The Pfandbrief 2011 | 2012

M.M.Warburg & CO Hypothekenbank AG
Colonnaden 5
20354 Hamburg
Telephone: +49 40 355334-0
e-mail: warburg.hyp@warburghyp.de
Internet: www.warburghyp.de
Shareholder:
M.M.Warburg & CO KGaA (100 %)
Public-sector cover pool
Dec. 31, 2009
€ million in %
Dec. 31, 2008
€ million
Nominal volume 1)
by borrowers
German Federal Government
Federal states (Länder)
Local authorities
Public-sector financial institutions
Other countries
Further cover assets 3) nominal
Over-collateralization nominal
net present value
risk adjusted net present value 4)
186
0
5
0
181
0
23
22
21
100
0
3
0
97
14
13
12
244
0
0
0
244
0
0
34
36
35
1)
without “further cover assets” pursuant to § 20, par. 2 PfandBG
2)
in case of split ratings, the inferior credit rating prevails
3)
pursuant to § 20, par. 2 PfandBG
4)
according to § 28, par. 1, S. 1 PfandBG – the lowest risk-adjusted value of over-collateralization
Mortgage cover pool
Dec. 31, 2009
€ million in %
Dec. 31, 2008
€ million
Nominal volume 1)
by property types
residential
commercial
by number of cover loans
residential
commercial
by average loan size (actual balance) 5)
up to € 0.3 million
from more than € 0.3 million up to € 5.0 million
over € 5.0 million
by regional distribution
Germany West
Germany East
Berlin
Other countries
of which: UK
France
Spain
Benelux countries
Scandinavia
others
Further cover assets 3) nominal
Over-collateralization nominal
net present value
risk adjusted net present value 4)
823
131
692
179
187
13
333
477
678
47
86
12
12
40
59
62
53
100
16
84
49
51
2
40
58
83
6
10
1
5.1
7.3
7.2
5.9
792
119
673
176
182
13
309
470
671
38
71
12
62
48
53
43
133
1)
without “further cover assets” pursuant to § 19, par. 1 PfandBG
3)
pursuant to § 19, par. 1 PfandBG
4)
according to § 28, par. 1, S. 1 PfandBG – the lowest risk-adjusted value of over-collateralization
5)
pursuant to § 28, par. 2 no. 1 a) PfandBG – total amount per tranche
Ship cover pool
Dec. 31, 2010
€ million in %
Dec. 31, 2009
€ million
0
Nominal volume 1)
risk adjusted net present value 4) 0
by average loan size (actual balance) 5) up to € 0.3 million
0
from more than € 0.3 million up to € 5.0 million
0
over € 5.0 million
0
Countries of registry Germany
0
Further cover assets 3) nominal
0
Over-collateralization nominal
0
net present value
0
1)
without “further cover assets” pursuant to § 19, par. 1 PfandBG
3)
pursuant to § 19, par. 1 PfandBG
5)
pursuant to § 28, par. 2 no. 1 a) PfandBG – total amount per tranche
0
0
0
0
0
0
0
0
0
13
0
13
0
13
1
10
11
10