Mortgage Pfandbriefe

Mortgage Pfandbriefe
year 2009 - 2nd Quarter(EUR bn)
EUR bn
271,716
300
250
271,094
254,418
213,958
230,054
225,592
200
150
100
50
0
Over-Collateralisation 18,91%
nominal value
Over-Collateralisation 20,45%
net present value
Outstanding total Mortgage Pfandbriefe
Over-Collateralisation 17,84%
risk-adjusted net present
value
Cover Pool Mortgage Pfandbriefe
Public Pfandbriefe
year 2009 - 2nd Quarter(EUR bn)
EUR bn
650
600
550
500
450
400
350
300
250
200
150
100
50
0
602,301
567,934
509,317
Over-Collateralisation 11,51%
nominal value
570,039
537,000
511,690
Over-Collateralisation 12,16%
net present value
Outstanding total Public Pfandbriefe
Over-Collateralisation 11,40%
risk-adjusted net present
value
Cover Pool Public Pfandbriefe
Publicationns according Sect. 28 Pfandbrief Act
Pfandbriefe outstanding and their Cover
2nd Quarter 2009 (all Pfandbrief issuers)
a)
nominal value
Outstanding Total
net present value
risk-adjusted net present
value
year 2009
year 2008
'000
€
€ '000
year 2009
'000
€
year 2008
€ '000
year 2009
€ '000
year 2008
€ '000
Mortgage Pfandbriefe
of which derivates
213.958.178
196.600.817
225.592.081
194.965.306
100.465
178.394
Cover pool
of which derivates
254.417.851
236.536.194
271.716.372
239.917.375
271.094.183
235.211.261
279.975
622.123
326.627
54.011
47.624
40.459.673
39.935.377
46.124.291
44.952.069
41.040.579
41.386.804
18,91%
20,31%
20,45%
23,06%
17,84%
21,35%
Over-Collateralisation
in % of Pfandbriefe outstanding
785
-
-
230.053.604
-
193.824.457
-
b)
nominal value
Outstanding Total
net present value
risk-adjusted net present
value
year 2009
year 2008
'000
'000
€
€
year 2009
'000
€
year 2008
'000
€
year 2009
'000
€
year 2008
'000
€
Public Pfandbriefe
of which derivates
509.317.355
596.840.493
536.999.995
589.340.349
220.800
177.681
Cover pool
of which derivates
567.933.656
602.300.712
654.688.835
485.475
2.663.012
65.300.717
65.348.486
58.348.777
60.702.959
12,16%
11,09%
11,40%
10,59%
Over-Collateralisation
in % of Pfandbriefe outstanding
-
58.616.301
11,51%
655.209.353
58.368.860
9,78%
511.690.296
570.039.073
-
573.220.093
633.923.052
-
vdp, erstellt am 11-November-2009 mit V2.51(2.51) bei vdp
Cover Assets for Mortgage Pfandbriefe according to use
(total) - all States
year 2009 - 2nd Quarter
13,93%
2,09%
7,89%
1,97%
0,33%
20,95%
9,93%
19,08%
23,84%
total amount of the payments in arrears for at least 90 days in respect of these claims: 0,11 %
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 2009 - 2nd Quarter
14,51%
11,47%
1,53%
7,37%
1,59%
0,29%
11,71%
22,60%
28,92%
total amount of the payments in arrears for at least 90 days in respect of these claims: 0,13 %
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
3,69%
4,65%
25,16%
0,49%
10,23%
1,81%
0,67%
2,98%
50,33%
total amount of the payments in arrears for at least 90 days in respect of these claims: 0,01 %
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 2009 - 2nd Quarter
14,62%
3,34%
82,04%
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 2009 (all Pfandbrief issuers)
2nd Quarter
Cover
Total - all States
Appartments
Single-Family Houses
Multi-Family Houses
year 2009
Commercial
€ '000
-------
Office Buildings
Retail Buildings
Industrial Buildings
other commercially used buildings
50.877.192
33.839.397
5.071.741
19.155.724
new buildings under construction
building land
3.322.462
589.053
112.855.569
Cover Total
total amount of the payments in arrears for at least
90 days in respect of these claims
---
Residential
€ '000
24.131.099
57.910.984
46.337.362
---------
year 2008
total
€ '000
24.131.099
57.910.984
46.337.362
Commercial
€ '000
Residential
€ '000
-------
23.104.277
56.330.319
43.801.486
23.104.277
56.330.319
43.801.486
50.877.192
33.839.397
5.071.741
19.155.724
41.343.592
28.524.213
4.195.220
16.013.362
1.450.692
209.662
4.773.154
798.715
2.014.828
421.907
1.596.091
129.570
3.610.919
551.477
130.039.799
242.895.368
92.513.122
124.961.743
217.474.865
---
268.801
---
---------
total
€ '000
---
41.343.592
28.524.213
4.195.220
16.013.362
376.290
vdp, erstellt am 11-November-2009 mit V2.51(2.51) bei vdp
2nd Quarter
Cover
Germany
Appartments
Single-Family Houses
Multi-Family Houses
year 2009
Commercial
€ '000
-------
Office Buildings
Retail Buildings
Industrial Buildings
other commercially used buildings
28.916.669
22.862.271
3.044.387
14.691.950
new buildings under construction
building land
1.798.474
417.490
71.731.241
Cover Total
total amount of the payments in arrears for at least
90 days in respect of these claims
---
Residential
€ '000
23.340.706
57.619.700
45.035.061
---------
year 2008
total
€ '000
23.340.706
57.619.700
45.035.061
Commercial
€ '000
Residential
€ '000
-------
22.734.188
56.244.420
42.512.638
22.734.188
56.244.420
42.512.638
28.916.669
22.862.271
3.044.387
14.691.950
25.368.060
20.409.073
2.990.943
12.174.945
1.364.049
168.462
3.162.523
585.952
1.753.297
394.922
1.574.815
127.570
3.328.112
522.492
127.527.978
199.259.219
63.091.240
123.193.631
186.284.871
---
262.946
---
---------
total
€ '000
---
25.368.060
20.409.073
2.990.943
12.174.945
375.290
vdp, erstellt am 11-November-2009 mit V2.51(2.51) bei vdp
Claims used as Cover for Public Pfandbriefe - all States
year 2009 - 2nd Quarter
42,20%
9,04%
13,39%
35,37%
Gesamtbetrag der mindestens 90 Tage rückständigen Leistungen: 0,00 %
Federal States
Regional Authorities
Local Authorities
Other Debtors
Claims used as Cover for public Pfandbriefe - Germany
year 2009 - 2nd Quarter
46,08%
2,19%
36,26%
15,48%
Gesamtbetrag der mindestens 90 Tage rückständigen Leistungen: 0,00 %
Federal States
Regional Authorities
Local Authorities
Other Debtors
Claims used as Cover for Public Pfandbriefe - outside of
Germany
26,73%
5,07%
31,84%
36,37%
Gesamtbetrag der mindestens 90 Tage rückständigen Leistungen: 0,00 %
Federal States
Regional Authorities
Local Authorities
Other Debtors
Public Pfandbriefe - Cover Assets
year 2009 - 2nd Quarter
16,38%
3,66%
79,96%
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 2009 (all Pfandbrief issuers)
Cover
2nd Quarter
Total - all States
Federal States
Regional Authorities
Local Authorities
Other Debtors
Total
year 2009
€ '000
year 2008
€ '000
49.914.251
195.311.654
73.936.370
233.006.188
552.168.463
62.825.083
210.138.167
78.021.413
288.621.899
639.606.562
*) Gesamtbetrag der mindestens 90 Tage rückständigen Leistungen
Germany
Federal States
Regional Authorities
Local Authorities
Other Debtors
Total
*) Gesamtbetrag der mindestens 90 Tage rückständigen Leistungen
5.227
13.228
40
2.397
20.892
1.000
12.377
172
2.959
16.508
vdp, erstellt am 11-November-2009 mit V2.51(2.51) bei vdp
Cover
2nd Quarter
in arrears *)
year 2009
year 2008
'000
€
€ '000
year 2009
'000
€
9.673.556
160.085.134
68.329.840
203.432.566
441.521.096
year 2008
€ '000
15.779.860
173.270.636
71.153.342
249.727.800
509.931.638
in arrears *)
year 2009
year 2008
'000
€
€ '000
5.227
13.228
40
2.397
20.892
1.000
12.377
172
2.959
16.508
vdp, erstellt am 11-November-2009 mit V2.51(2.51) bei vdp
Publications according Sect. 28 Pfandbrief Act
Maturities of Pfandbriefe outstanding and their respective cover pools
2nd Quarter 2009 (all Pfandbrief issuers)
a)
maturity:
2nd Quarter
<= 1 Jahr
year 2009
'000
€
year 2008
'000
€
all
(> 1 year und <= 5 years)
year 2009
year 2008
'000
'000
€
€
> 1 year und <= 2 years
year 2009
year 2008
'000
'000
€
€
> 1 year und <= 5 years
thereof
> 3 years und <= 4 years
> 2 years und <= 3 years
year 2009
year 2008
year 2009
year 2008
'000
'000
'000
'000
€
€
€
€
> 5 years und <= 10 years
> 4 years und <= 5 years
year 2009
year 2008
'000
'000
€
€
year 2009
'000
€
year 2008
'000
€
> 10 years
year 2009
'000
€
year 2008
'000
€
Mortgage Pfandbriefe
37.231.359
35.398.704
109.267.304
106.759.254
32.931.998
-
29.893.780
-
30.753.807
-
15.687.719
-
50.994.918
42.423.621
16.375.497
12.019.127
Cover Pool
70.907.617
74.517.178
103.231.508
82.783.669
25.066.010
-
25.354.350
-
26.974.858
-
25.836.290
-
66.803.114
66.698.016
13.280.654
12.396.328
b)
maturity:
<= 1 Jahr
> 1 year und <= 5 years
thereof
> 2 years und <= 3 years
> 3 years und <= 4 years
year 2009
year 2008
year 2009
year 2008
'000
'000
'000
'000
€
€
€
€
> 5 years und <= 10 years
> 10 years
year 2009
'000
€
year 2008
'000
€
all
(> 1 year und <= 5 years)
year 2009
year 2008
'000
'000
€
€
Public Pfandbriefe
109.699.275
125.277.572
229.839.897
283.356.428
87.214.393
-
54.543.640
-
50.519.365
-
37.562.499
-
94.669.703
110.673.778
75.108.040
77.534.613
Cover Pool
128.204.176
140.976.928
203.077.183
230.870.369
61.862.803
-
45.867.899
-
46.660.678
-
48.685.803
-
149.594.986
196.214.954
87.056.889
87.143.804
2nd Quarter
> 1 year und <= 2 years
year 2009
year 2008
'000
'000
€
€
> 4 years und <= 5 years
year 2009
year 2008
'000
'000
€
€
year 2009
'000
€
year 2008
'000
€
year 2009
'000
€
year 2008
'000
€
vdp, erstellt am 11-November-2009 mit V2.51(2.51) 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 2009 (all Pfandbrief issuers)
2nd Quarter
Mortgage loans in cover, total
year 2009
year 2008
€ '000
€ '000
up to 300.000 Euros
89.119.797
91.575.973
more than 300.000 up to 5 million Euros
49.968.461
50.363.745
over 5 million Euros
103.430.952
81.323.704
Total
242.519.210
223.263.422
vdp, erstellt am 11-November-2009 mit V2.51(2.51) bei vdp