LIB · Q2 2023
LIGA Bank eG
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.
| Mortgage Pfandbriefe | Public sector Pfandbriefe | |
|---|---|---|
| Outstanding Pfandbriefe | 157.8 EUR million | 90.0 EUR million |
| Cover pool | 297.2 EUR million | 159.9 EUR million |
| Voluntary overcollateralisation | 132.9 EUR million | 66.4 EUR million |
| Statutory overcollateralisation | 6.5 EUR million | 3.4 EUR million |
| Overcollateralisation | 139.4 EUR million | 69.9 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
Mortgage PfandbriefeData section H 55 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 | – | 157.8 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 | – | 297.2 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 | OvercollateralisationStatutory overcollateralisation - Nominal value | Total | – | 6.5 EUR million |
| w6 | OvercollateralisationContractual overcollateralisation - Nominal value | Total | – | 0.0 EUR million |
| w7 | OvercollateralisationVoluntary overcollateralisation - Nominal value | Total | – | 132.9 EUR million |
| w8 | Overcollateralisation under the vdp credit quality differentiation modelOvercollateralisation - Nominal value | Total | – | 0.0 EUR million |
| w9 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Net present value | Total | – | 140.9 EUR million |
| w10 | 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 |
| w11 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Net present value | Total | – | 262.4 EUR million |
| w12 | 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 |
| w13 | OvercollateralisationStatutory overcollateralisation - Net present value | Total | – | 5.6 EUR million |
| w14 | OvercollateralisationContractual overcollateralisation- Net present value | Total | – | 0.0 EUR million |
| w15 | OvercollateralisationVoluntary overcollateralisation - Net present value | Total | – | 115.9 EUR million |
| w16 | Overcollateralisation under the vdp credit quality differentiation modelOvercollateralisation - Net present value | Total | – | 0.0 EUR million |
| w17 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Risk-adjusted net present value | Total | – | 117.2 EUR million |
| w18 | 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 |
| w19 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Risk-adjusted net present value | Total | – | 226.9 EUR million |
| w20 | 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 |
| w21 | Other valuesValue w21 | Total | – | 0.0 |
| w22 | Other valuesValue w22 | Total | – | 0.0 |
| w23 | Other valuesValue w23 | Total | – | 0.0 |
| w24 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w25 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 0.0 EUR million |
| w26 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w27 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w28 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 0.0 EUR million |
| w29 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w30 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w31 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 0.0 EUR million |
| w32 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w33 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w34 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 0.0 EUR million |
| w35 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w36 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 20.0 EUR million |
| w37 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 0.0 EUR million |
| w38 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w39 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w40 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 10.0 EUR million |
| w41 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 20.0 EUR million |
| w42 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w43 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 0.0 EUR million |
| w44 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w45 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 107.3 EUR million |
| w46 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 61.5 EUR million |
| w47 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 66.5 EUR million |
| w48 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 30.5 EUR million |
| w49 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 30.5 EUR million |
| w50 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 71.3 EUR million |
| w51 | Cover assets by size (disclosure under § 28 subsection 2 no. 1a PfandBG)Cover assets (≤ 300 thousand) | Total | – | 17.5 EUR million |
| w52 | Cover assets by size (disclosure under § 28 subsection 2 no. 1a PfandBG)Cover assets (> 300 thousand ≤ 1 million) | Total | – | 11.2 EUR million |
| w53 | Cover assets by size (disclosure under § 28 subsection 2 no. 1a PfandBG)Cover assets (> 1 million ≤ 10 million) | Total | – | 167.9 EUR million |
| w54 | Cover assets by size (disclosure under § 28 subsection 2 no. 1a PfandBG)Cover assets (cover assets > 10 million) | Total | – | 90.6 EUR million |
| – | Additional informationRisk-adjusted net present value calculation method | Total | – | Static approach Code: s |
Public sector PfandbriefeData section O 55 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 | – | 90.0 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 | – | 159.9 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 | OvercollateralisationStatutory overcollateralisation - Nominal value | Total | – | 3.4 EUR million |
| w6 | OvercollateralisationContractual overcollateralisation - Nominal value | Total | – | 0.0 EUR million |
| w7 | OvercollateralisationVoluntary overcollateralisation - Nominal value | Total | – | 66.4 EUR million |
| w8 | Overcollateralisation under the vdp credit quality differentiation modelOvercollateralisation - Nominal value | Total | – | 0.0 EUR million |
| w9 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Net present value | Total | – | 71.2 EUR million |
| w10 | 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 |
| w11 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Net present value | Total | – | 147.5 EUR million |
| w12 | 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 |
| w13 | OvercollateralisationStatutory overcollateralisation - Net present value | Total | – | 3.1 EUR million |
| w14 | OvercollateralisationContractual overcollateralisation- Net present value | Total | – | 0.0 EUR million |
| w15 | OvercollateralisationVoluntary overcollateralisation - Net present value | Total | – | 73.2 EUR million |
| w16 | Overcollateralisation under the vdp credit quality differentiation modelOvercollateralisation - Net present value | Total | – | 0.0 EUR million |
| w17 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Risk-adjusted net present value | Total | – | 58.7 EUR million |
| w18 | 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 |
| w19 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Risk-adjusted net present value | Total | – | 126.6 EUR million |
| w20 | 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 |
| w21 | Other valuesValue w21 | Total | – | 0.0 |
| w22 | Other valuesValue w22 | Total | – | 0.0 |
| w23 | Other valuesValue w23 | Total | – | 0.0 |
| w24 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w25 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 17.0 EUR million |
| w26 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w27 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w28 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 5.7 EUR million |
| w29 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w30 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w31 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 7.4 EUR million |
| w32 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w33 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w34 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 4.2 EUR million |
| w35 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w36 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w37 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 8.1 EUR million |
| w38 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w39 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w40 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 20.3 EUR million |
| w41 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w42 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w43 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 12.1 EUR million |
| w44 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 0.0 EUR million |
| w45 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 70.0 EUR million |
| w46 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 34.0 EUR million |
| w47 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 70.0 EUR million |
| w48 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe | Total | – | 20.0 EUR million |
| w49 | Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool | Total | – | 51.1 EUR million |
| w50 | Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension | Total | – | 20.0 EUR million |
| w51 | Cover assets by size (disclosure under § 28 subsection 3 no. 1 PfandBG)Cover assets (≤ 10 million) | Total | – | 70.2 EUR million |
| w52 | Cover assets by size (disclosure under § 28 subsection 3 no. 1 PfandBG)Cover assets (10million < cover assets ≤ 100 million) | Total | – | 89.7 EUR million |
| w53 | Cover assets by size (disclosure under § 28 subsection 3 no. 1 PfandBG)Cover assets (> 100 million) | Total | – | 0.0 EUR million |
| w54 | Other valuesValue w54 | Total | – | 0.0 |
| – | Additional informationRisk-adjusted net present value calculation method | Total | – | Static approach Code: s |
TK
Key figures
Record type TK
Mortgage PfandbriefeData section H 34 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Share of fixed-rate Pfandbriefe in outstanding Pfandbriefe, in percent (§28 subsection 1 no. 13 PfandBG) | Total | – | 100.0 % |
| w2 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Total claims under § 12 subsection 1, exceeding the limits under § 13 subsection 1 sentence 2 second half-sentence (§ 28 subsection 1 no. 11 PfandBG) | Total | – | 0.0 EUR million |
| w3 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Total assets under § 19 subsection 1, exceeding the limits under § 19 subsection 1 sentence 7 (§ 28 subsection 1 no. 11 PfandBG) | Total | – | 0.0 EUR million |
| w4 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Claims exceeding the limit under § 19 subsection 1 no. 2 (§ 28 subsection 1 no. 12 PfandBG) | Total | – | 0.0 EUR million |
| w5 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Claims exceeding the limit under § 19 subsection 1 no. 3 (§ 28 subsection 1 no. 12 PfandBG) | Total | – | 0.0 EUR million |
| w6 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Claims exceeding the limit under § 19 subsection 1 no. 4 (§ 28 subsection 1 no. 12 PfandBG) | Total | – | 0.0 EUR million |
| w7 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Share of fixed-rate cover assets in total cover assets, in percent (§ 28 subsection 1 no. 13 PfandBG) | Total | – | 100.0 % |
| w8 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 14 PfandBG) (balance of assets and liabilities)CAD | 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. 14 PfandBG) (balance of assets and liabilities)CHF | 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. 14 PfandBG) (balance of assets and liabilities)CZK | 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. 14 PfandBG) (balance of assets and liabilities)DKK | 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. 14 PfandBG) (balance of assets and liabilities)GBP | 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. 14 PfandBG) (balance of assets and liabilities)HKD | 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. 14 PfandBG) (balance of assets and liabilities)JPY | 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. 14 PfandBG) (balance of assets and liabilities)NOK | Total | – | 0.0 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. 14 PfandBG) (balance of assets and liabilities)SEK | Total | – | 0.0 EUR million |
| w17 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 14 PfandBG) (balance of assets and liabilities)USD | Total | – | 0.0 EUR million |
| w18 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 14 PfandBG) (balance of assets and liabilities)AUD | Total | – | 0.0 EUR million |
| w19 | Other valuesValue w19 | Total | – | 0.0 |
| w20 | Other valuesValue w20 | Total | – | 0.0 |
| w21 | Other valuesValue w21 | Total | – | 0.0 |
| w22 | Further key figures (disclosure under §28 subsection 2 nos. 3, 4 PfandBG)Volume-weighted average loan seasoning (years) | Total | – | 4.7 |
| w23 | Further key figures (disclosure under §28 subsection 2 nos. 3, 4 PfandBG)Weighted average loan-to-value ratio (in percent) | Total | – | 52.1 % |
| w24 | Further key figures (disclosure under §28 subsection 2 nos. 3, 4 PfandBG)Weighted average loan-to-value ratio based on market values (voluntary disclosure, in percent) | Total | – | 0.0 % |
| w25 | Liquidity figures under § 28 subsection 1 no. 6 PfandBGLargest negative sum within the next 180 days under section 4(1a), sentence 3 PfandBG (liquidity requirement) | Total | – | 0.1 EUR million |
| w26 | Liquidity figures under § 28 subsection 1 no. 6 PfandBGDay on which the largest negative sum occurs (day 1–180) | Total | – | 24.0 |
| w27 | Liquidity figures under § 28 subsection 1 no. 6 PfandBGTotal cover assets meeting the requirements of section 4(1a), sentence 3 PfandBG (liquidity coverage) | Total | – | 8.5 EUR million |
| w28 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in cover assets under § 19 subsection 1 sentence 1 no. 1 (credit quality step 3) | Total | – | 0.0 % |
| w29 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in cover assets under § 19 subsection1 sentence 1 no. 2 letter c (credit quality step 2) | Total | – | 0.0 % |
| w30 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in cover assets under § 19 subsection 1 sentence 1 no. 3 letter d (credit quality step 1) | Total | – | 0.0 % |
| w31 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in liabilities to be covered under § 19 subsection 1 sentence 1 no. 1 (credit quality step 3) | Total | – | 0.0 % |
| w32 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in liabilities to be covered under § 19 subsection 1 sentence 1 no. 2 letter c (credit quality step 2) | Total | – | 0.0 % |
| w33 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in liabilities to be covered under § 19 subsection 1 sentence 1 no. 3 letter d (credit quality step 1) | Total | – | 0.0 % |
| w34 | Key figures under § 28 subsection 1 no. 15 PfandBG (figures in %)Share of cover assets for which, or for whose debtor, a default under Article 178(1) CRR is deemed to have occurred | Total | – | 0.0 % |
Public sector PfandbriefeData section O 34 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Share of fixed-rate Pfandbriefe in outstanding Pfandbriefe, in percent (§ 28 subsection 1 no. 13 PfandBG) | Total | – | 100.0 % |
| w2 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Total claims under § 20 subsection 1 and subsection 2, exceeding the limits under § 20 subsection 3 (§ 28 subsection 1 no. 11 PfandBG) | Total | – | 0.0 EUR million |
| w3 | Other valuesValue w3 | Total | – | 0.0 |
| w4 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Claims exceeding the limit under § 20 subsection 2 no. 2 (§ 28 subsection 1 no. 12 PfandBG) | Total | – | 0.0 EUR million |
| w5 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Claims exceeding the limit under § 20 subsection 2 no. 3 (§ 28 subsection 1 no. 12 PfandBG) | Total | – | 0.0 EUR million |
| w6 | Other valuesValue w6 | Total | – | 0.0 |
| w7 | Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Share of fixed-rate cover assets in total cover assets, in percent (§ 28 subsection 1 no. 13 PfandBG) | Total | – | 100.0 % |
| w8 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 14 PfandBG) (balance of assets and liabilities)CAD | 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. 14 PfandBG) (balance of assets and liabilities)CHF | 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. 14 PfandBG) (balance of assets and liabilities)CZK | 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. 14 PfandBG) (balance of assets and liabilities)DKK | 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. 14 PfandBG) (balance of assets and liabilities)GBP | 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. 14 PfandBG) (balance of assets and liabilities)HKD | 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. 14 PfandBG) (balance of assets and liabilities)JPY | 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. 14 PfandBG) (balance of assets and liabilities)NOK | Total | – | 0.0 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. 14 PfandBG) (balance of assets and liabilities)SEK | Total | – | 0.0 EUR million |
| w17 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 14 PfandBG) (balance of assets and liabilities)USD | Total | – | 0.0 EUR million |
| w18 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 14 PfandBG) (balance of assets and liabilities)AUD | Total | – | 0.0 EUR million |
| 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 |
| w23 | Other valuesValue w23 | Total | – | 0.0 |
| w24 | Other valuesValue w24 | Total | – | 0.0 |
| w25 | Liquidity figures under § 28 subsection 1 no. 6 PfandBGLargest negative sum within the next 180 days under section 4(1a), sentence 3 PfandBG (liquidity requirement) | Total | – | 0.0 EUR million |
| w26 | Liquidity figures under § 28 subsection 1 no. 6 PfandBGDay on which the largest negative sum occurs (day 1–180) | Total | – | 0.0 |
| w27 | Liquidity figures under § 28 subsection 1 no. 6 PfandBGTotal cover assets meeting the requirements of section 4(1a), sentence 3 PfandBG (liquidity coverage) | Total | – | 8.8 EUR million |
| w28 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in cover assets under § 20 subsection 2 sentence 1 no. 1 (credit quality step 3) | Total | – | 0.0 % |
| w29 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in cover assets under § 20 subsection 2 sentence 1 no. 2 (credit quality step 2) | Total | – | 0.0 % |
| w30 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in cover assets under § 20 subsection 2 sentence 1 no. 3 letter c (credit quality step 1) | Total | – | 0.0 % |
| w31 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in liabilities to be covered under § 20 subsection 2 sentence 1 no. 1 (credit quality step 3) | Total | – | 0.0 % |
| w32 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in liabilities to be covered under § 20 subsection 2 sentence 1 no. 2 (credit quality step 2) | Total | – | 0.0 % |
| w33 | Key figures under § 28 subsection 1 no. 7 PfandBG (all figures in %)Share of derivatives in liabilities to be covered under § 20 subsection 2 sentence 1 no. 3 letter c (credit quality step 1) | Total | – | 0.0 % |
| w34 | Key figures under § 28 subsection 1 no. 15 PfandBG (figures in %)Share of cover assets for which, or for whose debtor, a default under Article 178(1) CRR is deemed to have occurred | Total | – | 0.0 % |
TIS
Securities identification numbers
Record type TIS
Mortgage PfandbriefeData section H 1 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Securities identification numbers | Total | – | DE000A3MQXJ6, DE000A30VTF7, DE000A30V8R5, DE000A351NQ6, |
Public sector PfandbriefeData section O 1 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Securities identification numbers | Total | – | DE000A3H2TY0, DE000A3H2VE8, DE000A3H2VG3, DE000A3H20U5, DE000A3H24L6, DE000A3H3JQ5, |
TE
Extended disclosures
Record type TE
Mortgage PfandbriefeData section H 61 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Key figuresWAL of cover assets (years) | Total | – | 7.0 |
| w2 | Key figuresWAL of outstanding Pfandbriefe (years) | Total | – | 8.2 |
| w3 | Key figuresVolume of central-bank-eligible securities | Total | – | 10.0 EUR million |
| w4 | Other valuesValue w4 | Total | – | 0.0 |
| w5 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in EUR | Total | – | 157.8 EUR million |
| w6 | Cover assets by currency (nominal currency positions in euro)Cover pool in EUR | Total | – | 297.2 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 | – | 0.0 EUR million |
| w29 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in ISK | Total | – | 0.0 EUR million |
| w30 | Cover assets by currency (nominal currency positions in euro)Cover pool in ISK | Total | – | 0.0 EUR million |
| 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 | – | Not reported |
| w36 | Pfandbrief ratingMoodys | Total | – | Not reported |
| w37 | Pfandbrief ratingS&P | Total | – | Not reported |
| w38 | Pfandbrief ratingDBRS | Total | – | Not reported |
| w39 | Pfandbrief ratingScope | Total | – | Not reported |
| w40 | Other key figuresTotal loan amount of the ten largest borrowers | Total | – | 193.0 EUR million |
| w41 | Other key figuresNumber of residential borrowers | Total | – | 153.0 |
| w42 | Other key figuresNumber of commercial borrowers | Total | – | 0.0 |
| w43 | Other key figuresNumber of residential loans | Total | – | 213.0 |
| w44 | Other key figuresNumber of commercial loans | Total | – | 0.0 |
| w45 | Other key figuresNumber of residential properties | Total | – | 221.0 |
| w46 | Other key figuresNumber of commercial properties | Total | – | 0.0 |
| w47 | Other key figuresOwner-occupied homes in the cover pool | Total | – | 13.4 EUR million |
| w48 | Other key figuresInterest only loans | Total | – | 115.1 EUR million |
| w49 | Other key figuresClaims against central banks and credit institutions within the meaning of § 28 subsection 1 no. 8 (credit quality step 1) | Total | – | 0.0 EUR million |
| w50 | Other key figuresClaims against central banks and credit institutions within the meaning of § 28 subsection 1 no. 8 (credit quality step 2) | Total | – | 0.0 EUR million |
| w51 | Other key figuresCover assets by loan-to-value ratio > 0 <= 20 | Total | – | 3.2 EUR million |
| w52 | Other key figuresCover assets by loan-to-value ratio > 20 <= 30 | Total | – | 9.4 EUR million |
| w53 | Other key figuresCover assets by loan-to-value ratio > 30 <= 40 | Total | – | 19.0 EUR million |
| w54 | Other key figuresCover assets by loan-to-value ratio > 40 <= 50 | Total | – | 26.7 EUR million |
| w55 | Other key figuresCover assets by loan-to-value ratio > 50 <= 60 | Total | – | 229.0 EUR million |
| w56 | Other key figuresCover assets by loan seasoning (residential and commercial) <= 12 months | Total | – | 0.9 EUR million |
| w57 | Other key figuresCover assets by loan seasoning (residential and commercial) > 12 months <= 24 months | Total | – | 19.2 EUR million |
| w58 | Other key figuresCover assets by loan seasoning (residential and commercial) > 24 months <= 36 months | Total | – | 68.2 EUR million |
| w59 | Other key figuresCover assets by loan seasoning (residential and commercial) > 36 months <= 60 months | Total | – | 60.3 EUR million |
| w60 | Other key figuresCover assets by loan seasoning (residential and commercial) > 60 months <= 120 months | Total | – | 134.9 EUR million |
| w61 | Other key figuresCover assets by loan seasoning (residential and commercial) > 120 months | Total | – | 3.6 EUR million |
Public sector PfandbriefeData section O 46 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Key figuresWAL of cover assets (years) | Total | – | 8.2 |
| w2 | Key figuresWAL of outstanding Pfandbriefe (years) | Total | – | 8.5 |
| w3 | Key figuresVolume of central-bank-eligible securities | Total | – | 10.0 EUR million |
| w4 | Other valuesValue w4 | Total | – | 0.0 |
| w5 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in EUR | Total | – | 90.0 EUR million |
| w6 | Cover assets by currency (nominal currency positions in euro)Cover pool in EUR | Total | – | 159.9 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 | – | 0.0 EUR million |
| w29 | Cover assets by currency (nominal currency positions in euro)Pfandbrief in ISK | Total | – | 0.0 EUR million |
| w30 | Cover assets by currency (nominal currency positions in euro)Cover pool in ISK | Total | – | 0.0 EUR million |
| 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 | – | 0 |
| w36 | Pfandbrief ratingMoodys | Total | – | 0 |
| w37 | Pfandbrief ratingS&P | Total | – | 0 |
| w38 | Pfandbrief ratingDBRS | Total | – | 0 |
| w39 | Pfandbrief ratingScope | Total | – | 0 |
| w40 | Other key figuresNumber of loans | Total | – | 75.0 |
| w41 | Other key figuresNumber of borrowers | Total | – | 34.0 |
| w42 | Other key figuresTotal loan amount of the ten largest borrowers | Total | – | 109.7 EUR million |
| w43 | Other key figuresPrimary cover assets in bonds (bearer and registered securities) | Total | – | 10.0 EUR million |
| w44 | Other key figuresPrimary cover assets in loans (including Schuldscheindarlehen) | Total | – | 149.9 EUR million |
| w45 | Other key figuresClaims against central banks and credit institutions within the meaning of § 28 subsection 1 no. 8 (credit quality step 1) | Total | – | 0.0 EUR million |
| w46 | Other key figuresClaims against central banks and credit institutions within the meaning of § 28 subsection 1 no. 8 (credit quality step 2) | Total | – | 0.0 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.