docMortgage Pfandbriefe
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Mortgage Pfandbriefe
Mortgage Pfandbriefe year 2008 - 1st Quarter (EUR bn) EUR bn 233.174 225.738 250 191.389 230.706 194.197 194.410 200 150 100 50 0 Over-Collateralisation 17,95% nominal value Over-Collateralisation 20,07% net present value Outstanding total Mortgage Pfandbriefe Over-Collateralisation 18,67% risk-adjusted net present value Cover Pool Mortgage Pfandbriefe Public Pfandbriefe year 2008 - 1st Quarter (EUR bn) 700 650 600 550 500 450 400 350 300 250 200 150 100 50 0 678.854 664.848 EUR bn 607.168 Over-Collateralisation 9,50% nominal value 656.956 613.421 595.836 Over-Collateralisation 10,67% net present value Outstanding total Public Pfandbriefe Over-Collateralisation 10,26% risk-adjusted net present value Cover Pool Public Pfandbriefe Publicationns according Sect. 28 Pfandbrief Act Pfandbriefe outstanding and their Cover 1st 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 191,388,758 196,286,167 194,197,199 199,296,375 40,691 23,900 Cover pool of which derivates 225,737,948 233,174,245 235,416,068 478,542 33,775 Over-Collateralisation in % of Pfandbriefe outstanding - 227,259,177 - - risk-adjusted net present value year 2008 year 2007 '000 € € '000 194,410,322 230,706,238 - 200,511,073 234,517,448 - 34,349,190 30,973,010 38,977,046 36,119,693 36,295,916 34,006,375 17.95% 15.78% 20.07% 18.12% 18.67% 16.96% 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 607,167,836 648,328,657 613,421,206 656,235,010 86,038 80,030 Cover pool of which derivates 664,847,626 678,854,094 733,552,008 2,614,805 90,470 67,912,979 65,432,888 77,316,998 61,120,258 72,413,102 10.48% 10.67% 11.78% 10.26% 10.99% Over-Collateralisation in % of Pfandbriefe outstanding - 57,679,790 9.50% 716,241,636 - 595,835,795 656,956,053 - 658,756,461 731,169,563 - vdp, erstellt am 04-August-2008 mit V2.22(2.21) bei vdp Cover Assets for Mortgage Pfandbriefe according to use (total) - all States year 2008 - 1st Quarter 14.24% 1.99% 17.16% 6.95% 1.56% 0.22% 11.14% 20.60% 26.14% total amount of the payments in arrears for at least 90 days in respect of these claims: 0,21 % 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 - 1st Quarter 12.91% 11.08% 1.63% 6.49% 1.74% 0.24% 12.64% 23.16% 30.10% total amount of the payments in arrears for at least 90 days in respect of these claims: 0,24 % 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 - 1st Quarter 4.33% 34.87% 0.42% 0.09% 9.94% 1.35% 0.23% 3.87% 44.90% 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 - 1st Quarter 11.66% 1.61% 86.73% 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 1st Quarter 2008 (all Pfandbrief issuers) 1st 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 35,870,706 29,768,625 4,158,329 14,534,048 new buildings under construction building land 1,677,834 335,093 86,344,635 Cover Total total amount of the payments in arrears for at least 90 days in respect of these claims --- Residential € '000 23,294,089 54,647,064 43,070,688 --------- year 2007 total € '000 23,294,089 54,647,064 43,070,688 Commercial € '000 Residential € '000 ------- 24,826,984 60,592,032 44,660,547 24,826,984 60,592,032 44,660,547 35,870,706 29,768,625 4,158,329 14,534,048 33,810,227 27,139,104 3,744,997 13,822,557 1,592,879 124,224 3,270,713 459,317 1,804,748 214,810 1,730,150 114,470 3,534,898 329,280 122,728,944 209,073,579 80,536,443 131,924,183 212,460,626 --- 432,981 --- --------- total € '000 --- 33,810,227 27,139,104 3,744,997 13,822,557 526,216 vdp, erstellt am 04-August-2008 mit V2.22(2.21) bei vdp 1st Quarter Cover Germany Appartments Single-Family Houses Multi-Family Houses year 2008 Commercial € '000 ------- Office Buildings Retail Buildings Industrial Buildings other commercially used buildings 23,418,440 20,097,117 2,957,462 11,777,256 new buildings under construction building land 1,582,061 311,346 60,143,682 Cover Total total amount of the payments in arrears for at least 90 days in respect of these claims --- Residential € '000 22,919,260 54,583,727 41,996,939 --------- year 2007 total € '000 22,919,260 54,583,727 41,996,939 Commercial € '000 Residential € '000 ------- 24,564,229 60,546,134 43,866,124 24,564,229 60,546,134 43,866,124 23,418,440 20,097,117 2,957,462 11,777,256 22,984,842 19,535,812 3,260,279 12,051,707 1,571,602 124,224 3,153,663 435,570 1,605,579 213,310 1,730,002 113,470 3,335,581 326,780 121,195,752 181,339,434 59,651,529 130,819,959 190,471,488 --- 432,981 --- --------- total € '000 --- 22,984,842 19,535,812 3,260,279 12,051,707 523,267 vdp, erstellt am 04-August-2008 mit V2.22(2.21) bei vdp Claims used as Cover for Public Pfandbriefe - all States year 2008 - 1st Quarter 45.16% 9.65% 11.91% 33.28% 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 - 1st Quarter 48.63% 3.20% 34.45% 13.71% 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 - 1st Quarter 30.86% 4.53% 36.14% 28.47% 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 - 1st Quarter 16.34% 3.23% 80.43% 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 1st Quarter 2008 (all Pfandbrief issuers) Cover 1st Quarter Total - all States Federal States Regional Authorities Local Authorities Other Debtors Total year 2008 € '000 year 2007 € '000 62,831,386 216,770,069 77,592,906 294,092,347 651,286,708 86,216,871 223,906,533 72,972,808 303,088,948 686,185,160 *) 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 14,594 40 3,412 18,046 40 12,971 523 12,669 26,203 vdp, erstellt am 04-August-2008 mit V2.22(2.21) bei vdp Cover 1st Quarter in arrears *) year 2008 year 2007 '000 € € '000 year 2008 '000 € 16,780,423 180,485,259 71,818,495 254,767,421 523,851,598 year 2007 € '000 38,881,508 195,374,569 69,472,894 269,143,948 572,872,919 in arrears *) year 2008 year 2007 '000 € € '000 14,594 40 3,412 18,046 40 12,971 523 12,669 26,203 vdp, erstellt am 04-August-2008 mit V2.22(2.21) bei vdp Publications according Sect. 28 Pfandbrief Act Maturities of Pfandbriefe outstanding and their respective cover pools 1st Quarter 2008 (all Pfandbrief issuers) a) maturity: 1st 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 € '000 > 10 years year 2008 year 2007 € '000 € '000 Mortgage Pfandbriefe 36,972,872 32,713,016 100,843,927 104,474,339 42,185,785 48,197,172 11,385,873 10,901,639 Cover Pool 67,882,288 57,880,953 80,180,219 90,627,400 66,090,434 66,776,739 11,500,164 11,877,518 b) maturity: 1st 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 € '000 Public Pfandbriefe 131,008,572 111,727,698 288,020,944 333,955,647 112,074,514 127,712,893 Cover Pool 147,353,125 168,681,042 231,275,218 259,906,768 197,179,702 201,241,348 > 10 years year 2008 year 2007 € '000 € '000 75,921,513 75,660,288 83,913,685 86,365,460 vdp, erstellt am 04-August-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 1st Quarter 2008 (all Pfandbrief issuers) 1st Quarter Mortgage loans in cover, total year 2008 year 2007 € '000 € '000 up to 300.000 Euros 87,691,014 95,508,958 more than 300.000 up to 5 million Euros 50,332,334 54,344,102 over 5 million Euros 75,154,376 64,253,134 213,177,724 214,106,194 Total vdp, erstellt am 04-August-2008 mit V2.22(2.21) bei vdp
