I watched the first two series, but I do not plan to watch the third. It is entertaining enough, with good enough acting (which means expressions and body language since I depend on the subtitles) and intelligent scripts. And at least Mads, the lead cop, is not totally stereotypical. He is your standard aggressive, not quite play by the rules cop, who rushes around getting into trouble with his superiors by his impetuous moves. But even though he is driven and lets the case consume him, he is an often gentle and caring husband and father. So he doesn't fall into that easy cliche of a cop who destroys his marriage and family. And his partner on the Fraud squad has depth as a character.
There are plenty of side plots during both series that I won't go into in any detail. Discover them for yourself. I will say that both series followed the same pattern, where the bad guys always seem to be one step ahead, like super villains, leaving the cops scrambling behind them, weakened by having to follow the rules of evidence and police policy. So I have decided not to find out if the third series follows the same pattern, plus it looks like there is only one character brought forward from series one and two. I had gotten used to the cast. So I wouldn't discourage anyone from watching this program just because my interest has waned.