The Pfandbrief 2011 | 2012
The Pfandbrief 2011 | 2012
The Pfandbrief 2011 | 2012
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Deutsche Genossenschafts-Hypothekenbank AG<br />
Rosenstrasse 2<br />
20095 Hamburg<br />
Telephone: +49 40 3334-0<br />
Telefax: +49 40 3334-1111<br />
Internet: www.dghyp.de<br />
Shareholder:<br />
DZ BANK AG (100 %)<br />
Public-sector cover pool<br />
Dec. 31, 2010<br />
€ million in %<br />
Dec. 31, 2009<br />
€ million<br />
Nominal volume 1)<br />
by ratings 2)<br />
AAA/Aaa/AAA<br />
AA/Aa/AA<br />
A/A/A<br />
BBB/Baa/BBB<br />
without rating (largely loans to local authorities)<br />
by borrowers<br />
German Federal Government<br />
Federal states (Länder)<br />
Local authorities<br />
Public-sector financial institutions<br />
Others<br />
Other countries<br />
of which: EU<br />
non-EU<br />
by weighting<br />
0 %<br />
10 %<br />
20 %<br />
Further cover assets 3) nominal<br />
Over-collateralization nominal<br />
net present value<br />
risk adjusted net present value 4)<br />
27,081<br />
9,391<br />
5,614<br />
3,447<br />
0<br />
8,629<br />
73<br />
5,550<br />
8,797<br />
3,440<br />
489<br />
8,731<br />
8,118<br />
612<br />
22,449<br />
0<br />
4,631<br />
2,066<br />
2,716<br />
3,025<br />
2,845<br />
100<br />
34.68<br />
20.73<br />
12.73<br />
0.00<br />
31.87<br />
0.27<br />
20.50<br />
32.49<br />
12.70<br />
1.81<br />
32.24<br />
29.98<br />
2.26<br />
82.28<br />
17.72<br />
7.09<br />
7.71<br />
9.05<br />
8.58<br />
30,936<br />
11,561<br />
7,142<br />
2,248<br />
0<br />
9,985<br />
74<br />
6,434<br />
9,499<br />
4,594<br />
530<br />
12,338<br />
11,370<br />
968<br />
25,453<br />
0<br />
5,483<br />
2,532<br />
2,395<br />
2,811<br />
2,665<br />
99<br />
1)<br />
without “further cover assets” pursuant to § 20, par. 2 PfandBG<br />
2)<br />
in case of split ratings, the inferior credit rating prevails<br />
3)<br />
pursuant to § 20, par. 2 PfandBG<br />
4)<br />
according to § 28, par. 1, S. 1 PfandBG – the lowest risk-adjusted value of over-collateralization<br />
Mortgage cover pool<br />
Dec. 31, 2010<br />
€ million in %<br />
Dec. 31, 2009<br />
€ million<br />
Nominal volume 1)<br />
15,590<br />
by property types<br />
residential<br />
commercial<br />
8,431<br />
7,159<br />
by number of cover loans<br />
residential<br />
commercial<br />
128,021<br />
5,760<br />
by average loan size (actual balance) 4)<br />
up to € 0.3 million<br />
from more than € 0.3 million up to € 5.0 million<br />
over € 5.0 million<br />
8,065<br />
2,140<br />
5,385<br />
by regional distribution<br />
Germany West<br />
Germany East<br />
Berlin<br />
Other countries<br />
of which: UK<br />
France<br />
Spain<br />
Benelux countries<br />
Scandinavia<br />
others<br />
10,162<br />
1,885<br />
1,317<br />
2,226<br />
589<br />
509<br />
0<br />
250<br />
281<br />
597<br />
Further cover assets 2)<br />
Over-collateralization<br />
nominal<br />
nominal<br />
net present value<br />
risk adjusted net present value 3)<br />
1,564<br />
2,750<br />
3,611<br />
3,155<br />
1)<br />
without “further cover assets” pursuant to § 20, par. 2 PfandBG<br />
2)<br />
in case of split ratings, the inferior credit rating prevails<br />
3)<br />
pursuant to § 20, par. 2 PfandBG<br />
4)<br />
according to § 28, par. 1, S. 1 PfandBG – the lowest risk-adjusted value of over-collateralization<br />
100<br />
63.8<br />
36.2<br />
95.69<br />
4.31<br />
51.73<br />
13.73<br />
34.54<br />
65.18<br />
12.09<br />
8.45<br />
14.28<br />
3.78<br />
3.27<br />
0.00<br />
1.60<br />
1.80<br />
3.83<br />
2.49<br />
30.61<br />
35.41<br />
31.74<br />
15,431<br />
9,839<br />
5,592<br />
148,348<br />
6,597<br />
9,580<br />
2,086<br />
3,765<br />
9,604<br />
3,093<br />
1,168<br />
1,566<br />
444<br />
413<br />
0<br />
103<br />
73<br />
532<br />
385<br />
4,310<br />
4,986<br />
4,469
Change language