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The Pfandbrief 2011 | 2012

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Deutsche Hypothekenbank (Actien-Gesellschaft)<br />

Georgsplatz 8<br />

30159 Hanover<br />

Telephone: +49 511 3045-0<br />

Telefax: +49 511 3045-459<br />

Internet: www.deutsche-hypo.de<br />

Shareholder:<br />

NORD/LB<br />

Norddeutsche Landesbank Girozentrale (100%)<br />

Public-sector cover pool<br />

Dec. 31, 2009<br />

€ million in %<br />

Dec. 31, 2008<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 />

BB/Ba/BB<br />

without rating<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 />

16,886<br />

4,585<br />

8,440<br />

3,674<br />

107<br />

80<br />

0<br />

279<br />

4,805<br />

1,033<br />

2,660<br />

1,029<br />

7,080<br />

5,606<br />

1,474<br />

10,698<br />

714<br />

5,474<br />

655<br />

1,310<br />

1,702<br />

1,541<br />

100<br />

27<br />

50<br />

22<br />

0.6<br />

0.4<br />

0<br />

2<br />

28<br />

6<br />

16<br />

6<br />

42<br />

79<br />

21<br />

63<br />

4<br />

33<br />

4<br />

8<br />

10<br />

9<br />

16,648<br />

4,334<br />

9,846<br />

2,263<br />

188<br />

17<br />

0<br />

458<br />

5,121<br />

856<br />

3,242<br />

271<br />

6,700<br />

5,241<br />

1,459<br />

10,759<br />

1,177<br />

4,712<br />

0<br />

671<br />

1,332<br />

975<br />

101<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 />

by property types<br />

residential<br />

commercial<br />

by number of cover loans<br />

residential<br />

commercial<br />

by average loan size (actual balance) 5)<br />

up to € 0.3 million<br />

from more than € 0.3 million up to € 5.0 million<br />

over € 5.0 million<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 />

Further cover assets 3) nominal<br />

Over-collateralization nominal<br />

net present value<br />

risk adjusted net present value 4)<br />

7,315<br />

1,807<br />

5,508<br />

8,925<br />

894<br />

645<br />

1,429<br />

5,241<br />

3,141<br />

626<br />

516<br />

3,032<br />

688<br />

347<br />

246<br />

766<br />

0<br />

985<br />

731<br />

1,470<br />

1,576<br />

1,383<br />

100<br />

25<br />

75<br />

91<br />

9<br />

9<br />

20<br />

71<br />

43<br />

9<br />

7<br />

41<br />

23<br />

11<br />

8<br />

25<br />

0<br />

33<br />

6,107<br />

1,698<br />

4,409<br />

9,475<br />

812<br />

668<br />

1,195<br />

4,244<br />

2,772<br />

640<br />

463<br />

2,232<br />

605<br />

242<br />

191<br />

448<br />

0<br />

746<br />

0<br />

1,255<br />

1,342<br />

1,201<br />

1)<br />

without “further cover assets” pursuant to § 19, par. 1 PfandBG<br />

3)<br />

pursuant to § 19, par. 1 PfandBG<br />

4)<br />

according to § 28, par. 1, S. 1 PfandBG – the lowest risk-adjusted value of over-collateralization<br />

5)<br />

pursuant to § 28, par. 2 no. 1 a) PfandBG – total amount per tranche

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