The Pfandbrief 2011 | 2012
The Pfandbrief 2011 | 2012
The Pfandbrief 2011 | 2012
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Kreissparkasse Köln<br />
Neumarkt 18 – 24<br />
50667 Cologne<br />
Telephone: +49 221 227-01<br />
Telefax +49 221 227-3920<br />
Internet: www.ksk-koeln.de<br />
Owner:<br />
Zweckverband für die Kreissparkasse Köln<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<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 />
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 />
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 />
483<br />
0<br />
20<br />
0<br />
0<br />
463<br />
0<br />
2<br />
342<br />
18<br />
121<br />
0<br />
483<br />
0<br />
244<br />
272<br />
241<br />
100<br />
0.0<br />
4.1<br />
0.0<br />
0.0<br />
95.9<br />
0.0<br />
0.4<br />
70.8<br />
3.7<br />
25.1<br />
0.0<br />
100.0<br />
0.0<br />
102.4<br />
106.5<br />
114.4<br />
311<br />
0<br />
20<br />
0<br />
0<br />
291<br />
0<br />
2<br />
272<br />
20<br />
17<br />
0<br />
311<br />
0<br />
0<br />
0<br />
144<br />
150<br />
131<br />
125<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 />
Further cover assets 3) nominal<br />
Over-collateralization nominal<br />
net present value<br />
risk adjusted net present value 4)<br />
1,268<br />
1,076<br />
192<br />
11,119<br />
730<br />
921<br />
336<br />
11<br />
1,252<br />
7<br />
9<br />
0<br />
339<br />
225<br />
340<br />
285<br />
100<br />
84.9<br />
15.1<br />
93.8<br />
6.2<br />
72.6<br />
26.5<br />
0.9<br />
98.7<br />
0.6<br />
0.7<br />
0.0<br />
100.0<br />
16.3<br />
24.1<br />
22.2<br />
1,067<br />
894<br />
173<br />
9,099<br />
585<br />
776<br />
285<br />
5<br />
1,053<br />
7<br />
7<br />
0<br />
274<br />
406<br />
488<br />
427<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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