docMortgage Pfandbriefe
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Mortgage Pfandbriefe
Mortgage Pfandbriefe year 2008 - 2nd Quarter (EUR bn) EUR bn 239.917 236.536 235.211 250 196.601 194.965 193.824 200 150 100 50 0 Over-Collateralisation 20,31% nominal value Over-Collateralisation 23,06% net present value Outstanding total Mortgage Pfandbriefe Over-Collateralisation 21,35% risk-adjusted net present value Cover Pool Mortgage Pfandbriefe Public Pfandbriefe year 2008 - 2nd Quarter (EUR bn) EUR bn 700 650 600 550 500 450 400 350 300 250 200 150 100 50 0 655.209 596.840 Over-Collateralisation 9,78% nominal value 654.689 630.411 589.340 570.139 Over-Collateralisation 11,09% net present value Outstanding total Public Pfandbriefe Over-Collateralisation 10,57% risk-adjusted net present value Cover Pool Public Pfandbriefe Publicationns according Sect. 28 Pfandbrief Act Pfandbriefe outstanding and their Cover 2nd Quarter 2008 (all Pfandbrief issuers) a) nominal value Outstanding Total net present value year 2008 '000 € year 2007 € '000 year 2008 € '000 year 2007 € '000 Mortgage Pfandbriefe of which derivates 196,600,817 198,232,700 194,965,306 197,786,365 178,394 215,602 Cover pool of which derivates 236,536,194 239,917,375 232,150,487 326,627 3,534 Over-Collateralisation in % of Pfandbriefe outstanding - 228,109,521 - - risk-adjusted net present value year 2008 year 2007 '000 € € '000 193,824,457 235,211,261 - 198,826,860 231,123,071 - 39,935,377 29,876,821 44,952,069 34,364,122 41,386,804 32,296,211 20.31% 15.07% 23.06% 17.37% 21.35% 16.24% b) nominal value Outstanding Total net present value risk-adjusted net present value year 2008 year 2007 '000 '000 € € year 2008 '000 € year 2007 '000 € year 2008 '000 € year 2007 '000 € Public Pfandbriefe of which derivates 596,840,493 640,301,099 589,340,349 636,969,644 177,681 315,845 Cover pool of which derivates 655,209,353 654,688,835 716,385,542 2,663,012 158,727 70,468,338 65,348,486 79,415,898 60,272,072 76,412,099 11.01% 11.09% 12.47% 10.57% 11.99% Over-Collateralisation in % of Pfandbriefe outstanding - 58,368,860 9.78% 710,769,437 - 570,139,002 630,411,074 - 637,209,105 713,621,204 - vdp, erstellt am 20-Oktober-2008 mit V2.22(2.21) bei vdp Cover Assets for Mortgage Pfandbriefe according to use (total) - all States year 2008 - 2nd Quarter 13.12% 1.93% 19.01% 7.36% 1.66% 0.25% 10.62% 20.14% 25.90% total amount of the payments in arrears for at least 90 days in respect of these claims: 0,17 % Appartments Single-Family Houses Multi-Family Houses Office Buildings Retail Buildings Industrial Buildings other commercially used buildings new buildings under construction building land Cover Assets for Mortgage Pfandbriefe according to use (total) - Germany year 2008 - 2nd Quarter 13.62% 10.96% 1.61% 6.54% 1.79% 0.28% 12.20% 22.82% 30.19% total amount of the payments in arrears for at least 90 days in respect of these claims: 0,20 % Appartments Single-Family Houses Multi-Family Houses Office Buildings Retail Buildings Industrial Buildings other commercially used buildings new buildings under construction building land Cover Assets for Mortgage Pfandbriefe according to use (total) - outside of Germany year 2008 - 2nd Quarter 3.86% 26.02% 0.91% 0.09% 12.31% 1.19% 0.28% 4.13% 51.22% total amount of the payments in arrears for at least 90 days in respect of these claims: 0,00 % Appartments Single-Family Houses Multi-Family Houses Office Buildings Retail Buildings Industrial Buildings other commercially used buildings new buildings under construction building land Mortgage Pfandbriefe - Cover Assets year 2008 - 2nd Quarter 12.61% 1.73% 85.66% Germany EU without Germany other Publicationns according Sect. 28 Pfandbrief Act Claims used to cover Mortgage Pfandbriefe according to the States in which the real property is located, according to the property type and the total amount of payments in arrears for at least 90 days 2nd Quarter 2008 (all Pfandbrief issuers) 2nd Quarter Cover Total - all States Appartments Single-Family Houses Multi-Family Houses year 2008 Commercial € '000 ------- Office Buildings Retail Buildings Industrial Buildings other commercially used buildings 41,343,592 28,524,213 4,195,220 16,013,362 new buildings under construction building land 2,014,828 421,907 92,513,122 Cover Total total amount of the payments in arrears for at least 90 days in respect of these claims --- Residential € '000 23,104,277 56,330,319 43,801,486 --------- year 2007 total € '000 23,104,277 56,330,319 43,801,486 Commercial € '000 ------- Residential € '000 24,841,028 59,581,122 43,826,429 24,841,028 59,581,122 43,826,429 41,343,592 28,524,213 4,195,220 16,013,362 34,506,581 28,543,953 4,284,329 14,326,708 1,596,091 129,570 3,610,919 551,477 1,727,984 318,703 1,711,825 111,031 3,439,809 429,734 124,961,743 217,474,865 83,708,258 130,071,435 213,779,693 --- 376,290 --- --------- total € '000 --- 34,506,581 28,543,953 4,284,329 14,326,708 445,756 vdp, erstellt am 20-Oktober-2008 mit V2.22(2.21) bei vdp 2nd Quarter Cover Germany Appartments Single-Family Houses Multi-Family Houses year 2008 Commercial € '000 ------- Office Buildings Retail Buildings Industrial Buildings other commercially used buildings 25,368,060 20,409,073 2,990,943 12,174,945 new buildings under construction building land 1,753,297 394,922 63,091,240 Cover Total total amount of the payments in arrears for at least 90 days in respect of these claims --- Residential € '000 22,734,188 56,244,420 42,512,638 --------- year 2007 total € '000 22,734,188 56,244,420 42,512,638 Commercial € '000 ------- Residential € '000 24,344,897 59,537,354 43,037,820 24,344,897 59,537,354 43,037,820 25,368,060 20,409,073 2,990,943 12,174,945 22,618,320 19,755,888 3,153,377 11,973,435 1,574,815 127,570 3,328,112 522,492 1,568,917 317,303 1,711,678 110,031 3,280,595 427,334 123,193,631 186,284,871 59,387,240 128,741,780 188,129,020 --- 375,290 --- --------- total € '000 --- 22,618,320 19,755,888 3,153,377 11,973,435 435,361 vdp, erstellt am 20-Oktober-2008 mit V2.22(2.21) bei vdp Claims used as Cover for Public Pfandbriefe - all States year 2008 - 2nd Quarter 45.12% 9.82% 12.20% 32.85% total of payments on these claims that are at least 90 days in a: 0,00 % Federal States Regional Authorities Local Authorities Other Debtors Claims used as Cover for public Pfandbriefe - Germany year 2008 - 2nd Quarter 48.97% 3.09% 33.98% 13.95% total of payments on these claims that are at least 90 days in a: 0,00 % Federal States Regional Authorities Local Authorities Other Debtors Claims used as Cover for Public Pfandbriefe - outside of Germany year 2008 - 2nd Quarter 29.99% 5.30% 36.28% 28.43% total of payments on these claims that are at least 90 days in a: 0,00 % Federal States Regional Authorities Local Authorities Other Debtors Public Pfandbriefe - Cover Assets year 2008 - 2nd Quarter 16.87% 3.40% 79.73% Germany EU without Germany other Publicationns according Sect. 28 Pfandbrief Act Total volume of claims used to cover Public Pfandbriefe and total of payments at least 90 days in arrears 2nd Quarter 2008 (all Pfandbrief issuers) Cover 2nd Quarter Total - all States Federal States Regional Authorities Local Authorities Other Debtors Total year 2008 € '000 year 2007 € '000 62,825,083 210,138,167 78,021,413 288,621,899 639,606,562 82,707,588 226,690,529 73,256,571 299,012,153 681,666,841 *) total of payments on these claims that are at least 90 days in arrears Germany Federal States Regional Authorities Local Authorities Other Debtors Total *) total of payments on these claims that are at least 90 days in arrears 1,000 12,377 172 2,959 16,508 1,060 24,263 660 12,611 38,594 vdp, erstellt am 20-Oktober-2008 mit V2.22(2.21) bei vdp Cover 2nd Quarter in arrears *) year 2008 year 2007 '000 € € '000 year 2008 '000 € 15,779,860 173,270,636 71,153,342 249,727,800 509,931,638 year 2007 € '000 35,708,152 196,691,063 68,878,760 265,570,223 566,848,198 in arrears *) year 2008 year 2007 '000 € € '000 1,000 12,377 172 2,959 16,508 1,040 24,263 660 12,611 38,574 vdp, erstellt am 20-Oktober-2008 mit V2.22(2.21) bei vdp Publications according Sect. 28 Pfandbrief Act Maturities of Pfandbriefe outstanding and their respective cover pools 2nd Quarter 2008 (all Pfandbrief issuers) a) maturity: 2nd Quarter <= 1 year year 2008 year 2007 € '000 € '000 > 1 year and <= 5 years year 2008 year 2007 € '000 € '000 > 5 year and <= 10 years year 2008 year 2007 € '000 > 10 years year 2008 year 2007 € '000 € '000 € '000 Mortgage Pfandbriefe 35,398,704 37,457,150 106,759,254 99,702,788 42,423,621 49,898,778 12,019,127 11,173,982 Cover Pool 74,517,178 56,981,294 82,783,669 90,884,791 66,698,016 67,598,874 12,396,328 12,551,749 b) maturity: 2nd Quarter <= 1 year year 2008 year 2007 € '000 € '000 > 1 year and <= 5 years year 2008 year 2007 € '000 € '000 > 5 year and <= 10 years year 2008 year 2007 € '000 > 10 years year 2008 year 2007 € '000 € '000 € '000 Public Pfandbriefe 125,277,572 113,322,380 283,356,428 317,383,798 110,673,778 130,577,136 77,534,613 79,017,784 Cover Pool 140,976,928 157,263,910 230,870,369 258,721,190 196,214,954 205,642,212 87,143,804 89,070,067 vdp, erstellt am 20-Oktober-2008 mit V2.22(2.21) bei vdp Publication according to Section 28 Pfandbrief Act Mortgage Loans used as Cover for Mortgage Pfandbriefe according to their amount in tranches 2nd Quarter 2008 (all Pfandbrief issuers) 2nd Quarter Mortgage loans in cover, total year 2008 year 2007 € '000 € '000 up to 300.000 Euros 91,575,973 94,050,764 more than 300.000 up to 5 million Euros 50,363,745 53,854,307 over 5 million Euros 81,323,704 68,049,740 223,263,422 215,954,811 Total vdp, erstellt am 20-Oktober-2008 mit V2.22(2.21) bei vdp
