\t\t\tDemand deposits with central banks \u00a0\n\t\t\t\t\t168.4 \u00a0\n\t\t\t\t\t168.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t60.8 \u00a0\n\t\t\t\t\t22.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTrading portfolio assets \u00a0\n\t\t\t\t\t638.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t430.1 \u00a0\n\t\t\t\t\t208.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t303.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t303.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t1,082.8 \u00a0\n\t\t\t\t\t1,081.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t932.7 \u00a0\n\t\t\t\t\t724.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t208.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tAssets under pooled schemes and unit-linked investment \u00a0\n\t\t\t\t\tcontracts \u00a0\n\t\t\t\t\t66.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66.5 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t455.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t455.4 \u00a0\n\t\t\t\t\tAssets held\u00a0for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOff-balance-sheet items \u00a0\n\t\t\t\t\tGuarantees \u00a0\n\t\t\t\t\t81.4 \u00a0\n\t\t\t\t\t81.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0shorter than 1 year \u00a0\n\t\t\t\t\t236.1 \u00a0\n\t\t\t\t\t234.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0longer than 1 year \u00a0\n\t\t\t\t\t199.9 \u00a0\n\t\t\t\t\t199.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther unutilised commitments \u00a0\n\t\t\t\t\t15.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t15.1 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t4,240.9 \u00a0\n\t\t\t\t\t2,512.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t676.9 \u00a0\n\t\t\t\t\t511.7 \u00a0\n\t\t\t\t\t537.0 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tBalance sheet items \u00a0\n\t\t\t\t\tDemand deposits with central banks \u00a0\n\t\t\t\t\t286.6 \u00a0\n\t\t\t\t\t286.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t71.2 \u00a0\n\t\t\t\t\t31.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTrading portfolio assets \u00a0\n\t\t\t\t\t509.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t260.2 \u00a0\n\t\t\t\t\t249.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t303.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t303.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t1,027.4 \u00a0\n\t\t\t\t\t1,026.1 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t1,024.5 \u00a0\n\t\t\t\t\t809.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t214.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tAssets under pooled schemes and unit-linked investment \u00a0\n\t\t\t\t\tcontracts \u00a0\n\t\t\t\t\t76.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t76.7 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t547.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t547.8 \u00a0\n\t\t\t\t\tAssets held\u00a0for sale \u00a0\n\t\t\t\t\t28.5 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24.0 \u00a0\n\t\t\t\t\tOff-balance-sheet items \u00a0\n\t\t\t\t\tGuarantees \u00a0\n\t\t\t\t\t81.0 \u00a0\n\t\t\t\t\t81.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0shorter than 1 year \u00a0\n\t\t\t\t\t271.9 \u00a0\n\t\t\t\t\t270.3 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0longer than 1 year \u00a0\n\t\t\t\t\t205.5 \u00a0\n\t\t\t\t\t205.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther unutilised commitments \u00a0\n\t\t\t\t\t16.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t16.0 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t4,450.5 \u00a0\n\t\t\t\t\t2,715.6 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t514.3 \u00a0\n\t\t\t\t\t553.3 \u00a0\n\t\t\t\t\t664.5 \u00a0\n\t\t\t\t\tIn addition to credit exposure from\u00a0lending activities, the Group had made uncommitted loan offers\u00a0and granted uncommitted\u00a0lines of credit of DKK 216 \u00a0\n\t\t\t\t\tbillion at\u00a031 December 2022 (2021: DKK 194 billion). These items are included in the calculation of the total risk exposure amount in accordance with \u00a0\n\t\t\t\t\tthe Capital Requirements Directive. \u00a0\n\t\t\t\t\tThe Group\u2019s direct exposure to Russia and Ukraine amounted to less than DKK 0.1 billion at 31\u00a0December 2022. \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tCredit exposure from\u00a0core lending\u00a0activities \u00a0\n\t\t\t\t\tCredit exposure\u00a0from lending activities\u00a0in the Group\u2019s\u00a0core banking\u00a0business includes loans, amounts due\u00a0from credit institutions\u00a0and central banks, \u00a0\n\t\t\t\t\tguarantees and irrevocable loan commitments.\u00a0The exposure is measured net of expected credit losses and includes repo loans at amortised cost. For \u00a0\n\t\t\t\t\treporting purposes, all collateral values are net of haircuts and capped at the exposure amount. The credit exposure from Non-core lending activities\u00a0is \u00a0\n\t\t\t\t\tdisclosed further on\u00a0in these notes. \u00a0\n\t\t\t\t\tFor details\u00a0about the Group\u2019s credit risk management and the use of information on expected credit losses for risk management purposes, see Risk \u00a0\n\t\t\t\t\tManagement 2022. \u00a0\n\t\t\t\t\tClassification of\u00a0customers \u00a0\n\t\t\t\t\tThe main\u00a0objectives of risk classification are to rank the Group\u2019s customers according to risk and to estimate each customer\u2019s probability of default (PD). As \u00a0\n\t\t\t\t\tpart of the credit process, the Group classifies customers according to risk and updates their classifications upon receipt of new information. Risk \u00a0\n\t\t\t\t\tclassification comprises rating and credit scoring of customers. While all large customers are rated, the Group uses fully automated and statistically-based \u00a0\n\t\t\t\t\tscoring models for small customers such as personal customers and small businesses. Credit scores are updated monthly in a process subject to automated \u00a0\n\t\t\t\t\tcontrols. \u00a0\n\t\t\t\t\tThe Group has\u00a0developed a number of classification models to\u00a0assess customer PD and to classify customers in various\u00a0segments. \u00a0\n\t\t\t\t\tIn its credit risk management, the Group uses point in time (PIT) PD estimates\u00a0for risk classification.\u00a0These PIT PD estimates\u00a0express a customer\u2019s \u00a0\n\t\t\t\t\tprobability of\u00a0default within\u00a0the next 12 months in the current economic situation.\u00a0The Group\u2019s classification scale consists of 11 main rating categories \u00a0\n\t\t\t\t\twith fixed PD bands. During a\u00a0downturn, a\u00a0customer\u2019s PIT\u00a0PD may increase,\u00a0and the customer may migrate to a lower rating category.\u00a0The effect\u00a0from a \u00a0\n\t\t\t\t\tdownturn is thus larger when PIT PD is used than if the classification were based on through-the-cycle\u00a0(TTC) PD, which the Group uses to calculate the \u00a0\n\t\t\t\t\trisk exposure amount for credit risk. \u00a0\n\t\t\t\t\tThe classification\u00a0of facilities\u00a0between stage 1 and 2 for the\u00a0purpose of calculating\u00a0expected credit\u00a0losses under IFRS 9 depends on whether the credit \u00a0\n\t\t\t\t\trisk has increased significantly\u00a0since initial recognition.\u00a0The assessment of whether\u00a0the credit risk has increased significantly\u00a0since initial recognition\u00a0is \u00a0\n\t\t\t\t\tperformed by\u00a0considering the\u00a0change in the risk of default occurring over the remaining life of\u00a0the individual\u00a0facility and\u00a0incorporating forward-looking \u00a0\n\t\t\t\t\tinformation. A\u00a0facility is transferred from stage 1 to stage 2 on the basis of observed increases in the probability of default: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFor facilities\u00a0originated below 1% in PD: an increase in the facility\u2019s 12-month PD of at least 0.5 of a percentage point since initial\u00a0recognition and\u00a0a \u00a0\n\t\t\t\t\tdoubling in\u00a0the facility\u2019s lifetime PD since origination. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFor facilities\u00a0originated above 1% in PD: an\u00a0increase in the facility\u2019s 12-month PD of 2 percentage points since origination or a doubling of the \u00a0\n\t\t\t\t\tfacility\u2019s lifetime PD\u00a0since origination. \u00a0\n\t\t\t\t\tIn addition,\u00a0facilities that\u00a0are more than 30 days past due are moved\u00a0to stage 2. 30 days past due is considered\u00a0a backstop.\u00a0Finally, customers subject to \u00a0\n\t\t\t\t\tforbearance measures are placed in stage 2, if the Group, in the most likely\u00a0outcome, expects no loss or the customers are in the two-year probation \u00a0\n\t\t\t\t\tperiod for performing\u00a0forborne exposures. \u00a0\n\t\t\t\t\tA facility is transferred from stage 2 to stage 3 when it becomes credit-impaired.\u00a0A facility becomes credit-impaired when one or more events that have \u00a0\n\t\t\t\t\ta detrimental\u00a0impact on\u00a0the estimated future cash flows have occurred. This includes\u00a0observable data about (a) significant financial difficulty of the issuer \u00a0\n\t\t\t\t\tor the borrower; (b) a breach of contract,\u00a0such as a default or past due event;\u00a0(c) the borrower, for financial or contractual reasons relating to the \u00a0\n\t\t\t\t\tborrower\u2019s financial difficulty,\u00a0having been\u00a0granted a concession that would not otherwise have been considered; (d) it is becoming\u00a0probable that the \u00a0\n\t\t\t\t\tborrower will\u00a0enter into bankruptcy\u00a0or other financial restructuring;\u00a0and (e) the purchase or origination\u00a0of a financial asset at a deep discount that reflects \u00a0\n\t\t\t\t\tthe incurred credit loss. It may not be possible to identify\u00a0a single\u00a0discrete event \u2013\u00a0instead, the combined effect\u00a0of several events may cause a\u00a0financial \u00a0\n\t\t\t\t\tasset to become credit-impaired.\u00a0Credit-impaired facilities are\u00a0placed in rating category 10\u00a0or 11. For customers\u00a0in rating\u00a0category 10, the stage 3 \u00a0\n\t\t\t\t\tclassification applies\u00a0only to customers where a loss is expected in the most likely\u00a0scenario. For rating category 11 (default), all facilities are classified \u00a0\n\t\t\t\t\tas stage 3 exposures. \u00a0\n\t\t\t\t\tExposures which\u00a0are considered to be in default for regulatory\u00a0purposes will always be categorised as\u00a0stage 3 exposures under IFRS 9. This applies to \u00a0\n\t\t\t\t\t90-days-past-due considerations and\u00a0unlikely-to-pay factors\u00a0leading to regulatory default. \u00a0\n\t\t\t\t\tManagement applies judgement and recognises post-model adjustments\u00a0to cover risks that are not reflected sufficiently\u00a0in the Group\u2019s expected credit \u00a0\n\t\t\t\t\tloss model. Besides\u00a0increasing the expected credit losses, the post-model adjustments\u00a0may lead to the transfer of part of the gross exposure covered by \u00a0\n\t\t\t\t\tthe post-model adjustments\u00a0from stage 1 to stage 2 through targeted PD pushes to the current point in time estimates\u00a0of PD (i.e. increases in the PD for \u00a0\n\t\t\t\t\tthe underlying\u00a0customers in\u00a0the selected portfolios covered by the post-model adjustments)\u00a0to ensure consistency between the methods used for \u00a0\n\t\t\t\t\tdisclosing information about\u00a0expected credit\u00a0losses and exposures subject to significant increase in credit risk. While the distribution\u00a0of customers \u00a0\n\t\t\t\t\tbetween the Group\u2019s 11 rating categories is unchanged and reflects the current point-in-time estimate of the underlying customers\u2019 PDs, the PD pushes \u00a0\n\t\t\t\t\tmay lead to the transfer of gross exposures to stage 2 as the assessment of the increase in credit risk is performed by comparing\u00a0the initial PD with the \u00a0\n\t\t\t\t\tcurrent PD (after the adjustment\u00a0for the targeted PD pushes). \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tExpected credit\u00a0losses \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as a\u00a0function of\u00a0the probability\u00a0of default\u00a0(PD), the exposure at default (EAD) and the loss \u00a0\n\t\t\t\t\tgiven default (LGD). For exposures in stage 1, 12- month expected credit losses are recognised, while lifetime expected credit losses are recognised for \u00a0\n\t\t\t\t\texposures in stage 2-3. For further information see note G15. \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in core activities\u00a0broken down by rating\u00a0category \u00a0\n\t\t\t\t\tThe Group implemented\u00a0a new Definition\u00a0of Default\u00a0in January 2022 in order to align the existing definition of default for accounting with the regulator\u00a0y \u00a0\n\t\t\t\t\tpurposes. According to the new definition\u00a0of default,\u00a0all exposures\u00a0in stage 3 are considered default. As a result, all non-performing loans are now \u00a0\n\t\t\t\t\tconsidered default, and hence equal to the total of stage 3 exposures. \u00a0\n\t\t\t\t\tAlthough Stage\u00a03 and default (rating 11) are generally aligned, a small amount of credit exposure in stage 3 can be found outside\u00a0default. This is\u00a0due to \u00a0\n\t\t\t\t\timpairment staging being\u00a0updated monthly (after\u00a0each month-end),\u00a0whereas default is updated daily. For the same reason, some credit exposure in default \u00a0\n\t\t\t\t\tis outside stage 3. Total gross exposure in stage 2 increased by DKK 45 billion since end of 2021 primarily in commercial property due to changes in \u00a0\n\t\t\t\t\tmacroeconomic scenarios and (forward-looking) post-model adjustments. \u00a0\n\t\t\t\t\tFor further details about the Group\u2019s credit risk management and the use of information\u00a0on expected credit losses for risk management purposes, see \u00a0\n\t\t\t\t\tRisk Management\u00a02022. \u00a0\n\t\t\t\t\tThe table below breaks down\u00a0the credit exposure by rating categories and stages. \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t135.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t135.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t115.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t233.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t233.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t116.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t540.9 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t540.8 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t264.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t630.6 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t630.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t301.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t463.1 \u00a0\n\t\t\t\t\t14.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t462.7 \u00a0\n\t\t\t\t\t13.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t155.1 \u00a0\n\t\t\t\t\t7.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t235.8 \u00a0\n\t\t\t\t\t54.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t235.3 \u00a0\n\t\t\t\t\t53.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t74.9 \u00a0\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t75.5 \u00a0\n\t\t\t\t\t59.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t74.6 \u00a0\n\t\t\t\t\t56.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t24.5 \u00a0\n\t\t\t\t\t21.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t29.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t27.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t12.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t11.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t31.6 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t23.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,324.2 \u00a0\n\t\t\t\t\t176.0 \u00a0\n\t\t\t\t\t32.1 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t8.3 2,321.0 \u00a0\n\t\t\t\t\t168.0 \u00a0\n\t\t\t\t\t23.8 1,053.6 \u00a0\n\t\t\t\t\t61.0 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t264.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t264.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t245.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t207.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t207.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t80.6 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t570.6 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t570.6 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t264.9 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t637.2 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t637.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t287.3 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t485.0 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t484.7 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t150.3 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t275.7 \u00a0\n\t\t\t\t\t17.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t275.1 \u00a0\n\t\t\t\t\t16.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t94.6 \u00a0\n\t\t\t\t\t5.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t103.0 \u00a0\n\t\t\t\t\t46.6 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t102.1 \u00a0\n\t\t\t\t\t45.2 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t30.1 \u00a0\n\t\t\t\t\t13.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t16.5 \u00a0\n\t\t\t\t\t40.0 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t16.0 \u00a0\n\t\t\t\t\t37.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t11.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t22.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t11.4 \u00a0\n\t\t\t\t\t17.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t14.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,560.9 \u00a0\n\t\t\t\t\t130.6 \u00a0\n\t\t\t\t\t46.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t12.4 2,558.2 \u00a0\n\t\t\t\t\t123.8 \u00a0\n\t\t\t\t\t33.6 1,156.8 \u00a0\n\t\t\t\t\t37.5 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\tExposures, expected credit losses\u00a0and collateral in default have increased compared to\u00a0the end of 2021\u00a0due to the implementation\u00a0of the new definition \u00a0\n\t\t\t\t\tof default\u00a0in January 2022. At the same time, stage 3 decreased primarily due to 1) final adjustments\u00a0of staging\u00a0during the implementation\u00a0of new \u00a0\n\t\t\t\t\tdefinition of default that is now aligned to European Banking Authority\u00a0requirements and\u00a02) write-offs. The stage 3 coverage ratio\u00a0is 73% (31 December \u00a0\n\t\t\t\t\t2021: 78%). \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in core activities\u00a0broken down by industry\u00a0(NACE) \u00a0\n\t\t\t\t\tThe table below breaks down credit exposure by industry. The industry\u00a0segmentation is based on\u00a0the classification principles of\u00a0the Statistica\u00a0l \u00a0\n\t\t\t\t\tClassification of\u00a0Economic Activities\u00a0in the European\u00a0Community (NACE) standard adapted to\u00a0the Group\u2019s business risk approach used for the active \u00a0\n\t\t\t\t\tmanagement of\u00a0the credit portfolio. \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPublic institutions \u00a0\n\t\t\t\t\t225.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t225.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t223.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tFinancials \u00a0\n\t\t\t\t\t116.6 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t116.5 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t104.7 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tAgriculture \u00a0\n\t\t\t\t\t54.9 \u00a0\n\t\t\t\t\t5.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t54.6 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t14.0 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAutomotive \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t20.8 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tCapital goods \u00a0\n\t\t\t\t\t87.3 \u00a0\n\t\t\t\t\t9.2 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t87.2 \u00a0\n\t\t\t\t\t8.9 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t79.0 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tCommercial property \u00a0\n\t\t\t\t\t250.6 \u00a0\n\t\t\t\t\t46.9 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t250.3 \u00a0\n\t\t\t\t\t44.7 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t45.8 \u00a0\n\t\t\t\t\t10.5 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tConstruction and building materials \u00a0\n\t\t\t\t\t43.6 \u00a0\n\t\t\t\t\t8.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t43.5 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t32.7 \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tConsumer goods \u00a0\n\t\t\t\t\t72.4 \u00a0\n\t\t\t\t\t7.6 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t72.3 \u00a0\n\t\t\t\t\t7.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t57.3 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tHotels, restaurants and leisure \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tMetals and\u00a0mining \u00a0\n\t\t\t\t\t13.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t12.0 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther commercials \u00a0\n\t\t\t\t\t15.4 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t15.1 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t11.9 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPharma and medical devices \u00a0\n\t\t\t\t\t42.3 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t42.2 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39.8 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPrivate housing co-ops and non- \u00a0\n\t\t\t\t\tprofit associations \u00a0\n\t\t\t\t\t187.4 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t187.3 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t26.6 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPulp, paper and chemicals \u00a0\n\t\t\t\t\t47.5 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t47.5 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t37.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tRetailing \u00a0\n\t\t\t\t\t30.3 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t30.2 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t19.4 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\tServices \u00a0\n\t\t\t\t\t59.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t59.4 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t49.8 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tShipping, oil and gas \u00a0\n\t\t\t\t\t34.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t34.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t24.3 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tSocial services \u00a0\n\t\t\t\t\t26.9 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t26.8 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t13.0 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\tTelecom and media \u00a0\n\t\t\t\t\t23.1 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t23.1 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t17.9 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransportation \u00a0\n\t\t\t\t\t13.7 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t13.6 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t6.3 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tUtilities and\u00a0infrastructure \u00a0\n\t\t\t\t\t103.4 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t103.2 \u00a0\n\t\t\t\t\t4.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t83.8 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t839.3 \u00a0\n\t\t\t\t\t52.8 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t838.1 \u00a0\n\t\t\t\t\t50.8 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t129.2 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,324.2 176.0 \u00a0\n\t\t\t\t\t32.1 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t8.3 2,321.0\u00a0168.0 \u00a0\n\t\t\t\t\t23.9 1,053.6 \u00a0\n\t\t\t\t\t61.0 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\tAs at\u00a031 December 2022, oil and gas exposures (within the Shipping,\u00a0oil and gas industry)\u00a0represent a gross exposure\u00a0of DKK 19.3 billion\u00a0(31 December \u00a0\n\t\t\t\t\t2021: DKK 18.3 billion) and expected credit losses of DKK 1.0\u00a0billion (31 December 2021: DKK 1.8\u00a0billion). Those exposures represent the majority of \u00a0\n\t\t\t\t\tthe exposures in stage 3 within the Shipping, oil and gas industry at the end of 2022. \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPublic institutions \u00a0\n\t\t\t\t\t332.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t332.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t330.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tFinancials \u00a0\n\t\t\t\t\t122.0 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 122.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t0.2 107.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAgriculture \u00a0\n\t\t\t\t\t57.6 \u00a0\n\t\t\t\t\t5.6 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t57.3 \u00a0\n\t\t\t\t\t4.7 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t12.2 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tAutomotive \u00a0\n\t\t\t\t\t25.3 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t25.3 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t19.9 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tCapital goods \u00a0\n\t\t\t\t\t71.4 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t71.3 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t62.6 \u00a0\n\t\t\t\t\t5.7 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tCommercial property \u00a0\n\t\t\t\t\t291.2 \u00a0\n\t\t\t\t\t19.6 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t1.2 290.7 \u00a0\n\t\t\t\t\t18.1 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t59.3 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\tConstruction and building materials \u00a0\n\t\t\t\t\t46.1 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t46.1 \u00a0\n\t\t\t\t\t4.1 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t32.8 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tConsumer goods \u00a0\n\t\t\t\t\t71.1 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t71.0 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t53.0 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tHotels, restaurants and leisure \u00a0\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tMetals and\u00a0mining \u00a0\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther commercials \u00a0\n\t\t\t\t\t13.3 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t9.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPharma and medical devices \u00a0\n\t\t\t\t\t53.1 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t53.1 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t50.7 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPrivate housing co-ops and non-profit \u00a0\n\t\t\t\t\tassociations \u00a0\n\t\t\t\t\t207.4 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 207.3 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t34.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tPulp, paper and chemicals \u00a0\n\t\t\t\t\t39.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t39.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t27.8 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tRetailing \u00a0\n\t\t\t\t\t28.4 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t28.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t18.1 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tServices \u00a0\n\t\t\t\t\t57.9 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t57.7 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t46.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tShipping, oil and gas \u00a0\n\t\t\t\t\t31.3 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t31.2 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t16.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tSocial services \u00a0\n\t\t\t\t\t25.5 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t9.3 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\tTelecom and media \u00a0\n\t\t\t\t\t22.2 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t22.2 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t20.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransportation \u00a0\n\t\t\t\t\t14.3 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t14.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t6.5 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tUtilities and\u00a0infrastructure \u00a0\n\t\t\t\t\t76.1 \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t0.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76.0 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t56.4 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t953.9 \u00a0\n\t\t\t\t\t49.6 \u00a0\n\t\t\t\t\t15.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t3.1 952.8 \u00a0\n\t\t\t\t\t48.0 \u00a0\n\t\t\t\t\t12.8 170.1 \u00a0\n\t\t\t\t\t5.8 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,560.9 130.6 \u00a0\n\t\t\t\t\t46.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t12.4 2,558.2\u00a0123.8 \u00a0\n\t\t\t\t\t33.6 1,156.8 \u00a0\n\t\t\t\t\t37.5 \u00a0\n\t\t\t\t\t3.5 \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tThe table below breaks down\u00a0credit exposure by core business\u00a0unit and underlying\u00a0segment. \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in core activities\u00a0broken down by business\u00a0unit \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t466.0 \u00a0\n\t\t\t\t\t30.8 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t464.9 \u00a0\n\t\t\t\t\t29.1 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t57.7 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tNordic \u00a0\n\t\t\t\t\t363.8 \u00a0\n\t\t\t\t\t17.7 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t363.6 \u00a0\n\t\t\t\t\t17.3 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t76.3 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Personal \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t829.8 \u00a0\n\t\t\t\t\t48.5 \u00a0\n\t\t\t\t\t9.9 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t828.5 \u00a0\n\t\t\t\t\t46.5 \u00a0\n\t\t\t\t\t7.7 \u00a0\n\t\t\t\t\t134.1 \u00a0\n\t\t\t\t\t7.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tAsset Finance \u00a0\n\t\t\t\t\t47.6 \u00a0\n\t\t\t\t\t12.9 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t47.4 \u00a0\n\t\t\t\t\t12.4 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t18.6 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\t324.0 \u00a0\n\t\t\t\t\t56.4 \u00a0\n\t\t\t\t\t11.1 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t323.1 \u00a0\n\t\t\t\t\t52.5 \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t120.0 \u00a0\n\t\t\t\t\t17.9 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tCommercial Real Estate \u00a0\n\t\t\t\t\t279.1 \u00a0\n\t\t\t\t\t22.1 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t278.9 \u00a0\n\t\t\t\t\t21.5 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t43.6 \u00a0\n\t\t\t\t\t6.5 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Business \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t650.7 \u00a0\n\t\t\t\t\t91.4 \u00a0\n\t\t\t\t\t13.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t649.5 \u00a0\n\t\t\t\t\t86.4 \u00a0\n\t\t\t\t\t9.4 \u00a0\n\t\t\t\t\t182.3 \u00a0\n\t\t\t\t\t26.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tLarge Corporates\u00a0& \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\t615.2 \u00a0\n\t\t\t\t\t29.1 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t614.7 \u00a0\n\t\t\t\t\t28.1 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t545.1 \u00a0\n\t\t\t\t\t25.8 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\t81.4 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t81.1 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t45.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tGroup Functions \u00a0\n\t\t\t\t\t147.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t147.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t146.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,324.2 \u00a0\n\t\t\t\t\t176.0 \u00a0\n\t\t\t\t\t32.1 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t8.3 2,321.0 \u00a0\n\t\t\t\t\t168.0 \u00a0\n\t\t\t\t\t23.9 1,053.6 \u00a0\n\t\t\t\t\t61.0 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPersonal Customers* \u00a0\n\t\t\t\t\tPersonal Customers\u00a0DK \u00a0\n\t\t\t\t\t532.7 \u00a0\n\t\t\t\t\t23.4 \u00a0\n\t\t\t\t\t12.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t531.8 \u00a0\n\t\t\t\t\t22.2 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t63.9 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tNordic \u00a0\n\t\t\t\t\t400.8 \u00a0\n\t\t\t\t\t20.1 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t400.6 \u00a0\n\t\t\t\t\t19.8 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t103.8 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal Personal \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t937.5 \u00a0\n\t\t\t\t\t43.7 \u00a0\n\t\t\t\t\t15.3 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t936.4 \u00a0\n\t\t\t\t\t42.2 \u00a0\n\t\t\t\t\t12.5 \u00a0\n\t\t\t\t\t168.6 \u00a0\n\t\t\t\t\t5.3 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tBusiness Customers* \u00a0\n\t\t\t\t\tAsset Finance \u00a0\n\t\t\t\t\t48.8 \u00a0\n\t\t\t\t\t10.7 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t48.8 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t17.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\t349.8 \u00a0\n\t\t\t\t\t35.5 \u00a0\n\t\t\t\t\t15.9 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t348.9 \u00a0\n\t\t\t\t\t32.0 \u00a0\n\t\t\t\t\t11.4 \u00a0\n\t\t\t\t\t122.0 \u00a0\n\t\t\t\t\t9.7 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tCommercial Real Esate \u00a0\n\t\t\t\t\t313.8 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t313.7 \u00a0\n\t\t\t\t\t9.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t54.3 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Business \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t712.5 \u00a0\n\t\t\t\t\t56.0 \u00a0\n\t\t\t\t\t18.6 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t4.1 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t711.4 \u00a0\n\t\t\t\t\t52.0 \u00a0\n\t\t\t\t\t13.4 \u00a0\n\t\t\t\t\t193.9 \u00a0\n\t\t\t\t\t13.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tLarge Corporates\u00a0& \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\t560.5 \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t10.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t560.2 \u00a0\n\t\t\t\t\t24.2 \u00a0\n\t\t\t\t\t6.3 \u00a0\n\t\t\t\t\t482.2 \u00a0\n\t\t\t\t\t18.4 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\t93.7 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t93.6 \u00a0\n\t\t\t\t\t5.3 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t55.9 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tGroup Functions \u00a0\n\t\t\t\t\t256.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t256.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t256.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,560.9 \u00a0\n\t\t\t\t\t130.6 \u00a0\n\t\t\t\t\t46.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t12.4 2,558.2 \u00a0\n\t\t\t\t\t123.8 \u00a0\n\t\t\t\t\t33.6 1,156.8 \u00a0\n\t\t\t\t\t37.5 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t* Comparative information has been restated, as described in note G3(a). \u00a0Concentration risk \u00a0\n\t\t\t\t\tThe Group has implemented a set of frameworks to manage the concentration risk to which the Group is exposed. These frameworks cover single-name \u00a0\n\t\t\t\t\tconcentrations, industry concentrations and geographical concentrations. \u00a0\n\t\t\t\t\tIndustry concentrations \u00a0\n\t\t\t\t\tThe Group manages\u00a0industry concentrations as\u00a0part of its credit risk appetite\u00a0framework by setting\u00a0exposure limits on\u00a0selected industries. For \u00a0\n\t\t\t\t\tcommercial property, this also\u00a0includes reducing the number of\u00a0low-quality customers in\u00a0order to ensure creditworthiness\u00a0within the concentration \u00a0\n\t\t\t\t\tlimits. The industry concentrations\u00a0are updated\u00a0on an ongoing\u00a0basis and at least once a year. The Group\u00a0accepts the risks on material concentrations in \u00a0\n\t\t\t\t\taccordance with the industry-specific\u00a0guidelines that\u00a0outline the use of credit policies within the industry. For personal customers, the Group also \u00a0\n\t\t\t\t\tmanages key concentrations\u00a0in relation to\u00a0high LTV ratios and short-term interest loans, for example. \u00a0\n\t\t\t\t\tGeographical concentrations \u00a0\n\t\t\t\t\tCredit reporting includes\u00a0a breakdown by country.\u00a0For selected countries,\u00a0exposures to sovereigns, financial institutions\u00a0and counterparties\u00a0in derivative s \u00a0\n\t\t\t\t\ttrading are\u00a0managed within country limits. \u00a0\n\t\t\t\t\tSingle-name concentrations \u00a0\n\t\t\t\t\tSingle-name concentrations are managed according to two frameworks: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tLarge exposures: This framework is based on the regulatory definition of large exposures in the applicable Capital Requirements Regulation (CRR). The \u00a0\n\t\t\t\t\tGroup has also defined stricter internal limits for managing single-name concentrations within the large exposure framework, including the following: \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAbsolute limit on single-name exposures \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLimit for the 20 largest exposures \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tSingle-name concentration: The Group has also implemented a risk-sensitive\u00a0internal framework In order to limit\u00a0potential losses on single names, the \u00a0\n\t\t\t\t\tframework set limits\u00a0on the\u00a0following: \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tExposure \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoss given default \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tExpected loss \u00a0Collateral \u00a0\n\t\t\t\t\tThe Group uses\u00a0a number\u00a0of measures to mitigate\u00a0credit risk, including\u00a0collateral, guarantees and\u00a0covenants. The main method is obtaining collateral. \u00a0\n\t\t\t\t\tThe value of collateral is monitored and reassessed by advisers, internal or external assessors, and automatic valuation models to ensure it reflects current \u00a0\n\t\t\t\t\tmarket prices. The Groups Collateral System supports this process by only accepting up-to-date values, thus ensuring that the Group complies with regulatory \u00a0\n\t\t\t\t\trequirements. \u00a0\n\t\t\t\t\tThe validity of the internal and external inputs on which the valuation\u00a0models depend is assessed regularly and the performance of the models themselves is \u00a0\n\t\t\t\t\tvalidated annually by\u00a0an independent unit, to assess their performance and highlight any deficiencies that need to be addressed. \u00a0\n\t\t\t\t\tThe market value of collateral is subject to a haircut to reflect the fact that the Group may not be able to obtain the estimated market value upon the sale of \u00a0\n\t\t\t\t\tthe individual\u00a0asset in a distressed situation. Hence, the haircut includes a forced sale reduction, price volatility\u00a0during the sales period, realisation costs and \u00a0\n\t\t\t\t\tmaintenance costs. The haircut applied depends on the type of collateral. For regulatory purposes, the Group also applies more conservative haircuts in order \u00a0\n\t\t\t\t\tto capture the risk of an economic downturn. \u00a0\n\t\t\t\t\tThe Group uses\u00a0guarantee schemes\u00a0offered by the governments\u00a0in our markets\u00a0to mitigate the economic consequences of\u00a0the corona crisis. \u00a0\n\t\t\t\t\tType of\u00a0collateral in\u00a0core activities\u00a0(after haircuts) \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tLarge Corporates \u00a0\n\t\t\t\t\tOther areas (ex \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t& Institutions \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\tGroup Functions) \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 2021 \u00a0\n\t\t\t\t\tReal property \u00a0\n\t\t\t\t\t730.4 \u00a0\n\t\t\t\t\t800.2 \u00a0\n\t\t\t\t\t458.1 \u00a0\n\t\t\t\t\t495.5 \u00a0\n\t\t\t\t\t38.0 \u00a0\n\t\t\t\t\t41.0 \u00a0\n\t\t\t\t\t36.5 \u00a0\n\t\t\t\t\t35.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.5 1,263.2 1,372.9 \u00a0\n\t\t\t\t\t- Personal \u00a0\n\t\t\t\t\t717.4 \u00a0\n\t\t\t\t\t789.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t5.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24.7 \u00a0\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t744.0 \u00a0\n\t\t\t\t\t818.3 \u00a0\n\t\t\t\t\t- Commercial \u00a0\n\t\t\t\t\t10.8 \u00a0\n\t\t\t\t\t8.6 \u00a0\n\t\t\t\t\t419.3 \u00a0\n\t\t\t\t\t449.1 \u00a0\n\t\t\t\t\t36.4 \u00a0\n\t\t\t\t\t39.3 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t9.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t476.3 \u00a0\n\t\t\t\t\t506.7 \u00a0\n\t\t\t\t\t- Agricultural \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t37.0 \u00a0\n\t\t\t\t\t41.3 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t42.9 \u00a0\n\t\t\t\t\t47.9 \u00a0\n\t\t\t\t\tBank accounts \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tCustody account and securities \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14.0 \u00a0\n\t\t\t\t\t17.3 \u00a0\n\t\t\t\t\tVehicles \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t19.0 \u00a0\n\t\t\t\t\t22.8 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t23.6 \u00a0\n\t\t\t\t\t24.3 \u00a0\n\t\t\t\t\tEquipment \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t11.7 \u00a0\n\t\t\t\t\t10.6 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t17.5 \u00a0\n\t\t\t\t\t17.1 \u00a0\n\t\t\t\t\tVessels \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t13.3 \u00a0\n\t\t\t\t\t19.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14.3 \u00a0\n\t\t\t\t\t21.0 \u00a0\n\t\t\t\t\tGuarantees \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t11.6 \u00a0\n\t\t\t\t\t15.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t25.9 \u00a0\n\t\t\t\t\tAmounts due \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\tOther assets \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t29.8 \u00a0\n\t\t\t\t\t29.0 \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t34.4 \u00a0\n\t\t\t\t\t34.0 \u00a0\n\t\t\t\t\tTotal collateral \u00a0\n\t\t\t\t\t741.8 \u00a0\n\t\t\t\t\t813.6 \u00a0\n\t\t\t\t\t530.5 \u00a0\n\t\t\t\t\t570.9 \u00a0\n\t\t\t\t\t79.6 \u00a0\n\t\t\t\t\t89.3 \u00a0\n\t\t\t\t\t42.9 \u00a0\n\t\t\t\t\t43.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.5 1,395.1\u00a01,517.8 \u00a0\n\t\t\t\t\tTotal unsecured\u00a0credit \u00a0\n\t\t\t\t\texposure \u00a0\n\t\t\t\t\t140.8 \u00a0\n\t\t\t\t\t177.4 \u00a0\n\t\t\t\t\t214.8 \u00a0\n\t\t\t\t\t205.8 \u00a0\n\t\t\t\t\t568.7 \u00a0\n\t\t\t\t\t501.5 \u00a0\n\t\t\t\t\t46.2 \u00a0\n\t\t\t\t\t56.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t970.6 \u00a0\n\t\t\t\t\t941.4 \u00a0\n\t\t\t\t\tUnsecured portion\u00a0of credit \u00a0\n\t\t\t\t\texposure (%) \u00a0\n\t\t\t\t\t16.0% \u00a0\n\t\t\t\t\t17.9% \u00a0\n\t\t\t\t\t28.8% \u00a0\n\t\t\t\t\t26.5% \u00a0\n\t\t\t\t\t87.7% \u00a0\n\t\t\t\t\t84.9% \u00a0\n\t\t\t\t\t51.8% \u00a0\n\t\t\t\t\t56.6% \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t41.0% \u00a0\n\t\t\t\t\t38.3% \u00a0\n\t\t\t\t\tFrom May 2022, the business segmentation\u00a0was changed. Further\u00a0information can\u00a0be found in note G3(a). \u00a0Past due amounts \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tLarge Corporates \u00a0\n\t\t\t\t\tOther areas (ex \u00a0\n\t\t\t\t\tTotal past due \u00a0\n\t\t\t\t\tTotal due under \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t& Institutions \u00a0\n\t\t\t\t\tNorthern Ireland\u00a0Group Functions) \u00a0\n\t\t\t\t\tamount \u00a0\n\t\t\t\t\tloans \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t6-30 days \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t45 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t1\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\t65 1,547 \u00a0\n\t\t\t\t\t944 \u00a0\n\t\t\t\t\t31-60 days \u00a0\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t4\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t467 \u00a0\n\t\t\t\t\t480 \u00a0\n\t\t\t\t\t> 60 days \u00a0\n\t\t\t\t\t58 \u00a0\n\t\t\t\t\t46 \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t64 \u00a0\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t510 \u00a0\n\t\t\t\t\tTotal past\u00a0due \u00a0\n\t\t\t\t\tamounts \u00a0\n\t\t\t\t\t101 \u00a0\n\t\t\t\t\t107 \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\t25 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t136 \u00a0\n\t\t\t\t\t140 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal due\u00a0under \u00a0\n\t\t\t\t\tloans \u00a0\n\t\t\t\t\t1,627 1,549 \u00a0\n\t\t\t\t\t788 \u00a0\n\t\t\t\t\t285 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t9\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t92 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,501 1,935 \u00a0\n\t\t\t\t\tFrom May 2022, the business segmentation\u00a0was changed. Further\u00a0information can\u00a0be found in note G3(a). \u00a0\n\t\t\t\t\tFor the past due amounts, the average unsecured portion of the claims recorded was 22.0% at the end of 2022 (2021: 19.7%). Real property accounted for \u00a0\n\t\t\t\t\t67.2% of collateral provided (2021: 83.5%). \u00a0\n\t\t\t\t\tForbearance practices and repossessed assets \u00a0\n\t\t\t\t\tThe Group adopts forbearance plans to assist customers in financial difficulty. Concessions granted to customers include interest-reduction\u00a0schedules, \u00a0\n\t\t\t\t\tinterest-only schedules, temporary payment holidays, term extensions, cancellation of outstanding fees,\u00a0waiver of covenant enforcement and debt \u00a0\n\t\t\t\t\tforgiveness. Forbearance plans must comply with the Group\u2019s Credit Policy. They are used as an instrument to retain long-term business relationships \u00a0\n\t\t\t\t\tduring economic downturns if\u00a0there is a realistic\u00a0possibility that\u00a0the customer will be able to meet its obligations\u00a0again, or are used for minimising\u00a0losses \u00a0\n\t\t\t\t\tin the event of default. \u00a0\n\t\t\t\t\tIf it proves impossible\u00a0to improve\u00a0the customer\u2019s financial situation\u00a0by forbearance\u00a0measures, the Group will consider whether to subject the customer\u2019s \u00a0\n\t\t\t\t\tassets to a forced sale or whether the assets could be realised later at higher net proceeds. At the end of 2022, the Group had recognised propertie\u00a0s \u00a0\n\t\t\t\t\ttaken over in Denmark\u00a0at a carrying\u00a0amount of DKK 4\u00a0million (2021:\u00a0DKK 7\u00a0million), and there were\u00a0no properties taken over in other countries (2021: \u00a0\n\t\t\t\t\tDKK 0\u00a0million). The properties are\u00a0held for sale and included under Assets held for sale in the balance sheet. \u00a0\n\t\t\t\t\tThe Group applies the European Banking Authority\u2019s\u00a0(the EBA\u2019s) definition\u00a0of loans subject to forbearance measures. The EBA definition\u00a0states that a \u00a0\n\t\t\t\t\tprobation period of a minimum\u00a0of two years must pass from the date when forborne exposures are considered to be performing again. Forbearance \u00a0\n\t\t\t\t\tmeasures lead to changes in staging for impairment\u00a0purposes, and impairments\u00a0relating to forborne exposures are handled according to the principle\u00a0s \u00a0\n\t\t\t\t\tdescribed in note G15. During the corona crisis, the Group granted concessions to assist customers affected by the crisis. The level decreased during \u00a0\n\t\t\t\t\t2022 due to expiry of granted concessions and post-pandemic financial recoveries. \u00a0\n\t\t\t\t\tExposures subject\u00a0to forbearance\u00a0measures \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\t367 \u00a0\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\t3,029 \u00a0\n\t\t\t\t\t6,517 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\t6,165 \u00a0\n\t\t\t\t\t9,711 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t9,561 \u00a0\n\t\t\t\t\t16,311 \u00a0\n\t\t\t\t\tThe presentation\u00a0of forbearance no longer includes facilities\u00a0under probation without an active forbearance measure. With the implementation\u00a0of the \u00a0Expected credit losses (allowance account) in core\u00a0activities \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as\u00a0a function of the probability\u00a0of default (PD), the exposure\u00a0at default\u00a0(EAD) and\u00a0the loss \u00a0\n\t\t\t\t\tgiven default (LGD). In general, the Group\u2019s IFRS 9 impairment models and parameters draw on the bank\u2019s internal models in order to ensure alignment \u00a0\n\t\t\t\t\tof models across the Group. New models and calculations\u00a0have been\u00a0developed especially for\u00a0IFRS 9\u00a0purposes, including\u00a0models for lifetime PD, \u00a0\n\t\t\t\t\tprepayment and forward-looking\u00a0LGD. All expected credit loss impairments\u00a0are allocated to individual\u00a0exposures. For significant stage 3 exposures, the \u00a0\n\t\t\t\t\tGroup determines the expected credit losses individually. \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tECL allowance account as at 1 January 2021 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\t7,438 \u00a0\n\t\t\t\t\t12,853 \u00a0\n\t\t\t\t\t22,554 \u00a0\n\t\t\t\t\tTransferred to stage 1 during the period \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t-1,604 \u00a0\n\t\t\t\t\t-239 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 during the period \u00a0\n\t\t\t\t\t-180 \u00a0\n\t\t\t\t\t649 \u00a0\n\t\t\t\t\t-469 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 during the period \u00a0\n\t\t\t\t\t-120 \u00a0\n\t\t\t\t\t-864 \u00a0\n\t\t\t\t\t984 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t646 \u00a0\n\t\t\t\t\t1,282 \u00a0\n\t\t\t\t\t1,839 \u00a0\n\t\t\t\t\t3,767 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-629 \u00a0\n\t\t\t\t\t-1,483 \u00a0\n\t\t\t\t\t-4,377 \u00a0\n\t\t\t\t\t-6,489 \u00a0\n\t\t\t\t\tImpact of net remeasurement of ECL (incl. changes in models) \u00a0\n\t\t\t\t\t-923 \u00a0\n\t\t\t\t\t1,172 \u00a0\n\t\t\t\t\t1,011 \u00a0\n\t\t\t\t\t1,259 \u00a0\n\t\t\t\t\tWrite-offs debited to the allowance account \u00a0\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t54 \u00a0\n\t\t\t\t\t268 \u00a0\n\t\t\t\t\t343 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-182 \u00a0\n\t\t\t\t\t160 \u00a0\n\t\t\t\t\t527 \u00a0\n\t\t\t\t\t505 \u00a0\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02021 \u00a0\n\t\t\t\t\t2,733 \u00a0\n\t\t\t\t\t6,804 \u00a0\n\t\t\t\t\t12,397 \u00a0\n\t\t\t\t\t21,935 \u00a0\n\t\t\t\t\tTransferred to stage 1 during the period \u00a0\n\t\t\t\t\t1,144 \u00a0\n\t\t\t\t\t-1,062 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 during the period \u00a0\n\t\t\t\t\t-405 \u00a0\n\t\t\t\t\t834 \u00a0\n\t\t\t\t\t-428 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 during the period \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t-617 \u00a0\n\t\t\t\t\t642 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t630 \u00a0\n\t\t\t\t\t1,643 \u00a0\n\t\t\t\t\t844 \u00a0\n\t\t\t\t\t3,116 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-870 \u00a0\n\t\t\t\t\t-1,487 \u00a0\n\t\t\t\t\t-3,971 \u00a0\n\t\t\t\t\t-6,329 \u00a0\n\t\t\t\t\tImpact of net remeasurement of ECL (incl. changes in models) \u00a0\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t2,101 \u00a0\n\t\t\t\t\t1,032 \u00a0\n\t\t\t\t\t3,253 \u00a0\n\t\t\t\t\tWrite-offs debited to the allowance account \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-2,195 \u00a0\n\t\t\t\t\t-2,198 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t-51 \u00a0\n\t\t\t\t\t-107 \u00a0\n\t\t\t\t\t-15 \u00a0\n\t\t\t\t\t-173 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02022 \u00a0\n\t\t\t\t\t3,273 \u00a0\n\t\t\t\t\t8,082 \u00a0\n\t\t\t\t\t8,251 \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\tThe stage 3 allowance account includes DKK 2.5 billion (2021: DKK 4.7 billion) relating to originated credit impaired financial assets. Originated\u00a0credit \u00a0\n\t\t\t\t\timpaired financial assets are granted as\u00a0part of\u00a0restructuring non-performing loan\u00a0exposures, and are otherwise outside the Group\u2019s credit policy. The \u00a0\n\t\t\t\t\tGroup has not acquired any credit impaired financial assets. \u00a0\n\t\t\t\t\tExpected credit\u00a0losses (allowance account) in\u00a0core activities\u00a0broken down by segment \u00a0\n\t\t\t\t\tLarge \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tCorporates & \u00a0\n\t\t\t\t\tNorthern \u00a0\n\t\t\t\t\tGroup \u00a0\n\t\t\t\t\tAllowance \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tCustomers* Customers* \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\tFunctions \u00a0\n\t\t\t\t\taccount Total \u00a0\n\t\t\t\t\tECL allowance account as at 1 January 2021 \u00a0\n\t\t\t\t\t5,814 \u00a0\n\t\t\t\t\t9,959 \u00a0\n\t\t\t\t\t5,777 \u00a0\n\t\t\t\t\t990 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t22,554 \u00a0\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t524 \u00a0\n\t\t\t\t\t1,768 \u00a0\n\t\t\t\t\t1,215 \u00a0\n\t\t\t\t\t259 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t3,767 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-864 \u00a0\n\t\t\t\t\t-2,023 \u00a0\n\t\t\t\t\t-3,333 \u00a0\n\t\t\t\t\t-266 \u00a0\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t-6,489 \u00a0\n\t\t\t\t\tImpact on remeasurement of ECL (incl. change in models) \u00a0\n\t\t\t\t\t304 \u00a0\n\t\t\t\t\t934 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-135 \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t1,259 \u00a0\n\t\t\t\t\tWrite-offs debited to allowance account \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\tForeign currency translation \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t257 \u00a0\n\t\t\t\t\t71 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t343 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-136 \u00a0\n\t\t\t\t\t-454 \u00a0\n\t\t\t\t\t1,159 \u00a0\n\t\t\t\t\t-63 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t505 \u00a0\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02021 \u00a0\n\t\t\t\t\t5,654 \u00a0\n\t\t\t\t\t10,186 \u00a0\n\t\t\t\t\t5,227 \u00a0\n\t\t\t\t\t850 \u00a0\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t21,935 \u00a0\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t606 \u00a0\n\t\t\t\t\t2,107 \u00a0\n\t\t\t\t\t330 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,116 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-713 \u00a0\n\t\t\t\t\t-2,100 \u00a0\n\t\t\t\t\t-3,383 \u00a0\n\t\t\t\t\t-128 \u00a0\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t-6,329 \u00a0\n\t\t\t\t\tImpact on remeasurement of ECL (incl. change in models) \u00a0\n\t\t\t\t\t837 \u00a0\n\t\t\t\t\t663 \u00a0\n\t\t\t\t\t1,494 \u00a0\n\t\t\t\t\t244 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t3,253 \u00a0\n\t\t\t\t\tWrite-offs debited to allowance account \u00a0\n\t\t\t\t\t-946 \u00a0\n\t\t\t\t\t-438 \u00a0\n\t\t\t\t\t-684 \u00a0\n\t\t\t\t\t-129 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2,198 \u00a0\n\t\t\t\t\tForeign currency translation \u00a0\n\t\t\t\t\t-32 \u00a0\n\t\t\t\t\t-166 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-41 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-173 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02022 \u00a0\n\t\t\t\t\t5,427 \u00a0\n\t\t\t\t\t10,235 \u00a0\n\t\t\t\t\t3,050 \u00a0\n\t\t\t\t\t863 \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\t* Comparative information has been restated, as described in note G3(a). \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tGross credit exposure in core\u00a0activities \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tGross carrying amount at 1 January 2021 \u00a0\n\t\t\t\t\t2,560,227 \u00a0\n\t\t\t\t\t141,445 \u00a0\n\t\t\t\t\t48,786 2,750,458 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t37,850 \u00a0\n\t\t\t\t\t-35,380 \u00a0\n\t\t\t\t\t-2,470 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-45,587 \u00a0\n\t\t\t\t\t51,357 \u00a0\n\t\t\t\t\t-5,770 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-9,335 \u00a0\n\t\t\t\t\t-6,871 \u00a0\n\t\t\t\t\t16,207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNew assets \u00a0\n\t\t\t\t\t761,770 \u00a0\n\t\t\t\t\t30,523 \u00a0\n\t\t\t\t\t9,291 \u00a0\n\t\t\t\t\t801,585 \u00a0\n\t\t\t\t\tAssets derecognised \u00a0\n\t\t\t\t\t-653,242 \u00a0\n\t\t\t\t\t-43,844 \u00a0\n\t\t\t\t\t-16,605 -713,691 \u00a0\n\t\t\t\t\tChanges due to modifications that did not result in derecognition \u00a0\n\t\t\t\t\t-9 \u00a0\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t-59 -73 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-90,729 \u00a0\n\t\t\t\t\t-6,638 \u00a0\n\t\t\t\t\t-3,367 -100,734 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02021 \u00a0\n\t\t\t\t\t2,560,945 \u00a0\n\t\t\t\t\t130,588 \u00a0\n\t\t\t\t\t46,012 2,737,545 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t24,028 \u00a0\n\t\t\t\t\t-21,990 \u00a0\n\t\t\t\t\t-2,038 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-67,270 \u00a0\n\t\t\t\t\t72,996 \u00a0\n\t\t\t\t\t-5,726 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-1,991 \u00a0\n\t\t\t\t\t-3,614 \u00a0\n\t\t\t\t\t5,605 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNew assets \u00a0\n\t\t\t\t\t874,798 \u00a0\n\t\t\t\t\t48,923 \u00a0\n\t\t\t\t\t7,588 \u00a0\n\t\t\t\t\t931,309 \u00a0\n\t\t\t\t\tAssets derecognised \u00a0\n\t\t\t\t\t-938,904 \u00a0\n\t\t\t\t\t-41,249 \u00a0\n\t\t\t\t\t-15,928 -996,081 \u00a0\n\t\t\t\t\tChanges due to modifications that did not result in derecognition \u00a0\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-14 -17 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-127,364 \u00a0\n\t\t\t\t\t-9,620 \u00a0\n\t\t\t\t\t-3,366 -140,350 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02022 \u00a0\n\t\t\t\t\t2,324,240 \u00a0\n\t\t\t\t\t176,034 \u00a0\n\t\t\t\t\t32,132 2,532,406 \u00a0\n\t\t\t\t\tThe Group continued the use of modification of the contractual terms in the form of concessions to assist customers affected by the corona crisis. Part \u00a0\n\t\t\t\t\tof the concessions were short-term reliefs in the form of amortisation\u00a0holidays. Such\u00a0modifications led\u00a0only to insignificant modification\u00a0losses (changes \u00a0\n\t\t\t\t\tin the net present value of the contractual cash flows). In the table above, \u2018Changes due to modifications\u00a0that did not result in derecognition\u2019\u00a0includes \u00a0\n\t\t\t\t\tpartial forgiveness\u00a0of debt assessed to be uncollectible.\u00a0The modification loss\u00a0is recognised within the income statement as part\u00a0of Loan impairment \u00a0\n\t\t\t\t\tcharges. The contractual amount of\u00a0loans written off in 2022 and for which the Group retains the right to enforce its claims amounted\u00a0to DKK 3,300 \u00a0\n\t\t\t\t\tmillion (2021: DKK 1,669 million). \u00a0\n\t\t\t\t\tAllowance account\u00a0in core activities\u00a0broken down by balance\u00a0sheet item \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t47 \u00a0\n\t\t\t\t\t28 \u00a0\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t13,682 \u00a0\n\t\t\t\t\t16,328 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,607 \u00a0\n\t\t\t\t\tTotal ECL\u00a0Impairment \u00a0\n\t\t\t\t\t16,356 \u00a0\n\t\t\t\t\t18,964 \u00a0\n\t\t\t\t\tFair value credit risk adjustment on loans at fair value \u00a0\n\t\t\t\t\t3,250 \u00a0\n\t\t\t\t\t2,971 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\t21,935 \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tForward-looking information \u00a0\n\t\t\t\t\tThe incorporation\u00a0of forward-looking\u00a0information reflects the expectations\u00a0of the Group\u2019s\u00a0senior management and involves both macroeconomic \u00a0\n\t\t\t\t\tscenarios (base\u00a0case, upside and downside scenarios), including\u00a0an assessment of the probability\u00a0for each scenario,\u00a0and post-model adjustments.\u00a0The \u00a0\n\t\t\t\t\tpurpose of using multiple\u00a0scenarios is\u00a0to model the non-linear impact of assumptions about macroeconomic factors on\u00a0the expected credit losses. Post- \u00a0\n\t\t\t\t\tmodel adjustments\u00a0are used to capture specific risks which are not fully covered by the macroeconomic scenarios, as well as the process related risk, \u00a0\n\t\t\t\t\twhich could lead to an underestimation\u00a0of the expected\u00a0credit losses. \u00a0\n\t\t\t\t\tGiven the long-term nature of\u00a0climate scenario analysis, it is not included in the three-year macroeconomic scenarios used to calculate expected credit \u00a0\n\t\t\t\t\tloss. See Sustainability\u00a0risk section of this note for further information. \u00a0\n\t\t\t\t\tMacro e co no mic\u00a0scenario s \u00a0\n\t\t\t\t\tThe forward-looking information\u00a0is based on a three-year forecast period converging\u00a0to steady state\u00a0in year seven. That is, after the forecast period, the \u00a0\n\t\t\t\t\tmacroeconomic scenarios revert slowly towards a\u00a0steady state. \u00a0\n\t\t\t\t\tThe applied scenarios that drive the expected credit loss calculation\u00a0in 2022 have been updated with the latest macroeconomic data. Compared to the \u00a0\n\t\t\t\t\tend of 2021, all three scenarios have been revised to reflect expectations\u00a0of higher inflation and interest rate hikes fuelled by the war in Ukraine.\u00a0The \u00a0\n\t\t\t\t\tscenario weighting remained unchanged from\u00a0the end of 2021. \u00a0\n\t\t\t\t\tThe base case is an extension\u00a0of the\u00a0Group\u2019s official\u00a0view of the Nordic economies (the Nordic Outlook report). At 31 December\u00a02022, the base case \u00a0\n\t\t\t\t\tscenario reflects an expectation of high inflation and interest rates fuelled by the war in Ukraine.\u00a0This results in a weaker GDP\u00a0growth due to soaring \u00a0\n\t\t\t\t\tenergy costs, skills\u00a0shortages and wage pressures that affect consumers and businesses in the Nordic economies. House price have been revised \u00a0\n\t\t\t\t\tdownwards to larger decrease, which is a consequence\u00a0of the increasing\u00a0interest rates. \u00a0\n\t\t\t\t\tThe upside scenario represents a\u00a0slightly better\u00a0outlook than the\u00a0base case scenario\u00a0across the macroeconomic\u00a0parameters. In this scenario, the \u00a0\n\t\t\t\t\tglobal inflation declines which allows the central banks to ease\u00a0the tightening\u00a0pace, which lowers bond yields\u00a0and boosts\u00a0equity markets. Consumer \u00a0\n\t\t\t\t\tsentiment increases and consumers run down a large proportion of the savings accumulated during the crisis. \u00a0\n\t\t\t\t\tThe Group\u2019s downside scenario is a stagflation scenario, calibrated to a level of severity resembling the recession in 2008-2009, however with high \u00a0\n\t\t\t\t\tinterest rates and\u00a0high inflation.\u00a0A trigger of the economic setback could be continued macroeconomic\u00a0worsening and challenges linked to high business \u00a0\n\t\t\t\t\tcosts while inflation remain elevated. This adversely impacts the labour market, results in higher and more\u00a0persistent unemployment.\u00a0This would lead\u00a0to \u00a0\n\t\t\t\t\ta severe slowdown\u00a0in the economies\u00a0in which the Group is represented. \u00a0\n\t\t\t\t\tForecasts are produced for the coming three years. After this\u00a0period, the outlook returns to a steady-state\u00a0level after\u00a0a further four years. The main \u00a0\n\t\t\t\t\tmacroeconomic parameters in\u00a0the base case, upside and downside scenario entering into the ECL calculation for the forecast horizon across the Group\u2019s \u00a0\n\t\t\t\t\tNordic markets are\u00a0included below. \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-3.7 \u00a0\n\t\t\t\t\t-2.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t6.0 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t7.4 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-5.9 \u00a0\n\t\t\t\t\t-4.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-19.7 \u00a0\n\t\t\t\t\t-12.7 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-2.9 \u00a0\n\t\t\t\t\t-2.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-1.2 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t-3.8 \u00a0\n\t\t\t\t\t-3.6 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t8.9 \u00a0\n\t\t\t\t\t9.9 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t7.8 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-23.6 \u00a0\n\t\t\t\t\t-14.6 \u00a0\n\t\t\t\t\t-10.0 \u00a0\n\t\t\t\t\t-5.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-2.9 \u00a0\n\t\t\t\t\t-1.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t6.1 \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-2.1 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t-20.5 \u00a0\n\t\t\t\t\t-14.5 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-2.7 \u00a0\n\t\t\t\t\t-2.2 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t7.4 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t9.4 \u00a0\n\t\t\t\t\t10.4 \u00a0\n\t\t\t\t\t10.4 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-14.2 \u00a0\n\t\t\t\t\t-9.2 \u00a0\n\t\t\t\t\t-5.0 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\tThe upside scenario represents a\u00a0slightly better\u00a0outlook than the\u00a0base case scenario\u00a0across the macroeconomic\u00a0parameters. \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tAt 31 December\u00a02021, the following base case and downside scenarios were used: \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-1.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.7 \u00a0\n\t\t\t\t\t8.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-1.5 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t12.3 \u00a0\n\t\t\t\t\t12.8 \u00a0\n\t\t\t\t\t13.0 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-1.1 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\t8.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t-1.6 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.1 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t11.0 \u00a0\n\t\t\t\t\t11.4 \u00a0\n\t\t\t\t\t11.6 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-9.0 \u00a0\n\t\t\t\t\t-2.0 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tFrom 2022, the Group presents the scenarios by country rather than as an average. To ensure comparability,\u00a0the 2021 scenarios are also split by \u00a0\n\t\t\t\t\tcountry. \u00a0\n\t\t\t\t\tAt 31 December\u00a02022, the upside scenario represented a slightly better outlook than the base case scenario across the macroeconomic parameters. \u00a0\n\t\t\t\t\tThe base case scenario enters with a probability\u00a0of 70% (2021: 70%), the upside scenario with a probability of 10% (2021: 10%) and the downside \u00a0\n\t\t\t\t\tscenario with a probability\u00a0of 20% (2021: 20%). On the basis of these assessments,\u00a0the allowance\u00a0account as at 31 December 2022 amounted to DKK \u00a0\n\t\t\t\t\t19.6 billion (2021: DKK 21.9 billion).\u00a0If the base case scenario was assigned a probability\u00a0of 100%, the allowance\u00a0account would decrease DKK\u00a02.1 \u00a0\n\t\t\t\t\tbillion (2021:\u00a0DKK 1.7 billion). Compared to the base case scenario, the allowance account would increase DKK 10.9 billion (2021: DKK\u00a08.5 billion),\u00a0if \u00a0\n\t\t\t\t\tthe downside scenario was assigned a probability\u00a0of 100%.\u00a0The increase reflects primarily the transfer of\u00a0exposures from stage 1 to stage 2 and \u00a0\n\t\t\t\t\tincreased expected credit losses within stage 2. If instead the upside scenario was assigned a probability of 100%, the allowance account would decrease \u00a0\n\t\t\t\t\tby DKK 0.4 billion (2021: DKK 0.2\u00a0billion) compared to the base case\u00a0scenario. It should be noted that the expected credit losses in the individual \u00a0\n\t\t\t\t\tscenarios (i.e. without the weighting)\u00a0do not represent forecasts of expected credit losses (ECL). \u00a0\n\t\t\t\t\tThe applied scenarios in 2022 differ from those used at\u00a031 December 2021. In Q4\u00a02022 the downside scenario was changed to the severe recession \u00a0\n\t\t\t\t\twith high interest rates scenario (reflecting a stagflation scenario) applied in the Group\u2019s ICAAP processes and is similar in\u00a0nature to regulatory stress \u00a0\n\t\t\t\t\ttests. The severe recession scenario reflected negative growth,\u00a0increasing interest rates, and\u00a0falling property prices\u00a0for a longer period. The change of \u00a0\n\t\t\t\t\tthe downside scenario was\u00a0made to better\u00a0capture the increasing risk from high interest rates and high inflation. \u00a0\n\t\t\t\t\tThe scenario weightings were\u00a0unchanged from\u00a02021 and\u00a0kept stable throughout\u00a02022. \u00a0Expected credit losses (allowance account) in core activities continued \u00a0\n\t\t\t\t\tP o s t-m o del\u00a0adjustm en ts \u00a0\n\t\t\t\t\tManagement applies judgement when determining the need for\u00a0post-model adjustments.\u00a0At 31 December\u00a02022, the post-model adjustments amounte\u00a0d \u00a0\n\t\t\t\t\tto DKK 6.6 billion (2021: DKK 6.3\u00a0billion). The post-model adjustments\u00a0primarily relate to the following types of risks: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tspecific macroeconomic risks on\u00a0certain industries not fully captured by the expected credit loss model, for\u00a0instance the Agriculture\u00a0industry. For \u00a0\n\t\t\t\t\tsuch industries,\u00a0supplementary calculations are\u00a0made to ensure sufficient impairment\u00a0coverage. This also includes\u00a0post-model adjustments\u00a0relating \u00a0\n\t\t\t\t\tto secondary effects from the war in Ukraine\u00a0or the increasing macroeconomic\u00a0uncertainty. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tnon-linear downside risk, for\u00a0instance on the property market in Copenhagen and other high growth areas for which the macroeconomic forecasts \u00a0\n\t\t\t\t\tused in the models are based on the property market as a whole \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tportfolios where\u00a0the credit risk assessment process has identified\u00a0an underestimation\u00a0of the expected credit losses \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tupcoming model\u00a0changes that will impact the expected credit loss model. \u00a0\n\t\t\t\t\tFollowing the significant impact on the expected credit losses from post-model adjustments,\u00a0the table below provides\u00a0more information about the \u00a0\n\t\t\t\t\tadjustments. \u00a0\n\t\t\t\t\tPost-model adjustments\u00a0by type\u00a0and mostly\u00a0impacted industries \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021* \u00a0\n\t\t\t\t\tCoverage of individual\u00a0industries and\u00a0types \u00a0\n\t\t\t\t\tAgriculture \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tCommercial Property \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tConstruction and building materials \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tPersonal customers (including\u00a0other retail exposures) \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tOthers** \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\tCoverage of individual\u00a0industries and\u00a0types \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\tModel changes \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t6.3 \u00a0\n\t\t\t\t\t*DKK 2.2 billion of process related post-model adjustments as at 31 December 2021 have been redistributed between the individual industries. As such, 2021 post-model adjustments \u00a0\n\t\t\t\t\thave been restated. There is no change to the total value of post-model adjustments at 31 December 2021. \u00a0\n\t\t\t\t\t** No individual industry included in Others exceeds DKK 0.3 billion at 31 December 2022 (2021: DKK 0.1billion). \u00a0\n\t\t\t\t\tIn 2022, the total balance of post-model adjustments\u00a0has been increased by a net amount\u00a0of DKK 0.3 billion\u00a0compared to the end of 2021. This is despite \u00a0\n\t\t\t\t\ta release of the\u00a0DKK 0.9 billion post-model adjustment reserved to cover the model changes for the new Definition\u00a0of Default that was\u00a0implemented in \u00a0\n\t\t\t\t\tJanuary 2022. \u00a0\n\t\t\t\t\tThe current macroeconomic\u00a0uncertainties characterized by\u00a0the supply chain disruptions, labour shortages and rising inflation have been exacerbated by \u00a0\n\t\t\t\t\tthe war in Ukraine\u00a0giving rise to a new set of challenges\u00a0that affect economic and business activity.\u00a0In light of these developments,\u00a0the Group has \u00a0\n\t\t\t\t\tformulated a post-model\u00a0adjustment of\u00a0DKK 1.6\u00a0billion to\u00a0address the uncertainties\u00a0presented by the secondary effects from the economic sanctions \u00a0\n\t\t\t\t\taffecting specific industries\u00a0such as Construction\u00a0and building materials, as\u00a0well as industries\u00a0sensitive to\u00a0discretionary consumer spending, etc.\u00a0The \u00a0\n\t\t\t\t\tpost-model adjustment cuts across industries that are sensitive\u00a0to prices rising on e.g. energy, agriculture, and metals, which have been assessed for \u00a0\n\t\t\t\t\tidiosyncratic risks\u00a0to ensure a prudent coverage of expected credit loss in the Group\u2019s portfolios. Likewise, post-model adjustments associated with the \u00a0\n\t\t\t\t\tproperty segment and for personal customers\u00a0have been increased due to higher uncertainty\u00a0related to inflation and increasing interest rates. \u00a0\n\t\t\t\t\tOn the other hand, covid-related uncertainties\u00a0have been\u00a0reduced from the end of 2021, and the related post-model adjustments\u00a0were fully released by \u00a0\n\t\t\t\t\tSeptember 2022, as\u00a0the new virus\u00a0variants has not resulted in prolonged lockdowns. \u00a0\n\t\t\t\t\tAll in\u00a0all, these movements contribute\u00a0with an increase in post-model adjustments\u00a0of DKK\u00a01.2 billion\u00a0when excluding\u00a0model changes. \u00a0Credit exp osure from Non-core lending\u00a0activities \u00a0\n\t\t\t\t\tThe Non-core business unit includes certain customer segments that are no longer considered part of the core business. The Non-core unit is responsible \u00a0\n\t\t\t\t\tfor the controlled\u00a0winding-up of this part of the loan portfolio. The portfolio consists primarily of loans to customers in the Baltics and liquidity facilities for \u00a0\n\t\t\t\t\tSpecial Purpose Vehicles\u00a0(SPVs) and conduit structures. \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in Non-core activities\u00a0broken down\u00a0by industry\u00a0(NACE) and stages \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tNon-core banking \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tCommercial customers \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPublic Institutions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNon-core conduits etc. \u00a0\n\t\t\t\t\t2,444 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 \u00a0\n\t\t\t\t\t2,444 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 \u00a0\n\t\t\t\t\t2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tNon-core banking \u00a0\n\t\t\t\t\t126 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t126 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t33 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tCommercial customers \u00a0\n\t\t\t\t\t121 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t9\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t9\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPublic Institutions \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNon-core conduits etc. \u00a0\n\t\t\t\t\t2,771 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t795 \u00a0\n\t\t\t\t\t2,771 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t122 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,897 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t831 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t809 \u00a0\n\t\t\t\t\t2,897 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t154 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0Credit exp osure from Non-core lending\u00a0activities continued \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in Non-core activities\u00a0broken down\u00a0by rating\u00a0category and stages \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 1,163 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,163 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t453 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t453 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t587 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t587 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t122 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 1,026 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,026 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 1,086 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,085 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t18 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t809 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t804 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,897 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t831 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t809 2,897 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t154 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0Counterparty credit risk \u00a0\n\t\t\t\t\tExposure to counterparty credit risk and\u00a0credit exposure from trading and investment\u00a0securities \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCounterparty credit risk \u00a0\n\t\t\t\t\tDerivatives with\u00a0positive fair value \u00a0\n\t\t\t\t\t430.1 \u00a0\n\t\t\t\t\t260.2 \u00a0\n\t\t\t\t\tReverse transactions and other loans at fair value1 \u00a0\n\t\t\t\t\t246.8 \u00a0\n\t\t\t\t\t254.1 \u00a0\n\t\t\t\t\tCredit exposure from other trading and investment securities \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t502.2 \u00a0\n\t\t\t\t\t539.8 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t10.2 \u00a0\n\t\t\t\t\t13.3 \u00a0\n\t\t\t\t\tOther unutilised commitments2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,189.3 \u00a0\n\t\t\t\t\t1,067.6 \u00a0\n\t\t\t\t\t1 Reverse transactions andother loans at fair value included as counterparty credit risk are loans at the trading units of LargeCorporates& Institutions. Theseloans consist of reverse transactions \u00a0\n\t\t\t\t\tof DKK 246.0 billion (2021: DKK 252.3billion), of which DKK 37.4 billion relates to\u00a0credit institutions and central banks\u00a0(2021: DKK 37.7 billion), and other primarily short-term loans of DKK 0.8 \u00a0\n\t\t\t\t\tbillion (2021: DKK 1.7billion), of which DKK 0.8 billion (2021: DKK1.7billion) relatesto credit institutions and central banks. \u00a0\n\t\t\t\t\t2 Other unutilised commitments comprise private equity investment commitments and other obligations. \u00a0\n\t\t\t\t\tCounterparty credit\u00a0risk (derivatives) \u00a0\n\t\t\t\t\tCounterparty credit\u00a0risk is the risk that the counterparty\u00a0to a transaction\u00a0defaults before the final settlement of the transaction\u2019s\u00a0cash flows. It is a \u00a0\n\t\t\t\t\tcombination of\u00a0credit risk (a deterioration\u00a0in the creditworthiness\u00a0of a counterparty)\u00a0and market risk (the potential\u00a0value of derivatives\u00a0contracts). \u00a0\n\t\t\t\t\tDerivatives are\u00a0subject to credit risk. Positive\u00a0and negative fair\u00a0values of derivatives\u00a0with the same counterparty are offset\u00a0in the balance\u00a0sheet if certain \u00a0\n\t\t\t\t\tconditions are fulfilled. \u00a0\n\t\t\t\t\tDanske Bank\u00a0Group takes on counterparty credit risk when it enters into over-the-counter\u00a0(OTC) derivatives,\u00a0securities financing transactions (SFTs), \u00a0\n\t\t\t\t\tand/or exchange-traded derivatives\u00a0(ETDs). \u00a0\n\t\t\t\t\tThe Group mitigates\u00a0counterparty credit\u00a0risk through pre-deal controls, post-deal monitoring,\u00a0clearing, close-out netting agreements and collatera\u00a0l \u00a0\n\t\t\t\t\tagreements. Those agreements include rights to additional set-off in\u00a0the event of default by a counterparty,\u00a0they reduce\u00a0the exposure further, but they do \u00a0\n\t\t\t\t\tnot qualify for offsetting under IFRSs. The net current exposure to derivatives\u00a0with positive\u00a0market value after\u00a0offsetting under master netting\u00a0agreements \u00a0\n\t\t\t\t\tamounted to DKK 89.1 billion (2021: DKK 76.8 billion) (see\u00a0note G32). The exposure is broken down by rating category in the table below. \u00a0\n\t\t\t\t\tNet current\u00a0exposure broken\u00a0down by\u00a0category (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t15,039 \u00a0\n\t\t\t\t\t10,625 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t14,741 \u00a0\n\t\t\t\t\t14,005 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t47,198 \u00a0\n\t\t\t\t\t38,303 \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t9,195 \u00a0\n\t\t\t\t\t7,148 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t2,153 \u00a0\n\t\t\t\t\t4,426 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t627 \u00a0\n\t\t\t\t\t1,350 \u00a0\n\t\t\t\t\t7\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t702 \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t74 \u00a0\n\t\t\t\t\t84 \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t11 \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t51 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t89,139 \u00a0\n\t\t\t\t\t76,829 \u00a0\n\t\t\t\t\tThe Group uses a range of measures to capture counterparty credit risk, including current exposure, potential\u00a0future exposure (PFE) and exposure at default \u00a0\n\t\t\t\t\t(EAD). Current\u00a0exposure is a simple measure of counterparty credit risk exposure that takes into account only current mark-to-market values and collateral. \u00a0\n\t\t\t\t\tCustomer-level counterparty risk is managed by means of PFE lines on a set of maturity buckets. It is measured at the 97.5% percentile for a set of future \u00a0\n\t\t\t\t\ttime horizons. PFE lines are approved by the relevant credit unit and all transactions are assumed to be held to contractual maturity. The Group carries out \u00a0\n\t\t\t\t\tdaily counterparty credit risk measurement and monitoring as well as intraday line utilisation\u00a0monitoring. \u00a0\n\t\t\t\t\tThe Danish FSA approved the Group\u2019s simulation model for calculating\u00a0the regulatory capital requirement for counterparty credit risk in 2015. More advanced \u00a0\n\t\t\t\t\tmeasures such as EAD, which is a regulatory measure, express potential future losses and are based on internal models for future scenarios of market data. \u00a0\n\t\t\t\t\tEAD figures\u00a0are provided in the Additional\u00a0Pillar III Disclosures (accessible at danskebank.com/investor-relations). \u00a0\n\t\t\t\t\tAn overview of counterparty credit risk exposures (at counterparty and portfolio levels) is reported to the Executive\u00a0Leadership Team and other senior \u00a0\n\t\t\t\t\tmanagement on\u00a0a monthly basis. The Group uses a simulation-based model to calculate counterparty credit risk exposure for the majority of its portfolio. \u00a0\n\t\t\t\t\tThe Group makes fair value adjustments to cover the counterparty credit risk on derivatives\u00a0with positive fair value (CVA) that are recognised in the financial \u00a0\n\t\t\t\t\tstatements. For more information, see note G33. \u00a0Bond portfolio \u00a0\n\t\t\t\t\tCentral and \u00a0\n\t\t\t\t\tQuasi- \u00a0\n\t\t\t\t\tDanish \u00a0\n\t\t\t\t\tSwedish \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tlocal govern- \u00a0\n\t\t\t\t\tgovernment \u00a0\n\t\t\t\t\tmortgage \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tCorporate \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tment bonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tHeld-for-trading (FVPL) \u00a0\n\t\t\t\t\t149,059 \u00a0\n\t\t\t\t\t3,452 \u00a0\n\t\t\t\t\t13,729 \u00a0\n\t\t\t\t\t19,753 \u00a0\n\t\t\t\t\t5,543 \u00a0\n\t\t\t\t\t8,859 \u00a0\n\t\t\t\t\t200,395 \u00a0\n\t\t\t\t\tManaged at\u00a0fair value (FVPL) \u00a0\n\t\t\t\t\t2,339 \u00a0\n\t\t\t\t\t594 \u00a0\n\t\t\t\t\t27,255 \u00a0\n\t\t\t\t\t1,011 \u00a0\n\t\t\t\t\t409 \u00a0\n\t\t\t\t\t2,162 \u00a0\n\t\t\t\t\t33,769 \u00a0\n\t\t\t\t\tHeld to collect and sell (FVOCI) \u00a0\n\t\t\t\t\t15,730 \u00a0\n\t\t\t\t\t4,597 \u00a0\n\t\t\t\t\t63,108 \u00a0\n\t\t\t\t\t6,695 \u00a0\n\t\t\t\t\t25,045 \u00a0\n\t\t\t\t\t1,253 \u00a0\n\t\t\t\t\t116,429 \u00a0\n\t\t\t\t\tHeld to collect (AMC) \u00a0\n\t\t\t\t\t53,681 \u00a0\n\t\t\t\t\t9,292 \u00a0\n\t\t\t\t\t81,991 \u00a0\n\t\t\t\t\t5,599 \u00a0\n\t\t\t\t\t1,011 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t151,573 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t220,809 \u00a0\n\t\t\t\t\t17,935 \u00a0\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t32,007 \u00a0\n\t\t\t\t\t12,274 \u00a0\n\t\t\t\t\t502,166 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tHeld-for-trading (FVPL) \u00a0\n\t\t\t\t\t174,732 \u00a0\n\t\t\t\t\t3,305 \u00a0\n\t\t\t\t\t11,113 \u00a0\n\t\t\t\t\t38,878 \u00a0\n\t\t\t\t\t3,576 \u00a0\n\t\t\t\t\t5,679 \u00a0\n\t\t\t\t\t237,283 \u00a0\n\t\t\t\t\tManaged at\u00a0fair value (FVPL) \u00a0\n\t\t\t\t\t4,342 \u00a0\n\t\t\t\t\t921 \u00a0\n\t\t\t\t\t27,360 \u00a0\n\t\t\t\t\t819 \u00a0\n\t\t\t\t\t670 \u00a0\n\t\t\t\t\t2,417 \u00a0\n\t\t\t\t\t36,530 \u00a0\n\t\t\t\t\tHeld to collect and sell (FVOCI) \u00a0\n\t\t\t\t\t14,620 \u00a0\n\t\t\t\t\t4,822 \u00a0\n\t\t\t\t\t69,859 \u00a0\n\t\t\t\t\t10,116 \u00a0\n\t\t\t\t\t19,640 \u00a0\n\t\t\t\t\t239 \u00a0\n\t\t\t\t\t119,296 \u00a0\n\t\t\t\t\tHeld to collect (AMC) \u00a0\n\t\t\t\t\t50,051 \u00a0\n\t\t\t\t\t5,307 \u00a0\n\t\t\t\t\t82,903 \u00a0\n\t\t\t\t\t6,694 \u00a0\n\t\t\t\t\t1,766 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t146,721 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t243,744 \u00a0\n\t\t\t\t\t14,356 \u00a0\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t25,652 \u00a0\n\t\t\t\t\t8,335 \u00a0\n\t\t\t\t\t539,830 \u00a0\n\t\t\t\t\tAt 31 December 2022, the Group had an additional bond portfolio, including bond-based unit trust certificates, worth DKK 173,393 million (2021: DKK \u00a0\n\t\t\t\t\t205,389 million) recognised as assets under insurance contracts and thus not included\u00a0in the table above. The section on life insurance risk provide\u00a0s \u00a0\n\t\t\t\t\tmore information. \u00a0Bond portfolio continued \u00a0\n\t\t\t\t\tBond portfolio\u00a0broken down by geographical\u00a0area \u00a0\n\t\t\t\t\tCentral and \u00a0\n\t\t\t\t\tQuasi- \u00a0\n\t\t\t\t\tDanish \u00a0\n\t\t\t\t\tSwedish \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tlocal govern- \u00a0\n\t\t\t\t\tgovernment \u00a0\n\t\t\t\t\tmortgage \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tCorporate \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tment bonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t46,390 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6,056 \u00a0\n\t\t\t\t\t238,530 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\t77,432 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,833 \u00a0\n\t\t\t\t\t113,323 \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\t6,795 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,680 \u00a0\n\t\t\t\t\t897 \u00a0\n\t\t\t\t\t10,371 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\t3,902 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t28,163 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t32,065 \u00a0\n\t\t\t\t\tUSA \u00a0\n\t\t\t\t\t16,534 \u00a0\n\t\t\t\t\t4,361 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t20,895 \u00a0\n\t\t\t\t\tSpain \u00a0\n\t\t\t\t\t2,372 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,372 \u00a0\n\t\t\t\t\tFrance \u00a0\n\t\t\t\t\t11,163 \u00a0\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t229 \u00a0\n\t\t\t\t\t96 \u00a0\n\t\t\t\t\t11,505 \u00a0\n\t\t\t\t\tLuxembourg \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6,123 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t82 \u00a0\n\t\t\t\t\t6,205 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\t8,293 \u00a0\n\t\t\t\t\t4,637 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t362 \u00a0\n\t\t\t\t\t1,421 \u00a0\n\t\t\t\t\t14,713 \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\t1,120 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t26 \u00a0\n\t\t\t\t\t1,145 \u00a0\n\t\t\t\t\tItaly \u00a0\n\t\t\t\t\t1,322 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t1,324 \u00a0\n\t\t\t\t\tPortugal \u00a0\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\tAustria \u00a0\n\t\t\t\t\t4,393 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\t4,467 \u00a0\n\t\t\t\t\tNetherlands \u00a0\n\t\t\t\t\t3,261 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t512 \u00a0\n\t\t\t\t\t3,791 \u00a0\n\t\t\t\t\tGermany \u00a0\n\t\t\t\t\t37,142 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t290 \u00a0\n\t\t\t\t\t288 \u00a0\n\t\t\t\t\t37,719 \u00a0\n\t\t\t\t\tBelgium \u00a0\n\t\t\t\t\t676 \u00a0\n\t\t\t\t\t2,195 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,872 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t600 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t253 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t853 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t220,809 \u00a0\n\t\t\t\t\t17,935 \u00a0\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t32,007 \u00a0\n\t\t\t\t\t12,274 \u00a0\n\t\t\t\t\t502,166 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t79,233 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,498 \u00a0\n\t\t\t\t\t272,967 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\t72,787 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,106 \u00a0\n\t\t\t\t\t131,400 \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\t4,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,128 \u00a0\n\t\t\t\t\t274 \u00a0\n\t\t\t\t\t6,701 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\t5,249 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21,612 \u00a0\n\t\t\t\t\t1,737 \u00a0\n\t\t\t\t\t28,599 \u00a0\n\t\t\t\t\tUSA \u00a0\n\t\t\t\t\t16,581 \u00a0\n\t\t\t\t\t3,628 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t20,215 \u00a0\n\t\t\t\t\tSpain \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,628 \u00a0\n\t\t\t\t\tFrance \u00a0\n\t\t\t\t\t12,939 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t159 \u00a0\n\t\t\t\t\t112 \u00a0\n\t\t\t\t\t13,226 \u00a0\n\t\t\t\t\tLuxembourg \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,982 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t6,048 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\t6,684 \u00a0\n\t\t\t\t\t1,908 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t766 \u00a0\n\t\t\t\t\t760 \u00a0\n\t\t\t\t\t10,119 \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\t2,100 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t2,120 \u00a0\n\t\t\t\t\tItaly \u00a0\n\t\t\t\t\t2,475 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t2,479 \u00a0\n\t\t\t\t\tPortugal \u00a0\n\t\t\t\t\t46 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t46 \u00a0\n\t\t\t\t\tAustria \u00a0\n\t\t\t\t\t4,674 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t57 \u00a0\n\t\t\t\t\t4,731 \u00a0\n\t\t\t\t\tNetherlands \u00a0\n\t\t\t\t\t5,526 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t489 \u00a0\n\t\t\t\t\t6,047 \u00a0\n\t\t\t\t\tGermany \u00a0\n\t\t\t\t\t27,564 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t687 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t28,289 \u00a0\n\t\t\t\t\tBelgium \u00a0\n\t\t\t\t\t655 \u00a0\n\t\t\t\t\t2,265 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,921 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t304 \u00a0\n\t\t\t\t\t551 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t268 \u00a0\n\t\t\t\t\t168 \u00a0\n\t\t\t\t\t1,291 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t243,744 \u00a0\n\t\t\t\t\t14,356 \u00a0\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t25,652 \u00a0\n\t\t\t\t\t8,335 \u00a0\n\t\t\t\t\t539,830 \u00a0\n\t\t\t\t\tThe Group has\u00a0no exposure to government bonds issued by Russia or Ukraine at 31 December 2022. \u00a0\n\t\t\t\t\tRisk Management\u00a02022 provides additional details about the risk on the Group\u2019s bond portfolio. The publication\u00a0is not covered by the statutory audit. \u00a0Bond portfolio continued \u00a0\n\t\t\t\t\tBond portfolio broken\u00a0down by\u00a0external ratings \u00a0\n\t\t\t\t\tCentral and \u00a0\n\t\t\t\t\tQuasi- \u00a0\n\t\t\t\t\tDanish \u00a0\n\t\t\t\t\tSwedish \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tlocal govern- \u00a0\n\t\t\t\t\tgovernment \u00a0\n\t\t\t\t\tmortgage \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tCorporate \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tment bonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds* \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tTotal* \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tAAA \u00a0\n\t\t\t\t\t180,479 \u00a0\n\t\t\t\t\t15,513 \u00a0\n\t\t\t\t\t185,223 \u00a0\n\t\t\t\t\t33,048 \u00a0\n\t\t\t\t\t31,728 \u00a0\n\t\t\t\t\t1,521 \u00a0\n\t\t\t\t\t447,511 \u00a0\n\t\t\t\t\tAA+ \u00a0\n\t\t\t\t\t9,542 \u00a0\n\t\t\t\t\t2,207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t64 \u00a0\n\t\t\t\t\t222 \u00a0\n\t\t\t\t\t12,035 \u00a0\n\t\t\t\t\tAA \u00a0\n\t\t\t\t\t19,234 \u00a0\n\t\t\t\t\t215 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t117 \u00a0\n\t\t\t\t\t1,329 \u00a0\n\t\t\t\t\t20,904 \u00a0\n\t\t\t\t\tAA- \u00a0\n\t\t\t\t\t6,727 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t6,754 \u00a0\n\t\t\t\t\tA+ \u00a0\n\t\t\t\t\t1,120 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t267 \u00a0\n\t\t\t\t\t1,387 \u00a0\n\t\t\t\t\tA\n\t\t\t\t\t2,204 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t855 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t2,613 \u00a0\n\t\t\t\t\t5,771 \u00a0\n\t\t\t\t\tA- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,194 \u00a0\n\t\t\t\t\t1,194 \u00a0\n\t\t\t\t\tBBB+ \u00a0\n\t\t\t\t\t167 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,428 \u00a0\n\t\t\t\t\t1,595 \u00a0\n\t\t\t\t\tBBB \u00a0\n\t\t\t\t\t230 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,266 \u00a0\n\t\t\t\t\t2,500 \u00a0\n\t\t\t\t\tBBB- \u00a0\n\t\t\t\t\t1,106 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t336 \u00a0\n\t\t\t\t\t1,443 \u00a0\n\t\t\t\t\tBB+ \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t650 \u00a0\n\t\t\t\t\t650 \u00a0\n\t\t\t\t\tBB \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t247 \u00a0\n\t\t\t\t\t247 \u00a0\n\t\t\t\t\tBB- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\tSub. \"investment-grade\" or unrated \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t161 \u00a0\n\t\t\t\t\t161 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t220,809 \u00a0\n\t\t\t\t\t17,935 \u00a0\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t32,007 \u00a0\n\t\t\t\t\t12,274 \u00a0\n\t\t\t\t\t502,166 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tAAA \u00a0\n\t\t\t\t\t203,216 \u00a0\n\t\t\t\t\t12,061 \u00a0\n\t\t\t\t\t190,753 \u00a0\n\t\t\t\t\t56,491 \u00a0\n\t\t\t\t\t25,090 \u00a0\n\t\t\t\t\t334 \u00a0\n\t\t\t\t\t487,946 \u00a0\n\t\t\t\t\tAA+ \u00a0\n\t\t\t\t\t9,186 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t9,292 \u00a0\n\t\t\t\t\tAA \u00a0\n\t\t\t\t\t19,022 \u00a0\n\t\t\t\t\t2,279 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t1,718 \u00a0\n\t\t\t\t\t23,038 \u00a0\n\t\t\t\t\tAA- \u00a0\n\t\t\t\t\t4,731 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t4,818 \u00a0\n\t\t\t\t\tA+ \u00a0\n\t\t\t\t\t304 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t41 \u00a0\n\t\t\t\t\t345 \u00a0\n\t\t\t\t\tA\n\t\t\t\t\t3,263 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t473 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t472 \u00a0\n\t\t\t\t\t1,641 \u00a0\n\t\t\t\t\t5,848 \u00a0\n\t\t\t\t\tA- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t956 \u00a0\n\t\t\t\t\t956 \u00a0\n\t\t\t\t\tBBB+ \u00a0\n\t\t\t\t\t1,465 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,005 \u00a0\n\t\t\t\t\t2,470 \u00a0\n\t\t\t\t\tBBB \u00a0\n\t\t\t\t\t455 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,363 \u00a0\n\t\t\t\t\t1,828 \u00a0\n\t\t\t\t\tBBB- \u00a0\n\t\t\t\t\t2,065 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t415 \u00a0\n\t\t\t\t\t2,481 \u00a0\n\t\t\t\t\tBB+ \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t324 \u00a0\n\t\t\t\t\t324 \u00a0\n\t\t\t\t\tBB \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t183 \u00a0\n\t\t\t\t\t183 \u00a0\n\t\t\t\t\tBB- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t30 \u00a0\n\t\t\t\t\t30 \u00a0\n\t\t\t\t\tSub. \"investment-grade\" or unrated \u00a0\n\t\t\t\t\t36 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t233 \u00a0\n\t\t\t\t\t269 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t243,744 \u00a0\n\t\t\t\t\t14,356 \u00a0\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t25,652 \u00a0\n\t\t\t\t\t8,335 \u00a0\n\t\t\t\t\t539,830 \u00a0\n\t\t\t\t\t*Comparative information has\u00a0been restated as the amounts were exchanged in the annual report 2021. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfLoansAndAdvancesToCustomersExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4163": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tAt initial recognition, loans are measured at\u00a0fair value plus transaction costs less origination fees and other charges that are an integral part of the \u00a0\n\t\t\t\t\teffective interest rate\u00a0on loans. This usually corresponds to the amount disbursed to the customer. Subsequently,\u00a0they are measured at amortise\u00a0d \u00a0\n\t\t\t\t\tcost, using the effective interest method, less impairment charges for expected credit losses. The difference between the value at initial recognitio\u00a0n \u00a0\n\t\t\t\t\tand the redemption\u00a0value is\u00a0amortised over the term to maturity\u00a0as part of the effective interest.\u00a0If fixed-rate loans are hedged effectively by derivative\u00a0s , \u00a0\n\t\t\t\t\tthe fair value\u00a0of the hedged interest rate risk is added to the carrying\u00a0amount of the hedged assets. \u00a0Accounting policy \u00a0\n\t\t\t\t\tLoans granted and bonds issued by Realkredit\u00a0Danmark \u00a0\n\t\t\t\t\tLoans granted by Realkredit\u00a0Danmark have contractual cash\u00a0flows that are not solely payment of principal and interest\u00a0on the principal\u00a0amount \u00a0\n\t\t\t\t\toutstanding. Therefore,\u00a0the loans are\u00a0mandatorily recognised at\u00a0fair value\u00a0through profit\u00a0or loss. The issued bonds that are funding the loans are \u00a0\n\t\t\t\t\tdesignated at\u00a0fair value through profit or loss in order not to create an accounting\u00a0mismatch. For\u00a0the issued bonds, changes in fair value attributable\u00a0to \u00a0\n\t\t\t\t\tthe Group\u2019s own credit risk is presented in the income statement, as an accounting mismatch would otherwise be introduced. \u00a0\n\t\t\t\t\tThe fair value of the bonds issued by Realkredit Danmark is normally defined as their quoted market price. A small number of the issued bonds are \u00a0\n\t\t\t\t\tilliquid, however, and the fair\u00a0value of\u00a0these bonds is calculated on the basis of a discounted cash flow valuation technique. The fair value of the loans is \u00a0\n\t\t\t\t\tbased on the fair value of the underlying\u00a0bonds which ensures that changes in the fair value of the interest rate risk on the loans are measured based \u00a0\n\t\t\t\t\ton market implied\u00a0input. This fair value is adjusted for changes in the fair value of cash flows from the loans that differ from the cash flows from the \u00a0\n\t\t\t\t\tissued bonds. The most important\u00a0component is\u00a0the credit risk on the borrowers (covered by the Group and not by\u00a0the bond holders and therefore not \u00a0\n\t\t\t\t\tpriced into the price of the issued bonds). \u00a0\n\t\t\t\t\tChanges in fair value of credit risk etc on the loans \u00a0\n\t\t\t\t\tThe IFRS 13 estimate\u00a0of the fair value of the credit risk on the loans is based on the expected credit losses estimated in the models developed in \u00a0\n\t\t\t\t\tconnection with the Group\u2019s implementation\u00a0of the expected\u00a0credit loss impairment model in IFRS 9, including\u00a0the allocation of\u00a0loans between\u00a0stage 1, \u00a0\n\t\t\t\t\tstage 2 and stage 3. The expected credit losses are calculated for all loans as a function of PD, EAD and LGD and incorporates forward looking \u00a0\n\t\t\t\t\tinformation, see\u00a0further in note G15. The latter reflects management\u2019s\u00a0expectations of\u00a0expected credit\u00a0losses and involves\u00a0multiple scenarios (base \u00a0\n\t\t\t\t\tcase, upside\u00a0and downside),\u00a0including an\u00a0assessment of\u00a0the probability\u00a0for each scenario. \u00a0\n\t\t\t\t\tOn top of the expected\u00a0credit losses, a collective\u00a0assessment determines\u00a0the need for further adjustments\u00a0to reflect other components\u00a0in the fair value \u00a0\n\t\t\t\t\tmeasurement, such as an assessment of\u00a0lifetime expected credit\u00a0losses for\u00a0loans in\u00a0stage 1,\u00a0an investors\u00a0risk premium, compensation for \u00a0\n\t\t\t\t\tadministrative costs\u00a0related to the loans and the possibility\u00a0to increase the margin on the loans if the credit risk etc increases. It is acknowledged that \u00a0\n\t\t\t\t\tthe possibility to\u00a0increase the margin depends on the economic resources of the customers. The possibility\u00a0to increase the margin is therefore only \u00a0\n\t\t\t\t\tconsidered in\u00a0the measurement if it is very likely that the margin can be increased without\u00a0the customer defaulting. Further, the possibility\u00a0to increase \u00a0\n\t\t\t\t\tthe margin is only relevant if it does not give the customer an incentive to \u201cmove\u201d to another mortgage institution.\u00a0Therefore, the possibility\u00a0to increase \u00a0\n\t\t\t\t\tthe margin is only relevant for the measurement of loans to customers with neither a relatively\u00a0high credit risk nor a relatively\u00a0low credit risk. \u00a0\n\t\t\t\t\tThe discount rate used to discount the cash flows represents the interest rate on the funding bonds. This is considered to be close to a risk-free interes\u00a0t \u00a0\n\t\t\t\t\trate. The risk premium is incorporated into the cash\u00a0flows. The risk premium is assumed to be higher for customers with high credit risk than for \u00a0\n\t\t\t\t\tcustomers with low credit risk. Further, the adjustments\u00a0for changes in the fair value\u00a0of the credit risk and other components\u00a0cannot increase the value \u00a0\n\t\t\t\t\tof a loan\u00a0(the adjustment\u00a0cannot be positive). \u00a0\n\t\t\t\t\tOther loans and\u00a0issued bonds measured at fair value through profit or loss \u00a0\n\t\t\t\t\tThe loans in the Group\u2019s trading units (Markets and Investment Banking & Securities in LC&I) are managed and their performance reported on a fair \u00a0\n\t\t\t\t\tvalue basis and the loans are under IFRS 9 mandatorily\u00a0measured at fair value\u00a0through profit or loss. In order not to introduce\u00a0an accounting mismatc\u00a0h \u00a0\n\t\t\t\t\tby measuring the financial assets in the trading units at\u00a0fair value through profit or loss and the financial liabilities\u00a0at amortised\u00a0cost, the financia\u00a0l \u00a0\n\t\t\t\t\tliabilities in\u00a0the trading units are designated at\u00a0fair value through profit or\u00a0loss with fair value changes attributable\u00a0to the Group\u2019s\u00a0own credit risk \u00a0\n\t\t\t\t\tpresented in\u00a0other comprehensive income. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForLoansAndReceivablesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4165": {
   "value": "G17. Assets and deposits under pooled schemes and unit-linked investment contracts \u00a0\n\t\t\t\t\tAssets and deposits under pooled schemes and unit-linked investment contracts comprises contributions to pooled schemes and unit-linked\u00a0contracts \u00a0\n\t\t\t\t\tdefined as investment\u00a0contracts. Assets\u00a0include shares and bonds issued by the Group.\u00a0Holdings of those assets are deducted from equity or eliminated. \u00a0\n\t\t\t\t\tConsequently, the value of the line item Deposits under pooled schemes and unit-linked investment contracts exceeds that of Assets under pooled schemes \u00a0\n\t\t\t\t\tand unit-linked\u00a0investment contracts. \u00a0Accounting policy \u00a0\n\t\t\t\t\tAssets earmarked for customer savings are measured at fair value and recognised under Assets under pooled schemes and unit-linked\u00a0investment \u00a0\n\t\t\t\t\tcontracts. Deposits made by customers are recognised under Deposits under pooled schemes and unit-linked investment contracts. These deposits are \u00a0\n\t\t\t\t\tmeasured at the\u00a0value of savings, corresponding to the fair value of the assets. \u00a0\n\t\t\t\t\tPooled schemes \u00a0\n\t\t\t\t\tUnit-linked contracts \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(a) Assets \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t17,559 \u00a0\n\t\t\t\t\t21,693 \u00a0\n\t\t\t\t\t4,891 \u00a0\n\t\t\t\t\t5,145 \u00a0\n\t\t\t\t\t22,450 \u00a0\n\t\t\t\t\t26,838 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t13,421 \u00a0\n\t\t\t\t\t17,557 \u00a0\n\t\t\t\t\t7,579 \u00a0\n\t\t\t\t\t2,620 \u00a0\n\t\t\t\t\t21,000 \u00a0\n\t\t\t\t\t20,177 \u00a0\n\t\t\t\t\tUnit trust certificates \u00a0\n\t\t\t\t\t14,228 \u00a0\n\t\t\t\t\t16,810 \u00a0\n\t\t\t\t\t7,124 \u00a0\n\t\t\t\t\t12,100 \u00a0\n\t\t\t\t\t21,352 \u00a0\n\t\t\t\t\t28,910 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t1,049 \u00a0\n\t\t\t\t\t75 \u00a0\n\t\t\t\t\t875 \u00a0\n\t\t\t\t\t982 \u00a0\n\t\t\t\t\t1,924 \u00a0\n\t\t\t\t\t1,057 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t46,256 \u00a0\n\t\t\t\t\t56,135 \u00a0\n\t\t\t\t\t20,469 \u00a0\n\t\t\t\t\t20,847 \u00a0\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\t76,982 \u00a0\n\t\t\t\t\tincluding \u00a0\n\t\t\t\t\town shares \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t138 \u00a0\n\t\t\t\t\t33 \u00a0\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t240 \u00a0\n\t\t\t\t\t151 \u00a0\n\t\t\t\t\tother intra-group balances \u00a0\n\t\t\t\t\t-104 \u00a0\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t91 \u00a0\n\t\t\t\t\t124 \u00a0\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t176 \u00a0\n\t\t\t\t\tTotal assets\u00a0recognised in balance sheet \u00a0\n\t\t\t\t\t46,153 \u00a0\n\t\t\t\t\t55,945 \u00a0\n\t\t\t\t\t20,345 \u00a0\n\t\t\t\t\t20,710 \u00a0\n\t\t\t\t\t66,499 \u00a0\n\t\t\t\t\t76,654 \u00a0\n\t\t\t\t\t(b) Deposits \u00a0\n\t\t\t\t\t46,256 \u00a0\n\t\t\t\t\t56,135 \u00a0\n\t\t\t\t\t20,469 \u00a0\n\t\t\t\t\t20,847 \u00a0\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\t76,982 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfInvestmentContractsLiabilitiesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4166": {
   "value": "G19. Intangible assets \u00a0\n\t\t\t\t\tIntangible assets consist of\u00a0goodwill and\u00a0customer relations taken over on\u00a0the acquisition of\u00a0undertakings. Further, acquired and internally develope\u00a0d \u00a0\n\t\t\t\t\tsoftware is recognised\u00a0as an asset if certain criteria\u00a0are fulfilled. \u00a0\n\t\t\t\t\tThe Group did not make any acquisitions\u00a0of undertakings\u00a0in 2022 and in 2021. The Group recognised an impairment charge on goodwill of DKK 1.6 billio\u00a0n \u00a0\n\t\t\t\t\t(2021: DKK 0 billion); see further below. \u00a0Accounting policy \u00a0\n\t\t\t\t\tGoodwill \u00a0\n\t\t\t\t\tGoodwill arises\u00a0on the acquisition\u00a0of an undertaking\u00a0and is calculated\u00a0as the\u00a0difference between the cost (until 1 January\u00a02010 including\u00a0direct \u00a0\n\t\t\t\t\ttransaction costs) of\u00a0the undertaking and the fair value of\u00a0its net assets, including\u00a0contingent liabilities, at\u00a0the time of acquisition. Goodwill\u00a0is allocate d \u00a0\n\t\t\t\t\tto cash-generating\u00a0units at the level at which management monitors the investment. \u00a0\n\t\t\t\t\tGoodwill is\u00a0not amortised;\u00a0instead, each cash-generating unit is tested for impairment once a year, or more frequently if indications\u00a0of impairment\u00a0exist. \u00a0\n\t\t\t\t\tGoodwill is written down\u00a0to its recoverable amount through profit and loss if the carrying amount of the net assets of the cash-generating unit exceeds \u00a0\n\t\t\t\t\tthe higher of\u00a0the assets\u2019 fair value less costs to sell and their value in use, which equals the present value of the future cash flows expected from the \u00a0\n\t\t\t\t\tunit. \u00a0\n\t\t\t\t\tGoodwill on associates is recognised under Holdings in associates. \u00a0\n\t\t\t\t\tOther intangible\u00a0assets \u00a0\n\t\t\t\t\tIdentifiable intangible assets\u00a0taken over on\u00a0the acquisition of undertakings,\u00a0such as customer\u00a0relations, are\u00a0measured at\u00a0their fair value at\u00a0the time of \u00a0\n\t\t\t\t\tacquisition and\u00a0amortised over\u00a0their expected useful life, usually five to ten years, according to the straight-line\u00a0method and tested for impairment\u00a0if \u00a0\n\t\t\t\t\tindications of\u00a0impairment exist. \u00a0\n\t\t\t\t\tSoftware acquired is measured at\u00a0cost, including expenses incurred to make a\u00a0software application\u00a0ready for use. Software acquired is amortised\u00a0over \u00a0\n\t\t\t\t\tits expected useful life, usually three years, according to the straight-line method. \u00a0\n\t\t\t\t\tSoftware developed\u00a0by the Group is recognised as\u00a0an asset if the cost of development\u00a0is reliably\u00a0measurable and analyses show that future earnings \u00a0\n\t\t\t\t\tfrom using the individual\u00a0software applications\u00a0exceed the cost. Cost includes expenses incurred to make a software application\u00a0ready for use. Once a \u00a0\n\t\t\t\t\tsoftware application\u00a0has been developed,\u00a0the cost\u00a0is amortised over its expected useful life, usually three years, according to the straight-line\u00a0method. \u00a0\n\t\t\t\t\tThe cost\u00a0of development\u00a0consists primarily of\u00a0direct remuneration\u00a0and other directly\u00a0attributable development costs.\u00a0Costs incurred in the planning \u00a0\n\t\t\t\t\tphase are not included\u00a0but are expensed when incurred. \u00a0\n\t\t\t\t\tSoftware is tested\u00a0for impairment\u00a0if indications of\u00a0impairment exist\u00a0and is written down to its value in use. \u00a0\n\t\t\t\t\t(a) Intangible assets (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tGoodwill \u00a0\n\t\t\t\t\t4,427 \u00a0\n\t\t\t\t\t6,131 \u00a0\n\t\t\t\t\tCustomer relations \u00a0\n\t\t\t\t\t722 \u00a0\n\t\t\t\t\t855 \u00a0\n\t\t\t\t\tSoftware, acquired or internally developed \u00a0\n\t\t\t\t\t1,653 \u00a0\n\t\t\t\t\t1,833 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t6,802 \u00a0\n\t\t\t\t\t8,819 \u00a0In 2022, the Group\u00a0recognised software development costs of DKK 1,529 million as an\u00a0asset (2021: DKK\u00a01,804 million)\u00a0and expensed\u00a0DKK 2,563 \u00a0\n\t\t\t\t\tmillion (2021:\u00a0DKK 2,862 million). An impairment loss of DKK 65 million was recognised in 2022 on software development costs (2021: DKK 36 million)\u00a0. \u00a0(b) Further explanation of impairment testing of goodwill \u00a0\n\t\t\t\t\tThe Group\u2019s goodwill is tested for\u00a0impairment at least once\u00a0a year by testing\u00a0at the\u00a0level of\u00a0identifiable cash-generating units to\u00a0which goodwill has been \u00a0\n\t\t\t\t\tallocated. Further, if goodwill in a cash-generating unit is fully impaired,\u00a0a further\u00a0impairment loss\u00a0is recognised as an impairment\u00a0loss on intangible\u00a0or \u00a0\n\t\t\t\t\ttangible assets, if\u00a0any. \u00a0\n\t\t\t\t\tThe impairment tests conducted in 2022 resulted in impairment charges of DKK 1.6 million.\u00a0The goodwill in Danica Pension amounting\u00a0to DKK\u00a01.6 billio n \u00a0\n\t\t\t\t\twas impaired\u00a0due to increasing discount rates and lower financial outlook.\u00a0The impairment\u00a0test in 2021 did not reveal any impairment\u00a0loss. \u00a0G19. Intangible assets continued \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tcurrency \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tImpairment \u00a0\n\t\t\t\t\tcurrency \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tGoodwill \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\tGoodwill \u00a0\n\t\t\t\t\tSale \u00a0\n\t\t\t\t\tcharges \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\tGoodwill \u00a0\n\t\t\t\t\tLC&I, General Banking \u00a0\n\t\t\t\t\t507 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t507 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t507 \u00a0\n\t\t\t\t\tLC&I, Markets and Investment \u00a0\n\t\t\t\t\tBanking & Securities \u00a0\n\t\t\t\t\t2,095 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,094 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,094 \u00a0\n\t\t\t\t\tLC&I, Asset Management \u00a0\n\t\t\t\t\t1,808 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t1,807 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,807 \u00a0\n\t\t\t\t\tDanica Pension \u00a0\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOthers \u00a0\n\t\t\t\t\t91 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t96 \u00a0\n\t\t\t\t\t-73 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t19 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t6,128 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t6,131 \u00a0\n\t\t\t\t\t-73 \u00a0\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t4,427 \u00a0\n\t\t\t\t\tModel applied\u00a0in the\u00a0goodwill impairment\u00a0tests for 2022 and 2021 \u00a0\n\t\t\t\t\tThe impairment\u00a0test compares the recoverable amount and\u00a0the carrying amount for\u00a0each cash-generating\u00a0unit. The recoverable amount is represented \u00a0\n\t\t\t\t\tby the present value\u00a0of expected future cash flows (value\u00a0in use). The special debt structure of financial institutions\u00a0requires the use of a discounte\u00a0d \u00a0\n\t\t\t\t\tdividend (equity)\u00a0model to calculate the present value of expected future cash flows, as the interest on lending and borrowings is included as part of the \u00a0\n\t\t\t\t\tcash flows. \u00a0\n\t\t\t\t\tThe carrying amount for\u00a0each cash-generating\u00a0unit is the aggregate of the cash-generating\u00a0unit\u2019s goodwill and\u00a0allocated capital. The cash-generating \u00a0\n\t\t\t\t\tunit\u2019s allocated capital is\u00a0derived using the Group\u2019s capital allocation framework. The capital framework is based\u00a0on a regulatory\u00a0approach to identify the \u00a0\n\t\t\t\t\tindividual business\u00a0unit\u2019s capital\u00a0consumption and is\u00a0in accordance with the Group\u2019s capital targets. The capital framework includes the expected impact \u00a0\n\t\t\t\t\tfrom implementation\u00a0of Basel IV.\u00a0In the impairment\u00a0test for 2021, the capital target for 2022 has been decreased from 15.5% to 15.0% compared to \u00a0\n\t\t\t\t\tprior year\u2019s test. \u00a0\n\t\t\t\t\tFor each cash generating\u00a0unit, the expected future cash\u00a0flow is based on approved strategies\u00a0and earnings estimates for\u00a0the budget period representing \u00a0\n\t\t\t\t\tthe first five years. For the terminal period, the steady state normalised level of earnings (expected dividend)\u00a0is expected to grow at a constant growth \u00a0\n\t\t\t\t\trate equal to expected real GDP growth. Cash flow estimates are post-tax, and\u00a0the risks of\u00a0the individual\u00a0cash-generating units are reflected in the \u00a0\n\t\t\t\t\testimated earnings. Accordingly, the\u00a0risk-adjusted cash\u00a0flows carry\u00a0a similar\u00a0risk profile. The estimated cash flows\u00a0are discounted\u00a0at the Group\u2019s\u00a0risk- \u00a0\n\t\t\t\t\tadjusted required rates of return post-tax. \u00a0\n\t\t\t\t\tCash generating\u00a0units with\u00a0goodwill \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0General Banking \u00a0\n\t\t\t\t\tIn 2007, Danske\u00a0Bank acquired\u00a0the shares of the Sampo Bank group and incorporated\u00a0its banking\u00a0activities into\u00a0the business\u00a0structure of Danske\u00a0Bank\u2019s \u00a0\n\t\t\t\t\tbanking activities. In\u00a0the beginning of\u00a02011, General Banking was\u00a0separated from banking activities\u00a0into an independent\u00a0unit, resulting in reallocation\u00a0of \u00a0\n\t\t\t\t\tgoodwill to the unit. As a result of organisational\u00a0changes in 2012, General Banking\u00a0became part of Corporates & Institutions\u00a0as a separate\u00a0cash \u00a0\n\t\t\t\t\tgenerating unit. At the organisational\u00a0changes in 2021, Corporates & Institutions\u00a0was renamed to Large Corporates\u00a0& Institutions. \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0Markets and\u00a0Investment Banking & Securities \u00a0\n\t\t\t\t\tThe trading activities\u00a0of Sampo Bank were incorporated\u00a0into the business structure of Danske Markets in 2007. As a\u00a0result of organisational\u00a0changes in \u00a0\n\t\t\t\t\t2012, Danske Markets became part of Corporates & Institutions\u00a0as a separate cash generating unit.\u00a0In 2015,\u00a0the unit was\u00a0renamed to FI&C and Capital \u00a0\n\t\t\t\t\tMarkets. At\u00a0the organisation changes\u00a0in 2021, Corporates & Institutions\u00a0was renamed to Large Corporates & Institutions\u00a0and FI&C and Capital Markets \u00a0\n\t\t\t\t\tto Markets and Investment\u00a0Banking &\u00a0Securities. \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0Asset Management \u00a0\n\t\t\t\t\tThe asset management activities of Sampo\u00a0Bank were\u00a0incorporated into\u00a0the business structure of Danske Capital in 2007. In addition to the acquisitio\u00a0n \u00a0\n\t\t\t\t\tof Sampo Bank, goodwill recognised by Danske Capital is attributable\u00a0to a number of smaller acquisitions.\u00a0As a result of organisational\u00a0changes in 2016, \u00a0\n\t\t\t\t\tDanske Capital\u00a0became part\u00a0of Wealth Management as a separate cash generating\u00a0unit. At the organisational\u00a0changes in 2021, the Wealth Management \u00a0\n\t\t\t\t\tsegment was dissolved\u00a0and the asset management activities\u00a0were transferred to Large Corporates & Institutions\u00a0as a separate subsegment. \u00a0\n\t\t\t\t\tDanica Pension \u00a0\n\t\t\t\t\tThis includes the acquisition\u00a0of Danica\u00a0Pensionsforsikring (formerly\u00a0SEB Pension Danmark) in 2018 by the subsidiary Danica Pension. In 2019, Danic\u00a0a \u00a0\n\t\t\t\t\tPensionsforsikring was\u00a0merged with Danica Pension. After the merger and\u00a0integration of\u00a0Danica Pensionsforsikring\u00a0into Danica Pension, this goodwill is \u00a0\n\t\t\t\t\ttested on the cash generating unit consisting of Danica Pension\u2019s Danish activities.\u00a0Danica Pension used to be part of the Wealth Management segment. \u00a0\n\t\t\t\t\tAt the organisational\u00a0changes in 2021, the Wealth Management\u00a0segment was dissolved\u00a0and Danica Pension became a separate segment. \u00a0\n\t\t\t\t\tKey assumptions\u00a0for goodwill\u00a0impairment tests \u00a0\n\t\t\t\t\tDiscount rate \u00a0\n\t\t\t\t\tThe discount rate\u00a0used to calculate the present value of expected future cash flows was changed from 7% after tax in 2021 test to 8% after tax in 2022 \u00a0\n\t\t\t\t\ttest after updating\u00a0data used to calculate the discount rate. The discount rate has been determined on the basis of the Capital Asset Pricing Model and \u00a0\n\t\t\t\t\tcomprises a risk-free interest rate, the market risk premium and a\u00a0factor covering the systematic market risk (beta factor). The values for\u00a0the risk-free \u00a0\n\t\t\t\t\tinterest rate, the market risk premium and the beta factor are determined and updated yearly using external sources of information.\u00a0The Group applies \u00a0\n\t\t\t\t\tthe same discount rate to all cash-generating\u00a0units, as the risks of the individual\u00a0cash-generating units are reflected in their estimated cash flows. \u00a0G19. Intangible assets continued \u00a0\n\t\t\t\t\tCash flows in the terminal period \u00a0\n\t\t\t\t\tCash flows in the terminal period reflect net earnings (dividend) in the preceding year growing at a constant rate. The growth estimates are determine\u00a0d \u00a0\n\t\t\t\t\ton the basis of Danske\u00a0Research\u2019s forecasts of real GDP growth for the relevant\u00a0markets. For Asset Management,\u00a0the assumed growth rate\u00a0in the \u00a0\n\t\t\t\t\tterminal period is\u00a01.3% (2021: 1.5%) and for General\u00a0Banking as\u00a0well as for Markets and Investment\u00a0Banking & Securities, the rate is 1.5% (2021: \u00a0\n\t\t\t\t\t1.5%). Around 74% of the net present value of future cash flows is expected to be generated in the terminal period (2021: 82%). \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0General Banking \u00a0\n\t\t\t\t\tEarnings are primarily affected by expectations\u00a0for the interest\u00a0level and its resulting\u00a0effect on net interest income,\u00a0as well as expectations\u00a0for net fee \u00a0\n\t\t\t\t\tincome, on operating expenses and\u00a0on credit losses. \u00a0\n\t\t\t\t\tThe interest rate levels used in the impairment\u00a0test are based on Danske\u00a0Research\u2019s expectations\u00a0for developments\u00a0in overnight\u00a0money market interes\u00a0t \u00a0\n\t\t\t\t\trates. The interest rates are expected to stay positive throughout\u00a0the budget period (2021: negative throughout the budget period). When interest rate \u00a0\n\t\t\t\t\tlevels increase, the return on\u00a0allocated capital will increase. Earnings on lending and deposits depend on\u00a0the growth in lending and deposits volumes and \u00a0\n\t\t\t\t\ton changes in lending and deposit margins. Expectations\u00a0for growth in lending\u00a0and deposits\u00a0reflect Danske\u00a0Bank\u2019s budgets for\u00a0the first\u00a0years and \u00a0\n\t\t\t\t\tsubsequently Danske Research\u2019s\u00a0forecasts for real GDP\u00a0growth. As lending and deposit margins are\u00a0assumed to be constant regardless of the interes\u00a0t \u00a0\n\t\t\t\t\trate level, earnings from\u00a0lending and\u00a0deposits are\u00a0not particularly sensitive\u00a0to changes in the interest rate level. \u00a0\n\t\t\t\t\tFee income\u00a0is in 2023-2025\u00a0expected to increase driven by growth in daily banking. In the years 2026 and 2027 growth is in line with GDP. \u00a0\n\t\t\t\t\tFor 2023 operating expenses is expected to decrease based on projections.\u00a02024 to 2027 is based on expected wage inflation\u00a0and other costs with \u00a0\n\t\t\t\t\tgeneral inflation. \u00a0\n\t\t\t\t\tThe expectations for\u00a0credit losses are for the budget period based on Danske Bank\u2019s estimates\u00a0for the through-the-cycle\u00a0level throughout the budget \u00a0\n\t\t\t\t\tperiod, reflecting historical data adjusted to\u00a0reflect the current situation,\u00a0including the\u00a0impact from\u00a0the war in Ukraine.\u00a0Credit losses are expected to \u00a0\n\t\t\t\t\tdecrease and stabilise at\u00a0a higher level than compared to 2022. \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0Markets and\u00a0Investment Banking & Securities \u00a0\n\t\t\t\t\tEarnings are\u00a0primarily affected by expectations for net fee income, net trading income and costs. \u00a0\n\t\t\t\t\tFee and trading\u00a0income have been forecasted with the growth in GDP. Projections\u00a0are based on expected fee\u00a0and trading income for\u00a02023. Income is \u00a0\n\t\t\t\t\timpacted by\u00a0interest on calculated equity and\u00a0Capital cost. Interest on\u00a0calculated equity is\u00a0calculated based on the overnight money market interest rate \u00a0\n\t\t\t\t\tand the allocated\u00a0capital. The interest rates are expected to stay positive\u00a0throughout the\u00a0budget period (2021: negative\u00a0throughout the budget period). \u00a0\n\t\t\t\t\tCapital costs are\u00a0expected to\u00a0increase driven\u00a0by higher capital consumption. \u00a0\n\t\t\t\t\tFor 2023 operating expenses\u00a0is expected to increase based on projections.\u00a02024 to 2027 is based on expected wage inflation\u00a0and other costs with \u00a0\n\t\t\t\t\tgeneral inflation. \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0Asset Management \u00a0\n\t\t\t\t\tEarnings at\u00a0Asset Management depend primarily on the management fee\u00a0on assets under management. Expected cash flows therefore depend on \u00a0\n\t\t\t\t\texpectations for\u00a0changes in assets under management and the average margin on those assets. For the period until the terminal period, changes in \u00a0\n\t\t\t\t\tassets under management depend on net sales and on the accumulation\u00a0of market\u00a0returns on\u00a0the assets. Assets under management decreased in 2022 \u00a0\n\t\t\t\t\tcompared to 2021. Asset under management is expected to grow using R\u00e5det for Afkastforventningers\u2019\u00a0assumptions. The average\u00a0margin on assets \u00a0\n\t\t\t\t\tunder management is\u00a0expected to\u00a0be 0.36% (2021: 0.35%). The budgeted average margin on assets under management is in line with the realised \u00a0\n\t\t\t\t\tmargin for 2022. All assumptions\u00a0reflect management\u2019s\u00a0expectations. \u00a0\n\t\t\t\t\tSensitivity analysis \u00a0\n\t\t\t\t\tFor General Banking, the\u00a0excess value (the amount by which the recoverable amount exceeds the carrying amount of goodwill) amounts to DKK 26,471 \u00a0\n\t\t\t\t\tmillion (2021: DKK 7,880 million). The increase in\u00a0excess value is mainly due to higher level of profit after tax. Compared to last year, the expectations\u00a0to \u00a0\n\t\t\t\t\tincome is higher, and the expectations\u00a0to costs and impairment\u00a0on loans\u00a0are lower. If the growth in the terminal period is reduced from 1.5% to \u201312.6% \u00a0\n\t\t\t\t\t(2021: from 1.5% to -0.8%) or the discount rate is increased from 8.0% to 15.5% (2021: increased from 7.0% to 8.7%) the excess value would be zero. \u00a0\n\t\t\t\t\tFor Markets and\u00a0Investment Banking & Securities, the excess value amounts\u00a0to DKK\u00a010.540 million (2021:\u00a0DKK 5,239\u00a0million). The increase in\u00a0the \u00a0\n\t\t\t\t\texcess value is mainly due to higher level of the profit after tax, and partly reduced by the increase in the discount rate from 7.0% in the 2021 test to \u00a0\n\t\t\t\t\t8.0% in the 2022 test. If the growth in the terminal period is reduced from 1.5% to \u20135.1% (2021: from 1.5% to -0.6%) or the discount rate is increased \u00a0\n\t\t\t\t\tfrom 8.0% to 12.2% (2021: increase from 7.0% to 9.6%), the excess value would be zero. \u00a0\n\t\t\t\t\tFor Asset Management, the excess\u00a0value amounts to DKK 913 million\u00a0(2021: DKK 1,759 million). The decrease in excess value is maily driven by the \u00a0\n\t\t\t\t\tincrease in the discount rate from\u00a07.0% in the 2021 test to 8.0% in the 2022 test. If the growth in the terminal period is reduced from 1.3% to \u20136.5% \u00a0\n\t\t\t\t\t(2021: from 1.5% to -6.5%) or the discount rate is increased from 8.0% to 11.2% (2021: from 7.0% to 12.1%), the excess value\u00a0would be zero. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfIntangibleAssetsAndGoodwillExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4169": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tGoodwill \u00a0\n\t\t\t\t\tGoodwill arises\u00a0on the acquisition\u00a0of an undertaking\u00a0and is calculated\u00a0as the\u00a0difference between the cost (until 1 January\u00a02010 including\u00a0direct \u00a0\n\t\t\t\t\ttransaction costs) of\u00a0the undertaking and the fair value of\u00a0its net assets, including\u00a0contingent liabilities, at\u00a0the time of acquisition. Goodwill\u00a0is allocate d \u00a0\n\t\t\t\t\tto cash-generating\u00a0units at the level at which management monitors the investment. \u00a0\n\t\t\t\t\tGoodwill is\u00a0not amortised;\u00a0instead, each cash-generating unit is tested for impairment once a year, or more frequently if indications\u00a0of impairment\u00a0exist. \u00a0\n\t\t\t\t\tGoodwill is written down\u00a0to its recoverable amount through profit and loss if the carrying amount of the net assets of the cash-generating unit exceeds \u00a0\n\t\t\t\t\tthe higher of\u00a0the assets\u2019 fair value less costs to sell and their value in use, which equals the present value of the future cash flows expected from the \u00a0\n\t\t\t\t\tunit. \u00a0\n\t\t\t\t\tGoodwill on associates is recognised under Holdings in associates. \u00a0\n\t\t\t\t\tOther intangible\u00a0assets \u00a0\n\t\t\t\t\tIdentifiable intangible assets\u00a0taken over on\u00a0the acquisition of undertakings,\u00a0such as customer\u00a0relations, are\u00a0measured at\u00a0their fair value at\u00a0the time of \u00a0\n\t\t\t\t\tacquisition and\u00a0amortised over\u00a0their expected useful life, usually five to ten years, according to the straight-line\u00a0method and tested for impairment\u00a0if \u00a0\n\t\t\t\t\tindications of\u00a0impairment exist. \u00a0\n\t\t\t\t\tSoftware acquired is measured at\u00a0cost, including expenses incurred to make a\u00a0software application\u00a0ready for use. Software acquired is amortised\u00a0over \u00a0\n\t\t\t\t\tits expected useful life, usually three years, according to the straight-line method. \u00a0\n\t\t\t\t\tSoftware developed\u00a0by the Group is recognised as\u00a0an asset if the cost of development\u00a0is reliably\u00a0measurable and analyses show that future earnings \u00a0\n\t\t\t\t\tfrom using the individual\u00a0software applications\u00a0exceed the cost. Cost includes expenses incurred to make a software application\u00a0ready for use. Once a \u00a0\n\t\t\t\t\tsoftware application\u00a0has been developed,\u00a0the cost\u00a0is amortised over its expected useful life, usually three years, according to the straight-line\u00a0method. \u00a0\n\t\t\t\t\tThe cost\u00a0of development\u00a0consists primarily of\u00a0direct remuneration\u00a0and other directly\u00a0attributable development costs.\u00a0Costs incurred in the planning \u00a0\n\t\t\t\t\tphase are not included\u00a0but are expensed when incurred. \u00a0\n\t\t\t\t\tSoftware is tested\u00a0for impairment\u00a0if indications of\u00a0impairment exist\u00a0and is written down to its value in use. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForIntangibleAssetsAndGoodwillExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4170": {
   "value": "Goodwill \u00a0\n\t\t\t\t\tGoodwill arises\u00a0on the acquisition\u00a0of an undertaking\u00a0and is calculated\u00a0as the\u00a0difference between the cost (until 1 January\u00a02010 including\u00a0direct \u00a0\n\t\t\t\t\ttransaction costs) of\u00a0the undertaking and the fair value of\u00a0its net assets, including\u00a0contingent liabilities, at\u00a0the time of acquisition. Goodwill\u00a0is allocate d \u00a0\n\t\t\t\t\tto cash-generating\u00a0units at the level at which management monitors the investment. \u00a0\n\t\t\t\t\tGoodwill is\u00a0not amortised;\u00a0instead, each cash-generating unit is tested for impairment once a year, or more frequently if indications\u00a0of impairment\u00a0exist. \u00a0\n\t\t\t\t\tGoodwill is written down\u00a0to its recoverable amount through profit and loss if the carrying amount of the net assets of the cash-generating unit exceeds \u00a0\n\t\t\t\t\tthe higher of\u00a0the assets\u2019 fair value less costs to sell and their value in use, which equals the present value of the future cash flows expected from the \u00a0\n\t\t\t\t\tunit. \u00a0\n\t\t\t\t\tGoodwill on associates is recognised under Holdings in associates. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForGoodwillExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4171": {
   "value": "Goodwill \u00a0\n\t\t\t\t\tGoodwill arises\u00a0on the acquisition\u00a0of an undertaking\u00a0and is calculated\u00a0as the\u00a0difference between the cost (until 1 January\u00a02010 including\u00a0direct \u00a0\n\t\t\t\t\ttransaction costs) of\u00a0the undertaking and the fair value of\u00a0its net assets, including\u00a0contingent liabilities, at\u00a0the time of acquisition. Goodwill\u00a0is allocate d \u00a0\n\t\t\t\t\tto cash-generating\u00a0units at the level at which management monitors the investment. \u00a0\n\t\t\t\t\tGoodwill is\u00a0not amortised;\u00a0instead, each cash-generating unit is tested for impairment once a year, or more frequently if indications\u00a0of impairment\u00a0exist. \u00a0\n\t\t\t\t\tGoodwill is written down\u00a0to its recoverable amount through profit and loss if the carrying amount of the net assets of the cash-generating unit exceeds \u00a0\n\t\t\t\t\tthe higher of\u00a0the assets\u2019 fair value less costs to sell and their value in use, which equals the present value of the future cash flows expected from the \u00a0\n\t\t\t\t\tunit. \u00a0\n\t\t\t\t\tGoodwill on associates is recognised under Holdings in associates. \u00a0\n\t\t\t\t\t",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForBusinessCombinationsAndGoodwillExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4173": {
   "value": "Goodwill \u00a0\n\t\t\t\t\tGoodwill arises\u00a0on the acquisition\u00a0of an undertaking\u00a0and is calculated\u00a0as the\u00a0difference between the cost (until 1 January\u00a02010 including\u00a0direct \u00a0\n\t\t\t\t\ttransaction costs) of\u00a0the undertaking and the fair value of\u00a0its net assets, including\u00a0contingent liabilities, at\u00a0the time of acquisition. Goodwill\u00a0is allocate d \u00a0\n\t\t\t\t\tto cash-generating\u00a0units at the level at which management monitors the investment. \u00a0\n\t\t\t\t\tGoodwill is\u00a0not amortised;\u00a0instead, each cash-generating unit is tested for impairment once a year, or more frequently if indications\u00a0of impairment\u00a0exist. \u00a0\n\t\t\t\t\tGoodwill is written down\u00a0to its recoverable amount through profit and loss if the carrying amount of the net assets of the cash-generating unit exceeds \u00a0\n\t\t\t\t\tthe higher of\u00a0the assets\u2019 fair value less costs to sell and their value in use, which equals the present value of the future cash flows expected from the \u00a0\n\t\t\t\t\tunit. \u00a0\n\t\t\t\t\tGoodwill on associates is recognised under Holdings in associates. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForCustomerAcquisitionCostsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4174": {
   "value": "Other intangible\u00a0assets \u00a0\n\t\t\t\t\tIdentifiable intangible assets\u00a0taken over on\u00a0the acquisition of undertakings,\u00a0such as customer\u00a0relations, are\u00a0measured at\u00a0their fair value at\u00a0the time of \u00a0\n\t\t\t\t\tacquisition and\u00a0amortised over\u00a0their expected useful life, usually five to ten years, according to the straight-line\u00a0method and tested for impairment\u00a0if \u00a0\n\t\t\t\t\tindications of\u00a0impairment exist. \u00a0\n\t\t\t\t\tSoftware acquired is measured at\u00a0cost, including expenses incurred to make a\u00a0software application\u00a0ready for use. Software acquired is amortised\u00a0over \u00a0\n\t\t\t\t\tits expected useful life, usually three years, according to the straight-line method. \u00a0\n\t\t\t\t\tSoftware developed\u00a0by the Group is recognised as\u00a0an asset if the cost of development\u00a0is reliably\u00a0measurable and analyses show that future earnings \u00a0\n\t\t\t\t\tfrom using the individual\u00a0software applications\u00a0exceed the cost. Cost includes expenses incurred to make a software application\u00a0ready for use. Once a \u00a0\n\t\t\t\t\tsoftware application\u00a0has been developed,\u00a0the cost\u00a0is amortised over its expected useful life, usually three years, according to the straight-line\u00a0method. \u00a0\n\t\t\t\t\tThe cost\u00a0of development\u00a0consists primarily of\u00a0direct remuneration\u00a0and other directly\u00a0attributable development costs.\u00a0Costs incurred in the planning \u00a0\n\t\t\t\t\tphase are not included\u00a0but are expensed when incurred. \u00a0\n\t\t\t\t\tSoftware is tested\u00a0for impairment\u00a0if indications of\u00a0impairment exist\u00a0and is written down to its value in use. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForIntangibleAssetsOtherThanGoodwillExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4175": {
   "value": "Other intangible\u00a0assets \u00a0\n\t\t\t\t\tIdentifiable intangible assets\u00a0taken over on\u00a0the acquisition of undertakings,\u00a0such as customer\u00a0relations, are\u00a0measured at\u00a0their fair value at\u00a0the time of \u00a0\n\t\t\t\t\tacquisition and\u00a0amortised over\u00a0their expected useful life, usually five to ten years, according to the straight-line\u00a0method and tested for impairment\u00a0if \u00a0\n\t\t\t\t\tindications of\u00a0impairment exist. \u00a0\n\t\t\t\t\tSoftware acquired is measured at\u00a0cost, including expenses incurred to make a\u00a0software application\u00a0ready for use. Software acquired is amortised\u00a0over \u00a0\n\t\t\t\t\tits expected useful life, usually three years, according to the straight-line method. \u00a0\n\t\t\t\t\tSoftware developed\u00a0by the Group is recognised as\u00a0an asset if the cost of development\u00a0is reliably\u00a0measurable and analyses show that future earnings \u00a0\n\t\t\t\t\tfrom using the individual\u00a0software applications\u00a0exceed the cost. Cost includes expenses incurred to make a software application\u00a0ready for use. Once a \u00a0\n\t\t\t\t\tsoftware application\u00a0has been developed,\u00a0the cost\u00a0is amortised over its expected useful life, usually three years, according to the straight-line\u00a0method. \u00a0\n\t\t\t\t\tThe cost\u00a0of development\u00a0consists primarily of\u00a0direct remuneration\u00a0and other directly\u00a0attributable development costs.\u00a0Costs incurred in the planning \u00a0\n\t\t\t\t\tphase are not included\u00a0but are expensed when incurred. \u00a0\n\t\t\t\t\tSoftware is tested\u00a0for impairment\u00a0if indications of\u00a0impairment exist\u00a0and is written down to its value in use. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForImpairmentOfAssetsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4177": {
   "value": "Other intangible\u00a0assets \u00a0\n\t\t\t\t\tIdentifiable intangible assets\u00a0taken over on\u00a0the acquisition of undertakings,\u00a0such as customer\u00a0relations, are\u00a0measured at\u00a0their fair value at\u00a0the time of \u00a0\n\t\t\t\t\tacquisition and\u00a0amortised over\u00a0their expected useful life, usually five to ten years, according to the straight-line\u00a0method and tested for impairment\u00a0if \u00a0\n\t\t\t\t\tindications of\u00a0impairment exist. \u00a0\n\t\t\t\t\tSoftware acquired is measured at\u00a0cost, including expenses incurred to make a\u00a0software application\u00a0ready for use. Software acquired is amortised\u00a0over \u00a0\n\t\t\t\t\tits expected useful life, usually three years, according to the straight-line method. \u00a0\n\t\t\t\t\tSoftware developed\u00a0by the Group is recognised as\u00a0an asset if the cost of development\u00a0is reliably\u00a0measurable and analyses show that future earnings \u00a0\n\t\t\t\t\tfrom using the individual\u00a0software applications\u00a0exceed the cost. Cost includes expenses incurred to make a software application\u00a0ready for use. Once a \u00a0\n\t\t\t\t\tsoftware application\u00a0has been developed,\u00a0the cost\u00a0is amortised over its expected useful life, usually three years, according to the straight-line\u00a0method. \u00a0\n\t\t\t\t\tThe cost\u00a0of development\u00a0consists primarily of\u00a0direct remuneration\u00a0and other directly\u00a0attributable development costs.\u00a0Costs incurred in the planning \u00a0\n\t\t\t\t\tphase are not included\u00a0but are expensed when incurred. \u00a0\n\t\t\t\t\tSoftware is tested\u00a0for impairment\u00a0if indications of\u00a0impairment exist\u00a0and is written down to its value in use. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForImpairmentOfNonfinancialAssetsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4178": {
   "value": "(a) Intangible assets (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tGoodwill \u00a0\n\t\t\t\t\t4,427 \u00a0\n\t\t\t\t\t6,131 \u00a0\n\t\t\t\t\tCustomer relations \u00a0\n\t\t\t\t\t722 \u00a0\n\t\t\t\t\t855 \u00a0\n\t\t\t\t\tSoftware, acquired or internally developed \u00a0\n\t\t\t\t\t1,653 \u00a0\n\t\t\t\t\t1,833 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t6,802 \u00a0\n\t\t\t\t\t8,819 \u00a0In 2022, the Group\u00a0recognised software development costs of DKK 1,529 million as an\u00a0asset (2021: DKK\u00a01,804 million)\u00a0and expensed\u00a0DKK 2,563 \u00a0\n\t\t\t\t\tmillion (2021:\u00a0DKK 2,862 million). An impairment loss of DKK 65 million was recognised in 2022 on software development costs (2021: DKK 36 million)\u00a0. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfIntangibleAssetsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4179": {
   "value": "(b) Further explanation of impairment testing of goodwill \u00a0\n\t\t\t\t\tThe Group\u2019s goodwill is tested for\u00a0impairment at least once\u00a0a year by testing\u00a0at the\u00a0level of\u00a0identifiable cash-generating units to\u00a0which goodwill has been \u00a0\n\t\t\t\t\tallocated. Further, if goodwill in a cash-generating unit is fully impaired,\u00a0a further\u00a0impairment loss\u00a0is recognised as an impairment\u00a0loss on intangible\u00a0or \u00a0\n\t\t\t\t\ttangible assets, if\u00a0any. \u00a0\n\t\t\t\t\tThe impairment tests conducted in 2022 resulted in impairment charges of DKK 1.6 million.\u00a0The goodwill in Danica Pension amounting\u00a0to DKK\u00a01.6 billio n \u00a0\n\t\t\t\t\twas impaired\u00a0due to increasing discount rates and lower financial outlook.\u00a0The impairment\u00a0test in 2021 did not reveal any impairment\u00a0loss. \u00a0G19. Intangible assets continued \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tcurrency \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tImpairment \u00a0\n\t\t\t\t\tcurrency \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tGoodwill \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\tGoodwill \u00a0\n\t\t\t\t\tSale \u00a0\n\t\t\t\t\tcharges \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\tGoodwill \u00a0\n\t\t\t\t\tLC&I, General Banking \u00a0\n\t\t\t\t\t507 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t507 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t507 \u00a0\n\t\t\t\t\tLC&I, Markets and Investment \u00a0\n\t\t\t\t\tBanking & Securities \u00a0\n\t\t\t\t\t2,095 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t2,094 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,094 \u00a0\n\t\t\t\t\tLC&I, Asset Management \u00a0\n\t\t\t\t\t1,808 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t1,807 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,807 \u00a0\n\t\t\t\t\tDanica Pension \u00a0\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOthers \u00a0\n\t\t\t\t\t91 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t96 \u00a0\n\t\t\t\t\t-73 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t19 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t6,128 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t6,131 \u00a0\n\t\t\t\t\t-73 \u00a0\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t4,427 \u00a0\n\t\t\t\t\tModel applied\u00a0in the\u00a0goodwill impairment\u00a0tests for 2022 and 2021 \u00a0\n\t\t\t\t\tThe impairment\u00a0test compares the recoverable amount and\u00a0the carrying amount for\u00a0each cash-generating\u00a0unit. The recoverable amount is represented \u00a0\n\t\t\t\t\tby the present value\u00a0of expected future cash flows (value\u00a0in use). The special debt structure of financial institutions\u00a0requires the use of a discounte\u00a0d \u00a0\n\t\t\t\t\tdividend (equity)\u00a0model to calculate the present value of expected future cash flows, as the interest on lending and borrowings is included as part of the \u00a0\n\t\t\t\t\tcash flows. \u00a0\n\t\t\t\t\tThe carrying amount for\u00a0each cash-generating\u00a0unit is the aggregate of the cash-generating\u00a0unit\u2019s goodwill and\u00a0allocated capital. The cash-generating \u00a0\n\t\t\t\t\tunit\u2019s allocated capital is\u00a0derived using the Group\u2019s capital allocation framework. The capital framework is based\u00a0on a regulatory\u00a0approach to identify the \u00a0\n\t\t\t\t\tindividual business\u00a0unit\u2019s capital\u00a0consumption and is\u00a0in accordance with the Group\u2019s capital targets. The capital framework includes the expected impact \u00a0\n\t\t\t\t\tfrom implementation\u00a0of Basel IV.\u00a0In the impairment\u00a0test for 2021, the capital target for 2022 has been decreased from 15.5% to 15.0% compared to \u00a0\n\t\t\t\t\tprior year\u2019s test. \u00a0\n\t\t\t\t\tFor each cash generating\u00a0unit, the expected future cash\u00a0flow is based on approved strategies\u00a0and earnings estimates for\u00a0the budget period representing \u00a0\n\t\t\t\t\tthe first five years. For the terminal period, the steady state normalised level of earnings (expected dividend)\u00a0is expected to grow at a constant growth \u00a0\n\t\t\t\t\trate equal to expected real GDP growth. Cash flow estimates are post-tax, and\u00a0the risks of\u00a0the individual\u00a0cash-generating units are reflected in the \u00a0\n\t\t\t\t\testimated earnings. Accordingly, the\u00a0risk-adjusted cash\u00a0flows carry\u00a0a similar\u00a0risk profile. The estimated cash flows\u00a0are discounted\u00a0at the Group\u2019s\u00a0risk- \u00a0\n\t\t\t\t\tadjusted required rates of return post-tax. \u00a0\n\t\t\t\t\tCash generating\u00a0units with\u00a0goodwill \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0General Banking \u00a0\n\t\t\t\t\tIn 2007, Danske\u00a0Bank acquired\u00a0the shares of the Sampo Bank group and incorporated\u00a0its banking\u00a0activities into\u00a0the business\u00a0structure of Danske\u00a0Bank\u2019s \u00a0\n\t\t\t\t\tbanking activities. In\u00a0the beginning of\u00a02011, General Banking was\u00a0separated from banking activities\u00a0into an independent\u00a0unit, resulting in reallocation\u00a0of \u00a0\n\t\t\t\t\tgoodwill to the unit. As a result of organisational\u00a0changes in 2012, General Banking\u00a0became part of Corporates & Institutions\u00a0as a separate\u00a0cash \u00a0\n\t\t\t\t\tgenerating unit. At the organisational\u00a0changes in 2021, Corporates & Institutions\u00a0was renamed to Large Corporates\u00a0& Institutions. \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0Markets and\u00a0Investment Banking & Securities \u00a0\n\t\t\t\t\tThe trading activities\u00a0of Sampo Bank were incorporated\u00a0into the business structure of Danske Markets in 2007. As a\u00a0result of organisational\u00a0changes in \u00a0\n\t\t\t\t\t2012, Danske Markets became part of Corporates & Institutions\u00a0as a separate cash generating unit.\u00a0In 2015,\u00a0the unit was\u00a0renamed to FI&C and Capital \u00a0\n\t\t\t\t\tMarkets. At\u00a0the organisation changes\u00a0in 2021, Corporates & Institutions\u00a0was renamed to Large Corporates & Institutions\u00a0and FI&C and Capital Markets \u00a0\n\t\t\t\t\tto Markets and Investment\u00a0Banking &\u00a0Securities. \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0Asset Management \u00a0\n\t\t\t\t\tThe asset management activities of Sampo\u00a0Bank were\u00a0incorporated into\u00a0the business structure of Danske Capital in 2007. In addition to the acquisitio\u00a0n \u00a0\n\t\t\t\t\tof Sampo Bank, goodwill recognised by Danske Capital is attributable\u00a0to a number of smaller acquisitions.\u00a0As a result of organisational\u00a0changes in 2016, \u00a0\n\t\t\t\t\tDanske Capital\u00a0became part\u00a0of Wealth Management as a separate cash generating\u00a0unit. At the organisational\u00a0changes in 2021, the Wealth Management \u00a0\n\t\t\t\t\tsegment was dissolved\u00a0and the asset management activities\u00a0were transferred to Large Corporates & Institutions\u00a0as a separate subsegment. \u00a0\n\t\t\t\t\tDanica Pension \u00a0\n\t\t\t\t\tThis includes the acquisition\u00a0of Danica\u00a0Pensionsforsikring (formerly\u00a0SEB Pension Danmark) in 2018 by the subsidiary Danica Pension. In 2019, Danic\u00a0a \u00a0\n\t\t\t\t\tPensionsforsikring was\u00a0merged with Danica Pension. After the merger and\u00a0integration of\u00a0Danica Pensionsforsikring\u00a0into Danica Pension, this goodwill is \u00a0\n\t\t\t\t\ttested on the cash generating unit consisting of Danica Pension\u2019s Danish activities.\u00a0Danica Pension used to be part of the Wealth Management segment. \u00a0\n\t\t\t\t\tAt the organisational\u00a0changes in 2021, the Wealth Management\u00a0segment was dissolved\u00a0and Danica Pension became a separate segment. \u00a0\n\t\t\t\t\tKey assumptions\u00a0for goodwill\u00a0impairment tests \u00a0\n\t\t\t\t\tDiscount rate \u00a0\n\t\t\t\t\tThe discount rate\u00a0used to calculate the present value of expected future cash flows was changed from 7% after tax in 2021 test to 8% after tax in 2022 \u00a0\n\t\t\t\t\ttest after updating\u00a0data used to calculate the discount rate. The discount rate has been determined on the basis of the Capital Asset Pricing Model and \u00a0\n\t\t\t\t\tcomprises a risk-free interest rate, the market risk premium and a\u00a0factor covering the systematic market risk (beta factor). The values for\u00a0the risk-free \u00a0\n\t\t\t\t\tinterest rate, the market risk premium and the beta factor are determined and updated yearly using external sources of information.\u00a0The Group applies \u00a0\n\t\t\t\t\tthe same discount rate to all cash-generating\u00a0units, as the risks of the individual\u00a0cash-generating units are reflected in their estimated cash flows. \u00a0G19. Intangible assets continued \u00a0\n\t\t\t\t\tCash flows in the terminal period \u00a0\n\t\t\t\t\tCash flows in the terminal period reflect net earnings (dividend) in the preceding year growing at a constant rate. The growth estimates are determine\u00a0d \u00a0\n\t\t\t\t\ton the basis of Danske\u00a0Research\u2019s forecasts of real GDP growth for the relevant\u00a0markets. For Asset Management,\u00a0the assumed growth rate\u00a0in the \u00a0\n\t\t\t\t\tterminal period is\u00a01.3% (2021: 1.5%) and for General\u00a0Banking as\u00a0well as for Markets and Investment\u00a0Banking & Securities, the rate is 1.5% (2021: \u00a0\n\t\t\t\t\t1.5%). Around 74% of the net present value of future cash flows is expected to be generated in the terminal period (2021: 82%). \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0General Banking \u00a0\n\t\t\t\t\tEarnings are primarily affected by expectations\u00a0for the interest\u00a0level and its resulting\u00a0effect on net interest income,\u00a0as well as expectations\u00a0for net fee \u00a0\n\t\t\t\t\tincome, on operating expenses and\u00a0on credit losses. \u00a0\n\t\t\t\t\tThe interest rate levels used in the impairment\u00a0test are based on Danske\u00a0Research\u2019s expectations\u00a0for developments\u00a0in overnight\u00a0money market interes\u00a0t \u00a0\n\t\t\t\t\trates. The interest rates are expected to stay positive throughout\u00a0the budget period (2021: negative throughout the budget period). When interest rate \u00a0\n\t\t\t\t\tlevels increase, the return on\u00a0allocated capital will increase. Earnings on lending and deposits depend on\u00a0the growth in lending and deposits volumes and \u00a0\n\t\t\t\t\ton changes in lending and deposit margins. Expectations\u00a0for growth in lending\u00a0and deposits\u00a0reflect Danske\u00a0Bank\u2019s budgets for\u00a0the first\u00a0years and \u00a0\n\t\t\t\t\tsubsequently Danske Research\u2019s\u00a0forecasts for real GDP\u00a0growth. As lending and deposit margins are\u00a0assumed to be constant regardless of the interes\u00a0t \u00a0\n\t\t\t\t\trate level, earnings from\u00a0lending and\u00a0deposits are\u00a0not particularly sensitive\u00a0to changes in the interest rate level. \u00a0\n\t\t\t\t\tFee income\u00a0is in 2023-2025\u00a0expected to increase driven by growth in daily banking. In the years 2026 and 2027 growth is in line with GDP. \u00a0\n\t\t\t\t\tFor 2023 operating expenses is expected to decrease based on projections.\u00a02024 to 2027 is based on expected wage inflation\u00a0and other costs with \u00a0\n\t\t\t\t\tgeneral inflation. \u00a0\n\t\t\t\t\tThe expectations for\u00a0credit losses are for the budget period based on Danske Bank\u2019s estimates\u00a0for the through-the-cycle\u00a0level throughout the budget \u00a0\n\t\t\t\t\tperiod, reflecting historical data adjusted to\u00a0reflect the current situation,\u00a0including the\u00a0impact from\u00a0the war in Ukraine.\u00a0Credit losses are expected to \u00a0\n\t\t\t\t\tdecrease and stabilise at\u00a0a higher level than compared to 2022. \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0Markets and\u00a0Investment Banking & Securities \u00a0\n\t\t\t\t\tEarnings are\u00a0primarily affected by expectations for net fee income, net trading income and costs. \u00a0\n\t\t\t\t\tFee and trading\u00a0income have been forecasted with the growth in GDP. Projections\u00a0are based on expected fee\u00a0and trading income for\u00a02023. Income is \u00a0\n\t\t\t\t\timpacted by\u00a0interest on calculated equity and\u00a0Capital cost. Interest on\u00a0calculated equity is\u00a0calculated based on the overnight money market interest rate \u00a0\n\t\t\t\t\tand the allocated\u00a0capital. The interest rates are expected to stay positive\u00a0throughout the\u00a0budget period (2021: negative\u00a0throughout the budget period). \u00a0\n\t\t\t\t\tCapital costs are\u00a0expected to\u00a0increase driven\u00a0by higher capital consumption. \u00a0\n\t\t\t\t\tFor 2023 operating expenses\u00a0is expected to increase based on projections.\u00a02024 to 2027 is based on expected wage inflation\u00a0and other costs with \u00a0\n\t\t\t\t\tgeneral inflation. \u00a0\n\t\t\t\t\tLarge Corporates & Institutions,\u00a0Asset Management \u00a0\n\t\t\t\t\tEarnings at\u00a0Asset Management depend primarily on the management fee\u00a0on assets under management. Expected cash flows therefore depend on \u00a0\n\t\t\t\t\texpectations for\u00a0changes in assets under management and the average margin on those assets. For the period until the terminal period, changes in \u00a0\n\t\t\t\t\tassets under management depend on net sales and on the accumulation\u00a0of market\u00a0returns on\u00a0the assets. Assets under management decreased in 2022 \u00a0\n\t\t\t\t\tcompared to 2021. Asset under management is expected to grow using R\u00e5det for Afkastforventningers\u2019\u00a0assumptions. The average\u00a0margin on assets \u00a0\n\t\t\t\t\tunder management is\u00a0expected to\u00a0be 0.36% (2021: 0.35%). The budgeted average margin on assets under management is in line with the realised \u00a0\n\t\t\t\t\tmargin for 2022. All assumptions\u00a0reflect management\u2019s\u00a0expectations. \u00a0\n\t\t\t\t\tSensitivity analysis \u00a0\n\t\t\t\t\tFor General Banking, the\u00a0excess value (the amount by which the recoverable amount exceeds the carrying amount of goodwill) amounts to DKK 26,471 \u00a0\n\t\t\t\t\tmillion (2021: DKK 7,880 million). The increase in\u00a0excess value is mainly due to higher level of profit after tax. Compared to last year, the expectations\u00a0to \u00a0\n\t\t\t\t\tincome is higher, and the expectations\u00a0to costs and impairment\u00a0on loans\u00a0are lower. If the growth in the terminal period is reduced from 1.5% to \u201312.6% \u00a0\n\t\t\t\t\t(2021: from 1.5% to -0.8%) or the discount rate is increased from 8.0% to 15.5% (2021: increased from 7.0% to 8.7%) the excess value would be zero. \u00a0\n\t\t\t\t\tFor Markets and\u00a0Investment Banking & Securities, the excess value amounts\u00a0to DKK\u00a010.540 million (2021:\u00a0DKK 5,239\u00a0million). The increase in\u00a0the \u00a0\n\t\t\t\t\texcess value is mainly due to higher level of the profit after tax, and partly reduced by the increase in the discount rate from 7.0% in the 2021 test to \u00a0\n\t\t\t\t\t8.0% in the 2022 test. If the growth in the terminal period is reduced from 1.5% to \u20135.1% (2021: from 1.5% to -0.6%) or the discount rate is increased \u00a0\n\t\t\t\t\tfrom 8.0% to 12.2% (2021: increase from 7.0% to 9.6%), the excess value would be zero. \u00a0\n\t\t\t\t\tFor Asset Management, the excess\u00a0value amounts to DKK 913 million\u00a0(2021: DKK 1,759 million). The decrease in excess value is maily driven by the \u00a0\n\t\t\t\t\tincrease in the discount rate from\u00a07.0% in the 2021 test to 8.0% in the 2022 test. If the growth in the terminal period is reduced from 1.3% to \u20136.5% \u00a0\n\t\t\t\t\t(2021: from 1.5% to -6.5%) or the discount rate is increased from 8.0% to 11.2% (2021: from 7.0% to 12.1%), the excess value\u00a0would be zero. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfGoodwillExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4182": {
   "value": "G20. Due to credit institutions and central banks and Deposits \u00a0\n\t\t\t\t\tAmounts due to credit institutions\u00a0and central banks\u00a0and Deposits\u00a0also include amounts received under repo transactions (sales of securities which the \u00a0\n\t\t\t\t\tGroup agrees to repurchase at a later date). Such transactions are presented as collateralised borrowings. \u00a0Accounting policy \u00a0\n\t\t\t\t\tAmounts due to credit institutions\u00a0and central banks and Deposits in the Group\u2019s trading units (Markets and Investment Banking\u00a0& Securities\u00a0in LC&I) \u00a0\n\t\t\t\t\tare designated at fair value through profit or loss. However, the amount of the change in fair value attributable\u00a0to the Group\u2019s own credit risk is \u00a0\n\t\t\t\t\trecognised in other comprehensive\u00a0income. \u00a0\n\t\t\t\t\tAll other\u00a0balances are measured at amortised\u00a0cost. If fixed-rate\u00a0deposits are hedged effectively by derivatives,\u00a0the fair value\u00a0of the hedged interest rate \u00a0\n\t\t\t\t\trisk is added to the amortised cost of the liabilities. \u00a0(a) Due to credit institutions\u00a0and central banks (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDesignated at\u00a0fair value: \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t47,618 \u00a0\n\t\t\t\t\t71,190 \u00a0\n\t\t\t\t\tOther amounts due \u00a0\n\t\t\t\t\t4,634 \u00a0\n\t\t\t\t\t13,573 \u00a0\n\t\t\t\t\tTotal designated at\u00a0fair value \u00a0\n\t\t\t\t\t52,252 \u00a0\n\t\t\t\t\t84,763 \u00a0\n\t\t\t\t\tAmortised cost: \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther amounts due \u00a0\n\t\t\t\t\t86,525 \u00a0\n\t\t\t\t\t88,213 \u00a0\n\t\t\t\t\tTotal amortised cost \u00a0\n\t\t\t\t\t86,525 \u00a0\n\t\t\t\t\t88,213 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t138,777 \u00a0\n\t\t\t\t\t172,976 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfDepositsFromBanksExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4183": {
   "value": "(b) Deposits (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDesignated at\u00a0fair value: \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t90,168 \u00a0\n\t\t\t\t\t122,201 \u00a0\n\t\t\t\t\tTime deposits \u00a0\n\t\t\t\t\t7,883 \u00a0\n\t\t\t\t\t12,131 \u00a0\n\t\t\t\t\tTotal designated at\u00a0fair value \u00a0\n\t\t\t\t\t98,051 \u00a0\n\t\t\t\t\t134,332 \u00a0\n\t\t\t\t\tAmortised cost: \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTransaction accounts \u00a0\n\t\t\t\t\t1,023,795 \u00a0\n\t\t\t\t\t1,042,751 \u00a0\n\t\t\t\t\tTime deposits \u00a0\n\t\t\t\t\t124,872 \u00a0\n\t\t\t\t\t98,499 \u00a0\n\t\t\t\t\tPension savings\u00a0etc. \u00a0\n\t\t\t\t\t15,574 \u00a0\n\t\t\t\t\t16,448 \u00a0\n\t\t\t\t\tTotal amortised cost \u00a0\n\t\t\t\t\t1,164,241 \u00a0\n\t\t\t\t\t1,157,698 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,262,293 \u00a0\n\t\t\t\t\t1,292,030 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfDepositsFromCustomersExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4184": {
   "value": "G21. Tax \u00a0\n\t\t\t\t\tTax assets and liabilities\u00a0are divided into current and deferred tax in this note. Current tax relates to expected tax to be paid on the profit for the year, whereas \u00a0\n\t\t\t\t\tdeferred tax relates\u00a0to temporary differences between the tax base of assets and liabilities and their carrying amount in the balance sheet. Further, this note \u00a0\n\t\t\t\t\tgives an overview of the Group\u2019s tax expense for the year and the effective tax rate broken down by country. \u00a0Accounting policy \u00a0\n\t\t\t\t\tCurrent tax \u00a0\n\t\t\t\t\tCurrent tax assets and liabilities\u00a0are recognised\u00a0in the\u00a0balance sheet as the estimated\u00a0tax payable\u00a0on the\u00a0profit for the year adjusted\u00a0for prepaid tax and \u00a0\n\t\t\t\t\tprior-year tax payables and receivables. Tax assets and liabilities\u00a0are offset\u00a0if the Group has a legally enforceable right to set off such assets and \u00a0\n\t\t\t\t\tliabilities and\u00a0intends either to settle the assets and liabilities\u00a0on a net basis or to realise the assets and settle the liabilities\u00a0simultaneously. \u00a0\n\t\t\t\t\tDeferred tax \u00a0\n\t\t\t\t\tDeferred tax on all temporary differences between the tax base of assets and liabilities\u00a0and their carrying amounts is accounted for in accordance with \u00a0\n\t\t\t\t\tthe balance sheet liability method. Deferred tax is measured on the basis of enacted or substantially\u00a0enacted tax regulations and rates that are \u00a0\n\t\t\t\t\tapplicable in\u00a0the relevant countries at the time the deferred tax is expected to crystallise\u00a0as current tax. Changes in deferred tax as a result of changes \u00a0\n\t\t\t\t\tin tax rates are recognised in the income statement on the basis of\u00a0expected cash\u00a0flows. The Group does not recognise deferred tax on temporar\u00a0y \u00a0\n\t\t\t\t\tdifferences between the tax base and the carrying amounts of\u00a0goodwill not subject to amortisation\u00a0for tax\u00a0purposes and other items if the temporar\u00a0y \u00a0\n\t\t\t\t\tdifferences arose at the time of acquisition without effect on net profit or taxable income.\u00a0If the tax base may be calculated\u00a0according to several sets of \u00a0\n\t\t\t\t\ttax regulations,\u00a0deferred tax is\u00a0measured in accordance with the regulations that apply to the use\u00a0of the asset or settlement\u00a0of the liability\u00a0as planne d \u00a0\n\t\t\t\t\tby management.\u00a0Tax assets arising from unused tax losses are only recognised if it is expected that such tax losses can be offset against tax on future \u00a0\n\t\t\t\t\tprofit in the next five years. Deferred tax assets and liabilities\u00a0are offset when they relate to the same tax jurisdiction,\u00a0a legally enforceable right to offset \u00a0\n\t\t\t\t\texists and the Group intends to settle on\u00a0a net basis. \u00a0\n\t\t\t\t\tCurrent and deferred tax is calculated\u00a0on the\u00a0profit for the year, and adjustments\u00a0of prior-year tax charges are recognised in the income statement.\u00a0Tax \u00a0\n\t\t\t\t\ton items\u00a0recognised under Other comprehensive income is\u00a0recognised under Other comprehensive income. Similarly, tax on items recognised in\u00a0equity \u00a0\n\t\t\t\t\tis recognised in equity. When uncertainty\u00a0over tax treatment\u00a0exists, the uncertainty\u00a0is reflected by using either\u00a0the most likely outcome (if the possible \u00a0\n\t\t\t\t\toutcomes are binary or are concentrated on one value)\u00a0or the expected value,\u00a0probability weighted\u00a0amounts in\u00a0a range of possible outcomes (if there is \u00a0\n\t\t\t\t\ta range of possible\u00a0outcomes that are\u00a0neither binary\u00a0nor concentrated on one value). \u00a0G21. Tax continued \u00a0\n\t\t\t\t\t(a) Tax assets\u00a0and liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\tTax assets \u00a0\n\t\t\t\t\tTax liabilities \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCurrent tax charge \u00a0\n\t\t\t\t\t4,230 \u00a0\n\t\t\t\t\t3,998 \u00a0\n\t\t\t\t\t712 \u00a0\n\t\t\t\t\t70 \u00a0\n\t\t\t\t\tDeferred tax \u00a0\n\t\t\t\t\t969 \u00a0\n\t\t\t\t\t512 \u00a0\n\t\t\t\t\t1,752 \u00a0\n\t\t\t\t\t1,794 \u00a0\n\t\t\t\t\tTotal tax \u00a0\n\t\t\t\t\t5,199 \u00a0\n\t\t\t\t\t4,510 \u00a0\n\t\t\t\t\t2,464 \u00a0\n\t\t\t\t\t1,864 \u00a0\n\t\t\t\t\t(b) Change in deferred tax (DKK millions) \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\tIncluded in \u00a0\n\t\t\t\t\tIncluded in \u00a0\n\t\t\t\t\tcurrency profit\u00a0for the\u00a0shareholders' \u00a0\n\t\t\t\t\tDeduction \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\tyear \u00a0\n\t\t\t\t\tequity \u00a0\n\t\t\t\t\tdue to sale\u00a031 December \u00a0\n\t\t\t\t\tIntangible assets \u00a0\n\t\t\t\t\t145 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-50 \u00a0\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t1,446 \u00a0\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t-1,606 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-179 \u00a0\n\t\t\t\t\tSecurities \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t90 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\tProvisions for obligations \u00a0\n\t\t\t\t\t576 \u00a0\n\t\t\t\t\t-21 \u00a0\n\t\t\t\t\t375 \u00a0\n\t\t\t\t\t-178 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t752 \u00a0\n\t\t\t\t\tTax loss carry forwards \u00a0\n\t\t\t\t\t-251 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-265 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-504 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-643 \u00a0\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t1,119 \u00a0\n\t\t\t\t\t-85 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t404 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,282 \u00a0\n\t\t\t\t\t-7 \u00a0\n\t\t\t\t\t-167 \u00a0\n\t\t\t\t\t-275 \u00a0\n\t\t\t\t\t-50 \u00a0\n\t\t\t\t\t783 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIntangible assets \u00a0\n\t\t\t\t\t173 \u00a0\n\t\t\t\t\t-7 \u00a0\n\t\t\t\t\t-21 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t145 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t1,559 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t1,446 \u00a0\n\t\t\t\t\tSecurities \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\tProvisions for obligations \u00a0\n\t\t\t\t\t587 \u00a0\n\t\t\t\t\t35 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t576 \u00a0\n\t\t\t\t\tTax loss carry forwards \u00a0\n\t\t\t\t\t-450 \u00a0\n\t\t\t\t\t-29 \u00a0\n\t\t\t\t\t228 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-251 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-829 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t226 \u00a0\n\t\t\t\t\t-34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-643 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,051 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t295 \u00a0\n\t\t\t\t\t-69 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,282 \u00a0\n\t\t\t\t\tRecognition of\u00a0deferred tax requires management to assess the probability\u00a0and amount of future profit. Deferred tax assets arising\u00a0from unused tax \u00a0\n\t\t\t\t\tlosses are recognised to the extent that such losses can be offset against tax on future\u00a0profit in the next five years. The tax base of unrecognised tax \u00a0\n\t\t\t\t\tloss carry-forwards, relating primarily\u00a0to the Group\u2019s\u00a0banking operations in\u00a0Ireland, amounted to DKK 2.6 billion (2021: DKK 2.9 billion). \u00a0G21. Tax continued \u00a0\n\t\t\t\t\t(c) Tax expense \u00a0\n\t\t\t\t\tTax 2022 (DKK millions) \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\t1,456 \u00a0\n\t\t\t\t\t348 \u00a0\n\t\t\t\t\t376 \u00a0\n\t\t\t\t\t690 \u00a0\n\t\t\t\t\t-89 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\t133 \u00a0\n\t\t\t\t\t2,784 \u00a0\n\t\t\t\t\tTax on other comprehensive income \u00a0\n\t\t\t\t\t-594 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-253 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-853 \u00a0\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\tCurrent tax charge \u00a0\n\t\t\t\t\t1,197 \u00a0\n\t\t\t\t\t341 \u00a0\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t615 \u00a0\n\t\t\t\t\t356 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t194 \u00a0\n\t\t\t\t\t3,074 \u00a0\n\t\t\t\t\tTransferred to other comprehensive income \u00a0\n\t\t\t\t\t-594 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-253 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-853 \u00a0\n\t\t\t\t\tChange in deferred tax \u00a0\n\t\t\t\t\t845 \u00a0\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t58 \u00a0\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t130 \u00a0\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\t1,039 \u00a0\n\t\t\t\t\tAdjustment recognised\u00a0tax loss \u00a0\n\t\t\t\t\t-155 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-285 \u00a0\n\t\t\t\t\tAdjustment of\u00a0prior-year tax charges \u00a0\n\t\t\t\t\t-139 \u00a0\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t25 \u00a0\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t-113 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\t-44 \u00a0\n\t\t\t\t\t-397 \u00a0\n\t\t\t\t\tChange in deferred tax charge as a result of increased \u00a0\n\t\t\t\t\ttax rate* \u00a0\n\t\t\t\t\t147 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t59 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,456 \u00a0\n\t\t\t\t\t348 \u00a0\n\t\t\t\t\t376 \u00a0\n\t\t\t\t\t690 \u00a0\n\t\t\t\t\t-89 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\t133 \u00a0\n\t\t\t\t\t2,784 \u00a0\n\t\t\t\t\tEffective tax rate % \u00a0\n\t\t\t\t\tTax rate \u00a0\n\t\t\t\t\t22.0 \u00a0\n\t\t\t\t\t20.0 \u00a0\n\t\t\t\t\t20.6 \u00a0\n\t\t\t\t\t25.0 \u00a0\n\t\t\t\t\t23.5 \u00a0\n\t\t\t\t\t12.5 \u00a0\n\t\t\t\t\tNon-recognised tax loss \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-12.5 \u00a0\n\t\t\t\t\tNon-taxable income \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t-4.4 \u00a0\n\t\t\t\t\t-1.3 \u00a0\n\t\t\t\t\t-3.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNon-deductible expenses** \u00a0\n\t\t\t\t\t-39.4 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\t-14.3 \u00a0\n\t\t\t\t\t21.1 \u00a0\n\t\t\t\t\t16.6 \u00a0\n\t\t\t\t\t26.0 \u00a0\n\t\t\t\t\t20.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAdjustment of\u00a0prior-year tax charges \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t-19.5 \u00a0\n\t\t\t\t\t-114.9 \u00a0\n\t\t\t\t\tAdjustment recognised\u00a0tax loss \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-26.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tChange in deferred tax charge as a result of increased \u00a0\n\t\t\t\t\ttax rate* \u00a0\n\t\t\t\t\t-1.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tEffective tax\u00a0rate \u00a0\n\t\t\t\t\t-14.4 \u00a0\n\t\t\t\t\t20.4 \u00a0\n\t\t\t\t\t17.8 \u00a0\n\t\t\t\t\t26.7 \u00a0\n\t\t\t\t\t-15.5 \u00a0\n\t\t\t\t\t-114.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-121.9 \u00a0\n\t\t\t\t\tTax on other comprehensive income \u00a0\n\t\t\t\t\tRemeasurement of defined benefit plans \u00a0\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-168 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-179 \u00a0\n\t\t\t\t\tHedging of units outside Denmark \u00a0\n\t\t\t\t\t-311 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-311 \u00a0\n\t\t\t\t\tBonds at fair value (OCI) \u00a0\n\t\t\t\t\t-278 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-85 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-363 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-594 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-253 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-853 \u00a0\n\t\t\t\t\t* The corporate tax rate for credit institutions and insurance companies in Denmark increase from 22% in 2022 to 25,2% in 2023 and 26% for 2024 and onwards.\u00a0Balances for deferred taxes in \u00a0\n\t\t\t\t\tDenmark by end of 2022\u00a0has been adjusted accordantly. \u00a0\n\t\t\t\t\t** Non-deductible expenses affecting the effective tax rate in Denmark include the additional provision for the Estonia matter DKK13,800 million and impairment charges on goodwill DKK 1,627 \u00a0\n\t\t\t\t\tmillion. \u00a0G21. Tax continued \u00a0\n\t\t\t\t\tTax 2021 (DKK millions) \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\t1,811 \u00a0\n\t\t\t\t\t300 \u00a0\n\t\t\t\t\t590 \u00a0\n\t\t\t\t\t736 \u00a0\n\t\t\t\t\t137 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t103 \u00a0\n\t\t\t\t\t3,651 \u00a0\n\t\t\t\t\tTax on other comprehensive income \u00a0\n\t\t\t\t\t-110 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-238 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-298 \u00a0\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\tCurrent tax charge \u00a0\n\t\t\t\t\t2,010 \u00a0\n\t\t\t\t\t295 \u00a0\n\t\t\t\t\t686 \u00a0\n\t\t\t\t\t349 \u00a0\n\t\t\t\t\t336 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t115 \u00a0\n\t\t\t\t\t3,791 \u00a0\n\t\t\t\t\tTransferred to other comprehensive income \u00a0\n\t\t\t\t\t-110 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-238 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-298 \u00a0\n\t\t\t\t\tChange in deferred tax \u00a0\n\t\t\t\t\t84 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t-68 \u00a0\n\t\t\t\t\t381 \u00a0\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t26 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t449 \u00a0\n\t\t\t\t\tAdjustment recognised\u00a0tax loss \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-22 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-48 \u00a0\n\t\t\t\t\tAdjustment of\u00a0prior-year tax charges \u00a0\n\t\t\t\t\t-173 \u00a0\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-78 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t-10 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-292 \u00a0\n\t\t\t\t\tChange in deferred tax charge as a result of increased tax \u00a0\n\t\t\t\t\trate \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,811 \u00a0\n\t\t\t\t\t300 \u00a0\n\t\t\t\t\t590 \u00a0\n\t\t\t\t\t736 \u00a0\n\t\t\t\t\t137 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t103 \u00a0\n\t\t\t\t\t3,651 \u00a0\n\t\t\t\t\tEffective tax rate % \u00a0\n\t\t\t\t\tTax rate \u00a0\n\t\t\t\t\t22.0 \u00a0\n\t\t\t\t\t20.0 \u00a0\n\t\t\t\t\t20.6 \u00a0\n\t\t\t\t\t25.0 \u00a0\n\t\t\t\t\t22.8 \u00a0\n\t\t\t\t\t12.5 \u00a0\n\t\t\t\t\tNon-recognised tax loss \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-12.5 \u00a0\n\t\t\t\t\tNon-taxable income \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-3.3 \u00a0\n\t\t\t\t\t-0.4 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNon-deductible expenses \u00a0\n\t\t\t\t\t5.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\t27.1 \u00a0\n\t\t\t\t\t18.1 \u00a0\n\t\t\t\t\t20.5 \u00a0\n\t\t\t\t\t24.2 \u00a0\n\t\t\t\t\t25.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAdjustment of\u00a0prior-year tax charges \u00a0\n\t\t\t\t\t-2.4 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-2.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-2.0 \u00a0\n\t\t\t\t\t-15.7 \u00a0\n\t\t\t\t\tAdjustment recognised\u00a0tax loss \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-4.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tChange in deferred tax charge as a result of increased tax \u00a0\n\t\t\t\t\trate \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tEffective tax\u00a0rate \u00a0\n\t\t\t\t\t24.7 \u00a0\n\t\t\t\t\t17.8 \u00a0\n\t\t\t\t\t18.1 \u00a0\n\t\t\t\t\t24.4 \u00a0\n\t\t\t\t\t28.9 \u00a0\n\t\t\t\t\t-15.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t22.0 \u00a0\n\t\t\t\t\tTax on other comprehensive income \u00a0\n\t\t\t\t\tRemeasurement of defined benefit plans \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t-\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-204 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-146 \u00a0\n\t\t\t\t\tHedging of units outside Denmark \u00a0\n\t\t\t\t\t-73 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-73 \u00a0\n\t\t\t\t\tBonds at fair value (OCI) \u00a0\n\t\t\t\t\t-45 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-79 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-110 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-238 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-298 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfDeferredTaxesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4188": {
   "value": "G21. Tax \u00a0\n\t\t\t\t\tTax assets and liabilities\u00a0are divided into current and deferred tax in this note. Current tax relates to expected tax to be paid on the profit for the year, whereas \u00a0\n\t\t\t\t\tdeferred tax relates\u00a0to temporary differences between the tax base of assets and liabilities and their carrying amount in the balance sheet. Further, this note \u00a0\n\t\t\t\t\tgives an overview of the Group\u2019s tax expense for the year and the effective tax rate broken down by country. \u00a0Accounting policy \u00a0\n\t\t\t\t\tCurrent tax \u00a0\n\t\t\t\t\tCurrent tax assets and liabilities\u00a0are recognised\u00a0in the\u00a0balance sheet as the estimated\u00a0tax payable\u00a0on the\u00a0profit for the year adjusted\u00a0for prepaid tax and \u00a0\n\t\t\t\t\tprior-year tax payables and receivables. Tax assets and liabilities\u00a0are offset\u00a0if the Group has a legally enforceable right to set off such assets and \u00a0\n\t\t\t\t\tliabilities and\u00a0intends either to settle the assets and liabilities\u00a0on a net basis or to realise the assets and settle the liabilities\u00a0simultaneously. \u00a0\n\t\t\t\t\tDeferred tax \u00a0\n\t\t\t\t\tDeferred tax on all temporary differences between the tax base of assets and liabilities\u00a0and their carrying amounts is accounted for in accordance with \u00a0\n\t\t\t\t\tthe balance sheet liability method. Deferred tax is measured on the basis of enacted or substantially\u00a0enacted tax regulations and rates that are \u00a0\n\t\t\t\t\tapplicable in\u00a0the relevant countries at the time the deferred tax is expected to crystallise\u00a0as current tax. Changes in deferred tax as a result of changes \u00a0\n\t\t\t\t\tin tax rates are recognised in the income statement on the basis of\u00a0expected cash\u00a0flows. The Group does not recognise deferred tax on temporar\u00a0y \u00a0\n\t\t\t\t\tdifferences between the tax base and the carrying amounts of\u00a0goodwill not subject to amortisation\u00a0for tax\u00a0purposes and other items if the temporar\u00a0y \u00a0\n\t\t\t\t\tdifferences arose at the time of acquisition without effect on net profit or taxable income.\u00a0If the tax base may be calculated\u00a0according to several sets of \u00a0\n\t\t\t\t\ttax regulations,\u00a0deferred tax is\u00a0measured in accordance with the regulations that apply to the use\u00a0of the asset or settlement\u00a0of the liability\u00a0as planne d \u00a0\n\t\t\t\t\tby management.\u00a0Tax assets arising from unused tax losses are only recognised if it is expected that such tax losses can be offset against tax on future \u00a0\n\t\t\t\t\tprofit in the next five years. Deferred tax assets and liabilities\u00a0are offset when they relate to the same tax jurisdiction,\u00a0a legally enforceable right to offset \u00a0\n\t\t\t\t\texists and the Group intends to settle on\u00a0a net basis. \u00a0\n\t\t\t\t\tCurrent and deferred tax is calculated\u00a0on the\u00a0profit for the year, and adjustments\u00a0of prior-year tax charges are recognised in the income statement.\u00a0Tax \u00a0\n\t\t\t\t\ton items\u00a0recognised under Other comprehensive income is\u00a0recognised under Other comprehensive income. Similarly, tax on items recognised in\u00a0equity \u00a0\n\t\t\t\t\tis recognised in equity. When uncertainty\u00a0over tax treatment\u00a0exists, the uncertainty\u00a0is reflected by using either\u00a0the most likely outcome (if the possible \u00a0\n\t\t\t\t\toutcomes are binary or are concentrated on one value)\u00a0or the expected value,\u00a0probability weighted\u00a0amounts in\u00a0a range of possible outcomes (if there is \u00a0\n\t\t\t\t\ta range of possible\u00a0outcomes that are\u00a0neither binary\u00a0nor concentrated on one value). \u00a0G21. Tax continued \u00a0\n\t\t\t\t\t(a) Tax assets\u00a0and liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\tTax assets \u00a0\n\t\t\t\t\tTax liabilities \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCurrent tax charge \u00a0\n\t\t\t\t\t4,230 \u00a0\n\t\t\t\t\t3,998 \u00a0\n\t\t\t\t\t712 \u00a0\n\t\t\t\t\t70 \u00a0\n\t\t\t\t\tDeferred tax \u00a0\n\t\t\t\t\t969 \u00a0\n\t\t\t\t\t512 \u00a0\n\t\t\t\t\t1,752 \u00a0\n\t\t\t\t\t1,794 \u00a0\n\t\t\t\t\tTotal tax \u00a0\n\t\t\t\t\t5,199 \u00a0\n\t\t\t\t\t4,510 \u00a0\n\t\t\t\t\t2,464 \u00a0\n\t\t\t\t\t1,864 \u00a0\n\t\t\t\t\t(b) Change in deferred tax (DKK millions) \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\tIncluded in \u00a0\n\t\t\t\t\tIncluded in \u00a0\n\t\t\t\t\tcurrency profit\u00a0for the\u00a0shareholders' \u00a0\n\t\t\t\t\tDeduction \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\tyear \u00a0\n\t\t\t\t\tequity \u00a0\n\t\t\t\t\tdue to sale\u00a031 December \u00a0\n\t\t\t\t\tIntangible assets \u00a0\n\t\t\t\t\t145 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-50 \u00a0\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t1,446 \u00a0\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t-1,606 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-179 \u00a0\n\t\t\t\t\tSecurities \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t90 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\tProvisions for obligations \u00a0\n\t\t\t\t\t576 \u00a0\n\t\t\t\t\t-21 \u00a0\n\t\t\t\t\t375 \u00a0\n\t\t\t\t\t-178 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t752 \u00a0\n\t\t\t\t\tTax loss carry forwards \u00a0\n\t\t\t\t\t-251 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-265 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-504 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-643 \u00a0\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t1,119 \u00a0\n\t\t\t\t\t-85 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t404 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,282 \u00a0\n\t\t\t\t\t-7 \u00a0\n\t\t\t\t\t-167 \u00a0\n\t\t\t\t\t-275 \u00a0\n\t\t\t\t\t-50 \u00a0\n\t\t\t\t\t783 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIntangible assets \u00a0\n\t\t\t\t\t173 \u00a0\n\t\t\t\t\t-7 \u00a0\n\t\t\t\t\t-21 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t145 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t1,559 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t1,446 \u00a0\n\t\t\t\t\tSecurities \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\tProvisions for obligations \u00a0\n\t\t\t\t\t587 \u00a0\n\t\t\t\t\t35 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t576 \u00a0\n\t\t\t\t\tTax loss carry forwards \u00a0\n\t\t\t\t\t-450 \u00a0\n\t\t\t\t\t-29 \u00a0\n\t\t\t\t\t228 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-251 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-829 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t226 \u00a0\n\t\t\t\t\t-34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-643 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,051 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t295 \u00a0\n\t\t\t\t\t-69 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,282 \u00a0\n\t\t\t\t\tRecognition of\u00a0deferred tax requires management to assess the probability\u00a0and amount of future profit. Deferred tax assets arising\u00a0from unused tax \u00a0\n\t\t\t\t\tlosses are recognised to the extent that such losses can be offset against tax on future\u00a0profit in the next five years. The tax base of unrecognised tax \u00a0\n\t\t\t\t\tloss carry-forwards, relating primarily\u00a0to the Group\u2019s\u00a0banking operations in\u00a0Ireland, amounted to DKK 2.6 billion (2021: DKK 2.9 billion). \u00a0G21. Tax continued \u00a0\n\t\t\t\t\t(c) Tax expense \u00a0\n\t\t\t\t\tTax 2022 (DKK millions) \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\t1,456 \u00a0\n\t\t\t\t\t348 \u00a0\n\t\t\t\t\t376 \u00a0\n\t\t\t\t\t690 \u00a0\n\t\t\t\t\t-89 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\t133 \u00a0\n\t\t\t\t\t2,784 \u00a0\n\t\t\t\t\tTax on other comprehensive income \u00a0\n\t\t\t\t\t-594 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-253 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-853 \u00a0\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\tCurrent tax charge \u00a0\n\t\t\t\t\t1,197 \u00a0\n\t\t\t\t\t341 \u00a0\n\t\t\t\t\t371 \u00a0\n\t\t\t\t\t615 \u00a0\n\t\t\t\t\t356 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t194 \u00a0\n\t\t\t\t\t3,074 \u00a0\n\t\t\t\t\tTransferred to other comprehensive income \u00a0\n\t\t\t\t\t-594 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-253 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-853 \u00a0\n\t\t\t\t\tChange in deferred tax \u00a0\n\t\t\t\t\t845 \u00a0\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t-14 \u00a0\n\t\t\t\t\t58 \u00a0\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t130 \u00a0\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\t1,039 \u00a0\n\t\t\t\t\tAdjustment recognised\u00a0tax loss \u00a0\n\t\t\t\t\t-155 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-285 \u00a0\n\t\t\t\t\tAdjustment of\u00a0prior-year tax charges \u00a0\n\t\t\t\t\t-139 \u00a0\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t25 \u00a0\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t-113 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\t-44 \u00a0\n\t\t\t\t\t-397 \u00a0\n\t\t\t\t\tChange in deferred tax charge as a result of increased \u00a0\n\t\t\t\t\ttax rate* \u00a0\n\t\t\t\t\t147 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t59 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,456 \u00a0\n\t\t\t\t\t348 \u00a0\n\t\t\t\t\t376 \u00a0\n\t\t\t\t\t690 \u00a0\n\t\t\t\t\t-89 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\t133 \u00a0\n\t\t\t\t\t2,784 \u00a0\n\t\t\t\t\tEffective tax rate % \u00a0\n\t\t\t\t\tTax rate \u00a0\n\t\t\t\t\t22.0 \u00a0\n\t\t\t\t\t20.0 \u00a0\n\t\t\t\t\t20.6 \u00a0\n\t\t\t\t\t25.0 \u00a0\n\t\t\t\t\t23.5 \u00a0\n\t\t\t\t\t12.5 \u00a0\n\t\t\t\t\tNon-recognised tax loss \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-12.5 \u00a0\n\t\t\t\t\tNon-taxable income \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t-4.4 \u00a0\n\t\t\t\t\t-1.3 \u00a0\n\t\t\t\t\t-3.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNon-deductible expenses** \u00a0\n\t\t\t\t\t-39.4 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\t-14.3 \u00a0\n\t\t\t\t\t21.1 \u00a0\n\t\t\t\t\t16.6 \u00a0\n\t\t\t\t\t26.0 \u00a0\n\t\t\t\t\t20.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAdjustment of\u00a0prior-year tax charges \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t-19.5 \u00a0\n\t\t\t\t\t-114.9 \u00a0\n\t\t\t\t\tAdjustment recognised\u00a0tax loss \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-26.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tChange in deferred tax charge as a result of increased \u00a0\n\t\t\t\t\ttax rate* \u00a0\n\t\t\t\t\t-1.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tEffective tax\u00a0rate \u00a0\n\t\t\t\t\t-14.4 \u00a0\n\t\t\t\t\t20.4 \u00a0\n\t\t\t\t\t17.8 \u00a0\n\t\t\t\t\t26.7 \u00a0\n\t\t\t\t\t-15.5 \u00a0\n\t\t\t\t\t-114.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-121.9 \u00a0\n\t\t\t\t\tTax on other comprehensive income \u00a0\n\t\t\t\t\tRemeasurement of defined benefit plans \u00a0\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-168 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-179 \u00a0\n\t\t\t\t\tHedging of units outside Denmark \u00a0\n\t\t\t\t\t-311 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-311 \u00a0\n\t\t\t\t\tBonds at fair value (OCI) \u00a0\n\t\t\t\t\t-278 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-85 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-363 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-594 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-253 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-853 \u00a0\n\t\t\t\t\t* The corporate tax rate for credit institutions and insurance companies in Denmark increase from 22% in 2022 to 25,2% in 2023 and 26% for 2024 and onwards.\u00a0Balances for deferred taxes in \u00a0\n\t\t\t\t\tDenmark by end of 2022\u00a0has been adjusted accordantly. \u00a0\n\t\t\t\t\t** Non-deductible expenses affecting the effective tax rate in Denmark include the additional provision for the Estonia matter DKK13,800 million and impairment charges on goodwill DKK 1,627 \u00a0\n\t\t\t\t\tmillion. \u00a0G21. Tax continued \u00a0\n\t\t\t\t\tTax 2021 (DKK millions) \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\t1,811 \u00a0\n\t\t\t\t\t300 \u00a0\n\t\t\t\t\t590 \u00a0\n\t\t\t\t\t736 \u00a0\n\t\t\t\t\t137 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t103 \u00a0\n\t\t\t\t\t3,651 \u00a0\n\t\t\t\t\tTax on other comprehensive income \u00a0\n\t\t\t\t\t-110 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-238 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-298 \u00a0\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\tCurrent tax charge \u00a0\n\t\t\t\t\t2,010 \u00a0\n\t\t\t\t\t295 \u00a0\n\t\t\t\t\t686 \u00a0\n\t\t\t\t\t349 \u00a0\n\t\t\t\t\t336 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t115 \u00a0\n\t\t\t\t\t3,791 \u00a0\n\t\t\t\t\tTransferred to other comprehensive income \u00a0\n\t\t\t\t\t-110 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-238 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-298 \u00a0\n\t\t\t\t\tChange in deferred tax \u00a0\n\t\t\t\t\t84 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t-68 \u00a0\n\t\t\t\t\t381 \u00a0\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t26 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t449 \u00a0\n\t\t\t\t\tAdjustment recognised\u00a0tax loss \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-22 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-48 \u00a0\n\t\t\t\t\tAdjustment of\u00a0prior-year tax charges \u00a0\n\t\t\t\t\t-173 \u00a0\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-78 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t-10 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-292 \u00a0\n\t\t\t\t\tChange in deferred tax charge as a result of increased tax \u00a0\n\t\t\t\t\trate \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,811 \u00a0\n\t\t\t\t\t300 \u00a0\n\t\t\t\t\t590 \u00a0\n\t\t\t\t\t736 \u00a0\n\t\t\t\t\t137 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t103 \u00a0\n\t\t\t\t\t3,651 \u00a0\n\t\t\t\t\tEffective tax rate % \u00a0\n\t\t\t\t\tTax rate \u00a0\n\t\t\t\t\t22.0 \u00a0\n\t\t\t\t\t20.0 \u00a0\n\t\t\t\t\t20.6 \u00a0\n\t\t\t\t\t25.0 \u00a0\n\t\t\t\t\t22.8 \u00a0\n\t\t\t\t\t12.5 \u00a0\n\t\t\t\t\tNon-recognised tax loss \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-12.5 \u00a0\n\t\t\t\t\tNon-taxable income \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-3.3 \u00a0\n\t\t\t\t\t-0.4 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNon-deductible expenses \u00a0\n\t\t\t\t\t5.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTax on profit for the year \u00a0\n\t\t\t\t\t27.1 \u00a0\n\t\t\t\t\t18.1 \u00a0\n\t\t\t\t\t20.5 \u00a0\n\t\t\t\t\t24.2 \u00a0\n\t\t\t\t\t25.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAdjustment of\u00a0prior-year tax charges \u00a0\n\t\t\t\t\t-2.4 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-2.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-2.0 \u00a0\n\t\t\t\t\t-15.7 \u00a0\n\t\t\t\t\tAdjustment recognised\u00a0tax loss \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-4.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tChange in deferred tax charge as a result of increased tax \u00a0\n\t\t\t\t\trate \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tEffective tax\u00a0rate \u00a0\n\t\t\t\t\t24.7 \u00a0\n\t\t\t\t\t17.8 \u00a0\n\t\t\t\t\t18.1 \u00a0\n\t\t\t\t\t24.4 \u00a0\n\t\t\t\t\t28.9 \u00a0\n\t\t\t\t\t-15.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t22.0 \u00a0\n\t\t\t\t\tTax on other comprehensive income \u00a0\n\t\t\t\t\tRemeasurement of defined benefit plans \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t-\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-204 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-146 \u00a0\n\t\t\t\t\tHedging of units outside Denmark \u00a0\n\t\t\t\t\t-73 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-73 \u00a0\n\t\t\t\t\tBonds at fair value (OCI) \u00a0\n\t\t\t\t\t-45 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-79 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-110 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-238 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-298 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfIncomeTaxExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4192": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tCurrent tax \u00a0\n\t\t\t\t\tCurrent tax assets and liabilities\u00a0are recognised\u00a0in the\u00a0balance sheet as the estimated\u00a0tax payable\u00a0on the\u00a0profit for the year adjusted\u00a0for prepaid tax and \u00a0\n\t\t\t\t\tprior-year tax payables and receivables. Tax assets and liabilities\u00a0are offset\u00a0if the Group has a legally enforceable right to set off such assets and \u00a0\n\t\t\t\t\tliabilities and\u00a0intends either to settle the assets and liabilities\u00a0on a net basis or to realise the assets and settle the liabilities\u00a0simultaneously. \u00a0\n\t\t\t\t\tDeferred tax \u00a0\n\t\t\t\t\tDeferred tax on all temporary differences between the tax base of assets and liabilities\u00a0and their carrying amounts is accounted for in accordance with \u00a0\n\t\t\t\t\tthe balance sheet liability method. Deferred tax is measured on the basis of enacted or substantially\u00a0enacted tax regulations and rates that are \u00a0\n\t\t\t\t\tapplicable in\u00a0the relevant countries at the time the deferred tax is expected to crystallise\u00a0as current tax. Changes in deferred tax as a result of changes \u00a0\n\t\t\t\t\tin tax rates are recognised in the income statement on the basis of\u00a0expected cash\u00a0flows. The Group does not recognise deferred tax on temporar\u00a0y \u00a0\n\t\t\t\t\tdifferences between the tax base and the carrying amounts of\u00a0goodwill not subject to amortisation\u00a0for tax\u00a0purposes and other items if the temporar\u00a0y \u00a0\n\t\t\t\t\tdifferences arose at the time of acquisition without effect on net profit or taxable income.\u00a0If the tax base may be calculated\u00a0according to several sets of \u00a0\n\t\t\t\t\ttax regulations,\u00a0deferred tax is\u00a0measured in accordance with the regulations that apply to the use\u00a0of the asset or settlement\u00a0of the liability\u00a0as planne d \u00a0\n\t\t\t\t\tby management.\u00a0Tax assets arising from unused tax losses are only recognised if it is expected that such tax losses can be offset against tax on future \u00a0\n\t\t\t\t\tprofit in the next five years. Deferred tax assets and liabilities\u00a0are offset when they relate to the same tax jurisdiction,\u00a0a legally enforceable right to offset \u00a0\n\t\t\t\t\texists and the Group intends to settle on\u00a0a net basis. \u00a0\n\t\t\t\t\tCurrent and deferred tax is calculated\u00a0on the\u00a0profit for the year, and adjustments\u00a0of prior-year tax charges are recognised in the income statement.\u00a0Tax \u00a0\n\t\t\t\t\ton items\u00a0recognised under Other comprehensive income is\u00a0recognised under Other comprehensive income. Similarly, tax on items recognised in\u00a0equity \u00a0\n\t\t\t\t\tis recognised in equity. When uncertainty\u00a0over tax treatment\u00a0exists, the uncertainty\u00a0is reflected by using either\u00a0the most likely outcome (if the possible \u00a0\n\t\t\t\t\toutcomes are binary or are concentrated on one value)\u00a0or the expected value,\u00a0probability weighted\u00a0amounts in\u00a0a range of possible outcomes (if there is \u00a0\n\t\t\t\t\ta range of possible\u00a0outcomes that are\u00a0neither binary\u00a0nor concentrated on one value). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForDeferredIncomeTaxExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4193": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tCurrent tax \u00a0\n\t\t\t\t\tCurrent tax assets and liabilities\u00a0are recognised\u00a0in the\u00a0balance sheet as the estimated\u00a0tax payable\u00a0on the\u00a0profit for the year adjusted\u00a0for prepaid tax and \u00a0\n\t\t\t\t\tprior-year tax payables and receivables. Tax assets and liabilities\u00a0are offset\u00a0if the Group has a legally enforceable right to set off such assets and \u00a0\n\t\t\t\t\tliabilities and\u00a0intends either to settle the assets and liabilities\u00a0on a net basis or to realise the assets and settle the liabilities\u00a0simultaneously. \u00a0\n\t\t\t\t\tDeferred tax \u00a0\n\t\t\t\t\tDeferred tax on all temporary differences between the tax base of assets and liabilities\u00a0and their carrying amounts is accounted for in accordance with \u00a0\n\t\t\t\t\tthe balance sheet liability method. Deferred tax is measured on the basis of enacted or substantially\u00a0enacted tax regulations and rates that are \u00a0\n\t\t\t\t\tapplicable in\u00a0the relevant countries at the time the deferred tax is expected to crystallise\u00a0as current tax. Changes in deferred tax as a result of changes \u00a0\n\t\t\t\t\tin tax rates are recognised in the income statement on the basis of\u00a0expected cash\u00a0flows. The Group does not recognise deferred tax on temporar\u00a0y \u00a0\n\t\t\t\t\tdifferences between the tax base and the carrying amounts of\u00a0goodwill not subject to amortisation\u00a0for tax\u00a0purposes and other items if the temporar\u00a0y \u00a0\n\t\t\t\t\tdifferences arose at the time of acquisition without effect on net profit or taxable income.\u00a0If the tax base may be calculated\u00a0according to several sets of \u00a0\n\t\t\t\t\ttax regulations,\u00a0deferred tax is\u00a0measured in accordance with the regulations that apply to the use\u00a0of the asset or settlement\u00a0of the liability\u00a0as planne d \u00a0\n\t\t\t\t\tby management.\u00a0Tax assets arising from unused tax losses are only recognised if it is expected that such tax losses can be offset against tax on future \u00a0\n\t\t\t\t\tprofit in the next five years. Deferred tax assets and liabilities\u00a0are offset when they relate to the same tax jurisdiction,\u00a0a legally enforceable right to offset \u00a0\n\t\t\t\t\texists and the Group intends to settle on\u00a0a net basis. \u00a0\n\t\t\t\t\tCurrent and deferred tax is calculated\u00a0on the\u00a0profit for the year, and adjustments\u00a0of prior-year tax charges are recognised in the income statement.\u00a0Tax \u00a0\n\t\t\t\t\ton items\u00a0recognised under Other comprehensive income is\u00a0recognised under Other comprehensive income. Similarly, tax on items recognised in\u00a0equity \u00a0\n\t\t\t\t\tis recognised in equity. When uncertainty\u00a0over tax treatment\u00a0exists, the uncertainty\u00a0is reflected by using either\u00a0the most likely outcome (if the possible \u00a0\n\t\t\t\t\toutcomes are binary or are concentrated on one value)\u00a0or the expected value,\u00a0probability weighted\u00a0amounts in\u00a0a range of possible outcomes (if there is \u00a0\n\t\t\t\t\ta range of possible\u00a0outcomes that are\u00a0neither binary\u00a0nor concentrated on one value). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForTaxesOtherThanIncomeTaxExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4194": {
   "value": "G21. Tax continued \u00a0\n\t\t\t\t\t(a) Tax assets\u00a0and liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\tTax assets \u00a0\n\t\t\t\t\tTax liabilities \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCurrent tax charge \u00a0\n\t\t\t\t\t4,230 \u00a0\n\t\t\t\t\t3,998 \u00a0\n\t\t\t\t\t712 \u00a0\n\t\t\t\t\t70 \u00a0\n\t\t\t\t\tDeferred tax \u00a0\n\t\t\t\t\t969 \u00a0\n\t\t\t\t\t512 \u00a0\n\t\t\t\t\t1,752 \u00a0\n\t\t\t\t\t1,794 \u00a0\n\t\t\t\t\tTotal tax \u00a0\n\t\t\t\t\t5,199 \u00a0\n\t\t\t\t\t4,510 \u00a0\n\t\t\t\t\t2,464 \u00a0\n\t\t\t\t\t1,864 \u00a0\n\t\t\t\t\t(b) Change in deferred tax (DKK millions) \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\tIncluded in \u00a0\n\t\t\t\t\tIncluded in \u00a0\n\t\t\t\t\tcurrency profit\u00a0for the\u00a0shareholders' \u00a0\n\t\t\t\t\tDeduction \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\tyear \u00a0\n\t\t\t\t\tequity \u00a0\n\t\t\t\t\tdue to sale\u00a031 December \u00a0\n\t\t\t\t\tIntangible assets \u00a0\n\t\t\t\t\t145 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-50 \u00a0\n\t\t\t\t\t217 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t1,446 \u00a0\n\t\t\t\t\t-13 \u00a0\n\t\t\t\t\t-1,606 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-179 \u00a0\n\t\t\t\t\tSecurities \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t90 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\tProvisions for obligations \u00a0\n\t\t\t\t\t576 \u00a0\n\t\t\t\t\t-21 \u00a0\n\t\t\t\t\t375 \u00a0\n\t\t\t\t\t-178 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t752 \u00a0\n\t\t\t\t\tTax loss carry forwards \u00a0\n\t\t\t\t\t-251 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-265 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-504 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-643 \u00a0\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t1,119 \u00a0\n\t\t\t\t\t-85 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t404 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,282 \u00a0\n\t\t\t\t\t-7 \u00a0\n\t\t\t\t\t-167 \u00a0\n\t\t\t\t\t-275 \u00a0\n\t\t\t\t\t-50 \u00a0\n\t\t\t\t\t783 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIntangible assets \u00a0\n\t\t\t\t\t173 \u00a0\n\t\t\t\t\t-7 \u00a0\n\t\t\t\t\t-21 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t145 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t1,559 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-130 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t1,446 \u00a0\n\t\t\t\t\tSecurities \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\tProvisions for obligations \u00a0\n\t\t\t\t\t587 \u00a0\n\t\t\t\t\t35 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t-40 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t576 \u00a0\n\t\t\t\t\tTax loss carry forwards \u00a0\n\t\t\t\t\t-450 \u00a0\n\t\t\t\t\t-29 \u00a0\n\t\t\t\t\t228 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-251 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-829 \u00a0\n\t\t\t\t\t-6 \u00a0\n\t\t\t\t\t226 \u00a0\n\t\t\t\t\t-34 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-643 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,051 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t295 \u00a0\n\t\t\t\t\t-69 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,282 \u00a0\n\t\t\t\t\tRecognition of\u00a0deferred tax requires management to assess the probability\u00a0and amount of future profit. Deferred tax assets arising\u00a0from unused tax \u00a0\n\t\t\t\t\tlosses are recognised to the extent that such losses can be offset against tax on future\u00a0profit in the next five years. The tax base of unrecognised tax \u00a0\n\t\t\t\t\tloss carry-forwards, relating primarily\u00a0to the Group\u2019s\u00a0banking operations in\u00a0Ireland, amounted to DKK 2.6 billion (2021: DKK 2.9 billion). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfTaxReceivablesAndPayablesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4195": {
   "value": "G22. Issued bonds \u00a0\n\t\t\t\t\tThe issued bonds presented in this note consist of preferred senior, non-preferred senior and subordinated bonds issued by the Group, with the exception of \u00a0\n\t\t\t\t\tadditional tier\u00a01 capital accounted for as equity. Note G16 provides more information about issued bonds measured at fair value through profit or loss and \u00a0\n\t\t\t\t\tnote G25 provides more information about additional\u00a0tier 1 capital accounted for as equity. \u00a0\n\t\t\t\t\tPreferred senior bonds are presented under the balance sheet item Issued bonds at amortised cost, while non-preferred senior and subordinated bonds are \u00a0\n\t\t\t\t\tpresented as separate line items in the balance sheet. Non-preferred senior bonds rank senior to subordindated debt and junior to other debt. Subordinated \u00a0\n\t\t\t\t\tbonds are liabilities in the form of subordinated loan capital and other capital instruments which, in case of the Group\u2019s voluntary or compulsory winding-up, \u00a0\n\t\t\t\t\twill not be repaid until\u00a0the claims of its ordinary and non-preferred senior creditors have been met. Subordinated bonds include additional tier 1 capital that \u00a0\n\t\t\t\t\tconverts into a variable number of ordinary shares if the common equity tier 1 capital ratio falls below 7% for Danske Bank A/S or Danske\u00a0Bank Group (the \u00a0\n\t\t\t\t\ttrigger event). The number of shares the additional tier 1 capital could potentially\u00a0convert into a function of the share price at the time of conversion, however, \u00a0\n\t\t\t\t\tminimised to USD 23.97 per share (a maximum of 62.6 million\u00a0shares for the outstanding amount of the capital of USD 1.5 billion). This capital utilises 70% \u00a0\n\t\t\t\t\tof the Board of Directors\u2019 authorisation\u00a0to issue shares without pre-emption rights. For further information on the Group\u2019s additional\u00a0tier 1 capital, see note \u00a0\n\t\t\t\t\tG25. \u00a0Accounting policy \u00a0\n\t\t\t\t\tIssued bonds, both senior, non-preferred senior and subordinated\u00a0bonds, are at initial\u00a0recognition measured at fair value less transaction\u00a0costs and \u00a0\n\t\t\t\t\tsubsequently measured\u00a0at amortised\u00a0cost plus\u00a0the fair value of the hedged interest rate risk. Interest expense is recognised according to the effective \u00a0\n\t\t\t\t\tinterest rate method, including amortisation\u00a0of any difference between the amount received on issue and the redemption amount. \u00a0\n\t\t\t\t\tThe Group issues perpetual bonds with discretionary\u00a0interest payments that fulfil the requirements\u00a0for additional\u00a0tier 1 capital under the Capital \u00a0\n\t\t\t\t\tRequirements Regulation (CRR).\u00a0If a\u00a0trigger event occurs,\u00a0those bonds must be\u00a0either written down temporarily or converted into a variable number of \u00a0\n\t\t\t\t\tordinary shares, depending on the terms of the individual\u00a0bond issue. Bonds that convert into a\u00a0variable number of\u00a0ordinary shares are accounted for \u00a0\n\t\t\t\t\tas liabilities,\u00a0while bonds that are temporarily written down are accounted for as equity. For liability\u00a0accounted bonds, the interest expense is recognised \u00a0\n\t\t\t\t\tin the income statement, i.e. the bonds are accounted for as liabilities\u00a0in their entirety. \u00a0\n\t\t\t\t\tThe yield on some issued bonds depends on an index that is not closely linked\u00a0to the bonds\u2019 financial characteristics,\u00a0for example an equity\u00a0or commodity \u00a0\n\t\t\t\t\tindex. Such embedded derivatives are bifurcated and\u00a0measured at\u00a0fair value in the trading portfolio. \u00a0\n\t\t\t\t\t(a) Other\u00a0issued bonds \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tBonds issued by Realkredit Danmark (covered bonds) \u00a0\n\t\t\t\t\t685,238 \u00a0\n\t\t\t\t\t770,661 \u00a0\n\t\t\t\t\tCommercial papers and certificates of deposits \u00a0\n\t\t\t\t\t9,119 \u00a0\n\t\t\t\t\t24,248 \u00a0\n\t\t\t\t\tStructured retail\u00a0notes \u00a0\n\t\t\t\t\t3,032 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tIssued bonds\u00a0at fair value, total \u00a0\n\t\t\t\t\t697,388 \u00a0\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\tBonds issued by Realkredit Danmark under the Group\u2019s green bond framework amounted to a nominal value of DKK 21,544 million outstanding at the end of \u00a0\n\t\t\t\t\t2022 (2021: DKK\u00a017,008 million). \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised\u00a0cost \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCommercial papers and certificates of deposits \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,488 \u00a0\n\t\t\t\t\tPreferred senior bonds \u00a0\n\t\t\t\t\t51,854 \u00a0\n\t\t\t\t\t65,221 \u00a0\n\t\t\t\t\tCovered bonds \u00a0\n\t\t\t\t\t140,829 \u00a0\n\t\t\t\t\t157,145 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised\u00a0cost, total \u00a0\n\t\t\t\t\t192,682 \u00a0\n\t\t\t\t\t223,854 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t93,235 \u00a0\n\t\t\t\t\t107,654 \u00a0\n\t\t\t\t\tFurther information on issued bonds at fair value through profit or loss can be found in note G16. The issuance and redemption of bonds (including commercial \u00a0\n\t\t\t\t\tpapers and certificates of deposits at fair value) during the year and the maturity\u00a0of the outstanding bonds are presented in the tables below. \u00a0G22. Issued bonds continued \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tcurrency 31\u00a0December \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tCommercial papers and certificate of deposits \u00a0\n\t\t\t\t\t23,712 \u00a0\n\t\t\t\t\t13,445 \u00a0\n\t\t\t\t\t26,709 \u00a0\n\t\t\t\t\t-1,321 \u00a0\n\t\t\t\t\t9,128 \u00a0\n\t\t\t\t\tPreferred senior bonds* \u00a0\n\t\t\t\t\t67,724 \u00a0\n\t\t\t\t\t1,400 \u00a0\n\t\t\t\t\t14,630 \u00a0\n\t\t\t\t\t4,854 \u00a0\n\t\t\t\t\t59,348 \u00a0\n\t\t\t\t\tCovered bonds \u00a0\n\t\t\t\t\t165,067 \u00a0\n\t\t\t\t\t39,600 \u00a0\n\t\t\t\t\t39,605 \u00a0\n\t\t\t\t\t-8,322 \u00a0\n\t\t\t\t\t156,740 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t108,104 \u00a0\n\t\t\t\t\t20,100 \u00a0\n\t\t\t\t\t30,530 \u00a0\n\t\t\t\t\t2,913 \u00a0\n\t\t\t\t\t100,586 \u00a0\n\t\t\t\t\tOther issued bonds \u00a0\n\t\t\t\t\t364,607 \u00a0\n\t\t\t\t\t74,545 \u00a0\n\t\t\t\t\t111,475 \u00a0\n\t\t\t\t\t-1,876 \u00a0\n\t\t\t\t\t325,801 \u00a0\n\t\t\t\t\t* Preferred senior bonds includes structured retail notes. \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tcurrency 31\u00a0December \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCommercial papers and certificate of deposits \u00a0\n\t\t\t\t\t22,515 \u00a0\n\t\t\t\t\t53,067 \u00a0\n\t\t\t\t\t52,783 \u00a0\n\t\t\t\t\t913 \u00a0\n\t\t\t\t\t23,712 \u00a0\n\t\t\t\t\tPreferred senior bonds \u00a0\n\t\t\t\t\t63,352 \u00a0\n\t\t\t\t\t27,282 \u00a0\n\t\t\t\t\t27,717 \u00a0\n\t\t\t\t\t4,805 \u00a0\n\t\t\t\t\t67,724 \u00a0\n\t\t\t\t\tCovered bonds \u00a0\n\t\t\t\t\t168,445 \u00a0\n\t\t\t\t\t33,344 \u00a0\n\t\t\t\t\t34,037 \u00a0\n\t\t\t\t\t-2,685 \u00a0\n\t\t\t\t\t165,067 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t105,028 \u00a0\n\t\t\t\t\t4,371 \u00a0\n\t\t\t\t\t6,422 \u00a0\n\t\t\t\t\t5,126 \u00a0\n\t\t\t\t\t108,104 \u00a0\n\t\t\t\t\tOther issued bonds \u00a0\n\t\t\t\t\t359,340 \u00a0\n\t\t\t\t\t118,066 \u00a0\n\t\t\t\t\t120,959 \u00a0\n\t\t\t\t\t8,159 \u00a0\n\t\t\t\t\t364,607 \u00a0\n\t\t\t\t\tThe Group has issued non-preferred senior bonds in accordance with the Group\u2019s green bond framework. At the end of 2022, the nominal value of green non- \u00a0\n\t\t\t\t\tpreferred senior bonds amounted to DKK 13,014 million (2021: DKK 7,437 million) and is included under non-preferred senior bonds in the tables above. \u00a0\n\t\t\t\t\tBroken down\u00a0by maturity \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tRedeemed bonds 2022 \u00a0\n\t\t\t\t\t108,626 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t92,355 \u00a0\n\t\t\t\t\t83,355 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t70,143 \u00a0\n\t\t\t\t\t64,870 \u00a0\n\t\t\t\t\t2025 or later \u00a0\n\t\t\t\t\t163,303 \u00a0\n\t\t\t\t\t107,756 \u00a0\n\t\t\t\t\tNominal value of other issued bonds \u00a0\n\t\t\t\t\t325,801 \u00a0\n\t\t\t\t\t364,607 \u00a0\n\t\t\t\t\tFair value hedging of interest rate risk \u00a0\n\t\t\t\t\t-19,351 \u00a0\n\t\t\t\t\t1,814 \u00a0\n\t\t\t\t\tPremium/discount \u00a0\n\t\t\t\t\t18 \u00a0\n\t\t\t\t\t1,494 \u00a0\n\t\t\t\t\tOwn holding\u00a0of bonds issued \u00a0\n\t\t\t\t\t8,401 \u00a0\n\t\t\t\t\t12,158 \u00a0\n\t\t\t\t\tTotal other\u00a0issued bonds \u00a0\n\t\t\t\t\t298,068 \u00a0\n\t\t\t\t\t355,756 \u00a0G22. Issued bonds continued \u00a0\n\t\t\t\t\t(b) Subordinated\u00a0debt \u00a0\n\t\t\t\t\tSubordinated debt\u00a0consists of\u00a0liabilities in\u00a0the form of issued subordinated bonds. Some of these bonds (presented as liability\u00a0accounted additional tier \u00a0\n\t\t\t\t\t1 capital below) rank below other subordinated\u00a0bonds. Early redemption of\u00a0subordinated debt\u00a0must be approved by the Danish FSA. Subordinated\u00a0debt \u00a0\n\t\t\t\t\tis included in total capital in\u00a0accordance with the CRR. \u00a0\n\t\t\t\t\tThe issuance and redemption of subordinated\u00a0debt during the year and the maturity\u00a0of the outstanding\u00a0debt are presented in the tables\u00a0below. \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tcurrency 31\u00a0December \u00a0\n\t\t\t\t\tNominal value\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tSubordinated debt, excluding liability accounted \u00a0\n\t\t\t\t\tadditional tier 1 capital \u00a0\n\t\t\t\t\t24,895 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-58 \u00a0\n\t\t\t\t\t24,837 \u00a0\n\t\t\t\t\tLiability accounted additional tier 1 capital \u00a0\n\t\t\t\t\t14,754 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t922 \u00a0\n\t\t\t\t\t15,676 \u00a0\n\t\t\t\t\tTotal subordinated debt \u00a0\n\t\t\t\t\t39,649 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t864 \u00a0\n\t\t\t\t\t40,514 \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tcurrency 31\u00a0December \u00a0\n\t\t\t\t\tNominal value\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tSubordinated debt, excluding liability accounted \u00a0\n\t\t\t\t\tadditional tier 1 capital \u00a0\n\t\t\t\t\t23,058 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t-22 \u00a0\n\t\t\t\t\t24,895 \u00a0\n\t\t\t\t\tLiability accounted additional tier 1 capital \u00a0\n\t\t\t\t\t9,079 \u00a0\n\t\t\t\t\t4,565 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,110 \u00a0\n\t\t\t\t\t14,754 \u00a0\n\t\t\t\t\tTotal subordinated debt \u00a0\n\t\t\t\t\t32,137 \u00a0\n\t\t\t\t\t10,142 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t1,088 \u00a0\n\t\t\t\t\t39,649 \u00a0\n\t\t\t\t\tNominal \u00a0\n\t\t\t\t\tInterest Year\u00a0of \u00a0\n\t\t\t\t\tRedemption \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCurrency \u00a0\n\t\t\t\t\tBorrower Note \u00a0\n\t\t\t\t\t(millions) \u00a0\n\t\t\t\t\trate \u00a0\n\t\t\t\t\tissue \u00a0\n\t\t\t\t\tMaturity \u00a0\n\t\t\t\t\tprice \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\tSubordinated debt, excluding liability accounted additional tier 1 capital \u00a0\n\t\t\t\t\tRedeemed loans 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanica \u00a0\n\t\t\t\t\ta\n\t\t\t\t\t500 \u00a0\n\t\t\t\t\t4.375 \u00a0\n\t\t\t\t\t2015 29.09.2045 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tb\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t2.50 \u00a0\n\t\t\t\t\t2019 21.06.2029 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\tSEK \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tc\n\t\t\t\t\t1,000 \u00a0\n\t\t\t\t\tvar \u00a0\n\t\t\t\t\t2019 14.11.2029 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t669 \u00a0\n\t\t\t\t\t727 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\td\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t1.375 \u00a0\n\t\t\t\t\t2019 12.02.2030 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\te\n\t\t\t\t\t500 \u00a0\n\t\t\t\t\t1.50 \u00a0\n\t\t\t\t\t2020 02.09.2030 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tf\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t1.00 \u00a0\n\t\t\t\t\t2021 15.05.2031 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\tSubordinated debt,\u00a0excluding liability \u00a0\n\t\t\t\t\taccounted additional\u00a0tier 1 capital \u00a0\n\t\t\t\t\t24,837 \u00a0\n\t\t\t\t\t24,895 \u00a0\n\t\t\t\t\tLiability accounted additional tier 1 capital \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tg\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t6.125 \u00a0\n\t\t\t\t\t2017 \u00a0\n\t\t\t\t\tPerpetual \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,225 \u00a0\n\t\t\t\t\t4,918 \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\th\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t7.00 \u00a0\n\t\t\t\t\t2018 \u00a0\n\t\t\t\t\tPerpetual \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,225 \u00a0\n\t\t\t\t\t4,918 \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\ti\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t4.375 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tPerpetual \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,225 \u00a0\n\t\t\t\t\t4,918 \u00a0\n\t\t\t\t\tLiability accounted\u00a0additional tier 1 \u00a0\n\t\t\t\t\tcapital \u00a0\n\t\t\t\t\t15,676 \u00a0\n\t\t\t\t\t14,754 \u00a0\n\t\t\t\t\tNominal subordinated debt \u00a0\n\t\t\t\t\t40,514 \u00a0\n\t\t\t\t\t39,649 \u00a0\n\t\t\t\t\tDiscount \u00a0\n\t\t\t\t\t-128 \u00a0\n\t\t\t\t\t-184 \u00a0\n\t\t\t\t\tFair value hedging of interest rate risk \u00a0\n\t\t\t\t\t-1,843 \u00a0\n\t\t\t\t\t29 \u00a0\n\t\t\t\t\tOwn holding\u00a0of subordinated debt \u00a0\n\t\t\t\t\t-193 \u00a0\n\t\t\t\t\t-172 \u00a0\n\t\t\t\t\tTotal subordinated debt \u00a0\n\t\t\t\t\t38,350 \u00a0\n\t\t\t\t\t39,321 \u00a0\n\t\t\t\t\tPortion included\u00a0in total\u00a0capital as \u00a0\n\t\t\t\t\tadditional tier\u00a01 or tier\u00a02 capital \u00a0\n\t\t\t\t\tinstruments \u00a0\n\t\t\t\t\t36,795 \u00a0\n\t\t\t\t\t35,931 \u00a0\n\t\t\t\t\tTotal capital further includes DKK 0\u00a0billion (2021: DKK 5,577 billion) from\u00a0the additional\u00a0tier 1 bond issues accounted for as equity (see note G25). \u00a0G22. Issued bonds continued \u00a0\n\t\t\t\t\ta\n\t\t\t\t\tOptional redemption from\u00a0September 2025. If the debt is not redeemed, the annual interest rate will be reset at 4.38 percentage points above the \u00a0\n\t\t\t\t\t10-year EUR swap\u00a0rate every tenth year until maturity. Solvency II compliant tier 2 capital and included in Danica\u2019s capital base. \u00a0\n\t\t\t\t\tb\n\t\t\t\t\tOptional redemption in June 2024. If the\u00a0debt is not redeemed, the annual interest rate will be reset at 2.50 percentage\u00a0points above the 5 year EUR \u00a0\n\t\t\t\t\tswap rate for the remaining five years until maturity. CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\tc\n\t\t\t\t\tOptional redemption in\u00a0November 2024. If\u00a0the debt is\u00a0not redeemed, the quarterly interest rate will be reset\u00a0at 1.90 percentage points\u00a0above the 3- \u00a0\n\t\t\t\t\tmonth STIBOR rate\u00a0for the remaining five years until maturity. CRR compliant\u00a0tier 2 capital. \u00a0\n\t\t\t\t\td\n\t\t\t\t\tOptional redemption in February 2025. If\u00a0the debt is not redeemed, the annual interest rate will be reset\u00a0at 1.70 percentage points above the 5-year \u00a0\n\t\t\t\t\tEUR swap\u00a0rate for the remaining\u00a0five years until maturity. CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\te\n\t\t\t\t\tOptional redemption in\u00a0September 2025. If\u00a0the debt\u00a0is not redeemed,\u00a0the annual interest rate will be\u00a0reset at 1.90 percentage points above the 5- \u00a0\n\t\t\t\t\tyear EUR swap rate for the remaining\u00a0five years until maturity.\u00a0CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\tf\n\t\t\t\t\tOptional redemption in May 2026. If the debt is not redeemed, the annual interest rate will be reset at 1.40 percentage points above the 5-year EUR \u00a0\n\t\t\t\t\tswap rate for the remaining five years until maturity. CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\tg\n\t\t\t\t\tOptional redemption from\u00a0March 2024.\u00a0If the debt is not redeemed, the annual interest rate will be reset at 3.896 percentage points above 7-year \u00a0\n\t\t\t\t\tUSD swap rate. CRR compliant\u00a0tier 1 capital. The capital converts\u00a0into a variable\u00a0number of shares if Danske Bank Group\u2019s or Danske Bank A/S\u2019 \u00a0\n\t\t\t\t\tcommon equity tier 1 capital ratio falls below 7%. The instrument is included as a CRR compliant additional\u00a0tier 1 capital instrument in the statemen\u00a0t \u00a0\n\t\t\t\t\tof capital. \u00a0\n\t\t\t\t\th\n\t\t\t\t\tOptional redemption from\u00a0June 2025. If the debt is not redeemed, the annual interest rate will be reset at 4.130 percentage points above 5-year \u00a0\n\t\t\t\t\tCMT rate.\u00a0CRR compliant tier 1\u00a0capital. The capital converts into a\u00a0variable number of\u00a0shares if Danske\u00a0Bank Group\u2019s or Danske Bank A/S\u2019\u00a0common \u00a0\n\t\t\t\t\tequity tier 1\u00a0capital ratio falls below 7%. The instrument is included as a CRR compliant additional tier 1 capital instrument\u00a0in the\u00a0statement of \u00a0\n\t\t\t\t\tcapital. \u00a0\n\t\t\t\t\ti\n\t\t\t\t\tOptional redemption from\u00a0May 2026.\u00a0If the debt is not redeemed, the annual interest rate will be reset\u00a0at 3.387 percentage\u00a0points above the 5 \u00a0\n\t\t\t\t\tyear CMT rate. The capital converts into a\u00a0variable number of\u00a0shares if Danske\u00a0Bank Group\u2019s or\u00a0Danske Bank A/S\u2019s common equity tier 1\u00a0capital \u00a0\n\t\t\t\t\tratio falls below 7%. The instrument is included as a CRR compliant additional\u00a0tier 1 capital instrument\u00a0in the statement of capital. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfBorrowingsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4199": {
   "value": "G22. Issued bonds \u00a0\n\t\t\t\t\tThe issued bonds presented in this note consist of preferred senior, non-preferred senior and subordinated bonds issued by the Group, with the exception of \u00a0\n\t\t\t\t\tadditional tier\u00a01 capital accounted for as equity. Note G16 provides more information about issued bonds measured at fair value through profit or loss and \u00a0\n\t\t\t\t\tnote G25 provides more information about additional\u00a0tier 1 capital accounted for as equity. \u00a0\n\t\t\t\t\tPreferred senior bonds are presented under the balance sheet item Issued bonds at amortised cost, while non-preferred senior and subordinated bonds are \u00a0\n\t\t\t\t\tpresented as separate line items in the balance sheet. Non-preferred senior bonds rank senior to subordindated debt and junior to other debt. Subordinated \u00a0\n\t\t\t\t\tbonds are liabilities in the form of subordinated loan capital and other capital instruments which, in case of the Group\u2019s voluntary or compulsory winding-up, \u00a0\n\t\t\t\t\twill not be repaid until\u00a0the claims of its ordinary and non-preferred senior creditors have been met. Subordinated bonds include additional tier 1 capital that \u00a0\n\t\t\t\t\tconverts into a variable number of ordinary shares if the common equity tier 1 capital ratio falls below 7% for Danske Bank A/S or Danske\u00a0Bank Group (the \u00a0\n\t\t\t\t\ttrigger event). The number of shares the additional tier 1 capital could potentially\u00a0convert into a function of the share price at the time of conversion, however, \u00a0\n\t\t\t\t\tminimised to USD 23.97 per share (a maximum of 62.6 million\u00a0shares for the outstanding amount of the capital of USD 1.5 billion). This capital utilises 70% \u00a0\n\t\t\t\t\tof the Board of Directors\u2019 authorisation\u00a0to issue shares without pre-emption rights. For further information on the Group\u2019s additional\u00a0tier 1 capital, see note \u00a0\n\t\t\t\t\tG25. \u00a0Accounting policy \u00a0\n\t\t\t\t\tIssued bonds, both senior, non-preferred senior and subordinated\u00a0bonds, are at initial\u00a0recognition measured at fair value less transaction\u00a0costs and \u00a0\n\t\t\t\t\tsubsequently measured\u00a0at amortised\u00a0cost plus\u00a0the fair value of the hedged interest rate risk. Interest expense is recognised according to the effective \u00a0\n\t\t\t\t\tinterest rate method, including amortisation\u00a0of any difference between the amount received on issue and the redemption amount. \u00a0\n\t\t\t\t\tThe Group issues perpetual bonds with discretionary\u00a0interest payments that fulfil the requirements\u00a0for additional\u00a0tier 1 capital under the Capital \u00a0\n\t\t\t\t\tRequirements Regulation (CRR).\u00a0If a\u00a0trigger event occurs,\u00a0those bonds must be\u00a0either written down temporarily or converted into a variable number of \u00a0\n\t\t\t\t\tordinary shares, depending on the terms of the individual\u00a0bond issue. Bonds that convert into a\u00a0variable number of\u00a0ordinary shares are accounted for \u00a0\n\t\t\t\t\tas liabilities,\u00a0while bonds that are temporarily written down are accounted for as equity. For liability\u00a0accounted bonds, the interest expense is recognised \u00a0\n\t\t\t\t\tin the income statement, i.e. the bonds are accounted for as liabilities\u00a0in their entirety. \u00a0\n\t\t\t\t\tThe yield on some issued bonds depends on an index that is not closely linked\u00a0to the bonds\u2019 financial characteristics,\u00a0for example an equity\u00a0or commodity \u00a0\n\t\t\t\t\tindex. Such embedded derivatives are bifurcated and\u00a0measured at\u00a0fair value in the trading portfolio. \u00a0\n\t\t\t\t\t(a) Other\u00a0issued bonds \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tBonds issued by Realkredit Danmark (covered bonds) \u00a0\n\t\t\t\t\t685,238 \u00a0\n\t\t\t\t\t770,661 \u00a0\n\t\t\t\t\tCommercial papers and certificates of deposits \u00a0\n\t\t\t\t\t9,119 \u00a0\n\t\t\t\t\t24,248 \u00a0\n\t\t\t\t\tStructured retail\u00a0notes \u00a0\n\t\t\t\t\t3,032 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tIssued bonds\u00a0at fair value, total \u00a0\n\t\t\t\t\t697,388 \u00a0\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\tBonds issued by Realkredit Danmark under the Group\u2019s green bond framework amounted to a nominal value of DKK 21,544 million outstanding at the end of \u00a0\n\t\t\t\t\t2022 (2021: DKK\u00a017,008 million). \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised\u00a0cost \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCommercial papers and certificates of deposits \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,488 \u00a0\n\t\t\t\t\tPreferred senior bonds \u00a0\n\t\t\t\t\t51,854 \u00a0\n\t\t\t\t\t65,221 \u00a0\n\t\t\t\t\tCovered bonds \u00a0\n\t\t\t\t\t140,829 \u00a0\n\t\t\t\t\t157,145 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at amortised\u00a0cost, total \u00a0\n\t\t\t\t\t192,682 \u00a0\n\t\t\t\t\t223,854 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t93,235 \u00a0\n\t\t\t\t\t107,654 \u00a0\n\t\t\t\t\tFurther information on issued bonds at fair value through profit or loss can be found in note G16. The issuance and redemption of bonds (including commercial \u00a0\n\t\t\t\t\tpapers and certificates of deposits at fair value) during the year and the maturity\u00a0of the outstanding bonds are presented in the tables below. \u00a0G22. Issued bonds continued \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tcurrency 31\u00a0December \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tCommercial papers and certificate of deposits \u00a0\n\t\t\t\t\t23,712 \u00a0\n\t\t\t\t\t13,445 \u00a0\n\t\t\t\t\t26,709 \u00a0\n\t\t\t\t\t-1,321 \u00a0\n\t\t\t\t\t9,128 \u00a0\n\t\t\t\t\tPreferred senior bonds* \u00a0\n\t\t\t\t\t67,724 \u00a0\n\t\t\t\t\t1,400 \u00a0\n\t\t\t\t\t14,630 \u00a0\n\t\t\t\t\t4,854 \u00a0\n\t\t\t\t\t59,348 \u00a0\n\t\t\t\t\tCovered bonds \u00a0\n\t\t\t\t\t165,067 \u00a0\n\t\t\t\t\t39,600 \u00a0\n\t\t\t\t\t39,605 \u00a0\n\t\t\t\t\t-8,322 \u00a0\n\t\t\t\t\t156,740 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t108,104 \u00a0\n\t\t\t\t\t20,100 \u00a0\n\t\t\t\t\t30,530 \u00a0\n\t\t\t\t\t2,913 \u00a0\n\t\t\t\t\t100,586 \u00a0\n\t\t\t\t\tOther issued bonds \u00a0\n\t\t\t\t\t364,607 \u00a0\n\t\t\t\t\t74,545 \u00a0\n\t\t\t\t\t111,475 \u00a0\n\t\t\t\t\t-1,876 \u00a0\n\t\t\t\t\t325,801 \u00a0\n\t\t\t\t\t* Preferred senior bonds includes structured retail notes. \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\tNominal value \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tcurrency 31\u00a0December \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCommercial papers and certificate of deposits \u00a0\n\t\t\t\t\t22,515 \u00a0\n\t\t\t\t\t53,067 \u00a0\n\t\t\t\t\t52,783 \u00a0\n\t\t\t\t\t913 \u00a0\n\t\t\t\t\t23,712 \u00a0\n\t\t\t\t\tPreferred senior bonds \u00a0\n\t\t\t\t\t63,352 \u00a0\n\t\t\t\t\t27,282 \u00a0\n\t\t\t\t\t27,717 \u00a0\n\t\t\t\t\t4,805 \u00a0\n\t\t\t\t\t67,724 \u00a0\n\t\t\t\t\tCovered bonds \u00a0\n\t\t\t\t\t168,445 \u00a0\n\t\t\t\t\t33,344 \u00a0\n\t\t\t\t\t34,037 \u00a0\n\t\t\t\t\t-2,685 \u00a0\n\t\t\t\t\t165,067 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t105,028 \u00a0\n\t\t\t\t\t4,371 \u00a0\n\t\t\t\t\t6,422 \u00a0\n\t\t\t\t\t5,126 \u00a0\n\t\t\t\t\t108,104 \u00a0\n\t\t\t\t\tOther issued bonds \u00a0\n\t\t\t\t\t359,340 \u00a0\n\t\t\t\t\t118,066 \u00a0\n\t\t\t\t\t120,959 \u00a0\n\t\t\t\t\t8,159 \u00a0\n\t\t\t\t\t364,607 \u00a0\n\t\t\t\t\tThe Group has issued non-preferred senior bonds in accordance with the Group\u2019s green bond framework. At the end of 2022, the nominal value of green non- \u00a0\n\t\t\t\t\tpreferred senior bonds amounted to DKK 13,014 million (2021: DKK 7,437 million) and is included under non-preferred senior bonds in the tables above. \u00a0\n\t\t\t\t\tBroken down\u00a0by maturity \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tRedeemed bonds 2022 \u00a0\n\t\t\t\t\t108,626 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t92,355 \u00a0\n\t\t\t\t\t83,355 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t70,143 \u00a0\n\t\t\t\t\t64,870 \u00a0\n\t\t\t\t\t2025 or later \u00a0\n\t\t\t\t\t163,303 \u00a0\n\t\t\t\t\t107,756 \u00a0\n\t\t\t\t\tNominal value of other issued bonds \u00a0\n\t\t\t\t\t325,801 \u00a0\n\t\t\t\t\t364,607 \u00a0\n\t\t\t\t\tFair value hedging of interest rate risk \u00a0\n\t\t\t\t\t-19,351 \u00a0\n\t\t\t\t\t1,814 \u00a0\n\t\t\t\t\tPremium/discount \u00a0\n\t\t\t\t\t18 \u00a0\n\t\t\t\t\t1,494 \u00a0\n\t\t\t\t\tOwn holding\u00a0of bonds issued \u00a0\n\t\t\t\t\t8,401 \u00a0\n\t\t\t\t\t12,158 \u00a0\n\t\t\t\t\tTotal other\u00a0issued bonds \u00a0\n\t\t\t\t\t298,068 \u00a0\n\t\t\t\t\t355,756 \u00a0G22. Issued bonds continued \u00a0\n\t\t\t\t\t(b) Subordinated\u00a0debt \u00a0\n\t\t\t\t\tSubordinated debt\u00a0consists of\u00a0liabilities in\u00a0the form of issued subordinated bonds. Some of these bonds (presented as liability\u00a0accounted additional tier \u00a0\n\t\t\t\t\t1 capital below) rank below other subordinated\u00a0bonds. Early redemption of\u00a0subordinated debt\u00a0must be approved by the Danish FSA. Subordinated\u00a0debt \u00a0\n\t\t\t\t\tis included in total capital in\u00a0accordance with the CRR. \u00a0\n\t\t\t\t\tThe issuance and redemption of subordinated\u00a0debt during the year and the maturity\u00a0of the outstanding\u00a0debt are presented in the tables\u00a0below. \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tcurrency 31\u00a0December \u00a0\n\t\t\t\t\tNominal value\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tSubordinated debt, excluding liability accounted \u00a0\n\t\t\t\t\tadditional tier 1 capital \u00a0\n\t\t\t\t\t24,895 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-58 \u00a0\n\t\t\t\t\t24,837 \u00a0\n\t\t\t\t\tLiability accounted additional tier 1 capital \u00a0\n\t\t\t\t\t14,754 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t922 \u00a0\n\t\t\t\t\t15,676 \u00a0\n\t\t\t\t\tTotal subordinated debt \u00a0\n\t\t\t\t\t39,649 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t864 \u00a0\n\t\t\t\t\t40,514 \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tcurrency 31\u00a0December \u00a0\n\t\t\t\t\tNominal value\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tSubordinated debt, excluding liability accounted \u00a0\n\t\t\t\t\tadditional tier 1 capital \u00a0\n\t\t\t\t\t23,058 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t-22 \u00a0\n\t\t\t\t\t24,895 \u00a0\n\t\t\t\t\tLiability accounted additional tier 1 capital \u00a0\n\t\t\t\t\t9,079 \u00a0\n\t\t\t\t\t4,565 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,110 \u00a0\n\t\t\t\t\t14,754 \u00a0\n\t\t\t\t\tTotal subordinated debt \u00a0\n\t\t\t\t\t32,137 \u00a0\n\t\t\t\t\t10,142 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t1,088 \u00a0\n\t\t\t\t\t39,649 \u00a0\n\t\t\t\t\tNominal \u00a0\n\t\t\t\t\tInterest Year\u00a0of \u00a0\n\t\t\t\t\tRedemption \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCurrency \u00a0\n\t\t\t\t\tBorrower Note \u00a0\n\t\t\t\t\t(millions) \u00a0\n\t\t\t\t\trate \u00a0\n\t\t\t\t\tissue \u00a0\n\t\t\t\t\tMaturity \u00a0\n\t\t\t\t\tprice \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\tSubordinated debt, excluding liability accounted additional tier 1 capital \u00a0\n\t\t\t\t\tRedeemed loans 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanica \u00a0\n\t\t\t\t\ta\n\t\t\t\t\t500 \u00a0\n\t\t\t\t\t4.375 \u00a0\n\t\t\t\t\t2015 29.09.2045 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tb\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t2.50 \u00a0\n\t\t\t\t\t2019 21.06.2029 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\tSEK \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tc\n\t\t\t\t\t1,000 \u00a0\n\t\t\t\t\tvar \u00a0\n\t\t\t\t\t2019 14.11.2029 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t669 \u00a0\n\t\t\t\t\t727 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\td\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t1.375 \u00a0\n\t\t\t\t\t2019 12.02.2030 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\te\n\t\t\t\t\t500 \u00a0\n\t\t\t\t\t1.50 \u00a0\n\t\t\t\t\t2020 02.09.2030 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tf\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t1.00 \u00a0\n\t\t\t\t\t2021 15.05.2031 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\tSubordinated debt,\u00a0excluding liability \u00a0\n\t\t\t\t\taccounted additional\u00a0tier 1 capital \u00a0\n\t\t\t\t\t24,837 \u00a0\n\t\t\t\t\t24,895 \u00a0\n\t\t\t\t\tLiability accounted additional tier 1 capital \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tg\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t6.125 \u00a0\n\t\t\t\t\t2017 \u00a0\n\t\t\t\t\tPerpetual \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,225 \u00a0\n\t\t\t\t\t4,918 \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\th\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t7.00 \u00a0\n\t\t\t\t\t2018 \u00a0\n\t\t\t\t\tPerpetual \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,225 \u00a0\n\t\t\t\t\t4,918 \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\ti\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t4.375 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tPerpetual \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,225 \u00a0\n\t\t\t\t\t4,918 \u00a0\n\t\t\t\t\tLiability accounted\u00a0additional tier 1 \u00a0\n\t\t\t\t\tcapital \u00a0\n\t\t\t\t\t15,676 \u00a0\n\t\t\t\t\t14,754 \u00a0\n\t\t\t\t\tNominal subordinated debt \u00a0\n\t\t\t\t\t40,514 \u00a0\n\t\t\t\t\t39,649 \u00a0\n\t\t\t\t\tDiscount \u00a0\n\t\t\t\t\t-128 \u00a0\n\t\t\t\t\t-184 \u00a0\n\t\t\t\t\tFair value hedging of interest rate risk \u00a0\n\t\t\t\t\t-1,843 \u00a0\n\t\t\t\t\t29 \u00a0\n\t\t\t\t\tOwn holding\u00a0of subordinated debt \u00a0\n\t\t\t\t\t-193 \u00a0\n\t\t\t\t\t-172 \u00a0\n\t\t\t\t\tTotal subordinated debt \u00a0\n\t\t\t\t\t38,350 \u00a0\n\t\t\t\t\t39,321 \u00a0\n\t\t\t\t\tPortion included\u00a0in total\u00a0capital as \u00a0\n\t\t\t\t\tadditional tier\u00a01 or tier\u00a02 capital \u00a0\n\t\t\t\t\tinstruments \u00a0\n\t\t\t\t\t36,795 \u00a0\n\t\t\t\t\t35,931 \u00a0\n\t\t\t\t\tTotal capital further includes DKK 0\u00a0billion (2021: DKK 5,577 billion) from\u00a0the additional\u00a0tier 1 bond issues accounted for as equity (see note G25). \u00a0G22. Issued bonds continued \u00a0\n\t\t\t\t\ta\n\t\t\t\t\tOptional redemption from\u00a0September 2025. If the debt is not redeemed, the annual interest rate will be reset at 4.38 percentage points above the \u00a0\n\t\t\t\t\t10-year EUR swap\u00a0rate every tenth year until maturity. Solvency II compliant tier 2 capital and included in Danica\u2019s capital base. \u00a0\n\t\t\t\t\tb\n\t\t\t\t\tOptional redemption in June 2024. If the\u00a0debt is not redeemed, the annual interest rate will be reset at 2.50 percentage\u00a0points above the 5 year EUR \u00a0\n\t\t\t\t\tswap rate for the remaining five years until maturity. CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\tc\n\t\t\t\t\tOptional redemption in\u00a0November 2024. If\u00a0the debt is\u00a0not redeemed, the quarterly interest rate will be reset\u00a0at 1.90 percentage points\u00a0above the 3- \u00a0\n\t\t\t\t\tmonth STIBOR rate\u00a0for the remaining five years until maturity. CRR compliant\u00a0tier 2 capital. \u00a0\n\t\t\t\t\td\n\t\t\t\t\tOptional redemption in February 2025. If\u00a0the debt is not redeemed, the annual interest rate will be reset\u00a0at 1.70 percentage points above the 5-year \u00a0\n\t\t\t\t\tEUR swap\u00a0rate for the remaining\u00a0five years until maturity. CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\te\n\t\t\t\t\tOptional redemption in\u00a0September 2025. If\u00a0the debt\u00a0is not redeemed,\u00a0the annual interest rate will be\u00a0reset at 1.90 percentage points above the 5- \u00a0\n\t\t\t\t\tyear EUR swap rate for the remaining\u00a0five years until maturity.\u00a0CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\tf\n\t\t\t\t\tOptional redemption in May 2026. If the debt is not redeemed, the annual interest rate will be reset at 1.40 percentage points above the 5-year EUR \u00a0\n\t\t\t\t\tswap rate for the remaining five years until maturity. CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\tg\n\t\t\t\t\tOptional redemption from\u00a0March 2024.\u00a0If the debt is not redeemed, the annual interest rate will be reset at 3.896 percentage points above 7-year \u00a0\n\t\t\t\t\tUSD swap rate. CRR compliant\u00a0tier 1 capital. The capital converts\u00a0into a variable\u00a0number of shares if Danske Bank Group\u2019s or Danske Bank A/S\u2019 \u00a0\n\t\t\t\t\tcommon equity tier 1 capital ratio falls below 7%. The instrument is included as a CRR compliant additional\u00a0tier 1 capital instrument in the statemen\u00a0t \u00a0\n\t\t\t\t\tof capital. \u00a0\n\t\t\t\t\th\n\t\t\t\t\tOptional redemption from\u00a0June 2025. If the debt is not redeemed, the annual interest rate will be reset at 4.130 percentage points above 5-year \u00a0\n\t\t\t\t\tCMT rate.\u00a0CRR compliant tier 1\u00a0capital. The capital converts into a\u00a0variable number of\u00a0shares if Danske\u00a0Bank Group\u2019s or Danske Bank A/S\u2019\u00a0common \u00a0\n\t\t\t\t\tequity tier 1\u00a0capital ratio falls below 7%. The instrument is included as a CRR compliant additional tier 1 capital instrument\u00a0in the\u00a0statement of \u00a0\n\t\t\t\t\tcapital. \u00a0\n\t\t\t\t\ti\n\t\t\t\t\tOptional redemption from\u00a0May 2026.\u00a0If the debt is not redeemed, the annual interest rate will be reset\u00a0at 3.387 percentage\u00a0points above the 5 \u00a0\n\t\t\t\t\tyear CMT rate. The capital converts into a\u00a0variable number of\u00a0shares if Danske\u00a0Bank Group\u2019s or\u00a0Danske Bank A/S\u2019s common equity tier 1\u00a0capital \u00a0\n\t\t\t\t\tratio falls below 7%. The instrument is included as a CRR compliant additional\u00a0tier 1 capital instrument\u00a0in the statement of capital. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfDebtSecuritiesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4203": {
   "value": "G22. Issued bonds continued \u00a0\n\t\t\t\t\t(b) Subordinated\u00a0debt \u00a0\n\t\t\t\t\tSubordinated debt\u00a0consists of\u00a0liabilities in\u00a0the form of issued subordinated bonds. Some of these bonds (presented as liability\u00a0accounted additional tier \u00a0\n\t\t\t\t\t1 capital below) rank below other subordinated\u00a0bonds. Early redemption of\u00a0subordinated debt\u00a0must be approved by the Danish FSA. Subordinated\u00a0debt \u00a0\n\t\t\t\t\tis included in total capital in\u00a0accordance with the CRR. \u00a0\n\t\t\t\t\tThe issuance and redemption of subordinated\u00a0debt during the year and the maturity\u00a0of the outstanding\u00a0debt are presented in the tables\u00a0below. \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tcurrency 31\u00a0December \u00a0\n\t\t\t\t\tNominal value\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tSubordinated debt, excluding liability accounted \u00a0\n\t\t\t\t\tadditional tier 1 capital \u00a0\n\t\t\t\t\t24,895 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-58 \u00a0\n\t\t\t\t\t24,837 \u00a0\n\t\t\t\t\tLiability accounted additional tier 1 capital \u00a0\n\t\t\t\t\t14,754 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t922 \u00a0\n\t\t\t\t\t15,676 \u00a0\n\t\t\t\t\tTotal subordinated debt \u00a0\n\t\t\t\t\t39,649 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t864 \u00a0\n\t\t\t\t\t40,514 \u00a0\n\t\t\t\t\tForeign \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tcurrency 31\u00a0December \u00a0\n\t\t\t\t\tNominal value\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\ttranslation \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tSubordinated debt, excluding liability accounted \u00a0\n\t\t\t\t\tadditional tier 1 capital \u00a0\n\t\t\t\t\t23,058 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t-22 \u00a0\n\t\t\t\t\t24,895 \u00a0\n\t\t\t\t\tLiability accounted additional tier 1 capital \u00a0\n\t\t\t\t\t9,079 \u00a0\n\t\t\t\t\t4,565 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,110 \u00a0\n\t\t\t\t\t14,754 \u00a0\n\t\t\t\t\tTotal subordinated debt \u00a0\n\t\t\t\t\t32,137 \u00a0\n\t\t\t\t\t10,142 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t1,088 \u00a0\n\t\t\t\t\t39,649 \u00a0\n\t\t\t\t\tNominal \u00a0\n\t\t\t\t\tInterest Year\u00a0of \u00a0\n\t\t\t\t\tRedemption \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCurrency \u00a0\n\t\t\t\t\tBorrower Note \u00a0\n\t\t\t\t\t(millions) \u00a0\n\t\t\t\t\trate \u00a0\n\t\t\t\t\tissue \u00a0\n\t\t\t\t\tMaturity \u00a0\n\t\t\t\t\tprice \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\tSubordinated debt, excluding liability accounted additional tier 1 capital \u00a0\n\t\t\t\t\tRedeemed loans 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanica \u00a0\n\t\t\t\t\ta\n\t\t\t\t\t500 \u00a0\n\t\t\t\t\t4.375 \u00a0\n\t\t\t\t\t2015 29.09.2045 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tb\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t2.50 \u00a0\n\t\t\t\t\t2019 21.06.2029 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\tSEK \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tc\n\t\t\t\t\t1,000 \u00a0\n\t\t\t\t\tvar \u00a0\n\t\t\t\t\t2019 14.11.2029 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t669 \u00a0\n\t\t\t\t\t727 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\td\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t1.375 \u00a0\n\t\t\t\t\t2019 12.02.2030 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\te\n\t\t\t\t\t500 \u00a0\n\t\t\t\t\t1.50 \u00a0\n\t\t\t\t\t2020 02.09.2030 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tf\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t1.00 \u00a0\n\t\t\t\t\t2021 15.05.2031 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\t5,577 \u00a0\n\t\t\t\t\tSubordinated debt,\u00a0excluding liability \u00a0\n\t\t\t\t\taccounted additional\u00a0tier 1 capital \u00a0\n\t\t\t\t\t24,837 \u00a0\n\t\t\t\t\t24,895 \u00a0\n\t\t\t\t\tLiability accounted additional tier 1 capital \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\tg\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t6.125 \u00a0\n\t\t\t\t\t2017 \u00a0\n\t\t\t\t\tPerpetual \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,225 \u00a0\n\t\t\t\t\t4,918 \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\th\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t7.00 \u00a0\n\t\t\t\t\t2018 \u00a0\n\t\t\t\t\tPerpetual \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,225 \u00a0\n\t\t\t\t\t4,918 \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\tDanske Bank A/S \u00a0\n\t\t\t\t\ti\n\t\t\t\t\t750 \u00a0\n\t\t\t\t\t4.375 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tPerpetual \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t5,225 \u00a0\n\t\t\t\t\t4,918 \u00a0\n\t\t\t\t\tLiability accounted\u00a0additional tier 1 \u00a0\n\t\t\t\t\tcapital \u00a0\n\t\t\t\t\t15,676 \u00a0\n\t\t\t\t\t14,754 \u00a0\n\t\t\t\t\tNominal subordinated debt \u00a0\n\t\t\t\t\t40,514 \u00a0\n\t\t\t\t\t39,649 \u00a0\n\t\t\t\t\tDiscount \u00a0\n\t\t\t\t\t-128 \u00a0\n\t\t\t\t\t-184 \u00a0\n\t\t\t\t\tFair value hedging of interest rate risk \u00a0\n\t\t\t\t\t-1,843 \u00a0\n\t\t\t\t\t29 \u00a0\n\t\t\t\t\tOwn holding\u00a0of subordinated debt \u00a0\n\t\t\t\t\t-193 \u00a0\n\t\t\t\t\t-172 \u00a0\n\t\t\t\t\tTotal subordinated debt \u00a0\n\t\t\t\t\t38,350 \u00a0\n\t\t\t\t\t39,321 \u00a0\n\t\t\t\t\tPortion included\u00a0in total\u00a0capital as \u00a0\n\t\t\t\t\tadditional tier\u00a01 or tier\u00a02 capital \u00a0\n\t\t\t\t\tinstruments \u00a0\n\t\t\t\t\t36,795 \u00a0\n\t\t\t\t\t35,931 \u00a0\n\t\t\t\t\tTotal capital further includes DKK 0\u00a0billion (2021: DKK 5,577 billion) from\u00a0the additional\u00a0tier 1 bond issues accounted for as equity (see note G25). \u00a0G22. Issued bonds continued \u00a0\n\t\t\t\t\ta\n\t\t\t\t\tOptional redemption from\u00a0September 2025. If the debt is not redeemed, the annual interest rate will be reset at 4.38 percentage points above the \u00a0\n\t\t\t\t\t10-year EUR swap\u00a0rate every tenth year until maturity. Solvency II compliant tier 2 capital and included in Danica\u2019s capital base. \u00a0\n\t\t\t\t\tb\n\t\t\t\t\tOptional redemption in June 2024. If the\u00a0debt is not redeemed, the annual interest rate will be reset at 2.50 percentage\u00a0points above the 5 year EUR \u00a0\n\t\t\t\t\tswap rate for the remaining five years until maturity. CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\tc\n\t\t\t\t\tOptional redemption in\u00a0November 2024. If\u00a0the debt is\u00a0not redeemed, the quarterly interest rate will be reset\u00a0at 1.90 percentage points\u00a0above the 3- \u00a0\n\t\t\t\t\tmonth STIBOR rate\u00a0for the remaining five years until maturity. CRR compliant\u00a0tier 2 capital. \u00a0\n\t\t\t\t\td\n\t\t\t\t\tOptional redemption in February 2025. If\u00a0the debt is not redeemed, the annual interest rate will be reset\u00a0at 1.70 percentage points above the 5-year \u00a0\n\t\t\t\t\tEUR swap\u00a0rate for the remaining\u00a0five years until maturity. CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\te\n\t\t\t\t\tOptional redemption in\u00a0September 2025. If\u00a0the debt\u00a0is not redeemed,\u00a0the annual interest rate will be\u00a0reset at 1.90 percentage points above the 5- \u00a0\n\t\t\t\t\tyear EUR swap rate for the remaining\u00a0five years until maturity.\u00a0CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\tf\n\t\t\t\t\tOptional redemption in May 2026. If the debt is not redeemed, the annual interest rate will be reset at 1.40 percentage points above the 5-year EUR \u00a0\n\t\t\t\t\tswap rate for the remaining five years until maturity. CRR compliant tier 2\u00a0capital. \u00a0\n\t\t\t\t\tg\n\t\t\t\t\tOptional redemption from\u00a0March 2024.\u00a0If the debt is not redeemed, the annual interest rate will be reset at 3.896 percentage points above 7-year \u00a0\n\t\t\t\t\tUSD swap rate. CRR compliant\u00a0tier 1 capital. The capital converts\u00a0into a variable\u00a0number of shares if Danske Bank Group\u2019s or Danske Bank A/S\u2019 \u00a0\n\t\t\t\t\tcommon equity tier 1 capital ratio falls below 7%. The instrument is included as a CRR compliant additional\u00a0tier 1 capital instrument in the statemen\u00a0t \u00a0\n\t\t\t\t\tof capital. \u00a0\n\t\t\t\t\th\n\t\t\t\t\tOptional redemption from\u00a0June 2025. If the debt is not redeemed, the annual interest rate will be reset at 4.130 percentage points above 5-year \u00a0\n\t\t\t\t\tCMT rate.\u00a0CRR compliant tier 1\u00a0capital. The capital converts into a\u00a0variable number of\u00a0shares if Danske\u00a0Bank Group\u2019s or Danske Bank A/S\u2019\u00a0common \u00a0\n\t\t\t\t\tequity tier 1\u00a0capital ratio falls below 7%. The instrument is included as a CRR compliant additional tier 1 capital instrument\u00a0in the\u00a0statement of \u00a0\n\t\t\t\t\tcapital. \u00a0\n\t\t\t\t\ti\n\t\t\t\t\tOptional redemption from\u00a0May 2026.\u00a0If the debt is not redeemed, the annual interest rate will be reset\u00a0at 3.387 percentage\u00a0points above the 5 \u00a0\n\t\t\t\t\tyear CMT rate. The capital converts into a\u00a0variable number of\u00a0shares if Danske\u00a0Bank Group\u2019s or\u00a0Danske Bank A/S\u2019s common equity tier 1\u00a0capital \u00a0\n\t\t\t\t\tratio falls below 7%. The instrument is included as a CRR compliant additional\u00a0tier 1 capital instrument\u00a0in the statement of capital. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfSubordinatedLiabilitiesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4205": {
   "value": "G23. Assets held for sale and Liabilities in disposal groups \u00a0\n\t\t\t\t\tAssets held for sale and Liabilities\u00a0in disposal groups held for sale includes\u00a0assets and liabilities\u00a0that fall under IFRS 5. \u00a0Accounting policy \u00a0\n\t\t\t\t\tAssets held for sale and Liabilities\u00a0in disposal groups \u00a0\n\t\t\t\t\tAssets held\u00a0for sale are tangible assets and disposal groups of assets actively\u00a0marketed for sale and for which a sale is expected to occur within 12 \u00a0\n\t\t\t\t\tmonths. A\u00a0disposal group is a group of assets that will be disposed of in a single transaction\u00a0and includes\u00a0any directly associated liabilities.\u00a0A disposal \u00a0\n\t\t\t\t\tgroup includes for\u00a0example companies (subsidiaries) taken\u00a0over under non-performing loan agreements. Further, loans that are\u00a0marketed for sale are \u00a0\n\t\t\t\t\ttransferred to Assets held for sale. The loans\u00a0are written\u00a0down to their\u00a0expected selling\u00a0price. \u00a0\n\t\t\t\t\tWhen significant,\u00a0assets held for sale and liabilities\u00a0in disposable\u00a0groups held for sale are presented separately in the balance sheet. \u00a0\n\t\t\t\t\tTangible assets held for\u00a0sale are measured at the lower of their carrying amount at the time of reclassification\u00a0and their fair value less expected costs \u00a0\n\t\t\t\t\tto sell and are no longer\u00a0depreciated. For\u00a0disposal groups, the net assets in the disposal group are remeasured at the lower of the carrying amount of \u00a0\n\t\t\t\t\tthe net assets in the disposal group at the time of reclassification\u00a0and fair value less expected cost\u00a0to sell. \u00a0\n\t\t\t\t\tIf a disposal group of assets and liabilities\u00a0represents a separate\u00a0major line of business (typically\u00a0a reportable\u00a0segment) or a geographical area of \u00a0\n\t\t\t\t\toperation or\u00a0is a subsidiary\u00a0acquired exclusively with a view of resale, it is presented as a discontinued\u00a0operation. For a discontinued\u00a0operation, net \u00a0\n\t\t\t\t\tprofit is presented as a single item \u2018Net profit from discontinued\u00a0operations\u2019 in\u00a0the income statement, i.e. no longer included\u00a0as income\u00a0and expenses \u00a0\n\t\t\t\t\tfrom the Group\u2019s\u00a0continuing operations. \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tAssets held\u00a0for sale \u00a0\n\t\t\t\t\tLoans held for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t4,539 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23,979 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t350 \u00a0\n\t\t\t\t\t282 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t350 \u00a0\n\t\t\t\t\t28,800 \u00a0\n\t\t\t\t\tLiabilities in disposal\u00a0groups \u00a0\n\t\t\t\t\tDeposits held\u00a0for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6,453 \u00a0\n\t\t\t\t\tInsurance liabilities \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23,124 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t29,577 \u00a0\n\t\t\t\t\tLoans held for sale and associated deposits consists of loan portfolios where the Group has entered into sales agreements. In July 2021, Danske\u00a0Bank \u00a0\n\t\t\t\t\tentered into a binding\u00a0contract for the sale of the business\u00a0activities of\u00a0Danske Bank\u00a0International in\u00a0Luxembourg (part of the business segment Personal \u00a0\n\t\t\t\t\tCustomers) to Union Bancaire Priv\u00e9e SA. The sale, which included loans,\u00a0assets under management and deposits, settled in the first quarter of 2022. \u00a0\n\t\t\t\t\tIn December 2021, Danske Bank entered into an\u00a0agreement for\u00a0the sale of Danica\u00a0Pensjonforsikring AS\u00a0(Danica Pension business segment in Norway) \u00a0\n\t\t\t\t\tto Storebrand.\u00a0The sale, which included assets and liabilities\u00a0under insurance contracts, was approved by the Norwegian authorities\u00a0and settled during \u00a0\n\t\t\t\t\tthe second quarter of 2022. \u00a0\n\t\t\t\t\tAssets held for\u00a0sale also includes lease assets (where the Group acts as lessor) put up for sale at the end of the lease and properties taken over by the \u00a0\n\t\t\t\t\tGroup under non-performing loan agreements. The Group expects to sell the properties through a real estate agent within 12 months from\u00a0the date of \u00a0\n\t\t\t\t\tacquisition. The\u00a0properties comprise properties in Denmark and in other countries. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfDiscontinuedOperationsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4206": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tAssets held for sale and Liabilities\u00a0in disposal groups \u00a0\n\t\t\t\t\tAssets held\u00a0for sale are tangible assets and disposal groups of assets actively\u00a0marketed for sale and for which a sale is expected to occur within 12 \u00a0\n\t\t\t\t\tmonths. A\u00a0disposal group is a group of assets that will be disposed of in a single transaction\u00a0and includes\u00a0any directly associated liabilities.\u00a0A disposal \u00a0\n\t\t\t\t\tgroup includes for\u00a0example companies (subsidiaries) taken\u00a0over under non-performing loan agreements. Further, loans that are\u00a0marketed for sale are \u00a0\n\t\t\t\t\ttransferred to Assets held for sale. The loans\u00a0are written\u00a0down to their\u00a0expected selling\u00a0price. \u00a0\n\t\t\t\t\tWhen significant,\u00a0assets held for sale and liabilities\u00a0in disposable\u00a0groups held for sale are presented separately in the balance sheet. \u00a0\n\t\t\t\t\tTangible assets held for\u00a0sale are measured at the lower of their carrying amount at the time of reclassification\u00a0and their fair value less expected costs \u00a0\n\t\t\t\t\tto sell and are no longer\u00a0depreciated. For\u00a0disposal groups, the net assets in the disposal group are remeasured at the lower of the carrying amount of \u00a0\n\t\t\t\t\tthe net assets in the disposal group at the time of reclassification\u00a0and fair value less expected cost\u00a0to sell. \u00a0\n\t\t\t\t\tIf a disposal group of assets and liabilities\u00a0represents a separate\u00a0major line of business (typically\u00a0a reportable\u00a0segment) or a geographical area of \u00a0\n\t\t\t\t\toperation or\u00a0is a subsidiary\u00a0acquired exclusively with a view of resale, it is presented as a discontinued\u00a0operation. For a discontinued\u00a0operation, net \u00a0\n\t\t\t\t\tprofit is presented as a single item \u2018Net profit from discontinued\u00a0operations\u2019 in\u00a0the income statement, i.e. no longer included\u00a0as income\u00a0and expenses \u00a0\n\t\t\t\t\tfrom the Group\u2019s\u00a0continuing operations. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForNoncurrentAssetsOrDisposalGroupsClassifiedAsHeldForSaleExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4209": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tAssets held for sale and Liabilities\u00a0in disposal groups \u00a0\n\t\t\t\t\tAssets held\u00a0for sale are tangible assets and disposal groups of assets actively\u00a0marketed for sale and for which a sale is expected to occur within 12 \u00a0\n\t\t\t\t\tmonths. A\u00a0disposal group is a group of assets that will be disposed of in a single transaction\u00a0and includes\u00a0any directly associated liabilities.\u00a0A disposal \u00a0\n\t\t\t\t\tgroup includes for\u00a0example companies (subsidiaries) taken\u00a0over under non-performing loan agreements. Further, loans that are\u00a0marketed for sale are \u00a0\n\t\t\t\t\ttransferred to Assets held for sale. The loans\u00a0are written\u00a0down to their\u00a0expected selling\u00a0price. \u00a0\n\t\t\t\t\tWhen significant,\u00a0assets held for sale and liabilities\u00a0in disposable\u00a0groups held for sale are presented separately in the balance sheet. \u00a0\n\t\t\t\t\tTangible assets held for\u00a0sale are measured at the lower of their carrying amount at the time of reclassification\u00a0and their fair value less expected costs \u00a0\n\t\t\t\t\tto sell and are no longer\u00a0depreciated. For\u00a0disposal groups, the net assets in the disposal group are remeasured at the lower of the carrying amount of \u00a0\n\t\t\t\t\tthe net assets in the disposal group at the time of reclassification\u00a0and fair value less expected cost\u00a0to sell. \u00a0\n\t\t\t\t\tIf a disposal group of assets and liabilities\u00a0represents a separate\u00a0major line of business (typically\u00a0a reportable\u00a0segment) or a geographical area of \u00a0\n\t\t\t\t\toperation or\u00a0is a subsidiary\u00a0acquired exclusively with a view of resale, it is presented as a discontinued\u00a0operation. For a discontinued\u00a0operation, net \u00a0\n\t\t\t\t\tprofit is presented as a single item \u2018Net profit from discontinued\u00a0operations\u2019 in\u00a0the income statement, i.e. no longer included\u00a0as income\u00a0and expenses \u00a0\n\t\t\t\t\tfrom the Group\u2019s\u00a0continuing operations. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForNoncurrentAssetsOrDisposalGroupsClassifiedAsHeldForSaleAndDiscontinuedOperationsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4210": {
   "value": "If a disposal group of assets and liabilities\u00a0represents a separate\u00a0major line of business (typically\u00a0a reportable\u00a0segment) or a geographical area of \u00a0\n\t\t\t\t\toperation or\u00a0is a subsidiary\u00a0acquired exclusively with a view of resale, it is presented as a discontinued\u00a0operation. For a discontinued\u00a0operation, net \u00a0\n\t\t\t\t\tprofit is presented as a single item \u2018Net profit from discontinued\u00a0operations\u2019 in\u00a0the income statement, i.e. no longer included\u00a0as income\u00a0and expenses \u00a0\n\t\t\t\t\tfrom the Group\u2019s\u00a0continuing operations. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForDiscontinuedOperationsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4211": {
   "value": "G24. Other assets and Other liabilities \u00a0\n\t\t\t\t\tThe Group uses quantitative\u00a0and qualitative\u00a0materiality considerations\u00a0when aggregating\u00a0line items in the balance sheet\u00a0that are\u00a0not considered \u00a0\n\t\t\t\t\tindividually material. Such\u00a0line items are presented under Other assets or Other liabilities\u00a0and consist of net assets or net liabilities\u00a0in defined benefit \u00a0\n\t\t\t\t\tpension plans, investment property, tangible assets, right-of-use lease assets\u00a0and lease liabilities\u00a0and holdings\u00a0in associates. \u00a0\n\t\t\t\t\tThe Group uses clean pricing of\u00a0financial instruments, and\u00a0accrued interest\u00a0is therefore included\u00a0in Other\u00a0assets and Other liabilities.\u00a0In addition, \u00a0\n\t\t\t\t\tprepayments and\u00a0accrued income and expenses are included under Other assets and Other liabilities.\u00a0Other staff\u00a0commitments includes provisions for \u00a0\n\t\t\t\t\tholiday payments, variable remuneration,\u00a0severance pay\u00a0etc. The\u00a0provisions recognised represent\u00a0the compensation\u00a0that the\u00a0employee has earned and \u00a0\n\t\t\t\t\tthat is expected to\u00a0be paid to the employee. \u00a0Accounting policy \u00a0Defined benefit\u00a0pension plans \u00a0\n\t\t\t\t\tWhen the\u00a0Group has entered into defined benefit pension plans, the amounts payable are recognised on the basis of an actuarial computation\u00a0of the \u00a0\n\t\t\t\t\tpresent value of expected benefits. The present value is calculated on the basis of expected future trends in salaries and interest rates, the time of \u00a0\n\t\t\t\t\tretirement, mortality rates\u00a0and other factors. The present value of pension benefits less the fair value of pension assets is recognised as a pension \u00a0\n\t\t\t\t\tobligation for\u00a0each plan under Other liabilities.\u00a0If the net amount of a defined benefit pension plan is positive\u00a0and may be repaid to the Group or reduce \u00a0\n\t\t\t\t\tits future contributions\u00a0to the plan, the net amount is recognised under Other assets. The discount rate is determined by reference to yields on high- \u00a0\n\t\t\t\t\tquality corporate bonds with terms matching the terms of the pension obligations. \u00a0Right of\u00a0use lease assets and lease liabilities \u00a0\n\t\t\t\t\tThe Group recognise a right-of-use asset and a lease liability\u00a0at the commencement\u00a0date, for all lease agreements,\u00a0that the Group has entered into as \u00a0\n\t\t\t\t\tlessee, except short-term leases and leases of low value asset. The lease liability\u00a0is initially\u00a0measured at the present value\u00a0of the future payments\u00a0from \u00a0\n\t\t\t\t\tlease components, discounted using the\u00a0incremental borrowing\u00a0rate for the individual\u00a0lease. The lease liability\u00a0is subsequently\u00a0measured by increasing \u00a0\n\t\t\t\t\tthe carrying amount, to reflect interest and by reducing the carrying amount to reflect the lease payments\u00a0made. Further lease liabilities\u00a0are changed \u00a0\n\t\t\t\t\twhen remeasurements\u00a0are needed, corresponding adjustment is\u00a0the related right-of-use asset. Gain or\u00a0loss from a lease modification, (excluding \u00a0\n\t\t\t\t\tmodifications that\u00a0change the basis for determining\u00a0future lease\u00a0payments as a\u00a0result of\u00a0the Interest Rate Benchmark Reform) that are not accounte\u00a0d \u00a0\n\t\t\t\t\tfor as a separate lease, is recognised in profit and loss. If a lease modification\u00a0is necessary\u00a0as a direct consequence of the interest\u00a0rate benchmar\u00a0k \u00a0\n\t\t\t\t\treform, and the new basis for determining\u00a0the lease payments is\u00a0economically equivalent to the previous basis immediately\u00a0preceding the modification, \u00a0\n\t\t\t\t\tthen the\u00a0lease liability\u00a0shall be remeasured by discounting\u00a0the revised lease payments. The initial\u00a0right-of-use asset comprise the amount of the initial \u00a0\n\t\t\t\t\tmeasurement of the lease liability,\u00a0lease payments made at or before the commencement day, initial direct costs and costs to restore the underlyin\u00a0g \u00a0\n\t\t\t\t\tasset. The right-of-use asset are subsequently\u00a0measured at cost less accumulated\u00a0depreciation and impairment losses.\u00a0The right-of-use assets are \u00a0\n\t\t\t\t\tdepreciated over the shorter period of the lease term and the useful life of the underlying asset. When the Group is an intermediate\u00a0lessor, the Group \u00a0\n\t\t\t\t\taccounts for the head lease and the sublease as two separate contracts.\u00a0The sublease is\u00a0classified as\u00a0a finance\u00a0or operating\u00a0lease by reference to the \u00a0\n\t\t\t\t\tright-of-use asset arising from the head lease. \u00a0Investment property \u00a0\n\t\t\t\t\tInvestment property is\u00a0real property,\u00a0including real\u00a0property let under operating leases, which the Group owns for the purpose of receiving\u00a0rent and/or \u00a0\n\t\t\t\t\tobtaining capital\u00a0gains. Real\u00a0property with both domicile (occupied by\u00a0the Group\u2019s support, administrative\u00a0and back-office functions) and investme\u00a0n t \u00a0\n\t\t\t\t\tproperty elements is allocated proportionately\u00a0to the two categories if the elements\u00a0are separately\u00a0sellable. If\u00a0that is not the case, such real property is \u00a0\n\t\t\t\t\tclassified as\u00a0investment property if the Group occupies less than 10% of\u00a0the total floorage. Investment\u00a0property is recognised at fair value. Fair value \u00a0\n\t\t\t\t\tadjustments and\u00a0rental income are recognised under Other income. Real property taken over by the Group under non-performing\u00a0loan agreements that \u00a0\n\t\t\t\t\tis expected to be sold within 12 months\u00a0of classification\u00a0is valued in accordance with the principles\u00a0used for investment\u00a0property but presented as \u00a0\n\t\t\t\t\tAssets held for sale. \u00a0Tangible assets \u00a0\n\t\t\t\t\tTangible assets include domicile property and plant and equipment.\u00a0Plant and equipment\u00a0cover equipment,\u00a0vehicles, furniture, fixtures and leasehold \u00a0\n\t\t\t\t\timprovements. Tangible assets\u00a0also include lease assets, i.e. assets let under operating leases, except real property. Lease assets includes cars, lorries \u00a0\n\t\t\t\t\tand equipement.\u00a0Tangible assets\u00a0are measured\u00a0at cost and depreciated\u00a0over the estimated useful\u00a0life. The estimated useful life is 20-50 years for \u00a0\n\t\t\t\t\tdomicile property, 3-10 years for plant and equipment and three years for\u00a0lease assets. Depreciation\u00a0charges are recognised under Operating expenses. \u00a0\n\t\t\t\t\tTangible assets are\u00a0tested for\u00a0impairment if indications of impairment exist. An impaired asset is written down to its recoverable amount, which is the \u00a0\n\t\t\t\t\thigher of its fair value less costs to sell and its value in use. \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\tThe Group issues a number of loan commitments and guarantees. Such exposures are subject to impairment for excepted credit losses. Further \u00a0\n\t\t\t\t\tinformation can be\u00a0found in note G15. \u00a0\n\t\t\t\t\tOther provisions,\u00a0including litigations \u00a0\n\t\t\t\t\tProvisions for\u00a0other obligations,\u00a0such as lawsuits,\u00a0are recognised\u00a0if the obligation\u00a0is likely to\u00a0result in\u00a0a payment obligation and the amount can be \u00a0\n\t\t\t\t\tmeasured reliably.\u00a0Liabilities are\u00a0recognised at\u00a0the present value of expected payments. \u00a0G24. Other assets and Other liabilities continued \u00a0(a) Other assets\u00a0and other liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tOther assets* \u00a0\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t4,500 \u00a0\n\t\t\t\t\t3,450 \u00a0\n\t\t\t\t\tPrepayments, accruals and other amounts due \u00a0\n\t\t\t\t\t17,048 \u00a0\n\t\t\t\t\t18,558 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plan, net assets \u00a0\n\t\t\t\t\t1,486 \u00a0\n\t\t\t\t\t2,451 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t7,589 \u00a0\n\t\t\t\t\t8,583 \u00a0\n\t\t\t\t\tRight of use lease assets \u00a0\n\t\t\t\t\t2,615 \u00a0\n\t\t\t\t\t3,922 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t536 \u00a0\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,617 \u00a0\n\t\t\t\t\t39,433 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\tSundry creditors* \u00a0\n\t\t\t\t\t35,868 \u00a0\n\t\t\t\t\t38,970 \u00a0\n\t\t\t\t\tEstonia settlement* \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t7,634 \u00a0\n\t\t\t\t\t5,845 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plans, net liabilities \u00a0\n\t\t\t\t\t366 \u00a0\n\t\t\t\t\t441 \u00a0\n\t\t\t\t\tOther staff commitments \u00a0\n\t\t\t\t\t1,804 \u00a0\n\t\t\t\t\t1,986 \u00a0\n\t\t\t\t\tLease liabilities \u00a0\n\t\t\t\t\t2,743 \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees\u00a0etc. \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tReserves subject to a reimbursement obligation \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\tProvisions, including litigations* \u00a0\n\t\t\t\t\t2,677 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t69,024 \u00a0\n\t\t\t\t\t56,268 \u00a0\n\t\t\t\t\t*Provisions of DKK 2,221 million that were included within Sundry creditors as at 31 December 2021 have been reclassified to Provisions, including litigations, so as to present all \u00a0\n\t\t\t\t\tprovisions in the same line. Therefore comparatives for Sundry creditors and Provisions, other litigations have been reclassified. There is no change to the total balance of Other liabilities \u00a0\n\t\t\t\t\tin 2021. \u00a0\n\t\t\t\t\tInformation on defined benefit plans and holdings in associates is provided in notes G9 and G39, respectively. \u00a0\n\t\t\t\t\t(a) Further explanation other assets \u00a0\n\t\t\t\t\tInvestment property is recognised at fair\u00a0value, and any change in fair value is recognised through profit or loss under Other income. Information on the \u00a0\n\t\t\t\t\tmethod used\u00a0to determine the fair\u00a0value of\u00a0investment properties is\u00a0provided in note G34. \u00a0\n\t\t\t\t\tRight-of-use lease assets includes domicile property of DKK 2,615 million (2021: DKK 3,149 million) and other tangible assets of DKK 0\u00a0million (2021: \u00a0\n\t\t\t\t\tDKK 773 million).\u00a0The depreciation\u00a0charge is respectively\u00a0DKK 660 million\u00a0(2021: DKK 733 million) and DKK 0 million\u00a0(2021: DKK 111 million). The \u00a0\n\t\t\t\t\tinterest expense on the corresponding lease liability\u00a0is DKK\u00a050 million\u00a0(2021: DKK 63 million). There has been no significant impairment\u00a0losses of the \u00a0\n\t\t\t\t\tright-of-use lease assets in\u00a02022 and\u00a02021. \u00a0\n\t\t\t\t\tTangible assets consist primarily of lease assets (where the Group acts as lessor). Further,\u00a0it includes domicile property (not held for sale) amounting\u00a0to \u00a0\n\t\t\t\t\tDKK 119 million (2021: DKK 151 million). If indications\u00a0of impairment\u00a0exist, the properties are\u00a0written down to\u00a0the lower of the carrying\u00a0amount and its \u00a0\n\t\t\t\t\tvalue in\u00a0use determined\u00a0on the\u00a0basis of the rate of return used for investment\u00a0property. Note G34 provides more information. There was\u00a0no write-down \u00a0\n\t\t\t\t\tin 2022, nor in 2021. The fair value of the properties was DKK 267 million\u00a0(2021: DKK 297 million).\u00a0The required rate of return of 7.8% (2021: 7.8%) \u00a0\n\t\t\t\t\twas determined\u00a0in accordance with Danish FSA\u00a0rules. \u00a0G24. Other assets and Other liabilities continued \u00a0\n\t\t\t\t\t(b) Further explanation other liabilities \u00a0\n\t\t\t\t\tThe table below shows an analysis of provisions by class of provision \u00a0\n\t\t\t\t\tCustomer \u00a0\n\t\t\t\t\tRegulatory and\u00a0(Restructuring \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tremediations legal\u00a0proceedings \u00a0\n\t\t\t\t\tcost) \u00a0\n\t\t\t\t\tprovisions \u00a0\n\t\t\t\t\tProvisions (DKK millions) \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tBalance as at 1 January 2022 \u00a0\n\t\t\t\t\t603 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t327 \u00a0\n\t\t\t\t\t1,846 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tAdditional provisions made \u00a0\n\t\t\t\t\t1,769 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t43 \u00a0\n\t\t\t\t\t14,187 \u00a0\n\t\t\t\t\t16,000 \u00a0\n\t\t\t\t\tAmounts used \u00a0\n\t\t\t\t\t324 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tReversals \u00a0\n\t\t\t\t\t118 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t2\n\t\t\t\t\t249 \u00a0\n\t\t\t\t\t370 \u00a0\n\t\t\t\t\tTransfer to other liabililties \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-8 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-9 \u00a0\n\t\t\t\t\tBalance as at\u00a031 December 2022 \u00a0\n\t\t\t\t\t1,930 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t311 \u00a0\n\t\t\t\t\t433 \u00a0\n\t\t\t\t\t2,676 \u00a0\n\t\t\t\t\tCustomer remediation refers\u00a0to activities\u00a0to compensate customers for\u00a0losses or damages associated with a failure to comply with regulations or to \u00a0\n\t\t\t\t\ttreat customers\u00a0fairly. Customer remediation\u00a0is often initiated\u00a0by the Group in response to customer complaints and/or industry\u00a0developments in\u00a0sales \u00a0\n\t\t\t\t\tpractices and is not necessarily initiated by regulatory action. Customer remediation\u00a0includes the provision for customer compensation in the debt \u00a0\n\t\t\t\t\tcollection case,\u00a0issues with the Group\u2019s tax services and other investor protection\u00a0cases. The provision\u00a0for customer\u00a0remediation increased by DKK \u00a0\n\t\t\t\t\t1.6 billion during 2022 in relation to the Group\u2019s debt collection customers in\u00a0Denmark. DKK\u00a00.9 billion of the increase relates to\u00a0compensation to \u00a0\n\t\t\t\t\tcustomers, whilst the remaining DKK 0.7 billion relates to loan impairment charges (which includes part of the compensation to customers). The \u00a0\n\t\t\t\t\tmajority of the provision is\u00a0expected to be\u00a0utilised by\u00a0the end of 2023. \u00a0\n\t\t\t\t\tRegulatory and\u00a0legal proceedings\u00a0include civil court, arbitration or tribunal proceedings brought against companies within the Danske\u00a0Bank Group \u00a0\n\t\t\t\t\t(whether by way of claim or counterclaim)\u00a0or civil\u00a0disputes that may,\u00a0if not settled,\u00a0result in court, arbitration or tribunal\u00a0proceedings. Regulatory matters \u00a0\n\t\t\t\t\trefer to investigations,\u00a0reviews and other actions carried out by, or in response to the actions of,\u00a0regulators or\u00a0law enforcement agencies in connection \u00a0\n\t\t\t\t\twith alleged wrongdoing by companies within the Danske Bank Group. For\u00a0further information on regulatory and legal proceedings, including the Estonia \u00a0\n\t\t\t\t\tmatter, see note G27(c). \u00a0\n\t\t\t\t\tRestructuring costs include provisions for\u00a0severance pay in connection with termination\u00a0of employees\u00a0and provisions\u00a0for branch mergers and closure of \u00a0\n\t\t\t\t\toffice sites. \u00a0\n\t\t\t\t\tAt the beginning of 2022. Other provisions\u00a0included DKK 1.5\u00a0billion for\u00a0the expected financial impact of the potential\u00a0coordinated resolution with the \u00a0\n\t\t\t\t\tDanish and the US authorities\u00a0in relation\u00a0to the Estonia matter. During the third quarter of\u00a02022, Danske Bank was\u00a0in a position\u00a0to reliably estimate the \u00a0\n\t\t\t\t\tfinancial impact of\u00a0a potential coordinated\u00a0resolution with the Danish and US authorities,\u00a0and hence the provision was increased to DKK 15.5 billion. In \u00a0\n\t\t\t\t\tDecember 2022, Danske Bank reached coordinated resolutions with the Danish and US authorities\u00a0regarding the Estonia matter, resulting in total \u00a0\n\t\t\t\t\tsettlement of\u00a0DKK 15.3\u00a0billion, and\u00a0therefore DKK 0.2 billion of provisions was\u00a0reversed. Now\u00a0that the Group is able to reliably estimate both the timing \u00a0\n\t\t\t\t\tand amount of settlement,\u00a0the provision\u00a0has been transferred to other liabilities\u00a0as at 31 December 2022, with the settlement\u00a0for the Estonia\u00a0matter \u00a0\n\t\t\t\t\tpresented within Other liabilities\u00a0as at 31 December 2022. The settlement\u00a0for Estonia\u00a0was paid during\u00a0January 2023, see\u00a0note G27 for\u00a0more detail. \u00a0\n\t\t\t\t\tFurther, Other provisions includes a\u00a0provision of\u00a0DKK 0.3 billion (2021: DK 0.3 billion) for\u00a0restoration of\u00a0lease assets. \u00a0\n\t\t\t\t\tFurther analysis of\u00a0the movement in the expected credit loss provision is disclosed within the 'Reconciliation\u00a0of total allowance account\u2019 in note G15. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfOtherAssetsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4214": {
   "value": "G24. Other assets and Other liabilities \u00a0\n\t\t\t\t\tThe Group uses quantitative\u00a0and qualitative\u00a0materiality considerations\u00a0when aggregating\u00a0line items in the balance sheet\u00a0that are\u00a0not considered \u00a0\n\t\t\t\t\tindividually material. Such\u00a0line items are presented under Other assets or Other liabilities\u00a0and consist of net assets or net liabilities\u00a0in defined benefit \u00a0\n\t\t\t\t\tpension plans, investment property, tangible assets, right-of-use lease assets\u00a0and lease liabilities\u00a0and holdings\u00a0in associates. \u00a0\n\t\t\t\t\tThe Group uses clean pricing of\u00a0financial instruments, and\u00a0accrued interest\u00a0is therefore included\u00a0in Other\u00a0assets and Other liabilities.\u00a0In addition, \u00a0\n\t\t\t\t\tprepayments and\u00a0accrued income and expenses are included under Other assets and Other liabilities.\u00a0Other staff\u00a0commitments includes provisions for \u00a0\n\t\t\t\t\tholiday payments, variable remuneration,\u00a0severance pay\u00a0etc. The\u00a0provisions recognised represent\u00a0the compensation\u00a0that the\u00a0employee has earned and \u00a0\n\t\t\t\t\tthat is expected to\u00a0be paid to the employee. \u00a0Accounting policy \u00a0Defined benefit\u00a0pension plans \u00a0\n\t\t\t\t\tWhen the\u00a0Group has entered into defined benefit pension plans, the amounts payable are recognised on the basis of an actuarial computation\u00a0of the \u00a0\n\t\t\t\t\tpresent value of expected benefits. The present value is calculated on the basis of expected future trends in salaries and interest rates, the time of \u00a0\n\t\t\t\t\tretirement, mortality rates\u00a0and other factors. The present value of pension benefits less the fair value of pension assets is recognised as a pension \u00a0\n\t\t\t\t\tobligation for\u00a0each plan under Other liabilities.\u00a0If the net amount of a defined benefit pension plan is positive\u00a0and may be repaid to the Group or reduce \u00a0\n\t\t\t\t\tits future contributions\u00a0to the plan, the net amount is recognised under Other assets. The discount rate is determined by reference to yields on high- \u00a0\n\t\t\t\t\tquality corporate bonds with terms matching the terms of the pension obligations. \u00a0Right of\u00a0use lease assets and lease liabilities \u00a0\n\t\t\t\t\tThe Group recognise a right-of-use asset and a lease liability\u00a0at the commencement\u00a0date, for all lease agreements,\u00a0that the Group has entered into as \u00a0\n\t\t\t\t\tlessee, except short-term leases and leases of low value asset. The lease liability\u00a0is initially\u00a0measured at the present value\u00a0of the future payments\u00a0from \u00a0\n\t\t\t\t\tlease components, discounted using the\u00a0incremental borrowing\u00a0rate for the individual\u00a0lease. The lease liability\u00a0is subsequently\u00a0measured by increasing \u00a0\n\t\t\t\t\tthe carrying amount, to reflect interest and by reducing the carrying amount to reflect the lease payments\u00a0made. Further lease liabilities\u00a0are changed \u00a0\n\t\t\t\t\twhen remeasurements\u00a0are needed, corresponding adjustment is\u00a0the related right-of-use asset. Gain or\u00a0loss from a lease modification, (excluding \u00a0\n\t\t\t\t\tmodifications that\u00a0change the basis for determining\u00a0future lease\u00a0payments as a\u00a0result of\u00a0the Interest Rate Benchmark Reform) that are not accounte\u00a0d \u00a0\n\t\t\t\t\tfor as a separate lease, is recognised in profit and loss. If a lease modification\u00a0is necessary\u00a0as a direct consequence of the interest\u00a0rate benchmar\u00a0k \u00a0\n\t\t\t\t\treform, and the new basis for determining\u00a0the lease payments is\u00a0economically equivalent to the previous basis immediately\u00a0preceding the modification, \u00a0\n\t\t\t\t\tthen the\u00a0lease liability\u00a0shall be remeasured by discounting\u00a0the revised lease payments. The initial\u00a0right-of-use asset comprise the amount of the initial \u00a0\n\t\t\t\t\tmeasurement of the lease liability,\u00a0lease payments made at or before the commencement day, initial direct costs and costs to restore the underlyin\u00a0g \u00a0\n\t\t\t\t\tasset. The right-of-use asset are subsequently\u00a0measured at cost less accumulated\u00a0depreciation and impairment losses.\u00a0The right-of-use assets are \u00a0\n\t\t\t\t\tdepreciated over the shorter period of the lease term and the useful life of the underlying asset. When the Group is an intermediate\u00a0lessor, the Group \u00a0\n\t\t\t\t\taccounts for the head lease and the sublease as two separate contracts.\u00a0The sublease is\u00a0classified as\u00a0a finance\u00a0or operating\u00a0lease by reference to the \u00a0\n\t\t\t\t\tright-of-use asset arising from the head lease. \u00a0Investment property \u00a0\n\t\t\t\t\tInvestment property is\u00a0real property,\u00a0including real\u00a0property let under operating leases, which the Group owns for the purpose of receiving\u00a0rent and/or \u00a0\n\t\t\t\t\tobtaining capital\u00a0gains. Real\u00a0property with both domicile (occupied by\u00a0the Group\u2019s support, administrative\u00a0and back-office functions) and investme\u00a0n t \u00a0\n\t\t\t\t\tproperty elements is allocated proportionately\u00a0to the two categories if the elements\u00a0are separately\u00a0sellable. If\u00a0that is not the case, such real property is \u00a0\n\t\t\t\t\tclassified as\u00a0investment property if the Group occupies less than 10% of\u00a0the total floorage. Investment\u00a0property is recognised at fair value. Fair value \u00a0\n\t\t\t\t\tadjustments and\u00a0rental income are recognised under Other income. Real property taken over by the Group under non-performing\u00a0loan agreements that \u00a0\n\t\t\t\t\tis expected to be sold within 12 months\u00a0of classification\u00a0is valued in accordance with the principles\u00a0used for investment\u00a0property but presented as \u00a0\n\t\t\t\t\tAssets held for sale. \u00a0Tangible assets \u00a0\n\t\t\t\t\tTangible assets include domicile property and plant and equipment.\u00a0Plant and equipment\u00a0cover equipment,\u00a0vehicles, furniture, fixtures and leasehold \u00a0\n\t\t\t\t\timprovements. Tangible assets\u00a0also include lease assets, i.e. assets let under operating leases, except real property. Lease assets includes cars, lorries \u00a0\n\t\t\t\t\tand equipement.\u00a0Tangible assets\u00a0are measured\u00a0at cost and depreciated\u00a0over the estimated useful\u00a0life. The estimated useful life is 20-50 years for \u00a0\n\t\t\t\t\tdomicile property, 3-10 years for plant and equipment and three years for\u00a0lease assets. Depreciation\u00a0charges are recognised under Operating expenses. \u00a0\n\t\t\t\t\tTangible assets are\u00a0tested for\u00a0impairment if indications of impairment exist. An impaired asset is written down to its recoverable amount, which is the \u00a0\n\t\t\t\t\thigher of its fair value less costs to sell and its value in use. \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\tThe Group issues a number of loan commitments and guarantees. Such exposures are subject to impairment for excepted credit losses. Further \u00a0\n\t\t\t\t\tinformation can be\u00a0found in note G15. \u00a0\n\t\t\t\t\tOther provisions,\u00a0including litigations \u00a0\n\t\t\t\t\tProvisions for\u00a0other obligations,\u00a0such as lawsuits,\u00a0are recognised\u00a0if the obligation\u00a0is likely to\u00a0result in\u00a0a payment obligation and the amount can be \u00a0\n\t\t\t\t\tmeasured reliably.\u00a0Liabilities are\u00a0recognised at\u00a0the present value of expected payments. \u00a0G24. Other assets and Other liabilities continued \u00a0(a) Other assets\u00a0and other liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tOther assets* \u00a0\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t4,500 \u00a0\n\t\t\t\t\t3,450 \u00a0\n\t\t\t\t\tPrepayments, accruals and other amounts due \u00a0\n\t\t\t\t\t17,048 \u00a0\n\t\t\t\t\t18,558 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plan, net assets \u00a0\n\t\t\t\t\t1,486 \u00a0\n\t\t\t\t\t2,451 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t7,589 \u00a0\n\t\t\t\t\t8,583 \u00a0\n\t\t\t\t\tRight of use lease assets \u00a0\n\t\t\t\t\t2,615 \u00a0\n\t\t\t\t\t3,922 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t536 \u00a0\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,617 \u00a0\n\t\t\t\t\t39,433 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\tSundry creditors* \u00a0\n\t\t\t\t\t35,868 \u00a0\n\t\t\t\t\t38,970 \u00a0\n\t\t\t\t\tEstonia settlement* \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t7,634 \u00a0\n\t\t\t\t\t5,845 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plans, net liabilities \u00a0\n\t\t\t\t\t366 \u00a0\n\t\t\t\t\t441 \u00a0\n\t\t\t\t\tOther staff commitments \u00a0\n\t\t\t\t\t1,804 \u00a0\n\t\t\t\t\t1,986 \u00a0\n\t\t\t\t\tLease liabilities \u00a0\n\t\t\t\t\t2,743 \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees\u00a0etc. \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tReserves subject to a reimbursement obligation \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\tProvisions, including litigations* \u00a0\n\t\t\t\t\t2,677 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t69,024 \u00a0\n\t\t\t\t\t56,268 \u00a0\n\t\t\t\t\t*Provisions of DKK 2,221 million that were included within Sundry creditors as at 31 December 2021 have been reclassified to Provisions, including litigations, so as to present all \u00a0\n\t\t\t\t\tprovisions in the same line. Therefore comparatives for Sundry creditors and Provisions, other litigations have been reclassified. There is no change to the total balance of Other liabilities \u00a0\n\t\t\t\t\tin 2021. \u00a0\n\t\t\t\t\tInformation on defined benefit plans and holdings in associates is provided in notes G9 and G39, respectively. \u00a0\n\t\t\t\t\t(a) Further explanation other assets \u00a0\n\t\t\t\t\tInvestment property is recognised at fair\u00a0value, and any change in fair value is recognised through profit or loss under Other income. Information on the \u00a0\n\t\t\t\t\tmethod used\u00a0to determine the fair\u00a0value of\u00a0investment properties is\u00a0provided in note G34. \u00a0\n\t\t\t\t\tRight-of-use lease assets includes domicile property of DKK 2,615 million (2021: DKK 3,149 million) and other tangible assets of DKK 0\u00a0million (2021: \u00a0\n\t\t\t\t\tDKK 773 million).\u00a0The depreciation\u00a0charge is respectively\u00a0DKK 660 million\u00a0(2021: DKK 733 million) and DKK 0 million\u00a0(2021: DKK 111 million). The \u00a0\n\t\t\t\t\tinterest expense on the corresponding lease liability\u00a0is DKK\u00a050 million\u00a0(2021: DKK 63 million). There has been no significant impairment\u00a0losses of the \u00a0\n\t\t\t\t\tright-of-use lease assets in\u00a02022 and\u00a02021. \u00a0\n\t\t\t\t\tTangible assets consist primarily of lease assets (where the Group acts as lessor). Further,\u00a0it includes domicile property (not held for sale) amounting\u00a0to \u00a0\n\t\t\t\t\tDKK 119 million (2021: DKK 151 million). If indications\u00a0of impairment\u00a0exist, the properties are\u00a0written down to\u00a0the lower of the carrying\u00a0amount and its \u00a0\n\t\t\t\t\tvalue in\u00a0use determined\u00a0on the\u00a0basis of the rate of return used for investment\u00a0property. Note G34 provides more information. There was\u00a0no write-down \u00a0\n\t\t\t\t\tin 2022, nor in 2021. The fair value of the properties was DKK 267 million\u00a0(2021: DKK 297 million).\u00a0The required rate of return of 7.8% (2021: 7.8%) \u00a0\n\t\t\t\t\twas determined\u00a0in accordance with Danish FSA\u00a0rules. \u00a0G24. Other assets and Other liabilities continued \u00a0\n\t\t\t\t\t(b) Further explanation other liabilities \u00a0\n\t\t\t\t\tThe table below shows an analysis of provisions by class of provision \u00a0\n\t\t\t\t\tCustomer \u00a0\n\t\t\t\t\tRegulatory and\u00a0(Restructuring \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tremediations legal\u00a0proceedings \u00a0\n\t\t\t\t\tcost) \u00a0\n\t\t\t\t\tprovisions \u00a0\n\t\t\t\t\tProvisions (DKK millions) \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tBalance as at 1 January 2022 \u00a0\n\t\t\t\t\t603 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t327 \u00a0\n\t\t\t\t\t1,846 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tAdditional provisions made \u00a0\n\t\t\t\t\t1,769 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t43 \u00a0\n\t\t\t\t\t14,187 \u00a0\n\t\t\t\t\t16,000 \u00a0\n\t\t\t\t\tAmounts used \u00a0\n\t\t\t\t\t324 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tReversals \u00a0\n\t\t\t\t\t118 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t2\n\t\t\t\t\t249 \u00a0\n\t\t\t\t\t370 \u00a0\n\t\t\t\t\tTransfer to other liabililties \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-8 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-9 \u00a0\n\t\t\t\t\tBalance as at\u00a031 December 2022 \u00a0\n\t\t\t\t\t1,930 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t311 \u00a0\n\t\t\t\t\t433 \u00a0\n\t\t\t\t\t2,676 \u00a0\n\t\t\t\t\tCustomer remediation refers\u00a0to activities\u00a0to compensate customers for\u00a0losses or damages associated with a failure to comply with regulations or to \u00a0\n\t\t\t\t\ttreat customers\u00a0fairly. Customer remediation\u00a0is often initiated\u00a0by the Group in response to customer complaints and/or industry\u00a0developments in\u00a0sales \u00a0\n\t\t\t\t\tpractices and is not necessarily initiated by regulatory action. Customer remediation\u00a0includes the provision for customer compensation in the debt \u00a0\n\t\t\t\t\tcollection case,\u00a0issues with the Group\u2019s tax services and other investor protection\u00a0cases. The provision\u00a0for customer\u00a0remediation increased by DKK \u00a0\n\t\t\t\t\t1.6 billion during 2022 in relation to the Group\u2019s debt collection customers in\u00a0Denmark. DKK\u00a00.9 billion of the increase relates to\u00a0compensation to \u00a0\n\t\t\t\t\tcustomers, whilst the remaining DKK 0.7 billion relates to loan impairment charges (which includes part of the compensation to customers). The \u00a0\n\t\t\t\t\tmajority of the provision is\u00a0expected to be\u00a0utilised by\u00a0the end of 2023. \u00a0\n\t\t\t\t\tRegulatory and\u00a0legal proceedings\u00a0include civil court, arbitration or tribunal proceedings brought against companies within the Danske\u00a0Bank Group \u00a0\n\t\t\t\t\t(whether by way of claim or counterclaim)\u00a0or civil\u00a0disputes that may,\u00a0if not settled,\u00a0result in court, arbitration or tribunal\u00a0proceedings. Regulatory matters \u00a0\n\t\t\t\t\trefer to investigations,\u00a0reviews and other actions carried out by, or in response to the actions of,\u00a0regulators or\u00a0law enforcement agencies in connection \u00a0\n\t\t\t\t\twith alleged wrongdoing by companies within the Danske Bank Group. For\u00a0further information on regulatory and legal proceedings, including the Estonia \u00a0\n\t\t\t\t\tmatter, see note G27(c). \u00a0\n\t\t\t\t\tRestructuring costs include provisions for\u00a0severance pay in connection with termination\u00a0of employees\u00a0and provisions\u00a0for branch mergers and closure of \u00a0\n\t\t\t\t\toffice sites. \u00a0\n\t\t\t\t\tAt the beginning of 2022. Other provisions\u00a0included DKK 1.5\u00a0billion for\u00a0the expected financial impact of the potential\u00a0coordinated resolution with the \u00a0\n\t\t\t\t\tDanish and the US authorities\u00a0in relation\u00a0to the Estonia matter. During the third quarter of\u00a02022, Danske Bank was\u00a0in a position\u00a0to reliably estimate the \u00a0\n\t\t\t\t\tfinancial impact of\u00a0a potential coordinated\u00a0resolution with the Danish and US authorities,\u00a0and hence the provision was increased to DKK 15.5 billion. In \u00a0\n\t\t\t\t\tDecember 2022, Danske Bank reached coordinated resolutions with the Danish and US authorities\u00a0regarding the Estonia matter, resulting in total \u00a0\n\t\t\t\t\tsettlement of\u00a0DKK 15.3\u00a0billion, and\u00a0therefore DKK 0.2 billion of provisions was\u00a0reversed. Now\u00a0that the Group is able to reliably estimate both the timing \u00a0\n\t\t\t\t\tand amount of settlement,\u00a0the provision\u00a0has been transferred to other liabilities\u00a0as at 31 December 2022, with the settlement\u00a0for the Estonia\u00a0matter \u00a0\n\t\t\t\t\tpresented within Other liabilities\u00a0as at 31 December 2022. The settlement\u00a0for Estonia\u00a0was paid during\u00a0January 2023, see\u00a0note G27 for\u00a0more detail. \u00a0\n\t\t\t\t\tFurther, Other provisions includes a\u00a0provision of\u00a0DKK 0.3 billion (2021: DK 0.3 billion) for\u00a0restoration of\u00a0lease assets. \u00a0\n\t\t\t\t\tFurther analysis of\u00a0the movement in the expected credit loss provision is disclosed within the 'Reconciliation\u00a0of total allowance account\u2019 in note G15. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfOtherLiabilitiesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4217": {
   "value": "Accounting policy \u00a0Defined benefit\u00a0pension plans \u00a0\n\t\t\t\t\tWhen the\u00a0Group has entered into defined benefit pension plans, the amounts payable are recognised on the basis of an actuarial computation\u00a0of the \u00a0\n\t\t\t\t\tpresent value of expected benefits. The present value is calculated on the basis of expected future trends in salaries and interest rates, the time of \u00a0\n\t\t\t\t\tretirement, mortality rates\u00a0and other factors. The present value of pension benefits less the fair value of pension assets is recognised as a pension \u00a0\n\t\t\t\t\tobligation for\u00a0each plan under Other liabilities.\u00a0If the net amount of a defined benefit pension plan is positive\u00a0and may be repaid to the Group or reduce \u00a0\n\t\t\t\t\tits future contributions\u00a0to the plan, the net amount is recognised under Other assets. The discount rate is determined by reference to yields on high- \u00a0\n\t\t\t\t\tquality corporate bonds with terms matching the terms of the pension obligations. \u00a0Right of\u00a0use lease assets and lease liabilities \u00a0\n\t\t\t\t\tThe Group recognise a right-of-use asset and a lease liability\u00a0at the commencement\u00a0date, for all lease agreements,\u00a0that the Group has entered into as \u00a0\n\t\t\t\t\tlessee, except short-term leases and leases of low value asset. The lease liability\u00a0is initially\u00a0measured at the present value\u00a0of the future payments\u00a0from \u00a0\n\t\t\t\t\tlease components, discounted using the\u00a0incremental borrowing\u00a0rate for the individual\u00a0lease. The lease liability\u00a0is subsequently\u00a0measured by increasing \u00a0\n\t\t\t\t\tthe carrying amount, to reflect interest and by reducing the carrying amount to reflect the lease payments\u00a0made. Further lease liabilities\u00a0are changed \u00a0\n\t\t\t\t\twhen remeasurements\u00a0are needed, corresponding adjustment is\u00a0the related right-of-use asset. Gain or\u00a0loss from a lease modification, (excluding \u00a0\n\t\t\t\t\tmodifications that\u00a0change the basis for determining\u00a0future lease\u00a0payments as a\u00a0result of\u00a0the Interest Rate Benchmark Reform) that are not accounte\u00a0d \u00a0\n\t\t\t\t\tfor as a separate lease, is recognised in profit and loss. If a lease modification\u00a0is necessary\u00a0as a direct consequence of the interest\u00a0rate benchmar\u00a0k \u00a0\n\t\t\t\t\treform, and the new basis for determining\u00a0the lease payments is\u00a0economically equivalent to the previous basis immediately\u00a0preceding the modification, \u00a0\n\t\t\t\t\tthen the\u00a0lease liability\u00a0shall be remeasured by discounting\u00a0the revised lease payments. The initial\u00a0right-of-use asset comprise the amount of the initial \u00a0\n\t\t\t\t\tmeasurement of the lease liability,\u00a0lease payments made at or before the commencement day, initial direct costs and costs to restore the underlyin\u00a0g \u00a0\n\t\t\t\t\tasset. The right-of-use asset are subsequently\u00a0measured at cost less accumulated\u00a0depreciation and impairment losses.\u00a0The right-of-use assets are \u00a0\n\t\t\t\t\tdepreciated over the shorter period of the lease term and the useful life of the underlying asset. When the Group is an intermediate\u00a0lessor, the Group \u00a0\n\t\t\t\t\taccounts for the head lease and the sublease as two separate contracts.\u00a0The sublease is\u00a0classified as\u00a0a finance\u00a0or operating\u00a0lease by reference to the \u00a0\n\t\t\t\t\tright-of-use asset arising from the head lease. \u00a0Investment property \u00a0\n\t\t\t\t\tInvestment property is\u00a0real property,\u00a0including real\u00a0property let under operating leases, which the Group owns for the purpose of receiving\u00a0rent and/or \u00a0\n\t\t\t\t\tobtaining capital\u00a0gains. Real\u00a0property with both domicile (occupied by\u00a0the Group\u2019s support, administrative\u00a0and back-office functions) and investme\u00a0n t \u00a0\n\t\t\t\t\tproperty elements is allocated proportionately\u00a0to the two categories if the elements\u00a0are separately\u00a0sellable. If\u00a0that is not the case, such real property is \u00a0\n\t\t\t\t\tclassified as\u00a0investment property if the Group occupies less than 10% of\u00a0the total floorage. Investment\u00a0property is recognised at fair value. Fair value \u00a0\n\t\t\t\t\tadjustments and\u00a0rental income are recognised under Other income. Real property taken over by the Group under non-performing\u00a0loan agreements that \u00a0\n\t\t\t\t\tis expected to be sold within 12 months\u00a0of classification\u00a0is valued in accordance with the principles\u00a0used for investment\u00a0property but presented as \u00a0\n\t\t\t\t\tAssets held for sale. \u00a0Tangible assets \u00a0\n\t\t\t\t\tTangible assets include domicile property and plant and equipment.\u00a0Plant and equipment\u00a0cover equipment,\u00a0vehicles, furniture, fixtures and leasehold \u00a0\n\t\t\t\t\timprovements. Tangible assets\u00a0also include lease assets, i.e. assets let under operating leases, except real property. Lease assets includes cars, lorries \u00a0\n\t\t\t\t\tand equipement.\u00a0Tangible assets\u00a0are measured\u00a0at cost and depreciated\u00a0over the estimated useful\u00a0life. The estimated useful life is 20-50 years for \u00a0\n\t\t\t\t\tdomicile property, 3-10 years for plant and equipment and three years for\u00a0lease assets. Depreciation\u00a0charges are recognised under Operating expenses. \u00a0\n\t\t\t\t\tTangible assets are\u00a0tested for\u00a0impairment if indications of impairment exist. An impaired asset is written down to its recoverable amount, which is the \u00a0\n\t\t\t\t\thigher of its fair value less costs to sell and its value in use. \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\tThe Group issues a number of loan commitments and guarantees. Such exposures are subject to impairment for excepted credit losses. Further \u00a0\n\t\t\t\t\tinformation can be\u00a0found in note G15. \u00a0\n\t\t\t\t\tOther provisions,\u00a0including litigations \u00a0\n\t\t\t\t\tProvisions for\u00a0other obligations,\u00a0such as lawsuits,\u00a0are recognised\u00a0if the obligation\u00a0is likely to\u00a0result in\u00a0a payment obligation and the amount can be \u00a0\n\t\t\t\t\tmeasured reliably.\u00a0Liabilities are\u00a0recognised at\u00a0the present value of expected payments. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForTradeAndOtherPayablesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4218": {
   "value": "Tangible assets \u00a0\n\t\t\t\t\tTangible assets include domicile property and plant and equipment.\u00a0Plant and equipment\u00a0cover equipment,\u00a0vehicles, furniture, fixtures and leasehold \u00a0\n\t\t\t\t\timprovements. Tangible assets\u00a0also include lease assets, i.e. assets let under operating leases, except real property. Lease assets includes cars, lorries \u00a0\n\t\t\t\t\tand equipement.\u00a0Tangible assets\u00a0are measured\u00a0at cost and depreciated\u00a0over the estimated useful\u00a0life. The estimated useful life is 20-50 years for \u00a0\n\t\t\t\t\tdomicile property, 3-10 years for plant and equipment and three years for\u00a0lease assets. Depreciation\u00a0charges are recognised under Operating expenses. \u00a0\n\t\t\t\t\tTangible assets are\u00a0tested for\u00a0impairment if indications of impairment exist. An impaired asset is written down to its recoverable amount, which is the \u00a0\n\t\t\t\t\thigher of its fair value less costs to sell and its value in use. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForPropertyPlantAndEquipmentExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4219": {
   "value": "Other provisions,\u00a0including litigations \u00a0\n\t\t\t\t\tProvisions for\u00a0other obligations,\u00a0such as lawsuits,\u00a0are recognised\u00a0if the obligation\u00a0is likely to\u00a0result in\u00a0a payment obligation and the amount can be \u00a0\n\t\t\t\t\tmeasured reliably.\u00a0Liabilities are\u00a0recognised at\u00a0the present value of expected payments. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForProvisionsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4220": {
   "value": "(a) Other assets\u00a0and other liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tOther assets* \u00a0\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t4,500 \u00a0\n\t\t\t\t\t3,450 \u00a0\n\t\t\t\t\tPrepayments, accruals and other amounts due \u00a0\n\t\t\t\t\t17,048 \u00a0\n\t\t\t\t\t18,558 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plan, net assets \u00a0\n\t\t\t\t\t1,486 \u00a0\n\t\t\t\t\t2,451 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t7,589 \u00a0\n\t\t\t\t\t8,583 \u00a0\n\t\t\t\t\tRight of use lease assets \u00a0\n\t\t\t\t\t2,615 \u00a0\n\t\t\t\t\t3,922 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t536 \u00a0\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,617 \u00a0\n\t\t\t\t\t39,433 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\tSundry creditors* \u00a0\n\t\t\t\t\t35,868 \u00a0\n\t\t\t\t\t38,970 \u00a0\n\t\t\t\t\tEstonia settlement* \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t7,634 \u00a0\n\t\t\t\t\t5,845 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plans, net liabilities \u00a0\n\t\t\t\t\t366 \u00a0\n\t\t\t\t\t441 \u00a0\n\t\t\t\t\tOther staff commitments \u00a0\n\t\t\t\t\t1,804 \u00a0\n\t\t\t\t\t1,986 \u00a0\n\t\t\t\t\tLease liabilities \u00a0\n\t\t\t\t\t2,743 \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees\u00a0etc. \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tReserves subject to a reimbursement obligation \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\tProvisions, including litigations* \u00a0\n\t\t\t\t\t2,677 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t69,024 \u00a0\n\t\t\t\t\t56,268 \u00a0\n\t\t\t\t\t*Provisions of DKK 2,221 million that were included within Sundry creditors as at 31 December 2021 have been reclassified to Provisions, including litigations, so as to present all \u00a0\n\t\t\t\t\tprovisions in the same line. Therefore comparatives for Sundry creditors and Provisions, other litigations have been reclassified. There is no change to the total balance of Other liabilities \u00a0\n\t\t\t\t\tin 2021. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfTradeAndOtherReceivablesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4221": {
   "value": "(a) Other assets\u00a0and other liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tOther assets* \u00a0\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t4,500 \u00a0\n\t\t\t\t\t3,450 \u00a0\n\t\t\t\t\tPrepayments, accruals and other amounts due \u00a0\n\t\t\t\t\t17,048 \u00a0\n\t\t\t\t\t18,558 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plan, net assets \u00a0\n\t\t\t\t\t1,486 \u00a0\n\t\t\t\t\t2,451 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t7,589 \u00a0\n\t\t\t\t\t8,583 \u00a0\n\t\t\t\t\tRight of use lease assets \u00a0\n\t\t\t\t\t2,615 \u00a0\n\t\t\t\t\t3,922 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t536 \u00a0\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,617 \u00a0\n\t\t\t\t\t39,433 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\tSundry creditors* \u00a0\n\t\t\t\t\t35,868 \u00a0\n\t\t\t\t\t38,970 \u00a0\n\t\t\t\t\tEstonia settlement* \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t7,634 \u00a0\n\t\t\t\t\t5,845 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plans, net liabilities \u00a0\n\t\t\t\t\t366 \u00a0\n\t\t\t\t\t441 \u00a0\n\t\t\t\t\tOther staff commitments \u00a0\n\t\t\t\t\t1,804 \u00a0\n\t\t\t\t\t1,986 \u00a0\n\t\t\t\t\tLease liabilities \u00a0\n\t\t\t\t\t2,743 \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees\u00a0etc. \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tReserves subject to a reimbursement obligation \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\tProvisions, including litigations* \u00a0\n\t\t\t\t\t2,677 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t69,024 \u00a0\n\t\t\t\t\t56,268 \u00a0\n\t\t\t\t\t*Provisions of DKK 2,221 million that were included within Sundry creditors as at 31 December 2021 have been reclassified to Provisions, including litigations, so as to present all \u00a0\n\t\t\t\t\tprovisions in the same line. Therefore comparatives for Sundry creditors and Provisions, other litigations have been reclassified. There is no change to the total balance of Other liabilities \u00a0\n\t\t\t\t\tin 2021. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfPrepaymentsAndOtherAssetsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4222": {
   "value": "(a) Other assets\u00a0and other liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tOther assets* \u00a0\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t4,500 \u00a0\n\t\t\t\t\t3,450 \u00a0\n\t\t\t\t\tPrepayments, accruals and other amounts due \u00a0\n\t\t\t\t\t17,048 \u00a0\n\t\t\t\t\t18,558 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plan, net assets \u00a0\n\t\t\t\t\t1,486 \u00a0\n\t\t\t\t\t2,451 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t7,589 \u00a0\n\t\t\t\t\t8,583 \u00a0\n\t\t\t\t\tRight of use lease assets \u00a0\n\t\t\t\t\t2,615 \u00a0\n\t\t\t\t\t3,922 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t536 \u00a0\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,617 \u00a0\n\t\t\t\t\t39,433 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\tSundry creditors* \u00a0\n\t\t\t\t\t35,868 \u00a0\n\t\t\t\t\t38,970 \u00a0\n\t\t\t\t\tEstonia settlement* \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t7,634 \u00a0\n\t\t\t\t\t5,845 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plans, net liabilities \u00a0\n\t\t\t\t\t366 \u00a0\n\t\t\t\t\t441 \u00a0\n\t\t\t\t\tOther staff commitments \u00a0\n\t\t\t\t\t1,804 \u00a0\n\t\t\t\t\t1,986 \u00a0\n\t\t\t\t\tLease liabilities \u00a0\n\t\t\t\t\t2,743 \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees\u00a0etc. \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tReserves subject to a reimbursement obligation \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\tProvisions, including litigations* \u00a0\n\t\t\t\t\t2,677 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t69,024 \u00a0\n\t\t\t\t\t56,268 \u00a0\n\t\t\t\t\t*Provisions of DKK 2,221 million that were included within Sundry creditors as at 31 December 2021 have been reclassified to Provisions, including litigations, so as to present all \u00a0\n\t\t\t\t\tprovisions in the same line. Therefore comparatives for Sundry creditors and Provisions, other litigations have been reclassified. There is no change to the total balance of Other liabilities \u00a0\n\t\t\t\t\tin 2021. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfTradeAndOtherPayablesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4223": {
   "value": "(a) Other assets\u00a0and other liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tOther assets* \u00a0\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t4,500 \u00a0\n\t\t\t\t\t3,450 \u00a0\n\t\t\t\t\tPrepayments, accruals and other amounts due \u00a0\n\t\t\t\t\t17,048 \u00a0\n\t\t\t\t\t18,558 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plan, net assets \u00a0\n\t\t\t\t\t1,486 \u00a0\n\t\t\t\t\t2,451 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t7,589 \u00a0\n\t\t\t\t\t8,583 \u00a0\n\t\t\t\t\tRight of use lease assets \u00a0\n\t\t\t\t\t2,615 \u00a0\n\t\t\t\t\t3,922 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t536 \u00a0\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,617 \u00a0\n\t\t\t\t\t39,433 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\tSundry creditors* \u00a0\n\t\t\t\t\t35,868 \u00a0\n\t\t\t\t\t38,970 \u00a0\n\t\t\t\t\tEstonia settlement* \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t7,634 \u00a0\n\t\t\t\t\t5,845 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plans, net liabilities \u00a0\n\t\t\t\t\t366 \u00a0\n\t\t\t\t\t441 \u00a0\n\t\t\t\t\tOther staff commitments \u00a0\n\t\t\t\t\t1,804 \u00a0\n\t\t\t\t\t1,986 \u00a0\n\t\t\t\t\tLease liabilities \u00a0\n\t\t\t\t\t2,743 \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees\u00a0etc. \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tReserves subject to a reimbursement obligation \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\tProvisions, including litigations* \u00a0\n\t\t\t\t\t2,677 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t69,024 \u00a0\n\t\t\t\t\t56,268 \u00a0\n\t\t\t\t\t*Provisions of DKK 2,221 million that were included within Sundry creditors as at 31 December 2021 have been reclassified to Provisions, including litigations, so as to present all \u00a0\n\t\t\t\t\tprovisions in the same line. Therefore comparatives for Sundry creditors and Provisions, other litigations have been reclassified. There is no change to the total balance of Other liabilities \u00a0\n\t\t\t\t\tin 2021. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfAccruedExpensesAndOtherLiabilitiesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4224": {
   "value": "(a) Other assets\u00a0and other liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tOther assets* \u00a0\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t4,500 \u00a0\n\t\t\t\t\t3,450 \u00a0\n\t\t\t\t\tPrepayments, accruals and other amounts due \u00a0\n\t\t\t\t\t17,048 \u00a0\n\t\t\t\t\t18,558 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plan, net assets \u00a0\n\t\t\t\t\t1,486 \u00a0\n\t\t\t\t\t2,451 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t7,589 \u00a0\n\t\t\t\t\t8,583 \u00a0\n\t\t\t\t\tRight of use lease assets \u00a0\n\t\t\t\t\t2,615 \u00a0\n\t\t\t\t\t3,922 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t536 \u00a0\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,617 \u00a0\n\t\t\t\t\t39,433 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\tSundry creditors* \u00a0\n\t\t\t\t\t35,868 \u00a0\n\t\t\t\t\t38,970 \u00a0\n\t\t\t\t\tEstonia settlement* \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t7,634 \u00a0\n\t\t\t\t\t5,845 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plans, net liabilities \u00a0\n\t\t\t\t\t366 \u00a0\n\t\t\t\t\t441 \u00a0\n\t\t\t\t\tOther staff commitments \u00a0\n\t\t\t\t\t1,804 \u00a0\n\t\t\t\t\t1,986 \u00a0\n\t\t\t\t\tLease liabilities \u00a0\n\t\t\t\t\t2,743 \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees\u00a0etc. \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tReserves subject to a reimbursement obligation \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\tProvisions, including litigations* \u00a0\n\t\t\t\t\t2,677 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t69,024 \u00a0\n\t\t\t\t\t56,268 \u00a0\n\t\t\t\t\t*Provisions of DKK 2,221 million that were included within Sundry creditors as at 31 December 2021 have been reclassified to Provisions, including litigations, so as to present all \u00a0\n\t\t\t\t\tprovisions in the same line. Therefore comparatives for Sundry creditors and Provisions, other litigations have been reclassified. There is no change to the total balance of Other liabilities \u00a0\n\t\t\t\t\tin 2021. \u00a0(a) Further explanation other assets \u00a0\n\t\t\t\t\tInvestment property is recognised at fair\u00a0value, and any change in fair value is recognised through profit or loss under Other income. Information on the \u00a0\n\t\t\t\t\tmethod used\u00a0to determine the fair\u00a0value of\u00a0investment properties is\u00a0provided in note G34. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfInvestmentPropertyExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4227": {
   "value": "(a) Other assets\u00a0and other liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tOther assets* \u00a0\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t4,500 \u00a0\n\t\t\t\t\t3,450 \u00a0\n\t\t\t\t\tPrepayments, accruals and other amounts due \u00a0\n\t\t\t\t\t17,048 \u00a0\n\t\t\t\t\t18,558 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plan, net assets \u00a0\n\t\t\t\t\t1,486 \u00a0\n\t\t\t\t\t2,451 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t7,589 \u00a0\n\t\t\t\t\t8,583 \u00a0\n\t\t\t\t\tRight of use lease assets \u00a0\n\t\t\t\t\t2,615 \u00a0\n\t\t\t\t\t3,922 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t536 \u00a0\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,617 \u00a0\n\t\t\t\t\t39,433 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\tSundry creditors* \u00a0\n\t\t\t\t\t35,868 \u00a0\n\t\t\t\t\t38,970 \u00a0\n\t\t\t\t\tEstonia settlement* \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t7,634 \u00a0\n\t\t\t\t\t5,845 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plans, net liabilities \u00a0\n\t\t\t\t\t366 \u00a0\n\t\t\t\t\t441 \u00a0\n\t\t\t\t\tOther staff commitments \u00a0\n\t\t\t\t\t1,804 \u00a0\n\t\t\t\t\t1,986 \u00a0\n\t\t\t\t\tLease liabilities \u00a0\n\t\t\t\t\t2,743 \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees\u00a0etc. \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tReserves subject to a reimbursement obligation \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\tProvisions, including litigations* \u00a0\n\t\t\t\t\t2,677 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t69,024 \u00a0\n\t\t\t\t\t56,268 \u00a0\n\t\t\t\t\t*Provisions of DKK 2,221 million that were included within Sundry creditors as at 31 December 2021 have been reclassified to Provisions, including litigations, so as to present all \u00a0\n\t\t\t\t\tprovisions in the same line. Therefore comparatives for Sundry creditors and Provisions, other litigations have been reclassified. There is no change to the total balance of Other liabilities \u00a0\n\t\t\t\t\tin 2021. \u00a0Right-of-use lease assets includes domicile property of DKK 2,615 million (2021: DKK 3,149 million) and other tangible assets of DKK 0\u00a0million (2021: \u00a0\n\t\t\t\t\tDKK 773 million).\u00a0The depreciation\u00a0charge is respectively\u00a0DKK 660 million\u00a0(2021: DKK 733 million) and DKK 0 million\u00a0(2021: DKK 111 million). The \u00a0\n\t\t\t\t\tinterest expense on the corresponding lease liability\u00a0is DKK\u00a050 million\u00a0(2021: DKK 63 million). There has been no significant impairment\u00a0losses of the \u00a0\n\t\t\t\t\tright-of-use lease assets in\u00a02022 and\u00a02021. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfLeasesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4229": {
   "value": "(a) Other assets\u00a0and other liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tOther assets* \u00a0\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t4,500 \u00a0\n\t\t\t\t\t3,450 \u00a0\n\t\t\t\t\tPrepayments, accruals and other amounts due \u00a0\n\t\t\t\t\t17,048 \u00a0\n\t\t\t\t\t18,558 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plan, net assets \u00a0\n\t\t\t\t\t1,486 \u00a0\n\t\t\t\t\t2,451 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t7,589 \u00a0\n\t\t\t\t\t8,583 \u00a0\n\t\t\t\t\tRight of use lease assets \u00a0\n\t\t\t\t\t2,615 \u00a0\n\t\t\t\t\t3,922 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t536 \u00a0\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,617 \u00a0\n\t\t\t\t\t39,433 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\tSundry creditors* \u00a0\n\t\t\t\t\t35,868 \u00a0\n\t\t\t\t\t38,970 \u00a0\n\t\t\t\t\tEstonia settlement* \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t7,634 \u00a0\n\t\t\t\t\t5,845 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plans, net liabilities \u00a0\n\t\t\t\t\t366 \u00a0\n\t\t\t\t\t441 \u00a0\n\t\t\t\t\tOther staff commitments \u00a0\n\t\t\t\t\t1,804 \u00a0\n\t\t\t\t\t1,986 \u00a0\n\t\t\t\t\tLease liabilities \u00a0\n\t\t\t\t\t2,743 \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees\u00a0etc. \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tReserves subject to a reimbursement obligation \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\tProvisions, including litigations* \u00a0\n\t\t\t\t\t2,677 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t69,024 \u00a0\n\t\t\t\t\t56,268 \u00a0\n\t\t\t\t\t*Provisions of DKK 2,221 million that were included within Sundry creditors as at 31 December 2021 have been reclassified to Provisions, including litigations, so as to present all \u00a0\n\t\t\t\t\tprovisions in the same line. Therefore comparatives for Sundry creditors and Provisions, other litigations have been reclassified. There is no change to the total balance of Other liabilities \u00a0\n\t\t\t\t\tin 2021. \u00a0Tangible assets consist primarily of lease assets (where the Group acts as lessor). Further,\u00a0it includes domicile property (not held for sale) amounting\u00a0to \u00a0\n\t\t\t\t\tDKK 119 million (2021: DKK 151 million). If indications\u00a0of impairment\u00a0exist, the properties are\u00a0written down to\u00a0the lower of the carrying\u00a0amount and its \u00a0\n\t\t\t\t\tvalue in\u00a0use determined\u00a0on the\u00a0basis of the rate of return used for investment\u00a0property. Note G34 provides more information. There was\u00a0no write-down \u00a0\n\t\t\t\t\tin 2022, nor in 2021. The fair value of the properties was DKK 267 million\u00a0(2021: DKK 297 million).\u00a0The required rate of return of 7.8% (2021: 7.8%) \u00a0\n\t\t\t\t\twas determined\u00a0in accordance with Danish FSA\u00a0rules. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfPropertyPlantAndEquipmentExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4231": {
   "value": "(a) Other assets\u00a0and other liabilities\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tOther assets* \u00a0\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t4,500 \u00a0\n\t\t\t\t\t3,450 \u00a0\n\t\t\t\t\tPrepayments, accruals and other amounts due \u00a0\n\t\t\t\t\t17,048 \u00a0\n\t\t\t\t\t18,558 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plan, net assets \u00a0\n\t\t\t\t\t1,486 \u00a0\n\t\t\t\t\t2,451 \u00a0\n\t\t\t\t\tInvestment property \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\tTangible assets \u00a0\n\t\t\t\t\t7,589 \u00a0\n\t\t\t\t\t8,583 \u00a0\n\t\t\t\t\tRight of use lease assets \u00a0\n\t\t\t\t\t2,615 \u00a0\n\t\t\t\t\t3,922 \u00a0\n\t\t\t\t\tHoldings in associates \u00a0\n\t\t\t\t\t536 \u00a0\n\t\t\t\t\t206 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t35,617 \u00a0\n\t\t\t\t\t39,433 \u00a0\n\t\t\t\t\tOther liabilities \u00a0\n\t\t\t\t\tSundry creditors* \u00a0\n\t\t\t\t\t35,868 \u00a0\n\t\t\t\t\t38,970 \u00a0\n\t\t\t\t\tEstonia settlement* \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAccrued interest and commissions due \u00a0\n\t\t\t\t\t7,634 \u00a0\n\t\t\t\t\t5,845 \u00a0\n\t\t\t\t\tDefined benefit\u00a0pension plans, net liabilities \u00a0\n\t\t\t\t\t366 \u00a0\n\t\t\t\t\t441 \u00a0\n\t\t\t\t\tOther staff commitments \u00a0\n\t\t\t\t\t1,804 \u00a0\n\t\t\t\t\t1,986 \u00a0\n\t\t\t\t\tLease liabilities \u00a0\n\t\t\t\t\t2,743 \u00a0\n\t\t\t\t\t3,909 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees\u00a0etc. \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tReserves subject to a reimbursement obligation \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\tProvisions, including litigations* \u00a0\n\t\t\t\t\t2,677 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t69,024 \u00a0\n\t\t\t\t\t56,268 \u00a0\n\t\t\t\t\t*Provisions of DKK 2,221 million that were included within Sundry creditors as at 31 December 2021 have been reclassified to Provisions, including litigations, so as to present all \u00a0\n\t\t\t\t\tprovisions in the same line. Therefore comparatives for Sundry creditors and Provisions, other litigations have been reclassified. There is no change to the total balance of Other liabilities \u00a0\n\t\t\t\t\tin 2021. \u00a0G24. Other assets and Other liabilities continued \u00a0\n\t\t\t\t\t(b) Further explanation other liabilities \u00a0\n\t\t\t\t\tThe table below shows an analysis of provisions by class of provision \u00a0\n\t\t\t\t\tCustomer \u00a0\n\t\t\t\t\tRegulatory and\u00a0(Restructuring \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tremediations legal\u00a0proceedings \u00a0\n\t\t\t\t\tcost) \u00a0\n\t\t\t\t\tprovisions \u00a0\n\t\t\t\t\tProvisions (DKK millions) \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tBalance as at 1 January 2022 \u00a0\n\t\t\t\t\t603 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t327 \u00a0\n\t\t\t\t\t1,846 \u00a0\n\t\t\t\t\t2,778 \u00a0\n\t\t\t\t\tAdditional provisions made \u00a0\n\t\t\t\t\t1,769 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t43 \u00a0\n\t\t\t\t\t14,187 \u00a0\n\t\t\t\t\t16,000 \u00a0\n\t\t\t\t\tAmounts used \u00a0\n\t\t\t\t\t324 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t423 \u00a0\n\t\t\t\t\tReversals \u00a0\n\t\t\t\t\t118 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t2\n\t\t\t\t\t249 \u00a0\n\t\t\t\t\t370 \u00a0\n\t\t\t\t\tTransfer to other liabililties \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\t15,300 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-8 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-9 \u00a0\n\t\t\t\t\tBalance as at\u00a031 December 2022 \u00a0\n\t\t\t\t\t1,930 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t311 \u00a0\n\t\t\t\t\t433 \u00a0\n\t\t\t\t\t2,676 \u00a0\n\t\t\t\t\tCustomer remediation refers\u00a0to activities\u00a0to compensate customers for\u00a0losses or damages associated with a failure to comply with regulations or to \u00a0\n\t\t\t\t\ttreat customers\u00a0fairly. Customer remediation\u00a0is often initiated\u00a0by the Group in response to customer complaints and/or industry\u00a0developments in\u00a0sales \u00a0\n\t\t\t\t\tpractices and is not necessarily initiated by regulatory action. Customer remediation\u00a0includes the provision for customer compensation in the debt \u00a0\n\t\t\t\t\tcollection case,\u00a0issues with the Group\u2019s tax services and other investor protection\u00a0cases. The provision\u00a0for customer\u00a0remediation increased by DKK \u00a0\n\t\t\t\t\t1.6 billion during 2022 in relation to the Group\u2019s debt collection customers in\u00a0Denmark. DKK\u00a00.9 billion of the increase relates to\u00a0compensation to \u00a0\n\t\t\t\t\tcustomers, whilst the remaining DKK 0.7 billion relates to loan impairment charges (which includes part of the compensation to customers). The \u00a0\n\t\t\t\t\tmajority of the provision is\u00a0expected to be\u00a0utilised by\u00a0the end of 2023. \u00a0\n\t\t\t\t\tRegulatory and\u00a0legal proceedings\u00a0include civil court, arbitration or tribunal proceedings brought against companies within the Danske\u00a0Bank Group \u00a0\n\t\t\t\t\t(whether by way of claim or counterclaim)\u00a0or civil\u00a0disputes that may,\u00a0if not settled,\u00a0result in court, arbitration or tribunal\u00a0proceedings. Regulatory matters \u00a0\n\t\t\t\t\trefer to investigations,\u00a0reviews and other actions carried out by, or in response to the actions of,\u00a0regulators or\u00a0law enforcement agencies in connection \u00a0\n\t\t\t\t\twith alleged wrongdoing by companies within the Danske Bank Group. For\u00a0further information on regulatory and legal proceedings, including the Estonia \u00a0\n\t\t\t\t\tmatter, see note G27(c). \u00a0\n\t\t\t\t\tRestructuring costs include provisions for\u00a0severance pay in connection with termination\u00a0of employees\u00a0and provisions\u00a0for branch mergers and closure of \u00a0\n\t\t\t\t\toffice sites. \u00a0\n\t\t\t\t\tAt the beginning of 2022. Other provisions\u00a0included DKK 1.5\u00a0billion for\u00a0the expected financial impact of the potential\u00a0coordinated resolution with the \u00a0\n\t\t\t\t\tDanish and the US authorities\u00a0in relation\u00a0to the Estonia matter. During the third quarter of\u00a02022, Danske Bank was\u00a0in a position\u00a0to reliably estimate the \u00a0\n\t\t\t\t\tfinancial impact of\u00a0a potential coordinated\u00a0resolution with the Danish and US authorities,\u00a0and hence the provision was increased to DKK 15.5 billion. In \u00a0\n\t\t\t\t\tDecember 2022, Danske Bank reached coordinated resolutions with the Danish and US authorities\u00a0regarding the Estonia matter, resulting in total \u00a0\n\t\t\t\t\tsettlement of\u00a0DKK 15.3\u00a0billion, and\u00a0therefore DKK 0.2 billion of provisions was\u00a0reversed. Now\u00a0that the Group is able to reliably estimate both the timing \u00a0\n\t\t\t\t\tand amount of settlement,\u00a0the provision\u00a0has been transferred to other liabilities\u00a0as at 31 December 2022, with the settlement\u00a0for the Estonia\u00a0matter \u00a0\n\t\t\t\t\tpresented within Other liabilities\u00a0as at 31 December 2022. The settlement\u00a0for Estonia\u00a0was paid during\u00a0January 2023, see\u00a0note G27 for\u00a0more detail. \u00a0\n\t\t\t\t\tFurther, Other provisions includes a\u00a0provision of\u00a0DKK 0.3 billion (2021: DK 0.3 billion) for\u00a0restoration of\u00a0lease assets. \u00a0\n\t\t\t\t\tFurther analysis of\u00a0the movement in the expected credit loss provision is disclosed within the 'Reconciliation\u00a0of total allowance account\u2019 in note G15. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfProvisionsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4233": {
   "value": "G25. Equity \u00a0\n\t\t\t\t\tEquity is\u00a0the residual\u00a0interest in the assets after deducting all liabilities\u00a0recognised in the balance sheet. Equity is divided\u00a0between capital and reserves \u00a0\n\t\t\t\t\tthat are attributable\u00a0to holders of shares issued by the Group (owners of Danske\u00a0Bank A/S) and other parties holding\u00a0an interest in\u00a0the net assets of the \u00a0\n\t\t\t\t\tGroup. \u00a0\n\t\t\t\t\tAt the end of\u00a02022, the nominal value of issued additional tier 1 capital in Danske\u00a0Bank Group amounted\u00a0to DKK 15,676 million (2021: DKK 20,331 \u00a0\n\t\t\t\t\tmillion) of which DKK 0.0 million (2021: DKK 5,577 million)\u00a0is accounted\u00a0for as equity instruments\u00a0and DKK 15,676 million (2021: 14,754 million) as \u00a0\n\t\t\t\t\tliability instruments, see\u00a0note G22. Danske Bank A/S may, at its sole discretion, omit interest\u00a0and principal payments to bondholders.\u00a0Additional tier 1 \u00a0\n\t\t\t\t\tcapital that are accounted for as equity instruments\u00a0are included in equity as a non-controlling\u00a0interest. This means that equity was\u00a0increased at\u00a0the time \u00a0\n\t\t\t\t\tof issue by the net proceeds received.\u00a0When interest is paid, the amount paid to investors reduces equity at the time of payment and does not affect\u00a0net \u00a0\n\t\t\t\t\tprofit. If the Group decides to repay the capital,\u00a0equity will be reduced by the redemption amount at the time of redemption.\u00a0The capital issued is include\u00a0d \u00a0\n\t\t\t\t\tin tier 1 capital instruments\u00a0in the\u00a0statement of\u00a0capital as it meets the criteria of the CRR for such instruments. \u00a0Accounting policy \u00a0\n\t\t\t\t\tEquity is the\u00a0residual interest in\u00a0recognised assets after deduction of recognised liabilities. In this context, the following items are of particular interest: \u00a0\n\t\t\t\t\tOwn shares \u00a0\n\t\t\t\t\tAmounts received\u00a0or paid\u00a0for the\u00a0Group\u2019s sale or purchase of Danske Bank shares are recognised directly in equity\u00a0under transactions\u00a0with owners. \u00a0\n\t\t\t\t\tThe same applies to premiums received or paid for derivatives\u00a0entailing settlement in\u00a0own shares. A capital reduction by cancellation\u00a0of own shares \u00a0\n\t\t\t\t\twill lower the share capital by an amount equal to the nominal value of the shares at\u00a0the time of\u00a0registration of\u00a0the capital reduction. \u00a0\n\t\t\t\t\tAdditional tier\u00a01 capital \u00a0\n\t\t\t\t\tThe capital instruments accounted for\u00a0as equity\u00a0instruments include no contractual obligation to deliver cash\u00a0or another\u00a0financial asset\u00a0to the holders, \u00a0\n\t\t\t\t\tas Danske\u00a0Bank A/S may, at its sole discretion,\u00a0omit payment of\u00a0interest and principal payments to the bondholders. Therefore, the issue does not fall \u00a0\n\t\t\t\t\tunder the definition\u00a0of financial liabilities\u00a0under IAS 32. The net amount received at the time of issue is recognised as an increase in equity. Interes\u00a0t \u00a0\n\t\t\t\t\tpayments are\u00a0accounted for as dividends,\u00a0which are recognised directly in equity at the time the payment obligation arises. If Danske Bank A/S chooses \u00a0\n\t\t\t\t\tto redeem the bonds, equity will be\u00a0reduced by\u00a0the redemption amount at the time of redemption. Amounts received or\u00a0paid for\u00a0the sale or acquisitio\u00a0n \u00a0\n\t\t\t\t\tof own holdings of additional tier 1 capital instruments are recognised directly in equity, similarly\u00a0to holdings of own shares. \u00a0\n\t\t\t\t\t(a) Further explanation \u00a0\n\t\t\t\t\tEquity consists\u00a0of various components, including the accumulated balance of\u00a0each class of other comprehensive\u00a0income, retained earnings and issued \u00a0\n\t\t\t\t\tadditional tier\u00a01 capital. The various components\u00a0of equity\u00a0are described\u00a0below. Tax on items recognised directly in equity is recognised under Retaine\u00a0d \u00a0\n\t\t\t\t\tearnings. \u00a0Foreign currency translation\u00a0reserve \u00a0\n\t\t\t\t\tAssets and liabilities\u00a0of units outside\u00a0Denmark are\u00a0translated into\u00a0DKK at the applicable\u00a0exchange rates at\u00a0the balance sheet date. Income and expenses \u00a0\n\t\t\t\t\tare translated\u00a0at the applicable\u00a0exchange rates at the transaction date. Gains and losses arising at the translation\u00a0of net investments\u00a0in units outside \u00a0\n\t\t\t\t\tDenmark are recognised under Other comprehensive\u00a0income and recognised in the foreign currency translation reserve in\u00a0equity. Net\u00a0investments \u00a0\n\t\t\t\t\tinclude the net\u00a0assets and goodwill of\u00a0the units as well as holdings in the form of\u00a0subordinated loan\u00a0capital and other loans to the units\u00a0for which\u00a0settlement \u00a0\n\t\t\t\t\tis neither planned nor likely to occur in the foreseeable future. Exchange rate adjustments\u00a0of financial\u00a0liabilities used\u00a0for hedging the Group\u2019s net \u00a0\n\t\t\t\t\tinvestments are\u00a0also recognised under Other comprehensive\u00a0income and in the foreign currency translation\u00a0reserve. Further information\u00a0can be found \u00a0\n\t\t\t\t\tin Note G12(d). \u00a0\n\t\t\t\t\tIf the net investment\u00a0in a unit outside Denmark is sold, translation\u00a0differences, including\u00a0the impact from hedge, are reclassified from Other \u00a0\n\t\t\t\t\tcomprehensive income to\u00a0the income statement. \u00a0\n\t\t\t\t\tReserve for bonds at fair value through other comprehensive\u00a0income \u00a0\n\t\t\t\t\tThe reserve covers unrealised fair\u00a0value adjustments, other\u00a0than expected credit losses and\u00a0foreign exchanges\u00a0gains and losses, of bonds measured at \u00a0\n\t\t\t\t\tfair value through other comprehensive\u00a0income. Unrealised\u00a0fair value adjustments\u00a0of hedged interest rate risks that qualify for fair value hedge accounting \u00a0\n\t\t\t\t\tare recognised in the income statement\u00a0and are not included\u00a0in the\u00a0reserve. When bonds are sold, the Group reclassifies unrealised value adjustments \u00a0\n\t\t\t\t\tfrom the reserve to the income statement. \u00a0\n\t\t\t\t\tProposed dividends \u00a0\n\t\t\t\t\tThe Board of\u00a0Directors\u2019 proposal\u00a0for dividends\u00a0for the\u00a0year submitted\u00a0to the general meeting\u00a0is included\u00a0as a separate\u00a0reserve in equity.\u00a0The dividend\u00a0s \u00a0\n\t\t\t\t\tare recognised\u00a0as a liability\u00a0when the general meeting\u00a0has adopted\u00a0the proposal. \u00a0G25. Equity continued \u00a0Share-based payments \u00a0\n\t\t\t\t\tShare-based payments\u00a0by the Group are settled in Danske Bank shares. The fair value at the grant date is expensed over the vesting period and set off \u00a0\n\t\t\t\t\tagainst equity.\u00a0At the time of exercise, payments\u00a0by employees\u00a0are recognised as an increase in equity.\u00a0As with other purchases of Danske Bank shares, \u00a0\n\t\t\t\t\tshares acquired for hedging\u00a0purposes reduce equity by\u00a0the amount paid. \u00a0\n\t\t\t\t\tNon-controlling interests \u00a0\n\t\t\t\t\tNon-controlling interests\u2019\u00a0share of equity equals the carrying amounts of the net assets in group undertakings\u00a0not owned directly or indirectly by Danske \u00a0\n\t\t\t\t\tBank A/S. Non-controlling\u00a0interests amounted to\u00a0DKK 0\u00a0million (2021:\u00a0DKK 0\u00a0million) and\u00a0are presented\u00a0under \u2018Additional\u00a0tier 1 capital\u2019 as other holders \u00a0\n\t\t\t\t\tof equity\u00a0than shareholders\u00a0of the parent company. \u00a0\n\t\t\t\t\tAdditional tier\u00a01 capital holders \u00a0\n\t\t\t\t\tThis reserve includes the net proceed received at the time of issuance and accrued interest not yet paid to the holders of the capital. \u00a0\n\t\t\t\t\tAs described above, Danske Bank A/S may, at its sole discretion,\u00a0cancel interest payments to\u00a0additional tier\u00a01 bond holders\u00a0(equity accounted\u00a0as well as \u00a0\n\t\t\t\t\tliability accounted bonds).\u00a0Any interest payments must be paid out of\u00a0distributable items,\u00a0which primarily\u00a0consist of\u00a0retained earnings at\u00a0Danske Bank \u00a0\n\t\t\t\t\tA/S and\u00a0Danske Bank\u00a0Group (see section 6.4.3 of Risk Management 2022 for further information).\u00a0The additional tier 1\u00a0capital will be either writte\u00a0n \u00a0\n\t\t\t\t\tdown temporarily\u00a0or converted\u00a0into a variable number of shares (depending on\u00a0if the common equity tier 1 ratio falls below 7% for Danske Bank A/S or \u00a0\n\t\t\t\t\tDanske Bank Group). The ratio at year-end is disclosed in the statement of capital for Danske Bank A/S and Danske Bank Group. Bonds that are \u00a0\n\t\t\t\t\ttemporarily written\u00a0down are accounted for as equity,\u00a0while bonds that convert into a\u00a0variable number of\u00a0ordinary shares\u00a0are accounted for\u00a0as liabilitie s \u00a0\n\t\t\t\t\t(included in note G22). \u00a0\n\t\t\t\t\tAt the end of 2022, the fair value of the outstanding\u00a0equity accounted additional tier 1 capital amounted to\u00a0DKK 0\u00a0million (2021:\u00a0DKK 5,655 million). \u00a0\n\t\t\t\t\tIn April 2022, the Group redeemed EUR 750 million of additional\u00a0tier 1 capital, which led to a reduction in shareholders\u2019\u00a0equity of\u00a0DKK 5,419 million. In \u00a0\n\t\t\t\t\tNovember 2021, the Group redeemed DKK 3,000 million of additional tier 1 capital,\u00a0which led to a reduction in shareholders\u2019 equity of DKK 3,000 million. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfReservesAndOtherEquityInterestExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4235": {
   "value": "G25. Equity \u00a0\n\t\t\t\t\tEquity is\u00a0the residual\u00a0interest in the assets after deducting all liabilities\u00a0recognised in the balance sheet. Equity is divided\u00a0between capital and reserves \u00a0\n\t\t\t\t\tthat are attributable\u00a0to holders of shares issued by the Group (owners of Danske\u00a0Bank A/S) and other parties holding\u00a0an interest in\u00a0the net assets of the \u00a0\n\t\t\t\t\tGroup. \u00a0\n\t\t\t\t\tAt the end of\u00a02022, the nominal value of issued additional tier 1 capital in Danske\u00a0Bank Group amounted\u00a0to DKK 15,676 million (2021: DKK 20,331 \u00a0\n\t\t\t\t\tmillion) of which DKK 0.0 million (2021: DKK 5,577 million)\u00a0is accounted\u00a0for as equity instruments\u00a0and DKK 15,676 million (2021: 14,754 million) as \u00a0\n\t\t\t\t\tliability instruments, see\u00a0note G22. Danske Bank A/S may, at its sole discretion, omit interest\u00a0and principal payments to bondholders.\u00a0Additional tier 1 \u00a0\n\t\t\t\t\tcapital that are accounted for as equity instruments\u00a0are included in equity as a non-controlling\u00a0interest. This means that equity was\u00a0increased at\u00a0the time \u00a0\n\t\t\t\t\tof issue by the net proceeds received.\u00a0When interest is paid, the amount paid to investors reduces equity at the time of payment and does not affect\u00a0net \u00a0\n\t\t\t\t\tprofit. If the Group decides to repay the capital,\u00a0equity will be reduced by the redemption amount at the time of redemption.\u00a0The capital issued is include\u00a0d \u00a0\n\t\t\t\t\tin tier 1 capital instruments\u00a0in the\u00a0statement of\u00a0capital as it meets the criteria of the CRR for such instruments. \u00a0Accounting policy \u00a0\n\t\t\t\t\tEquity is the\u00a0residual interest in\u00a0recognised assets after deduction of recognised liabilities. In this context, the following items are of particular interest: \u00a0\n\t\t\t\t\tOwn shares \u00a0\n\t\t\t\t\tAmounts received\u00a0or paid\u00a0for the\u00a0Group\u2019s sale or purchase of Danske Bank shares are recognised directly in equity\u00a0under transactions\u00a0with owners. \u00a0\n\t\t\t\t\tThe same applies to premiums received or paid for derivatives\u00a0entailing settlement in\u00a0own shares. A capital reduction by cancellation\u00a0of own shares \u00a0\n\t\t\t\t\twill lower the share capital by an amount equal to the nominal value of the shares at\u00a0the time of\u00a0registration of\u00a0the capital reduction. \u00a0\n\t\t\t\t\tAdditional tier\u00a01 capital \u00a0\n\t\t\t\t\tThe capital instruments accounted for\u00a0as equity\u00a0instruments include no contractual obligation to deliver cash\u00a0or another\u00a0financial asset\u00a0to the holders, \u00a0\n\t\t\t\t\tas Danske\u00a0Bank A/S may, at its sole discretion,\u00a0omit payment of\u00a0interest and principal payments to the bondholders. Therefore, the issue does not fall \u00a0\n\t\t\t\t\tunder the definition\u00a0of financial liabilities\u00a0under IAS 32. The net amount received at the time of issue is recognised as an increase in equity. Interes\u00a0t \u00a0\n\t\t\t\t\tpayments are\u00a0accounted for as dividends,\u00a0which are recognised directly in equity at the time the payment obligation arises. If Danske Bank A/S chooses \u00a0\n\t\t\t\t\tto redeem the bonds, equity will be\u00a0reduced by\u00a0the redemption amount at the time of redemption. Amounts received or\u00a0paid for\u00a0the sale or acquisitio\u00a0n \u00a0\n\t\t\t\t\tof own holdings of additional tier 1 capital instruments are recognised directly in equity, similarly\u00a0to holdings of own shares. \u00a0\n\t\t\t\t\t(a) Further explanation \u00a0\n\t\t\t\t\tEquity consists\u00a0of various components, including the accumulated balance of\u00a0each class of other comprehensive\u00a0income, retained earnings and issued \u00a0\n\t\t\t\t\tadditional tier\u00a01 capital. The various components\u00a0of equity\u00a0are described\u00a0below. Tax on items recognised directly in equity is recognised under Retaine\u00a0d \u00a0\n\t\t\t\t\tearnings. \u00a0Foreign currency translation\u00a0reserve \u00a0\n\t\t\t\t\tAssets and liabilities\u00a0of units outside\u00a0Denmark are\u00a0translated into\u00a0DKK at the applicable\u00a0exchange rates at\u00a0the balance sheet date. Income and expenses \u00a0\n\t\t\t\t\tare translated\u00a0at the applicable\u00a0exchange rates at the transaction date. Gains and losses arising at the translation\u00a0of net investments\u00a0in units outside \u00a0\n\t\t\t\t\tDenmark are recognised under Other comprehensive\u00a0income and recognised in the foreign currency translation reserve in\u00a0equity. Net\u00a0investments \u00a0\n\t\t\t\t\tinclude the net\u00a0assets and goodwill of\u00a0the units as well as holdings in the form of\u00a0subordinated loan\u00a0capital and other loans to the units\u00a0for which\u00a0settlement \u00a0\n\t\t\t\t\tis neither planned nor likely to occur in the foreseeable future. Exchange rate adjustments\u00a0of financial\u00a0liabilities used\u00a0for hedging the Group\u2019s net \u00a0\n\t\t\t\t\tinvestments are\u00a0also recognised under Other comprehensive\u00a0income and in the foreign currency translation\u00a0reserve. Further information\u00a0can be found \u00a0\n\t\t\t\t\tin Note G12(d). \u00a0\n\t\t\t\t\tIf the net investment\u00a0in a unit outside Denmark is sold, translation\u00a0differences, including\u00a0the impact from hedge, are reclassified from Other \u00a0\n\t\t\t\t\tcomprehensive income to\u00a0the income statement. \u00a0\n\t\t\t\t\tReserve for bonds at fair value through other comprehensive\u00a0income \u00a0\n\t\t\t\t\tThe reserve covers unrealised fair\u00a0value adjustments, other\u00a0than expected credit losses and\u00a0foreign exchanges\u00a0gains and losses, of bonds measured at \u00a0\n\t\t\t\t\tfair value through other comprehensive\u00a0income. Unrealised\u00a0fair value adjustments\u00a0of hedged interest rate risks that qualify for fair value hedge accounting \u00a0\n\t\t\t\t\tare recognised in the income statement\u00a0and are not included\u00a0in the\u00a0reserve. When bonds are sold, the Group reclassifies unrealised value adjustments \u00a0\n\t\t\t\t\tfrom the reserve to the income statement. \u00a0\n\t\t\t\t\tProposed dividends \u00a0\n\t\t\t\t\tThe Board of\u00a0Directors\u2019 proposal\u00a0for dividends\u00a0for the\u00a0year submitted\u00a0to the general meeting\u00a0is included\u00a0as a separate\u00a0reserve in equity.\u00a0The dividend\u00a0s \u00a0\n\t\t\t\t\tare recognised\u00a0as a liability\u00a0when the general meeting\u00a0has adopted\u00a0the proposal. \u00a0G25. Equity continued \u00a0Share-based payments \u00a0\n\t\t\t\t\tShare-based payments\u00a0by the Group are settled in Danske Bank shares. The fair value at the grant date is expensed over the vesting period and set off \u00a0\n\t\t\t\t\tagainst equity.\u00a0At the time of exercise, payments\u00a0by employees\u00a0are recognised as an increase in equity.\u00a0As with other purchases of Danske Bank shares, \u00a0\n\t\t\t\t\tshares acquired for hedging\u00a0purposes reduce equity by\u00a0the amount paid. \u00a0\n\t\t\t\t\tNon-controlling interests \u00a0\n\t\t\t\t\tNon-controlling interests\u2019\u00a0share of equity equals the carrying amounts of the net assets in group undertakings\u00a0not owned directly or indirectly by Danske \u00a0\n\t\t\t\t\tBank A/S. Non-controlling\u00a0interests amounted to\u00a0DKK 0\u00a0million (2021:\u00a0DKK 0\u00a0million) and\u00a0are presented\u00a0under \u2018Additional\u00a0tier 1 capital\u2019 as other holders \u00a0\n\t\t\t\t\tof equity\u00a0than shareholders\u00a0of the parent company. \u00a0\n\t\t\t\t\tAdditional tier\u00a01 capital holders \u00a0\n\t\t\t\t\tThis reserve includes the net proceed received at the time of issuance and accrued interest not yet paid to the holders of the capital. \u00a0\n\t\t\t\t\tAs described above, Danske Bank A/S may, at its sole discretion,\u00a0cancel interest payments to\u00a0additional tier\u00a01 bond holders\u00a0(equity accounted\u00a0as well as \u00a0\n\t\t\t\t\tliability accounted bonds).\u00a0Any interest payments must be paid out of\u00a0distributable items,\u00a0which primarily\u00a0consist of\u00a0retained earnings at\u00a0Danske Bank \u00a0\n\t\t\t\t\tA/S and\u00a0Danske Bank\u00a0Group (see section 6.4.3 of Risk Management 2022 for further information).\u00a0The additional tier 1\u00a0capital will be either writte\u00a0n \u00a0\n\t\t\t\t\tdown temporarily\u00a0or converted\u00a0into a variable number of shares (depending on\u00a0if the common equity tier 1 ratio falls below 7% for Danske Bank A/S or \u00a0\n\t\t\t\t\tDanske Bank Group). The ratio at year-end is disclosed in the statement of capital for Danske Bank A/S and Danske Bank Group. Bonds that are \u00a0\n\t\t\t\t\ttemporarily written\u00a0down are accounted for as equity,\u00a0while bonds that convert into a\u00a0variable number of\u00a0ordinary shares\u00a0are accounted for\u00a0as liabilitie s \u00a0\n\t\t\t\t\t(included in note G22). \u00a0\n\t\t\t\t\tAt the end of 2022, the fair value of the outstanding\u00a0equity accounted additional tier 1 capital amounted to\u00a0DKK 0\u00a0million (2021:\u00a0DKK 5,655 million). \u00a0\n\t\t\t\t\tIn April 2022, the Group redeemed EUR 750 million of additional\u00a0tier 1 capital, which led to a reduction in shareholders\u2019\u00a0equity of\u00a0DKK 5,419 million. In \u00a0\n\t\t\t\t\tNovember 2021, the Group redeemed DKK 3,000 million of additional tier 1 capital,\u00a0which led to a reduction in shareholders\u2019 equity of DKK 3,000 million. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfShareCapitalReservesAndOtherEquityInterestExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4237": {
   "value": "Proposed dividends \u00a0\n\t\t\t\t\tThe Board of\u00a0Directors\u2019 proposal\u00a0for dividends\u00a0for the\u00a0year submitted\u00a0to the general meeting\u00a0is included\u00a0as a separate\u00a0reserve in equity.\u00a0The dividend\u00a0s \u00a0\n\t\t\t\t\tare recognised\u00a0as a liability\u00a0when the general meeting\u00a0has adopted\u00a0the proposal. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForDividendsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4238": {
   "value": "Non-controlling interests \u00a0\n\t\t\t\t\tNon-controlling interests\u2019\u00a0share of equity equals the carrying amounts of the net assets in group undertakings\u00a0not owned directly or indirectly by Danske \u00a0\n\t\t\t\t\tBank A/S. Non-controlling\u00a0interests amounted to\u00a0DKK 0\u00a0million (2021:\u00a0DKK 0\u00a0million) and\u00a0are presented\u00a0under \u2018Additional\u00a0tier 1 capital\u2019 as other holders \u00a0\n\t\t\t\t\tof equity\u00a0than shareholders\u00a0of the parent company. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfNoncontrollingInterestsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4239": {
   "value": "Non-controlling interests \u00a0\n\t\t\t\t\tNon-controlling interests\u2019\u00a0share of equity equals the carrying amounts of the net assets in group undertakings\u00a0not owned directly or indirectly by Danske \u00a0\n\t\t\t\t\tBank A/S. Non-controlling\u00a0interests amounted to\u00a0DKK 0\u00a0million (2021:\u00a0DKK 0\u00a0million) and\u00a0are presented\u00a0under \u2018Additional\u00a0tier 1 capital\u2019 as other holders \u00a0\n\t\t\t\t\tof equity\u00a0than shareholders\u00a0of the parent company. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForTransactionsWithNoncontrollingInterestsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4240": {
   "value": "G26. Note to the cash flow statement \u00a0\n\t\t\t\t\tThis note provides further information\u00a0on the cash flow statement,\u00a0including a\u00a0reconciliation of\u00a0the cash flows arising from financing activities. \u00a0Accounting policy \u00a0\n\t\t\t\t\tThe cash flow statement\u00a0is prepared\u00a0according to the indirect method. The statement is based on\u00a0pre-tax profit for the year and shows the cash flows \u00a0\n\t\t\t\t\tfrom operating,\u00a0investing and\u00a0financing activities\u00a0as well as the increase or decrease in cash and cash equivalents\u00a0during the\u00a0year. Cash and cash \u00a0\n\t\t\t\t\tequivalents consists\u00a0of cash in hand and demand deposits with central banks\u00a0as well as amounts due from credit institutions\u00a0and central banks with an \u00a0\n\t\t\t\t\toriginal maturity shorter than three months. \u00a0\n\t\t\t\t\tIn the\u00a0cash flow statement,\u00a0cash flows are divided into cash flows from operations,\u00a0investing activities\u00a0and financing\u00a0activities. Investing activities includ\u00a0e \u00a0\n\t\t\t\t\tcash flows from the sale or acquisition\u00a0of tangible\u00a0and intangible assets as\u00a0well as businesses. Financing\u00a0activities include cash\u00a0flows from the Group\u2019s \u00a0\n\t\t\t\t\tissued non-preferred senior bonds, subordinated\u00a0debt, additional\u00a0tier 1 capital (both liability-\u00a0and equity-accounted\u00a0bonds) and\u00a0share capital. \u00a0\n\t\t\t\t\tAll credit institutions\u00a0and insurance companies supervised by national FSAs are subject to local statutory capital requirements.\u00a0These requirements \u00a0\n\t\t\t\t\trestrict intra-group\u00a0facilities. Note G31 provides information on amounts due from\u00a0credit institutions\u00a0that are provided as collateral for liabilities\u00a0or \u00a0\n\t\t\t\t\tcontingent liabilities. \u00a0\n\t\t\t\t\tAdjustment for non-cash\u00a0operating items (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tUnrealised income from holdings in associates \u00a0\n\t\t\t\t\t-8 \u00a0\n\t\t\t\t\t-175 \u00a0\n\t\t\t\t\tAmortisation/depreciation of\u00a0intangible, tangible and right-of-use assets \u00a0\n\t\t\t\t\t4,706 \u00a0\n\t\t\t\t\t4,876 \u00a0\n\t\t\t\t\tImpairment charge on goodwill \u00a0\n\t\t\t\t\t1,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoan impairment charges \u00a0\n\t\t\t\t\t1,502 \u00a0\n\t\t\t\t\t141 \u00a0\n\t\t\t\t\tProvisions \u00a0\n\t\t\t\t\t13,800 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-168 \u00a0\n\t\t\t\t\t74 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t21,459 \u00a0\n\t\t\t\t\t4,916 \u00a0\n\t\t\t\t\tReconciliation of\u00a0liabilities from\u00a0financing activities \u00a0\n\t\t\t\t\tCash flows \u00a0\n\t\t\t\t\tNon-cash changes \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tForeign exchange \u00a0\n\t\t\t\t\tFair value\u00a031 December \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\tmovement \u00a0\n\t\t\t\t\tchanges \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t39,321 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-58 \u00a0\n\t\t\t\t\t-914 \u00a0\n\t\t\t\t\t38,350 \u00a0\n\t\t\t\t\tNon-preferred senior\u00a0bonds \u00a0\n\t\t\t\t\t107,654 \u00a0\n\t\t\t\t\t20,052 \u00a0\n\t\t\t\t\t30,590 \u00a0\n\t\t\t\t\t2,913 \u00a0\n\t\t\t\t\t-6,794 \u00a0\n\t\t\t\t\t93,235 \u00a0\n\t\t\t\t\tCash Flows \u00a0\n\t\t\t\t\tNon-Cash Changes \u00a0\n\t\t\t\t\t1 January \u00a0\n\t\t\t\t\tForeign exchange \u00a0\n\t\t\t\t\tFair Value\u00a031 December \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tIssued \u00a0\n\t\t\t\t\tRedeemed \u00a0\n\t\t\t\t\tmovement \u00a0\n\t\t\t\t\tchanges \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t32,337 \u00a0\n\t\t\t\t\t10,102 \u00a0\n\t\t\t\t\t3,718 \u00a0\n\t\t\t\t\t1,088 \u00a0\n\t\t\t\t\t-488 \u00a0\n\t\t\t\t\t39,321 \u00a0\n\t\t\t\t\tNon-preferred senior\u00a0bonds \u00a0\n\t\t\t\t\t106,371 \u00a0\n\t\t\t\t\t4,352 \u00a0\n\t\t\t\t\t6,309 \u00a0\n\t\t\t\t\t5,126 \u00a0\n\t\t\t\t\t-1,886 \u00a0\n\t\t\t\t\t107,654 \u00a0\n\t\t\t\t\tFair value changes include the impact from fair value hedge accounting, amortisation\u00a0of transaction\u00a0costs and changes in own holdings.\u00a0The cash flows \u00a0\n\t\t\t\t\tfrom debt\u00a0issued and redeemed\u00a0are based on the applicable\u00a0foreign exchange\u00a0rate at the transaction\u00a0date and net of any transaction costs etc. In note \u00a0\n\t\t\t\t\tG22, which shows changes in the nominal value of subordinated\u00a0debt, issue and redemption\u00a0amounts excludes transaction costs etc. \u00a0\n\t\t\t\t\tLiabilities from\u00a0financing activities includes lease\u00a0liabilities that\u00a0are recognised on the balance sheet under IFRS 16. At the end of 2022, lease liabilitie\u00a0s \u00a0\n\t\t\t\t\tamounted to DKK 2,743 million (2021: DKK 3,909 million). The cash flows included\u00a0in the cash flow statement as cash flows from financing activitie\u00a0s \u00a0\n\t\t\t\t\trelates to the principal portion of the lease payments. Other changes are non-cash changes, which primarily consists of interest expenses, new leases, \u00a0\n\t\t\t\t\tterminated leases and modifications of existing leases. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfCashFlowStatementExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4241": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tThe cash flow statement\u00a0is prepared\u00a0according to the indirect method. The statement is based on\u00a0pre-tax profit for the year and shows the cash flows \u00a0\n\t\t\t\t\tfrom operating,\u00a0investing and\u00a0financing activities\u00a0as well as the increase or decrease in cash and cash equivalents\u00a0during the\u00a0year. Cash and cash \u00a0\n\t\t\t\t\tequivalents consists\u00a0of cash in hand and demand deposits with central banks\u00a0as well as amounts due from credit institutions\u00a0and central banks with an \u00a0\n\t\t\t\t\toriginal maturity shorter than three months. \u00a0\n\t\t\t\t\tIn the\u00a0cash flow statement,\u00a0cash flows are divided into cash flows from operations,\u00a0investing activities\u00a0and financing\u00a0activities. Investing activities includ\u00a0e \u00a0\n\t\t\t\t\tcash flows from the sale or acquisition\u00a0of tangible\u00a0and intangible assets as\u00a0well as businesses. Financing\u00a0activities include cash\u00a0flows from the Group\u2019s \u00a0\n\t\t\t\t\tissued non-preferred senior bonds, subordinated\u00a0debt, additional\u00a0tier 1 capital (both liability-\u00a0and equity-accounted\u00a0bonds) and\u00a0share capital. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForCashFlowsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4242": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tThe cash flow statement\u00a0is prepared\u00a0according to the indirect method. The statement is based on\u00a0pre-tax profit for the year and shows the cash flows \u00a0\n\t\t\t\t\tfrom operating,\u00a0investing and\u00a0financing activities\u00a0as well as the increase or decrease in cash and cash equivalents\u00a0during the\u00a0year. Cash and cash \u00a0\n\t\t\t\t\tequivalents consists\u00a0of cash in hand and demand deposits with central banks\u00a0as well as amounts due from credit institutions\u00a0and central banks with an \u00a0\n\t\t\t\t\toriginal maturity shorter than three months. \u00a0\n\t\t\t\t\tIn the\u00a0cash flow statement,\u00a0cash flows are divided into cash flows from operations,\u00a0investing activities\u00a0and financing\u00a0activities. Investing activities includ\u00a0e \u00a0\n\t\t\t\t\tcash flows from the sale or acquisition\u00a0of tangible\u00a0and intangible assets as\u00a0well as businesses. Financing\u00a0activities include cash\u00a0flows from the Group\u2019s \u00a0\n\t\t\t\t\tissued non-preferred senior bonds, subordinated\u00a0debt, additional\u00a0tier 1 capital (both liability-\u00a0and equity-accounted\u00a0bonds) and\u00a0share capital. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyToDetermineComponentsOfCashAndCashEquivalents",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4243": {
   "value": "All credit institutions\u00a0and insurance companies supervised by national FSAs are subject to local statutory capital requirements.\u00a0These requirements \u00a0\n\t\t\t\t\trestrict intra-group\u00a0facilities. Note G31 provides information on amounts due from\u00a0credit institutions\u00a0that are provided as collateral for liabilities\u00a0or \u00a0\n\t\t\t\t\tcontingent liabilities. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfRestrictedCashAndCashEquivalentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4244": {
   "value": "G27. Guarantees, commitments\u00a0and contingent liabilities \u00a0\n\t\t\t\t\tThe Group uses\u00a0a variety\u00a0of loan-related\u00a0financial instruments to meet customers\u2019 financial requirements. Such instruments include loan commitments\u00a0, \u00a0\n\t\t\t\t\tloan offers, other credit facilities\u00a0and guarantees.\u00a0This note provides information on such instruments and on other contingent liabilities. \u00a0Accounting policy \u00a0\n\t\t\t\t\tGuarantees and\u00a0loan commitments\u00a0are subject\u00a0to the expected\u00a0credit loss impairment model in IFRS 9. For further information,\u00a0see note\u00a0G15. \u00a0\n\t\t\t\t\tContingent liabilities\u00a0consist of possible\u00a0obligations arising from\u00a0past events. The existence of such obligations\u00a0will be confirmed\u00a0only by the occurrence \u00a0\n\t\t\t\t\tor non-occurrence of one or more uncertain future events not wholly within the Group\u2019s control. Further, contingent\u00a0liabilities consists of\u00a0present \u00a0\n\t\t\t\t\tobligations arising from\u00a0past events, for which it is either not probable that the obligation will result in an outflow of financial resources, or it is not \u00a0\n\t\t\t\t\tpossible to\u00a0reliably estimate the amount of\u00a0the obligation. \u00a0\n\t\t\t\t\tA contingent liability\u00a0is not recognised in the financial statement but disclosed, unless the possibility of an\u00a0outflow of\u00a0financial resources is remote. \u00a0\n\t\t\t\t\t(a) Guarantees \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tFinancial guarantees \u00a0\n\t\t\t\t\t5,512 \u00a0\n\t\t\t\t\t6,267 \u00a0\n\t\t\t\t\tOther guarantees \u00a0\n\t\t\t\t\t75,884 \u00a0\n\t\t\t\t\t74,733 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t81,396 \u00a0\n\t\t\t\t\t81,000 \u00a0\n\t\t\t\t\t(b) Commitments \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tLoan commitments\u00a0shorter than 1 year \u00a0\n\t\t\t\t\t236,062 \u00a0\n\t\t\t\t\t271,862 \u00a0\n\t\t\t\t\tLoan commitments\u00a0longer than 1 year \u00a0\n\t\t\t\t\t199,888 \u00a0\n\t\t\t\t\t205,503 \u00a0\n\t\t\t\t\tOther unutilised commitments \u00a0\n\t\t\t\t\t15,196 \u00a0\n\t\t\t\t\t16,183 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t451,146 \u00a0\n\t\t\t\t\t493,549 \u00a0\n\t\t\t\t\tIn addition to\u00a0credit exposure from lending activities,\u00a0loan offers made and uncommitted\u00a0lines of credit granted by the Group amounted\u00a0to DKK 216 billio\u00a0n \u00a0\n\t\t\t\t\t(2021: DKK 194 billion).\u00a0These items are\u00a0included in the calculation of\u00a0the total risk exposure amount in accordance with the CRR. \u00a0\n\t\t\t\t\t(c) Regulatory\u00a0and legal proceedings \u00a0\n\t\t\t\t\tEstonia matter \u00a0\n\t\t\t\t\tOn 13 December 2022, Danske Bank announced that it had reached final coordinated resolutions with the US Department of Justice (DoJ), the US Securities \u00a0\n\t\t\t\t\tand Exchange Commission (SEC) and the Danish Special Crime Unit (SCU) following the investigations into failings and misconduct related to the non-resident \u00a0\n\t\t\t\t\tportfolio at Danske\u00a0Bank\u2019s former Estonia branch. In relation to the resolutions with U.S. authorities, Danske Bank has pleaded guilty to a criminal charge f\u00a0rom \u00a0\n\t\t\t\t\tthe DoJ of conspiracy to commit bank fraud. Furthermore, Danske Bank agreed to settle a civil securities fraud action with the SEC. Under the SCU resolution, \u00a0\n\t\t\t\t\tDanske Bank has agreed to accept a fine and confiscation for violations of the Danish AML Act and the Danish Financial Business Act. \u00a0\n\t\t\t\t\tThe coordinated resolution marks the end of the criminal and regulatory investigations\u00a0into Danske Bank by the authorities in Denmark and the United States. \u00a0\n\t\t\t\t\tThe Bank remains subject to a criminal investigation by authorities in France and has posted bail in the amount of DKK 80 million. The Bank continues to \u00a0\n\t\t\t\t\tcooperate with the authorities. \u00a0\n\t\t\t\t\tThe aggregate amounts payable to the US and Danish authorities total USD 2.06 billion (approximately DKK 15.3 billion) is covered by the provisions booked \u00a0\n\t\t\t\t\tin connection with our financial results for the third quarter of 2022 and the third quarter of 2018. Reflecting cross-crediting arrangements between the \u00a0\n\t\t\t\t\tthree authorities\u00a0as well as currency conversions, the amounts payable to the authorities are as follows: DoJ: USD 1,209 million, SEC: USD 179 million\u00a0and \u00a0\n\t\t\t\t\tSCU: DKK\u00a04,749 million.\u00a0All amounts have been paid in January 2023. \u00a0\n\t\t\t\t\tDanske Bank has accepted and agreed to the terms of the resolutions. As part of the Bank\u2019s agreement with DoJ, the Bank was placed on corporate probation \u00a0\n\t\t\t\t\tfor three years from 13 December 2022 until 13 December 2025. As a result of the resolutions, the investigations\u00a0by U.S.\u00a0and Danish\u00a0authorities are now \u00a0\n\t\t\t\t\tclosed as to Danske\u00a0Bank. However, the Bank remains in contact with DoJ as a matter of post-resolution obligations set forth in the agreement with DoJ. \u00a0\n\t\t\t\t\tThe civil claims filed against Danske Bank by institutional\u00a0investors can be summarised to six categories of claims with a current total claim amount of \u00a0\n\t\t\t\t\tapproximately DKK 12.8 billion. One of the complexes has partly been referred to the Eastern High Court, while the remaining cases are stayed or pending \u00a0\n\t\t\t\t\tbefore the Copenhagen City Court. The civil claims are not included in the coordinated resolutions with DoJ, SEC, and SCU. Danske Bank will continue to defend \u00a0\n\t\t\t\t\titself vigorously against these claims. The timing of completion of such civil claims (pending or threatening) and their outcome are uncertain and could be \u00a0\n\t\t\t\t\tmaterial. \u00a0G27. Guarantees, commitments\u00a0and contingent liabilities continued \u00a0\n\t\t\t\t\tDanske Bank\u00a0has been procedurally notified in two claims filed against Thomas F. Borgen. Under Danish law, the purpose of a procedural notification is to \u00a0\n\t\t\t\t\tmake a formal reservation of rights to bring a potential claim against the notified party. The first case was dismissed in the first instance and subsequently \u00a0\n\t\t\t\t\tappealed by the\u00a0claimants. The original claim amount for both claims was approximately DKK 3.2 billion, but has been reduced to approximately DKK 1.7 \u00a0\n\t\t\t\t\tbillion. \u00a0\n\t\t\t\t\tAn action has been filed in the United States District Court for the Eastern District of New York against Danske Bank and others. The complaint sought \u00a0\n\t\t\t\t\tunspecified punitive\u00a0and compensatory damages. On 29 December 2022, the action was dismissed by the court and on 27 January\u00a02023, the complainants \u00a0\n\t\t\t\t\tfiled an appeal of the dismissal. The timing of the completion of the lawsuit and the outcome are uncertain. \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tOwing to its business volume, Danske\u00a0Bank is continually\u00a0a party to various other lawsuits and disputes and has an ongoing dialogue with public authorities, \u00a0\n\t\t\t\t\tsuch as\u00a0the Danish\u00a0FSA and the Danish Tax Agency on other matters. In general, Danske\u00a0Bank does not expect the outcomes of any of these other pending \u00a0\n\t\t\t\t\tlawsuits and disputes or its dialogue with public authorities to have any material effect on its financial position. Provisions for litigations are included in Other \u00a0\n\t\t\t\t\tliabilities, see note G24. \u00a0G27. Guarantees, commitments and\u00a0contingent liabilities continued \u00a0\n\t\t\t\t\t(d) Further explanation \u00a0\n\t\t\t\t\tA limited\u00a0number of employees are\u00a0employed under\u00a0terms which, if\u00a0they are dismissed before reaching their normal retirement\u00a0age, grant them\u00a0a \u00a0\n\t\t\t\t\tseverance and/or pension payment in excess of\u00a0their entitlement\u00a0under ordinary terms of\u00a0employment. As the\u00a0sponsoring employer, the Group is also \u00a0\n\t\t\t\t\tliable for\u00a0the pension obligations\u00a0of a number\u00a0of company pension\u00a0funds. \u00a0\n\t\t\t\t\tThe Group participates in\u00a0the Danish\u00a0Guarantee Fund\u00a0and the Danish Resolution\u00a0Fund. The funds\u2019 capital\u00a0must amount to at least 0.8% and 1%, \u00a0\n\t\t\t\t\trespectively, of\u00a0the covered deposits of\u00a0all Danish credit institutions\u00a0by 31 December 2024.\u00a0The Danish Guarantee Fund is\u00a0currently fully\u00a0funded, but\u00a0if \u00a0\n\t\t\t\t\tthe fund subsequently does not have sufficient means to make the required payments,\u00a0extraordinary contributions of\u00a0up to 0.5% of the individua\u00a0l \u00a0\n\t\t\t\t\tinstitution\u2019s covered\u00a0deposits may\u00a0be required. Extraordinary contributions above this percentage require the consent\u00a0of the Danish FSA. The first \u00a0\n\t\t\t\t\tcontribution to\u00a0the Danish Resolution Fund was\u00a0made in December 2015. Danske Bank A/S and Realkredit\u00a0Danmark A/S make contributions\u00a0to the \u00a0\n\t\t\t\t\tResolution Fund on\u00a0the basis of their size and risk relative\u00a0to other credit institutions\u00a0in Denmark.\u00a0The contribution\u00a0to the Danish\u00a0Resolution Fund is \u00a0\n\t\t\t\t\trecognised as operating expenses. \u00a0\n\t\t\t\t\tIf the\u00a0Resolution Fund does not have sufficient means to make the required payments, extraordinary contributions\u00a0of up to three\u00a0times the latest annual \u00a0\n\t\t\t\t\tcontributions may\u00a0be required.\u00a0In addition,\u00a0Danish banks participate\u00a0in the Danish Restructuring\u00a0Fund, which reimburses creditors if the final dividend\u00a0is \u00a0\n\t\t\t\t\tlower than the interim dividend in respect of banks that were in distress before 1 June 2015. Similarly,\u00a0Danish banks have made payment commitments \u00a0\n\t\t\t\t\t(totalling DKK\u00a01 billion)\u00a0to cover losses incurred by the Danish\u00a0Restructuring Fund for the withdrawal of\u00a0distressed banks from data centres etc. Payments \u00a0\n\t\t\t\t\tto the Danish Restructuring\u00a0Fund are calculated on the basis of the individual\u00a0credit institution\u2019s\u00a0share of covered\u00a0deposits relative\u00a0to other credit \u00a0\n\t\t\t\t\tinstitutions in\u00a0Denmark. However, each\u00a0institution\u2019s contribution to\u00a0the Danish Restructuring Fund may not exceed 0.2% of its covered deposits. \u00a0\n\t\t\t\t\tThe Group is\u00a0a member of deposit guarantee\u00a0schemes and other\u00a0compensation schemes in\u00a0Norway and\u00a0the UK. As\u00a0in Denmark,\u00a0the contributions\u00a0to the \u00a0\n\t\t\t\t\tschemes in these countries are\u00a0annual contributions\u00a0combined with extraordinary\u00a0contributions if\u00a0the means of the schemes are not sufficient to cover \u00a0\n\t\t\t\t\tthe required payments. \u00a0\n\t\t\t\t\tDanske Bank A/S is taxed jointly\u00a0with all Danish entities of\u00a0Danske Bank\u00a0Group and is jointly\u00a0and severally liable with these for payment of Danis\u00a0h \u00a0\n\t\t\t\t\tcorporation tax and withholding\u00a0tax, etc. \u00a0\n\t\t\t\t\tWith effect\u00a0from 1 April\u00a02022, Danske\u00a0Bank A/S is no longer registered jointly with all significant Danish entities\u00a0of Danske Bank Group\u00a0for financia l \u00a0\n\t\t\t\t\tservices employer tax and VAT, for which Danske Bank A/S and the entities had been jointly and severally liable. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfCommitmentsAndContingentLiabilitiesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4247": {
   "value": "Guarantees and\u00a0loan commitments\u00a0are subject\u00a0to the expected\u00a0credit loss impairment model in IFRS 9. For further information,\u00a0see note\u00a0G15. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialGuaranteesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4248": {
   "value": "Contingent liabilities\u00a0consist of possible\u00a0obligations arising from\u00a0past events. The existence of such obligations\u00a0will be confirmed\u00a0only by the occurrence \u00a0\n\t\t\t\t\tor non-occurrence of one or more uncertain future events not wholly within the Group\u2019s control. Further, contingent\u00a0liabilities consists of\u00a0present \u00a0\n\t\t\t\t\tobligations arising from\u00a0past events, for which it is either not probable that the obligation will result in an outflow of financial resources, or it is not \u00a0\n\t\t\t\t\tpossible to\u00a0reliably estimate the amount of\u00a0the obligation. \u00a0\n\t\t\t\t\tA contingent liability\u00a0is not recognised in the financial statement but disclosed, unless the possibility of an\u00a0outflow of\u00a0financial resources is remote. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForContingentLiabilitiesAndContingentAssetsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4249": {
   "value": "(a) Guarantees \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tFinancial guarantees \u00a0\n\t\t\t\t\t5,512 \u00a0\n\t\t\t\t\t6,267 \u00a0\n\t\t\t\t\tOther guarantees \u00a0\n\t\t\t\t\t75,884 \u00a0\n\t\t\t\t\t74,733 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t81,396 \u00a0\n\t\t\t\t\t81,000 \u00a0\n\t\t\t\t\t(b) Commitments \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tLoan commitments\u00a0shorter than 1 year \u00a0\n\t\t\t\t\t236,062 \u00a0\n\t\t\t\t\t271,862 \u00a0\n\t\t\t\t\tLoan commitments\u00a0longer than 1 year \u00a0\n\t\t\t\t\t199,888 \u00a0\n\t\t\t\t\t205,503 \u00a0\n\t\t\t\t\tOther unutilised commitments \u00a0\n\t\t\t\t\t15,196 \u00a0\n\t\t\t\t\t16,183 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t451,146 \u00a0\n\t\t\t\t\t493,549 \u00a0\n\t\t\t\t\tIn addition to\u00a0credit exposure from lending activities,\u00a0loan offers made and uncommitted\u00a0lines of credit granted by the Group amounted\u00a0to DKK 216 billio\u00a0n \u00a0\n\t\t\t\t\t(2021: DKK 194 billion).\u00a0These items are\u00a0included in the calculation of\u00a0the total risk exposure amount in accordance with the CRR. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfCommitmentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4250": {
   "value": "(c) Regulatory\u00a0and legal proceedings \u00a0\n\t\t\t\t\tEstonia matter \u00a0\n\t\t\t\t\tOn 13 December 2022, Danske Bank announced that it had reached final coordinated resolutions with the US Department of Justice (DoJ), the US Securities \u00a0\n\t\t\t\t\tand Exchange Commission (SEC) and the Danish Special Crime Unit (SCU) following the investigations into failings and misconduct related to the non-resident \u00a0\n\t\t\t\t\tportfolio at Danske\u00a0Bank\u2019s former Estonia branch. In relation to the resolutions with U.S. authorities, Danske Bank has pleaded guilty to a criminal charge f\u00a0rom \u00a0\n\t\t\t\t\tthe DoJ of conspiracy to commit bank fraud. Furthermore, Danske Bank agreed to settle a civil securities fraud action with the SEC. Under the SCU resolution, \u00a0\n\t\t\t\t\tDanske Bank has agreed to accept a fine and confiscation for violations of the Danish AML Act and the Danish Financial Business Act. \u00a0\n\t\t\t\t\tThe coordinated resolution marks the end of the criminal and regulatory investigations\u00a0into Danske Bank by the authorities in Denmark and the United States. \u00a0\n\t\t\t\t\tThe Bank remains subject to a criminal investigation by authorities in France and has posted bail in the amount of DKK 80 million. The Bank continues to \u00a0\n\t\t\t\t\tcooperate with the authorities. \u00a0\n\t\t\t\t\tThe aggregate amounts payable to the US and Danish authorities total USD 2.06 billion (approximately DKK 15.3 billion) is covered by the provisions booked \u00a0\n\t\t\t\t\tin connection with our financial results for the third quarter of 2022 and the third quarter of 2018. Reflecting cross-crediting arrangements between the \u00a0\n\t\t\t\t\tthree authorities\u00a0as well as currency conversions, the amounts payable to the authorities are as follows: DoJ: USD 1,209 million, SEC: USD 179 million\u00a0and \u00a0\n\t\t\t\t\tSCU: DKK\u00a04,749 million.\u00a0All amounts have been paid in January 2023. \u00a0\n\t\t\t\t\tDanske Bank has accepted and agreed to the terms of the resolutions. As part of the Bank\u2019s agreement with DoJ, the Bank was placed on corporate probation \u00a0\n\t\t\t\t\tfor three years from 13 December 2022 until 13 December 2025. As a result of the resolutions, the investigations\u00a0by U.S.\u00a0and Danish\u00a0authorities are now \u00a0\n\t\t\t\t\tclosed as to Danske\u00a0Bank. However, the Bank remains in contact with DoJ as a matter of post-resolution obligations set forth in the agreement with DoJ. \u00a0\n\t\t\t\t\tThe civil claims filed against Danske Bank by institutional\u00a0investors can be summarised to six categories of claims with a current total claim amount of \u00a0\n\t\t\t\t\tapproximately DKK 12.8 billion. One of the complexes has partly been referred to the Eastern High Court, while the remaining cases are stayed or pending \u00a0\n\t\t\t\t\tbefore the Copenhagen City Court. The civil claims are not included in the coordinated resolutions with DoJ, SEC, and SCU. Danske Bank will continue to defend \u00a0\n\t\t\t\t\titself vigorously against these claims. The timing of completion of such civil claims (pending or threatening) and their outcome are uncertain and could be \u00a0\n\t\t\t\t\tmaterial. \u00a0G27. Guarantees, commitments\u00a0and contingent liabilities continued \u00a0\n\t\t\t\t\tDanske Bank\u00a0has been procedurally notified in two claims filed against Thomas F. Borgen. Under Danish law, the purpose of a procedural notification is to \u00a0\n\t\t\t\t\tmake a formal reservation of rights to bring a potential claim against the notified party. The first case was dismissed in the first instance and subsequently \u00a0\n\t\t\t\t\tappealed by the\u00a0claimants. The original claim amount for both claims was approximately DKK 3.2 billion, but has been reduced to approximately DKK 1.7 \u00a0\n\t\t\t\t\tbillion. \u00a0\n\t\t\t\t\tAn action has been filed in the United States District Court for the Eastern District of New York against Danske Bank and others. The complaint sought \u00a0\n\t\t\t\t\tunspecified punitive\u00a0and compensatory damages. On 29 December 2022, the action was dismissed by the court and on 27 January\u00a02023, the complainants \u00a0\n\t\t\t\t\tfiled an appeal of the dismissal. The timing of the completion of the lawsuit and the outcome are uncertain. \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tOwing to its business volume, Danske\u00a0Bank is continually\u00a0a party to various other lawsuits and disputes and has an ongoing dialogue with public authorities, \u00a0\n\t\t\t\t\tsuch as\u00a0the Danish\u00a0FSA and the Danish Tax Agency on other matters. In general, Danske\u00a0Bank does not expect the outcomes of any of these other pending \u00a0\n\t\t\t\t\tlawsuits and disputes or its dialogue with public authorities to have any material effect on its financial position. Provisions for litigations are included in Other \u00a0\n\t\t\t\t\tliabilities, see note G24. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfContingentLiabilitiesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4252": {
   "value": "G30. Transferred financial\u00a0assets that are not derecognised \u00a0\n\t\t\t\t\tThe Group enters into transactions that transfer ownership of financial assets, such as bonds and shares, to a counterparty,\u00a0while the\u00a0Group retains the \u00a0\n\t\t\t\t\trisks associated with the holding of the assets. If the Group retains all significant risks, the securities remain in the balance sheet, and the transaction\u00a0s \u00a0\n\t\t\t\t\tare accounted for\u00a0as loans received against collateral.\u00a0Such transactions\u00a0are repo transactions and securities lending. The transactions\u00a0involve selling \u00a0\n\t\t\t\t\tthe securities to\u00a0be repurchased at a fixed price at a later\u00a0date. Counterparties are entitled to sell the securities or\u00a0deposit them as\u00a0collateral for\u00a0loans. \u00a0Trading portfolio \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\tCarrying amount\u00a0of transferred assets \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t139,807 \u00a0\n\t\t\t\t\t193,258 \u00a0\n\t\t\t\t\tSecurities lending \u00a0\n\t\t\t\t\t2,008 \u00a0\n\t\t\t\t\t2,988 \u00a0\n\t\t\t\t\tTotal transferred\u00a0assets \u00a0\n\t\t\t\t\t139,807 \u00a0\n\t\t\t\t\t2,008 \u00a0\n\t\t\t\t\t193,258 \u00a0\n\t\t\t\t\t2,988 \u00a0\n\t\t\t\t\tRepo transactions, own issued bonds \u00a0\n\t\t\t\t\t31,064 \u00a0\n\t\t\t\t\t32,592 \u00a0\n\t\t\t\t\tCarrying amount\u00a0of associated liabilities \u00a0\n\t\t\t\t\t171,384 \u00a0\n\t\t\t\t\t2,109 \u00a0\n\t\t\t\t\t226,855 \u00a0\n\t\t\t\t\t3,137 \u00a0\n\t\t\t\t\tNet positions \u00a0\n\t\t\t\t\t513 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t1,006 \u00a0\n\t\t\t\t\t149 \u00a0\n\t\t\t\t\tThe Group has\u00a0not entered\u00a0into any agreements on the sale of assets that entail the Group\u2019s continuing\u00a0involvement in\u00a0derecognised financial assets. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForRepurchaseAndReverseRepurchaseAgreementsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4253": {
   "value": "G31. Assets provided\u00a0or received as collateral \u00a0\n\t\t\t\t\tAt the end of 2022, the Group had deposited securities (including bonds issued by\u00a0the Group) worth DKK 30.6 billion as collateral with Danish and \u00a0\n\t\t\t\t\tinternational clearing centres\u00a0and other\u00a0institutions (2021:\u00a0DKK 42.1\u00a0billion). \u00a0\n\t\t\t\t\tAt the end of 2022, the Group had provided cash and securities\u00a0(including bonds\u00a0issued by the Group) worth DKK 90.4 billion as collateral for derivative\u00a0s \u00a0\n\t\t\t\t\ttransactions (2021: DKK 73.2 billion). \u00a0\n\t\t\t\t\tAt the end of 2022,\u00a0the Group had registered assets (including bonds and shares issued by the Group) under insurance contracts and unit-linke\u00a0d \u00a0\n\t\t\t\t\tinvestment contracts\u00a0worth DKK 417.5\u00a0billion (2021:\u00a0DKK 514.5 billion) as collateral for\u00a0policyholders\u2019 savings of DKK 404.6 billion (2021: DKK 493.1 \u00a0\n\t\t\t\t\tbillion). \u00a0\n\t\t\t\t\tAt the end of 2022, the Group had registered loans at fair value\u00a0and securities worth a total of DKK 728.6 billion (2021: DKK 818.9 billion) as collatera\u00a0l \u00a0\n\t\t\t\t\tfor bonds issued by Realkredit\u00a0Danmark. Note G16 provides additional information.\u00a0Similarly, the Group had registered DKK 306.3 billion worth of loans \u00a0\n\t\t\t\t\tand other assets (2021: DKK 325.1 billion)\u00a0as collateral for\u00a0covered bonds issued under Danish, Swedish and Finnish law. \u00a0\n\t\t\t\t\tThe table below shows assets provided as collateral for liabilities\u00a0or contingent\u00a0liabilities. Assets\u00a0provided as\u00a0collateral under repo\u00a0transactions is\u00a0shown \u00a0\n\t\t\t\t\tseparately whereas the types explained above are\u00a0included in the column \u2018Other\u2019. \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tRepo \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tRepo \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tDue from credit institutions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t22,917 \u00a0\n\t\t\t\t\t22,917 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t29,928 \u00a0\n\t\t\t\t\t29,928 \u00a0\n\t\t\t\t\tTrading and\u00a0investment securities \u00a0\n\t\t\t\t\t139,807 \u00a0\n\t\t\t\t\t72,697 \u00a0\n\t\t\t\t\t212,504 \u00a0\n\t\t\t\t\t193,258 \u00a0\n\t\t\t\t\t70,857 \u00a0\n\t\t\t\t\t264,115 \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t724,051 \u00a0\n\t\t\t\t\t724,051 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t809,872 \u00a0\n\t\t\t\t\t809,872 \u00a0\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t328,800 \u00a0\n\t\t\t\t\t328,800 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t339,183 \u00a0\n\t\t\t\t\t339,183 \u00a0\n\t\t\t\t\tAssets under insurance contracts and unit-linked \u00a0\n\t\t\t\t\tinvestment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t347,673 \u00a0\n\t\t\t\t\t347,673 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t433,672 \u00a0\n\t\t\t\t\t433,672 \u00a0\n\t\t\t\t\tOther assets \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\t93 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\t50 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t139,807 \u00a0\n\t\t\t\t\t1,496,231 \u00a0\n\t\t\t\t\t1,636,038 \u00a0\n\t\t\t\t\t193,258 \u00a0\n\t\t\t\t\t1,683,562 \u00a0\n\t\t\t\t\t1,876,820 \u00a0\n\t\t\t\t\tOwn issued bonds \u00a0\n\t\t\t\t\t31,064 \u00a0\n\t\t\t\t\t76,754 \u00a0\n\t\t\t\t\t107,818 \u00a0\n\t\t\t\t\t32,592 \u00a0\n\t\t\t\t\t90,192 \u00a0\n\t\t\t\t\t122,784 \u00a0\n\t\t\t\t\tTotal, including own issued\u00a0bonds \u00a0\n\t\t\t\t\t170,871 \u00a0\n\t\t\t\t\t1,572,985 \u00a0\n\t\t\t\t\t1,743,856 \u00a0\n\t\t\t\t\t225,850 \u00a0\n\t\t\t\t\t1,773,754 \u00a0\n\t\t\t\t\t1,999,604 \u00a0\n\t\t\t\t\tSecurities provided as\u00a0collateral under\u00a0agreements that entitle the counterparty\u00a0to sell the securities\u00a0or provide them as\u00a0collateral for\u00a0other loans \u00a0\n\t\t\t\t\tamounted to DKK 139.8 billion\u00a0at the\u00a0end of 2022 (2021: DKK 193.3 billion). \u00a0\n\t\t\t\t\tAt the end of 2022, the Group had received DKK 303.8 billion worth of securities (2021: DKK 297.8 billion) as collateral for reverse repo transactions\u00a0, \u00a0\n\t\t\t\t\tsecurities lending, derivatives\u00a0transactions and\u00a0other transactions entered into on the standard terms for\u00a0such transactions.\u00a0As the party receiving\u00a0the \u00a0\n\t\t\t\t\tcollateral, the Group is\u00a0entitled in many cases to sell\u00a0the securities or\u00a0provide the securities as\u00a0collateral for\u00a0other loans in exchange for returning\u00a0similar \u00a0\n\t\t\t\t\tsecurities to the counterparty at\u00a0the expiry of the transactions.\u00a0At the end of\u00a02022, the Group had sold securities\u00a0or provided securities as collatera\u00a0l \u00a0\n\t\t\t\t\tworth DKK 119.2 billion (2021: DKK 133.0 billion). \u00a0\n\t\t\t\t\tThe Group also receives many other types of\u00a0assets as collateral in connection with its ordinary lending activities.\u00a0The Group has not transferred the \u00a0\n\t\t\t\t\townership of\u00a0these assets. Note G41\u00a0provide more\u00a0details on\u00a0assets received as\u00a0collateral. \u00a0Collateral \u00a0\n\t\t\t\t\tThe Group uses\u00a0a number\u00a0of measures to mitigate\u00a0credit risk, including\u00a0collateral, guarantees and\u00a0covenants. The main method is obtaining collateral. \u00a0\n\t\t\t\t\tThe value of collateral is monitored and reassessed by advisers, internal or external assessors, and automatic valuation models to ensure it reflects current \u00a0\n\t\t\t\t\tmarket prices. The Groups Collateral System supports this process by only accepting up-to-date values, thus ensuring that the Group complies with regulatory \u00a0\n\t\t\t\t\trequirements. \u00a0\n\t\t\t\t\tThe validity of the internal and external inputs on which the valuation\u00a0models depend is assessed regularly and the performance of the models themselves is \u00a0\n\t\t\t\t\tvalidated annually by\u00a0an independent unit, to assess their performance and highlight any deficiencies that need to be addressed. \u00a0\n\t\t\t\t\tThe market value of collateral is subject to a haircut to reflect the fact that the Group may not be able to obtain the estimated market value upon the sale of \u00a0\n\t\t\t\t\tthe individual\u00a0asset in a distressed situation. Hence, the haircut includes a forced sale reduction, price volatility\u00a0during the sales period, realisation costs and \u00a0\n\t\t\t\t\tmaintenance costs. The haircut applied depends on the type of collateral. For regulatory purposes, the Group also applies more conservative haircuts in order \u00a0\n\t\t\t\t\tto capture the risk of an economic downturn. \u00a0\n\t\t\t\t\tThe Group uses\u00a0guarantee schemes\u00a0offered by the governments\u00a0in our markets\u00a0to mitigate the economic consequences of\u00a0the corona crisis. \u00a0\n\t\t\t\t\tType of\u00a0collateral in\u00a0core activities\u00a0(after haircuts) \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tLarge Corporates \u00a0\n\t\t\t\t\tOther areas (ex \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t& Institutions \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\tGroup Functions) \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 2021 \u00a0\n\t\t\t\t\tReal property \u00a0\n\t\t\t\t\t730.4 \u00a0\n\t\t\t\t\t800.2 \u00a0\n\t\t\t\t\t458.1 \u00a0\n\t\t\t\t\t495.5 \u00a0\n\t\t\t\t\t38.0 \u00a0\n\t\t\t\t\t41.0 \u00a0\n\t\t\t\t\t36.5 \u00a0\n\t\t\t\t\t35.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.5 1,263.2 1,372.9 \u00a0\n\t\t\t\t\t- Personal \u00a0\n\t\t\t\t\t717.4 \u00a0\n\t\t\t\t\t789.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t5.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24.7 \u00a0\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t744.0 \u00a0\n\t\t\t\t\t818.3 \u00a0\n\t\t\t\t\t- Commercial \u00a0\n\t\t\t\t\t10.8 \u00a0\n\t\t\t\t\t8.6 \u00a0\n\t\t\t\t\t419.3 \u00a0\n\t\t\t\t\t449.1 \u00a0\n\t\t\t\t\t36.4 \u00a0\n\t\t\t\t\t39.3 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t9.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t476.3 \u00a0\n\t\t\t\t\t506.7 \u00a0\n\t\t\t\t\t- Agricultural \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t37.0 \u00a0\n\t\t\t\t\t41.3 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t42.9 \u00a0\n\t\t\t\t\t47.9 \u00a0\n\t\t\t\t\tBank accounts \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tCustody account and securities \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14.0 \u00a0\n\t\t\t\t\t17.3 \u00a0\n\t\t\t\t\tVehicles \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t19.0 \u00a0\n\t\t\t\t\t22.8 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t23.6 \u00a0\n\t\t\t\t\t24.3 \u00a0\n\t\t\t\t\tEquipment \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t11.7 \u00a0\n\t\t\t\t\t10.6 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t17.5 \u00a0\n\t\t\t\t\t17.1 \u00a0\n\t\t\t\t\tVessels \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t13.3 \u00a0\n\t\t\t\t\t19.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14.3 \u00a0\n\t\t\t\t\t21.0 \u00a0\n\t\t\t\t\tGuarantees \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t11.6 \u00a0\n\t\t\t\t\t15.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t25.9 \u00a0\n\t\t\t\t\tAmounts due \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\tOther assets \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t29.8 \u00a0\n\t\t\t\t\t29.0 \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t34.4 \u00a0\n\t\t\t\t\t34.0 \u00a0\n\t\t\t\t\tTotal collateral \u00a0\n\t\t\t\t\t741.8 \u00a0\n\t\t\t\t\t813.6 \u00a0\n\t\t\t\t\t530.5 \u00a0\n\t\t\t\t\t570.9 \u00a0\n\t\t\t\t\t79.6 \u00a0\n\t\t\t\t\t89.3 \u00a0\n\t\t\t\t\t42.9 \u00a0\n\t\t\t\t\t43.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.5 1,395.1\u00a01,517.8 \u00a0\n\t\t\t\t\tTotal unsecured\u00a0credit \u00a0\n\t\t\t\t\texposure \u00a0\n\t\t\t\t\t140.8 \u00a0\n\t\t\t\t\t177.4 \u00a0\n\t\t\t\t\t214.8 \u00a0\n\t\t\t\t\t205.8 \u00a0\n\t\t\t\t\t568.7 \u00a0\n\t\t\t\t\t501.5 \u00a0\n\t\t\t\t\t46.2 \u00a0\n\t\t\t\t\t56.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t970.6 \u00a0\n\t\t\t\t\t941.4 \u00a0\n\t\t\t\t\tUnsecured portion\u00a0of credit \u00a0\n\t\t\t\t\texposure (%) \u00a0\n\t\t\t\t\t16.0% \u00a0\n\t\t\t\t\t17.9% \u00a0\n\t\t\t\t\t28.8% \u00a0\n\t\t\t\t\t26.5% \u00a0\n\t\t\t\t\t87.7% \u00a0\n\t\t\t\t\t84.9% \u00a0\n\t\t\t\t\t51.8% \u00a0\n\t\t\t\t\t56.6% \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t41.0% \u00a0\n\t\t\t\t\t38.3% \u00a0\n\t\t\t\t\tFrom May 2022, the business segmentation\u00a0was changed. Further\u00a0information can\u00a0be found in note G3(a). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfCollateralExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4255": {
   "value": "G32. Offsetting of\u00a0financial assets and liabilities \u00a0\n\t\t\t\t\tOffsetting of financial assets and liabilities\u00a0in the financial\u00a0statements requires\u00a0some criteria to be fulfilled.\u00a0In the\u00a0event that the counterparty or the Group \u00a0\n\t\t\t\t\tdefaults, further offsetting will take place. This note shows the offsetting in the financial statements,\u00a0further netting according to\u00a0enforceable master \u00a0\n\t\t\t\t\tnetting agreements and similar agreements (i.e.\u00a0in the event of default) and collateral provided or received under such agreements. \u00a0Accounting policy \u00a0\n\t\t\t\t\tAssets and liabilities\u00a0are offset\u00a0when the Group and the counterparty\u00a0have a legally enforceable right to offset recognised amounts\u00a0and have agreed to \u00a0\n\t\t\t\t\tsettle the balances on a\u00a0net basis or to realise the asset and settle the liability\u00a0simultaneously. Positive and\u00a0negative fair values of\u00a0derivatives with\u00a0the \u00a0\n\t\t\t\t\tsame counterparty\u00a0are offset if the Group has agreed with the counterparty\u00a0to settle\u00a0contractual cash\u00a0flows net\u00a0and to make cash payments\u00a0or provid e \u00a0\n\t\t\t\t\tcollateral on a daily basis to cover changes in the fair value of the derivative\u00a0position. Master netting agreements or\u00a0similar agreements give the right \u00a0\n\t\t\t\t\tto additional\u00a0offsetting in\u00a0the event of default. Such agreements reduce the exposure further in the event of\u00a0default, but do\u00a0not qualify for offsetting in \u00a0\n\t\t\t\t\taccordance with IFRS. \u00a0\n\t\t\t\t\tNet amount\u00a0Further offsetting, \u00a0\n\t\t\t\t\tpresented in \u00a0\n\t\t\t\t\tmaster netting \u00a0\n\t\t\t\t\tbalance sheet \u00a0\n\t\t\t\t\tagreements \u00a0\n\t\t\t\t\t2022 (DKK millions) \u00a0\n\t\t\t\t\tGross amount \u00a0\n\t\t\t\t\tOffsetting \u00a0\n\t\t\t\t\tCollateral \u00a0\n\t\t\t\t\tNet amount \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tDerivatives with\u00a0positive market\u00a0value \u00a0\n\t\t\t\t\t1,202,931 \u00a0\n\t\t\t\t\t772,809 \u00a0\n\t\t\t\t\t430,123 \u00a0\n\t\t\t\t\t340,984 \u00a0\n\t\t\t\t\t78,549 \u00a0\n\t\t\t\t\t10,590 \u00a0\n\t\t\t\t\tReverse transactions \u00a0\n\t\t\t\t\t442,430 \u00a0\n\t\t\t\t\t194,678 \u00a0\n\t\t\t\t\t247,752 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t247,752 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther financial\u00a0assets \u00a0\n\t\t\t\t\t7,474 \u00a0\n\t\t\t\t\t-4,686 \u00a0\n\t\t\t\t\t12,160 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t12,160 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,652,836 \u00a0\n\t\t\t\t\t962,801 \u00a0\n\t\t\t\t\t690,034 \u00a0\n\t\t\t\t\t340,984 \u00a0\n\t\t\t\t\t326,302 \u00a0\n\t\t\t\t\t22,749 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tDerivatives with\u00a0negative market value \u00a0\n\t\t\t\t\t1,207,950 \u00a0\n\t\t\t\t\t772,809 \u00a0\n\t\t\t\t\t435,141 \u00a0\n\t\t\t\t\t340,984 \u00a0\n\t\t\t\t\t63,486 \u00a0\n\t\t\t\t\t30,671 \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t366,063 \u00a0\n\t\t\t\t\t194,678 \u00a0\n\t\t\t\t\t171,384 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t170,871 \u00a0\n\t\t\t\t\t513 \u00a0\n\t\t\t\t\tOther financial\u00a0liabilities \u00a0\n\t\t\t\t\t64,684 \u00a0\n\t\t\t\t\t-4,686 \u00a0\n\t\t\t\t\t69,370 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t69,370 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,638,696 \u00a0\n\t\t\t\t\t962,801 \u00a0\n\t\t\t\t\t675,895 \u00a0\n\t\t\t\t\t340,984 \u00a0\n\t\t\t\t\t234,357 \u00a0\n\t\t\t\t\t100,554 \u00a0\n\t\t\t\t\t2021 (DKK millions) \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tDerivatives with\u00a0positive market\u00a0value \u00a0\n\t\t\t\t\t654,261 \u00a0\n\t\t\t\t\t394,037 \u00a0\n\t\t\t\t\t260,224 \u00a0\n\t\t\t\t\t183,395 \u00a0\n\t\t\t\t\t59,732 \u00a0\n\t\t\t\t\t17,098 \u00a0\n\t\t\t\t\tReverse transactions \u00a0\n\t\t\t\t\t444,162 \u00a0\n\t\t\t\t\t190,208 \u00a0\n\t\t\t\t\t253,954 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t253,954 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther financial\u00a0assets \u00a0\n\t\t\t\t\t5,632 \u00a0\n\t\t\t\t\t-7,124 \u00a0\n\t\t\t\t\t12,756 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t12,756 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,104,054 \u00a0\n\t\t\t\t\t577,121 \u00a0\n\t\t\t\t\t526,933 \u00a0\n\t\t\t\t\t183,395 \u00a0\n\t\t\t\t\t313,685 \u00a0\n\t\t\t\t\t29,853 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tDerivatives with\u00a0negative market value \u00a0\n\t\t\t\t\t636,041 \u00a0\n\t\t\t\t\t394,037 \u00a0\n\t\t\t\t\t242,004 \u00a0\n\t\t\t\t\t183,395 \u00a0\n\t\t\t\t\t46,489 \u00a0\n\t\t\t\t\t12,121 \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t417,063 \u00a0\n\t\t\t\t\t190,208 \u00a0\n\t\t\t\t\t226,855 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t225,850 \u00a0\n\t\t\t\t\t1,006 \u00a0\n\t\t\t\t\tOther financial\u00a0liabilities \u00a0\n\t\t\t\t\t60,353 \u00a0\n\t\t\t\t\t-7,124 \u00a0\n\t\t\t\t\t67,476 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t67,476 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,113,457 \u00a0\n\t\t\t\t\t577,121 \u00a0\n\t\t\t\t\t536,336 \u00a0\n\t\t\t\t\t183,395 \u00a0\n\t\t\t\t\t272,339 \u00a0\n\t\t\t\t\t80,603 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForOffsettingOfFinancialInstrumentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4256": {
   "value": "G33. Fair value information\u00a0for financial instruments \u00a0\n\t\t\t\t\tFinancial instruments\u00a0are carried in the balance sheet at fair value or amortised cost. The Group breaks down its financial instruments according to the \u00a0\n\t\t\t\t\tvaluation method\u00a0(note G1 provides additional\u00a0information). \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tFair value\u00a0Amortised cost \u00a0\n\t\t\t\t\tFair value\u00a0Amortised cost \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tCash in hand and demand deposits with central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t175,052 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t293,386 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t38,147 \u00a0\n\t\t\t\t\t22,664 \u00a0\n\t\t\t\t\t39,462 \u00a0\n\t\t\t\t\t31,694 \u00a0\n\t\t\t\t\tTrading portfolio assets \u00a0\n\t\t\t\t\t638,799 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t509,590 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t151,384 \u00a0\n\t\t\t\t\t151,573 \u00a0\n\t\t\t\t\t157,056 \u00a0\n\t\t\t\t\t146,721 \u00a0\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,082,818 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,027,442 \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAssets under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t66,499 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76,654 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t422,877 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t522,184 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoans held for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4,539 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,250,384 \u00a0\n\t\t\t\t\t1,432,108 \u00a0\n\t\t\t\t\t2,329,407 \u00a0\n\t\t\t\t\t1,503,781 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t52,252 \u00a0\n\t\t\t\t\t86,525 \u00a0\n\t\t\t\t\t84,763 \u00a0\n\t\t\t\t\t88,213 \u00a0\n\t\t\t\t\tTrading portfolio liabilities \u00a0\n\t\t\t\t\t554,321 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t374,959 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t97,917 \u00a0\n\t\t\t\t\t1,164,375 \u00a0\n\t\t\t\t\t134,332 \u00a0\n\t\t\t\t\t1,157,698 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t697,388 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tIssued bonds\u00a0at amortised cost \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t192,682 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t223,854 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76,982 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLiabilities held for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6,453 \u00a0\n\t\t\t\t\tNon-preferred senior bonds \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t93,236 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t107,654 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38,350 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39,321 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,335 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,468,604 \u00a0\n\t\t\t\t\t1,577,795 \u00a0\n\t\t\t\t\t1,465,945 \u00a0\n\t\t\t\t\t1,625,529 \u00a0(a) Financial\u00a0instruments at fair value \u00a0\n\t\t\t\t\tThe fair value is the amount for which a financial asset or a financial liability\u00a0can be exchanged\u00a0between knowledgeable,\u00a0willing parties.\u00a0Fair value is \u00a0\n\t\t\t\t\tmeasured on the basis of the following hierarchy: \u00a0\n\t\t\t\t\tThe fair value hierarchy \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tQuoted price\u00a0(level 1) consists of financial instruments\u00a0that are quoted in an active market.\u00a0The Group uses the price quoted in the principal market. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tValuation based\u00a0on observable input (level 2) consists of financial instruments\u00a0valued substantially\u00a0on the\u00a0basis of observable input other than a \u00a0\n\t\t\t\t\tquoted price for the instrument\u00a0itself. If a financial instrument is quoted\u00a0in a market\u00a0that is not active, the Group bases its measurement on the most \u00a0\n\t\t\t\t\trecent transaction\u00a0price. Adjustment\u00a0is made for subsequent changes to market conditions,\u00a0for instance,\u00a0by including transactions\u00a0in similar \u00a0\n\t\t\t\t\tfinancial instruments that are\u00a0assumed to be motivated by normal business considerations. For a\u00a0number of financial assets and liabilities,\u00a0no \u00a0\n\t\t\t\t\tmarket exists. In such cases, the Group uses recent transactions\u00a0in similar instruments and discounted cash flows or other generally accepted \u00a0\n\t\t\t\t\testimation and\u00a0valuation techniques\u00a0based on market conditions at the balance sheet date to calculate an estimated\u00a0value. This category covers \u00a0\n\t\t\t\t\tinstruments such\u00a0as derivatives\u00a0valued on\u00a0the basis of observable\u00a0yield curves and exchange rates and illiquid\u00a0mortgage bonds valued by reference \u00a0\n\t\t\t\t\tto the value of similar\u00a0liquid bonds. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tValuation based on\u00a0significant non-observable input\u00a0(level 3): The valuation\u00a0of certain financial instruments is based substantially\u00a0on non-observable \u00a0\n\t\t\t\t\tinput. Such\u00a0instruments include unlisted shares,\u00a0some unlisted bonds and a\u00a0limited portion of\u00a0the derivatives\u00a0portfolio (2%). \u00a0\n\t\t\t\t\tIf, at the balance sheet date, a financial instrument\u2019s\u00a0classification differs\u00a0from its classification at the beginning of the year, the classification of the \u00a0\n\t\t\t\t\tinstrument changes.\u00a0Changes are\u00a0considered to have taken place at the balance sheet date. Developments\u00a0in the financial markets have resulted in \u00a0\n\t\t\t\t\treclassifications between\u00a0the categories. Some bonds have become illiquid and have therefore been\u00a0moved from\u00a0the Quoted\u00a0prices to the Observable \u00a0\n\t\t\t\t\tinput category, while other bonds have instead become liquid and have been moved from the Observable input to the Quoted prices category. \u00a0G33. Fair value information\u00a0for financial\u00a0instruments continued \u00a0\n\t\t\t\t\tValuation techniques \u00a0\n\t\t\t\t\tThe most frequently\u00a0used valuation\u00a0techniques include the pricing of transactions with future settlement and swap\u00a0models that\u00a0apply present value \u00a0\n\t\t\t\t\tcalculations, credit\u00a0pricing models and options models, such as Black & Scholes models. As part of the Group\u2019s control environment,\u00a0valuation models\u00a0are \u00a0\n\t\t\t\t\tvalidated by\u00a0units that\u00a0are independent\u00a0of the business units\u00a0that develop\u00a0the models and trade in the products covered by\u00a0the models. Validation\u00a0is made \u00a0\n\t\t\t\t\tto test the implementation,\u00a0quality and operating stability of\u00a0models to ensure that the models can be used for\u00a0pricing and\u00a0risk management of\u00a0financial \u00a0\n\t\t\t\t\tproducts. \u00a0\n\t\t\t\t\tLoans granted and bonds issued by Realkredit Danmark are recognised at the fair value of the issued bonds (the quoted price in an active market). The \u00a0\n\t\t\t\t\tGroup adjusts\u00a0for changes to the fair value of the credit risk on borrowers etc. The adjustment\u00a0is described further\u00a0in note\u00a0G16. \u00a0\n\t\t\t\t\tThe value of derivatives,\u00a0primarily long-term contracts, is determined on\u00a0observable yields extrapolated\u00a0to yield curves for the full duration of the contracts. \u00a0\n\t\t\t\t\tMoreover, the very limited portfolio of\u00a0credit derivatives\u00a0is valued\u00a0on the basis of observable\u00a0input as\u00a0well as assumptions\u00a0about the probability\u00a0of default \u00a0\n\t\t\t\t\t(recovery rate).\u00a0Unlisted shares\u00a0are measured at fair value in accordance with the International\u00a0Private Equity and Venture Capital Valuation Guideline\u00a0s \u00a0\n\t\t\t\t\t(IPEV) which are compliant with IFRS. IPEV guides the calculation of the estimated fair\u00a0value of\u00a0unlisted shares as the price\u00a0that would be received to sell \u00a0\n\t\t\t\t\tan asset or paid to transfer a liability\u00a0in an orderly transaction between market participants\u00a0at the measurement\u00a0date. Valuation\u00a0methods includ\u00a0e \u00a0\n\t\t\t\t\tdiscounted cash flow models and pricing based on a multiple\u00a0of earnings or equity. \u00a0\n\t\t\t\t\tFair value adjustments \u00a0\n\t\t\t\t\tManagement estimates underlie the\u00a0valuation of\u00a0financial instruments\u00a0for which the value is based on valuation\u00a0techniques. The Group makes fair value \u00a0\n\t\t\t\t\tadjustments to\u00a0cover changes in\u00a0counterparty risk\u00a0(CVA and DVA)\u00a0on derivatives,\u00a0funding risk (FVA and ColVA), bid-offer spreads on the net open positio\u00a0n \u00a0\n\t\t\t\t\tof portfolios\u00a0with offsetting\u00a0market risk, and model risk on level 3 derivatives. \u00a0\n\t\t\t\t\tCredit value\u00a0adjustment (CVA),\u00a0debit value\u00a0adjustment (DVA)\u00a0and funding value adjustment (FVA and ColVA) \u00a0\n\t\t\t\t\tThe Group makes a\u00a0fair value adjustment to cover the counterparty credit risk on derivatives\u00a0with a positive fair value (CVA). For\u00a0a given counterparty\u2019\u00a0s \u00a0\n\t\t\t\t\tportfolio of\u00a0derivatives, CVA\u00a0is calculated as\u00a0a function\u00a0of the probability\u00a0of default\u00a0(PD), the expected\u00a0positive exposure (EPE) and the loss given default in \u00a0\n\t\t\t\t\tthe event of bankruptcy\u00a0(LGD). The Group enters into derivatives\u00a0transactions mainly with counterparties\u00a0in the\u00a0Scandinavian market. \u00a0\n\t\t\t\t\tThe PDs used in the CVA model are derived\u00a0from single name liquid credit default swap (CDS). If this is not available,\u00a0the PDs are derived using proxy- \u00a0\n\t\t\t\t\tmapping to a CDS index. For the calculation of EPE, the Group uses simulations\u00a0to estimate\u00a0the expected positive exposures to\u00a0the counterparty\u2019s portfolio \u00a0\n\t\t\t\t\tover the term of the derivatives.\u00a0The exposure model is\u00a0based fully on market-implied\u00a0data. For\u00a0the calculation\u00a0of LGD, the Group uses market compliant \u00a0\n\t\t\t\t\tLGD. However, for customers classified in stage 3 in relation to the expected credit loss impairment, CVA is calculated\u00a0as if the\u00a0derivatives were\u00a0loans \u00a0\n\t\t\t\t\tsubject to\u00a0impairment because\u00a0of credit losses. \u00a0\n\t\t\t\t\tA fair value\u00a0adjustment for\u00a0derivatives with\u00a0an expected negative\u00a0exposure is made to cover the counterparty's\u00a0credit risk on\u00a0Danske Bank\u00a0(DVA), with\u00a0PD \u00a0\n\t\t\t\t\tcalculated according to principles similar to\u00a0CVA. The Group uses PD values derived from Danske Bank\u2019s liquid CDS spread. \u00a0\n\t\t\t\t\tA fair value\u00a0adjustment for\u00a0derivatives to\u00a0cover expected funding\u00a0costs (FVA and ColVA) is calculated.\u00a0FVA primarily\u00a0arises from the cost of funding \u00a0\n\t\t\t\t\tuncollateralised derivatives. The\u00a0adjustment is\u00a0a function of the unsecured funding curve and expected future exposures. ColVA takes into account the \u00a0\n\t\t\t\t\tfunding cost\u00a0and benefit on collateralised\u00a0derivatives. The ColVA adjustment is a function of\u00a0expected collateral balances and cross-currency basis and \u00a0\n\t\t\t\t\trepo spreads. \u00a0\n\t\t\t\t\tAt the end of 2022, CVA, DVA,\u00a0FVA and ColVA came to a net amount of DKK\u00a0-94 million\u00a0(2021: DKK 894\u00a0million), including the adjustment for\u00a0credit risk \u00a0\n\t\t\t\t\ton derivatives\u00a0in stage\u00a03. \u00a0\n\t\t\t\t\tBid-offer spread \u00a0\n\t\t\t\t\tFor portfolios\u00a0of assets and liabilities\u00a0with offsetting market risk, the Group bases its measurement of the portfolios on mid-market prices and\u00a0makes fair \u00a0\n\t\t\t\t\tvalue adjustments\u00a0to recognise net assets at the bid price and net liabilities\u00a0at the\u00a0offer price (exit prices). At the end of 2022, these fair value adjustmen\u00a0ts \u00a0\n\t\t\t\t\ttotalled DKK 151 million (2021: DKK 106 million). \u00a0\n\t\t\t\t\tModel risk \u00a0\n\t\t\t\t\tTo account for the uncertainty\u00a0associated with measuring\u00a0the value of derivatives\u00a0on the basis of non-observable\u00a0input (level 3 in the fair value\u00a0hierarchy), \u00a0\n\t\t\t\t\tthe Group has established guidelines to quantify risk. The Group calculates and\u00a0monitors the reserve\u00a0on an ongoing basis. At the end of 2022, the reserve \u00a0\n\t\t\t\t\ttotalled DKK 0\u00a0million (2021: DKK 0\u00a0million). \u00a0G33. Fair value information\u00a0for financial\u00a0instruments continued \u00a0\n\t\t\t\t\tAmortisation of\u00a0initial margin \u00a0\n\t\t\t\t\tIf, at the time of acquisition,\u00a0a difference\u00a0arises between the model value of\u00a0a financial instrument,\u00a0calculated on\u00a0the basis of\u00a0non-observable input\u00a0and \u00a0\n\t\t\t\t\tactual cost (day-one profit or\u00a0loss), and the difference is not the result of transaction\u00a0costs, the Group adjusts model parameters to actual cost to take \u00a0\n\t\t\t\t\tthe initial\u00a0margin into account. Accordingly,\u00a0the valuation\u00a0of derivatives\u00a0includes amortisation of\u00a0the value of initial\u00a0margins over the remaining term to \u00a0\n\t\t\t\t\tmaturity. The\u00a0initial margins\u00a0relate to elements not covered by the above CVA, DVA and FVA adjustments,\u00a0such as future administrative\u00a0expenses and \u00a0\n\t\t\t\t\tcapital consumption. At\u00a031 December 2022, the value of unamortised\u00a0initial margins was\u00a0DKK 1,101 million (2021: DKK 1,381 million). \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tUnamortised initial margins at\u00a01 January \u00a0\n\t\t\t\t\t1,381 \u00a0\n\t\t\t\t\t1,407 \u00a0\n\t\t\t\t\tAmortised to the income statement during the year \u00a0\n\t\t\t\t\t-592 \u00a0\n\t\t\t\t\t-370 \u00a0\n\t\t\t\t\tInitial margins on new derivatives contracts \u00a0\n\t\t\t\t\t530 \u00a0\n\t\t\t\t\t449 \u00a0\n\t\t\t\t\tTerminated derivatives contracts \u00a0\n\t\t\t\t\t-218 \u00a0\n\t\t\t\t\t-105 \u00a0\n\t\t\t\t\tUnamortised initial\u00a0margins as\u00a0at 31 December \u00a0\n\t\t\t\t\t1,101 \u00a0\n\t\t\t\t\t1,381 \u00a0\n\t\t\t\t\tObservable Non-observable \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tQuoted prices \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38,147 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38,147 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t6,942 \u00a0\n\t\t\t\t\t421,917 \u00a0\n\t\t\t\t\t1,263 \u00a0\n\t\t\t\t\t430,123 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t6,942 \u00a0\n\t\t\t\t\t298,988 \u00a0\n\t\t\t\t\t317 \u00a0\n\t\t\t\t\t306,248 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t122,929 \u00a0\n\t\t\t\t\t946 \u00a0\n\t\t\t\t\t123,875 \u00a0\n\t\t\t\t\tTrading portfolio\u00a0bonds \u00a0\n\t\t\t\t\t183,205 \u00a0\n\t\t\t\t\t17,190 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t200,395 \u00a0\n\t\t\t\t\tTrading portfolio shares \u00a0\n\t\t\t\t\t8,198 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t8,281 \u00a0\n\t\t\t\t\tInvestment securities, bonds \u00a0\n\t\t\t\t\t112,744 \u00a0\n\t\t\t\t\t37,454 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t150,198 \u00a0\n\t\t\t\t\tInvestment securities, shares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,187 \u00a0\n\t\t\t\t\t1,187 \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t66,499 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66,499 \u00a0\n\t\t\t\t\tAssets under insurance contracts, bonds \u00a0\n\t\t\t\t\t152,084 \u00a0\n\t\t\t\t\t17,940 \u00a0\n\t\t\t\t\t3,369 \u00a0\n\t\t\t\t\t173,393 \u00a0\n\t\t\t\t\tDanish mortgage bonds \u00a0\n\t\t\t\t\t48,867 \u00a0\n\t\t\t\t\t7,414 \u00a0\n\t\t\t\t\t327 \u00a0\n\t\t\t\t\t56,608 \u00a0\n\t\t\t\t\tOther covered bonds \u00a0\n\t\t\t\t\t103,217 \u00a0\n\t\t\t\t\t10,526 \u00a0\n\t\t\t\t\t3,042 \u00a0\n\t\t\t\t\t116,785 \u00a0\n\t\t\t\t\tAssets under insurance contracts, shares \u00a0\n\t\t\t\t\t123,565 \u00a0\n\t\t\t\t\t4,788 \u00a0\n\t\t\t\t\t47,045 \u00a0\n\t\t\t\t\t175,398 \u00a0\n\t\t\t\t\tAssets under insurance contracts, derivatives \u00a0\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t72,406 \u00a0\n\t\t\t\t\t863 \u00a0\n\t\t\t\t\t74,086 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t654,054 \u00a0\n\t\t\t\t\t1,542,519 \u00a0\n\t\t\t\t\t53,810 \u00a0\n\t\t\t\t\t2,250,384 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t52,252 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t52,252 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t4,967 \u00a0\n\t\t\t\t\t429,138 \u00a0\n\t\t\t\t\t1,036 \u00a0\n\t\t\t\t\t435,141 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t4,967 \u00a0\n\t\t\t\t\t292,553 \u00a0\n\t\t\t\t\t332 \u00a0\n\t\t\t\t\t297,852 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t136,585 \u00a0\n\t\t\t\t\t704 \u00a0\n\t\t\t\t\t137,289 \u00a0\n\t\t\t\t\tObligations to repurchase securities \u00a0\n\t\t\t\t\t113,830 \u00a0\n\t\t\t\t\t5,327 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t119,180 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t97,917 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t97,917 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t697,389 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697,389 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t816,186 \u00a0\n\t\t\t\t\t651,359 \u00a0\n\t\t\t\t\t1,059 \u00a0\n\t\t\t\t\t1,468,604 \u00a0G33. Fair value information\u00a0for financial\u00a0instruments continued \u00a0\n\t\t\t\t\tObservable Non-observable \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tQuoted prices \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39,462 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39,462 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t3,925 \u00a0\n\t\t\t\t\t254,193 \u00a0\n\t\t\t\t\t2,106 \u00a0\n\t\t\t\t\t260,224 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t3,819 \u00a0\n\t\t\t\t\t181,799 \u00a0\n\t\t\t\t\t1,557 \u00a0\n\t\t\t\t\t187,176 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t106 \u00a0\n\t\t\t\t\t72,393 \u00a0\n\t\t\t\t\t549 \u00a0\n\t\t\t\t\t73,048 \u00a0\n\t\t\t\t\tTrading portfolio bonds \u00a0\n\t\t\t\t\t226,350 \u00a0\n\t\t\t\t\t10,933 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t237,283 \u00a0\n\t\t\t\t\tTrading portfolio shares \u00a0\n\t\t\t\t\t11,977 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t106 \u00a0\n\t\t\t\t\t12,083 \u00a0\n\t\t\t\t\tInvestment securities, bonds \u00a0\n\t\t\t\t\t132,415 \u00a0\n\t\t\t\t\t23,411 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t155,826 \u00a0\n\t\t\t\t\tInvestment securities, shares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,230 \u00a0\n\t\t\t\t\t1,230 \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t76,654 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t76,654 \u00a0\n\t\t\t\t\tAssets under insurance contracts, bonds \u00a0\n\t\t\t\t\t176,479 \u00a0\n\t\t\t\t\t23,610 \u00a0\n\t\t\t\t\t5,300 \u00a0\n\t\t\t\t\t205,389 \u00a0\n\t\t\t\t\tDanish mortgage bonds \u00a0\n\t\t\t\t\t63,737 \u00a0\n\t\t\t\t\t10,530 \u00a0\n\t\t\t\t\t434 \u00a0\n\t\t\t\t\t74,701 \u00a0\n\t\t\t\t\tOther covered bonds \u00a0\n\t\t\t\t\t112,742 \u00a0\n\t\t\t\t\t13,080 \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t130,688 \u00a0\n\t\t\t\t\tAssets under insurance contracts, shares \u00a0\n\t\t\t\t\t156,574 \u00a0\n\t\t\t\t\t4,998 \u00a0\n\t\t\t\t\t45,353 \u00a0\n\t\t\t\t\t206,925 \u00a0\n\t\t\t\t\tAssets under insurance contracts, derivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t107,636 \u00a0\n\t\t\t\t\t2,234 \u00a0\n\t\t\t\t\t109,870 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t784,374 \u00a0\n\t\t\t\t\t1,488,704 \u00a0\n\t\t\t\t\t56,329 \u00a0\n\t\t\t\t\t2,329,407 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t84,763 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t84,763 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t3,929 \u00a0\n\t\t\t\t\t236,240 \u00a0\n\t\t\t\t\t1,835 \u00a0\n\t\t\t\t\t242,004 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t3,819 \u00a0\n\t\t\t\t\t160,810 \u00a0\n\t\t\t\t\t722 \u00a0\n\t\t\t\t\t165,351 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t110 \u00a0\n\t\t\t\t\t75,430 \u00a0\n\t\t\t\t\t1,113 \u00a0\n\t\t\t\t\t76,653 \u00a0\n\t\t\t\t\tObligations to repurchase securities \u00a0\n\t\t\t\t\t130,396 \u00a0\n\t\t\t\t\t2,443 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t132,955 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t134,332 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t134,332 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76,982 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76,982 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t929,234 \u00a0\n\t\t\t\t\t534,760 \u00a0\n\t\t\t\t\t1,951 \u00a0\n\t\t\t\t\t1,465,945 \u00a0\n\t\t\t\t\tFinancial instruments valued on\u00a0the basis\u00a0of non-observable input \u00a0\n\t\t\t\t\tThe tables below shows financial instruments valued on the basis of non-observable input. \u00a0\n\t\t\t\t\tSensitivity \u00a0\n\t\t\t\t\t(change in fair \u00a0\n\t\t\t\t\tGains/losses \u00a0\n\t\t\t\t\tvalue) \u00a0\n\t\t\t\t\tfor the period \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tCarrying amount \u00a0\n\t\t\t\t\tIncrease \u00a0\n\t\t\t\t\tDecrease \u00a0\n\t\t\t\t\tRealised \u00a0\n\t\t\t\t\tUnrealised \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tUnlisted shares \u00a0\n\t\t\t\t\tallocated to insurance contract policyholders \u00a0\n\t\t\t\t\t47,045 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6,423 \u00a0\n\t\t\t\t\t-706 \u00a0\n\t\t\t\t\tother \u00a0\n\t\t\t\t\t1,247 \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\t175 \u00a0\n\t\t\t\t\t-31 \u00a0\n\t\t\t\t\tIlliquid bonds \u00a0\n\t\t\t\t\t3,369 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-128 \u00a0\n\t\t\t\t\t-61 \u00a0\n\t\t\t\t\tDerivatives, net\u00a0fair value \u00a0\n\t\t\t\t\t1,090 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-420 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tUnlisted shares \u00a0\n\t\t\t\t\tallocated to insurance contract policyholders \u00a0\n\t\t\t\t\t45,353 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3,950 \u00a0\n\t\t\t\t\t7,802 \u00a0\n\t\t\t\t\tother \u00a0\n\t\t\t\t\t1,220 \u00a0\n\t\t\t\t\t122 \u00a0\n\t\t\t\t\t122 \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\t-12 \u00a0\n\t\t\t\t\tIlliquid bonds \u00a0\n\t\t\t\t\t5,300 \u00a0\n\t\t\t\t\t101 \u00a0\n\t\t\t\t\t101 \u00a0\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t117 \u00a0\n\t\t\t\t\tDerivatives, net\u00a0fair value \u00a0\n\t\t\t\t\t2,504 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-909 \u00a0G33. Fair value information\u00a0for financial\u00a0instruments continued \u00a0For unlisted\u00a0shares allocated to insurance contract policyholders, the policyholders assume most of the risk on the shares. Therefore, changes in the fair \u00a0\n\t\t\t\t\tvalue of those shares will only to a\u00a0limited extent\u00a0affect the\u00a0Group\u2019s net\u00a0profit. The Group\u2019s remaining\u00a0portfolio of unlisted shares consists primarily of \u00a0\n\t\t\t\t\tbanking-related investments and\u00a0holdings in\u00a0private equity funds.\u00a0The sensitivity\u00a0of the fair value\u00a0measurement to\u00a0changes in\u00a0the unobservable input \u00a0\n\t\t\t\t\tdisclosed in the table is calculated as a 10% increase or 10 % decrease in fair value. Under\u00a0current market conditions, a\u00a010 % decrease in the fair value \u00a0\n\t\t\t\t\tis considered\u00a0to be below a possible\u00a0alternative estimate of\u00a0the fair value at the end of the period. The unrealised adjustments\u00a0in 2022 were attributab\u00a0le \u00a0\n\t\t\t\t\tto various unlisted\u00a0shares. \u00a0\n\t\t\t\t\tThe estimated fair value of\u00a0illiquid bonds\u00a0depends significantly\u00a0on the estimated credit spread.\u00a0In the\u00a0table, the sensitivity\u00a0of the fair value measurement \u00a0\n\t\t\t\t\tto changes in non-observable\u00a0input is\u00a0calculated as a\u00a050bps widening or\u00a0narrowing of the credit spread. \u00a0\n\t\t\t\t\tA substantial\u00a0number of derivatives\u00a0valued on the basis of non-observable input are hedged by similar derivatives\u00a0or are used for hedging\u00a0the credit risk \u00a0\n\t\t\t\t\ton bonds also valued\u00a0on the basis of non-observable\u00a0input. Changing one\u00a0or more of the non-observable\u00a0inputs to\u00a0reflect reasonable,\u00a0possible alternative \u00a0\n\t\t\t\t\tassumptions would not change the fair value of the derivatives\u00a0significantly above what\u00a0is already covered by the reserve related to fair value\u00a0adjustmen t \u00a0\n\t\t\t\t\tfor model risk. \u00a0\n\t\t\t\t\tShares, bonds and derivatives valued on the basis of non-observable input \u00a0\n\t\t\t\t\tReconciliation from\u00a0beginning to\u00a0end of period \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\tFair value at 1 January \u00a0\n\t\t\t\t\t46,573 \u00a0\n\t\t\t\t\t5,300 \u00a0\n\t\t\t\t\t2,504 \u00a0\n\t\t\t\t\t36,028 \u00a0\n\t\t\t\t\t7,438 \u00a0\n\t\t\t\t\t3,083 \u00a0\n\t\t\t\t\tValue adjustment through profit or loss \u00a0\n\t\t\t\t\t5,861 \u00a0\n\t\t\t\t\t-189 \u00a0\n\t\t\t\t\t-420 \u00a0\n\t\t\t\t\t11,865 \u00a0\n\t\t\t\t\t237 \u00a0\n\t\t\t\t\t-909 \u00a0\n\t\t\t\t\tAcquisitions \u00a0\n\t\t\t\t\t20,800 \u00a0\n\t\t\t\t\t107 \u00a0\n\t\t\t\t\t186 \u00a0\n\t\t\t\t\t9,556 \u00a0\n\t\t\t\t\t122 \u00a0\n\t\t\t\t\t-191 \u00a0\n\t\t\t\t\tSale and redemption \u00a0\n\t\t\t\t\t-24,942 \u00a0\n\t\t\t\t\t-1,849 \u00a0\n\t\t\t\t\t-42 \u00a0\n\t\t\t\t\t-10,611 \u00a0\n\t\t\t\t\t-2,497 \u00a0\n\t\t\t\t\t161 \u00a0\n\t\t\t\t\tTransferred from quoted prices and observable input \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\tTransferred to quoted prices and observable input \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-1,136 \u00a0\n\t\t\t\t\t-265 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t363 \u00a0\n\t\t\t\t\tFair value\u00a0end of period \u00a0\n\t\t\t\t\t48,292 \u00a0\n\t\t\t\t\t3,369 \u00a0\n\t\t\t\t\t1,090 \u00a0\n\t\t\t\t\t46,573 \u00a0\n\t\t\t\t\t5,300 \u00a0\n\t\t\t\t\t2,504 \u00a0\n\t\t\t\t\tThe value adjustment through profit or loss\u00a0is recognised under Net trading\u00a0income or loss. The transfer of derivatives\u00a0to the Observable input category \u00a0\n\t\t\t\t\tconsists primarily\u00a0of maturity\u00a0reductions, implying that the yield curves have become observable. \u00a0\n\t\t\t\t\t(b) Financial instruments at amortised\u00a0cost \u00a0\n\t\t\t\t\tIn this section, the fair value of financial instruments recognised at amortised cost is presented. The fair value is based on quoted market prices, if \u00a0\n\t\t\t\t\tavailable. If\u00a0quoted prices are not available,\u00a0the value is approximated\u00a0to reflect\u00a0the price that would have been fixed had the terms been agreed at the \u00a0\n\t\t\t\t\tbalance sheet date. \u00a0\n\t\t\t\t\tThe fair values disclosed below are\u00a0determined on the basis of the following principles: \u00a0\n\t\t\t\t\tInvestment securities\u00a0(bonds classified as\u00a0held-to-collect), other issued bonds and subordinated\u00a0debt \u00a0\n\t\t\t\t\tQuoted prices in an active market exist for a significant part of these financial instruments.\u00a0If quoted prices in an active market do not exist, the Group \u00a0\n\t\t\t\t\tuses an\u00a0estimate of\u00a0the current return required by the market to estimate the fair value. \u00a0\n\t\t\t\t\tOther financial instruments \u00a0\n\t\t\t\t\tThe determination\u00a0of the fair value of financial instruments\u00a0recognised at amortised cost is based on the following\u00a0preconditions relating to interest rate \u00a0\n\t\t\t\t\trisk: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFor a significant\u00a0number of the Group\u2019s deposits and loans, the interest rate depends on the standard variable rate fixed by the Group. The rate is \u00a0\n\t\t\t\t\tadjusted only\u00a0upon certain changes in market conditions.\u00a0Such deposits\u00a0and loans are considered\u00a0to carry interest\u00a0at a variable\u00a0rate, as the standard \u00a0\n\t\t\t\t\tvariable rate fixed by the Group at any time applies to both new and existing arrangements. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe interest\u00a0rate risk on some fixed-rate loans extended\u00a0by the Group is designated as a\u00a0hedge of\u00a0the interest\u00a0rate risk on liabilities.\u00a0Interest rate \u00a0\n\t\t\t\t\trisk not hedging the interest rate risk on liabilities\u00a0is hedged by derivatives.\u00a0Such hedges are accounted for as fair value hedges, and the fair value \u00a0\n\t\t\t\t\tof the hedged\u00a0interest risk is adjusted in the carrying amount of the hedged financial instruments. Consequently,\u00a0only fair value changes related to \u00a0\n\t\t\t\t\tfixed-rate loans not hedged by derivatives\u00a0are adjusted in the fair values presented in the table below. \u00a0\n\t\t\t\t\tFor financial instruments\u00a0that are only to a\u00a0limited extent\u00a0influenced by\u00a0changes in\u00a0credit risk, the amortised\u00a0cost, including the adjustment for\u00a0the fair \u00a0\n\t\t\t\t\tvalue hedge accounting of the interest rate risk, is a reasonable approximation\u00a0of fair value. This is the case for Due from/to credit institutions\u00a0and central \u00a0\n\t\t\t\t\tbanks and Deposits. \u00a0\n\t\t\t\t\tIt is assessed that the expected credit loss impairment\u00a0model used for loans\u00a0measured at amortised cost is a reasonable proxy for\u00a0the fair value of the \u00a0\n\t\t\t\t\tcredit risk. \u00a0G33. Fair value information\u00a0for financial\u00a0instruments continued \u00a0\n\t\t\t\t\tIn the\u00a0table below, fair value is presented for classes of financial instruments\u00a0for which the carrying amount is not a reasonable approximation\u00a0of fair \u00a0\n\t\t\t\t\tvalue. \u00a0\n\t\t\t\t\tCarring \u00a0\n\t\t\t\t\tObservable Non-observable \u00a0\n\t\t\t\t\tamount \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\t2022 (DKK millions) \u00a0\n\t\t\t\t\tFair value \u00a0\n\t\t\t\t\tQuoted prices \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t151,573 \u00a0\n\t\t\t\t\t139,815 \u00a0\n\t\t\t\t\t128,391 \u00a0\n\t\t\t\t\t11,424 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t1,082,818 \u00a0\n\t\t\t\t\t1,075,778 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7,972 \u00a0\n\t\t\t\t\t1,067,807 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior bonds \u00a0\n\t\t\t\t\t285,918 \u00a0\n\t\t\t\t\t285,755 \u00a0\n\t\t\t\t\t259,335 \u00a0\n\t\t\t\t\t8,230 \u00a0\n\t\t\t\t\t18,189 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t38,350 \u00a0\n\t\t\t\t\t36,579 \u00a0\n\t\t\t\t\t37,091 \u00a0\n\t\t\t\t\t-512 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2021 (DKK millions) \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t146,721 \u00a0\n\t\t\t\t\t146,286 \u00a0\n\t\t\t\t\t132,476 \u00a0\n\t\t\t\t\t13,810 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t1,027,442 \u00a0\n\t\t\t\t\t1,026,701 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8,035 \u00a0\n\t\t\t\t\t1,018,666 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tIssued bonds, including non-preferred senior bonds \u00a0\n\t\t\t\t\t331,508 \u00a0\n\t\t\t\t\t334,761 \u00a0\n\t\t\t\t\t274,019 \u00a0\n\t\t\t\t\t32,913 \u00a0\n\t\t\t\t\t27,830 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t39,321 \u00a0\n\t\t\t\t\t40,835 \u00a0\n\t\t\t\t\t40,427 \u00a0\n\t\t\t\t\t408 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t(c) Impact\u00a0of IBOR Reform on financial instruments \u00a0\n\t\t\t\t\tThe Interest Rate Benchmark Reform is replacing existing\u00a0benchmark inter-bank offered rates (IBORs) with alternative\u00a0risk-free rates. At the beginning \u00a0\n\t\t\t\t\tof 2019, the Group formally established\u00a0an IBOR Transition\u00a0Programme, the main objectives\u00a0being to identify how the IBOR transition will affect the Group \u00a0\n\t\t\t\t\tfinancially and operationally, and identify how cessation of IBOR publications would affect\u00a0the Group\u2019s ability to\u00a0service its customer base. The programme \u00a0\n\t\t\t\t\thas looked at both the financial and operational impact of the transition\u00a0towards risk free rates and how to engage with customers that have been affected. \u00a0\n\t\t\t\t\tThe programme will continue into 2023 as attention\u00a0turns to the USD LIBOR contracts and the transition\u00a0of these ahead of the 30 June 2023 deadline\u00a0. \u00a0\n\t\t\t\t\tIn addition,\u00a0the programme will also undertake\u00a0implementation of\u00a0DESTR, SWESTR and NOVA indexes into its core Nordic base. \u00a0\n\t\t\t\t\tUnder IFRS 9, a change to the determination\u00a0of the contractual\u00a0cash flows of financial assets and financial liabilities\u00a0at the date on which interest rate \u00a0\n\t\t\t\t\tbenchmarks are\u00a0altered or\u00a0replaced is applied\u00a0prospectively by\u00a0altering the effective interest rate to reflect, for example, the change in interest rate \u00a0\n\t\t\t\t\tbenchmark from IBOR to an alternative\u00a0benchmark rate. This therefore does not lead to a modification gain or loss recognised in the income statement. \u00a0\n\t\t\t\t\tA change must meet two conditions:\u00a0(a) the change is necessary as a direct consequence\u00a0of the reform, and (b) the\u00a0new basis for determining\u00a0the \u00a0\n\t\t\t\t\tcontractual cash flows is economically equivalent\u00a0to the previous basis. \u00a0\n\t\t\t\t\tThe table below shows\u00a0the nominal contract\u00a0amount of\u00a0all non-derivative\u00a0financial assets and non-derivative\u00a0financial liabilities\u00a0that are yet to transitio\u00a0n \u00a0\n\t\t\t\t\tto alternative\u00a0rates, by the major reference rates. These exposures are\u00a0segregated across\u00a0a number of\u00a0components parts: principally, USD LIBOR \u00a0\n\t\t\t\t\tcontracts that will be actively transitioned\u00a0during 2023 before this benchmark ceases to be published after 30 June\u00a02023; customer contracts that had \u00a0\n\t\t\t\t\tan interest rate period that straddled the year-end and\u00a0which will repay or be transitioned\u00a0at the next interest rate reset, and legacy GBP contracts that \u00a0\n\t\t\t\t\tcontinue to\u00a0use Synthetic LIBOR until they can\u00a0be re-negotiated.\u00a0The financial instruments that are\u00a0reported at amortised cost are disclosed at their \u00a0\n\t\t\t\t\tgross carrying\u00a0value and do not include any expected credit losses that are held against them. Balances held at fair value are reported at their fair value \u00a0\n\t\t\t\t\tas at 31 December 2022. The nominal amount of derivatives\u00a0that are yet to transition to alternative\u00a0benchmarks is disclosed in G12(d). \u00a0\n\t\t\t\t\tNon-derivative financial instruments yet\u00a0to transition\u00a0to alternative benchmark rates \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tUSD LIBOR \u00a0\n\t\t\t\t\t3,994 \u00a0\n\t\t\t\t\t21,144 \u00a0\n\t\t\t\t\tGBP LIBOR \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2,878 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t1,195 \u00a0\n\t\t\t\t\t461 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t5,191 \u00a0\n\t\t\t\t\t24,483 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tUSD LIBOR \u00a0\n\t\t\t\t\t1,954 \u00a0\n\t\t\t\t\t4,288 \u00a0\n\t\t\t\t\tGBP LIBOR \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,574 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t654 \u00a0\n\t\t\t\t\t43 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,608 \u00a0\n\t\t\t\t\t7,905 \u00a0\n\t\t\t\t\tThe amendments further introduce reliefs from\u00a0existing hedge accounting requirements, which are detailed in\u00a0G12(d). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFairValueOfFinancialInstrumentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4262": {
   "value": "If, at the balance sheet date, a financial instrument\u2019s\u00a0classification differs\u00a0from its classification at the beginning of the year, the classification of the \u00a0\n\t\t\t\t\tinstrument changes.\u00a0Changes are\u00a0considered to have taken place at the balance sheet date. Developments\u00a0in the financial markets have resulted in \u00a0\n\t\t\t\t\treclassifications between\u00a0the categories. Some bonds have become illiquid and have therefore been\u00a0moved from\u00a0the Quoted\u00a0prices to the Observable \u00a0\n\t\t\t\t\tinput category, while other bonds have instead become liquid and have been moved from the Observable input to the Quoted prices category. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfReclassificationOfFinancialInstrumentsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4263": {
   "value": "Amortisation of\u00a0initial margin \u00a0\n\t\t\t\t\tIf, at the time of acquisition,\u00a0a difference\u00a0arises between the model value of\u00a0a financial instrument,\u00a0calculated on\u00a0the basis of\u00a0non-observable input\u00a0and \u00a0\n\t\t\t\t\tactual cost (day-one profit or\u00a0loss), and the difference is not the result of transaction\u00a0costs, the Group adjusts model parameters to actual cost to take \u00a0\n\t\t\t\t\tthe initial\u00a0margin into account. Accordingly,\u00a0the valuation\u00a0of derivatives\u00a0includes amortisation of\u00a0the value of initial\u00a0margins over the remaining term to \u00a0\n\t\t\t\t\tmaturity. The\u00a0initial margins\u00a0relate to elements not covered by the above CVA, DVA and FVA adjustments,\u00a0such as future administrative\u00a0expenses and \u00a0\n\t\t\t\t\tcapital consumption. At\u00a031 December 2022, the value of unamortised\u00a0initial margins was\u00a0DKK 1,101 million (2021: DKK 1,381 million). \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForRecognisingDifferenceBetweenFairValueAtInitialRecognitionAndAmountDeterminedUsingValuationTechniqueExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4264": {
   "value": "Observable Non-observable \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tQuoted prices \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38,147 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38,147 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t6,942 \u00a0\n\t\t\t\t\t421,917 \u00a0\n\t\t\t\t\t1,263 \u00a0\n\t\t\t\t\t430,123 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t6,942 \u00a0\n\t\t\t\t\t298,988 \u00a0\n\t\t\t\t\t317 \u00a0\n\t\t\t\t\t306,248 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t122,929 \u00a0\n\t\t\t\t\t946 \u00a0\n\t\t\t\t\t123,875 \u00a0\n\t\t\t\t\tTrading portfolio\u00a0bonds \u00a0\n\t\t\t\t\t183,205 \u00a0\n\t\t\t\t\t17,190 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t200,395 \u00a0\n\t\t\t\t\tTrading portfolio shares \u00a0\n\t\t\t\t\t8,198 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t8,281 \u00a0\n\t\t\t\t\tInvestment securities, bonds \u00a0\n\t\t\t\t\t112,744 \u00a0\n\t\t\t\t\t37,454 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t150,198 \u00a0\n\t\t\t\t\tInvestment securities, shares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,187 \u00a0\n\t\t\t\t\t1,187 \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t932,677 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t66,499 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66,499 \u00a0\n\t\t\t\t\tAssets under insurance contracts, bonds \u00a0\n\t\t\t\t\t152,084 \u00a0\n\t\t\t\t\t17,940 \u00a0\n\t\t\t\t\t3,369 \u00a0\n\t\t\t\t\t173,393 \u00a0\n\t\t\t\t\tDanish mortgage bonds \u00a0\n\t\t\t\t\t48,867 \u00a0\n\t\t\t\t\t7,414 \u00a0\n\t\t\t\t\t327 \u00a0\n\t\t\t\t\t56,608 \u00a0\n\t\t\t\t\tOther covered bonds \u00a0\n\t\t\t\t\t103,217 \u00a0\n\t\t\t\t\t10,526 \u00a0\n\t\t\t\t\t3,042 \u00a0\n\t\t\t\t\t116,785 \u00a0\n\t\t\t\t\tAssets under insurance contracts, shares \u00a0\n\t\t\t\t\t123,565 \u00a0\n\t\t\t\t\t4,788 \u00a0\n\t\t\t\t\t47,045 \u00a0\n\t\t\t\t\t175,398 \u00a0\n\t\t\t\t\tAssets under insurance contracts, derivatives \u00a0\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t72,406 \u00a0\n\t\t\t\t\t863 \u00a0\n\t\t\t\t\t74,086 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t654,054 \u00a0\n\t\t\t\t\t1,542,519 \u00a0\n\t\t\t\t\t53,810 \u00a0\n\t\t\t\t\t2,250,384 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t52,252 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t52,252 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t4,967 \u00a0\n\t\t\t\t\t429,138 \u00a0\n\t\t\t\t\t1,036 \u00a0\n\t\t\t\t\t435,141 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t4,967 \u00a0\n\t\t\t\t\t292,553 \u00a0\n\t\t\t\t\t332 \u00a0\n\t\t\t\t\t297,852 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t136,585 \u00a0\n\t\t\t\t\t704 \u00a0\n\t\t\t\t\t137,289 \u00a0\n\t\t\t\t\tObligations to repurchase securities \u00a0\n\t\t\t\t\t113,830 \u00a0\n\t\t\t\t\t5,327 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t119,180 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t97,917 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t97,917 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t697,389 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t697,389 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t66,725 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t816,186 \u00a0\n\t\t\t\t\t651,359 \u00a0\n\t\t\t\t\t1,059 \u00a0\n\t\t\t\t\t1,468,604 \u00a0G33. Fair value information\u00a0for financial\u00a0instruments continued \u00a0\n\t\t\t\t\tObservable Non-observable \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\tinput \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tQuoted prices \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tFinancial assets \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39,462 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39,462 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t3,925 \u00a0\n\t\t\t\t\t254,193 \u00a0\n\t\t\t\t\t2,106 \u00a0\n\t\t\t\t\t260,224 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t3,819 \u00a0\n\t\t\t\t\t181,799 \u00a0\n\t\t\t\t\t1,557 \u00a0\n\t\t\t\t\t187,176 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t106 \u00a0\n\t\t\t\t\t72,393 \u00a0\n\t\t\t\t\t549 \u00a0\n\t\t\t\t\t73,048 \u00a0\n\t\t\t\t\tTrading portfolio bonds \u00a0\n\t\t\t\t\t226,350 \u00a0\n\t\t\t\t\t10,933 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t237,283 \u00a0\n\t\t\t\t\tTrading portfolio shares \u00a0\n\t\t\t\t\t11,977 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t106 \u00a0\n\t\t\t\t\t12,083 \u00a0\n\t\t\t\t\tInvestment securities, bonds \u00a0\n\t\t\t\t\t132,415 \u00a0\n\t\t\t\t\t23,411 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t155,826 \u00a0\n\t\t\t\t\tInvestment securities, shares \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,230 \u00a0\n\t\t\t\t\t1,230 \u00a0\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,024,461 \u00a0\n\t\t\t\t\tAssets under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t76,654 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t76,654 \u00a0\n\t\t\t\t\tAssets under insurance contracts, bonds \u00a0\n\t\t\t\t\t176,479 \u00a0\n\t\t\t\t\t23,610 \u00a0\n\t\t\t\t\t5,300 \u00a0\n\t\t\t\t\t205,389 \u00a0\n\t\t\t\t\tDanish mortgage bonds \u00a0\n\t\t\t\t\t63,737 \u00a0\n\t\t\t\t\t10,530 \u00a0\n\t\t\t\t\t434 \u00a0\n\t\t\t\t\t74,701 \u00a0\n\t\t\t\t\tOther covered bonds \u00a0\n\t\t\t\t\t112,742 \u00a0\n\t\t\t\t\t13,080 \u00a0\n\t\t\t\t\t4,866 \u00a0\n\t\t\t\t\t130,688 \u00a0\n\t\t\t\t\tAssets under insurance contracts, shares \u00a0\n\t\t\t\t\t156,574 \u00a0\n\t\t\t\t\t4,998 \u00a0\n\t\t\t\t\t45,353 \u00a0\n\t\t\t\t\t206,925 \u00a0\n\t\t\t\t\tAssets under insurance contracts, derivatives \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t107,636 \u00a0\n\t\t\t\t\t2,234 \u00a0\n\t\t\t\t\t109,870 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t784,374 \u00a0\n\t\t\t\t\t1,488,704 \u00a0\n\t\t\t\t\t56,329 \u00a0\n\t\t\t\t\t2,329,407 \u00a0\n\t\t\t\t\tFinancial liabilities \u00a0\n\t\t\t\t\tDue to credit institutions and central banks \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t84,763 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t84,763 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t3,929 \u00a0\n\t\t\t\t\t236,240 \u00a0\n\t\t\t\t\t1,835 \u00a0\n\t\t\t\t\t242,004 \u00a0\n\t\t\t\t\tInterest rate contracts \u00a0\n\t\t\t\t\t3,819 \u00a0\n\t\t\t\t\t160,810 \u00a0\n\t\t\t\t\t722 \u00a0\n\t\t\t\t\t165,351 \u00a0\n\t\t\t\t\tCurrency contracts etc. \u00a0\n\t\t\t\t\t110 \u00a0\n\t\t\t\t\t75,430 \u00a0\n\t\t\t\t\t1,113 \u00a0\n\t\t\t\t\t76,653 \u00a0\n\t\t\t\t\tObligations to repurchase securities \u00a0\n\t\t\t\t\t130,396 \u00a0\n\t\t\t\t\t2,443 \u00a0\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t132,955 \u00a0\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t134,332 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t134,332 \u00a0\n\t\t\t\t\tIssued bonds\u00a0at fair value \u00a0\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t794,909 \u00a0\n\t\t\t\t\tDeposits under pooled schemes and unit-linked\u00a0investment contracts \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76,982 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76,982 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t929,234 \u00a0\n\t\t\t\t\t534,760 \u00a0\n\t\t\t\t\t1,951 \u00a0\n\t\t\t\t\t1,465,945 \u00a0G34. Non-financial assets\u00a0recognised at fair value \u00a0\n\t\t\t\t\tNon-financial assets are recognised at fair value on a recurring or non-recurring basis after initial\u00a0recognition. Investment\u00a0property is measured at fair value \u00a0\n\t\t\t\t\ton a recurring basis, and assets that are marketed for sale and expected to be sold within one year are written down to fair value less expected costs to sell, \u00a0\n\t\t\t\t\ti.e. measured at fair value on a non-recurring basis. \u00a0Accounting policy \u00a0Investment property\u00a0(fair value on\u00a0recurring basis) \u00a0\n\t\t\t\t\tInvestment property is\u00a0recognised at\u00a0fair value\u00a0through profit or loss. Property investments\u00a0are made for own investment\u00a0purposes and recognised \u00a0\n\t\t\t\t\tunder Other assets, or\u00a0on behalf of insurance customers and recognised under Assets under insurance contracts and Assets under pooled schemes \u00a0\n\t\t\t\t\tand unit-linked\u00a0investment contracts.\u00a0Value adjustments of investment property are recognised under Other income. \u00a0\n\t\t\t\t\tThe fair value is assessed by the Group\u2019s\u00a0valuers at least once a year on the basis of a discounted cash flow model. \u00a0Assets held for sale (fair value on non-recurring basis) \u00a0\n\t\t\t\t\tAssets held for sale are measured at the lower of their carrying amount and fair value\u00a0less expected costs to sell and are no longer depreciated. \u00a0(a) Investment property (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tFair value as at 1 January \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\t2,256 \u00a0\n\t\t\t\t\tValue adjustment through profit or loss \u00a0\n\t\t\t\t\t-17 \u00a0\n\t\t\t\t\t-35 \u00a0\n\t\t\t\t\tAcquisitions and\u00a0improvements \u00a0\n\t\t\t\t\t-114 \u00a0\n\t\t\t\t\t279 \u00a0\n\t\t\t\t\tSale \u00a0\n\t\t\t\t\t289 \u00a0\n\t\t\t\t\t237 \u00a0\n\t\t\t\t\tFair value\u00a0as at 31 December \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\tThe investment properties included in\u00a0the table above consist of investments\u00a0made for own investment\u00a0purposes. The valuations\u00a0rely substantially\u00a0on \u00a0\n\t\t\t\t\tnon-observable input. Valuations are based\u00a0on cash flow estimates\u00a0and on the required rate of return calculated\u00a0for each property that reflects the price \u00a0\n\t\t\t\t\tat which\u00a0the property can be exchanged between knowledgeable,\u00a0willing parties under current market conditions.\u00a0The cash flow estimates are determine\u00a0d \u00a0\n\t\t\t\t\ton the basis of the market rent for each property. The required rate of return on a property is determined on the basis of its location,\u00a0type, possible uses, \u00a0\n\t\t\t\t\tlayout and condition\u00a0as well as on the terms of lease agreements, rent adjustment\u00a0and the credit quality of lessees. The required rate of return ranged \u00a0\n\t\t\t\t\tbetween 2.5\u20138.0% (2021: 2.5-8.0%) and averaged 4.8% (2021: 4.9%). An increase in the required rate of return of 1.0 percentage point would reduce \u00a0\n\t\t\t\t\tfair value at end-2022 by DKK 263 million (2021: DKK 276 million). \u00a0\n\t\t\t\t\tInvestment properties held\u00a0on behalf\u00a0of insurance\u00a0customers amount to DKK 24,815 million (2021: DKK 24,041 million),\u00a0including DKK 8,218 millio\u00a0n \u00a0\n\t\t\t\t\t(2021: DKK 7,028 million) related to unit-linked\u00a0investment contracts.\u00a0Changes in\u00a0the fair value of these will only to a limited\u00a0extent affect\u00a0the Group\u2019s \u00a0\n\t\t\t\t\tnet profit. The valuation\u00a0is based on the same principles\u00a0as investments\u00a0made for own investment\u00a0purposes. The required rate of return ranged between \u00a0\n\t\t\t\t\t2.5-7.5% (2021: 2.5-8.0%) and averaged 4.5% (2021: 4.6%). An increase in the required rate of return of 1.0 percentage point would reduce fair value \u00a0\n\t\t\t\t\tat end-2022 by DKK 4,112 million (2021: DKK 3,645 million). \u00a0\n\t\t\t\t\t(b) Assets held for sale \u00a0\n\t\t\t\t\tNon-financial assets held for sale are measured at the lower of carrying value and fair value less expected costs to sell and include lease assets (where \u00a0\n\t\t\t\t\tthe Group act as lessor) put up for sale, and properties taken over by the Group under non-performing loan agreements. Note G23 provides more \u00a0\n\t\t\t\t\tinformation. No significant changes in\u00a0the fair value of non-financial assets held for sale occurred during 2022. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFairValueMeasurementExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4267": {
   "value": "(b) Assets held for sale \u00a0\n\t\t\t\t\tNon-financial assets held for sale are measured at the lower of carrying value and fair value less expected costs to sell and include lease assets (where \u00a0\n\t\t\t\t\tthe Group act as lessor) put up for sale, and properties taken over by the Group under non-performing loan agreements. Note G23 provides more \u00a0\n\t\t\t\t\tinformation. No significant changes in\u00a0the fair value of non-financial assets held for sale occurred during 2022. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfNoncurrentAssetsHeldForSaleAndDiscontinuedOperationsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4268": {
   "value": "G35. Related parties \u00a0\n\t\t\t\t\tDanske Bank\u00a0A/S acts as the bank of a number of its related parties.\u00a0Payment services,\u00a0trading in securities and other instruments,\u00a0depositing of\u00a0surplus \u00a0\n\t\t\t\t\tliquidity and\u00a0provision of\u00a0short- and long-term financing are\u00a0the primary services provided by Danske Bank A/S. \u00a0\n\t\t\t\t\tDanica Pension manages\u00a0the pension plans of a number of related parties, and Danske\u00a0Bank manages the assets of a number of the Group\u2019s\u00a0pension \u00a0\n\t\t\t\t\tfunds. \u00a0Accounting policy \u00a0\n\t\t\t\t\tA related party to the Group\u00a0is either a party\u00a0over which the Group has control or significant influence or a party that has control or significant influence \u00a0\n\t\t\t\t\tover the Group. All entities over which the Group has control are consolidated\u00a0and are therefore not considered\u00a0a related party\u00a0to the Group. \u00a0\n\t\t\t\t\tEntities that\u00a0are related\u00a0parties to the Group comprise shareholders that have a significant holding of shares (significant influence over the Group), \u00a0\n\t\t\t\t\tassociates, joint venture partners or\u00a0defined benefit\u00a0pension plan providers (the Group has\u00a0significant influence over\u00a0the entity). Further, key \u00a0\n\t\t\t\t\tmanagement personnel, defined as\u00a0members of the Board of Directors\u00a0and the Executive\u00a0Leadership Team, are related parties to\u00a0the Group. \u00a0\n\t\t\t\t\tTransactions with\u00a0related parties are settled on an arm\u2019s-length basis and recognised in the financial statements\u00a0according to the same accounting \u00a0\n\t\t\t\t\tpolicy as\u00a0for similar\u00a0transactions with\u00a0unrelated parties. \u00a0\n\t\t\t\t\tParties with significant \u00a0\n\t\t\t\t\tExecutive \u00a0\n\t\t\t\t\t(a) Related parties \u00a0\n\t\t\t\t\tinfluence \u00a0\n\t\t\t\t\tAssociates \u00a0\n\t\t\t\t\tBoard of Directors \u00a0\n\t\t\t\t\tLeadership Team \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tLoans and loan commitments \u00a0\n\t\t\t\t\t7,544 \u00a0\n\t\t\t\t\t4,045 \u00a0\n\t\t\t\t\t2,644 \u00a0\n\t\t\t\t\t2,029 \u00a0\n\t\t\t\t\t47 \u00a0\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t28 \u00a0\n\t\t\t\t\t43 \u00a0\n\t\t\t\t\tSecurities and derivatives \u00a0\n\t\t\t\t\t1,035 \u00a0\n\t\t\t\t\t2,667 \u00a0\n\t\t\t\t\t11,698 \u00a0\n\t\t\t\t\t11,736 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tDeposits \u00a0\n\t\t\t\t\t9,889 \u00a0\n\t\t\t\t\t7,620 \u00a0\n\t\t\t\t\t1,218 \u00a0\n\t\t\t\t\t1,020 \u00a0\n\t\t\t\t\t29 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\tDerivatives \u00a0\n\t\t\t\t\t387 \u00a0\n\t\t\t\t\t64 \u00a0\n\t\t\t\t\t34 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPension obligation \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tGuarantees issued \u00a0\n\t\t\t\t\t166 \u00a0\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tGuarantees and collateral received \u00a0\n\t\t\t\t\t288 \u00a0\n\t\t\t\t\t221 \u00a0\n\t\t\t\t\t192 \u00a0\n\t\t\t\t\t419 \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\tInterest income \u00a0\n\t\t\t\t\t121 \u00a0\n\t\t\t\t\t58 \u00a0\n\t\t\t\t\t77 \u00a0\n\t\t\t\t\t56 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tInterest expense \u00a0\n\t\t\t\t\t19 \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tFee income \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t11 \u00a0\n\t\t\t\t\t84 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tDividend income \u00a0\n\t\t\t\t\t125 \u00a0\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther income \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t6\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan impairment charges* \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t11 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTrade in Danske Bank shares \u00a0\n\t\t\t\t\tAcquisitions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\tSales \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t* For parties with signifianct influence, all exposures are in stage 1 \u00a0\n\t\t\t\t\tThe Group is a listed company, with no shareholder having control over the Group. Related parties with significant influence include shareholders with \u00a0\n\t\t\t\t\tholdings exceeding 20%\u00a0of Danske Bank A/S\u2019s share capital. The A.P. M\u00f8ller and Chastine Mc-Kinney M\u00f8ller Foundation and companies of\u00a0A.P. M\u00f8lle\u00a0r \u00a0\n\t\t\t\t\tHolding Group,\u00a0Copenhagen, hold 21.3% of\u00a0the share capital. Note G39 lists significant holdings in associates. The Board of Directors and Executive \u00a0\n\t\t\t\t\tLeadership Team columns list the personal facilities, deposits, etc. held by members of\u00a0the Board of\u00a0Directors and\u00a0the Executive\u00a0Leadership Team and \u00a0\n\t\t\t\t\ttheir dependants, and facilities with businesses in which these parties have control, joint control or significant influence. \u00a0\n\t\t\t\t\tIn 2022, the average interest rates on credit facilities\u00a0granted to members of the Board of Directors\u00a0and the Executive\u00a0Leadership Team were 1.2% \u00a0\n\t\t\t\t\t(2021: 1.3%) and\u00a01.7% (2021: 1.6%), respectively.\u00a0Notes G36 and G37 specify the remuneration and shareholdings\u00a0of management. \u00a0\n\t\t\t\t\tPension funds set\u00a0up for the purpose of paying out pension benefits to employees of the Danske\u00a0Bank Group\u00a0are also considered\u00a0related parties. The \u00a0\n\t\t\t\t\tDanske Bank Group has entered into transactions with these funds. Such transactions are not eliminated\u00a0in the consolidated\u00a0financial statements\u00a0. \u00a0\n\t\t\t\t\tTransactions with\u00a0pension funds comprised loans in the amount of DKK 6 million\u00a0(2021: DKK 6 million), deposits amounting\u00a0to DKK\u00a079 million (2021: \u00a0\n\t\t\t\t\tDKK 102 million),\u00a0DKK 10 million\u00a0worth of bonds issued (2021: DKK 10 million), derivatives\u00a0with a positive\u00a0fair value\u00a0of DKK\u00a00 million\u00a0(2021: DKK\u00a00 \u00a0\n\t\t\t\t\tmillion), derivatives with\u00a0a negative fair value of DKK 404 million\u00a0(2021: DKK 382 million),\u00a0interest expenses of\u00a0DKK 2\u00a0million (2021:\u00a0DKK 2 million),\u00a0fee \u00a0\n\t\t\t\t\tincome of DKK 0 million\u00a0(2021: DKK\u00a00 million)\u00a0and pension contributions\u00a0of DKK\u00a012 million\u00a0(2021: DKK 13 million). \u00a0\n\t\t\t\t\tThe figures above do not include debt to related parties in the form\u00a0of issued notes or bonds. Such notes or\u00a0bonds are bearer securities, which means \u00a0\n\t\t\t\t\tthat Danske Bank does not know the identity\u00a0of the holders. Danske Bank shares may be registered by name. Related parties\u2019 holdings of\u00a0Danske Bank \u00a0\n\t\t\t\t\tshares equalling 5% or\u00a0more of Danske\u00a0Bank\u2019s share capital are\u00a0determined on the basis of the most recent reporting\u00a0of holdings to Danske\u00a0Bank. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfRelatedPartyExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4269": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tA related party to the Group\u00a0is either a party\u00a0over which the Group has control or significant influence or a party that has control or significant influence \u00a0\n\t\t\t\t\tover the Group. All entities over which the Group has control are consolidated\u00a0and are therefore not considered\u00a0a related party\u00a0to the Group. \u00a0\n\t\t\t\t\tEntities that\u00a0are related\u00a0parties to the Group comprise shareholders that have a significant holding of shares (significant influence over the Group), \u00a0\n\t\t\t\t\tassociates, joint venture partners or\u00a0defined benefit\u00a0pension plan providers (the Group has\u00a0significant influence over\u00a0the entity). Further, key \u00a0\n\t\t\t\t\tmanagement personnel, defined as\u00a0members of the Board of Directors\u00a0and the Executive\u00a0Leadership Team, are related parties to\u00a0the Group. \u00a0\n\t\t\t\t\tTransactions with\u00a0related parties are settled on an arm\u2019s-length basis and recognised in the financial statements\u00a0according to the same accounting \u00a0\n\t\t\t\t\tpolicy as\u00a0for similar\u00a0transactions with\u00a0unrelated parties. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForTransactionsWithRelatedPartiesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4270": {
   "value": "G36. Remuneration of\u00a0management and material risk takers \u00a0\n\t\t\t\t\tThis note gives information on the total remuneration of the Group\u2019s management in the form of the Board of Directors and the Executive Leadership Team, \u00a0\n\t\t\t\t\tand remuneration of other material risk takers. This note further includes information on the Group\u2019s share-based\u00a0payment. Remuneration\u00a0Report 2021 \u00a0\n\t\t\t\t\tavailable at\u00a0danskebank.com/remuneration provides a detailed description of remuneration paid to the Board of Directors and the Executive Leadership team. \u00a0\n\t\t\t\t\t(a) Remuneration\u00a0of the Board of Directors \u00a0\n\t\t\t\t\tDanske Bank\u2019s directors receive fixed remuneration only and\u00a0are not covered by incentive\u00a0programmes. Directors also\u00a0receive a fee for board committe\u00a0e \u00a0\n\t\t\t\t\tmembership. The Board of Directors is remunerated by the parent company, Danske Bank A/S. No director has received remuneration for\u00a0membership \u00a0\n\t\t\t\t\tof the\u00a0executive management or the Board of Directors in any of the Group\u2019s subsidiaries. The Group has no pension obligations towards the directors. \u00a0\n\t\t\t\t\tAt the end of 2022 there were 13 members of the Board (2021: 11 members). \u00a0\n\t\t\t\t\tRemuneration of the Bo\u00a0ar d\u00a0of Directors\u00a0(DD K thousands) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDirectors' remuneration \u00a0\n\t\t\t\t\t11,156 \u00a0\n\t\t\t\t\t11,018 \u00a0\n\t\t\t\t\tRemuneration for committee work \u00a0\n\t\t\t\t\t4,350 \u00a0\n\t\t\t\t\t4,518 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t15,506 \u00a0\n\t\t\t\t\t15,536 \u00a0\n\t\t\t\t\t* The presentation of the table above has been changed\u00a0to separately disclose Directors\u2019 remuneration and Reumeration for committee work.However there is no change to total \u00a0\n\t\t\t\t\tRemuneration of\u00a0the Board of Directors in 2021. \u00a0\n\t\t\t\t\t(b) Remuneration\u00a0of the Executive\u00a0Leadership Team \u00a0\n\t\t\t\t\tFor the Executive\u00a0Leadership Team, a\u00a0total remuneration of\u00a0DKK 95.1 million for\u00a02022 (2021: DKK 95.2\u00a0million) has been expensed, \u00a0\n\t\t\t\t\tRemuneration of the Exe\u00a0c utiv e\u00a0Le aders hip\u00a0Te am\u00a0(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tFixed remuneration \u00a0\n\t\t\t\t\t84 \u00a0\n\t\t\t\t\t77 \u00a0\n\t\t\t\t\tVariable remuneration \u00a0\n\t\t\t\t\t11 \u00a0\n\t\t\t\t\t18 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t95 \u00a0\n\t\t\t\t\t95 \u00a0\n\t\t\t\t\tPart of the variable remuneration\u00a0of the Executive\u00a0Leadership Team is provided\u00a0as a share-based Long-term Incentive\u00a0Programme as described in section \u00a0\n\t\t\t\t\t(d). The variable\u00a0share-based payment for\u00a02022 includes\u00a0deferred variable\u00a0payments from\u00a0the Short-term Incentive Programme to be\u00a0paid in future \u00a0\n\t\t\t\t\tfinancial years, in accordance with EBA regulations,\u00a0and prorated provisions\u00a0for the\u00a0Long-term Incentive\u00a0Programme. In\u00a0the Remuneration Report,\u00a0the \u00a0\n\t\t\t\t\tvalue of\u00a0the Long-term Incentive Programme grant is the grant value of the award for the 2022-2024 performance period, whereas just one third of the \u00a0\n\t\t\t\t\taward granted is included within\u00a0total variable\u00a0remuneration here of DKK 11.4 million. Danske Bank Group\u2019s Remuneration\u00a0Policy, February 2022 \u00a0\n\t\t\t\t\tprovides more\u00a0information on\u00a0the Group\u2019s remuneration policy. The\u00a0policy is\u00a0available at\u00a0danskebank.com/remuneration-polic y.\u00a0Membership of\u00a0the Board \u00a0\n\t\t\t\t\tof Directors\u00a0in one or more of the Group\u2019s subsidiaries\u00a0is not remunerated separately but considered part of the Executive\u00a0Leadership Team\u2019s \u00a0\n\t\t\t\t\tresponsibilities and\u00a0as such part of the remuneration\u00a0of the Executive\u00a0Leadership Team. \u00a0\n\t\t\t\t\tAt the end of 2022, the Executive\u00a0Leadership Team had\u00a08 members (2021: 8 members). Changes in the Executive Leadership Team during 2022 are \u00a0\n\t\t\t\t\tdetailed in the Management Report. \u00a0G36. Remuneration of\u00a0management and material risk takers continued \u00a0\n\t\t\t\t\t(c) Remuneration\u00a0of other material\u00a0risk takers \u00a0\n\t\t\t\t\tDanske Bank Group is required to identify all employees whose professional activities could have a material impact on the risk profile of Danske Bank in \u00a0\n\t\t\t\t\taccordance with current legislation. Other material risk takers do not include members of the Board of Directors or the Executive Leadership Team. \u00a0\n\t\t\t\t\tAt the end of 2022, 429 other material risk takers were designated (end of 2021: 482 other material risk takers). During 2022, 451 full-time-equivalents \u00a0\n\t\t\t\t\t(FTEs) were designated as other material risk takers (2021: 469 FTEs). The 451 FTEs designated as other material risk takers earned remuneration of DKK \u00a0\n\t\t\t\t\t1,088 million (2021: 469 FTEs earned remuneration of DKK 994 million), with fixed remuneration amounting to DKK 864 million and variable remuneration \u00a0\n\t\t\t\t\tamounting to DKK 224\u00a0million (2021:\u00a0DKK 824 million and DKK 170\u00a0million, respectively). Variable pay for 2022 is estimated and the final figure is \u00a0\n\t\t\t\t\tdetermined at\u00a0the end of February 2023. The final variable pay for material risk takes will be published in the quantitative\u00a0disclosure on material risk takers\u2019 \u00a0\n\t\t\t\t\tremuneration, compliant with the Danish FSA and EBA requirements. The disclosure will be available at danskebank.com/remuneration\u00a0in May 2023. \u00a0\n\t\t\t\t\tOf the above remuneration for 2022, 299 FTEs designated as other material risk takers at the parent company, Danske Bank A/S, earned remuneration of \u00a0\n\t\t\t\t\tDKK 830 million (2021: DKK 762 million to 304 FTEs), with fixed remuneration amounting to DKK 650 million and variable remuneration amounting to DKK \u00a0\n\t\t\t\t\t180 million\u00a0(2021: DKK 617 million and DKK 145 million, respectively). \u00a0\n\t\t\t\t\tThe Group\u2019s pension obligations towards other material risk takers amounted to DKK 139 million to 62 employees at year-end 2022 (2021: DKK 264 million \u00a0\n\t\t\t\t\tand 61 employees). Variable\u00a0payment for other material risk takers is split into cash and equity shares according to EBA regulations. Further, 40-60% of \u00a0\n\t\t\t\t\tvariable payments are deferred for a minimum of three years. All variable payments are subject to back testing and claw-back if granted on the basis of results \u00a0\n\t\t\t\t\twhich has subsequently\u00a0proven to not be sustainable or accurate. \u00a0(d) Share-based\u00a0payment \u00a0\n\t\t\t\t\tThe total expense recognised as Operating\u00a0expenses in 2022 arising from share-based payments\u00a0was DKK 57 million (2021: DKK 148 million). All \u00a0\n\t\t\t\t\tshare-based payments are\u00a0equity-settled. The\u00a0exact number of shares granted for 2022\u00a0will be determined\u00a0at the end of March 2023. \u00a0\n\t\t\t\t\tThe Group has granted rights to conditional\u00a0shares under the bonus structure\u00a0for material\u00a0risk takers and other employees\u00a0as part of their variable \u00a0\n\t\t\t\t\tremuneration. Such\u00a0employees have a\u00a0performance agreement based on the performance of\u00a0the Group, the business unit and the individual\u00a0employee. \u00a0\n\t\t\t\t\tPart of the Danske Bank shares granted to material risk takers are, as required by the EBA, deferred (see section (c) above on variable payment).\u00a0The fair \u00a0\n\t\t\t\t\tvalue at\u00a0the grant date is measured at the expected monetary value of the underlying agreement. \u00a0\n\t\t\t\t\tThe variable remuneration of the Executive Leadership Team is provided as part of a Short-term Incentive Programme and a Long-term Incentive Programme. \u00a0\n\t\t\t\t\tThe Short-term Incentive\u00a0Programme is structured as the programme for other material risk takers, as described above. However, the rights to Danske Bank \u00a0\n\t\t\t\t\tshares are deferred for five years, followed by a one year retention period before shares are available to trade. The Long-term Incentive Programme is based \u00a0\n\t\t\t\t\ton total shareholder return performance relative to peers over a three-year performance period. In 2022, there were three Long-term Incentive Programmes \u00a0\n\t\t\t\t\trunning and the programmes have a vesting\u00a0period of three years. The\u00a0programmes running during 2022 were the 2020-2022, the 2021-2023 and the \u00a0\n\t\t\t\t\t2022-2024. Long-term Incentive\u00a0Programmes. After the vesting period, part of the shares will be paid out. The remaining shares are deferred for five years \u00a0\n\t\t\t\t\tfrom grant date\u00a0followed by a one year retention period before shares are available to trade. The remuneration is subject to back-testing and claw-back. The \u00a0\n\t\t\t\t\tfair value of the Long-term Incentive\u00a0programmes at the\u00a0grant date\u00a0was DKK 5.6 million for the 2022-2024 programme and DKK\u00a05.4 million for the 2021- \u00a0\n\t\t\t\t\t2023 programme. The fair value of the shares is calculated at the grant date, which includes valuing\u00a0market conditions.\u00a0The estimated fair value is based on \u00a0\n\t\t\t\t\trelevant assumptions, which relate to the expected return on equity and volatility\u00a0relative to peers. The fair value at grant date is expensed over the three-year \u00a0\n\t\t\t\t\tvesting period. \u00a0G36. Remuneration of\u00a0management and material risk takers continued \u00a0\n\t\t\t\t\tConditional shares \u00a0\n\t\t\t\t\tNumber \u00a0\n\t\t\t\t\tFair value (FV) \u00a0\n\t\t\t\t\tFair value \u00a0\n\t\t\t\t\tExecutive \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tEmployee payment \u00a0\n\t\t\t\t\tAt issue \u00a0\n\t\t\t\t\tEnd of year \u00a0\n\t\t\t\t\tLeadership Team \u00a0\n\t\t\t\t\tstaff \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tprice (DKK) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\tGranted in\u00a02016 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t4,094 \u00a0\n\t\t\t\t\t4,094 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-98 \u00a0\n\t\t\t\t\t-98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-3,757 \u00a0\n\t\t\t\t\t-3,757 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t239 \u00a0\n\t\t\t\t\t239 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.0 \u00a0\n\t\t\t\t\t0.0 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t239 \u00a0\n\t\t\t\t\t239 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.0 \u00a0\n\t\t\t\t\tGranted in\u00a02017 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t3,291 \u00a0\n\t\t\t\t\t28,698 \u00a0\n\t\t\t\t\t31,989 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7.6 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-3,291 \u00a0\n\t\t\t\t\t-16,584 \u00a0\n\t\t\t\t\t-19,875 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-8,366 \u00a0\n\t\t\t\t\t-8,366 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,630 \u00a0\n\t\t\t\t\t1,630 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,378 \u00a0\n\t\t\t\t\t5,378 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,378 \u00a0\n\t\t\t\t\t5,378 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\tGranted in\u00a02018 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t21,213 \u00a0\n\t\t\t\t\t454,653 \u00a0\n\t\t\t\t\t475,866 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t111.5 \u00a0\n\t\t\t\t\t65.3 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-2,409 \u00a0\n\t\t\t\t\t-397,696 \u00a0\n\t\t\t\t\t-400,105 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-343 \u00a0\n\t\t\t\t\t-343 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-11,733 \u00a0\n\t\t\t\t\t-24,820 \u00a0\n\t\t\t\t\t-36,553 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t7,071 \u00a0\n\t\t\t\t\t31,794 \u00a0\n\t\t\t\t\t38,865 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9.1 \u00a0\n\t\t\t\t\t5.3 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-3,517 \u00a0\n\t\t\t\t\t-3,517 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-6,009 \u00a0\n\t\t\t\t\t-14,253 \u00a0\n\t\t\t\t\t-20,262 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t1,062 \u00a0\n\t\t\t\t\t14,024 \u00a0\n\t\t\t\t\t15,086 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\tGranted in\u00a02019 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t56,493 \u00a0\n\t\t\t\t\t456,053 \u00a0\n\t\t\t\t\t512,546 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t63.7 \u00a0\n\t\t\t\t\t70.4 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-1,122 \u00a0\n\t\t\t\t\t-1,122 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-11,420 \u00a0\n\t\t\t\t\t-11,420 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-15,619 \u00a0\n\t\t\t\t\t20,656 \u00a0\n\t\t\t\t\t5,037 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t40,874 \u00a0\n\t\t\t\t\t464,167 \u00a0\n\t\t\t\t\t505,041 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t62.7 \u00a0\n\t\t\t\t\t69.3 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-837 \u00a0\n\t\t\t\t\t-357,950 \u00a0\n\t\t\t\t\t-358,787 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-13,588 \u00a0\n\t\t\t\t\t-13,588 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-40,037 \u00a0\n\t\t\t\t\t-61,507 \u00a0\n\t\t\t\t\t-101,544 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31,122 \u00a0\n\t\t\t\t\t31,122 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\tGranted in\u00a02020 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t158,140 \u00a0\n\t\t\t\t\t671,134 \u00a0\n\t\t\t\t\t829,274 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t80.1 \u00a0\n\t\t\t\t\t113.9 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-844 \u00a0\n\t\t\t\t\t-844 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-24,420 \u00a0\n\t\t\t\t\t-24,420 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-39,288 \u00a0\n\t\t\t\t\t46,719 \u00a0\n\t\t\t\t\t7,431 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t118,852 \u00a0\n\t\t\t\t\t692,589 \u00a0\n\t\t\t\t\t811,441 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t78.4 \u00a0\n\t\t\t\t\t111.4 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-844 \u00a0\n\t\t\t\t\t-844 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-13,579 \u00a0\n\t\t\t\t\t-13,579 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-38,632 \u00a0\n\t\t\t\t\t38,632 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t80,220 \u00a0\n\t\t\t\t\t716,798 \u00a0\n\t\t\t\t\t797,018 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t77.0 \u00a0\n\t\t\t\t\t109.4 \u00a0G36. Remuneration of\u00a0management and material risk takers continued \u00a0\n\t\t\t\t\tConditional shares \u00a0\n\t\t\t\t\tNumber \u00a0\n\t\t\t\t\tFair value (FV) \u00a0\n\t\t\t\t\tFair value \u00a0\n\t\t\t\t\tExecutive \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tEmployee payment \u00a0\n\t\t\t\t\tAt issue \u00a0\n\t\t\t\t\tEnd of year \u00a0\n\t\t\t\t\tLeadership Team \u00a0\n\t\t\t\t\tstaff \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tprice (DKK) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\tGranted in 2021 \u00a0\n\t\t\t\t\t1 January 2021 \u00a0\n\t\t\t\t\t208,049 \u00a0\n\t\t\t\t\t1,047,538 \u00a0\n\t\t\t\t\t1,255,587 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t148.4 \u00a0\n\t\t\t\t\t172.4 \u00a0\n\t\t\t\t\tVested 2021 \u00a0\n\t\t\t\t\t-1,385 \u00a0\n\t\t\t\t\t-357,270 \u00a0\n\t\t\t\t\t-358,655 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2021 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-26,203 \u00a0\n\t\t\t\t\t-26,203 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2021 \u00a0\n\t\t\t\t\t-45,042 \u00a0\n\t\t\t\t\t49,451 \u00a0\n\t\t\t\t\t4,409 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\t161,622 \u00a0\n\t\t\t\t\t713,516 \u00a0\n\t\t\t\t\t875,138 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t103.2 \u00a0\n\t\t\t\t\t120.2 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-36,838 \u00a0\n\t\t\t\t\t-36,838 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-48,001 \u00a0\n\t\t\t\t\t42,061 \u00a0\n\t\t\t\t\t-5,940 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t113,621 \u00a0\n\t\t\t\t\t718,739 \u00a0\n\t\t\t\t\t832,360 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t98.7 \u00a0\n\t\t\t\t\t114.3 \u00a0\n\t\t\t\t\tGranted in\u00a02022 \u00a0\n\t\t\t\t\tGranted in 2022 \u00a0\n\t\t\t\t\t201,501 \u00a0\n\t\t\t\t\t1,491,389 \u00a0\n\t\t\t\t\t1,692,890 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t194.3 \u00a0\n\t\t\t\t\t232.4 \u00a0\n\t\t\t\t\tVested 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-443,007 \u00a0\n\t\t\t\t\t-443,007 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tForfeited 2022 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-23,465 \u00a0\n\t\t\t\t\t-23,465 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther changes 2022 \u00a0\n\t\t\t\t\t-28,873 \u00a0\n\t\t\t\t\t28,873 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\t172,628 \u00a0\n\t\t\t\t\t1,053,790 \u00a0\n\t\t\t\t\t1,226,418 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t140.7 \u00a0\n\t\t\t\t\t168.4 \u00a0\n\t\t\t\t\tOther staff includes material risk takers and other employees eligible for share-based payment. \u00a0\n\t\t\t\t\tAt the end of 2022, the Executive\u00a0Leadership Team held a\u00a0total of\u00a0367,531 conditional\u00a0shares with\u00a0fair value\u00a0of DKK 50.5 million (2021: 328,419 \u00a0\n\t\t\t\t\tconditional shares\u00a0with fair\u00a0value of\u00a0DKK 37.1\u00a0million). See Remuneration Report 2022 for\u00a0further details of\u00a0the Executive Leadership Team\u2019s holdings. \u00a0\n\t\t\t\t\tIn 2022, the average price at the vesting date for rights to conditional shares was DKK 113.3 (2021: DKK 109.6). \u00a0G37. Danske Bank shares held by the Board of Directors and the Executive Leadership Team \u00a0\n\t\t\t\t\tUpon \u00a0\n\t\t\t\t\tappointment/ \u00a0\n\t\t\t\t\t(Number) \u00a0\n\t\t\t\t\tBeginning of 2022 \u00a0\n\t\t\t\t\tretirement \u00a0\n\t\t\t\t\tAdditions \u00a0\n\t\t\t\t\tDisposals \u00a0\n\t\t\t\t\tEnd of 2022 \u00a0\n\t\t\t\t\tBoard of Directors \u00a0\n\t\t\t\t\tMartin Blessing \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15,000 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t15,000 \u00a0\n\t\t\t\t\tJan Thorsgaard Nielsen \u00a0\n\t\t\t\t\t20,000 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t20,000 \u00a0\n\t\t\t\t\tCarol Sergeant \u00a0\n\t\t\t\t\t7,023 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t7,023 \u00a0\n\t\t\t\t\tLars-Erik Bren\u00f8e \u00a0\n\t\t\t\t\t29,305 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-10* \u00a0\n\t\t\t\t\t29,295 \u00a0\n\t\t\t\t\tJacob Dahl \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tRaija-Leena Hankonen-Nybom \u00a0\n\t\t\t\t\t2,890 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,000 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,890 \u00a0\n\t\t\t\t\tBente Avnung Landsnes \u00a0\n\t\t\t\t\t8,000 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8,000 \u00a0\n\t\t\t\t\tAllan Polack \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3,800 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3,800 \u00a0\n\t\t\t\t\tHelle Valentin \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t600 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t600 \u00a0\n\t\t\t\t\tBente Bang \u00a0\n\t\t\t\t\t882 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t380 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1,262 \u00a0\n\t\t\t\t\tKirsten Ebbe Brich \u00a0\n\t\t\t\t\t3,796 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3,796 \u00a0\n\t\t\t\t\tAleksandras Cicasovas \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLouise Aggerstr\u00f8m Hansen \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t676 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t676 \u00a0\n\t\t\t\t\tKarsten Dybvad \u00a0\n\t\t\t\t\t10,958 \u00a0\n\t\t\t\t\t-10,958 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tThorbj\u00f8rn Lundholm Dahl \u00a0\n\t\t\t\t\t2,724 \u00a0\n\t\t\t\t\t-2,724 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tCharlotte Hoffmann \u00a0\n\t\t\t\t\t6,000 \u00a0\n\t\t\t\t\t-6,000 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t91,578 \u00a0\n\t\t\t\t\t-14,606 \u00a0\n\t\t\t\t\t18,380 \u00a0\n\t\t\t\t\t-10 \u00a0\n\t\t\t\t\t95,342 \u00a0\n\t\t\t\t\tExecutive Leadership\u00a0Team \u00a0\n\t\t\t\t\tCarsten Rasch Egeriis \u00a0\n\t\t\t\t\t1,334 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23,140 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t24,474 \u00a0\n\t\t\t\t\tMagnus Agustsson \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tBerit Behring \u00a0\n\t\t\t\t\t19,129 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t837 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t19,966 \u00a0\n\t\t\t\t\tChristian Bornfeld \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8,000 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8,000 \u00a0\n\t\t\t\t\tKarsten Breum \u00a0\n\t\t\t\t\t62,013** \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t62,013 \u00a0\n\t\t\t\t\tStephan Engels \u00a0\n\t\t\t\t\t15,000 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8,000 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t23,000 \u00a0\n\t\t\t\t\tJohanna Norberg \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10,480 \u00a0\n\t\t\t\t\t5,827 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t16,307 \u00a0\n\t\t\t\t\tFrans Woelders \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5,000 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,000 \u00a0\n\t\t\t\t\tGlenn S\u00f6derholm \u00a0\n\t\t\t\t\t40,752 \u00a0\n\t\t\t\t\t-40,752 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPhilippe Vollot \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t138,228 \u00a0\n\t\t\t\t\t-30,272 \u00a0\n\t\t\t\t\t50,804 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t158,760 \u00a0\n\t\t\t\t\t* This disposal is not a sale, but is due to a change inthe immediate household. \u00a0\n\t\t\t\t\t** Beginning of 2022 balance has been adjusted from 66,936 to62,013shares. \u00a0\n\t\t\t\t\tDanske Bank\u00a0discloses all additions, disposals and total holdings of members of the Board of Directors and the Executive\u00a0Leadership Team and their \u00a0\n\t\t\t\t\timmediate family. The total holdings of conditional shares of the members of the Executive Leadership Team is disclosed in note G36. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfInformationAboutKeyManagementPersonnelExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4275": {
   "value": "G38. Group holdings and undertakings \u00a0\n\t\t\t\t\tThis note provides information on subsidiaries. \u00a0Accounting policy \u00a0\n\t\t\t\t\tThe financial\u00a0statements consolidate Danske Bank A/S and group undertakings\u00a0in which the Group has control over financial and operating\u00a0policy \u00a0\n\t\t\t\t\tdecisions. Control is said to exist if Danske\u00a0Bank A/S, directly or indirectly,\u00a0is exposed, or\u00a0has rights, to variable\u00a0returns from the involvement\u00a0with the \u00a0\n\t\t\t\t\tentity and\u00a0has the ability to affect these returns through the power over the entity.\u00a0Power exists if\u00a0Danske Bank\u00a0A/S, directly\u00a0or indirectly,\u00a0holds more \u00a0\n\t\t\t\t\tthan half of\u00a0the voting rights in\u00a0an undertaking\u00a0or otherwise has power to control management and operating policy decisions. Operating\u00a0policy control \u00a0\n\t\t\t\t\tmay be exercised through agreements about the undertaking\u2019s\u00a0activities. In\u00a0the rare situations\u00a0where potential\u00a0voting rights exist, these are taken into \u00a0\n\t\t\t\t\taccount if Danske Bank has the practical ability to exercise these rights. \u00a0\n\t\t\t\t\tWhen assessing whether to consolidate investment\u00a0funds, the Group reviews all\u00a0facts and circumstances to\u00a0determine whether the Group, as\u00a0fund \u00a0\n\t\t\t\t\tmanager, is acting as agent or principal. The Group is deemed to be a principal,\u00a0and the Group controls\u00a0and consolidates\u00a0a fund when it acts as fund \u00a0\n\t\t\t\t\tmanager and cannot be removed without\u00a0cause (i.e. when kick-out rights are weak), has variable returns through significant holdings, and is able to \u00a0\n\t\t\t\t\tinfluence the returns of\u00a0the funds by exercising its power. Holdings\u00a0where all returns\u00a0belong to customers (pooled schemes and unit-linked\u00a0investme n t \u00a0\n\t\t\t\t\tcontracts) are not considered\u00a0as exposure to variable\u00a0returns, whereas holdings where the majority of the returns belong to customers (holdings related \u00a0\n\t\t\t\t\tto insurance contracts)\u00a0are considered\u00a0only limited\u00a0exposure to variable returns. \u00a0\n\t\t\t\t\tThe consolidated financial statements are\u00a0prepared by consolidating\u00a0items of\u00a0the same nature and eliminating\u00a0intra-group transactions, balances\u00a0and \u00a0\n\t\t\t\t\ttrading profits and losses. \u00a0\n\t\t\t\t\tUndertakings acquired\u00a0are included\u00a0in the\u00a0financial statements at\u00a0the time of acquisition.\u00a0The net\u00a0assets of such undertakings\u00a0(assets, including \u00a0\n\t\t\t\t\tidentifiable intangible assets,\u00a0less liabilities\u00a0and contingent\u00a0liabilities) are\u00a0measured at\u00a0fair value at the date of acquisition\u00a0according to\u00a0the acquisitio\u00a0n \u00a0\n\t\t\t\t\tmethod. \u00a0\n\t\t\t\t\tIf the cost of acquisition\u00a0(until 1 January 2010 including direct transaction costs) exceeds the fair value of\u00a0the net\u00a0assets acquired, the excess amount \u00a0\n\t\t\t\t\tis recognised\u00a0as goodwill. Goodwill\u00a0is recognised in the functional currency of the undertaking\u00a0acquired. The portion of the acquisition that is attributab\u00a0le \u00a0\n\t\t\t\t\tto non-controlling\u00a0interests does not include goodwill. \u00a0\n\t\t\t\t\tDivested undertakings are\u00a0included in the financial statements until the transfer date. Changes in\u00a0the ownership share in a\u00a0subsidiary that\u00a0do not result \u00a0\n\t\t\t\t\tin loss\u00a0of control are accounted for as equity\u00a0transactions. This\u00a0implies that\u00a0the carrying amounts of the controlling\u00a0and non-controlling\u00a0interests are \u00a0\n\t\t\t\t\tadjusted to reflect the changes in the relative interest in the subsidiary, and\u00a0any difference between the fair value of the consideration paid/received and \u00a0\n\t\t\t\t\tthe adjustment made to non-controlling interests is\u00a0attributed to\u00a0the shareholders\u00a0of Danske\u00a0Bank A/S. If changes in the ownership\u00a0share in a subsidiar\u00a0y \u00a0\n\t\t\t\t\tresult in the loss of control, any investment\u00a0retained in the former\u00a0subsidiary is recognised at fair value,\u00a0and amounts recognised under Other \u00a0\n\t\t\t\t\tcomprehensive income are reclassified to\u00a0the income statement or\u00a0transferred directly\u00a0to retained earnings if so required by other IFRSs. The difference \u00a0\n\t\t\t\t\tbetween the fair\u00a0value of the consideration received plus any investment retained in the former subsidiary and the carrying amount of\u00a0the net assets in \u00a0\n\t\t\t\t\tthe subsidiary less the carrying amounts of any non-controlling\u00a0interests is\u00a0recognised in the income statement. \u00a0Held-for-sale group undertakings \u00a0\n\t\t\t\t\tCompanies taken over by the Group under non-performing loan agreements and actively marketed for sale\u00a0and expected to be sold within 12\u00a0months of \u00a0\n\t\t\t\t\tclassification are\u00a0recognised as held-for-sale. Assets\u00a0and liabilities\u00a0in such companies\u00a0are presented under Other assets and Other liabilities.\u00a0The assets \u00a0\n\t\t\t\t\tare recognised\u00a0at the\u00a0lower of cost and fair value\u00a0less expected costs to sell. \u00a0\n\t\t\t\t\t(a) Further\u00a0explanation \u00a0\n\t\t\t\t\tAll credit institutions\u00a0and insurance companies supervised by national FSAs are subject to local statutory capital requirements. These requirements \u00a0\n\t\t\t\t\trestrict intra-group facilities and dividend payouts. \u00a0\n\t\t\t\t\tDanica Pension has an obligation to allocate part of the margin by\u00a0which Danica Pension\u2019s equity exceeds the statutory\u00a0solvency requirement to certain \u00a0\n\t\t\t\t\tpolicyholders who\u00a0were previously\u00a0policyholders of\u00a0Statsanstalten for\u00a0Livsforsikring (now\u00a0part of Danica\u00a0Pension). This applies only if the margin exceeds \u00a0\n\t\t\t\t\tthe margin in Statsanstalten\u00a0for Livsforsikring\u00a0before the privatisation\u00a0in 1990 and relates to any\u00a0excess included in the\u00a0shareholders\u2019 equity or\u00a0paid out \u00a0\n\t\t\t\t\tas dividend.\u00a0Such special\u00a0allotments are expensed and recognised under Net insurance benefits. \u00a0\n\t\t\t\t\tRestrictions impacting the Group\u2019s ability to use assets are disclosed in note G31 and include, among others, assets pledged as\u00a0collateral under repo \u00a0\n\t\t\t\t\ttransactions funded\u00a0by covered\u00a0bonds and assets held by insurance\u00a0subsidiaries that\u00a0are primarily held to satisfy obligations\u00a0to policyholders\u2019\u00a0savings. \u00a0\n\t\t\t\t\tThe Group has established\u00a0a number of investment\u00a0funds in which the Group\u00a0acts as fund manager. The Group has consolidated\u00a0investment funds of DKK \u00a0\n\t\t\t\t\t6,033 million (2021: DKK 11,814 million),\u00a0as the Group is deemed to be acting as principal\u00a0rather than agent\u00a0in its role as fund manager and as the \u00a0\n\t\t\t\t\tGroup is the sole investor. The investments\u00a0are held to satisfy obligations\u00a0towards insurance policyholders\u00a0and are recognised\u00a0under Assets under \u00a0\n\t\t\t\t\tinsurance contracts. The Group does\u00a0not have\u00a0consolidated structured entities in the form\u00a0of securitisation\u00a0vehicles or asset-backed financing vehicles. \u00a0\n\t\t\t\t\t(b) Acquisition\u00a0of subsidiary\u00a0undertakings \u00a0\n\t\t\t\t\tThe Group did not make any acquisitions of undertakings in 2022 or 2021. \u00a0G38. Group holdings and undertakings continued \u00a0\n\t\t\t\t\t(c) List of significant\u00a0subsidiaries \u00a0\n\t\t\t\t\tShare capital \u00a0\n\t\t\t\t\tNet profit\u00a0Shareholders' equity \u00a0\n\t\t\t\t\tShare capital \u00a0\n\t\t\t\t\t(thousands) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(%) \u00a0\n\t\t\t\t\tDanske Bank A/S, Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t8,621,846 \u00a0\n\t\t\t\t\t-5,068 \u00a0\n\t\t\t\t\t160,318 \u00a0\n\t\t\t\t\tCredit institutions \u00a0\n\t\t\t\t\tDanske Bank International S.A., Luxembourg \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\t9,000 \u00a0\n\t\t\t\t\t302 \u00a0\n\t\t\t\t\t558 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Hypotek AB (publ), Stockholm \u00a0\n\t\t\t\t\tSEK \u00a0\n\t\t\t\t\t50,000 \u00a0\n\t\t\t\t\t454 \u00a0\n\t\t\t\t\t4,825 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Mortgage Bank\u00a0Plc, Helsinki \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\t70,000 \u00a0\n\t\t\t\t\t97 \u00a0\n\t\t\t\t\t2,624 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tNorthern Bank Limited, Belfast \u00a0\n\t\t\t\t\tGBP \u00a0\n\t\t\t\t\t218,170 \u00a0\n\t\t\t\t\t555 \u00a0\n\t\t\t\t\t4,825 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tRealkredit Danmark A/S, Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t630,000 \u00a0\n\t\t\t\t\t3,629 \u00a0\n\t\t\t\t\t49,477 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tInsurance operations \u00a0\n\t\t\t\t\tDanica Pension, Livsforsikringsaktieselskab,\u00a0Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t1,101,000 \u00a0\n\t\t\t\t\t-1,574 \u00a0\n\t\t\t\t\t20,279 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tInvestment and real estate operations etc. \u00a0\n\t\t\t\t\tDanica Ejendomsselskab ApS, Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t4,410,000 \u00a0\n\t\t\t\t\t1,061 \u00a0\n\t\t\t\t\t36,074 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanica Kapitalforvaltning K/S,\u00a0Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t10,000 \u00a0\n\t\t\t\t\t619 \u00a0\n\t\t\t\t\t629 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Invest Asset Management AS, Trondheim \u00a0\n\t\t\t\t\tNOK \u00a0\n\t\t\t\t\t6,000 \u00a0\n\t\t\t\t\t36 \u00a0\n\t\t\t\t\t92 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Invest Management A/S, Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t120,000 \u00a0\n\t\t\t\t\t131 \u00a0\n\t\t\t\t\t398 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske IT and Support services India Private Limited, Bangalore \u00a0\n\t\t\t\t\tINR \u00a0\n\t\t\t\t\t3,228 \u00a0\n\t\t\t\t\t99 \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Leasing A/S, Birker\u00f8d \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t10,000 \u00a0\n\t\t\t\t\t444 \u00a0\n\t\t\t\t\t4,012 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Markets Inc., Delaware \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\t2,000 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t350 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Private Equity A/S, Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t6,000 \u00a0\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t121 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDDB Invest AB,\u00a0Stockholm \u00a0\n\t\t\t\t\tSEK \u00a0\n\t\t\t\t\t100,000 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t156 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\thome a/s, \u00c5byh\u00f8j \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t15,000 \u00a0\n\t\t\t\t\t64 \u00a0\n\t\t\t\t\t166 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tThe list\u00a0above includes significant active subsidiary operations only. \u00a0\n\t\t\t\t\tMobilePay A/S and Danica Pensjonforsikring AS (Danica Pension business segment in Norway) were sold in 2022. See note G23 for details. \u00a0\n\t\t\t\t\tThe Group\u00b4s ownership share of the other subsidiaries is unchanged from 2021 to 2022. The financial information above is extracted from the companies\u00b4 \u00a0\n\t\t\t\t\tmost recent annual reports prior to 2 February 2023. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfBasisOfConsolidationExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4277": {
   "value": "The financial\u00a0statements consolidate Danske Bank A/S and group undertakings\u00a0in which the Group has control over financial and operating\u00a0policy \u00a0\n\t\t\t\t\tdecisions. Control is said to exist if Danske\u00a0Bank A/S, directly or indirectly,\u00a0is exposed, or\u00a0has rights, to variable\u00a0returns from the involvement\u00a0with the \u00a0\n\t\t\t\t\tentity and\u00a0has the ability to affect these returns through the power over the entity.\u00a0Power exists if\u00a0Danske Bank\u00a0A/S, directly\u00a0or indirectly,\u00a0holds more \u00a0\n\t\t\t\t\tthan half of\u00a0the voting rights in\u00a0an undertaking\u00a0or otherwise has power to control management and operating policy decisions. Operating\u00a0policy control \u00a0\n\t\t\t\t\tmay be exercised through agreements about the undertaking\u2019s\u00a0activities. In\u00a0the rare situations\u00a0where potential\u00a0voting rights exist, these are taken into \u00a0\n\t\t\t\t\taccount if Danske Bank has the practical ability to exercise these rights. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForSubsidiariesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4278": {
   "value": "(c) List of significant\u00a0subsidiaries \u00a0\n\t\t\t\t\tShare capital \u00a0\n\t\t\t\t\tNet profit\u00a0Shareholders' equity \u00a0\n\t\t\t\t\tShare capital \u00a0\n\t\t\t\t\t(thousands) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(%) \u00a0\n\t\t\t\t\tDanske Bank A/S, Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t8,621,846 \u00a0\n\t\t\t\t\t-5,068 \u00a0\n\t\t\t\t\t160,318 \u00a0\n\t\t\t\t\tCredit institutions \u00a0\n\t\t\t\t\tDanske Bank International S.A., Luxembourg \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\t9,000 \u00a0\n\t\t\t\t\t302 \u00a0\n\t\t\t\t\t558 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Hypotek AB (publ), Stockholm \u00a0\n\t\t\t\t\tSEK \u00a0\n\t\t\t\t\t50,000 \u00a0\n\t\t\t\t\t454 \u00a0\n\t\t\t\t\t4,825 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Mortgage Bank\u00a0Plc, Helsinki \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\t70,000 \u00a0\n\t\t\t\t\t97 \u00a0\n\t\t\t\t\t2,624 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tNorthern Bank Limited, Belfast \u00a0\n\t\t\t\t\tGBP \u00a0\n\t\t\t\t\t218,170 \u00a0\n\t\t\t\t\t555 \u00a0\n\t\t\t\t\t4,825 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tRealkredit Danmark A/S, Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t630,000 \u00a0\n\t\t\t\t\t3,629 \u00a0\n\t\t\t\t\t49,477 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tInsurance operations \u00a0\n\t\t\t\t\tDanica Pension, Livsforsikringsaktieselskab,\u00a0Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t1,101,000 \u00a0\n\t\t\t\t\t-1,574 \u00a0\n\t\t\t\t\t20,279 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tInvestment and real estate operations etc. \u00a0\n\t\t\t\t\tDanica Ejendomsselskab ApS, Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t4,410,000 \u00a0\n\t\t\t\t\t1,061 \u00a0\n\t\t\t\t\t36,074 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanica Kapitalforvaltning K/S,\u00a0Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t10,000 \u00a0\n\t\t\t\t\t619 \u00a0\n\t\t\t\t\t629 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Invest Asset Management AS, Trondheim \u00a0\n\t\t\t\t\tNOK \u00a0\n\t\t\t\t\t6,000 \u00a0\n\t\t\t\t\t36 \u00a0\n\t\t\t\t\t92 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Invest Management A/S, Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t120,000 \u00a0\n\t\t\t\t\t131 \u00a0\n\t\t\t\t\t398 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske IT and Support services India Private Limited, Bangalore \u00a0\n\t\t\t\t\tINR \u00a0\n\t\t\t\t\t3,228 \u00a0\n\t\t\t\t\t99 \u00a0\n\t\t\t\t\t207 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Leasing A/S, Birker\u00f8d \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t10,000 \u00a0\n\t\t\t\t\t444 \u00a0\n\t\t\t\t\t4,012 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Markets Inc., Delaware \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\t2,000 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t350 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDanske Private Equity A/S, Copenhagen \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t6,000 \u00a0\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t121 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tDDB Invest AB,\u00a0Stockholm \u00a0\n\t\t\t\t\tSEK \u00a0\n\t\t\t\t\t100,000 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t156 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\thome a/s, \u00c5byh\u00f8j \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t15,000 \u00a0\n\t\t\t\t\t64 \u00a0\n\t\t\t\t\t166 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tThe list\u00a0above includes significant active subsidiary operations only. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfSignificantInvestmentsInSubsidiariesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4279": {
   "value": "MobilePay A/S and Danica Pensjonforsikring AS (Danica Pension business segment in Norway) were sold in 2022. See note G23 for details. \u00a0\n\t\t\t\t\tThe Group\u00b4s ownership share of the other subsidiaries is unchanged from 2021 to 2022. The financial information above is extracted from the companies\u00b4 \u00a0\n\t\t\t\t\tmost recent annual reports prior to 2 February 2023. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfBusinessCombinationsExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4280": {
   "value": "G39. Interests in\u00a0associates and joint arrangements \u00a0\n\t\t\t\t\tThis note provides information\u00a0about the Group\u2019s interests in associates and joint arrangements. \u00a0Accounting policy \u00a0\n\t\t\t\t\tJoint ventures and associates are entities other than group undertakings in which the Group has holdings and joint\u00a0control with one\u00a0or more parties\u00a0or \u00a0\n\t\t\t\t\tsignificant but not controlling\u00a0influence, respectively. The Group generally classifies entities as\u00a0joint ventures/associates if Danske Bank A/S, directly or \u00a0\n\t\t\t\t\tindirectly, holds 20-50% of the share capital and has influence over management and operating policy decisions. Holdings in joint ventures and associates \u00a0\n\t\t\t\t\tare recognised at cost at the\u00a0date of acquisition and are subsequently measured according to the equity method. The proportionate share of the net profit or \u00a0\n\t\t\t\t\tloss of the individual\u00a0entity is\u00a0included under Income from holdings in associates. The share is calculated on the basis of data from financial statements with \u00a0\n\t\t\t\t\tbalance sheet\u00a0dates no earlier than three months before the Group\u2019s balance sheet date. If objective evidence of impairment exists, the investment is \u00a0\n\t\t\t\t\trecognised at the\u00a0lower of carrying amount and the present value of future cash flows. \u00a0\n\t\t\t\t\tThe proportionate share of the profit or loss on transactions between associates/joint ventures and group undertakings\u00a0is eliminated. \u00a0\n\t\t\t\t\tOwnership shares held by the Group\u2019s insurance business are treated as held by a venture capital organisation and are measured at fair value. \u00a0\n\t\t\t\t\tShareholders' \u00a0\n\t\t\t\t\tShare \u00a0\n\t\t\t\t\tShare capital \u00a0\n\t\t\t\t\tNet profit \u00a0\n\t\t\t\t\tequity \u00a0\n\t\t\t\t\tcapital \u00a0\n\t\t\t\t\t(thousands) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(%) \u00a0\n\t\t\t\t\tVipps AS, Oslo \u00a0\n\t\t\t\t\tNOK \u00a0\n\t\t\t\t\t23,123 \u00a0\n\t\t\t\t\t-84 \u00a0\n\t\t\t\t\t1,834 \u00a0\n\t\t\t\t\t27.8 \u00a0\n\t\t\t\t\tThe financial information above is extracted from\u00a0the most recent annual reports prior to 2 February 2023. \u00a0\n\t\t\t\t\tThe total carrying amount of holdings in associates amounted to DKK 536 million (2021: DKK 206 million) and is presented under Other assets in note \u00a0\n\t\t\t\t\tG24. The list above includes significant associates held at end 2022. \u00a0\n\t\t\t\t\tIn June 2021, Danske Bank\u00a0entered into an agreement with OP Financial Group in Finland and the consortium of banks behind Vipps in Norway to merge the \u00a0\n\t\t\t\t\tthree mobile payment providers MobilePay, Vipps and Pivo into one comprehensive digital wallet serving 11 million\u00a0users and over 400,000 shops and web \u00a0\n\t\t\t\t\tshops. Following dialogue with the EU\u2019s Directorate-General for Competition, it was decided that OP Financial Group (in Finland) would no longer be a co- \u00a0\n\t\t\t\t\towner, and hence Pivo would not be part of the merger. \u00a0\n\t\t\t\t\tIn October 2022, the agreement between Danske\u00a0Bank and the consortium\u00a0of banks\u00a0behind Vipps to merge MobilePay and Vipps was approved by all \u00a0\n\t\t\t\t\trelevant authorities, including the EU\u00a0Commission. The parties completed the transaction during the\u00a0fourth quarter of 2022, resulting\u00a0in a gain DKK 415 \u00a0\n\t\t\t\t\tmillion for\u00a0Danske Bank. Danske Bank\u00a0now owns 27.8% of the new parent company, Vipps AS, which is classified as a joint venture. \u00a0\n\t\t\t\t\tSanist\u00e5l, which was taken over by the Group under a non-performing\u00a0loan agreement,\u00a0is a listed company. During\u00a02022, the Group, together with the \u00a0\n\t\t\t\t\tother owners, entered into an agreement to sell the shares in the associate undertaking\u00a0Sanist\u00e5l A/S. The sale settled in December 2022, resulting in \u00a0\n\t\t\t\t\ta gain of DKK\u00a0170 million for\u00a0Danske Bank. \u00a0\n\t\t\t\t\tThe Group does\u00a0not have any other significant holdings in joint ventures or\u00a0joint operations. \u00a0\n\t\t\t\t\tThere are no other\u00a0significant restrictions on the ability of\u00a0associates to transfer funds\u00a0to Danske Bank Group in the form of dividends\u00a0or to repay loans \u00a0\n\t\t\t\t\tgranted. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfSignificantInvestmentsInAssociatesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4281": {
   "value": "G39. Interests in\u00a0associates and joint arrangements \u00a0\n\t\t\t\t\tThis note provides information\u00a0about the Group\u2019s interests in associates and joint arrangements. \u00a0Accounting policy \u00a0\n\t\t\t\t\tJoint ventures and associates are entities other than group undertakings in which the Group has holdings and joint\u00a0control with one\u00a0or more parties\u00a0or \u00a0\n\t\t\t\t\tsignificant but not controlling\u00a0influence, respectively. The Group generally classifies entities as\u00a0joint ventures/associates if Danske Bank A/S, directly or \u00a0\n\t\t\t\t\tindirectly, holds 20-50% of the share capital and has influence over management and operating policy decisions. Holdings in joint ventures and associates \u00a0\n\t\t\t\t\tare recognised at cost at the\u00a0date of acquisition and are subsequently measured according to the equity method. The proportionate share of the net profit or \u00a0\n\t\t\t\t\tloss of the individual\u00a0entity is\u00a0included under Income from holdings in associates. The share is calculated on the basis of data from financial statements with \u00a0\n\t\t\t\t\tbalance sheet\u00a0dates no earlier than three months before the Group\u2019s balance sheet date. If objective evidence of impairment exists, the investment is \u00a0\n\t\t\t\t\trecognised at the\u00a0lower of carrying amount and the present value of future cash flows. \u00a0\n\t\t\t\t\tThe proportionate share of the profit or loss on transactions between associates/joint ventures and group undertakings\u00a0is eliminated. \u00a0\n\t\t\t\t\tOwnership shares held by the Group\u2019s insurance business are treated as held by a venture capital organisation and are measured at fair value. \u00a0\n\t\t\t\t\tShareholders' \u00a0\n\t\t\t\t\tShare \u00a0\n\t\t\t\t\tShare capital \u00a0\n\t\t\t\t\tNet profit \u00a0\n\t\t\t\t\tequity \u00a0\n\t\t\t\t\tcapital \u00a0\n\t\t\t\t\t(thousands) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(%) \u00a0\n\t\t\t\t\tVipps AS, Oslo \u00a0\n\t\t\t\t\tNOK \u00a0\n\t\t\t\t\t23,123 \u00a0\n\t\t\t\t\t-84 \u00a0\n\t\t\t\t\t1,834 \u00a0\n\t\t\t\t\t27.8 \u00a0\n\t\t\t\t\tThe financial information above is extracted from\u00a0the most recent annual reports prior to 2 February 2023. \u00a0\n\t\t\t\t\tThe total carrying amount of holdings in associates amounted to DKK 536 million (2021: DKK 206 million) and is presented under Other assets in note \u00a0\n\t\t\t\t\tG24. The list above includes significant associates held at end 2022. \u00a0\n\t\t\t\t\tIn June 2021, Danske Bank\u00a0entered into an agreement with OP Financial Group in Finland and the consortium of banks behind Vipps in Norway to merge the \u00a0\n\t\t\t\t\tthree mobile payment providers MobilePay, Vipps and Pivo into one comprehensive digital wallet serving 11 million\u00a0users and over 400,000 shops and web \u00a0\n\t\t\t\t\tshops. Following dialogue with the EU\u2019s Directorate-General for Competition, it was decided that OP Financial Group (in Finland) would no longer be a co- \u00a0\n\t\t\t\t\towner, and hence Pivo would not be part of the merger. \u00a0\n\t\t\t\t\tIn October 2022, the agreement between Danske\u00a0Bank and the consortium\u00a0of banks\u00a0behind Vipps to merge MobilePay and Vipps was approved by all \u00a0\n\t\t\t\t\trelevant authorities, including the EU\u00a0Commission. The parties completed the transaction during the\u00a0fourth quarter of 2022, resulting\u00a0in a gain DKK 415 \u00a0\n\t\t\t\t\tmillion for\u00a0Danske Bank. Danske Bank\u00a0now owns 27.8% of the new parent company, Vipps AS, which is classified as a joint venture. \u00a0\n\t\t\t\t\tSanist\u00e5l, which was taken over by the Group under a non-performing\u00a0loan agreement,\u00a0is a listed company. During\u00a02022, the Group, together with the \u00a0\n\t\t\t\t\tother owners, entered into an agreement to sell the shares in the associate undertaking\u00a0Sanist\u00e5l A/S. The sale settled in December 2022, resulting in \u00a0\n\t\t\t\t\ta gain of DKK\u00a0170 million for\u00a0Danske Bank. \u00a0\n\t\t\t\t\tThe Group does\u00a0not have any other significant holdings in joint ventures or\u00a0joint operations. \u00a0\n\t\t\t\t\tThere are no other\u00a0significant restrictions on the ability of\u00a0associates to transfer funds\u00a0to Danske Bank Group in the form of dividends\u00a0or to repay loans \u00a0\n\t\t\t\t\tgranted. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfJointVenturesExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4282": {
   "value": "G39. Interests in\u00a0associates and joint arrangements \u00a0\n\t\t\t\t\tThis note provides information\u00a0about the Group\u2019s interests in associates and joint arrangements. \u00a0Accounting policy \u00a0\n\t\t\t\t\tJoint ventures and associates are entities other than group undertakings in which the Group has holdings and joint\u00a0control with one\u00a0or more parties\u00a0or \u00a0\n\t\t\t\t\tsignificant but not controlling\u00a0influence, respectively. The Group generally classifies entities as\u00a0joint ventures/associates if Danske Bank A/S, directly or \u00a0\n\t\t\t\t\tindirectly, holds 20-50% of the share capital and has influence over management and operating policy decisions. Holdings in joint ventures and associates \u00a0\n\t\t\t\t\tare recognised at cost at the\u00a0date of acquisition and are subsequently measured according to the equity method. The proportionate share of the net profit or \u00a0\n\t\t\t\t\tloss of the individual\u00a0entity is\u00a0included under Income from holdings in associates. The share is calculated on the basis of data from financial statements with \u00a0\n\t\t\t\t\tbalance sheet\u00a0dates no earlier than three months before the Group\u2019s balance sheet date. If objective evidence of impairment exists, the investment is \u00a0\n\t\t\t\t\trecognised at the\u00a0lower of carrying amount and the present value of future cash flows. \u00a0\n\t\t\t\t\tThe proportionate share of the profit or loss on transactions between associates/joint ventures and group undertakings\u00a0is eliminated. \u00a0\n\t\t\t\t\tOwnership shares held by the Group\u2019s insurance business are treated as held by a venture capital organisation and are measured at fair value. \u00a0\n\t\t\t\t\tShareholders' \u00a0\n\t\t\t\t\tShare \u00a0\n\t\t\t\t\tShare capital \u00a0\n\t\t\t\t\tNet profit \u00a0\n\t\t\t\t\tequity \u00a0\n\t\t\t\t\tcapital \u00a0\n\t\t\t\t\t(thousands) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(DKK m) \u00a0\n\t\t\t\t\t(%) \u00a0\n\t\t\t\t\tVipps AS, Oslo \u00a0\n\t\t\t\t\tNOK \u00a0\n\t\t\t\t\t23,123 \u00a0\n\t\t\t\t\t-84 \u00a0\n\t\t\t\t\t1,834 \u00a0\n\t\t\t\t\t27.8 \u00a0\n\t\t\t\t\tThe financial information above is extracted from\u00a0the most recent annual reports prior to 2 February 2023. \u00a0\n\t\t\t\t\tThe total carrying amount of holdings in associates amounted to DKK 536 million (2021: DKK 206 million) and is presented under Other assets in note \u00a0\n\t\t\t\t\tG24. The list above includes significant associates held at end 2022. \u00a0\n\t\t\t\t\tIn June 2021, Danske Bank\u00a0entered into an agreement with OP Financial Group in Finland and the consortium of banks behind Vipps in Norway to merge the \u00a0\n\t\t\t\t\tthree mobile payment providers MobilePay, Vipps and Pivo into one comprehensive digital wallet serving 11 million\u00a0users and over 400,000 shops and web \u00a0\n\t\t\t\t\tshops. Following dialogue with the EU\u2019s Directorate-General for Competition, it was decided that OP Financial Group (in Finland) would no longer be a co- \u00a0\n\t\t\t\t\towner, and hence Pivo would not be part of the merger. \u00a0\n\t\t\t\t\tIn October 2022, the agreement between Danske\u00a0Bank and the consortium\u00a0of banks\u00a0behind Vipps to merge MobilePay and Vipps was approved by all \u00a0\n\t\t\t\t\trelevant authorities, including the EU\u00a0Commission. The parties completed the transaction during the\u00a0fourth quarter of 2022, resulting\u00a0in a gain DKK 415 \u00a0\n\t\t\t\t\tmillion for\u00a0Danske Bank. Danske Bank\u00a0now owns 27.8% of the new parent company, Vipps AS, which is classified as a joint venture. \u00a0\n\t\t\t\t\tSanist\u00e5l, which was taken over by the Group under a non-performing\u00a0loan agreement,\u00a0is a listed company. During\u00a02022, the Group, together with the \u00a0\n\t\t\t\t\tother owners, entered into an agreement to sell the shares in the associate undertaking\u00a0Sanist\u00e5l A/S. The sale settled in December 2022, resulting in \u00a0\n\t\t\t\t\ta gain of DKK\u00a0170 million for\u00a0Danske Bank. \u00a0\n\t\t\t\t\tThe Group does\u00a0not have any other significant holdings in joint ventures or\u00a0joint operations. \u00a0\n\t\t\t\t\tThere are no other\u00a0significant restrictions on the ability of\u00a0associates to transfer funds\u00a0to Danske Bank Group in the form of dividends\u00a0or to repay loans \u00a0\n\t\t\t\t\tgranted. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfInvestmentsAccountedForUsingEquityMethodExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4283": {
   "value": "Accounting policy \u00a0\n\t\t\t\t\tJoint ventures and associates are entities other than group undertakings in which the Group has holdings and joint\u00a0control with one\u00a0or more parties\u00a0or \u00a0\n\t\t\t\t\tsignificant but not controlling\u00a0influence, respectively. The Group generally classifies entities as\u00a0joint ventures/associates if Danske Bank A/S, directly or \u00a0\n\t\t\t\t\tindirectly, holds 20-50% of the share capital and has influence over management and operating policy decisions. Holdings in joint ventures and associates \u00a0\n\t\t\t\t\tare recognised at cost at the\u00a0date of acquisition and are subsequently measured according to the equity method. The proportionate share of the net profit or \u00a0\n\t\t\t\t\tloss of the individual\u00a0entity is\u00a0included under Income from holdings in associates. The share is calculated on the basis of data from financial statements with \u00a0\n\t\t\t\t\tbalance sheet\u00a0dates no earlier than three months before the Group\u2019s balance sheet date. If objective evidence of impairment exists, the investment is \u00a0\n\t\t\t\t\trecognised at the\u00a0lower of carrying amount and the present value of future cash flows. \u00a0\n\t\t\t\t\tThe proportionate share of the profit or loss on transactions between associates/joint ventures and group undertakings\u00a0is eliminated. \u00a0\n\t\t\t\t\tOwnership shares held by the Group\u2019s insurance business are treated as held by a venture capital organisation and are measured at fair value. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForInvestmentsInJointVentures",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4284": {
   "value": "G41. Risk\u00a0management notes \u00a0\n\t\t\t\t\tThe Danske Bank Group assumes risks to\u00a0support the activities of\u00a0the Group\u2019s customers, while ensuring stability of\u00a0the Group\u2019s financial position to\u00a0the \u00a0\n\t\t\t\t\tbenefit of a shareholders, society, customers and employees. The Group applies an enterprise\u00a0risk management\u00a0(ERM) framework that sets common \u00a0\n\t\t\t\t\tstandards for\u00a0how the Group\u00a0manages risk across all risk types and organisational entities.\u00a0The framework defines the Group\u2019s risk taxonomy, risk roles \u00a0\n\t\t\t\t\tand responsibilities,\u00a0risk governance,\u00a0approach to risk appetite, and risk culture. The framework is supported by policies approved by the Board of \u00a0\n\t\t\t\t\tDirectors. \u00a0\n\t\t\t\t\tThe Group\u2019s risk management practices are organised in line with the principles\u00a0of the three-lines-of-defence model. The three lines of defence segregate \u00a0\n\t\t\t\t\tduties between\u00a01) units\u00a0that enter into business transactions with customers or otherwise expose the Group to risk (risk ownership), 2) units in charge \u00a0\n\t\t\t\t\tof risk oversight\u00a0and challenge in respect of risk owners (risk oversight), and 3) Group Internal Audit (risk assurance). \u00a0\n\t\t\t\t\tThe Management\u2019s\u00a0report and Risk Management\u00a02022 provide a\u00a0detailed description of\u00a0Danske Bank Group\u2019s risk\u00a0management practices, including\u00a0on \u00a0\n\t\t\t\t\tlife insurance and non-financial risk. Risk Management 2022 is available at danskebank.com/ir.\u00a0The publication\u00a0is not covered by the statutory audit. \u00a0\n\t\t\t\t\tRisk exposure \u00a0\n\t\t\t\t\tThe risk taxonomy\u00a0organises and visualises\u00a0the most material risk types applicable\u00a0to the Group and is intended\u00a0to ensure adequate risk identificatio\u00a0n \u00a0\n\t\t\t\t\tand ownership across the Group. The risk types cover both financial and non-financial risks, and roles and responsibilities\u00a0are defined for each identifie\u00a0d \u00a0\n\t\t\t\t\trisk type\u00a0to ensure continued\u00a0risk assessment and monitoring. The taxonomy is reviewed on an annual basis to ensure its relevance. \u00a0\n\t\t\t\t\tThe main categories of risks are the following: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tCredit risk: The risk of losses because debtors or counterparties\u00a0fail to meet all or part of their payment obligations\u00a0to the Group. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tMarket risk:\u00a0The risk of losses because the fair value of the Group\u2019s assets, liabilities\u00a0and off-balance-sheet items varies with changes in market \u00a0\n\t\t\t\t\tconditions. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tLiquidity risk:\u00a0The risk that\u00a0a lack of funding leads to excessive costs or prevents\u00a0the Group\u00a0from maintaining\u00a0its business\u00a0model, or from fulfilling\u00a0its \u00a0\n\t\t\t\t\tpayment obligations. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tLife insurance\u00a0risk: All types of risk at Danica Pension, including pension-related\u00a0market risk, insurance risk and operational\u00a0risk and ESG risk. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tNon-financial risk. The risk of financial losses or gains, regulatory impact,\u00a0reputational impact or\u00a0customer impact resulting\u00a0from inadequate\u00a0or \u00a0\n\t\t\t\t\tfailed internal processes, people ord systems or from external events, including legal and compliance risks. \u00a0\n\t\t\t\t\tCross-taxonomy risk are elements that can\u00a0impact all the risk types listed in the ERM Risk Taxonomy.\u00a0These must be considered as part of the risk \u00a0\n\t\t\t\t\tassessment process, as\u00a0they can affect the size of the risk. Cross-taxonomy risks include Conduct risk, Reputational\u00a0risk and Sustainability\u00a0risk. As an \u00a0\n\t\t\t\t\texample, the Group defines sustainability\u00a0risk as the risk of a significant negative\u00a0impact on the Group\u2019s performance \u2013 including financial and reputationa\u00a0l \u00a0\n\t\t\t\t\timpacts \u2013 as a result of current or future environmental,\u00a0social and governance\u00a0(ESG) events or conditions. \u00a0\n\t\t\t\t\tDanica Pension is a wholly-owned\u00a0subsidiary of\u00a0Danske Bank A/S. As required by Danish\u00a0law and the Danish Executive\u00a0Order on the Contribution\u00a0Principle , \u00a0\n\t\t\t\t\tDanica Pension has notified the Danish Financial Supervisory Authority\u00a0(the Danish\u00a0FSA) of its profit policy. The contribution\u00a0principle and\u00a0the profit policy \u00a0\n\t\t\t\t\tmean that policyholders\u00a0assume risks and receive the returns on assets allocated to them. Assets are allocated\u00a0to policyholders\u00a0to secure their \u00a0\n\t\t\t\t\tguaranteed benefits. Market risk\u00a0and other risks on assets and liabilities\u00a0allocated to policyholders are\u00a0therefore not consolidated\u00a0in the\u00a0tables of this \u00a0\n\t\t\t\t\tsection, but are treated in the section on\u00a0life insurance risk. \u00a0Total capital \u00a0\n\t\t\t\t\tCapital risk is the risk of not having\u00a0enough capital to\u00a0cover all material risks arising from\u00a0the Group\u2019s chosen\u00a0business strategy. \u00a0\n\t\t\t\t\tThe Danske Bank Group (the Group) has licences to provide\u00a0financial services and must therefore comply with the capital requirements\u00a0of the Capital \u00a0\n\t\t\t\t\tRequirements Regulation (CRR) and the Danish Financial Business Act. The Danish rules are\u00a0based on the EU Capital Requirements\u00a0Directive (CRD) and \u00a0\n\t\t\t\t\tapply to both Danske\u00a0Bank A/S (the Parent Company) and the Group. Similarly, the Group\u2019s financial subsidiaries\u00a0in and outside Denmark must comply \u00a0\n\t\t\t\t\twith local capital requirements.\u00a0The regulatory requirements stipulate a\u00a0minimum capital\u00a0level of\u00a08% of the total risk exposure amount (REA) under Pillar \u00a0\n\t\t\t\t\tI (including\u00a0risk exposure amounts\u00a0for credit risk, counterparty credit risk, market risk and operational risk). In addition,\u00a0financial institutions\u00a0are required \u00a0\n\t\t\t\t\tto calculate their solvency need under Pillar II to reflect all relevant risks. Danske\u00a0Bank A/S is designated a systemically\u00a0important financial institutio\u00a0n \u00a0\n\t\t\t\t\t(SIFI) in Denmark. This means that the Group is subject to stricter\u00a0requirements than non-SIFIs. The Group\u2019s SIFI buffer requirement is set\u00a0at an\u00a0additiona l \u00a0\n\t\t\t\t\t3% above the regulatory requirements and must be funded with common equity tier 1 (CET1) capital. \u00a0\n\t\t\t\t\tThe Group\u2019s total capital consists of tier 1 capital (share capital and additional tier 1 capital after deductions)\u00a0and tier 2 capital\u00a0(subordinated loan capital \u00a0\n\t\t\t\t\tafter deductions). \u00a0\n\t\t\t\t\tThe Group\u2019s CET1 capital is\u00a0based on the carrying amount of shareholders\u2019 equity and\u00a0adjusted with the following main deductions. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAdjustments to\u00a0eligible capital instruments \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tDeferred tax assets that rely on future profitability \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tDefined benefit\u00a0pension fund\u00a0assets \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tIntangible assets\u00a0of banking\u00a0operations, including goodwill \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tMinimum loss coverage for\u00a0non-performing exposures \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tExpected/proposed dividends \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tPrudent valuation \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tPrudential filters \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tReversal of\u00a0the effect\u00a0of IFRS 9 (expected\u00a0credit losses) implementation\u00a0due to transitional\u00a0rules \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tStatutory deductions\u00a0for insurance subsidiaries \u00a0\n\t\t\t\t\tThe presentation\u00a0of the Group\u2019s total capital in the statement\u00a0of capital\u00a0shows the difference between the carrying amount of\u00a0shareholders\u2019 equity and \u00a0\n\t\t\t\t\tCET1 capital. At the end of 2022, the Group\u2019s CET1 capital amounted to DKK 149.2 billion (2021: DKK 151.9 billion),\u00a0and its\u00a0CET1 capital ratio was \u00a0\n\t\t\t\t\t17.8% (2021: 17.7%) \u00a0\n\t\t\t\t\tThe Group\u2019s additional tier 1\u00a0capital and tier 2 capital may, subject to certain conditions, be\u00a0included in total capital. The conditions are described in the \u00a0\n\t\t\t\t\tCRR. Notes G22 and G25 show additional tier 1 capital and tier 2 capital. At the end of\u00a02022, the Group\u2019s total capital was DKK 185.3 billion (2021: \u00a0\n\t\t\t\t\tDKK 192.8\u00a0billion), and its total capital ratio was 22.1% (2021: 22.4%). The Group\u2019s tier 1 capital was DKK 164.5 billion (2021: DKK 171.9 billion), and \u00a0\n\t\t\t\t\tits tier 1 capital ratio was 19.6% (2021: 20.0%). \u00a0\n\t\t\t\t\tRisk Management\u00a02022 provides a\u00a0description of\u00a0the Group\u2019s solvency need. \u00a0\n\t\t\t\t\tThe target for the CET1\u00a0capital ratio was kept at above 16% in the short term to ensure a sufficiently prudent buffer in relation\u00a0to the capital requirement. \u00a0\n\t\t\t\t\tThis implies a\u00a0management buffer\u00a0of at least\u00a02.4% in relation\u00a0to the fully phased-in CET1 capital requirement. The target for the total capital ratio was \u00a0\n\t\t\t\t\tkept at\u00a0above 20%. \u00a0\n\t\t\t\t\tThe Group aspires to improve\u00a0its credit ratings, which are important for its access to liquidity\u00a0and for the pricing of its long-term funding. The Group \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfFinancialRiskManagementExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4286": {
   "value": "Credit risk \u00a0\n\t\t\t\t\tThe Group offers\u00a0loans, credits, guarantees and other products as part of its business model and thus takes on credit risk. \u00a0\n\t\t\t\t\tCredit risk is the risk of losses because debtors\u00a0or counterparties\u00a0fail to\u00a0meet all or part of their payment obligations\u00a0to the Group. \u00a0\n\t\t\t\t\tIn accordance with the Group\u2019s Credit Policy, the Group carefully assesses the financial situation of customers to ensure that loans granted are suited to their \u00a0\n\t\t\t\t\tneeds and financial capacity and that customers understand their financial obligations. \u00a0\n\t\t\t\t\tIn order to mitigate\u00a0credit risk, the Group uses a number of measures, including\u00a0collateral, guarantees and covenants. \u00a0\n\t\t\t\t\tFurther information\u00a0on the\u00a0Group\u2019s risk\u00a0management practices related to\u00a0credit risk can\u00a0be found in the report Risk Management 2022. \u00a0\n\t\t\t\t\tSustainability risk \u00a0\n\t\t\t\t\tThe Group may be exposed to sustainability\u00a0drivers. Credit risk is deemed to be the risk type most materially\u00a0affected by sustainability\u00a0drivers. \u00a0\n\t\t\t\t\tSustainability and\u00a0ESG considerations\u00a0are integrated into the Group\u2019s lending practices. \u00a0\n\t\t\t\t\tThe Group publishes its viewpoints on a number of sustainability themes in position statements that outline the Group\u2019s expectations and, in some cases, list \u00a0\n\t\t\t\t\trestrictions on loans granted to businesses that are particularly exposed to sustainability risks. Restrictions\u00a0are integrated into the Group\u2019s Credit Risk Policy \u00a0\n\t\t\t\t\tand underlying instructions, which further specify\u00a0due diligence requirements to identify, assess and manage the relevant risks in credit processes at both \u00a0\n\t\t\t\t\tthe customer and portfolio levels. At a customer level relationship managers use a digital system to identify and assess each customer\u2019s sustainability\u00a0risk \u00a0\n\t\t\t\t\tlevel through a set of sector-specific environmental,\u00a0social and governance questions\u00a0for both new and existing business customers. The customer-level \u00a0\n\t\t\t\t\tsustainability risk assessments serve as input factors in the overall credit decision process. At a portfolio level, sustainability\u00a0risks are identified, assessed \u00a0\n\t\t\t\t\tand monitored as part of the annual industry reviews, which includes an in-depth assessment of sub-industries and the largest customers. When deemed \u00a0\n\t\t\t\t\tnecessary, the sustainability\u00a0risk findings are integrated into the credit risk appetite to allow for portfolio steering. \u00a0\n\t\t\t\t\tClimate risk is\u00a0currently the\u00a0most urgent of all ESG-related\u00a0drivers capable of\u00a0affecting the Group\u2019s credit risk. From a financial materiality\u00a0perspective , \u00a0\n\t\t\t\t\tclimate-related risks have been deemed most relevant for the Group\u2019s lending\u00a0activities. Climate risk\u00a0pertains to transition risks, which are the risks \u00a0\n\t\t\t\t\tassociated with shifting to a\u00a0low-carbon economy, and to physical risks arising from\u00a0projected climate changes such\u00a0as weather-related hazards. \u00a0\n\t\t\t\t\tThe Group takes a risk-based approach in prioritising\u00a0risk management\u00a0efforts for credit portfolios that are likely to be most exposed to transition\u00a0and \u00a0\n\t\t\t\t\tphysical risks. For\u00a0that purpose, the Group\u2019s climate risk heat map is based on a\u00a0mix of\u00a0qualitative and\u00a0quantitative input\u00a0to define the credit exposures \u00a0\n\t\t\t\t\tmost exposed to transition and physical risks. The lending activities\u00a0most likely\u00a0to be exposed to future transition risks relate primarily to heavy-emittin\u00a0g \u00a0\n\t\t\t\t\tsectors. These sectors are estimated\u00a0to account for around 14%1 (2021: 15%) of the Group\u2019s total lending activities,\u00a0with the risk concentrated\u00a0to a few \u00a0\n\t\t\t\t\tportfolios. For example, emissions can predominantly\u00a0be attributed\u00a0to sectors such as Shipping, oil and gas. Transition\u00a0risk is managed at the\u00a0portfolio- \u00a0\n\t\t\t\t\tlevel through long-term targets for sectors with high financed emissions and risk appetite limits as well as at a customer-level\u00a0by differentiating\u00a0between \u00a0\n\t\t\t\t\tcustomers who are preparing for and undertaking\u00a0the necessary transition\u00a0and customers not\u00a0accelerating fast\u00a0enough on their transition plans. Physica\u00a0l \u00a0\n\t\t\t\t\trisks are\u00a0identified mainly\u00a0for collateral-related\u00a0exposure (flooding risk, in particular) by using data on historically\u00a0worst flood events\u00a0and most\u00a0extreme \u00a0\n\t\t\t\t\tclimate projections. As a\u00a0result, assessments are considered to be conservative.\u00a0Flooding risk is the primary physical risk hazard to be taken into \u00a0\n\t\t\t\t\tconsideration in\u00a0the Nordic countries, with identified\u00a0risk exposures\u00a0amounting to around 3.6%1 (2021: 6%) of the\u00a0Group\u2019s total lending activities.\u00a0The \u00a0\n\t\t\t\t\tGroup\u2019s risks associated with flooding risk are managed primarily at\u00a0the portfolio level. The exposure related to high physical risks includes\u00a0non- \u00a0\n\t\t\t\t\tcollateralised exposure\u00a0only to a limited\u00a0extent. \u00a0\n\t\t\t\t\tThe climate heat map gives an indication\u00a0of the size of the exposure at risk and not the expected stress impacts such as impact on expected stress effects \u00a0\n\t\t\t\t\tsuch as impairment charges. Such quantitative\u00a0measures are to be assessed through scenario analysis\u00a0and future stress testing. Climate scenario \u00a0\n\t\t\t\t\tanalysis is already being performed - following the recommendations\u00a0of the Taskforce on Climate-related\u00a0Financial Disclosures\u00a0(TCFD) for key sectors \u00a0\n\t\t\t\t\tfor both\u00a0transition risk\u00a0and physical risk such as for the oil and gas, agriculture\u00a0and property portfolios.\u00a0The Group will continue to refine\u00a0the climate risk \u00a0\n\t\t\t\t\theat map as more climate risk data becomes available\u00a0to support the identification\u00a0of both transition\u00a0and physical\u00a0risks for the purpose of determining \u00a0\n\t\t\t\t\tfinancial materiality,\u00a0however conclusions have not led to adjustments\u00a0to staging or expected credit losses, as the impacts either manifest over a longer \u00a0\n\t\t\t\t\ttime period than loan maturities,\u00a0or as transition\u00a0risks are concentrated on\u00a0sectors with downside risks already recognised in the bank\u2019s expected credit \u00a0\n\t\t\t\t\tlosses, for instance\u00a0in the agriculture\u00a0and oil and gas portfolios. \u00a0\n\t\t\t\t\tSee the Group\u2019s risk\u00a0management report; Risk\u00a0Management 2022 for\u00a0more information\u00a0on Sustainability\u00a0risk and the Group\u2019s additional Pillar III \u00a0\n\t\t\t\t\tDisclosures for\u00a0more information on\u00a0Climate risk. The publicaitons\u00a0are available\u00a0at danskebank.com/ir.\u00a0The publications\u00a0are not covered by the statutor\u00a0y \u00a0\n\t\t\t\t\taudit. \u00a0\n\t\t\t\t\t1 Year-on-year decrease in\u00a0exposure at risk for both\u00a0transition and physical risk is due to updates to the methodology related to EPC labels and flood risk maps in Denmark, lowering the \u00a0\n\t\t\t\t\texposure at risk for the property-related portfolios. The overall risk profile is considered to be stable compared to 2021. The Group will continue to refine the climate risk heat map and will \u00a0\n\t\t\t\t\tbe subject to change. \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tCredit exp\u00a0osure \u00a0\n\t\t\t\t\tCredit exposure consists of\u00a0balance sheet\u00a0items and off-balance-sheet items that carry credit risk. Most of the exposure derives from lending activitie\u00a0s \u00a0\n\t\t\t\t\tin the form of secured and unsecured loans. The Non-core business unit is not considered part of Danske\u00a0Bank\u2019s core\u00a0activities and\u00a0is stated separately. \u00a0\n\t\t\t\t\tSecurities positions taken by the\u00a0Group\u2019s trading and investment units also\u00a0entail credit risk and are presented as credit exposure from trading and \u00a0\n\t\t\t\t\tinvestment securities as\u00a0well as derivatives\u00a0and loans at the Group\u2019s trading\u00a0units. \u00a0\n\t\t\t\t\tThe overall management of\u00a0credit risk thus covers credit risk from direct lending\u00a0activities, counterparty\u00a0credit risk on\u00a0derivatives and\u00a0loans at the \u00a0\n\t\t\t\t\tGroup\u2019s trading units and credit risk from securities positions. \u00a0\n\t\t\t\t\tThe Group\u2019s exposure to the risk on some balance sheet items is limited.\u00a0This is the case for assets under customer-funded\u00a0investment pools, unit-linke\u00a0d \u00a0\n\t\t\t\t\tinvestment contracts\u00a0and insurance contracts. The risk on\u00a0assets under pooled schemes and\u00a0unit-linked investment\u00a0contracts is assumed solely by the \u00a0\n\t\t\t\t\tcustomers, while the risk on assets under insurance contracts is assumed primarily by the customers. The section on life insurance risk describes the \u00a0\n\t\t\t\t\tGroup\u2019s credit risk on\u00a0insurance contracts. \u00a0\n\t\t\t\t\tBreakdown of credit exposure \u00a0\n\t\t\t\t\tLending activities \u00a0\n\t\t\t\t\tTrading and \u00a0\n\t\t\t\t\tCustomer- \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tCounterparty \u00a0\n\t\t\t\t\tinvestment \u00a0\n\t\t\t\t\tfunded \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tCore \u00a0\n\t\t\t\t\tNon-core \u00a0\n\t\t\t\t\tcredit risk \u00a0\n\t\t\t\t\tsecurities investments \u00a0\n\t\t\t\t\tBalance sheet items \u00a0\n\t\t\t\t\tDemand deposits with central banks \u00a0\n\t\t\t\t\t168.4 \u00a0\n\t\t\t\t\t168.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t60.8 \u00a0\n\t\t\t\t\t22.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t38.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTrading portfolio assets \u00a0\n\t\t\t\t\t638.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t430.1 \u00a0\n\t\t\t\t\t208.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t303.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t303.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t1,082.8 \u00a0\n\t\t\t\t\t1,081.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t932.7 \u00a0\n\t\t\t\t\t724.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t208.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tAssets under pooled schemes and unit-linked investment \u00a0\n\t\t\t\t\tcontracts \u00a0\n\t\t\t\t\t66.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66.5 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t455.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t455.4 \u00a0\n\t\t\t\t\tAssets held\u00a0for sale \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOff-balance-sheet items \u00a0\n\t\t\t\t\tGuarantees \u00a0\n\t\t\t\t\t81.4 \u00a0\n\t\t\t\t\t81.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0shorter than 1 year \u00a0\n\t\t\t\t\t236.1 \u00a0\n\t\t\t\t\t234.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0longer than 1 year \u00a0\n\t\t\t\t\t199.9 \u00a0\n\t\t\t\t\t199.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther unutilised commitments \u00a0\n\t\t\t\t\t15.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t15.1 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t4,240.9 \u00a0\n\t\t\t\t\t2,512.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t676.9 \u00a0\n\t\t\t\t\t511.7 \u00a0\n\t\t\t\t\t537.0 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tBalance sheet items \u00a0\n\t\t\t\t\tDemand deposits with central banks \u00a0\n\t\t\t\t\t286.6 \u00a0\n\t\t\t\t\t286.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t71.2 \u00a0\n\t\t\t\t\t31.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTrading portfolio assets \u00a0\n\t\t\t\t\t509.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t260.2 \u00a0\n\t\t\t\t\t249.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tInvestment securities \u00a0\n\t\t\t\t\t303.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t303.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t1,027.4 \u00a0\n\t\t\t\t\t1,026.1 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoans at fair value \u00a0\n\t\t\t\t\t1,024.5 \u00a0\n\t\t\t\t\t809.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t214.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tAssets under pooled schemes and unit-linked investment \u00a0\n\t\t\t\t\tcontracts \u00a0\n\t\t\t\t\t76.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t76.7 \u00a0\n\t\t\t\t\tAssets under insurance contracts \u00a0\n\t\t\t\t\t547.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t547.8 \u00a0\n\t\t\t\t\tAssets held\u00a0for sale \u00a0\n\t\t\t\t\t28.5 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24.0 \u00a0\n\t\t\t\t\tOff-balance-sheet items \u00a0\n\t\t\t\t\tGuarantees \u00a0\n\t\t\t\t\t81.0 \u00a0\n\t\t\t\t\t81.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0shorter than 1 year \u00a0\n\t\t\t\t\t271.9 \u00a0\n\t\t\t\t\t270.3 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tLoan commitments\u00a0longer than 1 year \u00a0\n\t\t\t\t\t205.5 \u00a0\n\t\t\t\t\t205.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tOther unutilised commitments \u00a0\n\t\t\t\t\t16.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t16.0 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t4,450.5 \u00a0\n\t\t\t\t\t2,715.6 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t514.3 \u00a0\n\t\t\t\t\t553.3 \u00a0\n\t\t\t\t\t664.5 \u00a0\n\t\t\t\t\tIn addition to credit exposure from\u00a0lending activities, the Group had made uncommitted loan offers\u00a0and granted uncommitted\u00a0lines of credit of DKK 216 \u00a0\n\t\t\t\t\tbillion at\u00a031 December 2022 (2021: DKK 194 billion). These items are included in the calculation of the total risk exposure amount in accordance with \u00a0\n\t\t\t\t\tthe Capital Requirements Directive. \u00a0\n\t\t\t\t\tThe Group\u2019s direct exposure to Russia and Ukraine amounted to less than DKK 0.1 billion at 31\u00a0December 2022. \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tCredit exposure from\u00a0core lending\u00a0activities \u00a0\n\t\t\t\t\tCredit exposure\u00a0from lending activities\u00a0in the Group\u2019s\u00a0core banking\u00a0business includes loans, amounts due\u00a0from credit institutions\u00a0and central banks, \u00a0\n\t\t\t\t\tguarantees and irrevocable loan commitments.\u00a0The exposure is measured net of expected credit losses and includes repo loans at amortised cost. For \u00a0\n\t\t\t\t\treporting purposes, all collateral values are net of haircuts and capped at the exposure amount. The credit exposure from Non-core lending activities\u00a0is \u00a0\n\t\t\t\t\tdisclosed further on\u00a0in these notes. \u00a0\n\t\t\t\t\tFor details\u00a0about the Group\u2019s credit risk management and the use of information on expected credit losses for risk management purposes, see Risk \u00a0\n\t\t\t\t\tManagement 2022. \u00a0\n\t\t\t\t\tClassification of\u00a0customers \u00a0\n\t\t\t\t\tThe main\u00a0objectives of risk classification are to rank the Group\u2019s customers according to risk and to estimate each customer\u2019s probability of default (PD). As \u00a0\n\t\t\t\t\tpart of the credit process, the Group classifies customers according to risk and updates their classifications upon receipt of new information. Risk \u00a0\n\t\t\t\t\tclassification comprises rating and credit scoring of customers. While all large customers are rated, the Group uses fully automated and statistically-based \u00a0\n\t\t\t\t\tscoring models for small customers such as personal customers and small businesses. Credit scores are updated monthly in a process subject to automated \u00a0\n\t\t\t\t\tcontrols. \u00a0\n\t\t\t\t\tThe Group has\u00a0developed a number of classification models to\u00a0assess customer PD and to classify customers in various\u00a0segments. \u00a0\n\t\t\t\t\tIn its credit risk management, the Group uses point in time (PIT) PD estimates\u00a0for risk classification.\u00a0These PIT PD estimates\u00a0express a customer\u2019s \u00a0\n\t\t\t\t\tprobability of\u00a0default within\u00a0the next 12 months in the current economic situation.\u00a0The Group\u2019s classification scale consists of 11 main rating categories \u00a0\n\t\t\t\t\twith fixed PD bands. During a\u00a0downturn, a\u00a0customer\u2019s PIT\u00a0PD may increase,\u00a0and the customer may migrate to a lower rating category.\u00a0The effect\u00a0from a \u00a0\n\t\t\t\t\tdownturn is thus larger when PIT PD is used than if the classification were based on through-the-cycle\u00a0(TTC) PD, which the Group uses to calculate the \u00a0\n\t\t\t\t\trisk exposure amount for credit risk. \u00a0\n\t\t\t\t\tThe classification\u00a0of facilities\u00a0between stage 1 and 2 for the\u00a0purpose of calculating\u00a0expected credit\u00a0losses under IFRS 9 depends on whether the credit \u00a0\n\t\t\t\t\trisk has increased significantly\u00a0since initial recognition.\u00a0The assessment of whether\u00a0the credit risk has increased significantly\u00a0since initial recognition\u00a0is \u00a0\n\t\t\t\t\tperformed by\u00a0considering the\u00a0change in the risk of default occurring over the remaining life of\u00a0the individual\u00a0facility and\u00a0incorporating forward-looking \u00a0\n\t\t\t\t\tinformation. A\u00a0facility is transferred from stage 1 to stage 2 on the basis of observed increases in the probability of default: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFor facilities\u00a0originated below 1% in PD: an increase in the facility\u2019s 12-month PD of at least 0.5 of a percentage point since initial\u00a0recognition and\u00a0a \u00a0\n\t\t\t\t\tdoubling in\u00a0the facility\u2019s lifetime PD since origination. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tFor facilities\u00a0originated above 1% in PD: an\u00a0increase in the facility\u2019s 12-month PD of 2 percentage points since origination or a doubling of the \u00a0\n\t\t\t\t\tfacility\u2019s lifetime PD\u00a0since origination. \u00a0\n\t\t\t\t\tIn addition,\u00a0facilities that\u00a0are more than 30 days past due are moved\u00a0to stage 2. 30 days past due is considered\u00a0a backstop.\u00a0Finally, customers subject to \u00a0\n\t\t\t\t\tforbearance measures are placed in stage 2, if the Group, in the most likely\u00a0outcome, expects no loss or the customers are in the two-year probation \u00a0\n\t\t\t\t\tperiod for performing\u00a0forborne exposures. \u00a0\n\t\t\t\t\tA facility is transferred from stage 2 to stage 3 when it becomes credit-impaired.\u00a0A facility becomes credit-impaired when one or more events that have \u00a0\n\t\t\t\t\ta detrimental\u00a0impact on\u00a0the estimated future cash flows have occurred. This includes\u00a0observable data about (a) significant financial difficulty of the issuer \u00a0\n\t\t\t\t\tor the borrower; (b) a breach of contract,\u00a0such as a default or past due event;\u00a0(c) the borrower, for financial or contractual reasons relating to the \u00a0\n\t\t\t\t\tborrower\u2019s financial difficulty,\u00a0having been\u00a0granted a concession that would not otherwise have been considered; (d) it is becoming\u00a0probable that the \u00a0\n\t\t\t\t\tborrower will\u00a0enter into bankruptcy\u00a0or other financial restructuring;\u00a0and (e) the purchase or origination\u00a0of a financial asset at a deep discount that reflects \u00a0\n\t\t\t\t\tthe incurred credit loss. It may not be possible to identify\u00a0a single\u00a0discrete event \u2013\u00a0instead, the combined effect\u00a0of several events may cause a\u00a0financial \u00a0\n\t\t\t\t\tasset to become credit-impaired.\u00a0Credit-impaired facilities are\u00a0placed in rating category 10\u00a0or 11. For customers\u00a0in rating\u00a0category 10, the stage 3 \u00a0\n\t\t\t\t\tclassification applies\u00a0only to customers where a loss is expected in the most likely\u00a0scenario. For rating category 11 (default), all facilities are classified \u00a0\n\t\t\t\t\tas stage 3 exposures. \u00a0\n\t\t\t\t\tExposures which\u00a0are considered to be in default for regulatory\u00a0purposes will always be categorised as\u00a0stage 3 exposures under IFRS 9. This applies to \u00a0\n\t\t\t\t\t90-days-past-due considerations and\u00a0unlikely-to-pay factors\u00a0leading to regulatory default. \u00a0\n\t\t\t\t\tManagement applies judgement and recognises post-model adjustments\u00a0to cover risks that are not reflected sufficiently\u00a0in the Group\u2019s expected credit \u00a0\n\t\t\t\t\tloss model. Besides\u00a0increasing the expected credit losses, the post-model adjustments\u00a0may lead to the transfer of part of the gross exposure covered by \u00a0\n\t\t\t\t\tthe post-model adjustments\u00a0from stage 1 to stage 2 through targeted PD pushes to the current point in time estimates\u00a0of PD (i.e. increases in the PD for \u00a0\n\t\t\t\t\tthe underlying\u00a0customers in\u00a0the selected portfolios covered by the post-model adjustments)\u00a0to ensure consistency between the methods used for \u00a0\n\t\t\t\t\tdisclosing information about\u00a0expected credit\u00a0losses and exposures subject to significant increase in credit risk. While the distribution\u00a0of customers \u00a0\n\t\t\t\t\tbetween the Group\u2019s 11 rating categories is unchanged and reflects the current point-in-time estimate of the underlying customers\u2019 PDs, the PD pushes \u00a0\n\t\t\t\t\tmay lead to the transfer of gross exposures to stage 2 as the assessment of the increase in credit risk is performed by comparing\u00a0the initial PD with the \u00a0\n\t\t\t\t\tcurrent PD (after the adjustment\u00a0for the targeted PD pushes). \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tExpected credit\u00a0losses \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as a\u00a0function of\u00a0the probability\u00a0of default\u00a0(PD), the exposure at default (EAD) and the loss \u00a0\n\t\t\t\t\tgiven default (LGD). For exposures in stage 1, 12- month expected credit losses are recognised, while lifetime expected credit losses are recognised for \u00a0\n\t\t\t\t\texposures in stage 2-3. For further information see note G15. \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in core activities\u00a0broken down by rating\u00a0category \u00a0\n\t\t\t\t\tThe Group implemented\u00a0a new Definition\u00a0of Default\u00a0in January 2022 in order to align the existing definition of default for accounting with the regulator\u00a0y \u00a0\n\t\t\t\t\tpurposes. According to the new definition\u00a0of default,\u00a0all exposures\u00a0in stage 3 are considered default. As a result, all non-performing loans are now \u00a0\n\t\t\t\t\tconsidered default, and hence equal to the total of stage 3 exposures. \u00a0\n\t\t\t\t\tAlthough Stage\u00a03 and default (rating 11) are generally aligned, a small amount of credit exposure in stage 3 can be found outside\u00a0default. This is\u00a0due to \u00a0\n\t\t\t\t\timpairment staging being\u00a0updated monthly (after\u00a0each month-end),\u00a0whereas default is updated daily. For the same reason, some credit exposure in default \u00a0\n\t\t\t\t\tis outside stage 3. Total gross exposure in stage 2 increased by DKK 45 billion since end of 2021 primarily in commercial property due to changes in \u00a0\n\t\t\t\t\tmacroeconomic scenarios and (forward-looking) post-model adjustments. \u00a0\n\t\t\t\t\tFor further details about the Group\u2019s credit risk management and the use of information\u00a0on expected credit losses for risk management purposes, see \u00a0\n\t\t\t\t\tRisk Management\u00a02022. \u00a0\n\t\t\t\t\tThe table below breaks down\u00a0the credit exposure by rating categories and stages. \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t135.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t135.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t115.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t233.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t233.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t116.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t540.9 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t540.8 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t264.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t630.6 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t630.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t301.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t463.1 \u00a0\n\t\t\t\t\t14.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t462.7 \u00a0\n\t\t\t\t\t13.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t155.1 \u00a0\n\t\t\t\t\t7.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t235.8 \u00a0\n\t\t\t\t\t54.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t235.3 \u00a0\n\t\t\t\t\t53.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t74.9 \u00a0\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t75.5 \u00a0\n\t\t\t\t\t59.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t74.6 \u00a0\n\t\t\t\t\t56.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t24.5 \u00a0\n\t\t\t\t\t21.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t29.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t27.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t12.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t11.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t31.6 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t23.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,324.2 \u00a0\n\t\t\t\t\t176.0 \u00a0\n\t\t\t\t\t32.1 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t8.3 2,321.0 \u00a0\n\t\t\t\t\t168.0 \u00a0\n\t\t\t\t\t23.8 1,053.6 \u00a0\n\t\t\t\t\t61.0 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t264.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t264.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t245.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t207.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t207.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t80.6 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t570.6 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t570.6 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t264.9 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t637.2 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t637.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t287.3 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t485.0 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t484.7 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t150.3 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t275.7 \u00a0\n\t\t\t\t\t17.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t275.1 \u00a0\n\t\t\t\t\t16.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t94.6 \u00a0\n\t\t\t\t\t5.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t103.0 \u00a0\n\t\t\t\t\t46.6 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t102.1 \u00a0\n\t\t\t\t\t45.2 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t30.1 \u00a0\n\t\t\t\t\t13.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t16.5 \u00a0\n\t\t\t\t\t40.0 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t16.0 \u00a0\n\t\t\t\t\t37.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t11.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t22.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t11.4 \u00a0\n\t\t\t\t\t17.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t14.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,560.9 \u00a0\n\t\t\t\t\t130.6 \u00a0\n\t\t\t\t\t46.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t12.4 2,558.2 \u00a0\n\t\t\t\t\t123.8 \u00a0\n\t\t\t\t\t33.6 1,156.8 \u00a0\n\t\t\t\t\t37.5 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\tExposures, expected credit losses\u00a0and collateral in default have increased compared to\u00a0the end of 2021\u00a0due to the implementation\u00a0of the new definition \u00a0\n\t\t\t\t\tof default\u00a0in January 2022. At the same time, stage 3 decreased primarily due to 1) final adjustments\u00a0of staging\u00a0during the implementation\u00a0of new \u00a0\n\t\t\t\t\tdefinition of default that is now aligned to European Banking Authority\u00a0requirements and\u00a02) write-offs. The stage 3 coverage ratio\u00a0is 73% (31 December \u00a0\n\t\t\t\t\t2021: 78%). \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in core activities\u00a0broken down by industry\u00a0(NACE) \u00a0\n\t\t\t\t\tThe table below breaks down credit exposure by industry. The industry\u00a0segmentation is based on\u00a0the classification principles of\u00a0the Statistica\u00a0l \u00a0\n\t\t\t\t\tClassification of\u00a0Economic Activities\u00a0in the European\u00a0Community (NACE) standard adapted to\u00a0the Group\u2019s business risk approach used for the active \u00a0\n\t\t\t\t\tmanagement of\u00a0the credit portfolio. \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPublic institutions \u00a0\n\t\t\t\t\t225.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t225.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t223.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tFinancials \u00a0\n\t\t\t\t\t116.6 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t116.5 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t104.7 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tAgriculture \u00a0\n\t\t\t\t\t54.9 \u00a0\n\t\t\t\t\t5.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t54.6 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t14.0 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAutomotive \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t20.8 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tCapital goods \u00a0\n\t\t\t\t\t87.3 \u00a0\n\t\t\t\t\t9.2 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t87.2 \u00a0\n\t\t\t\t\t8.9 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t79.0 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tCommercial property \u00a0\n\t\t\t\t\t250.6 \u00a0\n\t\t\t\t\t46.9 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t250.3 \u00a0\n\t\t\t\t\t44.7 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t45.8 \u00a0\n\t\t\t\t\t10.5 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tConstruction and building materials \u00a0\n\t\t\t\t\t43.6 \u00a0\n\t\t\t\t\t8.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t43.5 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t32.7 \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tConsumer goods \u00a0\n\t\t\t\t\t72.4 \u00a0\n\t\t\t\t\t7.6 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t72.3 \u00a0\n\t\t\t\t\t7.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t57.3 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tHotels, restaurants and leisure \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tMetals and\u00a0mining \u00a0\n\t\t\t\t\t13.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t12.0 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther commercials \u00a0\n\t\t\t\t\t15.4 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t15.1 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t11.9 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPharma and medical devices \u00a0\n\t\t\t\t\t42.3 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t42.2 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t39.8 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPrivate housing co-ops and non- \u00a0\n\t\t\t\t\tprofit associations \u00a0\n\t\t\t\t\t187.4 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t187.3 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t26.6 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPulp, paper and chemicals \u00a0\n\t\t\t\t\t47.5 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t47.5 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t37.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tRetailing \u00a0\n\t\t\t\t\t30.3 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t30.2 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t19.4 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\tServices \u00a0\n\t\t\t\t\t59.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t59.4 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t49.8 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tShipping, oil and gas \u00a0\n\t\t\t\t\t34.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t34.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t24.3 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tSocial services \u00a0\n\t\t\t\t\t26.9 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t26.8 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t13.0 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\tTelecom and media \u00a0\n\t\t\t\t\t23.1 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t23.1 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t17.9 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransportation \u00a0\n\t\t\t\t\t13.7 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t13.6 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t6.3 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tUtilities and\u00a0infrastructure \u00a0\n\t\t\t\t\t103.4 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t103.2 \u00a0\n\t\t\t\t\t4.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t83.8 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t839.3 \u00a0\n\t\t\t\t\t52.8 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t838.1 \u00a0\n\t\t\t\t\t50.8 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t129.2 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,324.2 176.0 \u00a0\n\t\t\t\t\t32.1 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t8.3 2,321.0\u00a0168.0 \u00a0\n\t\t\t\t\t23.9 1,053.6 \u00a0\n\t\t\t\t\t61.0 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\tAs at\u00a031 December 2022, oil and gas exposures (within the Shipping,\u00a0oil and gas industry)\u00a0represent a gross exposure\u00a0of DKK 19.3 billion\u00a0(31 December \u00a0\n\t\t\t\t\t2021: DKK 18.3 billion) and expected credit losses of DKK 1.0\u00a0billion (31 December 2021: DKK 1.8\u00a0billion). Those exposures represent the majority of \u00a0\n\t\t\t\t\tthe exposures in stage 3 within the Shipping, oil and gas industry at the end of 2022. \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPublic institutions \u00a0\n\t\t\t\t\t332.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t332.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t330.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tFinancials \u00a0\n\t\t\t\t\t122.0 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 122.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t0.2 107.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAgriculture \u00a0\n\t\t\t\t\t57.6 \u00a0\n\t\t\t\t\t5.6 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t57.3 \u00a0\n\t\t\t\t\t4.7 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t12.2 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tAutomotive \u00a0\n\t\t\t\t\t25.3 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t25.3 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t19.9 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tCapital goods \u00a0\n\t\t\t\t\t71.4 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t71.3 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t62.6 \u00a0\n\t\t\t\t\t5.7 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tCommercial property \u00a0\n\t\t\t\t\t291.2 \u00a0\n\t\t\t\t\t19.6 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t1.2 290.7 \u00a0\n\t\t\t\t\t18.1 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t59.3 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\tConstruction and building materials \u00a0\n\t\t\t\t\t46.1 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t46.1 \u00a0\n\t\t\t\t\t4.1 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t32.8 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tConsumer goods \u00a0\n\t\t\t\t\t71.1 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t71.0 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t53.0 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tHotels, restaurants and leisure \u00a0\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tMetals and\u00a0mining \u00a0\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t12.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tOther commercials \u00a0\n\t\t\t\t\t13.3 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t9.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPharma and medical devices \u00a0\n\t\t\t\t\t53.1 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t53.1 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t50.7 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPrivate housing co-ops and non-profit \u00a0\n\t\t\t\t\tassociations \u00a0\n\t\t\t\t\t207.4 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 207.3 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t34.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tPulp, paper and chemicals \u00a0\n\t\t\t\t\t39.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t39.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t27.8 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tRetailing \u00a0\n\t\t\t\t\t28.4 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t28.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t18.1 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tServices \u00a0\n\t\t\t\t\t57.9 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t57.7 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t46.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tShipping, oil and gas \u00a0\n\t\t\t\t\t31.3 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t31.2 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t16.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tSocial services \u00a0\n\t\t\t\t\t25.5 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t9.3 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\tTelecom and media \u00a0\n\t\t\t\t\t22.2 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t22.2 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t20.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransportation \u00a0\n\t\t\t\t\t14.3 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t14.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t6.5 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tUtilities and\u00a0infrastructure \u00a0\n\t\t\t\t\t76.1 \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t0.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t76.0 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t56.4 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t953.9 \u00a0\n\t\t\t\t\t49.6 \u00a0\n\t\t\t\t\t15.9 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t3.1 952.8 \u00a0\n\t\t\t\t\t48.0 \u00a0\n\t\t\t\t\t12.8 170.1 \u00a0\n\t\t\t\t\t5.8 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,560.9 130.6 \u00a0\n\t\t\t\t\t46.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t12.4 2,558.2\u00a0123.8 \u00a0\n\t\t\t\t\t33.6 1,156.8 \u00a0\n\t\t\t\t\t37.5 \u00a0\n\t\t\t\t\t3.5 \u00a0Credit exp\u00a0osure continued \u00a0\n\t\t\t\t\tThe table below breaks down\u00a0credit exposure by core business\u00a0unit and underlying\u00a0segment. \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in core activities\u00a0broken down by business\u00a0unit \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t466.0 \u00a0\n\t\t\t\t\t30.8 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t464.9 \u00a0\n\t\t\t\t\t29.1 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t57.7 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tNordic \u00a0\n\t\t\t\t\t363.8 \u00a0\n\t\t\t\t\t17.7 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t363.6 \u00a0\n\t\t\t\t\t17.3 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t76.3 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Personal \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t829.8 \u00a0\n\t\t\t\t\t48.5 \u00a0\n\t\t\t\t\t9.9 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t828.5 \u00a0\n\t\t\t\t\t46.5 \u00a0\n\t\t\t\t\t7.7 \u00a0\n\t\t\t\t\t134.1 \u00a0\n\t\t\t\t\t7.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tAsset Finance \u00a0\n\t\t\t\t\t47.6 \u00a0\n\t\t\t\t\t12.9 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t47.4 \u00a0\n\t\t\t\t\t12.4 \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t18.6 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\t324.0 \u00a0\n\t\t\t\t\t56.4 \u00a0\n\t\t\t\t\t11.1 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t323.1 \u00a0\n\t\t\t\t\t52.5 \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t120.0 \u00a0\n\t\t\t\t\t17.9 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tCommercial Real Estate \u00a0\n\t\t\t\t\t279.1 \u00a0\n\t\t\t\t\t22.1 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t278.9 \u00a0\n\t\t\t\t\t21.5 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t43.6 \u00a0\n\t\t\t\t\t6.5 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Business \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t650.7 \u00a0\n\t\t\t\t\t91.4 \u00a0\n\t\t\t\t\t13.6 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t649.5 \u00a0\n\t\t\t\t\t86.4 \u00a0\n\t\t\t\t\t9.4 \u00a0\n\t\t\t\t\t182.3 \u00a0\n\t\t\t\t\t26.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tLarge Corporates\u00a0& \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\t615.2 \u00a0\n\t\t\t\t\t29.1 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t614.7 \u00a0\n\t\t\t\t\t28.1 \u00a0\n\t\t\t\t\t5.5 \u00a0\n\t\t\t\t\t545.1 \u00a0\n\t\t\t\t\t25.8 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\t81.4 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t81.1 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t45.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tGroup Functions \u00a0\n\t\t\t\t\t147.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t147.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t146.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,324.2 \u00a0\n\t\t\t\t\t176.0 \u00a0\n\t\t\t\t\t32.1 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t8.1 \u00a0\n\t\t\t\t\t8.3 2,321.0 \u00a0\n\t\t\t\t\t168.0 \u00a0\n\t\t\t\t\t23.9 1,053.6 \u00a0\n\t\t\t\t\t61.0 \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tPersonal Customers* \u00a0\n\t\t\t\t\tPersonal Customers\u00a0DK \u00a0\n\t\t\t\t\t532.7 \u00a0\n\t\t\t\t\t23.4 \u00a0\n\t\t\t\t\t12.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t531.8 \u00a0\n\t\t\t\t\t22.2 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t63.9 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tNordic \u00a0\n\t\t\t\t\t400.8 \u00a0\n\t\t\t\t\t20.1 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t400.6 \u00a0\n\t\t\t\t\t19.8 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t103.8 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tPersonal Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal Personal \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t937.5 \u00a0\n\t\t\t\t\t43.7 \u00a0\n\t\t\t\t\t15.3 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t936.4 \u00a0\n\t\t\t\t\t42.2 \u00a0\n\t\t\t\t\t12.5 \u00a0\n\t\t\t\t\t168.6 \u00a0\n\t\t\t\t\t5.3 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\tBusiness Customers* \u00a0\n\t\t\t\t\tAsset Finance \u00a0\n\t\t\t\t\t48.8 \u00a0\n\t\t\t\t\t10.7 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t48.8 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t17.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\t349.8 \u00a0\n\t\t\t\t\t35.5 \u00a0\n\t\t\t\t\t15.9 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t348.9 \u00a0\n\t\t\t\t\t32.0 \u00a0\n\t\t\t\t\t11.4 \u00a0\n\t\t\t\t\t122.0 \u00a0\n\t\t\t\t\t9.7 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tCommercial Real Esate \u00a0\n\t\t\t\t\t313.8 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t313.7 \u00a0\n\t\t\t\t\t9.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t54.3 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tBusiness Customers \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal Business \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t712.5 \u00a0\n\t\t\t\t\t56.0 \u00a0\n\t\t\t\t\t18.6 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t4.1 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t711.4 \u00a0\n\t\t\t\t\t52.0 \u00a0\n\t\t\t\t\t13.4 \u00a0\n\t\t\t\t\t193.9 \u00a0\n\t\t\t\t\t13.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tLarge Corporates\u00a0& \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\t560.5 \u00a0\n\t\t\t\t\t25.4 \u00a0\n\t\t\t\t\t10.1 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t560.2 \u00a0\n\t\t\t\t\t24.2 \u00a0\n\t\t\t\t\t6.3 \u00a0\n\t\t\t\t\t482.2 \u00a0\n\t\t\t\t\t18.4 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\t93.7 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t93.6 \u00a0\n\t\t\t\t\t5.3 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t55.9 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tGroup Functions \u00a0\n\t\t\t\t\t256.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t256.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t256.3 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,560.9 \u00a0\n\t\t\t\t\t130.6 \u00a0\n\t\t\t\t\t46.0 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t12.4 2,558.2 \u00a0\n\t\t\t\t\t123.8 \u00a0\n\t\t\t\t\t33.6 1,156.8 \u00a0\n\t\t\t\t\t37.5 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t* Comparative information has been restated, as described in note G3(a). \u00a0Concentration risk \u00a0\n\t\t\t\t\tThe Group has implemented a set of frameworks to manage the concentration risk to which the Group is exposed. These frameworks cover single-name \u00a0\n\t\t\t\t\tconcentrations, industry concentrations and geographical concentrations. \u00a0\n\t\t\t\t\tIndustry concentrations \u00a0\n\t\t\t\t\tThe Group manages\u00a0industry concentrations as\u00a0part of its credit risk appetite\u00a0framework by setting\u00a0exposure limits on\u00a0selected industries. For \u00a0\n\t\t\t\t\tcommercial property, this also\u00a0includes reducing the number of\u00a0low-quality customers in\u00a0order to ensure creditworthiness\u00a0within the concentration \u00a0\n\t\t\t\t\tlimits. The industry concentrations\u00a0are updated\u00a0on an ongoing\u00a0basis and at least once a year. The Group\u00a0accepts the risks on material concentrations in \u00a0\n\t\t\t\t\taccordance with the industry-specific\u00a0guidelines that\u00a0outline the use of credit policies within the industry. For personal customers, the Group also \u00a0\n\t\t\t\t\tmanages key concentrations\u00a0in relation to\u00a0high LTV ratios and short-term interest loans, for example. \u00a0\n\t\t\t\t\tGeographical concentrations \u00a0\n\t\t\t\t\tCredit reporting includes\u00a0a breakdown by country.\u00a0For selected countries,\u00a0exposures to sovereigns, financial institutions\u00a0and counterparties\u00a0in derivative s \u00a0\n\t\t\t\t\ttrading are\u00a0managed within country limits. \u00a0\n\t\t\t\t\tSingle-name concentrations \u00a0\n\t\t\t\t\tSingle-name concentrations are managed according to two frameworks: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tLarge exposures: This framework is based on the regulatory definition of large exposures in the applicable Capital Requirements Regulation (CRR). The \u00a0\n\t\t\t\t\tGroup has also defined stricter internal limits for managing single-name concentrations within the large exposure framework, including the following: \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tAbsolute limit on single-name exposures \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLimit for the 20 largest exposures \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tSingle-name concentration: The Group has also implemented a risk-sensitive\u00a0internal framework In order to limit\u00a0potential losses on single names, the \u00a0\n\t\t\t\t\tframework set limits\u00a0on the\u00a0following: \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tExposure \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tLoss given default \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tExpected loss \u00a0Collateral \u00a0\n\t\t\t\t\tThe Group uses\u00a0a number\u00a0of measures to mitigate\u00a0credit risk, including\u00a0collateral, guarantees and\u00a0covenants. The main method is obtaining collateral. \u00a0\n\t\t\t\t\tThe value of collateral is monitored and reassessed by advisers, internal or external assessors, and automatic valuation models to ensure it reflects current \u00a0\n\t\t\t\t\tmarket prices. The Groups Collateral System supports this process by only accepting up-to-date values, thus ensuring that the Group complies with regulatory \u00a0\n\t\t\t\t\trequirements. \u00a0\n\t\t\t\t\tThe validity of the internal and external inputs on which the valuation\u00a0models depend is assessed regularly and the performance of the models themselves is \u00a0\n\t\t\t\t\tvalidated annually by\u00a0an independent unit, to assess their performance and highlight any deficiencies that need to be addressed. \u00a0\n\t\t\t\t\tThe market value of collateral is subject to a haircut to reflect the fact that the Group may not be able to obtain the estimated market value upon the sale of \u00a0\n\t\t\t\t\tthe individual\u00a0asset in a distressed situation. Hence, the haircut includes a forced sale reduction, price volatility\u00a0during the sales period, realisation costs and \u00a0\n\t\t\t\t\tmaintenance costs. The haircut applied depends on the type of collateral. For regulatory purposes, the Group also applies more conservative haircuts in order \u00a0\n\t\t\t\t\tto capture the risk of an economic downturn. \u00a0\n\t\t\t\t\tThe Group uses\u00a0guarantee schemes\u00a0offered by the governments\u00a0in our markets\u00a0to mitigate the economic consequences of\u00a0the corona crisis. \u00a0\n\t\t\t\t\tType of\u00a0collateral in\u00a0core activities\u00a0(after haircuts) \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tLarge Corporates \u00a0\n\t\t\t\t\tOther areas (ex \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t& Institutions \u00a0\n\t\t\t\t\tNorthern Ireland \u00a0\n\t\t\t\t\tGroup Functions) \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 2021 \u00a0\n\t\t\t\t\tReal property \u00a0\n\t\t\t\t\t730.4 \u00a0\n\t\t\t\t\t800.2 \u00a0\n\t\t\t\t\t458.1 \u00a0\n\t\t\t\t\t495.5 \u00a0\n\t\t\t\t\t38.0 \u00a0\n\t\t\t\t\t41.0 \u00a0\n\t\t\t\t\t36.5 \u00a0\n\t\t\t\t\t35.8 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.5 1,263.2 1,372.9 \u00a0\n\t\t\t\t\t- Personal \u00a0\n\t\t\t\t\t717.4 \u00a0\n\t\t\t\t\t789.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t5.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24.7 \u00a0\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t744.0 \u00a0\n\t\t\t\t\t818.3 \u00a0\n\t\t\t\t\t- Commercial \u00a0\n\t\t\t\t\t10.8 \u00a0\n\t\t\t\t\t8.6 \u00a0\n\t\t\t\t\t419.3 \u00a0\n\t\t\t\t\t449.1 \u00a0\n\t\t\t\t\t36.4 \u00a0\n\t\t\t\t\t39.3 \u00a0\n\t\t\t\t\t9.8 \u00a0\n\t\t\t\t\t9.7 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t476.3 \u00a0\n\t\t\t\t\t506.7 \u00a0\n\t\t\t\t\t- Agricultural \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t37.0 \u00a0\n\t\t\t\t\t41.3 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t42.9 \u00a0\n\t\t\t\t\t47.9 \u00a0\n\t\t\t\t\tBank accounts \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tCustody account and securities \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t4.6 \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14.0 \u00a0\n\t\t\t\t\t17.3 \u00a0\n\t\t\t\t\tVehicles \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t19.0 \u00a0\n\t\t\t\t\t22.8 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t23.6 \u00a0\n\t\t\t\t\t24.3 \u00a0\n\t\t\t\t\tEquipment \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t11.7 \u00a0\n\t\t\t\t\t10.6 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t17.5 \u00a0\n\t\t\t\t\t17.1 \u00a0\n\t\t\t\t\tVessels \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t13.3 \u00a0\n\t\t\t\t\t19.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14.3 \u00a0\n\t\t\t\t\t21.0 \u00a0\n\t\t\t\t\tGuarantees \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t3.6 \u00a0\n\t\t\t\t\t11.6 \u00a0\n\t\t\t\t\t15.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t23.8 \u00a0\n\t\t\t\t\t25.9 \u00a0\n\t\t\t\t\tAmounts due \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\tOther assets \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t29.8 \u00a0\n\t\t\t\t\t29.0 \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t34.4 \u00a0\n\t\t\t\t\t34.0 \u00a0\n\t\t\t\t\tTotal collateral \u00a0\n\t\t\t\t\t741.8 \u00a0\n\t\t\t\t\t813.6 \u00a0\n\t\t\t\t\t530.5 \u00a0\n\t\t\t\t\t570.9 \u00a0\n\t\t\t\t\t79.6 \u00a0\n\t\t\t\t\t89.3 \u00a0\n\t\t\t\t\t42.9 \u00a0\n\t\t\t\t\t43.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.5 1,395.1\u00a01,517.8 \u00a0\n\t\t\t\t\tTotal unsecured\u00a0credit \u00a0\n\t\t\t\t\texposure \u00a0\n\t\t\t\t\t140.8 \u00a0\n\t\t\t\t\t177.4 \u00a0\n\t\t\t\t\t214.8 \u00a0\n\t\t\t\t\t205.8 \u00a0\n\t\t\t\t\t568.7 \u00a0\n\t\t\t\t\t501.5 \u00a0\n\t\t\t\t\t46.2 \u00a0\n\t\t\t\t\t56.8 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t970.6 \u00a0\n\t\t\t\t\t941.4 \u00a0\n\t\t\t\t\tUnsecured portion\u00a0of credit \u00a0\n\t\t\t\t\texposure (%) \u00a0\n\t\t\t\t\t16.0% \u00a0\n\t\t\t\t\t17.9% \u00a0\n\t\t\t\t\t28.8% \u00a0\n\t\t\t\t\t26.5% \u00a0\n\t\t\t\t\t87.7% \u00a0\n\t\t\t\t\t84.9% \u00a0\n\t\t\t\t\t51.8% \u00a0\n\t\t\t\t\t56.6% \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t41.0% \u00a0\n\t\t\t\t\t38.3% \u00a0\n\t\t\t\t\tFrom May 2022, the business segmentation\u00a0was changed. Further\u00a0information can\u00a0be found in note G3(a). \u00a0Past due amounts \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tLarge Corporates \u00a0\n\t\t\t\t\tOther areas (ex \u00a0\n\t\t\t\t\tTotal past due \u00a0\n\t\t\t\t\tTotal due under \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\tCustomers \u00a0\n\t\t\t\t\t& Institutions \u00a0\n\t\t\t\t\tNorthern Ireland\u00a0Group Functions) \u00a0\n\t\t\t\t\tamount \u00a0\n\t\t\t\t\tloans \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t6-30 days \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t45 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t1\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\t65 1,547 \u00a0\n\t\t\t\t\t944 \u00a0\n\t\t\t\t\t31-60 days \u00a0\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t4\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\t467 \u00a0\n\t\t\t\t\t480 \u00a0\n\t\t\t\t\t> 60 days \u00a0\n\t\t\t\t\t58 \u00a0\n\t\t\t\t\t46 \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t64 \u00a0\n\t\t\t\t\t52 \u00a0\n\t\t\t\t\t487 \u00a0\n\t\t\t\t\t510 \u00a0\n\t\t\t\t\tTotal past\u00a0due \u00a0\n\t\t\t\t\tamounts \u00a0\n\t\t\t\t\t101 \u00a0\n\t\t\t\t\t107 \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\t25 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t136 \u00a0\n\t\t\t\t\t140 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tTotal due\u00a0under \u00a0\n\t\t\t\t\tloans \u00a0\n\t\t\t\t\t1,627 1,549 \u00a0\n\t\t\t\t\t788 \u00a0\n\t\t\t\t\t285 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t9\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\t92 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,501 1,935 \u00a0\n\t\t\t\t\tFrom May 2022, the business segmentation\u00a0was changed. Further\u00a0information can\u00a0be found in note G3(a). \u00a0\n\t\t\t\t\tFor the past due amounts, the average unsecured portion of the claims recorded was 22.0% at the end of 2022 (2021: 19.7%). Real property accounted for \u00a0\n\t\t\t\t\t67.2% of collateral provided (2021: 83.5%). \u00a0\n\t\t\t\t\tForbearance practices and repossessed assets \u00a0\n\t\t\t\t\tThe Group adopts forbearance plans to assist customers in financial difficulty. Concessions granted to customers include interest-reduction\u00a0schedules, \u00a0\n\t\t\t\t\tinterest-only schedules, temporary payment holidays, term extensions, cancellation of outstanding fees,\u00a0waiver of covenant enforcement and debt \u00a0\n\t\t\t\t\tforgiveness. Forbearance plans must comply with the Group\u2019s Credit Policy. They are used as an instrument to retain long-term business relationships \u00a0\n\t\t\t\t\tduring economic downturns if\u00a0there is a realistic\u00a0possibility that\u00a0the customer will be able to meet its obligations\u00a0again, or are used for minimising\u00a0losses \u00a0\n\t\t\t\t\tin the event of default. \u00a0\n\t\t\t\t\tIf it proves impossible\u00a0to improve\u00a0the customer\u2019s financial situation\u00a0by forbearance\u00a0measures, the Group will consider whether to subject the customer\u2019s \u00a0\n\t\t\t\t\tassets to a forced sale or whether the assets could be realised later at higher net proceeds. At the end of 2022, the Group had recognised propertie\u00a0s \u00a0\n\t\t\t\t\ttaken over in Denmark\u00a0at a carrying\u00a0amount of DKK 4\u00a0million (2021:\u00a0DKK 7\u00a0million), and there were\u00a0no properties taken over in other countries (2021: \u00a0\n\t\t\t\t\tDKK 0\u00a0million). The properties are\u00a0held for sale and included under Assets held for sale in the balance sheet. \u00a0\n\t\t\t\t\tThe Group applies the European Banking Authority\u2019s\u00a0(the EBA\u2019s) definition\u00a0of loans subject to forbearance measures. The EBA definition\u00a0states that a \u00a0\n\t\t\t\t\tprobation period of a minimum\u00a0of two years must pass from the date when forborne exposures are considered to be performing again. Forbearance \u00a0\n\t\t\t\t\tmeasures lead to changes in staging for impairment\u00a0purposes, and impairments\u00a0relating to forborne exposures are handled according to the principle\u00a0s \u00a0\n\t\t\t\t\tdescribed in note G15. During the corona crisis, the Group granted concessions to assist customers affected by the crisis. The level decreased during \u00a0\n\t\t\t\t\t2022 due to expiry of granted concessions and post-pandemic financial recoveries. \u00a0\n\t\t\t\t\tExposures subject\u00a0to forbearance\u00a0measures \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\t367 \u00a0\n\t\t\t\t\t83 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\t3,029 \u00a0\n\t\t\t\t\t6,517 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\t6,165 \u00a0\n\t\t\t\t\t9,711 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t9,561 \u00a0\n\t\t\t\t\t16,311 \u00a0\n\t\t\t\t\tThe presentation\u00a0of forbearance no longer includes facilities\u00a0under probation without an active forbearance measure. With the implementation\u00a0of the \u00a0Expected credit losses (allowance account) in core\u00a0activities \u00a0\n\t\t\t\t\tThe expected credit loss is calculated for all individual\u00a0facilities as\u00a0a function of the probability\u00a0of default (PD), the exposure\u00a0at default\u00a0(EAD) and\u00a0the loss \u00a0\n\t\t\t\t\tgiven default (LGD). In general, the Group\u2019s IFRS 9 impairment models and parameters draw on the bank\u2019s internal models in order to ensure alignment \u00a0\n\t\t\t\t\tof models across the Group. New models and calculations\u00a0have been\u00a0developed especially for\u00a0IFRS 9\u00a0purposes, including\u00a0models for lifetime PD, \u00a0\n\t\t\t\t\tprepayment and forward-looking\u00a0LGD. All expected credit loss impairments\u00a0are allocated to individual\u00a0exposures. For significant stage 3 exposures, the \u00a0\n\t\t\t\t\tGroup determines the expected credit losses individually. \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tECL allowance account as at 1 January 2021 \u00a0\n\t\t\t\t\t2,263 \u00a0\n\t\t\t\t\t7,438 \u00a0\n\t\t\t\t\t12,853 \u00a0\n\t\t\t\t\t22,554 \u00a0\n\t\t\t\t\tTransferred to stage 1 during the period \u00a0\n\t\t\t\t\t1,843 \u00a0\n\t\t\t\t\t-1,604 \u00a0\n\t\t\t\t\t-239 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 during the period \u00a0\n\t\t\t\t\t-180 \u00a0\n\t\t\t\t\t649 \u00a0\n\t\t\t\t\t-469 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 during the period \u00a0\n\t\t\t\t\t-120 \u00a0\n\t\t\t\t\t-864 \u00a0\n\t\t\t\t\t984 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t646 \u00a0\n\t\t\t\t\t1,282 \u00a0\n\t\t\t\t\t1,839 \u00a0\n\t\t\t\t\t3,767 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-629 \u00a0\n\t\t\t\t\t-1,483 \u00a0\n\t\t\t\t\t-4,377 \u00a0\n\t\t\t\t\t-6,489 \u00a0\n\t\t\t\t\tImpact of net remeasurement of ECL (incl. changes in models) \u00a0\n\t\t\t\t\t-923 \u00a0\n\t\t\t\t\t1,172 \u00a0\n\t\t\t\t\t1,011 \u00a0\n\t\t\t\t\t1,259 \u00a0\n\t\t\t\t\tWrite-offs debited to the allowance account \u00a0\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t54 \u00a0\n\t\t\t\t\t268 \u00a0\n\t\t\t\t\t343 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-182 \u00a0\n\t\t\t\t\t160 \u00a0\n\t\t\t\t\t527 \u00a0\n\t\t\t\t\t505 \u00a0\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02021 \u00a0\n\t\t\t\t\t2,733 \u00a0\n\t\t\t\t\t6,804 \u00a0\n\t\t\t\t\t12,397 \u00a0\n\t\t\t\t\t21,935 \u00a0\n\t\t\t\t\tTransferred to stage 1 during the period \u00a0\n\t\t\t\t\t1,144 \u00a0\n\t\t\t\t\t-1,062 \u00a0\n\t\t\t\t\t-83 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 during the period \u00a0\n\t\t\t\t\t-405 \u00a0\n\t\t\t\t\t834 \u00a0\n\t\t\t\t\t-428 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 during the period \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t-617 \u00a0\n\t\t\t\t\t642 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t630 \u00a0\n\t\t\t\t\t1,643 \u00a0\n\t\t\t\t\t844 \u00a0\n\t\t\t\t\t3,116 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-870 \u00a0\n\t\t\t\t\t-1,487 \u00a0\n\t\t\t\t\t-3,971 \u00a0\n\t\t\t\t\t-6,329 \u00a0\n\t\t\t\t\tImpact of net remeasurement of ECL (incl. changes in models) \u00a0\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t2,101 \u00a0\n\t\t\t\t\t1,032 \u00a0\n\t\t\t\t\t3,253 \u00a0\n\t\t\t\t\tWrite-offs debited to the allowance account \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-2,195 \u00a0\n\t\t\t\t\t-2,198 \u00a0\n\t\t\t\t\tForeign exchange adjustments \u00a0\n\t\t\t\t\t-51 \u00a0\n\t\t\t\t\t-107 \u00a0\n\t\t\t\t\t-15 \u00a0\n\t\t\t\t\t-173 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-26 \u00a0\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02022 \u00a0\n\t\t\t\t\t3,273 \u00a0\n\t\t\t\t\t8,082 \u00a0\n\t\t\t\t\t8,251 \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\tThe stage 3 allowance account includes DKK 2.5 billion (2021: DKK 4.7 billion) relating to originated credit impaired financial assets. Originated\u00a0credit \u00a0\n\t\t\t\t\timpaired financial assets are granted as\u00a0part of\u00a0restructuring non-performing loan\u00a0exposures, and are otherwise outside the Group\u2019s credit policy. The \u00a0\n\t\t\t\t\tGroup has not acquired any credit impaired financial assets. \u00a0\n\t\t\t\t\tExpected credit\u00a0losses (allowance account) in\u00a0core activities\u00a0broken down by segment \u00a0\n\t\t\t\t\tLarge \u00a0\n\t\t\t\t\tPersonal \u00a0\n\t\t\t\t\tBusiness \u00a0\n\t\t\t\t\tCorporates & \u00a0\n\t\t\t\t\tNorthern \u00a0\n\t\t\t\t\tGroup \u00a0\n\t\t\t\t\tAllowance \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tCustomers* Customers* \u00a0\n\t\t\t\t\tInstitutions \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\tFunctions \u00a0\n\t\t\t\t\taccount Total \u00a0\n\t\t\t\t\tECL allowance account as at 1 January 2021 \u00a0\n\t\t\t\t\t5,814 \u00a0\n\t\t\t\t\t9,959 \u00a0\n\t\t\t\t\t5,777 \u00a0\n\t\t\t\t\t990 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t22,554 \u00a0\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t524 \u00a0\n\t\t\t\t\t1,768 \u00a0\n\t\t\t\t\t1,215 \u00a0\n\t\t\t\t\t259 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t3,767 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-864 \u00a0\n\t\t\t\t\t-2,023 \u00a0\n\t\t\t\t\t-3,333 \u00a0\n\t\t\t\t\t-266 \u00a0\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t-6,489 \u00a0\n\t\t\t\t\tImpact on remeasurement of ECL (incl. change in models) \u00a0\n\t\t\t\t\t304 \u00a0\n\t\t\t\t\t934 \u00a0\n\t\t\t\t\t152 \u00a0\n\t\t\t\t\t-135 \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t1,259 \u00a0\n\t\t\t\t\tWrite-offs debited to allowance account \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\tForeign currency translation \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t257 \u00a0\n\t\t\t\t\t71 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t343 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-136 \u00a0\n\t\t\t\t\t-454 \u00a0\n\t\t\t\t\t1,159 \u00a0\n\t\t\t\t\t-63 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t505 \u00a0\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02021 \u00a0\n\t\t\t\t\t5,654 \u00a0\n\t\t\t\t\t10,186 \u00a0\n\t\t\t\t\t5,227 \u00a0\n\t\t\t\t\t850 \u00a0\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t21,935 \u00a0\n\t\t\t\t\tECL on new assets \u00a0\n\t\t\t\t\t606 \u00a0\n\t\t\t\t\t2,107 \u00a0\n\t\t\t\t\t330 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t3,116 \u00a0\n\t\t\t\t\tECL on assets derecognised \u00a0\n\t\t\t\t\t-713 \u00a0\n\t\t\t\t\t-2,100 \u00a0\n\t\t\t\t\t-3,383 \u00a0\n\t\t\t\t\t-128 \u00a0\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t-6,329 \u00a0\n\t\t\t\t\tImpact on remeasurement of ECL (incl. change in models) \u00a0\n\t\t\t\t\t837 \u00a0\n\t\t\t\t\t663 \u00a0\n\t\t\t\t\t1,494 \u00a0\n\t\t\t\t\t244 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t3,253 \u00a0\n\t\t\t\t\tWrite-offs debited to allowance account \u00a0\n\t\t\t\t\t-946 \u00a0\n\t\t\t\t\t-438 \u00a0\n\t\t\t\t\t-684 \u00a0\n\t\t\t\t\t-129 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-2,198 \u00a0\n\t\t\t\t\tForeign currency translation \u00a0\n\t\t\t\t\t-32 \u00a0\n\t\t\t\t\t-166 \u00a0\n\t\t\t\t\t67 \u00a0\n\t\t\t\t\t-41 \u00a0\n\t\t\t\t\t-1 \u00a0\n\t\t\t\t\t-173 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t-16 \u00a0\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\tECL allowance account as at\u00a031 December\u00a02022 \u00a0\n\t\t\t\t\t5,427 \u00a0\n\t\t\t\t\t10,235 \u00a0\n\t\t\t\t\t3,050 \u00a0\n\t\t\t\t\t863 \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\t* Comparative information has been restated, as described in note G3(a). \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tGross credit exposure in core\u00a0activities \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1 \u00a0\n\t\t\t\t\tStage 2 \u00a0\n\t\t\t\t\tStage 3 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\tGross carrying amount at 1 January 2021 \u00a0\n\t\t\t\t\t2,560,227 \u00a0\n\t\t\t\t\t141,445 \u00a0\n\t\t\t\t\t48,786 2,750,458 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t37,850 \u00a0\n\t\t\t\t\t-35,380 \u00a0\n\t\t\t\t\t-2,470 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-45,587 \u00a0\n\t\t\t\t\t51,357 \u00a0\n\t\t\t\t\t-5,770 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-9,335 \u00a0\n\t\t\t\t\t-6,871 \u00a0\n\t\t\t\t\t16,207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNew assets \u00a0\n\t\t\t\t\t761,770 \u00a0\n\t\t\t\t\t30,523 \u00a0\n\t\t\t\t\t9,291 \u00a0\n\t\t\t\t\t801,585 \u00a0\n\t\t\t\t\tAssets derecognised \u00a0\n\t\t\t\t\t-653,242 \u00a0\n\t\t\t\t\t-43,844 \u00a0\n\t\t\t\t\t-16,605 -713,691 \u00a0\n\t\t\t\t\tChanges due to modifications that did not result in derecognition \u00a0\n\t\t\t\t\t-9 \u00a0\n\t\t\t\t\t-4 \u00a0\n\t\t\t\t\t-59 -73 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-90,729 \u00a0\n\t\t\t\t\t-6,638 \u00a0\n\t\t\t\t\t-3,367 -100,734 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02021 \u00a0\n\t\t\t\t\t2,560,945 \u00a0\n\t\t\t\t\t130,588 \u00a0\n\t\t\t\t\t46,012 2,737,545 \u00a0\n\t\t\t\t\tTransferred to stage 1 \u00a0\n\t\t\t\t\t24,028 \u00a0\n\t\t\t\t\t-21,990 \u00a0\n\t\t\t\t\t-2,038 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 2 \u00a0\n\t\t\t\t\t-67,270 \u00a0\n\t\t\t\t\t72,996 \u00a0\n\t\t\t\t\t-5,726 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tTransferred to stage 3 \u00a0\n\t\t\t\t\t-1,991 \u00a0\n\t\t\t\t\t-3,614 \u00a0\n\t\t\t\t\t5,605 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tNew assets \u00a0\n\t\t\t\t\t874,798 \u00a0\n\t\t\t\t\t48,923 \u00a0\n\t\t\t\t\t7,588 \u00a0\n\t\t\t\t\t931,309 \u00a0\n\t\t\t\t\tAssets derecognised \u00a0\n\t\t\t\t\t-938,904 \u00a0\n\t\t\t\t\t-41,249 \u00a0\n\t\t\t\t\t-15,928 -996,081 \u00a0\n\t\t\t\t\tChanges due to modifications that did not result in derecognition \u00a0\n\t\t\t\t\t-3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-14 -17 \u00a0\n\t\t\t\t\tOther changes \u00a0\n\t\t\t\t\t-127,364 \u00a0\n\t\t\t\t\t-9,620 \u00a0\n\t\t\t\t\t-3,366 -140,350 \u00a0\n\t\t\t\t\tAs at 31 December\u00a02022 \u00a0\n\t\t\t\t\t2,324,240 \u00a0\n\t\t\t\t\t176,034 \u00a0\n\t\t\t\t\t32,132 2,532,406 \u00a0\n\t\t\t\t\tThe Group continued the use of modification of the contractual terms in the form of concessions to assist customers affected by the corona crisis. Part \u00a0\n\t\t\t\t\tof the concessions were short-term reliefs in the form of amortisation\u00a0holidays. Such\u00a0modifications led\u00a0only to insignificant modification\u00a0losses (changes \u00a0\n\t\t\t\t\tin the net present value of the contractual cash flows). In the table above, \u2018Changes due to modifications\u00a0that did not result in derecognition\u2019\u00a0includes \u00a0\n\t\t\t\t\tpartial forgiveness\u00a0of debt assessed to be uncollectible.\u00a0The modification loss\u00a0is recognised within the income statement as part\u00a0of Loan impairment \u00a0\n\t\t\t\t\tcharges. The contractual amount of\u00a0loans written off in 2022 and for which the Group retains the right to enforce its claims amounted\u00a0to DKK 3,300 \u00a0\n\t\t\t\t\tmillion (2021: DKK 1,669 million). \u00a0\n\t\t\t\t\tAllowance account\u00a0in core activities\u00a0broken down by balance\u00a0sheet item \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDue from credit institutions\u00a0and central banks \u00a0\n\t\t\t\t\t47 \u00a0\n\t\t\t\t\t28 \u00a0\n\t\t\t\t\tLoans at amortised cost \u00a0\n\t\t\t\t\t13,682 \u00a0\n\t\t\t\t\t16,328 \u00a0\n\t\t\t\t\tLoan commitments\u00a0and guarantees \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t2,607 \u00a0\n\t\t\t\t\tTotal ECL\u00a0Impairment \u00a0\n\t\t\t\t\t16,356 \u00a0\n\t\t\t\t\t18,964 \u00a0\n\t\t\t\t\tFair value credit risk adjustment on loans at fair value \u00a0\n\t\t\t\t\t3,250 \u00a0\n\t\t\t\t\t2,971 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t19,605 \u00a0\n\t\t\t\t\t21,935 \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tForward-looking information \u00a0\n\t\t\t\t\tThe incorporation\u00a0of forward-looking\u00a0information reflects the expectations\u00a0of the Group\u2019s\u00a0senior management and involves both macroeconomic \u00a0\n\t\t\t\t\tscenarios (base\u00a0case, upside and downside scenarios), including\u00a0an assessment of the probability\u00a0for each scenario,\u00a0and post-model adjustments.\u00a0The \u00a0\n\t\t\t\t\tpurpose of using multiple\u00a0scenarios is\u00a0to model the non-linear impact of assumptions about macroeconomic factors on\u00a0the expected credit losses. Post- \u00a0\n\t\t\t\t\tmodel adjustments\u00a0are used to capture specific risks which are not fully covered by the macroeconomic scenarios, as well as the process related risk, \u00a0\n\t\t\t\t\twhich could lead to an underestimation\u00a0of the expected\u00a0credit losses. \u00a0\n\t\t\t\t\tGiven the long-term nature of\u00a0climate scenario analysis, it is not included in the three-year macroeconomic scenarios used to calculate expected credit \u00a0\n\t\t\t\t\tloss. See Sustainability\u00a0risk section of this note for further information. \u00a0\n\t\t\t\t\tMacro e co no mic\u00a0scenario s \u00a0\n\t\t\t\t\tThe forward-looking information\u00a0is based on a three-year forecast period converging\u00a0to steady state\u00a0in year seven. That is, after the forecast period, the \u00a0\n\t\t\t\t\tmacroeconomic scenarios revert slowly towards a\u00a0steady state. \u00a0\n\t\t\t\t\tThe applied scenarios that drive the expected credit loss calculation\u00a0in 2022 have been updated with the latest macroeconomic data. Compared to the \u00a0\n\t\t\t\t\tend of 2021, all three scenarios have been revised to reflect expectations\u00a0of higher inflation and interest rate hikes fuelled by the war in Ukraine.\u00a0The \u00a0\n\t\t\t\t\tscenario weighting remained unchanged from\u00a0the end of 2021. \u00a0\n\t\t\t\t\tThe base case is an extension\u00a0of the\u00a0Group\u2019s official\u00a0view of the Nordic economies (the Nordic Outlook report). At 31 December\u00a02022, the base case \u00a0\n\t\t\t\t\tscenario reflects an expectation of high inflation and interest rates fuelled by the war in Ukraine.\u00a0This results in a weaker GDP\u00a0growth due to soaring \u00a0\n\t\t\t\t\tenergy costs, skills\u00a0shortages and wage pressures that affect consumers and businesses in the Nordic economies. House price have been revised \u00a0\n\t\t\t\t\tdownwards to larger decrease, which is a consequence\u00a0of the increasing\u00a0interest rates. \u00a0\n\t\t\t\t\tThe upside scenario represents a\u00a0slightly better\u00a0outlook than the\u00a0base case scenario\u00a0across the macroeconomic\u00a0parameters. In this scenario, the \u00a0\n\t\t\t\t\tglobal inflation declines which allows the central banks to ease\u00a0the tightening\u00a0pace, which lowers bond yields\u00a0and boosts\u00a0equity markets. Consumer \u00a0\n\t\t\t\t\tsentiment increases and consumers run down a large proportion of the savings accumulated during the crisis. \u00a0\n\t\t\t\t\tThe Group\u2019s downside scenario is a stagflation scenario, calibrated to a level of severity resembling the recession in 2008-2009, however with high \u00a0\n\t\t\t\t\tinterest rates and\u00a0high inflation.\u00a0A trigger of the economic setback could be continued macroeconomic\u00a0worsening and challenges linked to high business \u00a0\n\t\t\t\t\tcosts while inflation remain elevated. This adversely impacts the labour market, results in higher and more\u00a0persistent unemployment.\u00a0This would lead\u00a0to \u00a0\n\t\t\t\t\ta severe slowdown\u00a0in the economies\u00a0in which the Group is represented. \u00a0\n\t\t\t\t\tForecasts are produced for the coming three years. After this\u00a0period, the outlook returns to a steady-state\u00a0level after\u00a0a further four years. The main \u00a0\n\t\t\t\t\tmacroeconomic parameters in\u00a0the base case, upside and downside scenario entering into the ECL calculation for the forecast horizon across the Group\u2019s \u00a0\n\t\t\t\t\tNordic markets are\u00a0included below. \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-3.7 \u00a0\n\t\t\t\t\t-2.1 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t6.0 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t7.4 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-5.9 \u00a0\n\t\t\t\t\t-4.0 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-19.7 \u00a0\n\t\t\t\t\t-12.7 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-2.9 \u00a0\n\t\t\t\t\t-2.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.3 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-1.2 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t-3.8 \u00a0\n\t\t\t\t\t-3.6 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.0 \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t8.9 \u00a0\n\t\t\t\t\t9.9 \u00a0\n\t\t\t\t\t10.3 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t7.8 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-23.6 \u00a0\n\t\t\t\t\t-14.6 \u00a0\n\t\t\t\t\t-10.0 \u00a0\n\t\t\t\t\t-5.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.8 \u00a0\n\t\t\t\t\t4.8 \u00a0\n\t\t\t\t\t4.3 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-2.9 \u00a0\n\t\t\t\t\t-1.2 \u00a0\n\t\t\t\t\t0.6 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t5.2 \u00a0\n\t\t\t\t\t6.1 \u00a0\n\t\t\t\t\t6.2 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t3.4 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-2.1 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t-20.5 \u00a0\n\t\t\t\t\t-14.5 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t3.1 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t2.4 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\t4.9 \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2025 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-2.7 \u00a0\n\t\t\t\t\t-2.2 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t7.4 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t9.4 \u00a0\n\t\t\t\t\t10.4 \u00a0\n\t\t\t\t\t10.4 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-14.2 \u00a0\n\t\t\t\t\t-9.2 \u00a0\n\t\t\t\t\t-5.0 \u00a0\n\t\t\t\t\t1.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t2.6 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t4.2 \u00a0\n\t\t\t\t\t3.7 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\tThe upside scenario represents a\u00a0slightly better\u00a0outlook than the\u00a0base case scenario\u00a0across the macroeconomic\u00a0parameters. \u00a0Expected credit losses (allowance account) in core\u00a0activities continued \u00a0\n\t\t\t\t\tAt 31 December\u00a02021, the following base case and downside scenarios were used: \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-1.7 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3.9 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.7 \u00a0\n\t\t\t\t\t8.9 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.3 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.7 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t-0.3 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t-1.5 \u00a0\n\t\t\t\t\t0.4 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t4.5 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.2 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.5 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t12.3 \u00a0\n\t\t\t\t\t12.8 \u00a0\n\t\t\t\t\t13.0 \u00a0\n\t\t\t\t\t7.3 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t1.3 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.1 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5.0 \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-0.9 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t4.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-1.1 \u00a0\n\t\t\t\t\t0.7 \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t5.1 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t8.2 \u00a0\n\t\t\t\t\t8.5 \u00a0\n\t\t\t\t\t8.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-0.4 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t2.3 \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t2.2 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\t-8.0 \u00a0\n\t\t\t\t\t-1.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t3.2 \u00a0\n\t\t\t\t\t3.5 \u00a0\n\t\t\t\t\t2.5 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t-0.2 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\tBase-case \u00a0\n\t\t\t\t\tDownside \u00a0\n\t\t\t\t\tUpside \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2023 \u00a0\n\t\t\t\t\t2024 \u00a0\n\t\t\t\t\tGDP \u00a0\n\t\t\t\t\t3.0 \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t-1.6 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t4.4 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\tUnemployment \u00a0\n\t\t\t\t\t7.1 \u00a0\n\t\t\t\t\t7.0 \u00a0\n\t\t\t\t\t6.9 \u00a0\n\t\t\t\t\t11.0 \u00a0\n\t\t\t\t\t11.4 \u00a0\n\t\t\t\t\t11.6 \u00a0\n\t\t\t\t\t6.8 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\t6.7 \u00a0\n\t\t\t\t\tInflation \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.6 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t-0.6 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\t1.9 \u00a0\n\t\t\t\t\tProperty prices - Residential \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\t-9.0 \u00a0\n\t\t\t\t\t-2.0 \u00a0\n\t\t\t\t\t-1.0 \u00a0\n\t\t\t\t\t2.8 \u00a0\n\t\t\t\t\t2.7 \u00a0\n\t\t\t\t\t2.0 \u00a0\n\t\t\t\t\tInterest rate - 3 month \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.8 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-0.5 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\tFrom 2022, the Group presents the scenarios by country rather than as an average. To ensure comparability,\u00a0the 2021 scenarios are also split by \u00a0\n\t\t\t\t\tcountry. \u00a0\n\t\t\t\t\tAt 31 December\u00a02022, the upside scenario represented a slightly better outlook than the base case scenario across the macroeconomic parameters. \u00a0\n\t\t\t\t\tThe base case scenario enters with a probability\u00a0of 70% (2021: 70%), the upside scenario with a probability of 10% (2021: 10%) and the downside \u00a0\n\t\t\t\t\tscenario with a probability\u00a0of 20% (2021: 20%). On the basis of these assessments,\u00a0the allowance\u00a0account as at 31 December 2022 amounted to DKK \u00a0\n\t\t\t\t\t19.6 billion (2021: DKK 21.9 billion).\u00a0If the base case scenario was assigned a probability\u00a0of 100%, the allowance\u00a0account would decrease DKK\u00a02.1 \u00a0\n\t\t\t\t\tbillion (2021:\u00a0DKK 1.7 billion). Compared to the base case scenario, the allowance account would increase DKK 10.9 billion (2021: DKK\u00a08.5 billion),\u00a0if \u00a0\n\t\t\t\t\tthe downside scenario was assigned a probability\u00a0of 100%.\u00a0The increase reflects primarily the transfer of\u00a0exposures from stage 1 to stage 2 and \u00a0\n\t\t\t\t\tincreased expected credit losses within stage 2. If instead the upside scenario was assigned a probability of 100%, the allowance account would decrease \u00a0\n\t\t\t\t\tby DKK 0.4 billion (2021: DKK 0.2\u00a0billion) compared to the base case\u00a0scenario. It should be noted that the expected credit losses in the individual \u00a0\n\t\t\t\t\tscenarios (i.e. without the weighting)\u00a0do not represent forecasts of expected credit losses (ECL). \u00a0\n\t\t\t\t\tThe applied scenarios in 2022 differ from those used at\u00a031 December 2021. In Q4\u00a02022 the downside scenario was changed to the severe recession \u00a0\n\t\t\t\t\twith high interest rates scenario (reflecting a stagflation scenario) applied in the Group\u2019s ICAAP processes and is similar in\u00a0nature to regulatory stress \u00a0\n\t\t\t\t\ttests. The severe recession scenario reflected negative growth,\u00a0increasing interest rates, and\u00a0falling property prices\u00a0for a longer period. The change of \u00a0\n\t\t\t\t\tthe downside scenario was\u00a0made to better\u00a0capture the increasing risk from high interest rates and high inflation. \u00a0\n\t\t\t\t\tThe scenario weightings were\u00a0unchanged from\u00a02021 and\u00a0kept stable throughout\u00a02022. \u00a0Expected credit losses (allowance account) in core activities continued \u00a0\n\t\t\t\t\tP o s t-m o del\u00a0adjustm en ts \u00a0\n\t\t\t\t\tManagement applies judgement when determining the need for\u00a0post-model adjustments.\u00a0At 31 December\u00a02022, the post-model adjustments amounte\u00a0d \u00a0\n\t\t\t\t\tto DKK 6.6 billion (2021: DKK 6.3\u00a0billion). The post-model adjustments\u00a0primarily relate to the following types of risks: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tspecific macroeconomic risks on\u00a0certain industries not fully captured by the expected credit loss model, for\u00a0instance the Agriculture\u00a0industry. For \u00a0\n\t\t\t\t\tsuch industries,\u00a0supplementary calculations are\u00a0made to ensure sufficient impairment\u00a0coverage. This also includes\u00a0post-model adjustments\u00a0relating \u00a0\n\t\t\t\t\tto secondary effects from the war in Ukraine\u00a0or the increasing macroeconomic\u00a0uncertainty. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tnon-linear downside risk, for\u00a0instance on the property market in Copenhagen and other high growth areas for which the macroeconomic forecasts \u00a0\n\t\t\t\t\tused in the models are based on the property market as a whole \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tportfolios where\u00a0the credit risk assessment process has identified\u00a0an underestimation\u00a0of the expected credit losses \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tupcoming model\u00a0changes that will impact the expected credit loss model. \u00a0\n\t\t\t\t\tFollowing the significant impact on the expected credit losses from post-model adjustments,\u00a0the table below provides\u00a0more information about the \u00a0\n\t\t\t\t\tadjustments. \u00a0\n\t\t\t\t\tPost-model adjustments\u00a0by type\u00a0and mostly\u00a0impacted industries \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t31 December \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021* \u00a0\n\t\t\t\t\tCoverage of individual\u00a0industries and\u00a0types \u00a0\n\t\t\t\t\tAgriculture \u00a0\n\t\t\t\t\t0.8 \u00a0\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tCommercial Property \u00a0\n\t\t\t\t\t1.8 \u00a0\n\t\t\t\t\t1.5 \u00a0\n\t\t\t\t\tConstruction and building materials \u00a0\n\t\t\t\t\t0.5 \u00a0\n\t\t\t\t\t0.2 \u00a0\n\t\t\t\t\tPersonal customers (including\u00a0other retail exposures) \u00a0\n\t\t\t\t\t1.4 \u00a0\n\t\t\t\t\t1.7 \u00a0\n\t\t\t\t\tOthers** \u00a0\n\t\t\t\t\t2.1 \u00a0\n\t\t\t\t\t1.1 \u00a0\n\t\t\t\t\tCoverage of individual\u00a0industries and\u00a0types \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t5.4 \u00a0\n\t\t\t\t\tModel changes \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t0.9 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t6.6 \u00a0\n\t\t\t\t\t6.3 \u00a0\n\t\t\t\t\t*DKK 2.2 billion of process related post-model adjustments as at 31 December 2021 have been redistributed between the individual industries. As such, 2021 post-model adjustments \u00a0\n\t\t\t\t\thave been restated. There is no change to the total value of post-model adjustments at 31 December 2021. \u00a0\n\t\t\t\t\t** No individual industry included in Others exceeds DKK 0.3 billion at 31 December 2022 (2021: DKK 0.1billion). \u00a0\n\t\t\t\t\tIn 2022, the total balance of post-model adjustments\u00a0has been increased by a net amount\u00a0of DKK 0.3 billion\u00a0compared to the end of 2021. This is despite \u00a0\n\t\t\t\t\ta release of the\u00a0DKK 0.9 billion post-model adjustment reserved to cover the model changes for the new Definition\u00a0of Default that was\u00a0implemented in \u00a0\n\t\t\t\t\tJanuary 2022. \u00a0\n\t\t\t\t\tThe current macroeconomic\u00a0uncertainties characterized by\u00a0the supply chain disruptions, labour shortages and rising inflation have been exacerbated by \u00a0\n\t\t\t\t\tthe war in Ukraine\u00a0giving rise to a new set of challenges\u00a0that affect economic and business activity.\u00a0In light of these developments,\u00a0the Group has \u00a0\n\t\t\t\t\tformulated a post-model\u00a0adjustment of\u00a0DKK 1.6\u00a0billion to\u00a0address the uncertainties\u00a0presented by the secondary effects from the economic sanctions \u00a0\n\t\t\t\t\taffecting specific industries\u00a0such as Construction\u00a0and building materials, as\u00a0well as industries\u00a0sensitive to\u00a0discretionary consumer spending, etc.\u00a0The \u00a0\n\t\t\t\t\tpost-model adjustment cuts across industries that are sensitive\u00a0to prices rising on e.g. energy, agriculture, and metals, which have been assessed for \u00a0\n\t\t\t\t\tidiosyncratic risks\u00a0to ensure a prudent coverage of expected credit loss in the Group\u2019s portfolios. Likewise, post-model adjustments associated with the \u00a0\n\t\t\t\t\tproperty segment and for personal customers\u00a0have been increased due to higher uncertainty\u00a0related to inflation and increasing interest rates. \u00a0\n\t\t\t\t\tOn the other hand, covid-related uncertainties\u00a0have been\u00a0reduced from the end of 2021, and the related post-model adjustments\u00a0were fully released by \u00a0\n\t\t\t\t\tSeptember 2022, as\u00a0the new virus\u00a0variants has not resulted in prolonged lockdowns. \u00a0\n\t\t\t\t\tAll in\u00a0all, these movements contribute\u00a0with an increase in post-model adjustments\u00a0of DKK\u00a01.2 billion\u00a0when excluding\u00a0model changes. \u00a0Credit exp osure from Non-core lending\u00a0activities \u00a0\n\t\t\t\t\tThe Non-core business unit includes certain customer segments that are no longer considered part of the core business. The Non-core unit is responsible \u00a0\n\t\t\t\t\tfor the controlled\u00a0winding-up of this part of the loan portfolio. The portfolio consists primarily of loans to customers in the Baltics and liquidity facilities for \u00a0\n\t\t\t\t\tSpecial Purpose Vehicles\u00a0(SPVs) and conduit structures. \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in Non-core activities\u00a0broken down\u00a0by industry\u00a0(NACE) and stages \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tNon-core banking \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tCommercial customers \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPublic Institutions \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNon-core conduits etc. \u00a0\n\t\t\t\t\t2,444 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 \u00a0\n\t\t\t\t\t2,444 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 \u00a0\n\t\t\t\t\t2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tStage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\tNon-core banking \u00a0\n\t\t\t\t\t126 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t126 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t33 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPersonal customers \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tCommercial customers \u00a0\n\t\t\t\t\t121 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t9\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t9\n\t\t\t\t\t120 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tPublic Institutions \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\tNon-core conduits etc. \u00a0\n\t\t\t\t\t2,771 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t795 \u00a0\n\t\t\t\t\t2,771 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t122 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,897 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t831 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t809 \u00a0\n\t\t\t\t\t2,897 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t154 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0Credit exp osure from Non-core lending\u00a0activities continued \u00a0\n\t\t\t\t\tCredit portfolio\u00a0in Non-core activities\u00a0broken down\u00a0by rating\u00a0category and stages \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t817 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 1,163 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,163 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t453 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t453 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t94 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t39 2,445 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t55 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tPD level \u00a0\n\t\t\t\t\tGross exposure \u00a0\n\t\t\t\t\tExpected credit\u00a0loss \u00a0\n\t\t\t\t\tNet exposure \u00a0\n\t\t\t\t\tNet exposure, ex collateral \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tUpper Lower\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3\u00a0Stage 1\u00a0Stage 2\u00a0Stage 3 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t587 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t587 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t122 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t0.01 \u00a0\n\t\t\t\t\t0.03 1,026 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,026 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t3\n\t\t\t\t\t0.03 \u00a0\n\t\t\t\t\t0.06 1,086 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,085 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t0.06 \u00a0\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t127 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t0.14 \u00a0\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t0.31 \u00a0\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t7\n\t\t\t\t\t0.63 \u00a0\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t8\n\t\t\t\t\t1.90 \u00a0\n\t\t\t\t\t7.98 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t9\n\t\t\t\t\t7.98 25.70 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t25.70 99.99 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t18 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t11 (default) \u00a0\n\t\t\t\t\t100.00 100.00 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t809 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t804 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t2,897 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t831 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t809 2,897 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t22 \u00a0\n\t\t\t\t\t154 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0Counterparty credit risk \u00a0\n\t\t\t\t\tExposure to counterparty credit risk and\u00a0credit exposure from trading and investment\u00a0securities \u00a0\n\t\t\t\t\t(DKK billions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCounterparty credit risk \u00a0\n\t\t\t\t\tDerivatives with\u00a0positive fair value \u00a0\n\t\t\t\t\t430.1 \u00a0\n\t\t\t\t\t260.2 \u00a0\n\t\t\t\t\tReverse transactions and other loans at fair value1 \u00a0\n\t\t\t\t\t246.8 \u00a0\n\t\t\t\t\t254.1 \u00a0\n\t\t\t\t\tCredit exposure from other trading and investment securities \u00a0\n\t\t\t\t\tBonds \u00a0\n\t\t\t\t\t502.2 \u00a0\n\t\t\t\t\t539.8 \u00a0\n\t\t\t\t\tShares \u00a0\n\t\t\t\t\t10.2 \u00a0\n\t\t\t\t\t13.3 \u00a0\n\t\t\t\t\tOther unutilised commitments2 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t1,189.3 \u00a0\n\t\t\t\t\t1,067.6 \u00a0\n\t\t\t\t\t1 Reverse transactions andother loans at fair value included as counterparty credit risk are loans at the trading units of LargeCorporates& Institutions. Theseloans consist of reverse transactions \u00a0\n\t\t\t\t\tof DKK 246.0 billion (2021: DKK 252.3billion), of which DKK 37.4 billion relates to\u00a0credit institutions and central banks\u00a0(2021: DKK 37.7 billion), and other primarily short-term loans of DKK 0.8 \u00a0\n\t\t\t\t\tbillion (2021: DKK 1.7billion), of which DKK 0.8 billion (2021: DKK1.7billion) relatesto credit institutions and central banks. \u00a0\n\t\t\t\t\t2 Other unutilised commitments comprise private equity investment commitments and other obligations. \u00a0\n\t\t\t\t\tCounterparty credit\u00a0risk (derivatives) \u00a0\n\t\t\t\t\tCounterparty credit\u00a0risk is the risk that the counterparty\u00a0to a transaction\u00a0defaults before the final settlement of the transaction\u2019s\u00a0cash flows. It is a \u00a0\n\t\t\t\t\tcombination of\u00a0credit risk (a deterioration\u00a0in the creditworthiness\u00a0of a counterparty)\u00a0and market risk (the potential\u00a0value of derivatives\u00a0contracts). \u00a0\n\t\t\t\t\tDerivatives are\u00a0subject to credit risk. Positive\u00a0and negative fair\u00a0values of derivatives\u00a0with the same counterparty are offset\u00a0in the balance\u00a0sheet if certain \u00a0\n\t\t\t\t\tconditions are fulfilled. \u00a0\n\t\t\t\t\tDanske Bank\u00a0Group takes on counterparty credit risk when it enters into over-the-counter\u00a0(OTC) derivatives,\u00a0securities financing transactions (SFTs), \u00a0\n\t\t\t\t\tand/or exchange-traded derivatives\u00a0(ETDs). \u00a0\n\t\t\t\t\tThe Group mitigates\u00a0counterparty credit\u00a0risk through pre-deal controls, post-deal monitoring,\u00a0clearing, close-out netting agreements and collatera\u00a0l \u00a0\n\t\t\t\t\tagreements. Those agreements include rights to additional set-off in\u00a0the event of default by a counterparty,\u00a0they reduce\u00a0the exposure further, but they do \u00a0\n\t\t\t\t\tnot qualify for offsetting under IFRSs. The net current exposure to derivatives\u00a0with positive\u00a0market value after\u00a0offsetting under master netting\u00a0agreements \u00a0\n\t\t\t\t\tamounted to DKK 89.1 billion (2021: DKK 76.8 billion) (see\u00a0note G32). The exposure is broken down by rating category in the table below. \u00a0\n\t\t\t\t\tNet current\u00a0exposure broken\u00a0down by\u00a0category (DKK millions) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t15,039 \u00a0\n\t\t\t\t\t10,625 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t14,741 \u00a0\n\t\t\t\t\t14,005 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t47,198 \u00a0\n\t\t\t\t\t38,303 \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t9,195 \u00a0\n\t\t\t\t\t7,148 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t2,153 \u00a0\n\t\t\t\t\t4,426 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t627 \u00a0\n\t\t\t\t\t1,350 \u00a0\n\t\t\t\t\t7\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t702 \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t74 \u00a0\n\t\t\t\t\t84 \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t-\n\t\t\t\t\t19 \u00a0\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t5\n\t\t\t\t\t116 \u00a0\n\t\t\t\t\t11 \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t51 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t89,139 \u00a0\n\t\t\t\t\t76,829 \u00a0\n\t\t\t\t\tThe Group uses a range of measures to capture counterparty credit risk, including current exposure, potential\u00a0future exposure (PFE) and exposure at default \u00a0\n\t\t\t\t\t(EAD). Current\u00a0exposure is a simple measure of counterparty credit risk exposure that takes into account only current mark-to-market values and collateral. \u00a0\n\t\t\t\t\tCustomer-level counterparty risk is managed by means of PFE lines on a set of maturity buckets. It is measured at the 97.5% percentile for a set of future \u00a0\n\t\t\t\t\ttime horizons. PFE lines are approved by the relevant credit unit and all transactions are assumed to be held to contractual maturity. The Group carries out \u00a0\n\t\t\t\t\tdaily counterparty credit risk measurement and monitoring as well as intraday line utilisation\u00a0monitoring. \u00a0\n\t\t\t\t\tThe Danish FSA approved the Group\u2019s simulation model for calculating\u00a0the regulatory capital requirement for counterparty credit risk in 2015. More advanced \u00a0\n\t\t\t\t\tmeasures such as EAD, which is a regulatory measure, express potential future losses and are based on internal models for future scenarios of market data. \u00a0\n\t\t\t\t\tEAD figures\u00a0are provided in the Additional\u00a0Pillar III Disclosures (accessible at danskebank.com/investor-relations). \u00a0\n\t\t\t\t\tAn overview of counterparty credit risk exposures (at counterparty and portfolio levels) is reported to the Executive\u00a0Leadership Team and other senior \u00a0\n\t\t\t\t\tmanagement on\u00a0a monthly basis. The Group uses a simulation-based model to calculate counterparty credit risk exposure for the majority of its portfolio. \u00a0\n\t\t\t\t\tThe Group makes fair value adjustments to cover the counterparty credit risk on derivatives\u00a0with positive fair value (CVA) that are recognised in the financial \u00a0\n\t\t\t\t\tstatements. For more information, see note G33. \u00a0Bond portfolio \u00a0\n\t\t\t\t\tCentral and \u00a0\n\t\t\t\t\tQuasi- \u00a0\n\t\t\t\t\tDanish \u00a0\n\t\t\t\t\tSwedish \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tlocal govern- \u00a0\n\t\t\t\t\tgovernment \u00a0\n\t\t\t\t\tmortgage \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tCorporate \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tment bonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tHeld-for-trading (FVPL) \u00a0\n\t\t\t\t\t149,059 \u00a0\n\t\t\t\t\t3,452 \u00a0\n\t\t\t\t\t13,729 \u00a0\n\t\t\t\t\t19,753 \u00a0\n\t\t\t\t\t5,543 \u00a0\n\t\t\t\t\t8,859 \u00a0\n\t\t\t\t\t200,395 \u00a0\n\t\t\t\t\tManaged at\u00a0fair value (FVPL) \u00a0\n\t\t\t\t\t2,339 \u00a0\n\t\t\t\t\t594 \u00a0\n\t\t\t\t\t27,255 \u00a0\n\t\t\t\t\t1,011 \u00a0\n\t\t\t\t\t409 \u00a0\n\t\t\t\t\t2,162 \u00a0\n\t\t\t\t\t33,769 \u00a0\n\t\t\t\t\tHeld to collect and sell (FVOCI) \u00a0\n\t\t\t\t\t15,730 \u00a0\n\t\t\t\t\t4,597 \u00a0\n\t\t\t\t\t63,108 \u00a0\n\t\t\t\t\t6,695 \u00a0\n\t\t\t\t\t25,045 \u00a0\n\t\t\t\t\t1,253 \u00a0\n\t\t\t\t\t116,429 \u00a0\n\t\t\t\t\tHeld to collect (AMC) \u00a0\n\t\t\t\t\t53,681 \u00a0\n\t\t\t\t\t9,292 \u00a0\n\t\t\t\t\t81,991 \u00a0\n\t\t\t\t\t5,599 \u00a0\n\t\t\t\t\t1,011 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t151,573 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t220,809 \u00a0\n\t\t\t\t\t17,935 \u00a0\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t32,007 \u00a0\n\t\t\t\t\t12,274 \u00a0\n\t\t\t\t\t502,166 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tHeld-for-trading (FVPL) \u00a0\n\t\t\t\t\t174,732 \u00a0\n\t\t\t\t\t3,305 \u00a0\n\t\t\t\t\t11,113 \u00a0\n\t\t\t\t\t38,878 \u00a0\n\t\t\t\t\t3,576 \u00a0\n\t\t\t\t\t5,679 \u00a0\n\t\t\t\t\t237,283 \u00a0\n\t\t\t\t\tManaged at\u00a0fair value (FVPL) \u00a0\n\t\t\t\t\t4,342 \u00a0\n\t\t\t\t\t921 \u00a0\n\t\t\t\t\t27,360 \u00a0\n\t\t\t\t\t819 \u00a0\n\t\t\t\t\t670 \u00a0\n\t\t\t\t\t2,417 \u00a0\n\t\t\t\t\t36,530 \u00a0\n\t\t\t\t\tHeld to collect and sell (FVOCI) \u00a0\n\t\t\t\t\t14,620 \u00a0\n\t\t\t\t\t4,822 \u00a0\n\t\t\t\t\t69,859 \u00a0\n\t\t\t\t\t10,116 \u00a0\n\t\t\t\t\t19,640 \u00a0\n\t\t\t\t\t239 \u00a0\n\t\t\t\t\t119,296 \u00a0\n\t\t\t\t\tHeld to collect (AMC) \u00a0\n\t\t\t\t\t50,051 \u00a0\n\t\t\t\t\t5,307 \u00a0\n\t\t\t\t\t82,903 \u00a0\n\t\t\t\t\t6,694 \u00a0\n\t\t\t\t\t1,766 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t146,721 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t243,744 \u00a0\n\t\t\t\t\t14,356 \u00a0\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t25,652 \u00a0\n\t\t\t\t\t8,335 \u00a0\n\t\t\t\t\t539,830 \u00a0\n\t\t\t\t\tAt 31 December 2022, the Group had an additional bond portfolio, including bond-based unit trust certificates, worth DKK 173,393 million (2021: DKK \u00a0\n\t\t\t\t\t205,389 million) recognised as assets under insurance contracts and thus not included\u00a0in the table above. The section on life insurance risk provide\u00a0s \u00a0\n\t\t\t\t\tmore information. \u00a0Bond portfolio continued \u00a0\n\t\t\t\t\tBond portfolio\u00a0broken down by geographical\u00a0area \u00a0\n\t\t\t\t\tCentral and \u00a0\n\t\t\t\t\tQuasi- \u00a0\n\t\t\t\t\tDanish \u00a0\n\t\t\t\t\tSwedish \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tlocal govern- \u00a0\n\t\t\t\t\tgovernment \u00a0\n\t\t\t\t\tmortgage \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tCorporate \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tment bonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t46,390 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6,056 \u00a0\n\t\t\t\t\t238,530 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\t77,432 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,833 \u00a0\n\t\t\t\t\t113,323 \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\t6,795 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,680 \u00a0\n\t\t\t\t\t897 \u00a0\n\t\t\t\t\t10,371 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\t3,902 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t28,163 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t32,065 \u00a0\n\t\t\t\t\tUSA \u00a0\n\t\t\t\t\t16,534 \u00a0\n\t\t\t\t\t4,361 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t20,895 \u00a0\n\t\t\t\t\tSpain \u00a0\n\t\t\t\t\t2,372 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,372 \u00a0\n\t\t\t\t\tFrance \u00a0\n\t\t\t\t\t11,163 \u00a0\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t229 \u00a0\n\t\t\t\t\t96 \u00a0\n\t\t\t\t\t11,505 \u00a0\n\t\t\t\t\tLuxembourg \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t6,123 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t82 \u00a0\n\t\t\t\t\t6,205 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\t8,293 \u00a0\n\t\t\t\t\t4,637 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t362 \u00a0\n\t\t\t\t\t1,421 \u00a0\n\t\t\t\t\t14,713 \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\t1,120 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t26 \u00a0\n\t\t\t\t\t1,145 \u00a0\n\t\t\t\t\tItaly \u00a0\n\t\t\t\t\t1,322 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2\n\t\t\t\t\t1,324 \u00a0\n\t\t\t\t\tPortugal \u00a0\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t14 \u00a0\n\t\t\t\t\tAustria \u00a0\n\t\t\t\t\t4,393 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t61 \u00a0\n\t\t\t\t\t4,467 \u00a0\n\t\t\t\t\tNetherlands \u00a0\n\t\t\t\t\t3,261 \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t512 \u00a0\n\t\t\t\t\t3,791 \u00a0\n\t\t\t\t\tGermany \u00a0\n\t\t\t\t\t37,142 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t290 \u00a0\n\t\t\t\t\t288 \u00a0\n\t\t\t\t\t37,719 \u00a0\n\t\t\t\t\tBelgium \u00a0\n\t\t\t\t\t676 \u00a0\n\t\t\t\t\t2,195 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,872 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t600 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t253 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t853 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t220,809 \u00a0\n\t\t\t\t\t17,935 \u00a0\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t32,007 \u00a0\n\t\t\t\t\t12,274 \u00a0\n\t\t\t\t\t502,166 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tDenmark \u00a0\n\t\t\t\t\t79,233 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,498 \u00a0\n\t\t\t\t\t272,967 \u00a0\n\t\t\t\t\tSweden \u00a0\n\t\t\t\t\t72,787 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t2,106 \u00a0\n\t\t\t\t\t131,400 \u00a0\n\t\t\t\t\tUK \u00a0\n\t\t\t\t\t4,300 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,128 \u00a0\n\t\t\t\t\t274 \u00a0\n\t\t\t\t\t6,701 \u00a0\n\t\t\t\t\tNorway \u00a0\n\t\t\t\t\t5,249 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t21,612 \u00a0\n\t\t\t\t\t1,737 \u00a0\n\t\t\t\t\t28,599 \u00a0\n\t\t\t\t\tUSA \u00a0\n\t\t\t\t\t16,581 \u00a0\n\t\t\t\t\t3,628 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t6\n\t\t\t\t\t20,215 \u00a0\n\t\t\t\t\tSpain \u00a0\n\t\t\t\t\t2,627 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,628 \u00a0\n\t\t\t\t\tFrance \u00a0\n\t\t\t\t\t12,939 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t159 \u00a0\n\t\t\t\t\t112 \u00a0\n\t\t\t\t\t13,226 \u00a0\n\t\t\t\t\tLuxembourg \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5,982 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t66 \u00a0\n\t\t\t\t\t6,048 \u00a0\n\t\t\t\t\tFinland \u00a0\n\t\t\t\t\t6,684 \u00a0\n\t\t\t\t\t1,908 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t766 \u00a0\n\t\t\t\t\t760 \u00a0\n\t\t\t\t\t10,119 \u00a0\n\t\t\t\t\tIreland \u00a0\n\t\t\t\t\t2,100 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t3\n\t\t\t\t\t17 \u00a0\n\t\t\t\t\t2,120 \u00a0\n\t\t\t\t\tItaly \u00a0\n\t\t\t\t\t2,475 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t4\n\t\t\t\t\t2,479 \u00a0\n\t\t\t\t\tPortugal \u00a0\n\t\t\t\t\t46 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t46 \u00a0\n\t\t\t\t\tAustria \u00a0\n\t\t\t\t\t4,674 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t57 \u00a0\n\t\t\t\t\t4,731 \u00a0\n\t\t\t\t\tNetherlands \u00a0\n\t\t\t\t\t5,526 \u00a0\n\t\t\t\t\t6\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t489 \u00a0\n\t\t\t\t\t6,047 \u00a0\n\t\t\t\t\tGermany \u00a0\n\t\t\t\t\t27,564 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t687 \u00a0\n\t\t\t\t\t38 \u00a0\n\t\t\t\t\t28,289 \u00a0\n\t\t\t\t\tBelgium \u00a0\n\t\t\t\t\t655 \u00a0\n\t\t\t\t\t2,265 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1\n\t\t\t\t\t-\n\t\t\t\t\t2,921 \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t304 \u00a0\n\t\t\t\t\t551 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t268 \u00a0\n\t\t\t\t\t168 \u00a0\n\t\t\t\t\t1,291 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t243,744 \u00a0\n\t\t\t\t\t14,356 \u00a0\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t25,652 \u00a0\n\t\t\t\t\t8,335 \u00a0\n\t\t\t\t\t539,830 \u00a0\n\t\t\t\t\tThe Group has\u00a0no exposure to government bonds issued by Russia or Ukraine at 31 December 2022. \u00a0\n\t\t\t\t\tRisk Management\u00a02022 provides additional details about the risk on the Group\u2019s bond portfolio. The publication\u00a0is not covered by the statutory audit. \u00a0Bond portfolio continued \u00a0\n\t\t\t\t\tBond portfolio broken\u00a0down by\u00a0external ratings \u00a0\n\t\t\t\t\tCentral and \u00a0\n\t\t\t\t\tQuasi- \u00a0\n\t\t\t\t\tDanish \u00a0\n\t\t\t\t\tSwedish \u00a0\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\tlocal govern- \u00a0\n\t\t\t\t\tgovernment \u00a0\n\t\t\t\t\tmortgage \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tcovered \u00a0\n\t\t\t\t\tCorporate \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tment bonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tbonds* \u00a0\n\t\t\t\t\tbonds \u00a0\n\t\t\t\t\tTotal* \u00a0\n\t\t\t\t\t31 December 2022 \u00a0\n\t\t\t\t\tAAA \u00a0\n\t\t\t\t\t180,479 \u00a0\n\t\t\t\t\t15,513 \u00a0\n\t\t\t\t\t185,223 \u00a0\n\t\t\t\t\t33,048 \u00a0\n\t\t\t\t\t31,728 \u00a0\n\t\t\t\t\t1,521 \u00a0\n\t\t\t\t\t447,511 \u00a0\n\t\t\t\t\tAA+ \u00a0\n\t\t\t\t\t9,542 \u00a0\n\t\t\t\t\t2,207 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t64 \u00a0\n\t\t\t\t\t222 \u00a0\n\t\t\t\t\t12,035 \u00a0\n\t\t\t\t\tAA \u00a0\n\t\t\t\t\t19,234 \u00a0\n\t\t\t\t\t215 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t117 \u00a0\n\t\t\t\t\t1,329 \u00a0\n\t\t\t\t\t20,904 \u00a0\n\t\t\t\t\tAA- \u00a0\n\t\t\t\t\t6,727 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\t6,754 \u00a0\n\t\t\t\t\tA+ \u00a0\n\t\t\t\t\t1,120 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t267 \u00a0\n\t\t\t\t\t1,387 \u00a0\n\t\t\t\t\tA\n\t\t\t\t\t2,204 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t855 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t98 \u00a0\n\t\t\t\t\t2,613 \u00a0\n\t\t\t\t\t5,771 \u00a0\n\t\t\t\t\tA- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,194 \u00a0\n\t\t\t\t\t1,194 \u00a0\n\t\t\t\t\tBBB+ \u00a0\n\t\t\t\t\t167 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,428 \u00a0\n\t\t\t\t\t1,595 \u00a0\n\t\t\t\t\tBBB \u00a0\n\t\t\t\t\t230 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t5\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t2,266 \u00a0\n\t\t\t\t\t2,500 \u00a0\n\t\t\t\t\tBBB- \u00a0\n\t\t\t\t\t1,106 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t336 \u00a0\n\t\t\t\t\t1,443 \u00a0\n\t\t\t\t\tBB+ \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t650 \u00a0\n\t\t\t\t\t650 \u00a0\n\t\t\t\t\tBB \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t247 \u00a0\n\t\t\t\t\t247 \u00a0\n\t\t\t\t\tBB- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\tSub. \"investment-grade\" or unrated \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t161 \u00a0\n\t\t\t\t\t161 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t220,809 \u00a0\n\t\t\t\t\t17,935 \u00a0\n\t\t\t\t\t186,083 \u00a0\n\t\t\t\t\t33,057 \u00a0\n\t\t\t\t\t32,007 \u00a0\n\t\t\t\t\t12,274 \u00a0\n\t\t\t\t\t502,166 \u00a0\n\t\t\t\t\t31 December 2021 \u00a0\n\t\t\t\t\tAAA \u00a0\n\t\t\t\t\t203,216 \u00a0\n\t\t\t\t\t12,061 \u00a0\n\t\t\t\t\t190,753 \u00a0\n\t\t\t\t\t56,491 \u00a0\n\t\t\t\t\t25,090 \u00a0\n\t\t\t\t\t334 \u00a0\n\t\t\t\t\t487,946 \u00a0\n\t\t\t\t\tAA+ \u00a0\n\t\t\t\t\t9,186 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t9,292 \u00a0\n\t\t\t\t\tAA \u00a0\n\t\t\t\t\t19,022 \u00a0\n\t\t\t\t\t2,279 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t1,718 \u00a0\n\t\t\t\t\t23,038 \u00a0\n\t\t\t\t\tAA- \u00a0\n\t\t\t\t\t4,731 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t87 \u00a0\n\t\t\t\t\t4,818 \u00a0\n\t\t\t\t\tA+ \u00a0\n\t\t\t\t\t304 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t41 \u00a0\n\t\t\t\t\t345 \u00a0\n\t\t\t\t\tA\n\t\t\t\t\t3,263 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t473 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t472 \u00a0\n\t\t\t\t\t1,641 \u00a0\n\t\t\t\t\t5,848 \u00a0\n\t\t\t\t\tA- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t956 \u00a0\n\t\t\t\t\t956 \u00a0\n\t\t\t\t\tBBB+ \u00a0\n\t\t\t\t\t1,465 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,005 \u00a0\n\t\t\t\t\t2,470 \u00a0\n\t\t\t\t\tBBB \u00a0\n\t\t\t\t\t455 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t1,363 \u00a0\n\t\t\t\t\t1,828 \u00a0\n\t\t\t\t\tBBB- \u00a0\n\t\t\t\t\t2,065 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t415 \u00a0\n\t\t\t\t\t2,481 \u00a0\n\t\t\t\t\tBB+ \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t324 \u00a0\n\t\t\t\t\t324 \u00a0\n\t\t\t\t\tBB \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t183 \u00a0\n\t\t\t\t\t183 \u00a0\n\t\t\t\t\tBB- \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t30 \u00a0\n\t\t\t\t\t30 \u00a0\n\t\t\t\t\tSub. \"investment-grade\" or unrated \u00a0\n\t\t\t\t\t36 \u00a0\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t-\n\t\t\t\t\t233 \u00a0\n\t\t\t\t\t269 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t243,744 \u00a0\n\t\t\t\t\t14,356 \u00a0\n\t\t\t\t\t191,236 \u00a0\n\t\t\t\t\t56,507 \u00a0\n\t\t\t\t\t25,652 \u00a0\n\t\t\t\t\t8,335 \u00a0\n\t\t\t\t\t539,830 \u00a0\n\t\t\t\t\t*Comparative information has\u00a0been restated as the amounts were exchanged in the annual report 2021. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfCreditRiskExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4308": {
   "value": "Collateral \u00a0\n\t\t\t\t\tThe Group uses\u00a0a number\u00a0of measures to mitigate\u00a0credit risk, including\u00a0collateral, guarantees and\u00a0covenants. The main method is obtaining collateral. \u00a0\n\t\t\t\t\tThe value of collateral is monitored and reassessed by advisers, internal or external assessors, and automatic valuation models to ensure it reflects current \u00a0\n\t\t\t\t\tmarket prices. The Groups Collateral System supports this process by only accepting up-to-date values, thus ensuring that the Group complies with regulatory \u00a0\n\t\t\t\t\trequirements. \u00a0\n\t\t\t\t\tThe validity of the internal and external inputs on which the valuation\u00a0models depend is assessed regularly and the performance of the models themselves is \u00a0\n\t\t\t\t\tvalidated annually by\u00a0an independent unit, to assess their performance and highlight any deficiencies that need to be addressed. \u00a0\n\t\t\t\t\tThe market value of collateral is subject to a haircut to reflect the fact that the Group may not be able to obtain the estimated market value upon the sale of \u00a0\n\t\t\t\t\tthe individual\u00a0asset in a distressed situation. Hence, the haircut includes a forced sale reduction, price volatility\u00a0during the sales period, realisation costs and \u00a0\n\t\t\t\t\tmaintenance costs. The haircut applied depends on the type of collateral. For regulatory purposes, the Group also applies more conservative haircuts in order \u00a0\n\t\t\t\t\tto capture the risk of an economic downturn. \u00a0\n\t\t\t\t\tThe Group uses\u00a0guarantee schemes\u00a0offered by the governments\u00a0in our markets\u00a0to mitigate the economic consequences of\u00a0the corona crisis. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForCollateralExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4309": {
   "value": "Market risk \u00a0\n\t\t\t\t\tThe Group\u2019s market risk\u00a0management is intended to ensure proper oversight of all market risks, including both trading-related market risk and non-trading- \u00a0\n\t\t\t\t\trelated market risk as well as market risk in relation to fair value adjustments. The market risk framework is designed to systematically identify, assess, \u00a0\n\t\t\t\t\tmonitor and report market risk. \u00a0\n\t\t\t\t\tThe Market Risk Policy set by the Board of Directors lays out the overall framework for market risk management and identifies the boundaries within which \u00a0\n\t\t\t\t\tthe Group\u2019s market risk profile and business strategy are defined. The policy also defines the overall limits for various market risk factors and additional \u00a0\n\t\t\t\t\tboundaries within\u00a0which trading activities\u00a0are performed. \u00a0\n\t\t\t\t\tMarket risks are\u00a0managed by Large Corporates & Institutions,\u00a0Group Treasury\u00a0and Group\u00a0Finance (the first line of defence) through implementation of the \u00a0\n\t\t\t\t\tMarket Risk Policy into standard operating procedures and the control environment. \u00a0\n\t\t\t\t\tLarge Corporates & Institutions manages the market risk (such as interest rate risk, equity market risk and foreign exchange risk) associated with its trading \u00a0\n\t\t\t\t\tactivities in the financial markets. Market risk\u00a0in relation to the trading portfolio can be defined as the risk of losses caused by changes in the market value of \u00a0\n\t\t\t\t\tfinancial assets, liabilities and derivatives\u00a0resulting from changes in market prices or rates. In particular, Large Corporates & Institutions\u00a0hedges the market \u00a0\n\t\t\t\t\trisk incurred from market-making activities\u00a0and client flows by taking positions\u00a0in financial instruments,\u00a0assets and liabilities that offset\u00a0this market risk. In \u00a0\n\t\t\t\t\taddition, Large Corporates & Institutions\u00a0uses financial instruments\u00a0to hedge the fair value adjustments (xVA) in relation to derivatives\u00a0trading. \u00a0\n\t\t\t\t\tGroup Treasury\u00a0manages the interest rate risk and structural foreign exchange risk associated with the assets and liabilities\u00a0of the\u00a0non-trading portfolio. \u00a0\n\t\t\t\t\tInterest rate risk in the banking book refers to the current or prospective risk to the Group\u2019s capital and earnings arising from adverse movements in interest \u00a0\n\t\t\t\t\trates that affect\u00a0the Group\u2019s non-trading portfolio positions. Changes in interest rates also affect\u00a0the Group\u2019s earnings by altering interest rate-sensitive \u00a0\n\t\t\t\t\tincome and expenses, thus affecting the Group\u2019s net interest income. Group Treasury also monitors the risks associated with the Group\u2019s legacy defined \u00a0\n\t\t\t\t\tbenefit pension plans. Equity\u00a0risk in\u00a0the non-trading portfolio is managed by Group Finance. \u00a0\n\t\t\t\t\tMarket & Liquidity Risk (the second line of defence) at Group Risk Management owns the market risk framework and is in charge of market risk oversight and \u00a0\n\t\t\t\t\tcontrol of the first-line-of-defence units. The Board of Directors\u00a0and senior management regularly receive reports that provide an overview of the Group\u2019s \u00a0\n\t\t\t\t\tportfolios, main risk drivers and stress testing results for decision-making purposes. Furthermore, detailed reporting provides granular metrics to senior \u00a0\n\t\t\t\t\tmanagement at Large Corporates & Institutions\u00a0and Group Treasury for day-to-day risk management purposes. \u00a0\n\t\t\t\t\tThe market\u00a0risk at Danica Pension is managed separately. \u00a0\n\t\t\t\t\tTrading-related market risk at Large Corporates & Institutions \u00a0\n\t\t\t\t\tThe trading-related activities at Large Corporates & Institutions (LC&I) cover trading in fixed income products, derivatives,\u00a0foreign exchange, money markets, \u00a0\n\t\t\t\t\tdebt capital markets and equities. LC&I acts mainly as a market maker processing large client flows. \u00a0\n\t\t\t\t\tThe table below shows the VaR for the trading-related activities\u00a0at LC&I. VaR is a quantitative\u00a0measure that shows, with a certain probability,\u00a0the maximum \u00a0\n\t\t\t\t\tpotential loss that the Group may suffer within a specified holding period. In general, a VaR model estimates a portfolio\u2019s aggregate market risk by incorporating \u00a0\n\t\t\t\t\ta range of risk factors and assets. All figures are calculated on a daily basis using full revaluations. \u00a0\n\t\t\t\t\tValue-at-Risk for\u00a0trading-related activities at LC&I \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\tAverage \u00a0\n\t\t\t\t\tEnd of year \u00a0\n\t\t\t\t\tAverage \u00a0\n\t\t\t\t\tEnd of year \u00a0\n\t\t\t\t\tBond spread risk \u00a0\n\t\t\t\t\t26 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\t25 \u00a0\n\t\t\t\t\t20 \u00a0\n\t\t\t\t\tInterest rate risk \u00a0\n\t\t\t\t\t46 \u00a0\n\t\t\t\t\t51 \u00a0\n\t\t\t\t\t32 \u00a0\n\t\t\t\t\t23 \u00a0\n\t\t\t\t\tForeign exchange risk \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t8\n\t\t\t\t\t7\n\t\t\t\t\t8\n\t\t\t\t\tEquity risk \u00a0\n\t\t\t\t\t3\n\t\t\t\t\t3\n\t\t\t\t\t4\n\t\t\t\t\t1\n\t\t\t\t\tDiversification effects \u00a0\n\t\t\t\t\t-31 \u00a0\n\t\t\t\t\t-28 \u00a0\n\t\t\t\t\t-39 \u00a0\n\t\t\t\t\t-31 \u00a0\n\t\t\t\t\tTotal VaR \u00a0\n\t\t\t\t\t48 \u00a0\n\t\t\t\t\t49 \u00a0\n\t\t\t\t\t29 \u00a0\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\tVaR is calculated\u00a0at a confidence\u00a0level of 95% for a\u00a01-day horizon. \u00a0\n\t\t\t\t\tAverage trading-related market risk\u00a0increased in the first half of 2022 as a result of a rise in outright interest\u00a0rate risk exposure.\u00a0Later in the year, the \u00a0\n\t\t\t\t\tGroup shifted its strategic focus to lowering overall risk levels and expanding risk measures. However, the VaR risk measure was inflated by the recent \u00a0\n\t\t\t\t\tturmoil in interest rate markets. In VaR terms, average trading-related\u00a0market risk rose\u00a0from DKK 29 million in 2021 to DKK 48 million in 2022. High \u00a0\n\t\t\t\t\tmarket volatility,\u00a0especially in interest rates, caused interest rate risk to increase. \u00a0Market risk continued \u00a0\n\t\t\t\t\tMarket risk\u00a0in relation\u00a0to fair\u00a0value adjustments \u00a0\n\t\t\t\t\tThe Group\u2019s fair value accounting includes various valuation adjustments (referred to the Group\u2019s derivatives\u00a0portfolio \u2013 specifically credit value adjustments \u00a0\n\t\t\t\t\t(CVA), funding value\u00a0adjustments (FVA) and\u00a0collateral value\u00a0adjustments (ColVA). The Group applies a market-implied approach that is in line with industry \u00a0\n\t\t\t\t\tbest practice. Hence,\u00a0these valuation adjustments are sensitive to market risks that chiefly materialise due to changes in interest rates, funding spreads and \u00a0\n\t\t\t\t\tcredit spreads. These market risks can give rise to volatility\u00a0in the\u00a0fair value adjustments. \u00a0\n\t\t\t\t\tBecause of the size\u00a0and nature\u00a0of the Group\u2019s\u00a0derivatives portfolio, the\u00a0credit, funding and collateral valuation\u00a0adjustments are\u00a0substantial, and the \u00a0\n\t\t\t\t\tassociated market risks are similarly of a considerable size. The strategy is therefore to hedge large parts of the market risks, while the default risks are \u00a0\n\t\t\t\t\tcapitalised in accordance\u00a0with regulation.\u00a0When managing xVA, the Group focuses on managing economic risk rather than regulatory capital. This means \u00a0\n\t\t\t\t\tthat the Group also manages market risks originating\u00a0from counterparties\u00a0outside the scope of the CVA risk charge. \u00a0\n\t\t\t\t\tThe Group manages all xVAs\u00a0of the derivatives\u00a0trading books centrally according to a clearly defined hedging strategy for each risk type associated with the \u00a0\n\t\t\t\t\txVA portfolio. The credit spread risk of CVA is significantly hedged using credit default swaps based on liquid indices or selected single-name CDS contracts. \u00a0\n\t\t\t\t\tFunding spread risk is a key risk factor for xVA and has historically been a large P/L driver. In 2022, the hedging strategy was adjusted to manage credit \u00a0\n\t\t\t\t\tspread risk and funding spread risk collectively. Overall, foreign exchange risks and interest rate risks from the xVA positions are almost fully hedged, with a \u00a0\n\t\t\t\t\tvery limited residual P/L effect. \u00a0\n\t\t\t\t\tMarket risk\u00a0in relation\u00a0to the non-trading\u00a0portfolio \u00a0\n\t\t\t\t\tThe Group\u2019s exposure to market risk in the non-trading portfolio originates mainly from interest rate risk in the banking book, credit spread risk in the banking \u00a0\n\t\t\t\t\tbook and, to a far lesser extent, from the equity risk associated with a small portfolio of equity investments. Furthermore, the Group is exposed to market risk \u00a0\n\t\t\t\t\tarising from the hedge of structural foreign exchange risk. \u00a0\n\t\t\t\t\tInterest rate risk in the banking book (IRRBB) \u00a0\n\t\t\t\t\tInterest rate risk in the banking\u00a0book (IRRBB) derives from providing\u00a0the Group\u2019s core banking\u00a0customers with conventional banking products and from the \u00a0\n\t\t\t\t\tGroup\u2019s funding and liquidity\u00a0management activities\u00a0at Group Treasury. IRRBB arises from adverse movements in interest rates, and in turn they changes the \u00a0\n\t\t\t\t\tunderlying value of the Group\u2019s assets, liabilities and off-balance sheet items and its economic value. \u00a0\n\t\t\t\t\tThe level of IRRBB is monitored\u00a0using a number\u00a0of risk measures, such as prescribed\u00a0regulatory metrics, the risk appetites\u00a0as set by the Board of \u00a0\n\t\t\t\t\tDirectors and other risk measures that are considered appropriate. The table below shows the Group\u2019s total interest rate sensitivity\u00a0in the banking\u00a0book \u00a0\n\t\t\t\t\t(economic value-based\u00a0measure) measured as the change in the net present value of assets, liabilities\u00a0and off-balance sheet items in the banking book \u00a0\n\t\t\t\t\tsubject to\u00a0a parallel interest rate curve shift of +100bp and -100bp. \u00a0\n\t\t\t\t\tThe sensitivity\u00a0to falling interest rates changed from a gain of DKK 3.3 billion at the end of 2021 to a loss of DKK 0.4 billion in 2022, while the sensitivity \u00a0\n\t\t\t\t\tto rising interest rates changed from a loss of DKK 1.5 billion\u00a0at the\u00a0end of 2021 to a gain of DKK 0.5 billion at the end of 2022. \u00a0\n\t\t\t\t\tInterest rate risk in the banking book (economic value-based measure) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\t(DKK millions) \u00a0\n\t\t\t\t\t+100bp \u00a0\n\t\t\t\t\t-100bp \u00a0\n\t\t\t\t\t+100bp \u00a0\n\t\t\t\t\t-100bp \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t517 \u00a0\n\t\t\t\t\t-399 \u00a0\n\t\t\t\t\t-1,458 \u00a0\n\t\t\t\t\t3,287 \u00a0\n\t\t\t\t\tThe net interest income (NII) risk metric is used for measuring the change in net interest income over a forecast horizon of 12 months in a number of \u00a0\n\t\t\t\t\tdifferent scenarios. A constant balance-sheet approach is used for creating a base scenario over the 12-month\u00a0time horizon.\u00a0Assuming a parallel \u00a0\n\t\t\t\t\tdownward yield curve shift of 1%, the Group\u2019s NII would be DKK 1.1 billion lower than a base scenario calculation\u00a0at the\u00a0end of December 2022 (end-2021: \u00a0\n\t\t\t\t\tDKK 703 million). \u00a0\n\t\t\t\t\tThe change in both the EV IRRBB measure and the NII sensitivity\u00a0was affected mainly by rising interest rate volatility\u00a0in the markets. \u00a0\n\t\t\t\t\tCredit spread risk in the banking book \u00a0\n\t\t\t\t\tCredit spread risk in the banking\u00a0book (CSRBB) derives from bond positions primarily related to the Group\u2019s funding and liquidity management activities at \u00a0\n\t\t\t\t\tGroup Treasury. \u00a0\n\t\t\t\t\tOn the basis of a 10-day 99% VaR measure, the Group\u2019s credit spread risk in the banking book was DKK 178 million at the end of December 2022, slightly \u00a0\n\t\t\t\t\tdown from DKK 202 million at the end of 2021. \u00a0Market risk continued \u00a0\n\t\t\t\t\tStructural foreign exchange risk \u00a0\n\t\t\t\t\tStructural foreign\u00a0exchange risk arises as, the Group\u2019s CET1 capital is denominated in its domestic currency, DKK, while some of its assets and liabilitie\u00a0s \u00a0\n\t\t\t\t\tare denominated\u00a0in foreign currencies. Although\u00a0a fully matched foreign currency position\u00a0will protect Danske Bank against losses from movements in \u00a0\n\t\t\t\t\texchange rates, the Group\u2019s CET1 capital ratio will fall\u00a0if the domestic\u00a0currency depreciates because of the imbalance\u00a0between the CET1 capital in a \u00a0\n\t\t\t\t\tparticular foreign currency and the CET1 capital required to support the REA denominated in that same currency. \u00a0\n\t\t\t\t\tThe Group\u2019s objective is to\u00a0manage structural\u00a0foreign exchange\u00a0risk in order to reduce the potential\u00a0effect of fluctuations\u00a0in exchange rates on the CET1 \u00a0\n\t\t\t\t\tcapital ratio in a manner that avoids income statement volatility,\u00a0while at\u00a0the same time acknowledging\u00a0potential increased volatility\u00a0in other \u00a0\n\t\t\t\t\tcomprehensive income.\u00a0The Group pursues a\u00a0strategy of\u00a0hedging the foreign exchange sensitivity\u00a0of the CET1\u00a0capital ratio stemming from\u00a0the allocate\u00a0d \u00a0\n\t\t\t\t\tcapital that reflects credit and operational risk REAs in the three most significant balance sheet currencies (NOK, SEK and EUR). By nature, structural \u00a0\n\t\t\t\t\tforeign exchange (hedge) positions\u00a0are long-term and non-trading\u00a0positions and\u00a0they also remain relatively\u00a0stable over time. \u00a0\n\t\t\t\t\tRegulatory capital for market risk \u00a0\n\t\t\t\t\tThe Group mainly uses the internal model approach (IMA) to measure the risk exposure amount (REA) used for determining\u00a0the minimum\u00a0capital \u00a0\n\t\t\t\t\trequirement for\u00a0market risk in the trading book. The IMA comprises the Value-at-Risk (VaR) capital charge, the Stressed Value-at-Risk (SVaR) capital \u00a0\n\t\t\t\t\tcharge and the incremental\u00a0risk charge (IRC). The Group uses the internal VaR model to calculate the VaR and SVaR capital charges, whereas the IRC is \u00a0\n\t\t\t\t\tcalculated on the basis of the incremental risk model. No diversification\u00a0effects between\u00a0capital charges are taken\u00a0into account. \u00a0\n\t\t\t\t\tThe REA for the Group\u2019s minor exposures to commodity risk and collective investment undertakings\u00a0is calculated according to the standardised approach. \u00a0\n\t\t\t\t\tThe REA for\u00a0CVA risk is measured mainly using the internal VaR model based on exposure calculations from\u00a0the counterparty risk\u00a0exposure model and \u00a0\n\t\t\t\t\tallocated CDS\u00a0spread hedges.\u00a0The risk exposure amount for CVA risk from the Group\u2019s minor exposures to transactions not included in the counterparty \u00a0\n\t\t\t\t\tcredit risk exposure model is calculated according to the standardised approach. \u00a0Pension related market\u00a0risk \u00a0\n\t\t\t\t\tPension-related market risk involves the risk of losses because of changes in the fair value of Danica Pension\u2019s assets and liabilities since assets and liabilities \u00a0\n\t\t\t\t\tare not fully exposed to the same types of pension-related market risk. Pension-related market risk primarily covers changing market conditions, such as \u00a0\n\t\t\t\t\tchanges in interest rates, equity prices, property values, exchange rates and credit spreads. Pension-related market risk also includes \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tvolatility risk, which\u00a0relates primarily to the value of assets with embedded options, including equity options and swaptions \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tinflation risk, which relates mainly to the indexation of benefits for part of Danica Pension\u2019s health and accident products \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tliquidity risk,\u00a0which is\u00a0the risk of losses because Danica Pension may be forced to sell investment\u00a0assets to meet liquidity needs \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tcounterparty credit risk, which is the risk of losses because counterparties default on their obligations \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tconcentration risk, which is the risk of losses as a result of high exposure to a few asset classes, industries, issuers, etc. \u00a0\n\t\t\t\t\tPension-related market\u00a0risk may lead to financial losses for Danica Pension and thus reduce the total value of\u00a0Danica Pension's investment assets and \u00a0\n\t\t\t\t\ttechnical provisions, thereby reducing future fee earnings. \u00a0\n\t\t\t\t\tDanica Pension has three sources of pension related market risk: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\twith-profits products (conventional, average-rate products) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tunit-linked products\u00a0(to which customers may have attached an investment\u00a0guarantee) \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tinvestments relating to assets allocated to the shareholders\u2019 equity of Danica Pension and other products with direct equity exposure \u00a0\n\t\t\t\t\tThe amount\u00a0of pension related market risk differs for the various products in Danica Pension\u2019s product range. \u00a0\n\t\t\t\t\tDanica Pension\u2019s most significant pension related market risk is the market risk relating to its with-profit products. \u00a0Life insurance risk\u00a0continued \u00a0\n\t\t\t\t\tThe with-profit products offer\u00a0guaranteed benefits based on\u00a0a technical rate\u00a0of interest and are called Danica Traditionel.\u00a0The portfolio of with-profit \u00a0\n\t\t\t\t\tproducts is closed for new business, which means that it is in run-off. \u00a0\n\t\t\t\t\tThe products offer\u00a0policyholders an\u00a0annuity or a\u00a0lump sum consisting\u00a0of a guaranteed\u00a0minimum amount in nominal terms. Customers are\u00a0divided into \u00a0\n\t\t\t\t\thomogeneous interest rate\u00a0groups on basis of the technical rates, and each group has its own investment\u00a0strategy and\u00a0asset allocation.\u00a0In each \u00a0\n\t\t\t\t\tinterest rate group,\u00a0customers participate in\u00a0a collective\u00a0investment pool\u00a0that covers a range of different assets (such as equities,\u00a0property and \u00a0\n\t\t\t\t\tbonds). \u00a0\n\t\t\t\t\tThe policyholders\u00a0earn interest\u00a0at a rate set at the discretion of Danica\u00a0Pension and subject to change at any time. \u00a0\n\t\t\t\t\tThe difference between the actual (set) interest rate and the return on the policyholders\u2019\u00a0(collective) assets is\u00a0allocated to collective\u00a0buffer accounts \u00a0\n\t\t\t\t\towned by the customers. The balances of these buffer accounts are gradually transferred to the individual\u00a0customer accounts in subsequent years by \u00a0\n\t\t\t\t\tmeans of a bonus allocation\u00a0mechanism. This means that high investment\u00a0returns may lead to higher benefits than those guaranteed. \u00a0\n\t\t\t\t\tThe mark-to-market\u00a0value of the guaranteed benefits depends on the level of the discount curve, which is defined under Solvency II and based \u00a0\n\t\t\t\t\tprimarily on EUR swap rates and also takes into account yields on Danish mortgage, credit and government bonds. The level of the long end of the \u00a0\n\t\t\t\t\tdiscount curve, for\u00a0which no reliable market data is available, is determined by the European Insurance and Occupational\u00a0Pensions Authority\u00a0(EIOPA). \u00a0\n\t\t\t\t\tFor the portfolio of with-profit products Danica Pension will have to cover the shortfall if the value of the assets falls below the value of the liabilities.\u00a0This will \u00a0\n\t\t\t\t\tbe the case if, for example, investment returns become sufficiently negative (reducing the asset values) or if the level of the discount curve, other things being \u00a0\n\t\t\t\t\tequal, falls (increasing the value of the liabilities). Hence, the market risk on investments is borne by the customers to the extent that the negative returns can \u00a0\n\t\t\t\t\tbe covered by the collective buffer accounts. Once the buffer accounts have been depleted, negative investment returns on customer savings will force Danica \u00a0\n\t\t\t\t\tPension to step in with funds to ensure that it is possible to provide the benefits guaranteed to the policyholders. In that case, Danske\u00a0Bank A/S will incur a \u00a0\n\t\t\t\t\tloss in the form of a decrease in equity holdings in Danica Pension. \u00a0\n\t\t\t\t\tFurthermore, Danica Pension can book the annual risk allowance fee income for each of the individual interest rate groups only if the collective bonus potential \u00a0\n\t\t\t\t\tfor the interest rate group is sufficient to cover the risk allowance. \u00a0\n\t\t\t\t\tManaging the with-profits product thus involves\u00a0a combination of managing risks on behalf of the policyholders and managing Danica Pension\u2019s risk of having \u00a0\n\t\t\t\t\tto cover losses. For more information about the management of these risks, see Danica Pension\u2019s Annual Report 2022. \u00a0\n\t\t\t\t\tThe pension related market risk associated with unit-linked\u00a0products is primarily borne by the policyholders, particularly in respect of contracts without an \u00a0\n\t\t\t\t\tinvestment guarantee. \u00a0\n\t\t\t\t\tIn unit-linked\u00a0products, policyholders\u00a0receive the actual return on the investments\u00a0rather than a fixed interest rate return. However,\u00a0some of the unit- \u00a0\n\t\t\t\t\tlinked products give the policyholders the option to have their benefits guaranteed. \u00a0\n\t\t\t\t\tDanica Pension\u2019s main savings product \u2013 and the product recommended to most customers\u00a0\u2013 is\u00a0called Danica Balance. Danica Balance is a\u00a0life-cycle \u00a0\n\t\t\t\t\tproduct, meaning that the asset allocation between different risk categories (bonds or equities, for example) for each customer is adjusted gradually \u00a0\n\t\t\t\t\tas the customer\u00a0gets older and approaches retirement. \u00a0\n\t\t\t\t\tFor unit-linked\u00a0products with financial\u00a0guarantees, Danica\u00a0Pension hedges the risk on the financial guarantees by means of financial derivatives\u00a0and by \u00a0\n\t\t\t\t\tadjusting the investment allocation during the period leading up to retirement. The investment allocation is adjusted according to the guarantee amount, the \u00a0\n\t\t\t\t\tinvestment horizon etc. However, if a guarantee is attached to the individual\u00a0policy, Danica Pension bears the risk in relation to the guarantee. \u00a0\n\t\t\t\t\tThe pension related market risk associated with assets allocated to shareholders\u2019 equity and other products concerns the following: \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tAssets in\u00a0which the\u00a0shareholders\u2019 equity of Danica Pension is invested, i.e. investment returns have a full effect on Danica Pension profits. \u00a0\n\t\t\t\t\t\u2022\n\t\t\t\t\tThe investment results for Danica Pension\u2019s health and accident products and some life insurance products with investment guarantees. This means, \u00a0\n\t\t\t\t\tthat Danica Pension bears the risk if the changes in the value of provisions for these products differ from the changes in the value of the corresponding \u00a0\n\t\t\t\t\tassets. The provisions are the net present value of expected future pay-outs and are exposed to movements in the discount curve, which is defined \u00a0\n\t\t\t\t\tunder Solvency II. The corresponding assets may be exposed to changes in interest rates and also to changes in the values of equities and property. \u00a0\n\t\t\t\t\tDanica Pension has\u00a0separate investment strategies for\u00a0assets allocated to its equity, to health and accident products, and to life insurance products with \u00a0\n\t\t\t\t\tinvestment guarantees. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfMarketRiskExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4314": {
   "value": "Liquidity risk \u00a0\n\t\t\t\t\tLiquidity risk\u00a0is the risk that funding costs become excessive, lack of funding prevents the Group from maintaining\u00a0its business model, or\u00a0lack of\u00a0funding \u00a0\n\t\t\t\t\tprevents the Group from fulfilling its payment obligations. \u00a0\n\t\t\t\t\tAccepting and\u00a0managing liquidity risk is an integral part of the Group\u2019s business strategy. Realkredit Danmark and Danica Pension each manage their \u00a0\n\t\t\t\t\tliquidity separately. At\u00a0Realkredit Danmark,\u00a0the financing\u00a0of mortgage loans through the issuance of listed mortgage bonds with matching conditions\u00a0has \u00a0\n\t\t\t\t\teliminated liquidity risk\u00a0in all material\u00a0respects. Danica Pension\u2019s balance sheet contains long-term life insurance liabilities\u00a0and assets, a large part of \u00a0\n\t\t\t\t\twhich are invested in readily marketable\u00a0bonds and shares. Both companies are subject to statutory\u00a0limits on\u00a0their exposures to Danske Bank A/S. For \u00a0\n\t\t\t\t\tliquidity management\u00a0purposes, the term \u201cGroup\u201d\u00a0(the Danske\u00a0Bank Group) does not include Danica Pension because it is not a credit institutio\u00a0n . \u00a0\n\t\t\t\t\tRealkredit Danmark is\u00a0included in the prudential\u00a0consolidation of\u00a0the Group and recognised in Group aggregates, unless explicitly\u00a0stated. \u00a0\n\t\t\t\t\tMarkets and\u00a0funding \u00a0\n\t\t\t\t\tRising inflation and market expectations of\u00a0less expansive monetary policy had\u00a0caused interest rates to rise already in\u00a0early 2022. The Russian invasion \u00a0\n\t\t\t\t\tof Ukraine\u00a0and new COVID-19\u00a0restrictions in\u00a0China led to further increases in energy and food\u00a0prices as\u00a0well as broader supply-chain\u00a0disruptions. As\u00a0a \u00a0\n\t\t\t\t\tresult of the increasing inflation pressure, central banks tightened monetary policy faster than what had been expected, which led to market volatility\u00a0and \u00a0\n\t\t\t\t\tdeclining prices of\u00a0stocks and other assets subject to risk. However,\u00a0financial markets were generally working well and banks were able to access the \u00a0\n\t\t\t\t\tfunding markets, albeit at\u00a0a higher cost. \u00a0\n\t\t\t\t\tThe Group maintained a\u00a0prudent liquidity position throughout 2022. The liquidity coverage ratios (LCRs) of\u00a0Danske Bank\u00a0A/S and the Group declined \u00a0\n\t\t\t\t\tfrom 142%\u00a0and 164% at the end of 2021\u00a0to 133%\u00a0and 151%\u00a0at the\u00a0end of 2022, respectively.\u00a0For the year as a whole, maturing\u00a0debt was higher than \u00a0\n\t\t\t\t\tnew debt issued, which caused surplus liquidity\u00a0to decline. More lending also put negative pressure on\u00a0the LCR. However, the increase in lending was \u00a0\n\t\t\t\t\talready captured in the LCR by\u00a0loan offers. Deposit\u00a0volumes varied over the year, but the impact on surplus liquidity\u00a0was muted for the year as a whole. \u00a0\n\t\t\t\t\tFinally, the LCR was\u00a0reduced due to the financial impact of the fine in relation to the settlement\u00a0of the Estonia\u00a0case. \u00a0\n\t\t\t\t\tLiquidity risk\u00a0management \u00a0\n\t\t\t\t\tAt Group\u00a0level, liquidity\u00a0management is\u00a0based on the monitoring\u00a0and management of short- and long-term liquidity\u00a0risks. Liquidity\u00a0triggers make up a vita\u00a0l \u00a0\n\t\t\t\t\tpart of day-to-day liquidity\u00a0management because they are used as early warnings of\u00a0a potential liquidity\u00a0crisis. The triggers are monitored\u00a0by various \u00a0\n\t\t\t\t\tfunctions across the Group, depending on the type of\u00a0trigger. Liquidity management is organised according to the framework described in the following \u00a0\n\t\t\t\t\tsections, although it is not limited to that framework. \u00a0\n\t\t\t\t\tDistance to non-viability \u00a0\n\t\t\t\t\tThe principal aim of the Group\u2019s short-term risk management is to ensure that the liquidity\u00a0reserve is sufficient to absorb the net effects of known future \u00a0\n\t\t\t\t\treceipts and payments from current transactions. Cash and bond holdings eligible for\u00a0repo agreements with central banks are considered liquid assets. \u00a0\n\t\t\t\t\tPotential and expected outflows are monitored on\u00a0an ongoing basis using different tools, notably the LCR. \u00a0\n\t\t\t\t\tFor liquidity\u00a0and funding purposes, foreign currency is an important\u00a0consideration. With its large market share in Denmark,\u00a0the Group has a net deposit \u00a0\n\t\t\t\t\tsurplus in DKK (deposits exceed lending). The same\u00a0is true, though to a lesser degree for USD and GBP, while the opposite is the case for SEK and NOK. \u00a0\n\t\t\t\t\tThe net\u00a0deposit surplus in Danish kroner is a valuable, stable funding source for the Group. In addition to limits set by the Board of Directors\u00a0and the \u00a0\n\t\t\t\t\tGroup All Risk Committee,\u00a0the Group Balance Sheet Risk Committee sets overnight targets for each\u00a0key currency. \u00a0\n\t\t\t\t\tStress tests \u00a0\n\t\t\t\t\tThe Group conducts stress tests to measure its immediate liquidity\u00a0risk and to ensure that it has sufficient time to respond to a crisis. The stress tests \u00a0\n\t\t\t\t\testimate liquidity risk in\u00a0various scenarios, including three standard scenarios: a\u00a0scenario specific to the Group, a\u00a0general market crisis scenario and a \u00a0\n\t\t\t\t\tcombination of\u00a0the two. \u00a0\n\t\t\t\t\tAll stress tests are\u00a0based on the assumption\u00a0that the\u00a0Group does not reduce its lending activities.\u00a0This means that existing\u00a0lending activities are \u00a0\n\t\t\t\t\tmaintained and require\u00a0funding. The degree of access to refinancing varies, depending on the scenario in question\u00a0and the specific funding source. To \u00a0\n\t\t\t\t\tassess the stability\u00a0of the funding,\u00a0the Group considers maturity\u00a0as well as behavioural\u00a0assumptions. \u00a0\n\t\t\t\t\tLiquidity coverage\u00a0ratio, aggregated and by currency \u00a0\n\t\t\t\t\tThe LCR requirement stipulates\u00a0that financial institutions\u00a0must have a liquidity\u00a0reserve in excess of projected\u00a0net outflows\u00a0during a\u00a0severe stress scenario \u00a0\n\t\t\t\t\tlasting 30 days. By executive\u00a0order, Danish SIFIs are also subject to currency-specific\u00a0liquidity requirements. The requirements apply individually and \u00a0\n\t\t\t\t\tonly for currencies that are significant\u00a0to the individual bank. For Danske\u00a0Bank, these currencies are USD and EUR. Additionally,\u00a0Danske Bank has set \u00a0\n\t\t\t\t\tinternal limits on the\u00a0LCRs for SEK and NOK. \u00a0Liquidity risk\u00a0continued \u00a0\n\t\t\t\t\tMarket reliance \u00a0\n\t\t\t\t\tManaging reliance on\u00a0wholesale deposits and market funding is a key concern for the Group. Such funding may be unstable,\u00a0especially in\u00a0the event of \u00a0\n\t\t\t\t\tgeneral market unrest or issues specific to Danske\u00a0Bank. Large funding needs can\u00a0make the Group vulnerable\u00a0to investor\u00a0sentiments, market stress\u00a0and \u00a0\n\t\t\t\t\tmarket dysfunctionalities.\u00a0The size and maturity\u00a0profile of wholesale\u00a0funding must therefore be prudent. \u00a0\n\t\t\t\t\tRetail deposits\u00a0are a very important\u00a0and stable funding source for the Group. Retail customers do not tend to make withdrawls\u00a0on the basis of short-term \u00a0\n\t\t\t\t\tconsiderations, and most retail deposits are covered by a deposit guarantee scheme, which eliminates credit exposure to the bank. \u00a0\n\t\t\t\t\tStress testing is also used to assess\u00a0the Group\u2019s ability to withstand liquidity\u00a0outflows when capital\u00a0markets are\u00a0inaccessible, i.e.\u00a0market reliance. The \u00a0\n\t\t\t\t\tassumed scenarios are different from the ones used to assess distance\u00a0to default,\u00a0especially with respect to time horizon. \u00a0\n\t\t\t\t\tNet stable\u00a0funding ratio \u00a0\n\t\t\t\t\tThe net stable funding ratio (NSFR)\u00a0requires that banks maintain\u00a0a stable funding profile in relation to the composition\u00a0of their\u00a0assets. The NSFR\u00a0limits \u00a0\n\t\t\t\t\toverreliance on\u00a0short-term wholesale funding, promoting funding stability. Stable\u00a0funding sources include, among other things, own capital, debt issues \u00a0\n\t\t\t\t\tor deposits with a\u00a0maturity of\u00a0over a year. The amount of required stable funding is determined\u00a0by assigning\u00a0different weights\u00a0to assets based on type \u00a0\n\t\t\t\t\tand maturity. \u00a0\n\t\t\t\t\tThe NSFRs of Danske\u00a0Bank A/S and the Group declined from 121% and 130% at\u00a0the end of 2021 to 115% and 123% at the end of 2022, respectively. \u00a0\n\t\t\t\t\tThe decline was due mainly to an increase in lending requiring additional\u00a0stable funding and a decrease in long-term debt issues implying\u00a0less available \u00a0\n\t\t\t\t\tstable funding. \u00a0\n\t\t\t\t\tFunding sources \u00a0\n\t\t\t\t\tThe Group monitors its funding mix to ensure that it\u00a0is well-diversified\u00a0in terms\u00a0of funding sources,\u00a0maturities and\u00a0currencies. A diverse range of funding \u00a0\n\t\t\t\t\tsources provides protection against market disruptions. The following tables break\u00a0down funding\u00a0sources by type\u00a0and currency. It does not include \u00a0\n\t\t\t\t\tmortgage bonds issued by Realkredit\u00a0Danmark. \u00a0\n\t\t\t\t\tFunding sources\u00a0by type of liability\u00a0(%) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tCentral banks/credit institutions \u00a0\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\tRepo transactions \u00a0\n\t\t\t\t\t-5 \u00a0\n\t\t\t\t\t-2 \u00a0\n\t\t\t\t\tShort-term bonds \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t1\n\t\t\t\t\tLong-term bonds \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t9\n\t\t\t\t\tOther covered bonds \u00a0\n\t\t\t\t\t8\n\t\t\t\t\t9\n\t\t\t\t\tDeposits (business) \u00a0\n\t\t\t\t\t29 \u00a0\n\t\t\t\t\t27 \u00a0\n\t\t\t\t\tDeposits (personal) \u00a0\n\t\t\t\t\t33 \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\tSubordinated debt \u00a0\n\t\t\t\t\t2\n\t\t\t\t\t2\n\t\t\t\t\tShareholders' equity \u00a0\n\t\t\t\t\t9\n\t\t\t\t\t10 \u00a0\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tFunding sources\u00a0by currency (%) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tDKK \u00a0\n\t\t\t\t\t31 \u00a0\n\t\t\t\t\t30 \u00a0\n\t\t\t\t\tEUR \u00a0\n\t\t\t\t\t26 \u00a0\n\t\t\t\t\t24 \u00a0\n\t\t\t\t\tUSD \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\tSEK \u00a0\n\t\t\t\t\t13 \u00a0\n\t\t\t\t\t15 \u00a0\n\t\t\t\t\tNOK \u00a0\n\t\t\t\t\t11 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\tGBP \u00a0\n\t\t\t\t\t7\n\t\t\t\t\t7\n\t\t\t\t\tOther \u00a0\n\t\t\t\t\t1\n\t\t\t\t\t1\n\t\t\t\t\tTotal \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\t100 \u00a0Liquidity risk\u00a0continued \u00a0\n\t\t\t\t\tLiquidity reserve \u00a0\n\t\t\t\t\tThe minimum size and the composition\u00a0of the liquidity\u00a0reserve are determined\u00a0on the basis of the Group\u2019s capacity to meet its obligations\u00a0in case of a \u00a0\n\t\t\t\t\tstressed liquidity\u00a0situation. The\u00a0LCR regulation\u00a0determines its minimum size and imposes requirements on its composition. \u00a0\n\t\t\t\t\tDanske Bank\u2019s liquidity reserve consists of\u00a0liquid assets\u00a0available in\u00a0a stressed situation.\u00a0Assets received as\u00a0collateral are included in the reserve, while \u00a0\n\t\t\t\t\tassets used as collateral \u2013 or otherwise\u00a0encumbered - are excluded. The table\u00a0below shows the value\u00a0of the Group\u2019s\u00a0LCR liquidity\u00a0reserve after\u00a0the \u00a0\n\t\t\t\t\tapplication of\u00a0the statutory haircuts which may\u00a0differ from the ones available\u00a0in the market and the ones used for internal\u00a0stress testing. Most of the \u00a0\n\t\t\t\t\tGroup\u2019s bond\u00a0holdings are highly liquid because they are repo eligible with central banks and in money markets. Central bank eligibility is vital for\u00a0intra- \u00a0\n\t\t\t\t\tday liquidity\u00a0management and overnight liquidity\u00a0facilities and\u00a0also for determining\u00a0liquidity in\u00a0markets during stressed periods. \u00a0\n\t\t\t\t\tLiquidity reserve\u00a0(Group) - LCR definition \u00a0\n\t\t\t\t\t(DKK billions after haircut) \u00a0\n\t\t\t\t\t2022 \u00a0\n\t\t\t\t\t2021 \u00a0\n\t\t\t\t\tTotal high-quality liquid assets \u00a0\n\t\t\t\t\t570 \u00a0\n\t\t\t\t\t687 \u00a0\n\t\t\t\t\tLevel 1a assets \u00a0\n\t\t\t\t\tCentral bank reserves \u00a0\n\t\t\t\t\t214 \u00a0\n\t\t\t\t\t318 \u00a0\n\t\t\t\t\tCentral government debt \u00a0\n\t\t\t\t\t86 \u00a0\n\t\t\t\t\t100 \u00a0\n\t\t\t\t\tOther level 1a assets \u00a0\n\t\t\t\t\t21 \u00a0\n\t\t\t\t\t54 \u00a0\n\t\t\t\t\tLevel 1b assets \u00a0\n\t\t\t\t\tExtremely high-quality\u00a0covered bonds \u00a0\n\t\t\t\t\t229 \u00a0\n\t\t\t\t\t196 \u00a0\n\t\t\t\t\tLevel 2a assets \u00a0\n\t\t\t\t\tHigh-quality covered\u00a0bonds \u00a0\n\t\t\t\t\t16 \u00a0\n\t\t\t\t\t12 \u00a0\n\t\t\t\t\tOther level 2a assets \u00a0\n\t\t\t\t\t4\n\t\t\t\t\t5\n\t\t\t\t\tLevel 2b assets \u00a0\n\t\t\t\t\t0.1 \u00a0\n\t\t\t\t\t0.5 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DisclosureOfLiquidityRiskExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact4317": {
   "value": "Earnings per share (DKK) \u00a0\n\t\t\t\t\tNet profit for the year divided by the average number of shares outstanding during the year. Net profit is stated \u00a0\n\t\t\t\t\tafter the deduction of interest on equity-accounted additional tier 1 capital. \u00a0\n\t\t\t\t\tDiluted earnings\u00a0per share (DKK) \u00a0\n\t\t\t\t\tNet profit for the year divided by the average number of shares outstanding during the year, including the dilutive \u00a0\n\t\t\t\t\teffect of share options and conditional\u00a0shares granted as share-based payments. Net profit is stated after the \u00a0\n\t\t\t\t\tdeduction of interest on equity-accounted additional tier 1 capital. \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfAccountingPolicyForEarningsPerShareExplanatory",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1085": {
   "value": "Denmark",
   "dimensions": {
    "concept": "ifrs-full:DomicileOfEntity",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1086": {
   "value": "Banking businessG3. Business model and business segmentation \u00a0(a) Business\u00a0model and\u00a0business segmentation \u00a0Danske Bank\u00a0is a Nordic bank with bridges to the rest of the world offering customers a wide range of services in the fields of banking,\u00a0mortgage finance, \u00a0insurance, pension, real-estate brokerage, asset management and trading in fixed income products, foreign exchange and equities.\u00a0The Group consists \u00a0of a number\u00a0of business units\u00a0and support functions.\u00a0The business units are\u00a0segmented according\u00a0to customers,\u00a0products and services characteristics\u00a0. \u00a0On 7 January\u00a02022, the Group announced changes to the organisation to become more customer-centric and to cater for the different priorities of each \u00a0segment. The changes came into effect in May 2022, with the previous business unit Personal & Business Customers divided into two business units: \u00a0Personal Customers\u00a0and Business Customers. The organisation now consists of five business units, a\u00a0Non-core unit and a Group Functions\u00a0unit. \u00a0Personal Customers serves personal customers and Private Banking customers in Denmark, Sweden, Norway and Finland. \u00a0Business Customers serves small and medium-sized business customers across all markets, and includes the Group\u2019s Asset Finance operations. \u00a0Large Corporates\u00a0& Institutions\u00a0serves large corporates and institutional\u00a0customers across all Nordic markets. \u00a0Danica Pension specialises in\u00a0pension schemes, life insurance policies and health insurance policies in\u00a0Denmark. \u00a0Northern Ireland serves personal, business and corporate in Northern Ireland alongside digital channels. \u00a0Non-core includes certain\u00a0customer segments that are\u00a0no longer considered part of the core business. The Non-core unit is responsible for managing \u00a0legacy assets and portfolios by way of divestment,\u00a0refinancing with\u00a0other credit institutions\u00a0or amortisation. \u00a0Group Functions encompasses Group Treasury, Group support functions and\u00a0eliminations, including the\u00a0elimination of\u00a0returns on\u00a0own shares and issues, \u00a0as well as interest\u00a0on additional\u00a0tier 1 capital,\u00a0which is reported as an interest expense in the business\u00a0units. Group Treasury is\u00a0responsible for\u00a0the \u00a0Group\u2019s liquidity\u00a0management and funding. \u00a0Accounting policy \u00a0Segment reporting\u00a0complies with the significant accounting policies. The \u2018Reclassification\u2019 column shows\u00a0adjustments made\u00a0to the IFRS statements \u00a0in the calculation of the financial highlights. \u00a0Internal income and expenses are allocated to the individual\u00a0segments on an arm\u2019s-length basis. Expenses incurred centrally, including\u00a0expenses \u00a0incurred by\u00a0support, administrative\u00a0and back-office functions, are charged to the business units according to consumption\u00a0and activity.\u00a0Funding costs \u00a0for lending\u00a0and deposit activities\u00a0(FTP) are allocated\u00a0on the\u00a0basis of a maturity\u00a0analysis of\u00a0loans and deposits, interbank\u00a0rates and funding\u00a0spreads, and \u00a0depend on market trends. \u00a0Segment assets and liabilities\u00a0are assets and liabilities\u00a0that are used for maintaining\u00a0the operating activities\u00a0of a segment or have come into existenc\u00a0e \u00a0as a result of such activities\u00a0and which are either directly attributable\u00a0or may be reasonably\u00a0allocated to a segment. A\u00a0calculated share of\u00a0shareholders\u2019 \u00a0equity is\u00a0allocated to each segment. Other assets and liabilities\u00a0are recognised\u00a0under Group Functions. \u00a0Capital (shareholders\u2019 equity)\u00a0is allocated to the business units based on the Group\u2019s capital allocation\u00a0framework, with goodwill\u00a0allocated directly to \u00a0the relevant business units. The framework is based on a regulatory approach and is calibrated to the Group\u2019s CET1 capital ratio target. Therefore, the \u00a0capital consumption of the individual\u00a0business units is closely aligned with the Group\u2019s total capital consumption.\u00a0However, for\u00a0the Northern\u00a0Ireland \u00a0business unit, the capital allocated equals the legal entity\u2019s capital. \u00a0A calculated\u00a0interest income equal to the risk-free return on its allocated capital is apportioned\u00a0to each business unit and offset by a corresponding \u00a0interest expense at Group Functions. This income is calculated on\u00a0the basis of the short-term money market rate. The interest expense on\u00a0equity \u00a0accounted additional tier 1 capital is\u00a0charged to the business units on\u00a0the basis of the capital allocated to each\u00a0unit and offset\u00a0at Group Functions. \u00a0G3. Business model and business segmentation\u00a0continued \u00a0Presentation in\u00a0the financial highlights and\u00a0in the\u00a0segment reporting \u00a0Segment reporting\u00a0and the financial highlights\u00a0are based on the information provided to management. \u00a0An explanation\u00a0of the items making\u00a0up the Reclassification column, which reconciles the financial highlights and segment reporting presentation to the \u00a0IFRS financial statements, is\u00a0provided further on in this note. \u00a0Changes in\u00a0financial highlights\u00a0and segment reporting \u00a0The presentation of the financial highlights and segment reporting has been restated to reflect the changes to the Group\u2019s commercial activities, which \u00a0came into effect in May 2022. The business unit Personal & Business Customers has been divided into two business units: Personal Customers and \u00a0Business Customers. Comparative information in note G3 has been restated to reflect the change in business segments. The IFRS income statement and \u00a0balance sheet are not impacted by the change. The table below shows the restated amounts in the financial highlights and segment reporting for 2021: \u00a0Changes in financial highlights and segment reporting - full year 2021 \u00a0Personal & \u00a0Personal \u00a0Business \u00a0Business \u00a0(DKK millions) \u00a0Customers \u00a0Customers \u00a0Customers \u00a0Net interest income \u00a07,876 \u00a07,788 \u00a015,664 \u00a0Net fee income \u00a04,903 \u00a01,613 \u00a06,516 \u00a0Net trading\u00a0income \u00a0322 \u00a0351 \u00a0673 \u00a0Other income \u00a0211 \u00a0580 \u00a0791 \u00a0Total income \u00a013,311 \u00a010,333 \u00a023,644 \u00a0Operating expenses \u00a010,109 \u00a05,144 \u00a015,253 \u00a0of which resolution fund, bank tax etc. \u00a0117 \u00a0173 \u00a0290 \u00a0Profit before loan impairment charges \u00a03,202 \u00a05,189 \u00a08,391 \u00a0Loan impairment charges \u00a060 \u00a0426 \u00a0486 \u00a0Profit before tax \u00a03,142 \u00a04,763 \u00a07,906 \u00a0Loans, excluding reverse transactions \u00a0878,079 \u00a0643,895 \u00a01,521,975 \u00a0Other assets \u00a0315,858 \u00a0216,820 \u00a0532,678 \u00a0Total assets \u00a01,193,937 \u00a0860,715 \u00a02,054,652 \u00a0Deposits, excluding repo deposits \u00a0407,904 \u00a0292,530 \u00a0700,434 \u00a0Other liabilities \u00a0754,643 \u00a0526,593 \u00a01,281,236 \u00a0Allocated capital \u00a031,390 \u00a041,593 \u00a072,983 \u00a0Total liabilities\u00a0and equity \u00a01,193,937 \u00a0860,715 \u00a02,054,652 \u00a0Profit before tax as % p.a. of allocated capital (avg.) \u00a09.5 \u00a011.7 \u00a010.7 \u00a0Cost/income ratio (%) \u00a075.9 \u00a049.8 \u00a064.5 \u00a0Full-time-equivalent staff,\u00a0end of period \u00a04,866 \u00a01,699 \u00a06,565 \u00a0In addition,\u00a0during 2022\u00a0the Group changed the presentation of Resolution fund, bank tax etc. to be presented as a separate element within Operating \u00a0expenses in the financial highlights and segment reporting. The separate presentation of Resolution fund, bank tax etc. is also reflected in the comparative \u00a0information, although\u00a0there is no change to total Operating expenses. This change does not affect the presentation in the IFRS income statement. \u00a0Impairment charges, other intangible assets is now presented as an element within Operating expenses in the financial highlights and segment reporting. \u00a0Comparatives have been\u00a0restated to include these charges in the total of Operating expenses. This does not affect the presentation in the IFRS income \u00a0statement. \u00a0Finally, new rows\u00a0have been added to\u00a0the 2022 financial highlights and segment reporting for\u00a0Impairment charges\u00a0on goodwill and Provision for\u00a0Estonia \u00a0matter respectively. \u00a0G3. Business model and business segmentation\u00a0continued \u00a0Business segments 2022 \u00a0Large \u00a0IFRS \u00a0Personal Business\u00a0Corporates \u00a0Northern \u00a0Non- \u00a0Group \u00a0Financial \u00a0financial \u00a0Reclassifica \u00a0(DKK millions) \u00a0Customers Customers &\u00a0Institutions \u00a0Danica \u00a0Ireland \u00a0core Functions\u00a0Eliminations highlights \u00a0statements \u00a0tion \u00a0Net interest income \u00a08,778 \u00a09,175 \u00a05,605 \u00a0-1,900 \u00a0--166 \u00a0-104 \u00a025,188 \u00a02,838 \u00a028,026 \u00a0Net fee income \u00a04,682 \u00a01,825 \u00a05,732 \u00a0-335 \u00a0--150 \u00a0165 \u00a012,590 \u00a0-1,278 \u00a011,312 \u00a0Net trading\u00a0income \u00a0444 \u00a0517 \u00a01,489 \u00a0--342 \u00a0--487 \u00a0-195 \u00a01,426 \u00a0-34,409 \u00a0-32,983 \u00a0Net income\u00a0from insurance \u00a0business \u00a0---63 \u00a0----63 \u00a0-63 \u00a0-Other income \u00a0987 \u00a0847 \u00a02-21 \u00a0-2,581 \u00a0-2,503 \u00a01,936 \u00a04,961 \u00a06,897 \u00a0Net premiums \u00a0---------35,394 \u00a035,394 \u00a0Net insurance\u00a0benefits \u00a0---------2,750 \u00a02,750 \u00a0Total income \u00a014,891 \u00a012,364 \u00a012,828 \u00a063 \u00a01,914 \u00a0-1,779 \u00a0-2,636 \u00a041,203 \u00a04,692 \u00a045,895 \u00a0Operating expenses \u00a010,056 \u00a05,356 \u00a06,966 \u00a0-1,290 \u00a0-5,361 \u00a0-2,552 \u00a026,478 \u00a04,771 \u00a031,250 \u00a0of which resolution fund, \u00a0bank tax etc. \u00a0161 \u00a0224 \u00a0504 \u00a0---74 \u00a0-962 \u00a0-962 \u00a0-of which impairment \u00a0charges, other intangible \u00a0assets \u00a0------24 \u00a0-24 \u00a0-24 \u00a0-Provision for Estonia \u00a0matter \u00a0------13,800 \u00a0-13,800 \u00a0-13,800 \u00a0Goodwill impairment \u00a0charges \u00a0---1,627 \u00a0----1,627 \u00a0-1,627 \u00a0Profit before loan \u00a0impairment charges \u00a04,836 \u00a07,008 \u00a05,861 \u00a0-1,565 \u00a0623 \u00a0--17,383 \u00a0-84 \u00a0-703 \u00a0-78 \u00a0-782 \u00a0Loan impairment charges \u00a0927 \u00a0578 \u00a0-774 \u00a0-168 \u00a0-669 \u00a0-1,568 \u00a0-66 \u00a01,502 \u00a0Profit before tax, core \u00a03,909 \u00a06,430 \u00a06,635 \u00a0-1,565 \u00a0456 \u00a0--18,052 \u00a0-84 \u00a0-2,271 \u00a0-13 \u00a0-2,284 \u00a0Profit before tax, Non-core \u00a0------13 \u00a0---13 \u00a013 \u00a0-Profit before tax \u00a03,909 \u00a06,430 \u00a06,635 \u00a0-1,565 \u00a0456 \u00a0-13 \u00a0-18,052 \u00a0-84 \u00a0-2,284 \u00a0--2,284 \u00a0Loans, excluding reverse \u00a0transactions \u00a0800,394 630,619 \u00a0320,491 \u00a0-52,937 \u00a0-27,274 \u00a0-27,759 1,803,955 \u00a01,168 1,805,123 \u00a0Other assets (including \u00a0Non-core) \u00a0315,679 197,541\u00a03,584,663 548,874 \u00a059,680 2,180\u00a04,493,984 -7,243,557 1,959,044 \u00a0-1,168 1,957,876 \u00a0Total assets \u00a01,116,073 828,160\u00a03,905,154 548,874\u00a0112,616 2,180\u00a04,521,258 -7,271,316 3,762,999 \u00a0- 3,762,999 \u00a0Deposits, excluding repo \u00a0deposits \u00a0410,806 285,177 \u00a0389,486 \u00a0-94,562 \u00a0-1,431 \u00a0-11,584 1,169,879 \u00a02,112 1,171,990 \u00a0Other liabilities (including \u00a0Non-core) \u00a0674,966 503,173\u00a03,474,451 529,891 \u00a012,930 2,467\u00a04,494,656 -7,259,732 2,432,802 \u00a0-2,112 2,430,690 \u00a0Allocated capital \u00a030,300 39,810\u00a041,217 18,983 \u00a05,124 24,884\u00a0160,318 \u00a0---160,318 \u00a0Total liabilities\u00a0and equity\u00a01,116,073 828,160\u00a03,905,154 548,874\u00a0112,616 2,467\u00a04,520,971 -7,271,316 3,762,999 \u00a0-3,762,999 \u00a0Profit before tax as % p.a. \u00a0of allocated capital (avg.) \u00a012.7 \u00a016.2 \u00a015.7 \u00a0-7.8 \u00a07.5 \u00a0--55.6 \u00a0--1.4 \u00a0--1.4 \u00a0Cost/income ratio (%) \u00a067.5 \u00a043.3 \u00a054.3 \u00a0-67.4 \u00a0---101.7 \u00a0-101.7 \u00a0Full-time-equivalent staff, \u00a0end of period \u00a04,262 \u00a01,635 \u00a02,054 \u00a0881 \u00a01,288 \u00a025 \u00a010,878 \u00a0-21,022 \u00a0-21,022 \u00a0The \u2018Reclassification\u2019 column shows the\u00a0reconciliation between the\u00a0presentation in the financial highlights and the presentation\u00a0in the\u00a0IFRS statements. \u00a0The reclassifications\u00a0are explained\u00a0in note G1(d). \u00a0The Group\u2019s internal reporting on\u00a0business segments does not include tax. Tax is therefore not allocated\u00a0to the business units, but solely presented within \u00a0the total amount. \u00a0G3. Business model and business segmentation\u00a0continued \u00a0Business segments 2021 \u00a0Large \u00a0IFRS \u00a0Personal \u00a0Business Corporates \u00a0Northern \u00a0Non- \u00a0Group \u00a0Financial Reclassifi \u00a0financial \u00a0Customers Customers\u00a0& Institutions \u00a0Ireland \u00a0core Functions \u00a0highlights \u00a0cation statements \u00a0(DKK millions) \u00a0Danica \u00a0Eliminations \u00a0Net interest income \u00a07,876 \u00a07,788 \u00a04,732 \u00a0-1,341 \u00a0-317 \u00a0-5 \u00a022,049 \u00a04,725 \u00a026,774 \u00a0Net fee income \u00a04,903 \u00a01,613 \u00a06,777 \u00a0-288 \u00a0-83 \u00a0-140 \u00a013,525 \u00a0-1,408 \u00a012,117 \u00a0Net trading\u00a0income \u00a0322 \u00a0351 \u00a03,137 \u00a0--66 \u00a0-508 \u00a0-127 \u00a04,126 \u00a032,474 \u00a036,600 \u00a0Net income\u00a0from \u00a0insurance business \u00a0---2,088 \u00a0----2,088 \u00a0-2,088 \u00a0-Other income \u00a0211 \u00a0580 \u00a05-12 \u00a0-2,266 \u00a0-2,277 \u00a0797 \u00a04,936 \u00a05,733 \u00a0Net premiums \u00a0---------37,518 \u00a037,518 \u00a0Net insurance\u00a0benefits \u00a0---------71,208 \u00a071,208 \u00a0Total income \u00a013,311 \u00a010,333 \u00a014,650 \u00a02,088 \u00a01,576 \u00a0-3,175 \u00a0-2,548 \u00a042,584 \u00a04,950 \u00a047,534 \u00a0Operating expenses* \u00a010,109 \u00a05,144 \u00a07,025 \u00a0-1,317 \u00a0-2,283 \u00a0-215 \u00a025,663 \u00a05,159 \u00a030,822 \u00a0of which resolution fund, \u00a0bank tax etc. \u00a0117 \u00a0173 \u00a0360 \u00a0---37 \u00a0-687 \u00a0-687 \u00a0-Profit before loan \u00a0impairment charges \u00a03,202 \u00a05,189 \u00a07,625 \u00a02,088 \u00a0259 \u00a0-892 \u00a0-2,333 \u00a016,921 \u00a0-210 \u00a016,712 \u00a0Loan impairment charges \u00a060 \u00a0426 \u00a0-13 \u00a0--127 \u00a0-2-348 \u00a0-207 \u00a0141 \u00a0Profit before tax, core \u00a03,142 \u00a04,763 \u00a07,638 \u00a02,088 \u00a0386 \u00a0-890 \u00a0-2,333 \u00a016,573 \u00a0-2 \u00a016,571 \u00a0Profit before tax, Non-core \u00a0------2 \u00a0---2 \u00a02-Profit before tax \u00a03,142 \u00a04,763 \u00a07,638 \u00a02,088 \u00a0386 \u00a0-2 \u00a0890 \u00a0-2,333 \u00a016,571 \u00a0-16,571 \u00a0Loans, excluding reverse \u00a0transactions \u00a0878,079 \u00a0643,895 \u00a0260,482 \u00a0-55,046 \u00a0-26,910 \u00a0-30,041 1,834,372 \u00a01,312 1,835,684 \u00a0Other assets (including \u00a0Non-core) \u00a0315,858 \u00a0216,820 \u00a02,834,898 669,766 \u00a061,245 \u00a0- 3,904,493\u00a0-5,903,645 2,099,436 \u00a0715 2,100,150 \u00a0Total assets \u00a01,193,937 \u00a0860,715 \u00a03,095,380 669,766\u00a0116,291 2,027\u00a03,931,404 -5,933,686\u00a03,935,834 \u00a0- 3,935,834 \u00a0Deposits, excluding repo \u00a0deposits \u00a0407,904 \u00a0292,530 \u00a0383,547 \u00a0-98,980 \u00a0--3,362 \u00a0-11,959 1,167,638 \u00a02,191 1,169,829 \u00a0Other liabilities (including \u00a0Non-core) \u00a0754,643 \u00a0526,593 \u00a02,671,294 657,586 \u00a011,531 \u00a0- 3,894,541\u00a0-5,921,727 2,594,461 \u00a0337 2,594,798 \u00a0Allocated capital \u00a031,390 \u00a041,593 \u00a040,540 12,180 \u00a05,781 \u00a0-39,723 171,207 \u00a0--171,207 \u00a0Total liabilities\u00a0and equity\u00a01,193,937 \u00a0860,715 \u00a03,095,380 669,766\u00a0116,291 2,529\u00a03,930,902 -5,933,686\u00a03,935,834 \u00a0-3,935,834 \u00a0Profit before tax as % p.a. \u00a0of allocated capital (avg.) \u00a09.5 \u00a011.7 \u00a017.5 \u00a016.2 \u00a05.8 \u00a0-2.6 \u00a0-10.0 \u00a0-10.0 \u00a0Cost/income ratio (%) \u00a075.9 \u00a049.8 \u00a048.0 \u00a0-83.6 \u00a0-71.9 \u00a0-60.3 \u00a0-64.8 \u00a0Full-time-equivalent staff, \u00a0end of period \u00a04,866 \u00a01,699 \u00a02,684 \u00a0960 \u00a01,268 \u00a025 \u00a010,252 \u00a0-21,754 \u00a0-21,754 \u00a0*Comparative figures have been restated, as described above. \u00a0G3. Business model and business segmentation\u00a0continued \u00a0(b) Reconciliation\u00a0of the financial\u00a0highlights and\u00a0the segment reporting to the IFRS financial\u00a0statements \u00a0The \u2018Reclassification\u2019 column in\u00a0the tables above shows\u00a0the reconciliation\u00a0between the presentation in the financial highlights and the\u00a0segment reporting \u00a0and the presentation in the IFRS financial statements. The reclassifications are explained in note G1(d). \u00a0Reclassifications 2022 \u00a0Markets, \u00a0Investment \u00a0Banking & \u00a0IFRS financial \u00a0Securities and \u00a0Danica \u00a0Total \u00a0Financial \u00a0statements \u00a0Group Treasury \u00a0Pension \u00a0reclassification \u00a0highlights \u00a0(DKK millions) \u00a0Operating leases \u00a0Non-core \u00a0Net interest income \u00a028,026 \u00a0--247 \u00a0-2,595 \u00a04-2,838 \u00a025,188 \u00a0Net fee income \u00a011,312 \u00a0-114 \u00a01,169 \u00a0-5 \u00a01,278 \u00a012,590 \u00a0Net trading\u00a0income \u00a0-32,983 \u00a0-311 \u00a034,115 \u00a0-17 \u00a034,409 \u00a01,426 \u00a0Net income\u00a0from insurance business \u00a0---63 \u00a0-63 \u00a063 \u00a0Other income \u00a06,897 \u00a0-3,671 \u00a0-179 \u00a0-1,106 \u00a0-5 \u00a0-4,961 \u00a01,936 \u00a0Net premiums \u00a035,394 \u00a0---35,394 \u00a0--35,394 \u00a0-Net insurance\u00a0benefits \u00a02,750 \u00a0---2,750 \u00a0--2,750 \u00a0-Total income \u00a045,895 \u00a0-3,671 \u00a0--998 \u00a0-23 \u00a0-4,692 \u00a041,203 \u00a0Operating expenses \u00a031,250 \u00a0-3,671 \u00a0--998 \u00a0-101 \u00a0-4,771 \u00a026,478 \u00a0Provision for Estonia matter \u00a013,800 \u00a0-----13,800 \u00a0Goodwill impairment charges \u00a01,627 \u00a0-----1,627 \u00a0Profit before loan impairment charges \u00a0-782 \u00a0---78 \u00a078 \u00a0-703 \u00a0Loan impairment charges \u00a01,502 \u00a0---66 \u00a066 \u00a01,568 \u00a0Profit before tax, core \u00a0-2,284 \u00a0---13 \u00a013 \u00a0-2,271 \u00a0Profit before tax, Non-core \u00a0-----13 \u00a0-13 \u00a0-13 \u00a0Profit before tax \u00a0-2,284 \u00a0------2,284 \u00a0*Other income in the IFRS financial statements includes Gain or loss on sale of disposal groups \u00a0Reclassifications 2021 \u00a0Markets, \u00a0Investment \u00a0Banking & \u00a0IFRS financial \u00a0Securities and \u00a0Danica \u00a0Total \u00a0Financial \u00a0statements \u00a0Group Treasury \u00a0Pension \u00a0reclassification \u00a0highlights \u00a0(DKK millions) \u00a0Operating leases \u00a0Non-core \u00a0Net interest income \u00a026,774 \u00a0--1,617 \u00a0-3,093 \u00a0-15 \u00a0-4,725 \u00a022,049 \u00a0Net fee income \u00a012,117 \u00a0-145 \u00a01,264 \u00a0-1 \u00a01,408 \u00a013,525 \u00a0Net trading\u00a0income \u00a036,600 \u00a0-1,694 \u00a0-34,154 \u00a0-15 \u00a0-32,474 \u00a04,126 \u00a0Net income\u00a0from insurance business \u00a0---2,088 \u00a0-2,088 \u00a02,088 \u00a0Other income \u00a05,733 \u00a0-3,890 \u00a0-223 \u00a0-829 \u00a06-4,936 \u00a0797 \u00a0Net premiums \u00a037,518 \u00a0---37,518 \u00a0--37,518 \u00a0-Net insurance\u00a0benefits \u00a071,208 \u00a0---71,208 \u00a0--71,208 \u00a0-Total income \u00a047,534 \u00a0-3,890 \u00a0--1,035 \u00a0-25 \u00a0-4,950 \u00a042,584 \u00a0Operating expenses \u00a030,822 \u00a0-3,890 \u00a0--1,035 \u00a0-234 \u00a0-5,159 \u00a025,663 \u00a0Profit before loan impairment charges \u00a016,712 \u00a0---210 \u00a0210 \u00a016,921 \u00a0Loan impairment charges \u00a0141 \u00a0---207 \u00a0207 \u00a0348 \u00a0Profit before tax, core \u00a016,571 \u00a0---2216,573 \u00a0Profit before tax, Non-core \u00a0-----2 \u00a0-2 \u00a0-2 \u00a0Profit before tax \u00a016,571 \u00a0-----16,571 \u00a0*Comparative figures have been restated, as described above. \u00a0G3. Business model and business segmentation\u00a0continued \u00a0(c) Total income broken down by type of product (DKK millions) \u00a02022 \u00a02021 \u00a0Corporate and commercial banking \u00a015,304 \u00a013,788 \u00a0Home finance and savings \u00a09,203 \u00a010,578 \u00a0Trading \u00a04,220 \u00a06,398 \u00a0Day-to-day banking \u00a06,002 \u00a03,278 \u00a0Asset management \u00a04,488 \u00a04,973 \u00a0Leasing \u00a05,617 \u00a05,261 \u00a0Insurance \u00a01,060 \u00a03,123 \u00a0Other \u00a0-135 \u00a0Total \u00a045,895 \u00a047,534 \u00a0Corporate and commercial banking comprises interest and fee income from corporate and commercial banking\u00a0products and services. Home finance \u00a0and savings comprises interest and fee income from financing\u00a0and savings\u00a0products. Trading comprises income from\u00a0fixed-income and\u00a0foreign exchange \u00a0products, including brokerage. Day-to-day banking comprises interest and\u00a0fee income\u00a0from retail banking products in the form of personal loans, cards \u00a0and deposits. Asset management comprises income from the management of assets. Leasing encompasses income from both finance and operatin\u00a0g \u00a0leases sold by the Group\u2019s leasing operations in Denmark,\u00a0Sweden, Norway and Finland. Insurance comprises income at Danica\u00a0Pension from the \u00a0contracts issued\u00a0by Danica Pension. \u00a0Danske Bank Group does not have any single customer that generates 10% or more of the Group\u2019s total income. \u00a0(d) Geographical\u00a0segmentation \u00a0The geographical segmentation of income from external customers is shown in compliance with IFRSs and does not reflect the Group\u2019s management \u00a0structure. The geographical segmentation below reflects the customer\u2019s country of residence, except trading income, which is broken down by the countr\u00a0y \u00a0in which the activities\u00a0are carried out. Management believes that the business segmentation provides a\u00a0more informative description of\u00a0the Group\u2019s \u00a0activities. \u00a0Total income\u00a0from external\u00a0customers (DKK millions) \u00a02022 \u00a02021 \u00a0Denmark \u00a025,134 \u00a026,302 \u00a0Sweden \u00a07,026 \u00a07,826 \u00a0Norway \u00a05,094 \u00a05,654 \u00a0Finland \u00a04,797 \u00a04,506 \u00a0UK \u00a02,186 \u00a01,941 \u00a0Other \u00a01,658 \u00a01,306 \u00a0Total \u00a045,895 \u00a047,534 \u00a0",
   "dimensions": {
    "concept": "ifrs-full:DescriptionOfNatureOfEntitysOperationsAndPrincipalActivities",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1087": {
   "value": "Denmark",
   "dimensions": {
    "concept": "ifrs-full:CountryOfIncorporation",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1088": {
   "value": "Denmark",
   "dimensions": {
    "concept": "ifrs-full:PrincipalPlaceOfBusiness",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1089": {
   "value": "A/S",
   "dimensions": {
    "concept": "ifrs-full:LegalFormOfEntity",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1090": {
   "value": "Danske Bank Group",
   "dimensions": {
    "concept": "ifrs-full:NameOfReportingEntityOrOtherMeansOfIdentification",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1091": {
   "value": "Danske Bank A/S",
   "dimensions": {
    "concept": "ifrs-full:NameOfParentEntity",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1092": {
   "value": "Danske Bank A/S",
   "dimensions": {
    "concept": "ifrs-full:NameOfUltimateParentOfGroup",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  },
  "fact1093": {
   "value": "Holmens Kanal 2-12,",
   "dimensions": {
    "concept": "ifrs-full:AddressOfRegisteredOfficeOfEntity",
    "language": "en",
    "entity": "scheme:MAES062Z21O4RZ2U7M96",
    "period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
   }
  }
 }
}