The Pfandbrief 2011 | 2012

DekaBank Deutsche Girozentrale
Mainzer Landstrasse 16
60325 Frankfurt
Telephone: +49 69 7147-0
Telefax: +49 69 7147-1376
Internet: www.dekabank.de
Owners:
DSGV ö.K. (50.00 %)
Deka Erwerbsgesellschaft mbH & Co. KG (50.00 %)
Public-sector cover pool
Dec. 31, 2010
€ million in %
Dec. 31, 2009
€ million
Nominal volume 1)
by ratings 2)
AAA/Aaa/AAA
AA/Aa/AA
A/A/A
BBB/Baa/BBB
BB/Ba2/BB
without rating
by borrowers
German Federal Government
Federal states (Länder)
Local authorities
Public-sector financial institutions
Others
Other countries
of which: EU
non-EU
Further cover assets 3) nominal
Over-collateralization nominal
net present value
risk adjusted net present value 4)
20,044
18,564
1,014
361
55
50
0
229
2,632
667
14,235
556
1,725
964
761
1,153
1,684
1,935
1,714
100
92.62
5.06
1.80
0.27
0.25
0.00
1.14
13.13
3.33
71.02
2.77
8.61
4.81
3.80
24,869
24,007
649
49
164
0
0
280
2,473
880
17,774
1,264
2,197
1,393
805
1,091
2,868
3,112
2,791
1)
without “further cover assets” pursuant to § 20, par. 2 PfandBG
2)
in case of split ratings, the inferior credit rating prevails, based on Moody’s / S&P Ratings
3)
pursuant to § 20, par. 2 PfandBG
4)
according to § 28, par. 1, S. 1 PfandBG – the lowest risk-adjusted value of over-collateralization
95
Mortgage cover pool
Dec. 31, 2010
€ million in %
Dec. 31, 2009
€ million
Nominal volume 1)
by property types
residential
commercial
other
by number of cover loans
residential
commercial
other
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
Further cover assets 3) nominal
Over-collateralization nominal
net present value
risk adjusted net present value 4)
140.45
0.00
140.45
0.00
0
8
0
0.00
1.25
139.20
72.05
0.00
25.20
43.20
49.00
159.13
167.55
158.41
100
0.00
100.00
0.00
0.00
100.00
0.00
0.00
0.89
99.11
51.30
0.00
17.94
30.76
130.1
0.0
121.4
8.7
0.0
8.0
1.0
0.0
0.0
121.4
96.2
0.0
25.2
0.0
8.7
120.1
126.1
120.0
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
Presence in electronic media: Reuters: DGZ01 / Bloomberg: DEKA / www.dekabank.de
Contacts:
Anni Hönicke, Head of Real Estate Finance Tel.: +49 69 7147-7502 anni.hoenicke@deka.de
Ralf Paulsen, Head of Funding/Liquidity Management Tel.: +49 69 7147-2872 ralf.paulsen@deka.de
Dirk Schröter, Head of Liquidity Management Tel.: +49 69 7147-2936 dirk.schroeter@deka.de
Stephan Zeger, Liquidity Management Tel.: +49 69 7147-7431 stephan.zeger@deka.de