DVB · Q3 2020
DVB Bank SE
Institution report with full transparency disclosures under section 28 PfandBG.
Key figures
Overview by Pfandbrief type
Outstanding Pfandbriefe, cover assets and reported overcollateralisation by Pfandbrief type.
| Ship Pfandbriefe | |
|---|---|
| Outstanding Pfandbriefe | 250.0 EUR million |
| Cover pool | 597.3 EUR million |
| Voluntary overcollateralisation | not reported |
| Statutory overcollateralisation | not reported |
| Overcollateralisation | 347.3 EUR million |
Full report
All submitted values
Organised by record type and data section. All monetary amounts are shown in EUR million.
TA
General cover data
Record type TA
Ship PfandbriefeData section S 37 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Nominal value | Total | – | 250.0 EUR million |
| w2 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Nominal value of which derivatives | Total | – | 0.0 EUR million |
| w3 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Nominal value | Total | – | 597.3 EUR million |
| w4 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Nominal value of which derivatives | Total | – | 0.0 EUR million |
| w5 | Overcollateralisation under the vdp credit quality differentiation modelOvercollateralisation - Nominal value | Total | – | 347.3 EUR million |
| w6 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Net present value | Total | – | 250.0 EUR million |
| w7 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Net present value of which derivatives | Total | – | 0.0 EUR million |
| w8 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Net present value | Total | – | 664.0 EUR million |
| w9 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Net present value of which derivatives | Total | – | 0.0 EUR million |
| w10 | Overcollateralisation under the vdp credit quality differentiation modelOvercollateralisation - Net present value | Total | – | 414.0 EUR million |
| w11 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Risk-adjusted net present value | Total | – | 250.0 EUR million |
| w12 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Risk-adjusted net present value of which derivatives | Total | – | 0.0 EUR million |
| w13 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Risk-adjusted net present value | Total | – | 605.7 EUR million |
| w14 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Risk-adjusted net present value of which derivatives | Total | – | 0.0 EUR million |
| w15 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 250.0 EUR million |
| w16 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 27.2 EUR million |
| w17 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w18 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 133.9 EUR million |
| w19 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w20 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 31.2 EUR million |
| w21 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w22 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 56.3 EUR million |
| w23 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w24 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 112.8 EUR million |
| w25 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w26 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 21.4 EUR million |
| w27 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w28 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 14.0 EUR million |
| w29 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w30 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 200.5 EUR million |
| w31 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w32 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 0.0 EUR million |
| w33 | Cover assets by size (disclosure under § 28 subsection 4 no. 1a PfandBG)Cover assets (≤ 300 thousand) | Total | – | 0.0 EUR million |
| w34 | Cover assets by size (disclosure under § 28 subsection 4 no. 1a PfandBG)Cover assets (300 thousand < cover assets ≤ 1 million) | Total | – | 3.5 EUR million |
| w35 | Cover assets by size (disclosure under § 28 subsection 4 no. 1a PfandBG)Cover assets (1 million < cover assets ≤ 10 million) | Total | – | 378.3 EUR million |
| w36 | Cover assets by size (disclosure under § 28 subsection 4 no. 1a PfandBG)Cover assets (cover assets > 10 million) | Total | – | 0.0 EUR million |
| – | Additional informationRisk-adjusted net present value calculation method | Total | – | Dynamic approach Code: D |
TD
Primary cover assets
Record type TD
Ship PfandbriefeData section S 32 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Loan figuresCover assets for sea-going ships | Bahamas | – | 2.8 EUR million |
| w2 | Loan figuresCover assets for inland vessels | Bahamas | – | 0.0 EUR million |
| w3 | Loan figuresTotal payments overdue by at least 90 days | Bahamas | – | 0.0 EUR million |
| w4 | Loan figuresTotal overdue claims where the respective arrears amount to at least 5% of the claim | Bahamas | – | 0.0 EUR million |
| w1 | Loan figuresCover assets for sea-going ships | Cyprus | – | 8.3 EUR million |
| w2 | Loan figuresCover assets for inland vessels | Cyprus | – | 0.0 EUR million |
| w3 | Loan figuresTotal payments overdue by at least 90 days | Cyprus | – | 0.0 EUR million |
| w4 | Loan figuresTotal overdue claims where the respective arrears amount to at least 5% of the claim | Cyprus | – | 0.0 EUR million |
| w1 | Loan figuresCover assets for sea-going ships | Germany | – | 9.2 EUR million |
| w2 | Loan figuresCover assets for inland vessels | Germany | – | 0.0 EUR million |
| w3 | Loan figuresTotal payments overdue by at least 90 days | Germany | – | 0.0 EUR million |
| w4 | Loan figuresTotal overdue claims where the respective arrears amount to at least 5% of the claim | Germany | – | 0.0 EUR million |
| w1 | Loan figuresCover assets for sea-going ships | Greece | – | 18.3 EUR million |
| w2 | Loan figuresCover assets for inland vessels | Greece | – | 0.0 EUR million |
| w3 | Loan figuresTotal payments overdue by at least 90 days | Greece | – | 0.0 EUR million |
| w4 | Loan figuresTotal overdue claims where the respective arrears amount to at least 5% of the claim | Greece | – | 0.0 EUR million |
| w1 | Loan figuresCover assets for sea-going ships | Croatia | – | 10.5 EUR million |
| w2 | Loan figuresCover assets for inland vessels | Croatia | – | 0.0 EUR million |
| w3 | Loan figuresTotal payments overdue by at least 90 days | Croatia | – | 0.0 EUR million |
| w4 | Loan figuresTotal overdue claims where the respective arrears amount to at least 5% of the claim | Croatia | – | 0.0 EUR million |
| w1 | Loan figuresCover assets for sea-going ships | Liberia | – | 105.3 EUR million |
| w2 | Loan figuresCover assets for inland vessels | Liberia | – | 0.0 EUR million |
| w3 | Loan figuresTotal payments overdue by at least 90 days | Liberia | – | 0.0 EUR million |
| w4 | Loan figuresTotal overdue claims where the respective arrears amount to at least 5% of the claim | Liberia | – | 0.0 EUR million |
| w1 | Loan figuresCover assets for sea-going ships | Marshall Islands | – | 114.2 EUR million |
| w2 | Loan figuresCover assets for inland vessels | Marshall Islands | – | 0.0 EUR million |
| w3 | Loan figuresTotal payments overdue by at least 90 days | Marshall Islands | – | 0.0 EUR million |
| w4 | Loan figuresTotal overdue claims where the respective arrears amount to at least 5% of the claim | Marshall Islands | – | 0.0 EUR million |
| w1 | Loan figuresCover assets for sea-going ships | Malta | – | 113.2 EUR million |
| w2 | Loan figuresCover assets for inland vessels | Malta | – | 0.0 EUR million |
| w3 | Loan figuresTotal payments overdue by at least 90 days | Malta | – | 0.0 EUR million |
| w4 | Loan figuresTotal overdue claims where the respective arrears amount to at least 5% of the claim | Malta | – | 0.0 EUR million |
TW
Further cover assets
Record type TW
Ship PfandbriefeData section S 10 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Further cover assetsTotal further cover assets | Germany | – | 15.0 EUR million |
| w2 | Further cover assets(of which) Compensation claims (§ 26 subsection 1 no. 2) | Germany | – | 0.0 EUR million |
| w3 | Further cover assets(Cash) claims within the meaning of § 26 subsection 1 no. 3 | Germany | – | 15.0 EUR million |
| w4 | Further cover assets(of which) covered bonds within the meaning of Art. 129 Regulation (EU) no. 575/2013 | Germany | – | 0.0 EUR million |
| w5 | Further cover assetsClaims within the meaning of § 26 subsection 1 no. 4 | Germany | – | 0.0 EUR million |
| w1 | Further cover assetsTotal further cover assets | France | – | 200.5 EUR million |
| w2 | Further cover assets(of which) Compensation claims (§ 26 subsection 1 no. 2) | France | – | 0.0 EUR million |
| w3 | Further cover assets(Cash) claims within the meaning of § 26 subsection 1 no. 3 | France | – | 200.5 EUR million |
| w4 | Further cover assets(of which) covered bonds within the meaning of Art. 129 Regulation (EU) no. 575/2013 | France | – | 0.0 EUR million |
| w5 | Further cover assetsClaims within the meaning of § 26 subsection 1 no. 4 | France | – | 0.0 EUR million |
TK
Key figures
Record type TK
Ship PfandbriefeData section S 22 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Key figures (disclosure under § 28 subsection 1 nos. 8 to 10 PfandBG)Share of fixed-rate Pfandbriefe in outstanding Pfandbriefe, in percent (§28 subsection 1 no. 9) | Total | – | 0.0 % |
| w2 | Other valuesValue w2 | Total | – | 0.0 |
| w3 | Key figures (disclosure under § 28 subsection 1 nos. 8 to 10 PfandBG)Total claims used as cover assets exceeding the percentage limits under § 26 no. 3. (§ 28 subsection 1 no. 8 PfandBG) | Total | – | 0.0 EUR million |
| w4 | Key figures (disclosure under § 28 subsection 1 nos. 8 to 10 PfandBG)Total claims used as cover assets exceeding the percentage limits under §26 subsection 1 no. 4 (§28 subsection 1 no. 8 PfandBG) | Total | – | 0.0 EUR million |
| w5 | Key figures (disclosure under § 28 subsection 1 nos. 8 to 10 PfandBG)Share of fixed-rate cover assets in total cover assets, in percent (§ 28 subsection 1 no. 9 PfandBG) | Total | – | 37.6 % |
| w6 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)CAD | Total | – | 0.0 EUR million |
| w7 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)CHF | Total | – | 0.0 EUR million |
| w8 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)CZK | Total | – | 0.0 EUR million |
| w9 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)DKK | Total | – | 0.0 EUR million |
| w10 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)GBP | Total | – | 0.0 EUR million |
| w11 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)HKD | Total | – | 0.0 EUR million |
| w12 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)JPY | Total | – | 0.0 EUR million |
| w13 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)NOK | Total | – | 0.0 EUR million |
| w14 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)SEK | Total | – | 0.0 EUR million |
| w15 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)USD | Total | – | 355.4 EUR million |
| w16 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)AUD | Total | – | 0.0 EUR million |
| w17 | Other valuesValue w17 | Total | – | 0.0 |
| w18 | Other valuesValue w18 | Total | – | 0.0 |
| w19 | Other valuesValue w19 | Total | – | 0.0 |
| w20 | Other valuesValue w20 | Total | – | 0.0 |
| w21 | Other valuesValue w21 | Total | – | 0.0 |
| w22 | Other valuesValue w22 | Total | – | 0.0 |
TE
Extended disclosures
Record type TE
Ship PfandbriefeData section S 48 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Key figuresWAL of cover assets (years) | Total | – | 3.1 |
| w2 | Key figuresWAL of outstanding Pfandbriefe (years) | Total | – | 0.0 |
| w3 | Key figuresVolume of central-bank-eligible securities | Total | – | 215.5 EUR million |
| w4 | Key figuresType of swap counterparties | Total | – | None Code: N |
| w5 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in EUR | Total | – | 250.0 EUR million |
| w6 | Cover assets by currency (nominal currency positions in euro)Cover pool in EUR | Total | – | 215.5 EUR million |
| w7 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in AUD | Total | – | 0.0 EUR million |
| w8 | Cover assets by currency (nominal currency positions in euro)Cover pool in AUD | Total | – | 0.0 EUR million |
| w9 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in CAD | Total | – | 0.0 EUR million |
| w10 | Cover assets by currency (nominal currency positions in euro)Cover assets in CAD | Total | – | 0.0 EUR million |
| w11 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in CHF | Total | – | 0.0 EUR million |
| w12 | Cover assets by currency (nominal currency positions in euro)Cover pool in CHF | Total | – | 0.0 EUR million |
| w13 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in CZK | Total | – | 0.0 EUR million |
| w14 | Cover assets by currency (nominal currency positions in euro)Cover pool in CZK | Total | – | 0.0 EUR million |
| w15 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in DKK | Total | – | 0.0 EUR million |
| w16 | Cover assets by currency (nominal currency positions in euro)Cover pool in DKK | Total | – | 0.0 EUR million |
| w17 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in GBP | Total | – | 0.0 EUR million |
| w18 | Cover assets by currency (nominal currency positions in euro)Cover pool in GBP | Total | – | 0.0 EUR million |
| w19 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in HKD | Total | – | 0.0 EUR million |
| w20 | Cover assets by currency (nominal currency positions in euro)Cover pool in HKD | Total | – | 0.0 EUR million |
| w21 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in JPY | Total | – | 0.0 EUR million |
| w22 | Cover assets by currency (nominal currency positions in euro)Cover pool in JPY | Total | – | 0.0 EUR million |
| w23 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in NOK | Total | – | 0.0 EUR million |
| w24 | Cover assets by currency (nominal currency positions in euro)Cover pool in NOK | Total | – | 0.0 EUR million |
| w25 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in SEK | Total | – | 0.0 EUR million |
| w26 | Cover assets by currency (nominal currency positions in euro)Cover pool in SEK | Total | – | 0.0 EUR million |
| w27 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in USD | Total | – | 0.0 EUR million |
| w28 | Cover assets by currency (nominal currency positions in euro)Cover pool in USD | Total | – | 381.8 EUR million |
| w29 | Other valuesValue w29 | Total | – | 0.0 |
| w30 | Other valuesValue w30 | Total | – | 0.0 |
| w31 | Other valuesValue w31 | Total | – | 0.0 |
| w32 | Other valuesValue w32 | Total | – | 0.0 |
| w33 | Other valuesValue w33 | Total | – | 0.0 |
| w34 | Other valuesValue w34 | Total | – | 0.0 |
| w35 | Pfandbrief ratingFitch | Total | – | n/a |
| w36 | Pfandbrief ratingMoodys | Total | – | n/a |
| w37 | Pfandbrief ratingS&P | Total | – | n/a |
| w38 | Pfandbrief ratingDBRS | Total | – | n/a |
| w39 | Pfandbrief ratingScope | Total | – | n/a |
| w40 | Other key figuresNumber of loans | Total | – | 22.0 |
| w41 | Other key figuresNumber of borrowers | Total | – | 22.0 |
| w42 | Other key figuresWeighted average loan-to-value ratio in % (also based on market values) | Total | – | 49.0 % |
| w43 | Other key figuresClaims against central banks and credit institutions within the meaning of § 28 subsection 1 no. 5 (credit quality step 1) | Total | – | 215.5 EUR million |
| w44 | Other key figuresClaims against central banks and credit institutions within the meaning of § 28 subsection 1 no. 5 (credit quality step 2) | Total | – | 0.0 EUR million |
| w45 | Other key figuresCover assets by age <= 1 year | Total | – | 0.0 EUR million |
| w46 | Other key figuresCover assets by age > 1 year <= 5 years | Total | – | 127.5 EUR million |
| w47 | Other key figuresCover assets by age > 5 years <= 10 years | Total | – | 190.8 EUR million |
| w48 | Other key figuresCover assets by age > 10 years <= 20 years | Total | – | 63.5 EUR million |
Units and interpretation
- All monetary values are shown in EUR million.
- Numbers in the summaries and the full data table are rounded to one decimal place.
- Percentage, text and selection fields are not scaled.
- JSON and CSV contain this report's published source data with the reported precision.