DIBA · Q2 2026

ING-DiBa AG

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
Outstanding Pfandbriefe 15,005.0 EUR million
Cover pool 19,598.1 EUR million
Voluntary overcollateralisation 3,983.6 EUR million
Statutory overcollateralisation 609.5 EUR million
Overcollateralisation 4,593.1 EUR million

Detail

Country breakdown

Cover assets by country and Pfandbrief type.

1 Countries
Country Mortgage cover assets Public sector cover assets
Germany 18,377.1 EUR million –

Detail

Property types (uses)

Mortgage cover assets by country, residential and commercial properties and their subtypes.

1 Countries

Total across all countries under section 28 PfandBG

Property typeValue
Total mortgage cover assets 18,377.1 EUR million
Residential (total) 18,377.1 EUR million
Condominiums 5,581.3 EUR million
Single-family and two-family houses 12,795.8 EUR million
Multi-family houses 0.0 EUR million
Buildings under construction and not yet generating income 0.0 EUR million
Building land 0.0 EUR million
Commercial cover assets (total) 0.0 EUR million
Office buildings 0.0 EUR million
Retail buildings 0.0 EUR million
Industrial buildings 0.0 EUR million
Other commercial buildings 0.0 EUR million
Buildings under construction and not yet generating income 0.0 EUR million
Building land 0.0 EUR million

Breakdown by country

Country / property typeValue
Germany 18,377.1 EUR million
Residential properties 18,377.1 EUR million
Condominiums 5,581.3 EUR million
Single-family and two-family houses 12,795.8 EUR million
Multi-family houses 0.0 EUR million
Buildings under construction and not yet generating income 0.0 EUR million
Building land 0.0 EUR million
Commercial properties 0.0 EUR million
Office buildings 0.0 EUR million
Retail buildings 0.0 EUR million
Industrial buildings 0.0 EUR million
Other commercial buildings 0.0 EUR million
Buildings under construction and not yet generating income 0.0 EUR million
Building land 0.0 EUR million

Chart

Mortgage cover assets by country

Each country's share of mortgage cover assets.

1 Countries
Mortgage cover assets by country Doughnut chart showing cover asset shares by country. Germany: 18,377.1 EUR million (100 %) 18,377.1 EUR million total
Germany 18,377.1 EUR million

Full report

All submitted values

Organised by record type and data section. All monetary amounts are shown in EUR million.

433 Values
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 – 15,005.0 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 – 19,598.1 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 – 609.5 EUR million
w6 OvercollateralisationContractual overcollateralisation - Nominal value Total – 0.0 EUR million
w7 OvercollateralisationVoluntary overcollateralisation - Nominal value Total – 3,983.6 EUR million
w8 Overcollateralisation under the vdp credit quality differentiation modelOvercollateralisation - Nominal value Total – 4,593.1 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 – 14,898.3 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 – 18,800.8 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 – 298.0 EUR million
w14 OvercollateralisationContractual overcollateralisation- Net present value Total – 0.0 EUR million
w15 OvercollateralisationVoluntary overcollateralisation - Net present value Total – 3,604.5 EUR million
w16 Overcollateralisation under the vdp credit quality differentiation modelOvercollateralisation - Net present value Total – 3,902.5 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 – 14,548.7 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 – 17,652.7 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 – 500.0 EUR million
w25 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool Total – 205.4 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 – 750.0 EUR million
w28 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool Total – 689.8 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 – 234.1 EUR million
w32 Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension Total – 500.0 EUR million
w33 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe Total – 1,005.0 EUR million
w34 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool Total – 424.2 EUR million
w35 Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension Total – 750.0 EUR million
w36 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe Total – 2,750.0 EUR million
w37 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool Total – 1,064.8 EUR million
w38 Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension Total – 1,005.0 EUR million
w39 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe Total – 1,000.0 EUR million
w40 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool Total – 1,100.1 EUR million
w41 Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension Total – 2,750.0 EUR million
w42 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe Total – 1,000.0 EUR million
w43 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool Total – 1,706.4 EUR million
w44 Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension Total – 1,000.0 EUR million
w45 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe Total – 7,250.0 EUR million
w46 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool Total – 8,521.4 EUR million
w47 Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension Total – 5,500.0 EUR million
w48 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Outstanding Pfandbriefe Total – 750.0 EUR million
w49 Maturity structure (disclosure under § 28 subsection 1 no. 4 PfandBG)Cover pool Total – 5,652.0 EUR million
w50 Maturity structure after maturity extension (disclosure under § 28 subsection 1 no. 5 PfandBG)Outstanding Pfandbriefe after maturity extension Total – 3,500.0 EUR million
w51 Cover assets by size (disclosure under § 28 subsection 2 no. 1a PfandBG)Cover assets (≤ 300 thousand) Total – 14,525.6 EUR million
w52 Cover assets by size (disclosure under § 28 subsection 2 no. 1a PfandBG)Cover assets (> 300 thousand ≤ 1 million) Total – 3,715.6 EUR million
w53 Cover assets by size (disclosure under § 28 subsection 2 no. 1a PfandBG)Cover assets (> 1 million ≤ 10 million) Total – 136.0 EUR million
w54 Cover assets by size (disclosure under § 28 subsection 2 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

Mortgage PfandbriefeData section H 13 Values
Value Section and field Context Breakdown Reported value
w1 Residential propertiesCondominiums Germany – 5,581.3 EUR million
w2 Residential propertiesSingle-family and two-family houses Germany – 12,795.8 EUR million
w3 Residential propertiesMulti-family houses Germany – 0.0 EUR million
w4 Residential propertiesResidential buildings under construction and not yet generating income Germany – 0.0 EUR million
w5 Residential propertiesResidential building land Germany – 0.0 EUR million
w6 Commercial propertiesOffice buildings Germany – 0.0 EUR million
w7 Commercial propertiesRetail buildings Germany – 0.0 EUR million
w8 Commercial propertiesIndustrial buildings Germany – 0.0 EUR million
w9 Commercial propertiesOther commercial buildings Germany – 0.0 EUR million
w10 Commercial propertiesCommercial buildings under construction and not yet generating income Germany – 0.0 EUR million
w11 Commercial propertiesCommercial building land Germany – 0.0 EUR million
w12 Overdue payments on mortgage loans (§ 28 subsection 2 no. 2 PfandBG)Total payments overdue by at least 90 days Germany – 0.0 EUR million
w13 Overdue payments on mortgage loans (§ 28 subsection 2 no. 2 PfandBG)Total claims where the respective arrears amount to at least 5% of the claim Germany – 0.0 EUR million
TW

Further cover assets

Record type TW

Mortgage PfandbriefeData section H 40 Values
Value Section and field Context Breakdown Reported value
w1 Further cover assetsTotal further cover assets Canada – 37.5 EUR million
w2 Further cover assets(of which total) Claims under § 19 subsection 1 sentence 1 no. 2 a) and b) Canada – 0.0 EUR million
w3 Further cover assets(of which) covered bonds under Art. 129 Regulation (EU) no. 575/2013 Canada – 0.0 EUR million
w4 Further cover assets(of which total) Claims under § 19 subsection 1 sentence 1 no. 3 a) to c) Canada – 0.0 EUR million
w5 Further cover assets(of which) covered bonds under Art. 129 Regulation (EU) no. 575/2013 Canada – 0.0 EUR million
w6 Other valuesValue w6 Canada – 0.0
w7 Other valuesValue w7 Canada – 0.0
w8 Further cover assetsClaims under § 19 subsection 1 sentence 1 no. 4 Canada – 37.5 EUR million
w1 Further cover assetsTotal further cover assets Germany – 673.5 EUR million
w2 Further cover assets(of which total) Claims under § 19 subsection 1 sentence 1 no. 2 a) and b) Germany – 0.0 EUR million
w3 Further cover assets(of which) covered bonds under Art. 129 Regulation (EU) no. 575/2013 Germany – 0.0 EUR million
w4 Further cover assets(of which total) Claims under § 19 subsection 1 sentence 1 no. 3 a) to c) Germany – 0.0 EUR million
w5 Further cover assets(of which) covered bonds under Art. 129 Regulation (EU) no. 575/2013 Germany – 0.0 EUR million
w6 Other valuesValue w6 Germany – 0.0
w7 Other valuesValue w7 Germany – 0.0
w8 Further cover assetsClaims under § 19 subsection 1 sentence 1 no. 4 Germany – 673.5 EUR million
w1 Further cover assetsTotal further cover assets France – 335.0 EUR million
w2 Further cover assets(of which total) Claims under § 19 subsection 1 sentence 1 no. 2 a) and b) France – 0.0 EUR million
w3 Further cover assets(of which) covered bonds under Art. 129 Regulation (EU) no. 575/2013 France – 0.0 EUR million
w4 Further cover assets(of which total) Claims under § 19 subsection 1 sentence 1 no. 3 a) to c) France – 0.0 EUR million
w5 Further cover assets(of which) covered bonds under Art. 129 Regulation (EU) no. 575/2013 France – 0.0 EUR million
w6 Other valuesValue w6 France – 0.0
w7 Other valuesValue w7 France – 0.0
w8 Further cover assetsClaims under § 19 subsection 1 sentence 1 no. 4 France – 335.0 EUR million
w1 Further cover assetsTotal further cover assets Netherlands – 75.0 EUR million
w2 Further cover assets(of which total) Claims under § 19 subsection 1 sentence 1 no. 2 a) and b) Netherlands – 0.0 EUR million
w3 Further cover assets(of which) covered bonds under Art. 129 Regulation (EU) no. 575/2013 Netherlands – 0.0 EUR million
w4 Further cover assets(of which total) Claims under § 19 subsection 1 sentence 1 no. 3 a) to c) Netherlands – 75.0 EUR million
w5 Further cover assets(of which) covered bonds under Art. 129 Regulation (EU) no. 575/2013 Netherlands – 0.0 EUR million
w6 Other valuesValue w6 Netherlands – 0.0
w7 Other valuesValue w7 Netherlands – 0.0
w8 Further cover assetsClaims under § 19 subsection 1 sentence 1 no. 4 Netherlands – 0.0 EUR million
w1 Further cover assetsTotal further cover assets other states/institutions – 100.0 EUR million
w2 Further cover assets(of which total) Claims under § 19 subsection 1 sentence 1 no. 2 a) and b) other states/institutions – 0.0 EUR million
w3 Further cover assets(of which) covered bonds under Art. 129 Regulation (EU) no. 575/2013 other states/institutions – 0.0 EUR million
w4 Further cover assets(of which total) Claims under § 19 subsection 1 sentence 1 no. 3 a) to c) other states/institutions – 0.0 EUR million
w5 Further cover assets(of which) covered bonds under Art. 129 Regulation (EU) no. 575/2013 other states/institutions – 0.0 EUR million
w6 Other valuesValue w6 other states/institutions – 0.0
w7 Other valuesValue w7 other states/institutions – 0.0
w8 Further cover assetsClaims under § 19 subsection 1 sentence 1 no. 4 other states/institutions – 100.0 EUR million
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 – 60.0 %
w2 Key figures (disclosure under §28 subsection 1 nos. 11 to 13 PfandBG)Total claims under § 12 subsection 1, exceeding the limit under § 13 subsection 1 sentence 2, second half-sentence, and assets under § 19 subsection 1, exceeding the limit under § 19 subsection 1 sentence 7 (§ 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 § 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 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)NZD Total – 0.0 EUR million
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 – 5.6
w23 Further key figures (disclosure under §28 subsection 2 nos. 3, 4 PfandBG)Weighted average loan-to-value ratio (in percent) Total – 54.7 %
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 – 124.2 EUR million
w26 Liquidity figures under § 28 subsection 1 no. 6 PfandBGDay on which the largest negative sum occurs (day 1–180) Total – 139.0
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 – 1,221.0 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 %
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 – DE000A1KRJN3, DE000A1KRJQ6, DE000A1KRJS2, DE000A1KRJT0, DE000A1KRJU8, DE000A1KRJV6, DE000A2YNWA1, DE000A2YNWB9, DE000A2YNWC7, DE000A2YNWD5, DE000A2YNWE3, DE000A2YNWF0, DE000A2YNWG8
HTT

HTT

Record type HTT

A. 4. Cover Pool Amortisation Profile (M)Data section A_G_3_4_M 1 Values
Value Section and field Context Breakdown Reported value
w1 WAL of cover assets (years) Total – 8.2
A. 4. Cover Pool Amortisation Profile (P)Data section A_G_3_4_P 1 Values
Value Section and field Context Breakdown Reported value
w1 WAL of cover assets (years) Total – 0.0
A. 5. Maturity of Covered Bonds (M)Data section A_G_3_5_M 1 Values
Value Section and field Context Breakdown Reported value
w1 WAL of outstanding Pfandbriefe (years) Total – 5.8
A. 5. Maturity of Covered Bonds (P)Data section A_G_3_5_P 1 Values
Value Section and field Context Breakdown Reported value
w1 WAL of outstanding Pfandbriefe (years) Total – 5.8
A. 6. Cover Assets - Currency (M)Data section A_G_3_6_M 38 Values
Value Section and field Context Breakdown Reported value
w1 Cover pool (before Hedging) Total EUR 19,598.1 EUR million
w2 Cover pool (after Hedging) Total EUR 19,598.1 EUR million
w3 Cover pool (before Hedging) Total AUD 0.0 EUR million
w4 Cover pool (after Hedging) Total AUD 0.0 EUR million
w5 Cover pool (before Hedging) Total BRL 0.0 EUR million
w6 Cover pool (after Hedging) Total BRL 0.0 EUR million
w7 Cover pool (before Hedging) Total CAD 0.0 EUR million
w8 Cover pool (after Hedging) Total CAD 0.0 EUR million
w9 Cover pool (before Hedging) Total CHF 0.0 EUR million
w10 Cover pool (after Hedging) Total CHF 0.0 EUR million
w11 Cover pool (before Hedging) Total CZK 0.0 EUR million
w12 Cover pool (after Hedging) Total CZK 0.0 EUR million
w13 Cover pool (before Hedging) Total DKK 0.0 EUR million
w14 Cover pool (after Hedging) Total DKK 0.0 EUR million
w15 Cover pool (before Hedging) Total GBP 0.0 EUR million
w16 Cover pool (after Hedging) Total GBP 0.0 EUR million
w17 Cover pool (before Hedging) Total HKD 0.0 EUR million
w18 Cover pool (after Hedging) Total HKD 0.0 EUR million
w19 Cover pool (before Hedging) Total ISK 0.0 EUR million
w20 Cover pool (after Hedging) Total ISK 0.0 EUR million
w21 Cover pool (before Hedging) Total JPY 0.0 EUR million
w22 Cover pool (after Hedging) Total JPY 0.0 EUR million
w23 Cover pool (before Hedging) Total KRW 0.0 EUR million
w24 Cover pool (after Hedging) Total KRW 0.0 EUR million
w25 Cover pool (before Hedging) Total NOK 0.0 EUR million
w26 Cover pool (after Hedging) Total NOK 0.0 EUR million
w27 Cover pool (before Hedging) Total NZD 0.0 EUR million
w28 Cover pool (after Hedging) Total NZD 0.0 EUR million
w29 Cover pool (before Hedging) Total PLN 0.0 EUR million
w30 Cover pool (after Hedging) Total PLN 0.0 EUR million
w31 Cover pool (before Hedging) Total SEK 0.0 EUR million
w32 Cover pool (after Hedging) Total SEK 0.0 EUR million
w33 Cover pool (before Hedging) Total SGD 0.0 EUR million
w34 Cover pool (after Hedging) Total SGD 0.0 EUR million
w35 Cover pool (before Hedging) Total USD 0.0 EUR million
w36 Cover pool (after Hedging) Total USD 0.0 EUR million
w37 Cover pool (before Hedging) Total Other 0.0 EUR million
w38 Cover pool (after Hedging) Total Other 0.0 EUR million
A. 7. Covered Bonds - CurrencyData section A_G_3_7_M 38 Values
Value Section and field Context Breakdown Reported value
w1 Pfandbriefe (before Hedging) Total EUR 15,005.0 EUR million
w2 Pfandbriefe (after Hedging) Total EUR 15,005.0 EUR million
w3 Pfandbriefe (before Hedging) Total AUD 0.0 EUR million
w4 Pfandbriefe (after Hedging) Total AUD 0.0 EUR million
w5 Pfandbriefe (before Hedging) Total BRL 0.0 EUR million
w6 Pfandbriefe (after Hedging) Total BRL 0.0 EUR million
w7 Pfandbriefe (before Hedging) Total CAD 0.0 EUR million
w8 Pfandbriefe (after Hedging) Total CAD 0.0 EUR million
w9 Pfandbriefe (before Hedging) Total CHF 0.0 EUR million
w10 Pfandbriefe (after Hedging) Total CHF 0.0 EUR million
w11 Pfandbriefe (before Hedging) Total CZK 0.0 EUR million
w12 Pfandbriefe (after Hedging) Total CZK 0.0 EUR million
w13 Pfandbriefe (before Hedging) Total DKK 0.0 EUR million
w14 Pfandbriefe (after Hedging) Total DKK 0.0 EUR million
w15 Pfandbriefe (before Hedging) Total GBP 0.0 EUR million
w16 Pfandbriefe (after Hedging) Total GBP 0.0 EUR million
w17 Pfandbriefe (before Hedging) Total HKD 0.0 EUR million
w18 Pfandbriefe (after Hedging) Total HKD 0.0 EUR million
w19 Pfandbriefe (before Hedging) Total ISK 0.0 EUR million
w20 Pfandbriefe (after Hedging) Total ISK 0.0 EUR million
w21 Pfandbriefe (before Hedging) Total JPY 0.0 EUR million
w22 Pfandbriefe (after Hedging) Total JPY 0.0 EUR million
w23 Pfandbriefe (before Hedging) Total KRW 0.0 EUR million
w24 Pfandbriefe (after Hedging) Total KRW 0.0 EUR million
w25 Pfandbriefe (before Hedging) Total NOK 0.0 EUR million
w26 Pfandbriefe (after Hedging) Total NOK 0.0 EUR million
w27 Pfandbriefe (before Hedging) Total NZD 0.0 EUR million
w28 Pfandbriefe (after Hedging) Total NZD 0.0 EUR million
w29 Pfandbriefe (before Hedging) Total PLN 0.0 EUR million
w30 Pfandbriefe (after Hedging) Total PLN 0.0 EUR million
w31 Pfandbriefe (before Hedging) Total SEK 0.0 EUR million
w32 Pfandbriefe (after Hedging) Total SEK 0.0 EUR million
w33 Pfandbriefe (before Hedging) Total SGD 0.0 EUR million
w34 Pfandbriefe (after Hedging) Total SGD 0.0 EUR million
w35 Pfandbriefe (before Hedging) Total USD 0.0 EUR million
w36 Pfandbriefe (after Hedging) Total USD 0.0 EUR million
w37 Pfandbriefe (before Hedging) Total Other 0.0 EUR million
w38 Pfandbriefe (after Hedging) Total Other 0.0 EUR million
A. 8. Breakdown By Interest Rate (M)Data section A_G_3_8_M 6 Values
Value Section and field Context Breakdown Reported value
w1 nominal before Hedging Total Fixed coupon 9,005.0 EUR million
w2 nominal after Hedging Total Fixed coupon 9,005.0 EUR million
w3 nominal before Hedging Total Floating coupon 6,000.0 EUR million
w4 nominal after Hedging Total Floating coupon 6,000.0 EUR million
w5 nominal before Hedging Total Other 0.0 EUR million
w6 nominal after Hedging Total Other 0.0 EUR million
A. 9. Substitute Assets - Type (M)Data section A_G_3_9_M 13 Values
Value Section and field Context Breakdown Reported value
w1 Cash Total – 0.0 EUR million
w2 Exposures to/guaranteed by Supranational, Sovereign, Agency (SSA) Total – 1,221.0 EUR million
w3 Exposures to central banks Total – 0.0 EUR million
w4 Exposures to credit institutions Total – 0.0 EUR million
w5 Other Total – 0.0 EUR million
w6 o/w EU gvts or quasi govts Total – 714.5 EUR million
w7 o/w third-party countries Credit Quality Step 1 (CQS1) gvts or quasi govts Total – 37.5 EUR million
w8 o/w third-party countries Credit Quality Step 2 (CQS2) gvts or quasi govts Total – 0.0 EUR million
w9 o/w EU central banks Total – 0.0 EUR million
w10 o/w third-party countries Credit Quality Step 1 (CQS1) central banks Total – 0.0 EUR million
w11 o/w third-party countries Credit Quality Step 2 (CQS2) central banks Total – 0.0 EUR million
w12 o/w CQS1 credit institutions Total – 469.0 EUR million
w13 o/w CQS2 credit institutions Total – 0.0 EUR million
A. 11. Liquid Assets (M)Data section A_G_3_11_M 3 Values
Value Section and field Context Breakdown Reported value
w1 Substitute and other marketable assets Total – 0.0 EUR million
w2 Central bank eligible assets Total – 1,221.0 EUR million
w3 Other Total – 0.0 EUR million
A. Section 5. - References to Capital Requirements Regulation (M)Data section A_G_5_1_M 3 Values
Value Section and field Context Breakdown Reported value
w1 Exposure to credit institutions in credit quality step 1 Total – 469.0 EUR million
w2 Exposure to credit institutions in credit quality step 2 Total – 0.0 EUR million
w3 Exposure to credit institutions in credit quality step 3 Total – 0.0 EUR million
B1. 2. General InformationData section B1_M_7_2 4 Values
Value Section and field Context Breakdown Reported value
w1 residential Total Number of loans 120,898.0
w2 commercial Total Number of loans 0.0
w3 residential Total Number of borrowers (optional) 118,801.0
w4 commercial Total Number of borrowers (optional) 0.0
B1. 3. Concentration RiskData section B1_M_7_3 3 Values
Value Section and field Context Breakdown Reported value
w1 Residential Loans Total – 0.1 %
w2 Commercial Loans Total – 0.0 %
w3 Total Mortgages Total – 0.1 %
B1. 5. Breakdown by regionsData section B1_M_7_5 48 Values
Value Section and field Context Breakdown Reported value
w1 Residential Germany · Baden-Württemberg – 9.1 %
w2 Commercial Germany · Baden-Württemberg – 0.0 %
w3 Total Germany · Baden-Württemberg – 9.1 %
w1 Residential Germany · Bavaria – 17.4 %
w2 Commercial Germany · Bavaria – 0.0 %
w3 Total Germany · Bavaria – 17.4 %
w1 Residential Germany · Berlin – 9.4 %
w2 Commercial Germany · Berlin – 0.0 %
w3 Total Germany · Berlin – 9.4 %
w1 Residential Germany · Brandenburg – 5.6 %
w2 Commercial Germany · Brandenburg – 0.0 %
w3 Total Germany · Brandenburg – 5.6 %
w1 Residential Germany · Bremen – 0.4 %
w2 Commercial Germany · Bremen – 0.0 %
w3 Total Germany · Bremen – 0.4 %
w1 Residential Germany · Hamburg – 6.0 %
w2 Commercial Germany · Hamburg – 0.0 %
w3 Total Germany · Hamburg – 6.0 %
w1 Residential Germany · Hesse – 11.2 %
w2 Commercial Germany · Hesse – 0.0 %
w3 Total Germany · Hesse – 11.2 %
w1 Residential Germany · Lower Saxony – 7.2 %
w2 Commercial Germany · Lower Saxony – 0.0 %
w3 Total Germany · Lower Saxony – 7.2 %
w1 Residential Germany · Mecklenburg-Western Pomerania – 1.4 %
w2 Commercial Germany · Mecklenburg-Western Pomerania – 0.0 %
w3 Total Germany · Mecklenburg-Western Pomerania – 1.4 %
w1 Residential Germany · North Rhine-Westphalia – 18.5 %
w2 Commercial Germany · North Rhine-Westphalia – 0.0 %
w3 Total Germany · North Rhine-Westphalia – 18.5 %
w1 Residential Germany · Rhineland-Palatinate – 3.3 %
w2 Commercial Germany · Rhineland-Palatinate – 0.0 %
w3 Total Germany · Rhineland-Palatinate – 3.3 %
w1 Residential Germany · Saarland – 0.2 %
w2 Commercial Germany · Saarland – 0.0 %
w3 Total Germany · Saarland – 0.2 %
w1 Residential Germany · Saxony – 2.7 %
w2 Commercial Germany · Saxony – 0.0 %
w3 Total Germany · Saxony – 2.7 %
w1 Residential Germany · Saxony-Anhalt – 1.0 %
w2 Commercial Germany · Saxony-Anhalt – 0.0 %
w3 Total Germany · Saxony-Anhalt – 1.0 %
w1 Residential Germany · Schleswig-Holstein – 5.6 %
w2 Commercial Germany · Schleswig-Holstein – 0.0 %
w3 Total Germany · Schleswig-Holstein – 5.6 %
w1 Residential Germany · Thuringia – 0.9 %
w2 Commercial Germany · Thuringia – 0.0 %
w3 Total Germany · Thuringia – 0.9 %
B1. 6. Breakdown By Interest RateData section B1_M_7_6 9 Values
Value Section and field Context Breakdown Reported value
w1 Residential Total Fixed 100.0 %
w2 Commercial Total Fixed 0.0 %
w3 Total Total Fixed 100.0 %
w4 Residential Total Floating 0.0 %
w5 Commercial Total Floating 0.0 %
w6 Total Total Floating 0.0 %
w7 Residential Total Other 0.0 %
w8 Commercial Total Other 0.0 %
w9 Total Total Other 0.0 %
B1. 7. Breakdown By Repayment TypeData section B1_M_7_7 9 Values
Value Section and field Context Breakdown Reported value
w1 Residential Total Bullet/interest only 2.7 %
w2 Commercial Total Bullet/interest only 0.0 %
w3 Total Total Bullet/interest only 2.7 %
w4 Residential Total Amortising 97.3 %
w5 Commercial Total Amortising 0.0 %
w6 Total Total Amortising 97.3 %
w7 Residential Total Other 0.0 %
w8 Commercial Total Other 0.0 %
w9 Total Total Other 0.0 %
B1. 8. Loan SeasoningData section B1_M_7_8 15 Values
Value Section and field Context Breakdown Reported value
w1 Residential Total Up to 12months 3.2 %
w2 Commercial Total Up to 12months 0.0 %
w3 Total Total Up to 12months 3.2 %
w4 Residential Total > 12 - ≤ 24 months 11.2 %
w5 Commercial Total > 12 - ≤ 24 months 0.0 %
w6 Total Total > 12 - ≤ 24 months 11.2 %
w7 Residential Total > 24 - ≤ 36 months 8.4 %
w8 Commercial Total > 24 - ≤ 36 months 0.0 %
w9 Total Total > 24 - ≤ 36 months 8.4 %
w10 Residential Total > 36 - ≤ 60 months 24.5 %
w11 Commercial Total > 36 - ≤ 60 months 0.0 %
w12 Total Total > 36 - ≤ 60 months 24.5 %
w13 Residential Total > 60 months 52.7 %
w14 Commercial Total > 60 months 0.0 %
w15 Total Total > 60 months 52.7 %
B1. 9. Non Performing LoansData section B1_M_7_9 6 Values
Value Section and field Context Breakdown Reported value
w1 Residential Total NPLs 0.0 %
w2 Commercial Total NPLs 0.0 %
w3 Total Total NPLs 0.0 %
w4 Residential Total Defaulted Loans pursuant Art 178 CRR 0.0 %
w5 Commercial Total Defaulted Loans pursuant Art 178 CRR 0.0 %
w6 Total Total Defaulted Loans pursuant Art 178 CRR 0.0 %
B1. 10 Loan Size InformationData section B1_M_7A_10 9 Values
Value Section and field Context Breakdown Reported value
w1 Average loan size (000s) - Nominal Total – 0.0 EUR million
w2 Nominal Total Residential up to 300,000 Euros 14,525.6 EUR million
w3 Number of Loans Total Residential up to 300,000 Euros 112,409.0
w4 Nominal Total Residential more than 300,000 Euros up to 1 mn. Euros 3,715.6 EUR million
w5 Number of Loans Total Residential more than 300,000 Euros up to 1 mn. Euros 8,382.0
w6 Nominal Total Residential more than 1 mn. Euros up to 10 mn. Euros 136.0 EUR million
w7 Number of Loans Total Residential more than 1 mn. Euros up to 10 mn. Euros 107.0
w8 Nominal Total Residential more than 10 mn. Euros 0.0 EUR million
w9 Number of Loans Total Residential more than 10 mn. Euros 0.0
B1. 11. Loan To Value (LTV) InformationData section B1_M_7A_11 7 Values
Value Section and field Context Breakdown Reported value
w1 % Residential WA LTV Total – 54.7 %
w2 Nominal Total Residential LTV by buckets >0 - <=40 % 2,043.3 EUR million
w3 Number of Loans Total Residential LTV by buckets >0 - <=40 % 25,214.0
w4 Nominal Total Residential LTV by buckets >40 - <=50 % 1,615.4 EUR million
w5 Number of Loans Total Residential LTV by buckets >40 - <=50 % 10,585.0
w6 Nominal Total Residential LTV by buckets >50 - <=60 % 14,718.4 EUR million
w7 Number of Loans Total Residential LTV by buckets >50 - <=60 % 85,099.0
B1. 13. Breakdown by typeData section B1_M_7A_13 10 Values
Value Section and field Context Breakdown Reported value
w1 Owner occupied Total – 86.7 %
w2 Second home/Holiday houses Total – 0.0 %
w3 Buy-to-let/Non-owner occupied Total – 13.3 %
w4 Subsidised housing Total – 0.0 %
w5 Agricultural Total – 0.0 %
w6 Other Total – 0.0 %
w7 o/w Private rental Total – 0.0 %
w8 o/w Multi-family housing Total – 4.3 %
w9 o/w Buildings under construction Total – 0.0 %
w10 o/w Buildings land Total – 0.0 %
B1. 17. Property Age StructureData section B1_M_7A_17 26 Values
Value Section and field Context Breakdown Reported value
w1 Nominal Total older than 1919 1,163.5 EUR million
w2 Number of dwellings Total older than 1919 6,827.0
w3 Nominal Total 1919 - 1945 838.2 EUR million
w4 Number of dwellings Total 1919 - 1945 5,846.0
w5 Nominal Total 1946 - 1960 1,126.5 EUR million
w6 Number of dwellings Total 1946 - 1960 8,812.0
w7 Nominal Total 1961 - 1970 1,455.9 EUR million
w8 Number of dwellings Total 1961 - 1970 11,028.0
w9 Nominal Total 1971 - 1980 1,872.4 EUR million
w10 Number of dwellings Total 1971 - 1980 13,274.0
w11 Nominal Total 1981 - 1990 1,383.4 EUR million
w12 Number of dwellings Total 1981 - 1990 9,686.0
w13 Nominal Total 1991 - 2000 2,074.5 EUR million
w14 Number of dwellings Total 1991 - 2000 16,440.0
w15 Nominal Total 2001 - 2005 1,081.4 EUR million
w16 Number of dwellings Total 2001 - 2005 8,048.0
w17 Nominal Total 2006 - 2010 909.4 EUR million
w18 Number of dwellings Total 2006 - 2010 6,408.0
w19 Nominal Total 2011 - 2015 1,564.0 EUR million
w20 Number of dwellings Total 2011 - 2015 10,178.0
w21 Nominal Total 2016 - 2020 3,136.9 EUR million
w22 Number of dwellings Total 2016 - 2020 17,361.0
w23 Nominal Total 2021 and onwards 1,771.1 EUR million
w24 Number of dwellings Total 2021 and onwards 6,990.0
w25 Nominal Total no data 0.0 EUR million
w26 Number of dwellings Total no data 0.0
B1. 18. Dwelling typeData section B1_M_7A_18 14 Values
Value Section and field Context Breakdown Reported value
w1 Nominal Total House, detached or semi - detached 9,887.4 EUR million
w2 Number of dwellings Total House, detached or semi - detached 62,562.0
w3 Nominal Total Flat or Apartment 5,581.3 EUR million
w4 Number of dwellings Total Flat or Apartment 37,211.0
w5 Nominal Total Bungalow 0.0 EUR million
w6 Number of dwellings Total Bungalow 0.0
w7 Nominal Total Terraced House 2,111.5 EUR million
w8 Number of dwellings Total Terraced House 15,912.0
w9 Nominal Total Multifamily House 797.0 EUR million
w10 Number of dwellings Total Multifamily House 5,213.0
w11 Nominal Total Land Only 0.0 EUR million
w12 Number of dwellings Total Land Only 0.0
w13 Nominal Total other 0.0 EUR million
w14 Number of dwellings Total other 0.0
E. 2. ArrearsData section E_E_3_2 25 Values
Value Section and field Context Breakdown Reported value
w1 Residential Loans Total < 30 days 100.0 %
w2 Commercial Loans Total < 30 days 0.0 %
w3 Public Sector Assets Total < 30 days 0.0 %
w4 Shipping Loans Total < 30 days 0.0 %
w5 Total Loans Total < 30 days 100.0 %
w6 Residential Loans Total 30-<60 days 0.0 %
w7 Commercial Loans Total 30-<60 days 0.0 %
w8 Public Sector Assets Total 30-<60 days 0.0 %
w9 Shipping Loans Total 30-<60 days 0.0 %
w10 Total Loans Total 30-<60 days 0.0 %
w11 Residential Loans Total 60-< 90 days 0.0 %
w12 Commercial Loans Total 60-< 90 days 0.0 %
w13 Public Sector Assets Total 60-< 90 days 0.0 %
w14 Shipping Loans Total 60-< 90 days 0.0 %
w15 Total Loans Total 60-< 90 days 0.0 %
w16 Residential Loans Total 90-< 180 days 0.0 %
w17 Commercial Loans Total 90-< 180 days 0.0 %
w18 Public Sector Assets Total 90-< 180 days 0.0 %
w19 Shipping Loans Total 90-< 180 days 0.0 %
w20 Total Loans Total 90-< 180 days 0.0 %
w21 Residential Loans Total >= 180 days 0.0 %
w22 Commercial Loans Total >= 180 days 0.0 %
w23 Public Sector Assets Total >= 180 days 0.0 %
w24 Shipping Loans Total >= 180 days 0.0 %
w25 Total Loans Total >= 180 days 0.0 %

Units and interpretation

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