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["Hypothekenpfandbriefe","Q 2 2019"]
["Deckungsmasse (nom.)","(Mio. €)",13673.1,"Umlaufende Pfandbriefe (nom).",null,null,"(Mio. €)",13244.8]
["WAL der Deckungsmasse (Total)","Jahre",5.0999999999999996,"WAL der ausstehenden Pfandbriefe (Total)",null,null,"Jahre",4.8]
["Anteil von \"insured mortgages\"","%",100,"Sind Soft Bullet Strukturen enthalten?",null,null,"Ja/Nein","Nein"]
["Sind Versicherungen Bestandteil der Deckungsmasse?",null,"Ja","Wenn ja: Ausmass der Fälligkeitsverschiebung?",null,null,"Monate","-"]
["Sind garantierte Kredite in Deckungsmasse enthalten?","Ja/Nein","Nicht anwendbar*","Ist Fälligkeitsverschiebung gesetzlich geregelt?",null,null,"Ja/Nein","Nein"]
["Anteil garantierter Kredite ","%","Nicht anwendbar*","Sind Pass through Strukturen enthalten?",null,null,"Ja/Nein","Nicht anwendbar*"]
["Gesetzliche Überdeckung (barwertig nach Stressszenarien)","%",2]
["Sind \"self certified loans\" Bestandteil der Deckungsmasse?","Ja/Nein","Nicht anwendbar*","Gesamtkreditbetrag der 10 größten Kreditnehmer",null,null,"(Mio. €)",2949.9]
["Sind \"limited certified loans\" Bestandteil der Deckungsmasse?","Ja/Nein","Nicht anwendbar*"]
["Anteil von \"non first lien mortgages\" ","% ","Nicht anwendbar*",null,null," ","Residential","Commercial"]
["Sind ABS Bestandteil der Deckungsmasse?","Ja/Nein","Nicht anwendbar*","Anzahl der Kreditnehmer",null,null,1116,751]
["\"interest only loans\"","(Mio. €)",6842.6,"Anzahl der Kredite ",null,null,1118,792]
["Notenbankfähige Wertpapiere","(Mio. €) ",56,"Anzahl der Objekte",null,null,3949,1591]
["Aufteilung der Forderungen gegenüber Zentralbanken und Kreditinstituten i.S. d. § 28 Abs. 1 Nr. 5 nach Bonitätsstufe",null,null,"Selbstgenutzte Wohnungen in der Deckungsmasse (Mio. €)",null,null,13.2]
["Bonitätsstufe 1","(Mio. €)",130,"Mehrfamilienhäuser in der Deckungsmasse (Mio. €)",null,null,4075.6]
["Bonitätsstufe 2","(Mio. €)",160,null,null,null," "]
["Sind Derivate in Deckung?","Y/N",{"$f":"IF(C20<>0,\"Y\",\"N\")","v":"N"}]
["Typ der Swap-Kontrahenten? (Intern, Extern, Beide, None)","I/E/B/N"]
["Nettobarwert der Derivate in Deckung","(Mio. €)",0]
["Währungspositionen (nominal)","(Mio. €)","Pfandbriefe","Deckungsmasse"]
["EUR",null,13244.8,13446.7]
["AUD",null,0,0]
["CAD",null,0,0]
["CHF",null,0,37.299999999999997]
["CZK",null,0,0]
["DKK",null,0,0]
["GBP",null,0,189.1]
["HKD",null,0,0,null,null," "]
["JPY",null,0,0]
["NOK",null,0,0]
["SEK",null,0,0]
["USD",null,0,0]
["Ratingagentur",null,"Fitch","Moody´s","S&P","DBRS","Scope"]
["Aktuelles Pfandbriefrating  ",null,null,"Aaa"]
["Deckungsmasse nach Beleihungsauslauf in Bandbreiten ",null,"0- ≤20"," >20- ≤30",">30- ≤40",">40- ≤50",">50- ≤60"]
[null,"(Mio. €)",205.3,290.7,589.20000000000005,937.3,11304.6]
["Deckungsmasse nach Alter\nder Kredite in Bandbreiten -seasoning- residential+commercial",null," ≤12 Monate",">12 - ≤24 Monate",">24 - ≤36 Monate"," >36 - ≤60 Monate",">60 - ≤120 Monate","> 120 Monate"]
[null,"(Mio. €)",1443.4,3001.3,2534.5,3753.8,1969.8,624.29999999999995]

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["Mortgage Pfandbriefe",{"$f":"'erweitertes vdp-Template'!B1","v":"Q 2 2019"}]
["Cover pool (nom.)","(mn. €)",13673.1,"Pfandbriefe outstanding (nom).",null,null,"(mn. €)",13244.8]
["Weighted Average Life (WAL) of cover pool (Total)","Years",5.0999999999999996,"WAL of outstanding Pfandbriefe (Total)",null,null,"Years",4.8]
["Share of \"insured mortgages\"","%",100,"Are soft bullet structures included?",null,null,"Yes/No","No "]
["Are insurances part of the cover pool register?",null,"Yes","If yes: maturity expansion period?",null,null,"Months","-"]
["Are guaranteed loans included in the cover pool?","Yes/No","Not applicable*","Is maturity extension regulated by law?",null,null,"Yes/No","No "]
["Share of guaranteed loans","%","Not applicable*","Are pass-through structures included?",null,null,"Yes/No","Not applicable*"]
["Legal overcollateralisation (npv based on stress scenarios)","%",2]
["Are self certified loans part of the cover pool?","Yes/No","Not applicable*","Total amount lent to 10 lagest borrowers",null,null,"(mn. €)",2949.9]
["Are limited certified loans part of the cover pool?","Yes/No","Not applicable*"]
["Percentage of non first lien mortgages","% ","Not applicable*",null,null," ","Residential","Commercial"]
["Are ABS part of the cover pool?","Yes/No","Not applicable*","Number of borrowers",null,null,1116,751]
["\"interest only loans\"","(mn. €)",6842.6,"Number of loans",null,null,1118,792]
["Central bank eligible securities","(mn. €) ",56,"Number of properties",null,null,3949,1591]
["Breakdown of exposures to central banks and credit institutions within the meaning of sec. 28(1) no.5 by credit quality step",null,null,"Owner-occupied dwellings in the cover pool (mn. €)",null,null,13.2]
["Credit quality step 1","(mn. €)",130,"Multi-family houses in the cover pool ( mn.€)",null,null,4075.6]
["Credit quality step 2","(mn. €)",160,null,null,null," "]
["Are derivatives included in the cover pool?","Y/N",{"$f":"IF(C20<>0,\"Y\",\"N\")","v":"N"}]
["Type of swap counterparties? (internal, external, both, none)","I/E/B/N"]
["Net present value of derivatives in the cover pool","(mn. €)",0]
["Currency positions (nominal)","(mn. €)","Pfandbriefe","Cover pool"]
["EUR",null,13244.8,13446.7]
["AUD",null,0,0]
["CAD",null,0,0]
["CHF",null,0,37.299999999999997]
["CZK",null,0,0]
["DKK",null,0,0]
["GBP",null,0,189.1]
["HKD",null,0,0,null,null," "]
["JPY",null,0,0]
["NOK",null,0,0]
["SEK",null,0,0]
["USD",null,0,0]
["Rating agency",null,"Fitch","Moody´s","S&P","DBRS","Scope"]
["Current Pfandbrief rating",null,null,"Aaa"]
["Cover pool by LTV buckets",null,"0- ≤20"," >20- ≤30",">30- ≤40",">40- ≤50",">50- ≤60"]
[null,"(mn. €)",205.3,290.7,589.20000000000005,937.3,11304.6]
["Cover pool by age of loans (seasoning) in buckets\nResidential+commercial",null," ≤12 months",">12 - ≤24 months",">24 - ≤36 months"," >36 - ≤60 months",">60 - ≤120 months","> 120 months"]
[null,"(mn. €)",1443.4,3001.3,2534.5,3753.8,1969.8,624.29999999999995]

{"sheet":"A. HTT General","index":2,"n_rows":365,"n_cols":7,"rows_kept":365,"cut":false,"hidden":false,"merged":[]}
["A. Harmonised Transparency Template - General Information ",{"$nulls":4},"HTT 2019"]
[]
[null,"Reporting in Domestic Currency","EURO"]
[]
[null,"CONTENT OF TAB A"]
[null,"1. Basic Facts"]
[null,"2. Regulatory Summary"]
[null,"3. General Cover Pool / Covered Bond Information",null,null,null,"`"]
[null,"4. References to Capital Requirements Regulation (CRR) 129(7)"]
[null,"5. References to Capital Requirements Regulation (CRR) 129(1)"]
[null,"6. Other relevant information"]
[]
["Field Number","1. Basic Facts"]
["G.1.1.1","Country","Germany"]
["G.1.1.2","Issuer Name","Berlin Hyp AG"]
["G.1.1.3","Link to Issuer's Website","www.berlinhyp.de"]
["G.1.1.4","Cut-off date","6/30/2019"]
["OG.1.1.1","Optional information e.g. Contact names"]
["OG.1.1.2","Optional information e.g. Parent name"]
["OG.1.1.3"]
["OG.1.1.4"]
["OG.1.1.5"]
["OG.1.1.6"]
["OG.1.1.7"]
["OG.1.1.8"]
[null,"2. Regulatory Summary"]
["G.2.1.1","UCITS Compliance (Y/N)","Y"]
["G.2.1.2","CRR Compliance (Y/N)","Y"]
["G.2.1.3","LCR status","[Insert link to the issuer's profile on the Covered Bond Label website]"]
["OG.2.1.1"]
["OG.2.1.2"]
["OG.2.1.3"]
["OG.2.1.4"]
["OG.2.1.5"]
["OG.2.1.6"]
[null,"3. General Cover Pool / Covered Bond Information"]
[null,"1.General Information","Nominal (mn)"]
["G.3.1.1","Total Cover Assets",13673.1]
["G.3.1.2","Outstanding Covered Bonds",13244.8]
["OG.3.1.1","Cover Pool Size [NPV] (mn)",15004.9]
["OG.3.1.2","Outstanding Covered Bonds [NPV] (mn)",14365]
["OG.3.1.3"]
["OG.3.1.4"]
[null,"2. Over-collateralisation (OC) ","Legal / Regulatory","Actual",null,"Minimum Committed","Purpose"]
["G.3.2.1","OC (%)",null,3.2337219135056779E-2,null,"ND1","ND1"]
["OG.3.2.1","Optional information e.g. Asset Coverage Test (ACT)"]
["OG.3.2.2","Optional information e.g. OC (NPV basis)",0.02]
["OG.3.2.3"]
["OG.3.2.4"]
["OG.3.2.5"]
["OG.3.2.6"]
[null,"3. Cover Pool Composition","Nominal (mn)",null,null,"% Cover Pool"]
["G.3.3.1","Mortgages",13327.1,null,null,{"$f":"IF($C$58=0,\"\",IF(C53=\"[for completion]\",\"\",C53/$C$58))","v":0.97469483877101759}]
["G.3.3.2","Public Sector ",0,null,null,{"$f":"IF($C$58=0,\"\",IF(C54=\"[for completion]\",\"\",C54/$C$58))","v":0}]
["G.3.3.3","Shipping",0,null,null,{"$f":"IF($C$58=0,\"\",IF(C55=\"[for completion]\",\"\",C55/$C$58))","v":0}]
["G.3.3.4","Substitute Assets",346,null,null,{"$f":"IF($C$58=0,\"\",IF(C56=\"[for completion]\",\"\",C56/$C$58))","v":2.5305161228982454E-2}]
["G.3.3.5","Other (Derivates)",0,null,null,{"$f":"IF($C$58=0,\"\",IF(C57=\"[for completion]\",\"\",C57/$C$58))","v":0}]
["G.3.3.6","Total",{"$f":"SUM(C53:C57)","v":13673.1},null,null,{"$f":"SUM(F53:F57)","v":1}]
["OG.3.3.1","o/w [If relevant, please specify]",null,null,null,{"$f":"IF($C$58=0,\"\",IF(C59=\"[for completion]\",\"\",C59/$C$58))","v":0}]
["OG.3.3.2","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.3.3","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.3.4","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.3.5","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.3.6","o/w [If relevant, please specify]",null,null,null,0]
[null,"4. Cover Pool Amortisation Profile","Contractual ","Expected Upon Prepayments ",null,"% Total Contractual","% Total Expected Upon Prepayments"]
["G.3.4.1","Weighted Average life (in years)",5.0999999999999996,"ND1"]
[]
["G.3.4.2","Residual Life (mn)"]
[null,"By buckets:"]
["G.3.4.2","0 - 1 Y",{"$f":"SUM(C79:C80)","v":1564.1999999999998},"ND1",null,{"$f":"IF($C$77=0,\"\",IF(C70=\"[for completion]\",\"\",C70/$C$77))","v":0.11439980692015708},{"$f":"IF($D$77=0,\"\",IF(D70=\"[Mark as ND1 if not relevant]\",\"\",D70/$D$77))","v":""}]
["G.3.4.3","1 - 2 Y",{"$f":"SUM(C81:C82)","v":1162.7},"ND1",null,8.5035580811959249E-2,""]
["G.3.4.4","2 - 3 Y",1307.0999999999999,"ND1",null,9.5596463128332268E-2,""]
["G.3.4.5","3 - 4 Y",1567.3,"ND1",null,0.11462652946296011,""]
["G.3.4.6","4 - 5 Y",1511.5,"ND1",null,0.11054552369250573,""]
["G.3.4.7","5 - 10 Y",6066.2,"ND1",null,0.44365944811344898,""]
["G.3.4.8","10+ Y",494.1,"ND1",null,3.6136647870636508E-2,""]
["G.3.4.9","Total",{"$f":"SUM(C70:C76)","v":13673.1},0,null,{"$f":"SUM(F70:F76)","v":0.99999999999999989},{"$f":"SUM(G70:G76)","v":0}]
["OG.3.4.1","o/w 0-1 day",null,null,null,{"$f":"IF($C$77=0,\"\",IF(C78=\"[for completion]\",\"\",C78/$C$77))","v":0},{"$f":"IF($D$77=0,\"\",IF(D78=\"[for completion]\",\"\",D78/$D$77))","v":""}]
["OG.3.4.2","o/w 0-0.5y",1026.5999999999999,null,null,{"$f":"IF($C$77=0,\"\",IF(C79=\"[for completion]\",\"\",C79/$C$77))","v":7.5081729819865273E-2},{"$f":"IF($D$77=0,\"\",IF(D79=\"[for completion]\",\"\",D79/$D$77))","v":""}]
["OG.3.4.3","o/w 0.5-1 y",537.6,null,null,{"$f":"IF($C$77=0,\"\",IF(C80=\"[for completion]\",\"\",C80/$C$77))","v":3.9318077100291816E-2},{"$f":"IF($D$77=0,\"\",IF(D80=\"[for completion]\",\"\",D80/$D$77))","v":""}]
["OG.3.4.4","o/w 1-1.5y",664.4,null,null,{"$f":"IF($C$77=0,\"\",IF(C81=\"[for completion]\",\"\",C81/$C$77))","v":4.8591760463976709E-2},{"$f":"IF($D$77=0,\"\",IF(D81=\"[for completion]\",\"\",D81/$D$77))","v":""}]
["OG.3.4.5","o/w 1.5-2 y",498.3,null,null,{"$f":"IF($C$77=0,\"\",IF(C82=\"[for completion]\",\"\",C82/$C$77))","v":3.6443820347982533E-2},{"$f":"IF($D$77=0,\"\",IF(D82=\"[for completion]\",\"\",D82/$D$77))","v":""}]
["OG.3.4.6"]
["OG.3.4.7"]
["OG.3.4.8"]
["OG.3.4.9",{"$nulls":4},{"$f":"IF($C$77=0,\"\",IF(C86=\"[for completion]\",\"\",C86/$C$77))","v":0},{"$f":"IF($D$77=0,\"\",IF(D86=\"[for completion]\",\"\",D86/$D$77))","v":""}]
["OG.3.4.10",{"$nulls":4},{"$f":"IF($C$77=0,\"\",IF(C87=\"[for completion]\",\"\",C87/$C$77))","v":0},{"$f":"IF($D$77=0,\"\",IF(D87=\"[for completion]\",\"\",D87/$D$77))","v":""}]
[null,"5. Maturity of Covered Bonds","Initial Maturity  ","Extended Maturity ",null,"% Total Initial Maturity ","% Total Extended Maturity"]
["G.3.5.1","Weighted Average life (in years)",4.8,"ND1"]
[]
["G.3.5.2","Maturity (mn)"]
["G.3.5.2","By buckets:"]
["G.3.5.3","0 - 1 Y",{"$f":"SUM(C102:C103)","v":699.2},"ND1",null,{"$f":"IF($C$100=0,\"\",IF(C93=\"[for completion]\",\"\",C93/$C$100))","v":5.279052911331239E-2},{"$f":"IF($D$100=0,\"\",IF(D93=\"[Mark as ND1 if not relevant]\",\"\",D93/$D$100))","v":""}]
["G.3.5.4","1 - 2 Y",{"$f":"SUM(C104:C105)","v":1511},"ND1",null,0.11408250785213819,""]
["G.3.5.5","2 - 3 Y",3725,"ND1",null,0.28124244986711766,""]
["G.3.5.6","3 - 4 Y",2199,"ND1",null,0.16602742208262863,""]
["G.3.5.7","4 - 5 Y",1650,"ND1",null,0.12457719255858903,""]
["G.3.5.8","5 - 10 Y",2533,"ND1",null,0.19124486590963999,""]
["G.3.5.9","10+ Y",927.6,"ND1",null,7.0035032616574053E-2,""]
["G.3.5.10","Total",{"$f":"SUM(C93:C99)","v":13244.800000000001},0,null,{"$f":"SUM(F93:F99)","v":0.99999999999999989},{"$f":"SUM(G93:G99)","v":0}]
["OG.3.5.1","o/w 0-1 day",null,null,null,{"$f":"IF($C$100=0,\"\",IF(C101=\"[for completion]\",\"\",C101/$C$100))","v":0},{"$f":"IF($D$100=0,\"\",IF(D101=\"[for completion]\",\"\",D101/$D$100))","v":""}]
["OG.3.5.2","o/w 0-0.5y",424.2,null,null,{"$f":"IF($C$100=0,\"\",IF(C102=\"[for completion]\",\"\",C102/$C$100))","v":3.2027663686880883E-2},{"$f":"IF($D$100=0,\"\",IF(D102=\"[for completion]\",\"\",D102/$D$100))","v":""}]
["OG.3.5.3","o/w 0.5-1 y",275,null,null,{"$f":"IF($C$100=0,\"\",IF(C103=\"[for completion]\",\"\",C103/$C$100))","v":2.0762865426431503E-2},{"$f":"IF($D$100=0,\"\",IF(D103=\"[for completion]\",\"\",D103/$D$100))","v":""}]
["OG.3.5.4","o/w 1-1.5y",947,null,null,{"$f":"IF($C$100=0,\"\",IF(C104=\"[for completion]\",\"\",C104/$C$100))","v":7.1499758395747764E-2},{"$f":"IF($D$100=0,\"\",IF(D104=\"[for completion]\",\"\",D104/$D$100))","v":""}]
["OG.3.5.5","o/w 1.5-2 y",564,null,null,{"$f":"IF($C$100=0,\"\",IF(C105=\"[for completion]\",\"\",C105/$C$100))","v":4.2582749456390429E-2},{"$f":"IF($D$100=0,\"\",IF(D105=\"[for completion]\",\"\",D105/$D$100))","v":""}]
["OG.3.5.6"]
["OG.3.5.7"]
["OG.3.5.8",{"$nulls":4},{"$f":"IF($C$100=0,\"\",IF(C108=\"[for completion]\",\"\",C108/$C$100))","v":0},{"$f":"IF($D$100=0,\"\",IF(D108=\"[for completion]\",\"\",D108/$D$100))","v":""}]
["OG.3.5.9",{"$nulls":4},{"$f":"IF($C$100=0,\"\",IF(C109=\"[for completion]\",\"\",C109/$C$100))","v":0},{"$f":"IF($D$100=0,\"\",IF(D109=\"[for completion]\",\"\",D109/$D$100))","v":""}]
["OG.3.5.10",{"$nulls":4},{"$f":"IF($C$100=0,\"\",IF(C110=\"[for completion]\",\"\",C110/$C$100))","v":0},{"$f":"IF($D$100=0,\"\",IF(D110=\"[for completion]\",\"\",D110/$D$100))","v":""}]
[null,"6. Covered Assets - Currency","Nominal [before hedging] (mn)","Nominal [after hedging] (mn)",null,"% Total [before]","% Total [after]"]
["G.3.6.1","EUR","ND3",13446.7,null,{"$f":"IF(C112=\"ND3\",\"ND3\",C112/$C$129)","v":"ND3"},{"$f":"IF($D$129=0,\"ND3\",D112/$D$129)","v":0.98344194074496638}]
["G.3.6.2","AUD","ND3",0,null,"ND3",{"$f":"IF($D$129=0,\"ND3\",D113/$D$129)","v":0}]
["G.3.6.3","BRL","ND3",0,null,"ND3","ND3"]
["G.3.6.4","CAD","ND3",0,null,"ND3",{"$f":"IF($D$129=0,\"ND3\",D115/$D$129)","v":0}]
["G.3.6.5","CHF","ND3",37.299999999999997,null,"ND3",2.7279841440492644E-3]
["G.3.6.6","CZK","ND3",0,null,"ND3",0]
["G.3.6.7","DKK","ND3",0,null,"ND3",0]
["G.3.6.8","GBP","ND3",189.1,null,"ND3",1.383007511098434E-2]
["G.3.6.9","HKD","ND3",0,null,"ND3",0]
["G.3.6.10","JPY","ND3",0,null,"ND3",0]
["G.3.6.11","KRW","ND3",0,null,"ND3","ND3"]
["G.3.6.12","NOK","ND3",0,null,"ND3",{"$f":"IF($D$129=0,\"ND3\",D123/$D$129)","v":0}]
["G.3.6.13","PLN","ND3",0,null,"ND3","ND3"]
["G.3.6.14","SEK","ND3",0,null,"ND3",{"$f":"IF($D$129=0,\"ND3\",D125/$D$129)","v":0}]
["G.3.6.15","SGD","ND3",0,null,"ND3","ND3"]
["G.3.6.16","USD","ND3",0,null,"ND3",{"$f":"IF($D$129=0,\"ND3\",D127/$D$129)","v":0}]
["G.3.6.17","Other","ND3","-",null,"ND3","ND3"]
["G.3.6.18","Total",{"$f":"IF(NOT(SUM(C112:C128)=0),SUM(C112:C128),\"ND3\")","v":"ND3"},{"$f":"SUM(D112:D128)","v":13673.1},null,{"$f":"SUM(F112:F128)","v":0},{"$f":"SUM(G112:G128)","v":1}]
["OG.3.6.3","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.4","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.5","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.6","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.7","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.8","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.9","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
[null,"7. Covered Bonds - Currency ","Nominal [before hedging] (mn)","Nominal [after hedging] (mn)",null,"% Total [before]","% Total [after]"]
["G.3.7.1","EUR","ND3",13244.8,null,{"$f":"IF(C138=\"ND3\",\"ND3\",C138/$C$155)","v":"ND3"},{"$f":"IF($D$155=0,\"ND3\",D138/$D$155)","v":1}]
["G.3.7.2","AUD","ND3",0,null,"ND3",{"$f":"IF($D$155=0,\"ND3\",D139/$D$155)","v":0}]
["G.3.7.3","BRL","ND3",0,null,"ND3","ND3"]
["G.3.7.4","CAD","ND3",0,null,"ND3",{"$f":"IF($D$155=0,\"ND3\",D141/$D$155)","v":0}]
["G.3.7.5","CHF","ND3",0,null,"ND3",0]
["G.3.7.6","CZK","ND3",0,null,"ND3",0]
["G.3.7.7","DKK","ND3",0,null,"ND3",0]
["G.3.7.8","GBP","ND3",0,null,"ND3",0]
["G.3.7.9","HKD","ND3",0,null,"ND3",0]
["G.3.7.10","JPY","ND3",0,null,"ND3",0]
["G.3.7.11","KRW","ND3",0,null,"ND3","ND3"]
["G.3.7.12","NOK","ND3",0,null,"ND3",{"$f":"IF($D$155=0,\"ND3\",D149/$D$155)","v":0}]
["G.3.7.13","PLN","ND3",0,null,"ND3","ND3"]
["G.3.7.14","SEK","ND3",0,null,"ND3",{"$f":"IF($D$155=0,\"ND3\",D151/$D$155)","v":0}]
["G.3.7.15","SGD","ND3",0,null,"ND3","ND3"]
["G.3.7.16","USD","ND3",0,null,"ND3",{"$f":"IF($D$155=0,\"ND3\",D153/$D$155)","v":0}]
["G.3.7.17","Other","ND3","-",null,"ND3","ND3"]
["G.3.7.18","Total",{"$f":"IF(NOT(SUM(C138:C154)=0),SUM(C138:C154),\"ND3\")","v":"ND3"},{"$f":"SUM(D138:D154)","v":13244.8},null,{"$f":"SUM(F138:F154)","v":0},{"$f":"SUM(G138:G154)","v":1}]
["OG.3.7.3","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.4","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.5","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.6","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.7","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.8","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.9","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
[null,"8. Covered Bonds - Breakdown by interest rate ","Nominal (mn)","Nominal [after hedging] (mn)",null,"% Total [before]","% Total [after]"]
["G.3.8.1","Fixed coupon","ND1",10436.902400000001,null,"ND1",{"$f":"D164/D167","v":0.78800000000000014}]
["G.3.8.2","Floating coupon","ND1",{"$f":"C39-D164","v":2807.8975999999984},null,"ND1",{"$f":"D165/D167","v":0.21199999999999988}]
["G.3.8.3","Other","ND1",0,null,"ND1"]
["G.3.8.4","Total","ND1",{"$f":"SUM(D164:D166)","v":13244.8},null,"ND1",{"$f":"SUM(G164:G166)","v":1}]
["OG.3.8.1"]
["OG.3.8.2"]
["OG.3.8.3"]
["OG.3.8.4"]
["OG.3.8.5"]
[null,"9. Substitute Assets - Type","Nominal (mn)",null,null,"% Substitute Assets"]
["G.3.9.1","Cash","ND1",null,null,"ND1"]
["G.3.9.2","Exposures to/guaranteed by Supranational, Sovereign, Agency (SSA)",56,null,null,{"$f":"IF(C175=\"ND1\",\"ND1\",C175/$C$179)","v":0.16184971098265896}]
["G.3.9.3","Exposures to central banks","ND3",null,null,{"$f":"IF(C176=\"ND3\",\"ND3\",C176/$C$179)","v":"ND3"}]
["G.3.9.4","Exposures to credit institutions (inkl Central Banks)",290,null,null,{"$f":"IF($C$179=0,\"\",IF(C177=\"[for completion]\",\"\",C177/$C$179))","v":0.83815028901734101}]
["G.3.9.5","Other","ND1",null,null,{"$f":"IF(C178=\"ND1\",\"ND1\",C178/$C$179)","v":"ND1"}]
["G.3.9.6","Total",{"$f":"SUM(C174:C178)","v":346},null,null,{"$f":"SUM(F174:F178)","v":1}]
["OG.3.9.1","o/w EU gvts or quasi govts",null,null,null,{"$f":"IF($C$179=0,\"\",IF(C180=\"[for completion]\",\"\",C180/$C$179))","v":0}]
["OG.3.9.2","o/w third-party countries  Credit Quality Step 1 (CQS1) gvts or quasi govts",null,null,null,0]
["OG.3.9.3","o/w third-party countries Credit Quality Step 2 (CQS2) gvts or quasi govts",null,null,null,0]
["OG.3.9.4","o/w EU central banks",null,null,null,0]
["OG.3.9.5","o/w third-party countries Credit Quality Step 1 (CQS1) central banks",null,null,null,0]
["OG.3.9.6","o/w third-party countries Credit Quality Step 2 (CQS2) central banks",null,null,null,0]
["OG.3.9.7","o/w CQS1 credit institutions",130,null,null,0.37572254335260113]
["OG.3.9.8","o/w CQS2 credit institutions",160,null,null,0.46242774566473988]
["OG.3.9.9"]
["OG.3.9.10"]
["OG.3.9.11"]
["OG.3.9.12",{"$nulls":4},{"$f":"IF($C$179=0,\"\",IF(C191=\"[for completion]\",\"\",C191/$C$179))","v":0}]
[null,"10. Substitute Assets - Country","Nominal (mn)",null,null,"% Substitute Assets"]
["G.3.10.1","Domestic (Country of Issuer)",322,null,null,{"$f":"IF($C$208=0,\"\",IF(C193=\"[for completion]\",\"\",C193/$C$208))","v":0.93063583815028905}]
["G.3.10.2","Eurozone",0,null,null,0]
["G.3.10.3","Rest of European Union (EU)",24,null,null,6.9364161849710976E-2]
["G.3.10.4","European Economic Area (not member of EU)",0,null,null,0]
["G.3.10.5","Switzerland",0,null,null,0]
["G.3.10.6","Australia",0,null,null,0]
["G.3.10.7","Brazil",0,null,null,0]
["G.3.10.8","Canada",0,null,null,0]
["G.3.10.9","Japan",0,null,null,0]
["G.3.10.10","Korea",0,null,null,0]
["G.3.10.11","New Zealand",0,null,null,0]
["G.3.10.12","Singapore",0,null,null,0]
["G.3.10.13","US",0,null,null,0]
["G.3.10.14","Other",0,null,null,0]
["G.3.10.15","Total EU",{"$f":"SUM(C193:C195)","v":346}]
["G.3.10.16","Total",{"$f":"SUM(C193:C206)","v":346},null,null,{"$f":"SUM(F193:F206)","v":1}]
["OG.3.10.1","o/w [If relevant, please specify]",null,null,null,{"$f":"IF($C$208=0,\"\",IF(C209=\"[for completion]\",\"\",C209/$C$208))","v":0}]
["OG.3.10.2","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.10.3","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.10.4","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.10.5","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.10.6","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.10.7","o/w [If relevant, please specify]",null,null,null,0]
[null,"11. Liquid Assets ","Nominal (mn)",null,null,"% Cover Pool","% Covered Bonds"]
["G.3.11.1","Substitute and other marketable assets","ND3",null,null,"ND3","ND3"]
["G.3.11.2","Central bank eligible assets (only bonds)",56,null,null,{"$f":"IF($C$220=0,\"\",IF(C218=\"[for completion]\",\"\",C218/$C$38))","v":4.0956330312803971E-3},{"$f":"IF($C$220=0,\"\",IF(C218=\"[for completion]\",\"\",C218/$C$39))","v":4.2280744141096884E-3}]
["G.3.11.3","Other","ND3",null,null,"ND3","ND3"]
["G.3.11.4","Total",{"$f":"SUM(C217:C219)","v":56},null,null,{"$f":"SUM(F217:F219)","v":4.0956330312803971E-3},{"$f":"SUM(G217:G219)","v":4.2280744141096884E-3}]
["OG.3.11.1","o/w [If relevant, please specify]",null,null,null,{"$f":"IF($C$220=0,\"\",IF(C221=\"[for completion]\",\"\",C221/$C$220))","v":0},{"$f":"IF($C$220=0,\"\",IF(C221=\"[for completion]\",\"\",C221/$C$220))","v":0}]
["OG.3.11.2","o/w [If relevant, please specify]",null,null,null,0,0]
["OG.3.11.3","o/w [If relevant, please specify]",null,null,null,0,0]
["OG.3.11.4","o/w [If relevant, please specify]",null,null,null,0,0]
["OG.3.11.5","o/w [If relevant, please specify]",null,null,null,0,0]
["OG.3.11.6","o/w [If relevant, please specify]",null,null,null,0,0]
["OG.3.11.7","o/w [If relevant, please specify]",null,null,null,0,0]
[null,"12. Bond List "]
["G.3.12.1","Bond list ","[Insert link to the issuer's profile on the Covered Bond Label website]"]
[null,"13. Derivatives & Swaps"]
["G.3.13.1","Derivatives in the register / cover pool [notional] (mn)","ND1"]
["G.3.13.2","Type of interest rate swaps (intra-group, external or both)","ND3"]
["G.3.13.3","Type of currency rate swaps (intra-group, external or both)","ND3"]
["OG.3.13.1","NPV of Derivatives in the cover pool (mn)",0]
["OG.3.13.2","Derivatives outside the cover pool [notional] (mn)"]
["OG.3.13.3","NPV of Derivatives outside the cover pool (mn)"]
["OG.3.13.4","Type of swap conterparty (intra-group, external or both)"]
["OG.3.13.5"]
["OG.3.13.6"]
["OG.3.13.7"]
["OG.3.13.8"]
["OG.3.13.9"]
["OG.3.13.10"]
["OG.3.13.11"]
["OG.3.13.12"]
["OG.3.13.13"]
["OG.3.13.14"]
["OG.3.13.15"]
["OG.3.13.16"]
["OG.3.13.17"]
["OG.3.13.18"]
["OG.3.13.19"]
["OG.3.13.20"]
["OG.3.13.21"]
["OG.3.13.22"]
["OG.3.13.23"]
["OG.3.13.24"]
["OG.3.13.25"]
["OG.3.13.26"]
["OG.3.13.27"]
["OG.3.13.28"]
["OG.3.13.29"]
["OG.3.13.30"]
["OG.3.13.31"]
["OG.3.13.32"]
["OG.3.13.33"]
["OG.3.13.34"]
["OG.3.13.35"]
["OG.3.13.36"]
["OG.3.13.37"]
["OG.3.13.38"]
["OG.3.13.39"]
["OG.3.13.40"]
["OG.3.13.41"]
["OG.3.13.42"]
["OG.3.13.43"]
["OG.3.13.44"]
["OG.3.13.45"]
["OG.3.13.46"]
["OG.3.13.47"]
["OG.3.13.48"]
["OG.3.13.49"]
["OG.3.13.50"]
["OG.3.13.51"]
[null,"4. References to Capital Requirements Regulation (CRR) 129(7) ","Row","Row"]
["The issuer believes that, at the time of its issuance and based on transparency data made publicly available by the issuer, these covered bonds would satisfy the eligibility criteria for Article 129(7) of the Capital Requirements Regulation (EU) 648/2012. It should be noted, however, that"]
["whether or not exposures in the form of covered bonds are eligible to preferential treatment under Regulation (EU) 648/2012 is ultimately a matter to be determined by a relevant investor institution and its relevant supervisory authority and the issuer does not accept any responsibility in this regard."]
["G.4.1.1","(i)         Value of the cover pool outstanding covered bonds: ",38]
["G.4.1.2","(i)         Value of covered bonds: ",39]
["G.4.1.3","(ii)        Geographical distribution: ","43 for Mortgage Assets","48 for Public Sector Assets"]
["G.4.1.4","(ii)        Type of cover assets:",52]
["G.4.1.5","(ii)        Loan size: ","167 for Residential Mortgage Assets","268 for Commercial Mortgage Assets",null,"18 for Public Sector Assets"]
["G.4.1.6","            (ii)        Interest rate risk - cover pool:","130 for Mortgage Assets",163,null,"129 for Public Sector Assets"]
["G.4.1.7","(ii)        Currency risk - cover pool:",111]
["G.4.1.8","          (ii)         Interest rate risk - covered bond:",163]
["G.4.1.9","(ii)        Currency risk - covered bond:",137]
["G.4.1.10","(Please refer to \"Tab D. HTT Harmonised Glossary\" for hedging strategy)","17 for Harmonised Glossary"]
["G.4.1.11","(iii)        Maturity structure of cover assets: ",65]
["G.4.1.12","(iii)        Maturity structure of covered bonds: ",88]
["G.4.1.13","(iv)        Percentage of loans more than ninety days past due:","160 for Mortgage Assets","166 for Public Sector Assets"]
["OG.4.1.1"]
["OG.4.1.2"]
["OG.4.1.3"]
["OG.4.1.4"]
["OG.4.1.5"]
["OG.4.1.6"]
["OG.4.1.7"]
["OG.4.1.8"]
["OG.4.1.9"]
["OG.4.1.10"]
[null,"5. References to Capital Requirements Regulation (CRR) 129(1)"]
["G.5.1.1","Exposure to credit institute credit quality step 1 & 2",290]
["OG.5.1.1"]
["OG.5.1.2"]
["OG.5.1.3"]
["OG.5.1.4"]
["OG.5.1.5"]
["OG.5.1.6"]
[null,"6. Other relevant information"]
[null,"1. Optional information e.g. Rating triggers"]
["OG.6.1.1","NPV Test (passed/failed)"]
["OG.6.1.2","Interest Covereage Test (passe/failed)"]
["OG.6.1.3","Cash Manager "]
["OG.6.1.4","Account Bank"]
["OG.6.1.5","Stand-by Account Bank"]
["OG.6.1.6","Servicer "]
["OG.6.1.7","Interest Rate Swap Provider "]
["OG.6.1.8","Covered Bond Swap Provider "]
["OG.6.1.9","Paying Agent"]
["OG.6.1.10","Other optional/relevant information"]
["OG.6.1.11","Other optional/relevant information"]
["OG.6.1.12","Other optional/relevant information"]
["OG.6.1.13","Other optional/relevant information"]
["OG.6.1.14","Other optional/relevant information"]
["OG.6.1.15","Other optional/relevant information"]
["OG.6.1.16","Other optional/relevant information"]
["OG.6.1.17","Other optional/relevant information"]
["OG.6.1.18","Other optional/relevant information"]
["OG.6.1.19","Other optional/relevant information"]
["OG.6.1.20","Other optional/relevant information"]
["OG.6.1.21","Other optional/relevant information"]
["OG.6.1.22","Other optional/relevant information"]
["OG.6.1.23","Other optional/relevant information"]
["OG.6.1.24","Other optional/relevant information"]
["OG.6.1.25","Other optional/relevant information"]
["OG.6.1.26","Other optional/relevant information"]
["OG.6.1.27","Other optional/relevant information"]
["OG.6.1.28","Other optional/relevant information"]
["OG.6.1.29","Other optional/relevant information"]
["OG.6.1.30","Other optional/relevant information"]
["OG.6.1.31","Other optional/relevant information"]
["OG.6.1.32","Other optional/relevant information"]
["OG.6.1.33","Other optional/relevant information"]
["OG.6.1.34","Other optional/relevant information"]
["OG.6.1.35","Other optional/relevant information"]
["OG.6.1.36","Other optional/relevant information"]
["OG.6.1.37","Other optional/relevant information"]
["OG.6.1.38","Other optional/relevant information"]
["OG.6.1.39","Other optional/relevant information"]
["OG.6.1.40","Other optional/relevant information"]
["OG.6.1.41","Other optional/relevant information"]
["OG.6.1.42","Other optional/relevant information"]
["OG.6.1.43","Other optional/relevant information"]
["OG.6.1.44","Other optional/relevant information"]
["OG.6.1.45","Other optional/relevant information"]

{"sheet":"A. HTT General P","index":3,"n_rows":365,"n_cols":7,"rows_kept":365,"cut":false,"hidden":true,"merged":[]}
["A. Harmonised Transparency Template - General Information Public Pool"]
[]
[null,"Reporting in Domestic Currency","EURO"]
[]
[null,"CONTENT OF TAB A"]
[null,"1. Basic Facts"]
[null,"2. Regulatory Summary"]
[null,"3. General Cover Pool / Covered Bond Information",null,null,null,"`"]
[null,"4. References to Capital Requirements Regulation (CRR) 129(7)"]
[null,"5. References to Capital Requirements Regulation (CRR) 129(1)"]
[null,"6. Other relevant information"]
[]
["Field Number","1. Basic Facts"]
["G.1.1.1","Country","Germany"]
["G.1.1.2","Issuer Name"]
["G.1.1.3","Link to Issuer's Website"]
["G.1.1.4","Cut-off date"]
["OG.1.1.1","Optional information e.g. Contact names"]
["OG.1.1.2","Optional information e.g. Parent name"]
["OG.1.1.3"]
["OG.1.1.4"]
["OG.1.1.5"]
["OG.1.1.6"]
["OG.1.1.7"]
["OG.1.1.8"]
[null,"2. Regulatory Summary"]
["G.2.1.1","UCITS Compliance (Y/N)","Y"]
["G.2.1.2","CRR Compliance (Y/N)","Y"]
["G.2.1.3","LCR status","[Insert link to the issuer's profile on the Covered Bond Label website]"]
["OG.2.1.1"]
["OG.2.1.2"]
["OG.2.1.3"]
["OG.2.1.4"]
["OG.2.1.5"]
["OG.2.1.6"]
[null,"3. General Cover Pool / Covered Bond Information"]
[null,"1.General Information","Nominal (mn)"]
["G.3.1.1","Total Cover Assets",0]
["G.3.1.2","Outstanding Covered Bonds",0]
["OG.3.1.1","Cover Pool Size [NPV] (mn)",0]
["OG.3.1.2","Outstanding Covered Bonds [NPV] (mn)",0]
["OG.3.1.3"]
["OG.3.1.4"]
[null,"2. Over-collateralisation (OC) ","Legal / Regulatory","Actual",null,"Minimum Committed","Purpose"]
["G.3.2.1","OC (%)",null,0,null,"ND1","ND1"]
["OG.3.2.1","Optional information e.g. Asset Coverage Test (ACT)"]
["OG.3.2.2","Optional information e.g. OC (NPV basis)",0.02]
["OG.3.2.3"]
["OG.3.2.4"]
["OG.3.2.5"]
["OG.3.2.6"]
[null,"3. Cover Pool Composition","Nominal (mn)",null,null,"% Cover Pool"]
["G.3.3.1","Mortgages",null,null,null,{"$f":"IF($C$58=0,\"\",IF(C53=\"[for completion]\",\"\",C53/$C$58))","v":""}]
["G.3.3.2","Public Sector ",0,null,null,{"$f":"IF($C$58=0,\"\",IF(C54=\"[for completion]\",\"\",C54/$C$58))","v":""}]
["G.3.3.3","Shipping",null,null,null,{"$f":"IF($C$58=0,\"\",IF(C55=\"[for completion]\",\"\",C55/$C$58))","v":""}]
["G.3.3.4","Substitute Assets",0,null,null,{"$f":"IF($C$58=0,\"\",IF(C56=\"[for completion]\",\"\",C56/$C$58))","v":""}]
["G.3.3.5","Other (Derivates)",0,null,null,{"$f":"IF($C$58=0,\"\",IF(C57=\"[for completion]\",\"\",C57/$C$58))","v":""}]
["G.3.3.6","Total",{"$f":"SUM(C53:C57)","v":0},null,null,{"$f":"SUM(F53:F57)","v":0}]
["OG.3.3.1","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.3.2","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.3.3","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.3.4","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.3.5","o/w [If relevant, please specify]",null,null,null,0]
["OG.3.3.6","o/w [If relevant, please specify]",null,null,null,0]
[null,"4. Cover Pool Amortisation Profile","Contractual (mn)","Expected (mn)",null,"% Total Contractual","% Total Expected"]
["G.3.4.1","Weighted Average life (in years)","-","ND1"]
[]
["G.3.4.2","Residual Life (mn)"]
[null,"By buckets:"]
["G.3.4.2","0 - 1 Y",{"$f":"SUM(C79:C80)","v":0},"ND1",null,{"$f":"IF($C$77=0,\"\",IF(C70=\"[for completion]\",\"\",C70/$C$77))","v":""},{"$f":"IF($D$77=0,\"\",IF(D70=\"[Mark as ND1 if not relevant]\",\"\",D70/$D$77))","v":""}]
["G.3.4.3","1 - 2 Y",{"$f":"SUM(C81:C82)","v":0},"ND1",null,"",""]
["G.3.4.4","2 - 3 Y",null,"ND1",null,"",""]
["G.3.4.5","3 - 4 Y",null,"ND1",null,"",""]
["G.3.4.6","4 - 5 Y",null,"ND1",null,"",""]
["G.3.4.7","5 - 10 Y",null,"ND1",null,"",""]
["G.3.4.8","10+ Y",null,"ND1",null,"",""]
["G.3.4.9","Total",{"$f":"SUM(C70:C76)","v":0},0,null,{"$f":"SUM(F70:F76)","v":0},{"$f":"SUM(G70:G76)","v":0}]
["OG.3.4.1","o/w 0-1 day",null,null,null,{"$f":"IF($C$77=0,\"\",IF(C78=\"[for completion]\",\"\",C78/$C$77))","v":""},{"$f":"IF($D$77=0,\"\",IF(D78=\"[for completion]\",\"\",D78/$D$77))","v":""}]
["OG.3.4.2","o/w 0-0.5y",null,null,null,{"$f":"IF($C$77=0,\"\",IF(C79=\"[for completion]\",\"\",C79/$C$77))","v":""},{"$f":"IF($D$77=0,\"\",IF(D79=\"[for completion]\",\"\",D79/$D$77))","v":""}]
["OG.3.4.3","o/w 0.5-1 y",null,null,null,{"$f":"IF($C$77=0,\"\",IF(C80=\"[for completion]\",\"\",C80/$C$77))","v":""},{"$f":"IF($D$77=0,\"\",IF(D80=\"[for completion]\",\"\",D80/$D$77))","v":""}]
["OG.3.4.4","o/w 1-1.5y",null,null,null,{"$f":"IF($C$77=0,\"\",IF(C81=\"[for completion]\",\"\",C81/$C$77))","v":""},{"$f":"IF($D$77=0,\"\",IF(D81=\"[for completion]\",\"\",D81/$D$77))","v":""}]
["OG.3.4.5","o/w 1.5-2 y",null,null,null,{"$f":"IF($C$77=0,\"\",IF(C82=\"[for completion]\",\"\",C82/$C$77))","v":""},{"$f":"IF($D$77=0,\"\",IF(D82=\"[for completion]\",\"\",D82/$D$77))","v":""}]
["OG.3.4.6"]
["OG.3.4.7"]
["OG.3.4.8"]
["OG.3.4.9",{"$nulls":4},{"$f":"IF($C$77=0,\"\",IF(C86=\"[for completion]\",\"\",C86/$C$77))","v":""},{"$f":"IF($D$77=0,\"\",IF(D86=\"[for completion]\",\"\",D86/$D$77))","v":""}]
["OG.3.4.10",{"$nulls":4},{"$f":"IF($C$77=0,\"\",IF(C87=\"[for completion]\",\"\",C87/$C$77))","v":""},{"$f":"IF($D$77=0,\"\",IF(D87=\"[for completion]\",\"\",D87/$D$77))","v":""}]
[null,"5. Maturity of Covered Bonds","Initial Maturity (mn)","Extended Maturity (mn)",null,"% Total Initial Maturity","% Total Extended Maturity"]
["G.3.5.1","Weighted Average life (in years)","-","ND1"]
[]
["G.3.5.2","Maturity (mn)"]
["G.3.5.2","By buckets:"]
["G.3.5.3","0 - 1 Y",{"$f":"SUM(C102:C103)","v":0},"ND1",null,{"$f":"IF($C$100=0,\"\",IF(C93=\"[for completion]\",\"\",C93/$C$100))","v":""},{"$f":"IF($D$100=0,\"\",IF(D93=\"[Mark as ND1 if not relevant]\",\"\",D93/$D$100))","v":""}]
["G.3.5.4","1 - 2 Y",{"$f":"SUM(C104:C105)","v":0},"ND1",null,"",""]
["G.3.5.5","2 - 3 Y",null,"ND1",null,"",""]
["G.3.5.6","3 - 4 Y",null,"ND1",null,"",""]
["G.3.5.7","4 - 5 Y",null,"ND1",null,"",""]
["G.3.5.8","5 - 10 Y",null,"ND1",null,"",""]
["G.3.5.9","10+ Y",null,"ND1",null,"",""]
["G.3.5.10","Total",{"$f":"SUM(C93:C99)","v":0},{"$f":"SUM(D93:D99)","v":0},null,{"$f":"SUM(F93:F99)","v":0},{"$f":"SUM(G93:G99)","v":0}]
["OG.3.5.1","o/w 0-1 day",null,null,null,{"$f":"IF($C$100=0,\"\",IF(C101=\"[for completion]\",\"\",C101/$C$100))","v":""},{"$f":"IF($D$100=0,\"\",IF(D101=\"[for completion]\",\"\",D101/$D$100))","v":""}]
["OG.3.5.2","o/w 0-0.5y",null,null,null,{"$f":"IF($C$100=0,\"\",IF(C102=\"[for completion]\",\"\",C102/$C$100))","v":""},{"$f":"IF($D$100=0,\"\",IF(D102=\"[for completion]\",\"\",D102/$D$100))","v":""}]
["OG.3.5.3","o/w 0.5-1 y",null,null,null,{"$f":"IF($C$100=0,\"\",IF(C103=\"[for completion]\",\"\",C103/$C$100))","v":""},{"$f":"IF($D$100=0,\"\",IF(D103=\"[for completion]\",\"\",D103/$D$100))","v":""}]
["OG.3.5.4","o/w 1-1.5y",null,null,null,{"$f":"IF($C$100=0,\"\",IF(C104=\"[for completion]\",\"\",C104/$C$100))","v":""},{"$f":"IF($D$100=0,\"\",IF(D104=\"[for completion]\",\"\",D104/$D$100))","v":""}]
["OG.3.5.5","o/w 1.5-2 y",null,null,null,{"$f":"IF($C$100=0,\"\",IF(C105=\"[for completion]\",\"\",C105/$C$100))","v":""},{"$f":"IF($D$100=0,\"\",IF(D105=\"[for completion]\",\"\",D105/$D$100))","v":""}]
["OG.3.5.6"]
["OG.3.5.7"]
["OG.3.5.8",{"$nulls":4},{"$f":"IF($C$100=0,\"\",IF(C108=\"[for completion]\",\"\",C108/$C$100))","v":""},{"$f":"IF($D$100=0,\"\",IF(D108=\"[for completion]\",\"\",D108/$D$100))","v":""}]
["OG.3.5.9",{"$nulls":4},{"$f":"IF($C$100=0,\"\",IF(C109=\"[for completion]\",\"\",C109/$C$100))","v":""},{"$f":"IF($D$100=0,\"\",IF(D109=\"[for completion]\",\"\",D109/$D$100))","v":""}]
["OG.3.5.10",{"$nulls":4},{"$f":"IF($C$100=0,\"\",IF(C110=\"[for completion]\",\"\",C110/$C$100))","v":""},{"$f":"IF($D$100=0,\"\",IF(D110=\"[for completion]\",\"\",D110/$D$100))","v":""}]
[null,"6. Covered Assets - Currency","Nominal [before hedging] (mn)","Nominal [after hedging] (mn)",null,"% Total [before]","% Total [after]"]
["G.3.6.1","EUR",null,0,null,{"$f":"IF(C112=\"ND3\",\"ND3\",C112/$C$127)","v":{"$error":"#VALUE!"}},{"$f":"IF($D$127=0,\"\",IF(D112=\"[for completion]\",\"\",D112/$D$127))","v":""}]
["G.3.6.2"," USD","ND3",0,null,"ND3",""]
["G.3.6.3"," GBP","ND3",0,null,"ND3",""]
["G.3.6.4"," JPY","ND3",0,null,"ND3",""]
["G.3.6.5"," CHF","ND3",0,null,"ND3",""]
["G.3.6.6"," AUD","ND3",0,null,"ND3",""]
["G.3.6.7"," CAD","ND3",0,null,"ND3",""]
["G.3.6.8","BRL","ND3",0,null,"ND3"]
["G.3.6.9","CZK","ND3",0,null,"ND3",{"$f":"IF($D$127=0,\"\",IF(D120=\"[for completion]\",\"\",D120/$D$127))","v":""}]
["G.3.6.10","DKK","ND3",0,null,"ND3",{"$f":"IF($D$127=0,\"\",IF(D121=\"[for completion]\",\"\",D121/$D$127))","v":""}]
["G.3.6.11","HKD","ND3",0,null,"ND3",{"$f":"IF($D$127=0,\"\",IF(D122=\"[for completion]\",\"\",D122/$D$127))","v":""}]
["G.3.6.12","KRW","ND3",0,null,"ND3"]
["G.3.6.13","SEK","ND3",0,null,"ND3",{"$f":"IF($D$127=0,\"\",IF(D124=\"[for completion]\",\"\",D124/$D$127))","v":""}]
["G.3.6.14","SGD","ND3",0,null,"ND3"]
["G.3.6.15","Other (NOK)","ND3",0,null,"ND3",{"$f":"IF($D$127=0,\"\",IF(D126=\"[for completion]\",\"\",D126/$D$127))","v":""}]
["G.3.6.16","Total",{"$f":"IF(NOT(SUM(C112:C126)=0),SUM(C112:C126),\"ND3\")","v":"ND3"},{"$f":"SUM(D112:D126)","v":0},null,"ND3",{"$f":"SUM(G112:G126)","v":0}]
["OG.3.6.1","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.2","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.3","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.4","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.5","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.6","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.7","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.8","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.6.9","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
[null,"7. Covered Bonds - Currency ","Nominal [before hedging] (mn)","Nominal [after hedging] (mn)",null,"% Total [before]","% Total [after]"]
["G.3.7.1","EUR","ND3",0,null,{"$f":"IF(C138=\"ND3\",\"ND3\",C138/$C$153)","v":"ND3"},{"$f":"IF($D$153=0,\"\",IF(D138=\"[for completion]\",\"\",D138/$D$153))","v":""}]
["G.3.7.2"," USD","ND3",0,null,"ND3",""]
["G.3.7.3"," GBP","ND3",0,null,"ND3",""]
["G.3.7.4"," JPY","ND3",0,null,"ND3",""]
["G.3.7.5"," CHF","ND3",0,null,"ND3",""]
["G.3.7.6"," AUD","ND3",0,null,"ND3",""]
["G.3.7.7"," CAD","ND3",0,null,"ND3",""]
["G.3.7.8","BRL","ND3",0,null,"ND3"]
["G.3.7.9","CZK","ND3",0,null,"ND3",{"$f":"IF($D$153=0,\"\",IF(D146=\"[for completion]\",\"\",D146/$D$153))","v":""}]
["G.3.7.10","DKK","ND3",0,null,"ND3",{"$f":"IF($D$153=0,\"\",IF(D147=\"[for completion]\",\"\",D147/$D$153))","v":""}]
["G.3.7.11","HKD","ND3",0,null,"ND3",{"$f":"IF($D$153=0,\"\",IF(D148=\"[for completion]\",\"\",D148/$D$153))","v":""}]
["G.3.7.12","KRW","ND3",0,null,"ND3"]
["G.3.7.13","SEK","ND3",0,null,"ND3",{"$f":"IF($D$153=0,\"\",IF(D150=\"[for completion]\",\"\",D150/$D$153))","v":""}]
["G.3.7.14","SGD","ND3",0,null,"ND3"]
["G.3.7.15","Other (NOK)","ND3",0,null,"ND3",{"$f":"IF($D$153=0,\"\",IF(D152=\"[for completion]\",\"\",D152/$D$153))","v":""}]
["G.3.7.16","Total",{"$f":"IF(NOT(SUM(C138:C152)=0),SUM(C138:C152),\"ND3\")","v":"ND3"},{"$f":"SUM(D138:D152)","v":0},null,"ND3",{"$f":"SUM(G138:G152)","v":0}]
["OG.3.7.1","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.2","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.3","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.4","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.5","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.6","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.7","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.8","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
["OG.3.7.9","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}},0]
[null,"8. Covered Bonds - Breakdown by interest rate ","Nominal (mn)","Nominal [after hedging] (mn)",null,"% Total [before]","% Total [after]"]
["G.3.8.1","Fixed coupon","ND1",0,null,"ND1",{"$f":"D164/D167","v":{"$error":"#DIV/0!"}}]
["G.3.8.2","Floating coupon","ND1",{"$f":"C39-D164","v":0},null,"ND1",{"$f":"D165/D167","v":{"$error":"#DIV/0!"}}]
["G.3.8.3","Other","ND1",null,null,"ND1"]
["G.3.8.4","Total","ND1",{"$f":"SUM(D164:D166)","v":0},null,"ND1",{"$f":"SUM(G164:G166)","v":{"$error":"#DIV/0!"}}]
["OG.3.8.1"]
["OG.3.8.2"]
["OG.3.8.3"]
["OG.3.8.4"]
["OG.3.8.5"]
[null,"9. Substitute Assets - Type","Nominal (mn)",null,null,"% Substitute Assets"]
["G.3.9.1","Cash","ND1",null,null,"ND1"]
["G.3.9.2","Exposures to/guaranteed by Supranational, Sovereign, Agency (SSA)","ND1",null,null,"ND1"]
["G.3.9.3","Exposures to central banks","ND3"]
["G.3.9.4","Exposures to credit institutions (inkl Central Banks)",0,null,null,{"$f":"IF($C$179=0,\"\",IF(C177=\"[for completion]\",\"\",C177/$C$179))","v":""}]
["G.3.9.5","Other","ND1",null,null,"ND1"]
["G.3.9.6","Total",{"$f":"SUM(C174:C178)","v":0},null,null,{"$f":"SUM(F174:F178)","v":0}]
["OG.3.9.1","o/w EU gvts or quasi govts",null,null,null,{"$f":"IF($C$179=0,\"\",IF(C180=\"[for completion]\",\"\",C180/$C$179))","v":""}]
["OG.3.9.2","o/w third-party countries  Credit Quality Step 1 (CQS1) gvts or quasi govts",null,null,null,""]
["OG.3.9.3","o/w third-party countries Credit Quality Step 2 (CQS2) gvts or quasi govts",null,null,null,""]
["OG.3.9.4","o/w EU central banks",null,null,null,""]
["OG.3.9.5","o/w third-party countries Credit Quality Step 1 (CQS1) central banks",null,null,null,""]
["OG.3.9.6","o/w third-party countries Credit Quality Step 2 (CQS2) central banks",null,null,null,""]
["OG.3.9.7","o/w CQS1 credit institutions",0,null,null,""]
["OG.3.9.8","o/w CQS2 credit institutions",0,null,null,""]
["OG.3.9.9"]
["OG.3.9.10"]
["OG.3.9.11"]
["OG.3.9.12",{"$nulls":4},{"$f":"IF($C$179=0,\"\",IF(C191=\"[for completion]\",\"\",C191/$C$179))","v":""}]
[null,"10. Substitute Assets - Country","Nominal (mn)",null,null,"% Substitute Assets"]
["G.3.10.1","Domestic (Country of Issuer)",0,null,null,{"$f":"IF($C$208=0,\"\",IF(C193=\"[for completion]\",\"\",C193/$C$208))","v":""}]
["G.3.10.2","Eurozone",0,null,null,""]
["G.3.10.3","Rest of European Union (EU)",0,null,null,""]
["G.3.10.4","European Economic Area (not member of EU)",0,null,null,""]
["G.3.10.5","Switzerland",0,null,null,""]
["G.3.10.6","Australia",0,null,null,""]
["G.3.10.7","Brazil",0,null,null,""]
["G.3.10.8","Canada",0,null,null,""]
["G.3.10.9","Japan",0,null,null,""]
["G.3.10.10","Korea",0,null,null,""]
["G.3.10.11","New Zealand",0,null,null,""]
["G.3.10.12","Singapore",0,null,null,""]
["G.3.10.13","US",0,null,null,""]
["G.3.10.14","Other",0,null,null,""]
["G.3.10.15","Total EU",{"$f":"SUM(C193:C195)","v":0}]
["G.3.10.16","Total",{"$f":"SUM(C193:C206)","v":0},null,null,{"$f":"SUM(F193:F206)","v":0}]
["OG.3.10.1","o/w [If relevant, please specify]",null,null,null,{"$f":"IF($C$208=0,\"\",IF(C209=\"[for completion]\",\"\",C209/$C$208))","v":""}]
["OG.3.10.2","o/w [If relevant, please specify]",null,null,null,""]
["OG.3.10.3","o/w [If relevant, please specify]",null,null,null,""]
["OG.3.10.4","o/w [If relevant, please specify]",null,null,null,""]
["OG.3.10.5","o/w [If relevant, please specify]",null,null,null,""]
["OG.3.10.6","o/w [If relevant, please specify]",null,null,null,""]
["OG.3.10.7","o/w [If relevant, please specify]",null,null,null,""]
[null,"11. Liquid Assets ","Nominal (mn)",null,null,"% Cover Pool","% Covered Bonds"]
["G.3.11.1","Substitute and other marketable assets","ND3",null,null,"ND3","ND3"]
["G.3.11.2","Central bank eligible assets (only bonds)",0,null,null,{"$f":"IF($C$220=0,\"\",IF(C218=\"[for completion]\",\"\",C218/$C$38))","v":""},{"$f":"IF($C$220=0,\"\",IF(C218=\"[for completion]\",\"\",C218/$C$39))","v":""}]
["G.3.11.3","Other","ND3",null,null,"ND3","ND3"]
["G.3.11.4","Total",{"$f":"SUM(C217:C219)","v":0},null,null,{"$f":"SUM(F217:F219)","v":0},{"$f":"SUM(G217:G219)","v":0}]
["OG.3.11.1","o/w [If relevant, please specify]",null,null,null,0,0]
["OG.3.11.2","o/w [If relevant, please specify]",null,null,null,0,0]
["OG.3.11.3","o/w [If relevant, please specify]",null,null,null,0,0]
["OG.3.11.4","o/w [If relevant, please specify]",null,null,null,0,0]
["OG.3.11.5","o/w [If relevant, please specify]",null,null,null,0,0]
["OG.3.11.6","o/w [If relevant, please specify]",null,null,null,0,0]
["OG.3.11.7","o/w [If relevant, please specify]",null,null,null,0,0]
[null,"12. Bond List "]
["G.3.12.1","Bond list ","[Insert link to the issuer's profile on the Covered Bond Label website]"]
[null,"13. Derivatives & Swaps"]
["G.3.13.1","Derivatives in the register / cover pool [notional] (mn)","ND1"]
["G.3.13.2","Type of interest rate swaps (intra-group, external or both)","ND3"]
["G.3.13.3","Type of currency rate swaps (intra-group, external or both)","ND3"]
["OG.3.13.1","NPV of Derivatives in the cover pool (mn)",0]
["OG.3.13.2","Derivatives outside the cover pool [notional] (mn)"]
["OG.3.13.3","NPV of Derivatives outside the cover pool (mn)"]
["OG.3.13.4","Type of swap conterparty (intra-group, external or both)","E"]
["OG.3.13.5"]
["OG.3.13.6"]
["OG.3.13.7"]
["OG.3.13.8"]
["OG.3.13.9"]
["OG.3.13.10"]
["OG.3.13.11"]
["OG.3.13.12"]
["OG.3.13.13"]
["OG.3.13.14"]
["OG.3.13.15"]
["OG.3.13.16"]
["OG.3.13.17"]
["OG.3.13.18"]
["OG.3.13.19"]
["OG.3.13.20"]
["OG.3.13.21"]
["OG.3.13.22"]
["OG.3.13.23"]
["OG.3.13.24"]
["OG.3.13.25"]
["OG.3.13.26"]
["OG.3.13.27"]
["OG.3.13.28"]
["OG.3.13.29"]
["OG.3.13.30"]
["OG.3.13.31"]
["OG.3.13.32"]
["OG.3.13.33"]
["OG.3.13.34"]
["OG.3.13.35"]
["OG.3.13.36"]
["OG.3.13.37"]
["OG.3.13.38"]
["OG.3.13.39"]
["OG.3.13.40"]
["OG.3.13.41"]
["OG.3.13.42"]
["OG.3.13.43"]
["OG.3.13.44"]
["OG.3.13.45"]
["OG.3.13.46"]
["OG.3.13.47"]
["OG.3.13.48"]
["OG.3.13.49"]
["OG.3.13.50"]
["OG.3.13.51"]
[null,"4. References to Capital Requirements Regulation (CRR) 129(7) ","Row","Row"]
["The issuer believes that, at the time of its issuance and based on transparency data made publicly available by the issuer, these covered bonds would satisfy the eligibility criteria for Article 129(7) of the Capital Requirements Regulation (EU) 648/2012. It should be noted, however, that"]
["whether or not exposures in the form of covered bonds are eligible to preferential treatment under Regulation (EU) 648/2012 is ultimately a matter to be determined by a relevant investor institution and its relevant supervisory authority and the issuer does not accept any responsibility in this regard."]
["G.4.1.1","(i)         Value of the cover pool outstanding covered bonds: ",38]
["G.4.1.2","(i)         Value of covered bonds: ",39]
["G.4.1.3","(ii)        Geographical distribution: ","43 for Mortgage Assets","48 for Public Sector Assets"]
["G.4.1.4","(ii)        Type of cover assets:",52]
["G.4.1.5","(ii)        Loan size: ","167 for Residential Mortgage Assets","268 for Commercial Mortgage Assets",null,"18 for Public Sector Assets"]
["G.4.1.6","            (ii)        Interest rate risk - cover pool:","130 for Mortgage Assets",163,null,"129 for Public Sector Assets"]
["G.4.1.7","(ii)        Currency risk - cover pool:",111]
["G.4.1.8","          (ii)         Interest rate risk - covered bond:",163]
["G.4.1.9","(ii)        Currency risk - covered bond:",137]
["G.4.1.10","(Please refer to \"Tab D. HTT Harmonised Glossary\" for hedging strategy)","17 for Harmonised Glossary"]
["G.4.1.11","(iii)        Maturity structure of cover assets: ",65]
["G.4.1.12","(iii)        Maturity structure of covered bonds: ",88]
["G.4.1.13","(iv)        Percentage of loans more than ninety days past due:","160 for Mortgage Assets","166 for Public Sector Assets"]
["OG.4.1.1"]
["OG.4.1.2"]
["OG.4.1.3"]
["OG.4.1.4"]
["OG.4.1.5"]
["OG.4.1.6"]
["OG.4.1.7"]
["OG.4.1.8"]
["OG.4.1.9"]
["OG.4.1.10"]
[null,"5. References to Capital Requirements Regulation (CRR) 129(1)"]
["G.5.1.1","Exposure to credit institute credit quality step 1 & 2",35]
["OG.5.1.1"]
["OG.5.1.2"]
["OG.5.1.3"]
["OG.5.1.4"]
["OG.5.1.5"]
["OG.5.1.6"]
[null,"6. Other relevant information"]
[null,"1. Optional information e.g. Rating triggers"]
["OG.6.1.1","NPV Test (passed/failed)"]
["OG.6.1.2","Interest Covereage Test (passe/failed)"]
["OG.6.1.3","Cash Manager "]
["OG.6.1.4","Account Bank"]
["OG.6.1.5","Stand-by Account Bank"]
["OG.6.1.6","Servicer "]
["OG.6.1.7","Interest Rate Swap Provider "]
["OG.6.1.8","Covered Bond Swap Provider "]
["OG.6.1.9","Paying Agent"]
["OG.6.1.10","Other optional/relevant information"]
["OG.6.1.11","Other optional/relevant information"]
["OG.6.1.12","Other optional/relevant information"]
["OG.6.1.13","Other optional/relevant information"]
["OG.6.1.14","Other optional/relevant information"]
["OG.6.1.15","Other optional/relevant information"]
["OG.6.1.16","Other optional/relevant information"]
["OG.6.1.17","Other optional/relevant information"]
["OG.6.1.18","Other optional/relevant information"]
["OG.6.1.19","Other optional/relevant information"]
["OG.6.1.20","Other optional/relevant information"]
["OG.6.1.21","Other optional/relevant information"]
["OG.6.1.22","Other optional/relevant information"]
["OG.6.1.23","Other optional/relevant information"]
["OG.6.1.24","Other optional/relevant information"]
["OG.6.1.25","Other optional/relevant information"]
["OG.6.1.26","Other optional/relevant information"]
["OG.6.1.27","Other optional/relevant information"]
["OG.6.1.28","Other optional/relevant information"]
["OG.6.1.29","Other optional/relevant information"]
["OG.6.1.30","Other optional/relevant information"]
["OG.6.1.31","Other optional/relevant information"]
["OG.6.1.32","Other optional/relevant information"]
["OG.6.1.33","Other optional/relevant information"]
["OG.6.1.34","Other optional/relevant information"]
["OG.6.1.35","Other optional/relevant information"]
["OG.6.1.36","Other optional/relevant information"]
["OG.6.1.37","Other optional/relevant information"]
["OG.6.1.38","Other optional/relevant information"]
["OG.6.1.39","Other optional/relevant information"]
["OG.6.1.40","Other optional/relevant information"]
["OG.6.1.41","Other optional/relevant information"]
["OG.6.1.42","Other optional/relevant information"]
["OG.6.1.43","Other optional/relevant information"]
["OG.6.1.44","Other optional/relevant information"]
["OG.6.1.45","Other optional/relevant information"]

{"sheet":"A. HTT General S","index":4,"n_rows":365,"n_cols":7,"rows_kept":365,"cut":false,"hidden":true,"merged":[]}
["A. Harmonised Transparency Template - General Information Shipping Pool"]
[]
[null,"Reporting in Domestic Currency","EURO"]
[]
[null,"CONTENT OF TAB A"]
[null,"1. Basic Facts"]
[null,"2. Regulatory Summary"]
[null,"3. General Cover Pool / Covered Bond Information",null,null,null,"`"]
[null,"4. References to Capital Requirements Regulation (CRR) 129(7)"]
[null,"5. References to Capital Requirements Regulation (CRR) 129(1)"]
[null,"6. Other relevant information"]
[]
["Field Number","1. Basic Facts"]
["G.1.1.1","Country","Germany"]
["G.1.1.2","Issuer Name"]
["G.1.1.3","Link to Issuer's Website"]
["G.1.1.4","Cut-off date"]
["OG.1.1.1","Optional information e.g. Contact names"]
["OG.1.1.2","Optional information e.g. Parent name"]
["OG.1.1.3"]
["OG.1.1.4"]
["OG.1.1.5"]
["OG.1.1.6"]
["OG.1.1.7"]
["OG.1.1.8"]
[null,"2. Regulatory Summary"]
["G.2.1.1","UCITS Compliance (Y/N)","Y"]
["G.2.1.2","CRR Compliance (Y/N)","Y"]
["G.2.1.3","LCR status","[Insert link to the issuer's profile on the Covered Bond Label website]"]
["OG.2.1.1"]
["OG.2.1.2"]
["OG.2.1.3"]
["OG.2.1.4"]
["OG.2.1.5"]
["OG.2.1.6"]
[null,"3. General Cover Pool / Covered Bond Information"]
[null,"1.General Information","Nominal (mn)"]
["G.3.1.1","Total Cover Assets",0]
["G.3.1.2","Outstanding Covered Bonds",0]
["OG.3.1.1","Cover Pool Size [NPV] (mn)",0]
["OG.3.1.2","Outstanding Covered Bonds [NPV] (mn)",0]
["OG.3.1.3"]
["OG.3.1.4"]
[null,"2. Over-collateralisation (OC) ","Legal / Regulatory","Actual",null,"Minimum Committed","Purpose"]
["G.3.2.1","OC (%)",null,0,null,"ND1","ND1"]
["OG.3.2.1","Optional information e.g. Asset Coverage Test (ACT)"]
["OG.3.2.2","Optional information e.g. OC (NPV basis)",0.02]
["OG.3.2.3"]
["OG.3.2.4"]
["OG.3.2.5"]
["OG.3.2.6"]
[null,"3. Cover Pool Composition","Nominal (mn)",null,null,"% Cover Pool"]
["G.3.3.1","Mortgages",null,null,null,{"$f":"IF($C$58=0,\"\",IF(C53=\"[for completion]\",\"\",C53/$C$58))","v":""}]
["G.3.3.2","Public Sector ",null,null,null,{"$f":"IF($C$58=0,\"\",IF(C54=\"[for completion]\",\"\",C54/$C$58))","v":""}]
["G.3.3.3","Shipping",0,null,null,{"$f":"IF($C$58=0,\"\",IF(C55=\"[for completion]\",\"\",C55/$C$58))","v":""}]
["G.3.3.4","Substitute Assets",0,null,null,{"$f":"IF($C$58=0,\"\",IF(C56=\"[for completion]\",\"\",C56/$C$58))","v":""}]
["G.3.3.5","Other (Derivates)",0,null,null,{"$f":"IF($C$58=0,\"\",IF(C57=\"[for completion]\",\"\",C57/$C$58))","v":""}]
["G.3.3.6","Total",{"$f":"SUM(C53:C57)","v":0},null,null,{"$f":"SUM(F53:F57)","v":0}]
["OG.3.3.1","o/w [If relevant, please specify]",null,null,null,{"$f":"IF($C$58=0,\"\",IF(C59=\"[for completion]\",\"\",C59/$C$58))","v":""}]
["OG.3.3.2","o/w [If relevant, please specify]",null,null,null,""]
["OG.3.3.3","o/w [If relevant, please specify]",null,null,null,""]
["OG.3.3.4","o/w [If relevant, please specify]",null,null,null,""]
["OG.3.3.5","o/w [If relevant, please specify]",null,null,null,""]
["OG.3.3.6","o/w [If relevant, please specify]",null,null,null,""]
[null,"4. Cover Pool Amortisation Profile","Contractual (mn)","Expected (mn)",null,"% Total Contractual","% Total Expected"]
["G.3.4.1","Weighted Average life (in years)","-","ND1"]
[]
["G.3.4.2","Residual Life (mn)"]
[null,"By buckets:"]
["G.3.4.2","0 - 1 Y",{"$f":"SUM(C79:C80)","v":0},"ND1",null,{"$f":"IF($C$77>0,C70/$C$77,0)","v":0}]
["G.3.4.3","1 - 2 Y",{"$f":"SUM(C81:C82)","v":0},"ND1",null,0]
["G.3.4.4","2 - 3 Y",null,"ND1",null,0]
["G.3.4.5","3 - 4 Y",null,"ND1",null,0]
["G.3.4.6","4 - 5 Y",null,"ND1",null,0]
["G.3.4.7","5 - 10 Y",null,"ND1",null,0]
["G.3.4.8","10+ Y",null,"ND1",null,0]
["G.3.4.9","Total",{"$f":"SUM(C70:C76)","v":0},0,null,0,0]
["OG.3.4.1","o/w 0-1 day",null,null,null,0]
["OG.3.4.2","o/w 0-0.5y",null,null,null,0]
["OG.3.4.3","o/w 0.5-1 y",null,null,null,0]
["OG.3.4.4","o/w 1-1.5y",null,null,null,0]
["OG.3.4.5","o/w 1.5-2 y",null,null,null,0]
["OG.3.4.6"]
["OG.3.4.7"]
["OG.3.4.8"]
["OG.3.4.9"]
["OG.3.4.10"]
[null,"5. Maturity of Covered Bonds","Contractual (mn)","Expected (mn)",null,"% Total Contractual","% Total Expected"]
["G.3.5.1","Weighted Average life (in years)","-","ND1"]
[]
["G.3.5.2","Maturity (mn)"]
["G.3.5.2","By buckets:"]
["G.3.5.3","0 - 1 Y",{"$f":"SUM(C102:C103)","v":0},"ND1",null,{"$f":"IF($C$100>0,C93/$C$100,0)","v":0}]
["G.3.5.4","1 - 2 Y",{"$f":"SUM(C104:C105)","v":0},"ND1",null,0]
["G.3.5.5","2 - 3 Y",null,"ND1",null,0]
["G.3.5.6","3 - 4 Y",null,"ND1",null,0]
["G.3.5.7","4 - 5 Y",null,"ND1",null,0]
["G.3.5.8","5 - 10 Y",null,"ND1",null,0]
["G.3.5.9","10+ Y",null,"ND1",null,0]
["G.3.5.10","Total",{"$f":"SUM(C93:C99)","v":0},0,null,0,0]
["OG.3.5.1","o/w 0-1 day",null,null,null,0]
["OG.3.5.2","o/w 0-0.5y",null,null,null,0]
["OG.3.5.3","o/w 0.5-1 y",null,null,null,0]
["OG.3.5.4","o/w 1-1.5y",null,null,null,0]
["OG.3.5.5","o/w 1.5-2 y",null,null,null,0]
["OG.3.5.6"]
["OG.3.5.7"]
["OG.3.5.8"]
["OG.3.5.9"]
["OG.3.5.10"]
[null,"6. Covered Assets - Currency","Nominal [before hedging] (mn)","Nominal [after hedging] (mn)",null,"% Total [before]","% Total [after]"]
["G.3.6.1","EUR","ND3",0,null,{"$f":"IF(C112=\"ND3\",\"ND3\",C112/$C$127)","v":"ND3"},{"$f":"IF($D$127=0,\"\",IF(D112=\"[for completion]\",\"\",D112/$D$127))","v":""}]
["G.3.6.2"," USD","ND3",0,null,"ND3",""]
["G.3.6.3"," GBP","ND3",0,null,"ND3",""]
["G.3.6.4"," JPY","ND3",0,null,"ND3",""]
["G.3.6.5"," CHF","ND3",0,null,"ND3",""]
["G.3.6.6"," AUD","ND3",0,null,"ND3",""]
["G.3.6.7"," CAD","ND3",0,null,"ND3",""]
["G.3.6.8","BRL","ND3",0,null,"ND3",0]
["G.3.6.9","CZK","ND3",0,null,"ND3",{"$f":"IF($D$127=0,\"\",IF(D120=\"[for completion]\",\"\",D120/$D$127))","v":""}]
["G.3.6.10","DKK","ND3",0,null,"ND3",{"$f":"IF($D$127=0,\"\",IF(D121=\"[for completion]\",\"\",D121/$D$127))","v":""}]
["G.3.6.11","HKD","ND3",0,null,"ND3",{"$f":"IF($D$127=0,\"\",IF(D122=\"[for completion]\",\"\",D122/$D$127))","v":""}]
["G.3.6.12","KRW","ND3",0,null,"ND3",0]
["G.3.6.13","SEK","ND3",0,null,"ND3",{"$f":"IF($D$127=0,\"\",IF(D124=\"[for completion]\",\"\",D124/$D$127))","v":""}]
["G.3.6.14","SGD","ND3",0,null,"ND3",0]
["G.3.6.15","Other (NOK)","ND3",0,null,"ND3",{"$f":"IF($D$127=0,\"\",IF(D126=\"[for completion]\",\"\",D126/$D$127))","v":""}]
["G.3.6.16","Total",{"$f":"IF(NOT(SUM(C112:C126)=0),SUM(C112:C126),\"ND3\")","v":"ND3"},{"$f":"SUM(D112:D126)","v":0},null,"ND3",{"$f":"SUM(G112:G126)","v":0}]
["OG.3.6.1","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.6.2","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.6.3","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.6.4","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.6.5","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.6.6","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.6.7","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.6.8","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.6.9","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
[null,"7. Covered Bonds - Currency ","Nominal [before hedging] (mn)","Nominal [after hedging] (mn)",null,"% Total [before]","% Total [after]"]
["G.3.7.1","EUR","ND3",0,null,{"$f":"IF(C138=\"ND3\",\"ND3\",C138/$C$153)","v":"ND3"},{"$f":"IF($D$153=0,\"\",IF(D138=\"[for completion]\",\"\",D138/$D$153))","v":""}]
["G.3.7.2"," USD","ND3",0,null,"ND3",""]
["G.3.7.3"," GBP","ND3",0,null,"ND3",""]
["G.3.7.4"," JPY","ND3",0,null,"ND3",""]
["G.3.7.5"," CHF","ND3",0,null,"ND3",""]
["G.3.7.6"," AUD","ND3",0,null,"ND3",""]
["G.3.7.7"," CAD","ND3",0,null,"ND3",""]
["G.3.7.8","BRL","ND3",0,null,"ND3",0]
["G.3.7.9","CZK","ND3",0,null,"ND3",{"$f":"IF($D$153=0,\"\",IF(D146=\"[for completion]\",\"\",D146/$D$153))","v":""}]
["G.3.7.10","DKK","ND3",0,null,"ND3",{"$f":"IF($D$153=0,\"\",IF(D147=\"[for completion]\",\"\",D147/$D$153))","v":""}]
["G.3.7.11","HKD","ND3",0,null,"ND3",{"$f":"IF($D$153=0,\"\",IF(D148=\"[for completion]\",\"\",D148/$D$153))","v":""}]
["G.3.7.12","KRW","ND3",0,null,"ND3",0]
["G.3.7.13","SEK","ND3",0,null,"ND3",{"$f":"IF($D$153=0,\"\",IF(D150=\"[for completion]\",\"\",D150/$D$153))","v":""}]
["G.3.7.14","SGD","ND3",0,null,"ND3",0]
["G.3.7.15","Other (NOK)","ND3",0,null,"ND3",{"$f":"IF($D$153=0,\"\",IF(D152=\"[for completion]\",\"\",D152/$D$153))","v":""}]
["G.3.7.16","Total",{"$f":"IF(NOT(SUM(C138:C152)=0),SUM(C138:C152),\"ND3\")","v":"ND3"},{"$f":"SUM(D138:D152)","v":0},null,"ND3",{"$f":"SUM(G138:G152)","v":0}]
["OG.3.7.1","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.7.2","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.7.3","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.7.4","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.7.5","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.7.6","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.7.7","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.7.8","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
["OG.3.7.9","o/w [If relevant, please specify]",null,null,null,{"$f":"#VALUE!","v":{"$error":"#VALUE!"}}]
[null,"8. Covered Bonds - Breakdown by interest rate ","Nominal (mn)","Nominal [after hedging] (mn)",null,"% Total [before]","% Total [after]"]
["G.3.8.1","Fixed coupon","ND1",0,null,"ND1",{"$f":"D164/D167","v":{"$error":"#DIV/0!"}}]
["G.3.8.2","Floating coupon","ND1",{"$f":"C39-D164","v":0},null,"ND1",{"$f":"D165/D167","v":{"$error":"#DIV/0!"}}]
["G.3.8.3","Other","ND1",0,null,"ND1"]
["G.3.8.4","Total","ND1",{"$f":"SUM(D164:D166)","v":0},null,"ND1",{"$f":"SUM(G164:G166)","v":{"$error":"#DIV/0!"}}]
["OG.3.8.1"]
["OG.3.8.2"]
["OG.3.8.3"]
["OG.3.8.4"]
["OG.3.8.5"]
[null,"9. Substitute Assets - Type","Nominal (mn)",null,null,"% Substitute Assets"]
["G.3.9.1","Cash","ND1",null,null,"ND1"]
["G.3.9.2","Exposures to/guaranteed by Supranational, Sovereign, Agency (SSA)",0,null,null,{"$f":"IF($C$179=0,\"\",IF(C175=\"[for completion]\",\"\",C175/$C$179))","v":""}]
["G.3.9.3","Exposures to central banks","ND3"]
["G.3.9.4","Exposures to credit institutions (inkl Central Banks)",0,null,null,{"$f":"IF($C$179=0,\"\",IF(C177=\"[for completion]\",\"\",C177/$C$179))","v":""}]
["G.3.9.5","Other","ND1",null,null,"ND1"]
["G.3.9.6","Total",{"$f":"SUM(C174:C178)","v":0},null,null,{"$f":"SUM(F174:F178)","v":0}]
["OG.3.9.1","o/w EU gvts or quasi govts",null,null,null,{"$f":"IF($C$179=0,\"\",IF(C180=\"[for completion]\",\"\",C180/$C$179))","v":""}]
["OG.3.9.2","o/w third-party countries  Credit Quality Step 1 (CQS1) gvts or quasi govts",null,null,null,""]
["OG.3.9.3","o/w third-party countries Credit Quality Step 2 (CQS2) gvts or quasi govts",null,null,null,""]
["OG.3.9.4","o/w EU central banks",null,null,null,""]
["OG.3.9.5","o/w third-party countries Credit Quality Step 1 (CQS1) central banks",null,null,null,""]
["OG.3.9.6","o/w third-party countries Credit Quality Step 2 (CQS2) central banks",null,null,null,""]
["OG.3.9.7","o/w CQS1 credit institutions",0,null,null,""]
["OG.3.9.8","o/w CQS2 credit institutions",0,null,null,""]
["OG.3.9.9"]
["OG.3.9.10"]
["OG.3.9.11"]
["OG.3.9.12",{"$nulls":4},{"$f":"IF($C$179=0,\"\",IF(C191=\"[for completion]\",\"\",C191/$C$179))","v":""}]
[null,"10. Substitute Assets - Country","Nominal (mn)",null,null,"% Substitute Assets"]
["G.3.10.1","Domestic (Country of Issuer)",0,null,null,{"$f":"IF($C$208=0,\"\",IF(C193=\"[for completion]\",\"\",C193/$C$208))","v":""}]
["G.3.10.2","Eurozone",0,null,null,""]
["G.3.10.3","Rest of European Union (EU)",0,null,null,""]
["G.3.10.4","European Economic Area (not member of EU)",0,null,null,""]
["G.3.10.5","Switzerland",0,null,null,""]
["G.3.10.6","Australia",0,null,null,""]
["G.3.10.7","Brazil",0,null,null,""]
["G.3.10.8","Canada",0,null,null,""]
["G.3.10.9","Japan",0,null,null,""]
["G.3.10.10","Korea",0,null,null,""]
["G.3.10.11","New Zealand",0,null,null,""]
["G.3.10.12","Singapore",0,null,null,""]
["G.3.10.13","US",0,null,null,""]
["G.3.10.14","Other",0,null,null,""]
["G.3.10.15","Total EU",{"$f":"SUM(C193:C195)","v":0}]
["G.3.10.16","Total",{"$f":"SUM(C193:C206)","v":0},null,null,{"$f":"SUM(F193:F206)","v":0}]
["OG.3.10.1","o/w [If relevant, please specify]"]
["OG.3.10.2","o/w [If relevant, please specify]"]
["OG.3.10.3","o/w [If relevant, please specify]"]
["OG.3.10.4","o/w [If relevant, please specify]"]
["OG.3.10.5","o/w [If relevant, please specify]"]
["OG.3.10.6","o/w [If relevant, please specify]"]
["OG.3.10.7","o/w [If relevant, please specify]"]
[null,"11. Liquid Assets ","Nominal (mn)",null,null,"% Cover Pool","% Covered Bonds"]
["G.3.11.1","Substitute and other marketable assets","ND3",null,null,"ND3","ND3"]
["G.3.11.2","Central bank eligible assets (only bonds)",0,null,null,{"$f":"IF($C$220=0,\"\",IF(C218=\"[for completion]\",\"\",C218/$C$38))","v":""},{"$f":"IF($C$220=0,\"\",IF(C218=\"[for completion]\",\"\",C218/$C$39))","v":""}]
["G.3.11.3","Other","ND3",null,null,"ND3","ND3"]
["G.3.11.4","Total",{"$f":"SUM(C217:C219)","v":0},null,null,{"$f":"SUM(F217:F219)","v":0},{"$f":"SUM(G217:G219)","v":0}]
["OG.3.11.1","o/w [If relevant, please specify]"]
["OG.3.11.2","o/w [If relevant, please specify]"]
["OG.3.11.3","o/w [If relevant, please specify]"]
["OG.3.11.4","o/w [If relevant, please specify]"]
["OG.3.11.5","o/w [If relevant, please specify]"]
["OG.3.11.6","o/w [If relevant, please specify]"]
["OG.3.11.7","o/w [If relevant, please specify]"]
[null,"12. Bond List "]
["G.3.12.1","Bond list ","[Insert link to the issuer's profile on the Covered Bond Label website]"]
[null,"13. Derivatives & Swaps"]
["G.3.13.1","Derivatives in the register / cover pool [notional] (mn)","ND1"]
["G.3.13.2","Type of interest rate swaps (intra-group, external or both)","ND3"]
["G.3.13.3","Type of currency rate swaps (intra-group, external or both)","ND3"]
["OG.3.13.1","NPV of Derivatives in the cover pool (mn)",0]
["OG.3.13.2","Derivatives outside the cover pool [notional] (mn)"]
["OG.3.13.3","NPV of Derivatives outside the cover pool (mn)"]
["OG.3.13.4","Type of swap conterparty (intra-group, external or both)",0]
["OG.3.13.5"]
["OG.3.13.6"]
["OG.3.13.7"]
["OG.3.13.8"]
["OG.3.13.9"]
["OG.3.13.10"]
["OG.3.13.11"]
["OG.3.13.12"]
["OG.3.13.13"]
["OG.3.13.14"]
["OG.3.13.15"]
["OG.3.13.16"]
["OG.3.13.17"]
["OG.3.13.18"]
["OG.3.13.19"]
["OG.3.13.20"]
["OG.3.13.21"]
["OG.3.13.22"]
["OG.3.13.23"]
["OG.3.13.24"]
["OG.3.13.25"]
["OG.3.13.26"]
["OG.3.13.27"]
["OG.3.13.28"]
["OG.3.13.29"]
["OG.3.13.30"]
["OG.3.13.31"]
["OG.3.13.32"]
["OG.3.13.33"]
["OG.3.13.34"]
["OG.3.13.35"]
["OG.3.13.36"]
["OG.3.13.37"]
["OG.3.13.38"]
["OG.3.13.39"]
["OG.3.13.40"]
["OG.3.13.41"]
["OG.3.13.42"]
["OG.3.13.43"]
["OG.3.13.44"]
["OG.3.13.45"]
["OG.3.13.46"]
["OG.3.13.47"]
["OG.3.13.48"]
["OG.3.13.49"]
["OG.3.13.50"]
["OG.3.13.51"]
[null,"4. References to Capital Requirements Regulation (CRR) 129(7) ","Row","Row"]
["The issuer believes that, at the time of its issuance and based on transparency data made publicly available by the issuer, these covered bonds would satisfy the eligibility criteria for Article 129(7) of the Capital Requirements Regulation (EU) 648/2012. It should be noted, however, that"]
["whether or not exposures in the form of covered bonds are eligible to preferential treatment under Regulation (EU) 648/2012 is ultimately a matter to be determined by a relevant investor institution and its relevant supervisory authority and the issuer does not accept any responsibility in this regard."]
["G.4.1.1","(i)         Value of the cover pool outstanding covered bonds: ",38]
["G.4.1.2","(i)         Value of covered bonds: ",39]
["G.4.1.3","(ii)        Geographical distribution: ","43 for Mortgage Assets","48 for Public Sector Assets"]
["G.4.1.4","(ii)        Type of cover assets:",52]
["G.4.1.5","(ii)        Loan size: ","167 for Residential Mortgage Assets","268 for Commercial Mortgage Assets",null,"18 for Public Sector Assets"]
["G.4.1.6","            (ii)        Interest rate risk - cover pool:","130 for Mortgage Assets",163,null,"129 for Public Sector Assets"]
["G.4.1.7","(ii)        Currency risk - cover pool:",111]
["G.4.1.8","          (ii)         Interest rate risk - covered bond:",163]
["G.4.1.9","(ii)        Currency risk - covered bond:",137]
["G.4.1.10","(Please refer to \"Tab D. HTT Harmonised Glossary\" for hedging strategy)","17 for Harmonised Glossary"]
["G.4.1.11","(iii)        Maturity structure of cover assets: ",65]
["G.4.1.12","(iii)        Maturity structure of covered bonds: ",88]
["G.4.1.13","(iv)        Percentage of loans more than ninety days past due:","160 for Mortgage Assets","166 for Public Sector Assets"]
["OG.4.1.1"]
["OG.4.1.2"]
["OG.4.1.3"]
["OG.4.1.4"]
["OG.4.1.5"]
["OG.4.1.6"]
["OG.4.1.7"]
["OG.4.1.8"]
["OG.4.1.9"]
["OG.4.1.10"]
[null,"5. References to Capital Requirements Regulation (CRR) 129(1)"]
["G.5.1.1","Exposure to credit institute credit quality step 1 & 2",0]
["OG.5.1.1"]
["OG.5.1.2"]
["OG.5.1.3"]
["OG.5.1.4"]
["OG.5.1.5"]
["OG.5.1.6"]
[null,"6. Other relevant information"]
[null,"1. Optional information e.g. Rating triggers"]
["OG.6.1.1","NPV Test (passed/failed)"]
["OG.6.1.2","Interest Covereage Test (passe/failed)"]
["OG.6.1.3","Cash Manager "]
["OG.6.1.4","Account Bank"]
["OG.6.1.5","Stand-by Account Bank"]
["OG.6.1.6","Servicer "]
["OG.6.1.7","Interest Rate Swap Provider "]
["OG.6.1.8","Covered Bond Swap Provider "]
["OG.6.1.9","Paying Agent"]
["OG.6.1.10","Other optional/relevant information"]
["OG.6.1.11","Other optional/relevant information"]
["OG.6.1.12","Other optional/relevant information"]
["OG.6.1.13","Other optional/relevant information"]
["OG.6.1.14","Other optional/relevant information"]
["OG.6.1.15","Other optional/relevant information"]
["OG.6.1.16","Other optional/relevant information"]
["OG.6.1.17","Other optional/relevant information"]
["OG.6.1.18","Other optional/relevant information"]
["OG.6.1.19","Other optional/relevant information"]
["OG.6.1.20","Other optional/relevant information"]
["OG.6.1.21","Other optional/relevant information"]
["OG.6.1.22","Other optional/relevant information"]
["OG.6.1.23","Other optional/relevant information"]
["OG.6.1.24","Other optional/relevant information"]
["OG.6.1.25","Other optional/relevant information"]
["OG.6.1.26","Other optional/relevant information"]
["OG.6.1.27","Other optional/relevant information"]
["OG.6.1.28","Other optional/relevant information"]
["OG.6.1.29","Other optional/relevant information"]
["OG.6.1.30","Other optional/relevant information"]
["OG.6.1.31","Other optional/relevant information"]
["OG.6.1.32","Other optional/relevant information"]
["OG.6.1.33","Other optional/relevant information"]
["OG.6.1.34","Other optional/relevant information"]
["OG.6.1.35","Other optional/relevant information"]
["OG.6.1.36","Other optional/relevant information"]
["OG.6.1.37","Other optional/relevant information"]
["OG.6.1.38","Other optional/relevant information"]
["OG.6.1.39","Other optional/relevant information"]
["OG.6.1.40","Other optional/relevant information"]
["OG.6.1.41","Other optional/relevant information"]
["OG.6.1.42","Other optional/relevant information"]
["OG.6.1.43","Other optional/relevant information"]
["OG.6.1.44","Other optional/relevant information"]
["OG.6.1.45","Other optional/relevant information"]

{"sheet":"B1. HTT Mortgage Assets","index":5,"n_rows":387,"n_cols":7,"rows_kept":387,"cut":false,"hidden":false,"merged":[]}
["B1. Harmonised Transparency Template - Mortgage Assets"]
[]
[null,"Reporting in Domestic Currency","EURO"]
[]
[null,"CONTENT OF TAB B1"]
[null,"7. Mortgage Assets"]
[null,"7.A Residential Cover Pool"]
[null,"7.B Commercial Cover Pool"]
[]
["Field Number","7. Mortgage Assets"]
[null,"1. Property Type Information","Nominal (mn)",null,null,"% Total Mortgages"]
["M.7.1.1","Residential",4155,null,null,{"$f":"IF(C12>0,C12/$C$15,0)","v":0.31177075282694661}]
["M.7.1.2","Commercial",9172.1,null,null,0.68822924717305345]
["M.7.1.3","Other",0,null,null,0]
["M.7.1.4","Total",{"$f":"SUM(C12:C14)","v":13327.1},null,null,1]
["OM.7.1.1","o/w Housing Cooperatives / Multi-family assets",4075.6,null,null,0.30581296756233539]
["OM.7.1.2","o/w Forest & Agriculture",0,null,null,0]
["OM.7.1.3","o/w [If relevant, please specify]",null,null,null,0]
["OM.7.1.4","o/w [If relevant, please specify]",null,null,null,0]
["OM.7.1.5","o/w [If relevant, please specify]",null,null,null,0]
["OM.7.1.6","o/w [If relevant, please specify]",null,null,null,0]
["OM.7.1.7","o/w [If relevant, please specify]",null,null,null,0]
["OM.7.1.8","o/w [If relevant, please specify]",null,null,null,0]
["OM.7.1.9","o/w [If relevant, please specify]",null,null,null,0]
["OM.7.1.10","o/w [If relevant, please specify]",null,null,null,0]
["OM.7.1.11","o/w [If relevant, please specify]",null,null,null,0]
[null,"2. General Information","Residential Loans","Commercial Loans",null,"Total Mortgages"]
["M.7.2.1","Number of mortgage loans",1118,792,null,{"$f":"SUM(C28:D28)","v":1910}]
["OM.7.2.1","Optional information eg, Number of borrowers",1116,751]
["OM.7.2.2","Optional information eg, Number of guarantors"]
["OM.7.2.3"]
["OM.7.2.4"]
["OM.7.2.5"]
["OM.7.2.6"]
[null,"3. Concentration Risks","% Residential Loans","% Commercial Loans",null,"% Total Mortgages"]
["M.7.3.1","10 largest exposures ","ND3","ND3",null,0.2213459792452972]
["OM.7.3.1"]
["OM.7.3.2"]
["OM.7.3.3"]
["OM.7.3.4"]
["OM.7.3.5"]
["OM.7.3.6"]
[null,"4. Breakdown by Geography ","% Residential Loans","% Commercial Loans",null,"% Total Mortgages"]
["M.7.4.1","European Union",{"$f":"SUM(C45:C72)","v":100},{"$f":"SUM(D45:D72)","v":100},null,{"$f":"SUM(F45:F72)","v":100}]
["M.7.4.2","Austria",0,0,null,0]
["M.7.4.3","Belgium (inkl. EU-Institutionen)",0,2.237219393595796,null,1.53971981901539]
["M.7.4.4","Bulgaria",0,0,null,0]
["M.7.4.5","Croatia * (row 87)","ND3","ND3",null,"ND2"]
["M.7.4.6","Cyprus",0,0,null,0]
["M.7.4.7","Czech Republic",0,2.869571853773945,null,1.974923276631825]
["M.7.4.8","Denmark",0,0,null,0]
["M.7.4.9","Estonia",0,0,null,0]
["M.7.4.10","Finland",0,0,null,0]
["M.7.4.11","France",0,12.697201295232279,null,8.7385852886224313]
["M.7.4.12","Germany",94.866425992779781,54.907818274986099,null,67.365743485079278]
["M.7.4.13","Greece",0,0,null,0]
["M.7.4.14","Netherlands",5.1335740072202167,15.56459262328147,null,12.31250609660016]
["M.7.4.15","Hungary",0,0,null,0]
["M.7.4.16","Ireland",0,0,null,0]
["M.7.4.17","Italy",0,0,null,0]
["M.7.4.18","Latvia",0,0,null,0]
["M.7.4.19","Lithuania",0,0,null,0]
["M.7.4.20","Luxembourg",0,0,null,0]
["M.7.4.21","Malta",0,0,null,0]
["M.7.4.22","Poland",0,9.6619094863771657,null,6.6496086920635404]
["M.7.4.23","Portugal",0,0,null,0]
["M.7.4.24","Romania",0,0,null,0]
["M.7.4.25","Slovakia",0,0,null,0]
["M.7.4.26","Slovenia",0,0,null,0]
["M.7.4.27","Spain",0,0,null,0]
["M.7.4.28","Sweden",0,0,null,0]
["M.7.4.29","United Kingdom",0,2.0616870727532408,null,1.418913341987379]
["M.7.4.30","European Economic Area (not member of EU)",{"$f":"SUM(C74:C76)","v":0},{"$f":"SUM(D74:D76)","v":0},null,0]
["M.7.4.31","Iceland",0,0,null,0]
["M.7.4.32","Liechtenstein",0,0,null,0]
["M.7.4.33","Norway",0,0,null,0]
["M.7.4.34","Other",{"$f":"SUM(C78:C87)","v":0},{"$f":"SUM(D78:D87)","v":0},null,{"$f":"SUM(F78:F87)","v":0}]
["M.7.4.35","Switzerland",0,0,null,0]
["M.7.4.36","Australia * (row 87)","ND3","ND3",null,"ND2"]
["M.7.4.37","Brazil","ND2","ND2",null,"ND2"]
["M.7.4.38","Canada",0,0,null,0]
["M.7.4.39","Japan",0,0,null,0]
["M.7.4.40","Korea","ND2","ND2",null,"ND2"]
["M.7.4.41","New Zealand *(row 87)","ND3","ND3",null,"ND2"]
["M.7.4.42","Singapore *(row 87)","ND3","ND3",null,"ND2"]
["M.7.4.43","US",0,0,null,0]
["M.7.4.44","Other",0,0,null,0]
["OM.7.4.1","o/w [If relevant, please specify]"]
["OM.7.4.2","o/w [If relevant, please specify]"]
["OM.7.4.3","o/w [If relevant, please specify]"]
["OM.7.4.4","o/w [If relevant, please specify]"]
["OM.7.4.5","o/w [If relevant, please specify]"]
["OM.7.4.6","o/w [If relevant, please specify]"]
["OM.7.4.7","o/w [If relevant, please specify]"]
["OM.7.4.8","o/w [If relevant, please specify]"]
["OM.7.4.9","o/w [If relevant, please specify]"]
["OM.7.4.10","o/w [If relevant, please specify]"]
[null,"5. Breakdown by regions of main country origin","% Residential Loans","% Commercial Loans",null,"% Total Mortgages"]
["M.7.5.1","Baden-Württemberg",4.0000000000000002E-4,4.3499999999999997E-2,null,4.3900000000000002E-2]
["M.7.5.2","Bayern",2.6200000000000001E-2,5.8299999999999998E-2,null,8.4500000000000006E-2]
["M.7.5.3","Berlin",0.1545,7.1999999999999995E-2,null,0.2266]
["M.7.5.4","Brandenburg",1.0699999999999999E-2,1.0200000000000001E-2,null,2.0899999999999998E-2]
["M.7.5.5","Bremen",6.9999999999999999E-4,8.8999999999999999E-3,null,9.5999999999999992E-3]
["M.7.5.6","Hamburg",3.0999999999999999E-3,2.5499999999999998E-2,null,2.86E-2]
["M.7.5.7","Hessen",2.0299999999999999E-2,0.1128,null,0.13300000000000001]
["M.7.5.8","Mecklenburg-Vorpommern",9.1000000000000004E-3,4.7999999999999996E-3,null,1.3899999999999999E-2]
["M.7.5.9","Niedersachsen",1.44E-2,4.2700000000000002E-2,null,5.7099999999999998E-2]
["M.7.5.10","Nordrhein-Westfalen",0.13350000000000001,0.1192,null,0.25269999999999998]
["M.7.5.11","Rheinland-Pfalz",2.0999999999999999E-3,1.3299999999999999E-2,null,1.54E-2]
["M.7.5.12","Saarland",0,1.1999999999999999E-3,null,1.1999999999999999E-3]
["M.7.5.13","Sachsen-Anhalt",4.8999999999999998E-3,5.8999999999999999E-3,null,1.0800000000000001E-2]
["M.7.5.14","Sachsen",3.5799999999999998E-2,2.4E-2,null,5.9799999999999999E-2]
["M.7.5.15","Schleswig-Holstein",2.3699999999999999E-2,9.4999999999999998E-3,null,3.32E-2]
["M.7.5.16","Thüringen",1.6999999999999999E-3,7.1000000000000004E-3,null,8.8000000000000005E-3]
["M.7.5.17","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.18","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.19","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.20","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.21","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.22","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.23","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.24","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.25","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.26","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.27","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.28","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.29","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.30","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.31","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.32","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.33","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.34","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.35","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.36","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.37","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.38","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.39","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.40","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.41","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.42","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.43","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.44","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.45","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.46","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.47","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.48","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.49","TBC at a country level","ND3","ND3",null,"ND3"]
["M.7.5.50","TBC at a country level","ND3","ND3",null,"ND3"]
[null,"6. Breakdown by Interest Rate","% Residential Loans","% Commercial Loans",null,"% Total Mortgages"]
["M.7.6.1","Fixed rate",0.22950000000000001,0.41799999999999998,null,{"$f":"SUM(C150,D150)","v":0.64749999999999996}]
["M.7.6.2","Floating rate",7.4899999999999994E-2,0.2606,null,{"$f":"SUM(C151,D151)","v":0.33550000000000002}]
["M.7.6.3","Other",6.8999999999999999E-3,1.01E-2,null,{"$f":"SUM(C152,D152)","v":1.7000000000000001E-2}]
["OM.7.6.1"]
["OM.7.6.2"]
["OM.7.6.3"]
["OM.7.6.4"]
["OM.7.6.5"]
["OM.7.6.6"]
[null,"7. Breakdown by Repayment Type","% Residential Loans","% Commercial Loans",null,"% Total Mortgages"]
["M.7.7.1","Bullet / interest only",0.14779999999999999,0.36570000000000003,null,{"$f":"SUM(C160,D160)","v":0.51350000000000007}]
["M.7.7.2","Amortising",0.1069,9.2799999999999994E-2,null,{"$f":"SUM(C161,D161)","v":0.19969999999999999}]
["M.7.7.3","Other",5.6500000000000002E-2,0.2303,null,{"$f":"SUM(C162,D162)","v":0.2868}]
["OM.7.7.1",null,"[For completion]","[For completion]",null,"[For completion]"]
["OM.7.7.2"]
["OM.7.7.3"]
["OM.7.7.4"]
["OM.7.7.5"]
["OM.7.7.6"]
[null,"8. Loan Seasoning ","% Residential Loans","% Commercial Loans",null,"% Total Mortgages"]
["M.7.8.1","Up to 12months",3.2099999999999997E-2,7.6200000000000004E-2,null,{"$f":"SUM(C170,D170)","v":0.10830000000000001}]
["M.7.8.2","≥  12 - ≤ 24 months",5.8400000000000001E-2,0.1668,null,{"$f":"SUM(C171,D171)","v":0.22520000000000001}]
["M.7.8.3","≥ 24 - ≤ 36 months",5.2499999999999998E-2,0.1376,null,{"$f":"SUM(C172,D172)","v":0.19009999999999999}]
["M.7.8.4","≥ 36 - ≤ 60 months",9.8299999999999998E-2,0.18329999999999999,null,{"$f":"SUM(C173,D173)","v":0.28159999999999996}]
["M.7.8.5","≥ 60 months",6.9900000000000004E-2,0.12470000000000001,null,{"$f":"SUM(C174,D174)","v":0.1946}]
["OM.7.8.1"]
["OM.7.8.2"]
["OM.7.8.3"]
["OM.7.8.4"]
[null,"9. Non-Performing Loans (NPLs)","% Residential Loans","% Commercial Loans",null,"% Total Mortgages"]
["M.7.9.1","% NPLs",0,0,null,{"$f":"SUM(C180,D180)","v":0}]
["OM.7.9.1"]
["OM.7.9.2"]
["OM.7.9.3"]
["OM.7.9.4"]
[null,"7.A Residential Cover Pool"]
[null,"10. Loan Size Information","Nominal","Number of Loans",null,"% Residential Loans:","% No. of Loans"]
["M.7A.10.1","Average loan size (000s)",{"$f":"C12/D187*1000","v":3716.457960644007},{"$f":"C28","v":1118}]
[]
[null,"by buckets (mn):"]
["M.7A.10.2","up to 300,000 Euros",41.5,"ND3",null,{"$f":"C190/$C$214","v":9.9879663056558366E-3}]
["M.7A.10.3","more than 300,000 Euros up to 1 mn. Euros",59.6,"ND3",null,{"$f":"C191/$C$214","v":1.4344163658243082E-2}]
["M.7A.10.4","more than 1 mn. Euros up to 10 mn. Euros",784.6,"ND3",null,{"$f":"C192/$C$214","v":0.18883273164861614}]
["M.7A.10.5","more than 10 mn. Euros",3269.3,"ND3",null,{"$f":"C193/$C$214","v":0.78683513838748498}]
["M.7A.10.6","TBC at a country level","[For completion]","ND3",null,{"$f":"IF($C$214=0,\"\",IF(C194=\"[for completion]\",\"\",C194/$C$214))","v":""}]
["M.7A.10.7","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.8","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.9","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.10","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.11","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.12","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.13","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.14","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.15","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.16","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.17","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.18","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.19","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.20","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.21","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.22","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.23","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.24","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.25","TBC at a country level","[For completion]","ND3",null,""]
["M.7A.10.26","Total",{"$f":"SUM(C190:C193)","v":4155},0,null,{"$f":"SUM(F190:F213)","v":1},0]
[null,"11. Loan to Value (LTV) Information - UNINDEXED","Nominal","Number of Loans",null,"% Residential Loans:","% No. of Loans"]
["M.7A.11.1","Weighted Average LTV (%)",0.56189999999999996]
[]
[null,"By LTV buckets (mn):"]
["M.7A.11.2",">0 - <=40 %",201.1,"ND3",null,{"$f":"C219/$C$227","v":4.8399518652226234E-2}]
["M.7A.11.3",">40 - <=50 %",367.3,"ND3",null,{"$f":"C220/$C$227","v":8.8399518652226242E-2}]
["M.7A.11.4",">50 - <=60 %",3586.6,"ND3",null,{"$f":"C221/$C$227","v":0.86320096269554747}]
["M.7A.11.5",">60 - <=70 %","ND1","ND1",null,"ND1"]
["M.7A.11.6",">70 - <=80 %","ND1","ND1",null,"ND1"]
["M.7A.11.7",">80 - <=90 %","ND1","ND1",null,"ND1"]
["M.7A.11.8",">90 - <=100 %","ND1","ND1",null,"ND1"]
["M.7A.11.9",">100%","ND1","ND1",null,"ND1"]
["M.7A.11.10","Total",{"$f":"SUM(C219:C226)","v":4155},0,null,{"$f":"C227/$C$227","v":1},0]
["OM.7A.11.1","o/w >100 - <=110 %",null,null,null,0]
["OM.7A.11.2","o/w >110 - <=120 %",null,null,null,0]
["OM.7A.11.3","o/w >120 - <=130 %",null,null,null,0]
["OM.7A.11.4","o/w >130 - <=140 %",null,null,null,0]
["OM.7A.11.5","o/w >140 - <=150 %",null,null,null,0]
["OM.7A.11.6","o/w >150 %",null,null,null,0]
["OM.7A.11.7"]
["OM.7A.11.8"]
["OM.7A.11.9"]
[null,"12. Loan to Value (LTV) Information - INDEXED ","Nominal","Number of Loans",null,"% Residential Loans+ Commercial","% No. of Loans"]
["M.7A.12.1","Weighted Average LTV (%)","ND1"]
[]
[null,"By LTV buckets (mn):"]
["M.7A.12.2",">0 - <=40 %","ND1","ND1"]
["M.7A.12.3",">40 - <=50 %","ND1","ND1"]
["M.7A.12.4",">50 - <=60 %","ND1","ND1"]
["M.7A.12.5",">60 - <=70 %","ND1","ND1"]
["M.7A.12.6",">70 - <=80 %","ND1","ND1"]
["M.7A.12.7",">80 - <=90 %","ND1","ND1"]
["M.7A.12.8",">90 - <=100 %","ND1","ND1"]
["M.7A.12.9",">100%","ND1","ND1"]
["M.7A.12.10","Total",0,0,null,0,0]
["OM.7A.12.1","o/w >100 - <=110 %"]
["OM.7A.12.2","o/w >110 - <=120 %"]
["OM.7A.12.3","o/w >120 - <=130 %"]
["OM.7A.12.4","o/w >130 - <=140 %"]
["OM.7A.12.5","o/w >140 - <=150 %"]
["OM.7A.12.6","o/w >150 %"]
["OM.7A.12.7"]
["OM.7A.12.8"]
["OM.7A.12.9"]
[null,"13. Breakdown by type","% Residential Loans"]
["M.7A.13.1","Owner occupied",3.1768953068592059E-3]
["M.7A.13.2","Second home/Holiday houses","ND3"]
["M.7A.13.3","Buy-to-let/Non-owner occupied","ND3"]
["M.7A.13.4","Agricultural","ND3"]
["M.7A.13.5","Other",{"$f":"1-C260","v":0.99682310469314084}]
["OM.7A.13.1","o/w Subsidised housing"]
["OM.7A.13.2","o/w Private rental"]
["OM.7A.13.3","o/w Multi-family housing ",0.98089049338146816]
["OM.7A.13.4","o/w Buildings under construction ",0]
["OM.7A.13.5","o/w Buildings land",1.5403128760529479E-3]
["OM.7A.13.6","o/w [If relevant, please specify]"]
["OM.7A.13.7","o/w [If relevant, please specify]"]
["OM.7A.13.8","o/w [If relevant, please specify]"]
["OM.7A.13.9","o/w [If relevant, please specify]"]
["OM.7A.13.10","o/w [If relevant, please specify]"]
["OM.7A.13.11","o/w [If relevant, please specify]"]
[null,"14. Loan by Ranking","% Residential Loans"]
["M.7A.14.1","1st lien / No prior ranks","ND1"]
["M.7A.14.2","Guaranteed","ND1"]
["M.7A.14.3","Other","ND1"]
["OM.7A.14.1"]
["OM.7A.14.2"]
["OM.7A.14.3"]
["OM.7A.14.4"]
["OM.7A.14.5"]
["OM.7A.14.6"]
[null,"7B Commercial Cover Pool"]
[null,"15. Loan Size Information","Nominal","Number of Loans",null,"% Commercial Loans","% No. of Loans"]
["M.7B.15.1","Average loan size (000s)",{"$f":"C13/D288*1000","v":11580.934343434343},{"$f":"D28","v":792}]
[]
[null,"by buckets (mn):"]
["M.7B.15.2","up to 300,000 Euros",7.8,"ND3",null,{"$f":"C291/$C$315","v":8.5040503265337267E-4}]
["M.7B.15.3","more than 300,000 Euros up to 1 mn. Euros",56.9,"ND3",null,{"$f":"C292/$C$315","v":6.2035956869201164E-3}]
["M.7B.15.4","more than 1 mn. Euros up to 10 mn. Euros",1736.5,"ND3",null,{"$f":"C293/$C$315","v":0.18932414605161305}]
["M.7B.15.5","more than 10 mn. Euros",7370.9,"ND3",null,{"$f":"C294/$C$315","v":0.80362185322881341}]
["M.7B.15.6","TBC at a country level","ND3","ND3"]
["M.7B.15.7","TBC at a country level","ND3","ND3"]
["M.7B.15.8","TBC at a country level","ND3","ND3"]
["M.7B.15.9","TBC at a country level","ND3","ND3"]
["M.7B.15.10","TBC at a country level","ND3","ND3"]
["M.7B.15.11","TBC at a country level","ND3","ND3"]
["M.7B.15.12","TBC at a country level","ND3","ND3"]
["M.7B.15.13","TBC at a country level","ND3","ND3"]
["M.7B.15.14","TBC at a country level","ND3","ND3"]
["M.7B.15.15","TBC at a country level","ND3","ND3"]
["M.7B.15.16","TBC at a country level","ND3","ND3"]
["M.7B.15.17","TBC at a country level","ND3","ND3"]
["M.7B.15.18","TBC at a country level","ND3","ND3"]
["M.7B.15.19","TBC at a country level","ND3","ND3"]
["M.7B.15.20","TBC at a country level","ND3","ND3"]
["M.7B.15.21","TBC at a country level","ND3","ND3"]
["M.7B.15.22","TBC at a country level","ND3","ND3"]
["M.7B.15.23","TBC at a country level","ND3","ND3"]
["M.7B.15.24","TBC at a country level","ND3","ND3"]
["M.7B.15.25","TBC at a country level","ND3","ND3"]
["M.7B.15.26","Total",{"$f":"SUM(C291:C314)","v":9172.1},0,null,{"$f":"SUM(F291:F314)","v":1},{"$f":"SUM(G291:G314)","v":0}]
[null,"16. Loan to Value (LTV) Information - UNINDEXED ","Nominal","Number of Loans",null,"% Commercial Loans","% No. of Loans"]
["M.7B.16.1","Weighted Average LTV (%):",0.54459999999999997,null,null,{"$f":"IF(C317=\"ND1\",\"Row 216\",\"\")","v":""}]
[]
[null,"By LTV buckets (mn):"]
["M.7B.16.2",">0 - <=40 %",884.1,"ND1",null,{"$f":"C320/$C$328","v":9.6390139662672666E-2}]
["M.7B.16.3",">40 - <=50 %",570,"ND1",null,{"$f":"C321/$C$328","v":6.2144983155438774E-2}]
["M.7B.16.4",">50 - <=60 %",7718,"ND1",null,{"$f":"C322/$C$328","v":0.84146487718188856}]
["M.7B.16.5",">60 - <=70 %","ND1","ND1"]
["M.7B.16.6",">70 - <=80 %","ND1","ND1"]
["M.7B.16.7",">80 - <=90 %","ND1","ND1"]
["M.7B.16.8",">90 - <=100 %","ND1","ND1"]
["M.7B.16.9",">100%","ND1","ND1"]
["M.7B.16.10","Total",{"$f":"SUM(C320:C327)","v":9172.1},{"$f":"SUM(D320:D327)","v":0},null,{"$f":"SUM(F320:F327)","v":1},{"$f":"SUM(G320:G327)","v":0}]
["OM.7B.16.1","o/w >100 - <=110 %"]
["OM.7B.16.2","o/w >110 - <=120 %"]
["OM.7B.16.3","o/w >120 - <=130 %"]
["OM.7B.16.4","o/w >130 - <=140 %"]
["OM.7B.16.5","o/w >140 - <=150 %"]
["OM.7B.16.6","o/w >150 %"]
["OM.7B.16.7"]
["OM.7B.16.8"]
["OM.7B.16.9"]
[null,"17. Loan to Value (LTV) Information - INDEXED","Nominal","Number of Loans",null,"% Commercial Loans","% No. of Loans"]
["M.7B.17.1","Weighted Average LTV (%)","ND1"]
[]
[null,"By LTV buckets (mn):"]
["M.7B.17.2",">0 - <=40 %","ND1","ND1"]
["M.7B.17.3",">40 - <=50 %","ND1","ND1"]
["M.7B.17.4",">50 - <=60 %","ND1","ND1"]
["M.7B.17.5",">60 - <=70 %","ND1","ND1"]
["M.7B.17.6",">70 - <=80 %","ND1","ND1"]
["M.7B.17.7",">80 - <=90 %","ND1","ND1"]
["M.7B.17.8",">90 - <=100 %","ND1","ND1"]
["M.7B.17.9",">100%","ND1","ND1"]
["M.7B.17.10","Total",0,0,null,0,0]
["OM.7B.17.1","o/w >100 - <=110 %"]
["OM.7B.17.2","o/w >110 - <=120 %"]
["OM.7B.17.3","o/w >120 - <=130 %"]
["OM.7B.17.4","o/w >130 - <=140 %"]
["OM.7B.17.5","o/w >140 - <=150 %"]
["OM.7B.17.6","o/w >150 %"]
["OM.7B.17.7"]
["OM.7B.17.8"]
["OM.7B.17.9"]
[null,"18. Breakdown by Type","% Commercial loans"]
["M.7B.18.1","Retail",0.31665594574852002]
["M.7B.18.2","Office",0.53322576073091221]
["M.7B.18.3","Hotel/Tourism","-"]
["M.7B.18.4","Shopping malls","-"]
["M.7B.18.5","Industry",1.3148570120255989E-2]
["M.7B.18.6","Agriculture","-"]
["M.7B.18.7","Other commercially used",0.12291623510428359]
["M.7B.18.8","Land",3.8050173896926548E-3]
["M.7B.18.9","Property developers / Bulding under construction",1.024847090633552E-2]
["M.7B.18.10","Other",0]
["OM.7B.18.1","o/w Social & Cultural purposes"]
["OM.7B.18.2","o/w [If relevant, please specify]"]
["OM.7B.18.3","o/w [If relevant, please specify]"]
["OM.7B.18.4","o/w [If relevant, please specify]"]
["OM.7B.18.5","o/w [If relevant, please specify]"]
["OM.7B.18.6","o/w [If relevant, please specify]"]
["OM.7B.18.7","o/w [If relevant, please specify]"]
["OM.7B.18.8","o/w [If relevant, please specify]"]
["OM.7B.18.9","o/w [If relevant, please specify]"]
["OM.7B.18.10","o/w [If relevant, please specify]"]
["OM.7B.18.11","o/w [If relevant, please specify]"]
["OM.7B.18.12","o/w [If relevant, please specify]"]
["OM.7B.18.13","o/w [If relevant, please specify]"]
["OM.7B.18.14","o/w [If relevant, please specify]"]
["OM.7B.18.15","o/w [If relevant, please specify]"]
["OM.7B.18.16","o/w [If relevant, please specify]"]
["OM.7B.18.17","o/w [If relevant, please specify]"]

{"sheet":"B2. HTT Public Sector Assets","index":6,"n_rows":179,"n_cols":7,"rows_kept":179,"cut":false,"hidden":true,"merged":[]}
["B2. Harmonised Transparency Template - Public Sector Assets"]
[]
[null,"Reporting in Domestic Currency","EURO"]
[]
[null,"CONTENT OF TAB B2"]
[null,"8. Public Sector Assets"]
[]
["Field Number","8. Public Sector Assets"]
[null,"1. General Information"]
["PS.8.1.1","Number of public sector exposures",0]
["OPS.8.1.1","Optional information eg, Number of borrowers",151]
["OPS.8.1.2","Optional information eg, Number of guarantors"]
["OPS.8.1.3"]
["OPS.8.1.4"]
["OPS.8.1.5"]
["OPS.8.1.6"]
["OPS.8.1.7"]
[null,"2. Size Information","Nominal","Number of Exposures",null,"% Public Sector Assets","% No. of Exposures"]
["PS.8.2.1","Average exposure size (000s)",{"$f":"C37/D19*1000","v":{"$error":"#DIV/0!"}},{"$f":"C10","v":0}]
[]
[null,"By buckets (mn):"]
["PS.8.2.2","up to 10 mn. Euros",0,"ND3",null,{"$f":"C22/$C$37","v":{"$error":"#DIV/0!"}}]
["PS.8.2.3","more than 10 mn. Euros up to 100 mn. Euros",0,"ND3",null,{"$f":"C23/$C$37","v":{"$error":"#DIV/0!"}}]
["PS.8.2.4","more than 100 mn. Euros",0,"ND3",null,{"$f":"C24/$C$37","v":{"$error":"#DIV/0!"}}]
["PS.8.2.5","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.6","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.7","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.8","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.9","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.10","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.11","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.12","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.13","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.14","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.15","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.16","TBC at a country level","[For completion]","[For completion]"]
["PS.8.2.17","Total",{"$f":"SUM(C22:C24)","v":0},0,null,{"$f":"C37/$C$37","v":{"$error":"#DIV/0!"}},0]
[null,"3. Breakdown by Asset Type","Nominal (mn)",null,null,"% Public Sector Assets"]
["PS.8.3.1","Loans",0,null,null,{"$f":"C39/$C$42","v":{"$error":"#DIV/0!"}}]
["PS.8.3.2","Bonds",0,null,null,{"$f":"C40/$C$42","v":{"$error":"#DIV/0!"}}]
["PS.8.3.3","Other",0,null,null,{"$f":"C41/$C$42","v":{"$error":"#DIV/0!"}}]
["PS.8.3.4","Total",{"$f":"SUM(C39:C41)","v":0},null,null,{"$f":"C42/$C$42","v":{"$error":"#DIV/0!"}}]
["OPS.8.3.1"]
["OPS.8.3.2"]
["OPS.8.3.3"]
["OPS.8.3.4"]
["OPS.8.3.5"]
[null,"4. Breakdown by Geography ","% Public Sector Assets"]
["PS.8.4.1","European Union",{"$f":"SUM(C50:C77)","v":0}]
["PS.8.4.2","Austria",0]
["PS.8.4.3","Belgium",0,"inkl. EU-Institutionen"]
["PS.8.4.4","Bulgaria",0]
["PS.8.4.5","Croatia *(row 92)","ND3"]
["PS.8.4.6","Cyprus",0]
["PS.8.4.7","Czech Republic",0]
["PS.8.4.8","Denmark",0]
["PS.8.4.9","Estonia",0]
["PS.8.4.10","Finland",0]
["PS.8.4.11","France",0]
["PS.8.4.12","Germany",0]
["PS.8.4.13","Greece",0]
["PS.8.4.14","Netherlands",0]
["PS.8.4.15","Hungary",0]
["PS.8.4.16","Ireland",0]
["PS.8.4.17","Italy",0]
["PS.8.4.18","Latvia",0]
["PS.8.4.19","Lithuania",0]
["PS.8.4.20","Luxembourg",0]
["PS.8.4.21","Malta",0]
["PS.8.4.22","Poland",0]
["PS.8.4.23","Portugal",0]
["PS.8.4.24","Romania",0]
["PS.8.4.25","Slovakia",0]
["PS.8.4.26","Slovenia",0]
["PS.8.4.27","Spain",0]
["PS.8.4.28","Sweden",0]
["PS.8.4.29","United Kingdom",0]
["PS.8.4.30","European Economic Area (not member of EU)",{"$f":"SUM(C79:C81)","v":0}]
["PS.8.4.31","Iceland",0]
["PS.8.4.32","Liechtenstein",0]
["PS.8.4.33","Norway",0]
["PS.8.4.34","Other",{"$f":"SUM(C83:C92)","v":0}]
["PS.8.4.35","Switzerland",0]
["PS.8.4.36","Australia *(row 92)","ND3"]
["PS.8.4.37","Brazil","ND2"]
["PS.8.4.38","Canada",0]
["PS.8.4.39","Japan",0]
["PS.8.4.40","Korea","ND2"]
["PS.8.4.41","New Zealand *(row 92)","ND3"]
["PS.8.4.42","Singapore *(row 92)","ND3"]
["PS.8.4.43","US",0]
["PS.8.4.44","Other",0]
["OPS.8.4.1","o/w [If relevant, please specify]"]
["OPS.8.4.2","o/w [If relevant, please specify]"]
["OPS.8.4.3","o/w [If relevant, please specify]"]
["OPS.8.4.4","o/w [If relevant, please specify]"]
["OPS.8.4.5","o/w [If relevant, please specify]"]
["OPS.8.4.6","o/w [If relevant, please specify]"]
["OPS.8.4.7","o/w [If relevant, please specify]"]
["OPS.8.4.8","o/w [If relevant, please specify]"]
["OPS.8.4.9","o/w [If relevant, please specify]"]
["OPS.8.4.10","o/w [If relevant, please specify]"]
[null,"5. Breakdown by regions of main country origin","% Public Sector Assets"]
["PS.8.5.1","TBC at a country level","ND3"]
["PS.8.5.2","TBC at a country level","ND3"]
["PS.8.5.3","TBC at a country level","ND3"]
["PS.8.5.4","TBC at a country level","ND3"]
["PS.8.5.5","TBC at a country level","ND3"]
["PS.8.5.6","TBC at a country level","ND3"]
["PS.8.5.7","TBC at a country level","ND3"]
["PS.8.5.8","TBC at a country level","ND3"]
["PS.8.5.9","TBC at a country level","ND3"]
["PS.8.5.10","TBC at a country level","ND3"]
["PS.8.5.11","TBC at a country level","ND3"]
["PS.8.5.12","TBC at a country level","ND3"]
["PS.8.5.13","TBC at a country level","ND3"]
["PS.8.5.14","TBC at a country level","ND3"]
["PS.8.5.15","TBC at a country level","ND3"]
["PS.8.5.16","TBC at a country level","ND3"]
["PS.8.5.17","TBC at a country level","ND3"]
["PS.8.5.18","TBC at a country level","ND3"]
["PS.8.5.19","TBC at a country level","ND3"]
["PS.8.5.20","TBC at a country level","ND3"]
["PS.8.5.21","TBC at a country level","ND3"]
["PS.8.5.22","TBC at a country level","ND3"]
["PS.8.5.23","TBC at a country level","ND3"]
["PS.8.5.24","TBC at a country level","ND3"]
["PS.8.5.25","TBC at a country level","ND3"]
[null,"6. Breakdown by Interest Rate","% Public Sector Assets"]
["PS.8.6.1","Fixed rate",0]
["PS.8.6.2","Floating rate",{"$f":"100-C130","v":100}]
["PS.8.6.3","Other",0]
["OPS.8.6.1"]
["OPS.8.6.2"]
["OPS.8.6.3"]
["OPS.8.6.4"]
[null,"7. Breakdown by Repayment Type","% Public Sector Assets"]
["PS.8.7.1","Bullet / interest only","ND3"]
["PS.8.7.2","Amortising","ND3"]
["PS.8.7.3","Other","ND3"]
["OPS.8.7.1"]
["OPS.8.7.2"]
["OPS.8.7.3"]
["OPS.8.7.4"]
["OPS.8.7.5"]
["OPS.8.7.6"]
[null,"8. Breakdown by Type of Debtor","Nominal (mn)",null,null,"% Public Sector Assets"]
["PS.8.8.1","Sovereigns",0,null,null,{"$f":"C148/$C$152","v":{"$error":"#DIV/0!"}}]
["PS.8.8.2","Regional/federal authorities",0,null,null,{"$f":"C149/$C$152","v":{"$error":"#DIV/0!"}}]
["PS.8.8.3","Local/municipal authorities ",0,null,null,{"$f":"C150/$C$152","v":{"$error":"#DIV/0!"}}]
["PS.8.8.4","Others",0,null,null,{"$f":"C151/$C$152","v":{"$error":"#DIV/0!"}}]
["PS.8.8.5","Total",{"$f":"SUM(C148:C151)","v":0},null,null,{"$f":"C152/$C$152","v":{"$error":"#DIV/0!"}}]
["OPS.8.8.1","o/w Claim against supranational",null,null,null,0]
["OPS.8.8.2","o/w Claim against sovereigns",null,null,null,0]
["OPS.8.8.3","o/w Claim guaranteed by sovereigns",null,null,null,0]
["OPS.8.8.4","o/w Claim against regional/federal authorities",null,null,null,0]
["OPS.8.8.5","o/w Claim guaranteed by regional/federal authorities",null,null,null,0]
["OPS.8.8.6","o/w Claim against local/municipal authorities ",null,null,null,0]
["OPS.8.8.7","o/w Claimguaranteed by local/municipal authorities ",null,null,null,0]
["OPS.8.8.8"]
["OPS.8.8.9"]
["OPS.8.8.10"]
["OPS.8.8.11"]
["OPS.8.8.12",{"$nulls":4},0]
["OPS.8.8.13",{"$nulls":4},0]
[null,"9. Non-Performing Loans"]
["PS.8.9.1","% NPLs",0]
["OPS.8.9.1"]
["OPS.8.9.2"]
["OPS.8.9.3"]
["OPS.8.9.4"]
[null,"10. Concentration Risks","% Public Sector Assets"]
["PS.8.10.1","10 largest exposures",0]
["OPS.8.10.1"]
["OPS.8.10.2"]
["OPS.8.10.3"]
["OPS.8.10.4"]
["OPS.8.10.5"]
["OPS.8.10.6"]

{"sheet":"B3. HTT Shipping Assets","index":7,"n_rows":211,"n_cols":7,"rows_kept":211,"cut":false,"hidden":true,"merged":[]}
["B3. Harmonised Transparency Template - Shipping Assets"]
[]
[null,"Reporting in Domestic Currency","EURO"]
[]
[null,"CONTENT OF TAB B3"]
[null,"9. Shipping Assets"]
[]
["Field Number","9. Shipping Assets"]
[null,"1. General Information","Shipping Loans"]
["S.9.1.1","Number of shipping loans",0]
["OS.9.1.1","Optional information eg, Number of borrowers",0]
["OS.9.1.2","Optional information eg, Number of guarantors"]
["OS.9.1.3"]
["OS.9.1.4"]
["OS.9.1.5"]
["OS.9.1.6"]
[null,"2. Concentration Risks","% Shipping Loans"]
["S.9.2.1","10 largest exposures ","ND3"]
["OS.9.2.1"]
["OS.9.2.2"]
["OS.9.2.3"]
["OS.9.2.4"]
["OS.9.2.5"]
["OS.9.2.6"]
[null,"3. Breakdown by Geography / Country of Registration ","% Shipping Loans"]
["S.9.3.1","European Union",{"$f":"SUM(C27:C54)","v":0}]
["S.9.3.2","Austria",0]
["S.9.3.3","Belgium",0]
["S.9.3.4","Bulgaria",0]
["S.9.3.5","Croatia",0]
["S.9.3.6","Cyprus",0]
["S.9.3.7","Czech Republic",0]
["S.9.3.8","Denmark",0]
["S.9.3.9","Estonia",0]
["S.9.3.10","Finland",0]
["S.9.3.11","France",0]
["S.9.3.12","Germany",0]
["S.9.3.13","Greece",0]
["S.9.3.14","Netherlands",0]
["S.9.3.15","Hungary",0]
["S.9.3.16","Ireland",0]
["S.9.3.17","Italy",0]
["S.9.3.18","Latvia",0]
["S.9.3.19","Lithuania",0]
["S.9.3.20","Luxembourg",0]
["S.9.3.21","Malta",0]
["S.9.3.22","Poland",0]
["S.9.3.23","Portugal",0]
["S.9.3.24","Romania",0]
["S.9.3.25","Slovakia",0]
["S.9.3.26","Slovenia",0]
["S.9.3.27","Spain",0]
["S.9.3.28","Sweden",0]
["S.9.3.29","United Kingdom",0]
["S.9.3.30","European Economic Area (not member of EU)",{"$f":"SUM(C56:C58)","v":0}]
["S.9.3.31","Iceland",0]
["S.9.3.32","Liechtenstein",0]
["S.9.3.33","Norway",0]
["S.9.3.34","Other",{"$f":"SUM(C60:C69)","v":0}]
["S.9.3.35","Switzerland",0]
["S.9.3.36","Australia",0]
["S.9.3.37","Brazil",0]
["S.9.3.38","Canada",0]
["S.9.3.39","Japan",0]
["S.9.3.40","Korea",0]
["S.9.3.41","New Zealand",0]
["S.9.3.42","Singapore",0]
["S.9.3.43","US",0]
["S.9.3.44","Other",{"$f":"IF(100-C26-C55-(C60+C61+C62+C63+C64+C65+C66+C67+C68)=100,0,100-C26-C55-(C60+C61+C62+C63+C64+C65+C66+C67+C68))","v":0}]
["OS.9.3.1","o/w [If relevant, please specify]"]
["OS.9.3.2","o/w [If relevant, please specify]"]
["OS.9.3.3","o/w [If relevant, please specify]"]
["OS.9.3.4","o/w [If relevant, please specify]"]
["OS.9.3.5","o/w [If relevant, please specify]"]
["OS.9.3.6","o/w [If relevant, please specify]"]
["OS.9.3.7","o/w [If relevant, please specify]"]
["OS.9.3.8","o/w [If relevant, please specify]"]
["OS.9.3.9","o/w [If relevant, please specify]"]
["OS.9.3.10","o/w [If relevant, please specify]"]
[null,"4. Breakdown by Interest Rate","% Shipping Loans"]
["S.9.4.1","Fixed rate",0]
["S.9.4.2","Floating rate",{"$f":"100-C81","v":100}]
["S.9.4.3","Other",0]
["OS.9.4.1"]
["OS.9.4.2"]
["OS.9.4.3"]
["OS.9.4.4"]
["OS.9.4.5"]
["OS.9.4.6"]
[null,"5. Breakdown by Repayment Type","% Shipping Loans"]
["S.9.5.1","Bullet / interest only","ND3"]
["S.9.5.2","Amortising","ND3"]
["S.9.5.3","Other","ND3"]
["OS.9.5.1",null,"[For completion]"]
["OS.9.5.2"]
["OS.9.5.3"]
["OS.9.5.4"]
["OS.9.5.5"]
["OS.9.5.6"]
[null,"6. Loan Seasoning ","% Shipping Loans"]
["S.9.6.1","Up to 12months","ND3"]
["S.9.6.2","≥  12 - ≤ 24 months","ND3"]
["S.9.6.3","≥ 24 - ≤ 36 months","ND3"]
["S.9.6.4","≥ 36 - ≤ 60 months","ND3"]
["S.9.6.5","≥ 60 months","ND3"]
["OS.9.6.1"]
["OS.9.6.2"]
["OS.9.6.3"]
["OS.9.6.4"]
[null,"7. Non-Performing Loans (NPLs)","% Shipping Loans"]
["S.9.7.1","% NPLs",0]
["OS.9.7.1"]
["OS.9.7.2"]
["OS.9.7.3"]
["OS.9.7.4"]
[null,"8. Loan Size Information","Nominal","Number of Loans",null,"% Shipping Loans","% No. of Loans"]
["S.9.8.1","Average loan size (000s)",{"$f":"C144/C10*100","v":{"$error":"#DIV/0!"}}]
[]
[null,"By buckets (mn):"]
["S.9.8.2","up to 500,000 Euros",0,"ND3",null,{"$f":"C120/$C$144","v":{"$error":"#DIV/0!"}}]
["S.9.8.3","more than 500,000 Euros up to 5 mn. Euros",0,"ND3",null,{"$f":"C121/$C$144","v":{"$error":"#DIV/0!"}}]
["S.9.8.4","more than 5 mn. Euros",0,"ND3",null,{"$f":"C122/$C$144","v":{"$error":"#DIV/0!"}}]
["S.9.8.5","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.6","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.7","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.8","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.9","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.10","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.11","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.12","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.13","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.14","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.15","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.16","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.17","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.18","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.19","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.20","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.21","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.22","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.23","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.24","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.25","TBC at a country level","[For completion]","[For completion]"]
["S.9.8.26","Total",{"$f":"SUM(C120:C143)","v":0},0,null,{"$f":"SUM(F120:F122)","v":{"$error":"#DIV/0!"}},0]
[null,"9. Loan to Value (LTV) Information - UNINDEXED","Nominal","Number of Loans",null,"% Shipping Loans","% No. of Loans"]
["S.9.9.1","Weighted Average LTV (%)","ND1"]
[]
[null,"By LTV buckets (mn):"]
["S.9.9.2",">0 - <=40 %","ND1","ND1"]
["S.9.9.3",">40 - <=50 %","ND1","ND1"]
["S.9.9.4",">50 - <=60 %","ND1","ND1"]
["S.9.9.5",">60 - <=70 %","ND1","ND1"]
["S.9.9.6",">70 - <=80 %","ND1","ND1"]
["S.9.9.7",">80 - <=90 %","ND1","ND1"]
["S.9.9.8",">90 - <=100 %","ND1","ND1"]
["S.9.9.9",">100%","ND1","ND1"]
["S.9.9.10","Total",0,0,null,0,0]
["OS.9.9.1","o/w >100 - <=110 %"]
["OS.9.9.2","o/w >110 - <=120 %"]
["OS.9.9.3","o/w >120 - <=130 %"]
["OS.9.9.4","o/w >130 - <=140 %"]
["OS.9.9.5","o/w >140 - <=150 %"]
["OS.9.9.6","o/w >150 %"]
["OS.9.9.7"]
["OS.9.9.8"]
["OS.9.9.9"]
[null,"10. Loan to Value (LTV) Information - INDEXED ","Nominal","Number of Loans",null,"% Shipping Loans","% No. of Loans"]
["S.9.10.1","Weighted Average LTV (%)","ND1"]
[]
[null,"By LTV buckets (mn):"]
["S.9.10.2",">0 - <=40 %","ND1","ND1"]
["S.9.10.3",">40 - <=50 %","ND1","ND1"]
["S.9.10.4",">50 - <=60 %","ND1","ND1"]
["S.9.10.5",">60 - <=70 %","ND1","ND1"]
["S.9.10.6",">70 - <=80 %","ND1","ND1"]
["S.9.10.7",">80 - <=90 %","ND1","ND1"]
["S.9.10.8",">90 - <=100 %","ND1","ND1"]
["S.9.10.9",">100%","ND1","ND1"]
["S.9.10.10","Total",0,0,null,0,0]
["OS.9.10.1","o/w >100 - <=110 %"]
["OS.9.10.2","o/w >110 - <=120 %"]
["OS.9.10.3","o/w >120 - <=130 %"]
["OS.9.10.4","o/w >130 - <=140 %"]
["OS.9.10.5","o/w >140 - <=150 %"]
["OS.9.10.6","o/w >150 %"]
["OS.9.10.7"]
["OS.9.10.8"]
["OS.9.10.9"]
[null,"11. Breakdown by type of ship","% Shipping Loans"]
["S.9.11.1","Sea-going vessels",{"$f":"#DIV/0!","v":{"$error":"#DIV/0!"}}]
["S.9.11.2","Inland waterway vessels",{"$f":"#DIV/0!","v":{"$error":"#DIV/0!"}}]
["S.9.11.3","TBC at a country level","[For completion]"]
["S.9.11.4","TBC at a country level","[For completion]"]
["S.9.11.5","TBC at a country level","[For completion]"]
["S.9.11.6","TBC at a country level","[For completion]"]
["S.9.11.7","TBC at a country level","[For completion]"]
["S.9.11.8","TBC at a country level","[For completion]"]
["S.9.11.9","TBC at a country level","[For completion]"]
["S.9.11.10","TBC at a country level","[For completion]"]
["S.9.11.11","TBC at a country level","[For completion]"]
["S.9.11.12","TBC at a country level","[For completion]"]
["S.9.11.13","TBC at a country level","[For completion]"]
["S.9.11.14","TBC at a country level","[For completion]"]
["S.9.11.15","TBC at a country level","[For completion]"]
["S.9.11.16","TBC at a country level","[For completion]"]
["S.9.11.17","TBC at a country level","[For completion]"]
["OS.9.11.1"]
["OS.9.11.2"]
["OS.9.11.3"]
["OS.9.11.4"]
["OS.9.11.5"]

{"sheet":"C. HTT Harmonised Glossary","index":8,"n_rows":37,"n_cols":3,"rows_kept":37,"cut":false,"hidden":false,"merged":[]}
["C. Harmonised Transparency Template - Glossary"]
[]
["The definitions below reflect the national specificities"]
[]
["Field Number","1. Glossary - Standard Harmonised Items","Definition"]
["HG.1.1","OC Calculation: Actual","[For completion]"]
["HG.1.2","OC Calculation: Legal minimum","[For completion]"]
["HG.1.3","OC Calculation: Committed","[For completion]"]
["HG.1.4","Interest Rate Types","[For completion]"]
["HG.1.5","Maturity Buckets of Cover assets [i.e. how is the contractual and/or expected maturity defined? What assumptions eg, in terms of prepayments? etc.]","[For completion]"]
["HG.1.6","Maturity Buckets of Covered Bonds [i.e. how is the contractual and/or expected maturity defined? What maturity structure (hard bullet, soft bullet, conditional pass through)? Under what conditions/circumstances? Etc.] ","[For completion]"]
["HG.1.7","LTVs: Definition","[For completion]"]
["HG.1.8","LTVs: Calculation of property/shipping value"]
["HG.1.9","LTVs: Applied property/shipping valuation techniques, including whether use of index, Automated Valuation Model (AVM) or on-site audits"]
["HG.1.10","LTVs: Frequency and time of last valuation"]
["HG.1.11","Explain how mortgage types are defined whether for residential housing, multi-family housing, commercial real estate, etc. Same for shipping where relecvant","[For completion]"]
["HG.1.12","Hedging Strategy (please explain how you address interest rate and currency risk)","[For completion]"]
["HG.1.13","Non-performing loans","[For completion]"]
["OHG.1.1","NPV assumptions (when stated)"]
["OHG.1.2"]
["OHG.1.3"]
["OHG.1.4"]
["OHG.1.5"]
[null,"2. Reason for No Data","Value"]
["HG.2.1","Not applicable for the jurisdiction ","ND1"]
["HG.2.2","Not relevant for the issuer and/or CB programme at the present time","ND2"]
["HG.2.3","Not available at the present time","ND3"]
["HG.2.1"]
["OHG.2.1"]
["OHG.2.2"]
[null,"3. Glossary - Extra national and/or Issuer Items","Definition"]
["HG.3.1","Other definitions deemed relevant","[For completion]"]
["OHG.3.1"]
["OHG.3.2"]
["OHG.3.3"]
["OHG.3.4"]
["OHG.3.5"]

{"sheet":"E. Optional ECB-ECAIs data","index":9,"n_rows":92,"n_cols":10,"rows_kept":92,"cut":false,"hidden":false,"merged":[[0,0,0,1],[87,2,87,3]]}
["This addendum is optional"]
["E. Harmonised Transparency Template - Optional ECB - ECAIs Data Disclosure"]
[]
[null,"Reporting in Domestic Currency","Euro",{"$nulls":5}," Reason for No Data in Worksheet E. ","Value"]
[{"$nulls":8},"Not applicable for the jurisdiction ","ND1"]
[null,"CONTENT OF TABLE",{"$nulls":6},"Not relevant for the issuer and/or CB programme at the present time","ND2"]
[null,"1. Additional information on the programme",{"$nulls":6},"Not available at the present time","ND3"]
[null,"2.  Additional information on the swaps",{"$nulls":6},"Confidential","ND4"]
[null,"3.  Additional information on the asset distribution"]
[{"$nulls":8},"* Legal Entity Identifier (LEI) finder: http://www.lei-lookup.com/#!search"]
[{"$nulls":8},"** Weighted Average Maturity = Remaining Term to Maturity"]
["Field Number","1.  Additional information on the programme"]
[null,"Transaction Counterparties","Name","Legal Entity Identifier (LEI)*"]
["E.1.1.1","Sponsor (if applicable)","ND1","ND1"]
["E.1.1.2","Servicer ","ND1","ND1"]
["E.1.1.3","Back-up servicer","ND1","ND1"]
["E.1.1.4","BUS facilitator","ND1","ND1"]
["E.1.1.5","Cash manager ","ND1","ND1"]
["E.1.1.6","Back-up cash manager","ND1","ND1"]
["E.1.1.7","Account bank","ND1","ND1"]
["E.1.1.8","Standby account bank","ND1","ND1"]
["E.1.1.9","Account bank guarantor","ND1","ND1"]
["E.1.1.10","Trustee","ND1","ND1"]
["E.1.1.11","Cover Pool Monitor","ND4","ND4"]
["OE.1.1.1"]
["OE.1.1.2"]
["OE.1.1.3"]
["OE.1.1.4"]
["OE.1.1.5"]
["OE.1.1.6"]
["OE.1.1.7"]
["OE.1.1.8"]
[null,"2.  Additional information on the swaps"]
[null,"Swap Counterparties","Guarantor (if applicable)","Legal Entity Identifier (LEI)*","Type of Swap"]
["E.2.1.1","ND4","ND4","ND4","ND4"]
["E.2.1.2","ND4","ND4","ND4","ND4"]
["E.2.1.3","ND4","ND4","ND4","ND4"]
["E.2.1.4","ND4","ND4","ND4","ND4"]
["E.2.1.5","ND4","ND4","ND4","ND4"]
["E.2.1.6","ND4","ND4","ND4","ND4"]
["E.2.1.7"]
["E.2.1.8"]
["E.2.1.9"]
["E.2.1.10"]
["E.2.1.11"]
["E.2.1.12"]
["E.2.1.13"]
["E.2.1.14"]
["E.2.1.15"]
["E.2.1.16"]
["E.2.1.17"]
["E.2.1.18"]
["E.2.1.19"]
["E.2.1.20"]
["E.2.1.21"]
["E.2.1.22"]
["E.2.1.23"]
["E.2.1.24"]
["E.2.1.25"]
["OE.2.1.1"]
["OE.2.1.2"]
["OE.2.1.3"]
["OE.2.1.4"]
["OE.2.1.5"]
["OE.2.1.6"]
["OE.2.1.7"]
["OE.2.1.8"]
["OE.2.1.9"]
["OE.2.1.10"]
["OE.2.1.11"]
["OE.2.1.12"]
["OE.2.1.13"]
[null,"3.  Additional information on the asset distribution"]
[null,"1. General Information","Total Assets Mortgage","Totals Assets Public"]
["E.3.1.1","Weighted Average Seasoning (months)",46.8]
["E.3.1.2","Weighted Average Maturity (months)",61.2,133.19999999999999]
["OE.3.1.1"]
["OE.3.1.2"]
["OE.3.1.3"]
["OE.3.1.4"]
[null,"2. Arrears 1)","% Residential Loans","% Commercial Loans","% Public Sector Assets","% Shipping Loans","% Total Loans"]
["E.3.2.1","<30 days",0,0,0,0,"ND2"]
["E.3.2.2","30-<60 days",0,0,0,0,"ND2"]
["E.3.2.3","60-<90 days",0,0,0,0,"ND2"]
["E.3.2.4","90-<180 days",0,0,0,0,"ND2"]
["E.3.2.5",">= 180 days",0,0,0,0,"ND2"]
["OE.3.2.1"]
["OE.3.2.2"]
["OE.3.2.3"]
["OE.3.2.4"]
[]
["footnote:"]

{"sheet":"vdp-Glossar (D)","index":10,"n_rows":122,"n_cols":5,"rows_kept":122,"cut":false,"hidden":false,"merged":[]}
["Begriff","vdp-§ 28 Transparenzinitiative","erweiterters vdp-Template","HTT","Erklärung"]
["Ausgleichsforderungen","Tabellenblätter StTwh, STwo, StTws, StTwf Spalte F",null,null,"1. aus der Währungsreform 1948 stammende, im Schuldbuch eingetragene Forderungen von der Deutschen Bundesbank \n(bzw. Bank deutscher Länder und Landeszentralbanken), von Kreditinstituten, Post- und Bausparkassen sowie Versicherungen gegen die öffentliche Hand (Bund, Länder). Die Eröffnungsbilanzen der Institute hatten 1948 eine Lücke bei den Aktiva, da der Großteil ihrer Forderungen (diejenigen gegen das Deutsche Reich) im Unterschied zu ihren Verbindlichkeiten nicht auf DM umgerechnet wurden. Die Ausgleichsforderungen wurden u.a. aus Mitteln des Bundesbank-Gewinns seit 1956 innerhalb von 37 Jahren getilgt. Die je nach Fristigkeit mit 3 bis 4,5 Prozent pro Jahr festverzinsten Ausgleichsforderungen waren zum Nennbetrag zwischen Kredit- und Versicherungsinstituten handelbar; wurden in Schatzwechsel und unverzinsliche Schatzanweisungen umgewandelt.\n2. Auch im Zuge der Einführung der DM in der ehemaligen DDR zum 1.7.1990 wurde das Instrument der Ausgleichsforderungen verwendet. Ergab sich bei sanierungsfähigen Unternehmen (nicht Kreditinstitute, Versicherungen und Außenhandelsbetriebe), die als bisheriges volkseigenes Vermögen unentgeltlich der Treuhandanstalt oder ihrer Tochterunternehmungen zur Privatisierung übertragen wurden, ein nicht durch Eigenkapital gedeckter Fehlbetrag, so erhielten diese eine ab 1.7.1990 verzinsliche (Treuhandanstalt 5 Prozent pro Jahr) Ausgleichsforderung gegenüber ihren vorläufigen Eignern (§ 24 DMBilG)"]
["Barwert","Tabellenblatt StTai Spalte F - I","Spalte C Zeilen 20, 54, 83, 114","A. HTT General Spalte C Zeilen 40-41 (NPV)","Der Barwert ist der Wert, den zukünftige Zahlungen in der Gegenwart besitzen. Er wird durch Abzinsung der zukünftigen Zahlungen und anschließendes Summieren ermittelt\nHeutiger Wert zukünftiger Zahlungen (Cashflows) unter Annahme einer bestimmten Verzinsung (z.B. Barwert von Investitionsrückflüssen, Barwert einer Rente oder Barwert einer Anleihe). Durch die Ermittlung des Barwertes werden Zahlungen, die zu unterschiedlichen Zeitpunkten entstehen, vergleichbar gemacht. Zur Ermittlung des Barwertes eines Zahlungsstroms werden die einzelnen Ein- bzw. Auszahlungen mit einem laufzeit- und risikoäquivalenten Kalkulationszinssatz abgezinst (diskontiert). Die Diskontierung berücksichtigt den Umstand, dass der heutige Wert einer Zahlung sowohl für den Zahlungspflichtigen als auch für den Zahlungsempfänger umso geringer ist, je später diese Zahlung fällig wird."]
["Barwertverordnung","Tabellenblatt StTk",null,null,"http://www.pfandbrief.de/cms/_internet.nsf/0/06A21D027F07E932C12579E200384989/$FILE/DE_PfandBarWertV_01.2011.pdf?OpenElement"]
["Beleihungswert ",null,null,null,"http://www.pfandbrief.de/cms/_internet.nsf/0/2E2059E444935AC8C1257D74003309A0/$FILE/vdp_Broschuere_BelWert_2011_11_04_DE.pdf"]
["Beleihungswertermittlungsverordnung",null,null,null,"http://www.pfandbrief.de/cms/_internet.nsf/0/06BFDC302B658001C12579E20038498C/$FILE/DE_PfandBG_10.2009.pdf?OpenElement"]
["Bonitätsdifferenzierungsmodell","Tabellenblatt StTai Spalte D - G, \nZeilen 28-29, 41-42, 54-55, 67-68",null,null,"Die andauernde Finanzkrise hat das Vertrauen in die Kreditwürdigkeit einiger europäischer Staaten erschüttert. Infolgedessen ist die uneingeschränkte Deckungsfähigkeit von Forderungen gegenüber EU- und EWR-Staaten sowie deren unterstaatliche Stellen zunehmend kritisiert worden. \nVor diesem Hintergrund haben die vdp-Mitgliedsinstitute anlässlich ihrer im Juni 2012 durchgeführten Mitgliederversammlung einstimmig das vdp-Bonitätsdifferenzierungsmodell für EU-Staaten gebilligt. Die Mitte 2011 ins Leben gerufene vdp-Initiative ist eine Antwort darauf, dass auch die neue Bankenregulierung nicht zwischen unterschiedlichen Staatenrisiken differenzieren wird. Die fehlenden gesetzlichen Regelungen zur Kreditdifferenzierung souveräner Staaten sollen durch einen freiwilligen vdp-Standard kompensiert werden, wobei mittelfristig eine gesetzliche Lösung ohne Bezug zu externen Ratings wünschenswert ist. Erfahrungswerte, welche nun im Zuge der Anwendung des freiwilligen vdp-Standards gesammelt werden, können später in eine gesetzliche Regelung einfließen. \nDie im vdp-Modell vorgesehene Bonitätsdifferenzierung erfolgt durch laufzeitunabhängige Abschläge auf den Nominalwert der jeweiligen Forderung. Die Höhe der Sicherheitsabschläge orientiert sich an den externen Ratings von Moody’s, Standard & Poor’s und Fitch für Zentralstaaten sowie an den diesen Ratingstufen zugrundeliegenden Ausfallwahrscheinlichkeiten. Der vdp-Standard sieht vor, dass Forderungen gegen EU-Staaten mit einem Non-Investmentgrade-Rating außerhalb der gesetzlich vorgeschriebenen Deckungsrechnung gesondert mit Abschlägen versehen werden. Die Abschläge sind auch auf Forderungen gegen unterstaatliche Stellen aus diesem Land anzuwenden. http://www.pfandbrief.de/cms/_internet.nsf/tindex/de_32.htm  "]
["Bonitätsstufe 1 und 2",null,"Spalte C \nZeilen 16-17, 50-51, 79-80, 110-111","A. HTT General Spalte C Zeilen 190-191","Nach § 4 Abs. 1 Nr. 3 PfandBG sind grundsätzlich nur Kreditinstitute aus dem Europäischen Wirtschaftsraum, der Schweiz, den USA, Kanada und Japan deckungsfähig, die die Anforderungen der Bonitätsstufe 1 erfüllen. Maßgeblich hierfür sind Tabelle 3 in Artikel 120 CRR (EU-Verordnung Nr. 575/2013) sowie Tabelle 5 des Artikels 121 CRR.  Weisen die Forderungen eine Ursprungslaufzeit von bis zu 100 Tagen auf, sind auch Forderungen gegen Kreditinstitute der Bonitätsstufe 2 deckungsfähig. Droht eine erhebliche Schuldnerkonzentration im Falle der Beschränkung der Deckungsfähigkeit auf Kreditinstitute der Bonitätsstufe 1, kann die nationale Aufsichtsbehörde BaFin nach Konsultation mit der EBA auch Forderungen gegen Kreditinstitute der Bonitätsstufe 2 mit einer Ursprungslaufzeit von mehr als 100 Tagen für deckungsfähig erklären. Zur Zeit liegt eine entsprechende Allgemeinverfügung der BaFin vor wonach Forderungen gegenüber Kreditinstituten mit Bonitätsstufe 2 deckungsfähig sind. Bezogen auf die drei großen Ratingagenturen Fitch/Moody's/S&P erfüllen Kreditinstitute die Anforderungen an Bonitätsstufe 1, wenn sie mindestens AA-/Aaa/AA- geratet sind. Für die Bonitätsstufe 2 sind Ratings von mindestens A-/Baa3/A- erforderlich. Liegen für ein Kreditinstitut mehrere externe Ratings vor, orientiert sich die Frage der Deckungsfähigkeit an Artikel 138 e) und j) der CRR (EU-Verordnung 575/2013. "]
["Fälligkeitsverschiebung",null,"Spalte H Zeile 5-6",null,"Erst nach Einsetzen eines Sachwalters, hat dieser die Möglichkeit die Rückzahlung anstehender Fälligkeiten für einen bestimmten Zeitraum zu verschieben. Zeitraum als auch Bedingungen der Verschiebung sind entweder gesetzlich oder vertraglich geregelt. "]
["Fremdwährungen, Nettobarwert","Tabellenblatt StTK Spalte D und E \nZeilen 17-27, 42-52, 67-77,92-102",null,null,"Nach § 28 Abs. 1 Nr. 10 PfandBG müssen Pfandbriefbanken den Nettobarwert je Fremdwährung veröffentlichen. Dieser ist definiert in § 6 Barwertverordnung. Der Ausweis erfolgt in Euro, die Umrechnung nach § 1 Barwertverordnung auf Basis der EZB-Referenzkurse "]
["gesetzliche Überdeckung",null,"Spalte C Zielen 8, 43, 73, 104","A. HTT General C47","barwertig unter Berücksichtigung von Zins- und Währungsstress (s. auch Überdeckung)"]
["Gewichteter LTV (Durchschnittlicher Beleihungsauslauf)","Tabellenblatt StTK Spalte D und E \nZeile 29","Spalte C Zeilen 76, 107","B1. HTT Mortgage Assets C 197","Durchschnittlicher, anhand des Betrages der zur Deckung verwendeten Forderung gewichteter, Beleihungsauslauf"]
["Grenzwerte nach § 13 Abs. 1 PfandBG","Tabellenblatt StTK Spalte D und E \nZeile 13",null,null,"Der Gesamtbetrag der Beleihungen in Staaten, die nicht der Europäischen Union angehören, bei denen nicht sichergestellt ist, dass sich das Vorrecht der Pfandbriefgläubiger nach § 30 Abs. 1 PfandBG\n auf die Forderungen der Pfandbriefbank aus diesen Beleihungen erstreckt, darf 10 Prozent des Gesamtbetrages der Beleihungen, bei denen das Vorrecht sichergestellt ist, nicht übersteigen."]
["Grenzwerte nach § 19 Abs. 1 Nr. 2  PfandBG","Tabellenblatt StTK Spalte D und E \nZeile 14",null,null,"Die Deckung der Hypothekenpfandbriefe kann bis zu insgesamt 10 Prozent des Gesamtbetrages der im Umlauf befindlichen Hypothekenpfandbriefe durch Werte der in § 4 Absatz 1 Satz 2 Nummer 1 und 2 PfandBG bezeichneten Art, \ndurch Geldforderungen gegen die Europäische Zentralbank, gegen Zentralbanken der Mitgliedstaaten der Europäischen Union oder gegen Kreditinstitute im Sinne des § 4 Absatz 1 Satz 2 Nummer 3 PfandBG, sofern die Höhe der Forderungen der Pfandbriefbank bereits beim Erwerb bekannt ist, sowie durch das jeweilige Guthaben aus einer Kontoverbindung mit den vorgenannten Stellen erfolgen; der Anteil an Geldforderungen gegen ein und dasselbe Kreditinstitut darf nicht höher sein als 2 Prozent des Gesamtbetrages der in Halbsatz 1 genannten Hypothekenpfandbriefe."]
["Grenzwerte nach § 19 Abs. 1 Nr. 3  PfandBG","Tabellenblatt StTK Spalte D und E \nZeile 15",null,null,"Die Deckung der Hypothekenpfandbriefe kann bis zu insgesamt 20 Prozent des Gesamtbetrages der im Umlauf befindlichen Hypothekenpfandbriefe durch Werte der in § 20 Abs. 1 PfandBG bezeichneten Art, sofern es sich um Schuldverschreibungen handelt erfolgen; \ndie in Nummer 2 genannten Deckungswerte sind anzurechnen."]
["Grenzwerte nach § 20 Abs. 2  PfandBG","Tabellenblatt StTK Spalte D und E \nZeile 39",null,null,"Die Deckung der Öffentlichen Pfandbriefe kann bis zu 10 Prozent des Gesamtbetrages der im Umlauf befindlichen Öffentlichen Pfandbriefe durch Geldforderungen gegen die Europäische Zentralbank, \ngegen Zentralbanken der Mitgliedstaaten der Europäischen Union oder gegen Kreditinstitute im Sinne des § 4 Abs. 1 Satz 2 Nr. 3 PfandBG, sofern die Höhe der Forderungen der Pfandbriefbank bereits beim Erwerb bekannt ist, sowie durch das jeweilige Guthaben aus einer Kontoverbindung mit den vorgenannten Stellen erfolgen; der Anteil an Geldforderungen gegen ein und dasselbe geeignete Kreditinstitut darf nicht höher als 2 Prozent des Gesamtbetrages der im Umlauf befindlichen Öffentlichen Pfandbriefe sein; § 4 Absatz 1 Satz 4 bis 8 PfandBG gilt entsprechend."]
["Grenzwerte nach § 26 Abs. 1 Nr. 3  PfandBG","Tabellenblatt StTK Spalte D und E \nZeile 64",null,null,"Die Deckung von Schiffspfandbriefen kann bis zu 10 Prozent des Gesamtbetrages der im Umlauf befindlichen Schiffspfandbriefe durch Werte der in § 4 Abs. 1 Satz 2 Nr. 1 und 2 PfandBG bezeichneten Art, durch Geldforderungen gegen die Europäische Zentralbank, \ngegen Zentralbanken der Mitgliedstaaten der Europäischen Union oder gegen Kreditinstitute im Sinne des § 4 Abs. 1 Satz 2 Nr. 3 PfandBG, sofern die Höhe der Forderungen der Pfandbriefbank bereits beim Erwerb bekannt ist, sowie durch das jeweilige Guthaben aus einer Kontoverbindung mit den vorgenannten Stellen erfolgen; der Anteil an Geldforderungen gegen ein und dasselbe Kreditinstitut darf nicht höher als 2 Prozent des Gesamtbetrages der in Halbsatz 1 genannten Schiffspfandbriefe sein; § 4 Absatz 1 Satz 4 bis 8 PfandBG gilt entsprechend."]
["Grenzwerte nach § 26 Abs. 1 Nr. 4  PfandBG","Tabellenblatt StTK Spalte D und E \nZeile 65",null,null,"Die Deckung von Schiffspfandbriefen kann bis zu insgesamt 20 Prozent des Gesamtbetrages der im Umlauf befindlichen Schiffspfandbriefe durch Werte der in § 20 Abs. 1 PfandBG bezeichneten Art, sofern es sich um Schuldverschreibungen handelt erfolgen; \ndie in Nummer 3 genannten Deckungswerte sind anzurechnen."]
["Grenzwerte nach § 26f Abs. 1 Nr. 3 PfandBG","Tabellenblatt StTK Spalte D und E \nZeile 89",null,null,"Die Deckung von Flugzeugpfandbriefen kann bis zu 10 Prozent des Gesamtbetrages der im Umlauf befindlichen Schiffspfandbriefe durch Werte der in § 4 Abs. 1 Satz 2 Nr. 1 und 2 PfandBG bezeichneten Art, durch Geldforderungen gegen die Europäische Zentralbank, \ngegen Zentralbanken der Mitgliedstaaten der Europäischen Union oder gegen Kreditinstitute im Sinne des § 4 Abs. 1 Satz 2 Nr. 3 PfandBG, sofern die Höhe der Forderungen der Pfandbriefbank bereits beim Erwerb bekannt ist, sowie durch das jeweilige Guthaben aus einer Kontoverbindung mit den vorgenannten Stellen erfolgen; der Anteil an Geldforderungen gegen ein und dasselbe Kreditinstitut darf nicht höher als 2 Prozent des Gesamtbetrages der in Halbsatz 1 genannten Schiffspfandbriefe sein; § 4 Absatz 1 Satz 4 bis 8 PfandBG gilt entsprechend."]
["Grenzwerte nach § 26f Abs. 1 Nr. 4  PfandBG","Tabellenblatt StTK Spalte D und E \nZeile 90",null,null,"Die Deckung von Flugzeugpfandbriefen kann bis zu insgesamt 20 Prozent des Gesamtbetrages der im Umlauf befindlichen Schiffspfandbriefe durch Werte der in § 20 Abs. 1 PfandBG bezeichneten Art, sofern es sich um Schuldverschreibungen handelt erfolgen; \ndie in Nummer 3 genannten Deckungswerte sind anzurechnen."]
["Gruppeninterne Transaktionen",null,"Spalte C\nZeilen 19, 53, 82, 113 ","A. HTT General C241","Diese Betrachtung bezieht sich auf Derivatgeschäfte: Artikel 1 Nr. 19 der Verordnung (EU) Nr. 1333/2014 der EZB definiert gruppeninterne Transaktionen als Geschäfte zwischen einem Berichtspflichtigen und einem anderen Unternehmen, welches durchgängig in denselben konsolidierten Abschluss einbezogen ist.\nDer Begriff „konsolidierter Abschluss“ basiert dabei auf der Definition von IFRS bzw. bankenaufsichtlicher Konsolidierung.\nVerbandsinterne Geschäfte zwischen rechtlich selbstständigen Instituten, zum Beispiel innerhalb des Sparkassen- bzw. genossenschaftlichen Sektors, \nzählen nicht als gruppeninterne Transaktionen im Sinne der Verordnung (EU) Nr. 1333/2014 der EZB."]
["insured mortgages",null,"Spalte C Zeile 4",null,"Anteil versicherter Darlehen. Nach § 15 PfandBG muss während der gesamten Beleihung eine Versicherung sichergestellt sein. Daher sind alle Immobilien, die als Sicherheiten von in Deckung befindlichen Immobiliendarlehen dienen, gegen die jeweils relevanten Risiken versichert"]
["interest only loans",null,"Spalte C Zeile 13","B1. HTT Mortgage Assets F141","Anteil der Immobiliendarlehen an der Deckungsmasse, bei denen ausschließlich am Laufzeitende eine Tilgung erfolgt "]
["interner Swap-Kontrahent",null,"Spalte C\nZeilen 19, 53, 82, 113 ","A. HTT General C241","Ein interner Swap-Kontrahent liegt z.B. bei einem Mutter-Tochter-Verhältnis entsprechend Artikel 1 der Richtlinie 83/349/EWG vor"]
["Laufzeitstruktur","Tabellenblatt StTal",null,"A. HTT General C71-84 und C 97-109","Nach § 28 Abs. 1 Nr. 2 PfandBG sind Pfandbriefbanken gesetzlich verpflichtet, quartalsweise die Laufzeitstruktur der Pfandbriefe und Deckungswerte zu veröffentlichen. \nDabei wird bei den Deckungswerten auf die Zinsbindungsfrist abgestellt. Grundsätzlich soll die Abbildung von Optionen gemäß der internen Steuerungslogik eines jeden Hauses erfolgen,\ninsbesondere dort, wo für die gesamtbank- bzw. Konzernsteuerung zur Bewertung von Cash-flows Optionspreismodelle herangezogen werden.\nAuf der Passivseite ist eine Berücksichtigung der Kündigungsrechte nicht erforderlich, da die Entscheidung über deren Ausübung bei der Pfandbriefbank bzw. beim Sachwalter liegt.\nAuf der Aktivseite können Kündigungsrechte der Bank berücksichtigt werden.\nGesetzliche Kündigungsrechte nach § 489 BGB können für die Darstellung in den Laufzeitbändern unberücksichtigt bleiben.\nVariabel verzinsliche Hypothekendarlehen sollen gemäß dem Termin der nächsten Margenanpassung in die Laufzeitbänder eingeordnet werden.\nBei der Einordnung in die Laufzeitbänder sind die planmäßigen Tilgungsanteile zugrunde zu legen (Cash-Flow-Betrachtung)"]
["limited certified loans",null,"Spalte C Zeile 10",null,"Immobiliendarlehen bei denen der Schuldner sein Einkommen nur teilweise nachgewiesen hat. Solche Darlehen sind nicht Bestandteil der Deckungsmassen deutscher Pfandbriefe."]
["LTV (Beleihungsauslauf)","Tabellenblatt StTK",null,"B1. HTT Mortgage Assets C 197-202","Die Ermittlung des Beleihungsauslaufs (LTV) stellt auf den deutschen Beleihungswert ab, der in § 16 PfandBG sowie detailliert in der Beleihungswertermittlungsverordung (BelWertV) geregelt ist. Sowohl wohnwirtschaftliche als auch gewerbliche Immobiliendarlehen sind bis zu 60% des ermittelten Beleihungswertes deckungsfähig. Bei der Beleihungswertermittlung werden die langfristigen und nachhaltigen Objektmerkmale sowie derzeitige und mögliche anderweitige Nutzungen und Nutzer berücksichtigt. Übertriebene Marktpreise müssen dabei außer Acht gelassen werden. Grundsätzlich ist eine Objektbesichtigung im Rahmen der Wertermittlung vorgeschrieben, Ausnahmen gibt es für Kleindarlehen bis 400.000 Euro. Die Monitoring-Anforderungen ergeben sich zum Einen aus Artikel 208 Absatz 3 CRR. Danach sind Gewerbeimmobilien mindestens jährlich, Wohnimmobilien mindestens alle 3 Jahre zu überwachen. Ferner verlangt § 27 der BelWertV eine Überprüfung, wenn das Preisniveau am Immobilienmarkt substantiell gesunken ist. Eine Überprüfung ist ebenso bei einem Default des Darlehens erforderlich. "]
["ND1",null,null,null,"ND1 = No Data - Diese Information beim Deutschen Pfandbrief nicht geeignet/anwendbar"]
["ND2",null,null,null,"ND2 = No Data - Diese Information ist zurzeit bei diesem Emittenten und / oder Pfandbriefprogramm nicht relevant"]
["ND3",null,null,null,"ND3 = No Data - Diese Information ist zurzeit nicht verfügbar "]
["Nominalwert / Nominal / nom.",null,null,null,"Im Wertpapierbereich können  Nominalwerte häufig von den aktuellen Kurswerten, d.h. den Werten am Markt, abweichen. Beispiel:\nNominalwert Anleihe X = 1.000 €\nKurswert Anleihe X = 990,00 € (Kurs = 99 %)\nDer Nominalwert stellt  die Forderung des Investors gegenüber dem Emittenten dar, welche bei Fälligkeit zu 100 % fällig ist. Bei Rückzahlung wird, unabhängig vom investierten Betrag, der Nominalwert zu Grunde gelegt. Sollte das Wertpapier noch während der Laufzeit und somit vor Fälligkeit veräußert werden, wird die Zahlung auf dem aktuellen Kurswert basieren."]
["non first Lien mortgages",null,"Spalte C Zeile 11","B1. HTT Mortgage Assets C257","Anteil der Immobiliendarlehen an der Deckungsmasse, bei denen Vorrechte im Grundbuch eingetragen sind. Eine Unterteilung nach Erstrang und Zweitrang ist in Deutschland bzw. beim Pfandbrief irrelevant. Nach der deutschen Rechtsordnung haben die Inhaber von Grundpfandrechten grundsätzlich unabhängig vom Rang die gleichen Verfahrensrechte. Jeder Inhaber eines Grundpfandrechtes kann Verwertungsmaßnahmen betreiben. Für die Sicherheit eines Grundpfandrechts ist vielmehr der Auslauf entscheidend. Es kommt darauf an, dass bestehende vorrangige Grundpfandrechte richtig berechnet und von der 60%-Grenze abgezogen werden. Vorränge im Grundbuch mit äußerst geringen Beträgen sind nicht selten, da alte Rechte oft nicht einfach zu löschen sind. Eine Verwässerung durch solch vorrangige Grundpfandrechte lässt sich durch eine entsprechende Kalkulation vermeiden. Theoretisch könnten alle in Deckung befindlichen Immobiliendarlehen nachrangig sein, ohne dass dies die Werthaltigkeit und Qualität der Deckungswerte schmälern und ein Risiko darstellen würde."]
["NPL (Rückständige Darlehen)","StTdh Spalte S-T, StTdoR, StTds Spalten H-I, \nStTdf Spalten F-G",null,"B1. HTT Mortgage Assets F161","Nach § 28 Abs. 2 Nr. 2 PfandBG müssen Pfandbriefbanken den Gesamtbestand der mindestens 90 Tage rückständigen Leistungen, bezogen auf den in Deckung befindlichen Teil eines Darlehens, quartalsweise veröffentlichen."]
["Objektarten","Tabellenblatt StTdo",null,"B1. HTT Mortgage Assets C241-249 und C341-350","Die deckungsfähigen Immobilienwerte sind in §§ 12 bis 18 PfandBG geregelt. Danach sind sowohl wohnwirtschaftliche als auch gewerbliche Immobilien deckungsfähig. Die Abgrenzung erfolgt anhand der Nutzungsart. § 28 Abs. 2 Nr. 1 PfandBG verlangt von Pfandbriefbanken eine quartalsweise Veröffentlichung der Deckungswerte aufgegliedert nach Eigentumswohnungen, Ein- und Zweifamilienhäusern, Mehrfamilienhäusern, Bürogebäuden, Handelsgebäuden, Industriegebäuden, sonstigen gewerblich genutzten Gebäuden, unfertigen und noch nicht ertragsfähigen Neubauten sowie Bauplätzen. Hypotheken an Bauplätzen dürfen jedoch maximal 1% des Gesamtbetrages der zur Deckung der Hypothekenpfandbriefe benutzten Deckungswerte ausmachen (§ 16 Abs. 3 PfandBG). Zusammen mit noch nicht fertig gestellten Neubauten, die noch nicht ertragsfähig sind, darf der Anteil 10 Prozent des Gesamtbetrages der zur Deckung von Hypothekenpfandbriefen verwendeten Deckungswerte nicht überschreiten. Hypotheken an Grundstücken, die einen dauernden Ertrag nicht gewähren sind nicht deckungsfähig. "]
["Pass through Strukturen",null,"Spalte H Zeilen 7,46,76,107",null,"Hierbei werden im Falle der Insolvenz des Emittenten sämtliche ausstehenden Covered Bonds pro rata nach den eingehenden Zahlungen aus der Deckungsmasse bedient. Die Zahlungen werden so zu sagen zum Covered Bond Gläubiger durchgereicht."]
["Pfandbriefgesetz",null,null,null,"http://www.pfandbrief.de/cms/_internet.nsf/tindex/de_111.htm "]
["Risikobarwert","StTai Spalte H und I",null,null,"Nach § 28 Abs. 1 PfandBG sind Pfandbriefbanken gesetzlich verpflichtet, quartalsweise den so genannten Risikobarwert der ausstehenden Pfandbriefe und der Deckungswerte zu veröffentlichen. Darunter ist der Barwert nach den vorgegebenen Zins- und Währungsstressszenarien zu verstehen. Da beim Zinsstress sowohl ein Anstieg als auch ein Rückgang der Zinsen und beim Währungsstress sowohl eine Auf- als auch eine Abwertung simuliert werden muss, sollen die Pfandbriefbanken nur den Risikobarwert veröffentlichen, der die betragsmäßig geringste Überdeckung ergibt. "]
["Rückständige Leistungen","StTdh Spalte S-T, StTdoR, StTds Spalten H-I, \nStTdf Spalten F-G",null,"B1. HTT Mortgage Assets F160\nB2. HTT Public Assets C167","Als rückständig gilt eine Leistung ab dem 90. Tag nach ihrer Fälligkeit (siehe auch NPL). Es sind lediglich die auf den in Deckung befindlichen Teil eines Darlehens entfallenden rückständigen Leistungen auszuweisen: Zinsen: Aufteilung auf Deckungs- und Außerdeckungsteil anzurechnen / Tiglung: Zunächst nur auf Außerdeckungsteil anzurechnen."]
["Seasoning","StTk Spalte D-E Zeile 28","Spalten C-H Zeile 39","B1. HTT Mortgage Assets Spalte C-F Zeilen 150-155","Ausweis der seit der Kreditvergabe verstrichenen Zeit. Unter Kreditvergabe wird der Zeitpunkt der erstmaligen Kreditvalutierung verstanden."]
["Self certified loans",null,"C9",null,"Immobiliendarlehen bei denen der Schuldner sein Einkommen nicht nachgewiesen hat. Solche Darlehen sind gemäß Pfandbriefgesetz als Deckungswerte nicht zugelassen und somit auch nicht Bestandteil der Deckungsmassen deutscher Pfandbriefe."]
["Soft Bullet Strukturen",null,"Spalte H\nZeilen 4,43,73,104",null,"Die Rückzahlung des Kapitalbetrages der Anleihe kann zu festgelegten Bedingungen (Zahlung eines vereinbarten Verzugszinses) um einen festgelegten Zeitraum (meistens 6 bis 12 Monate) verschoben werden. \nDie Zeiträume und Bedingungen können je nach Jurisdiktion bzw. Bank variieren. Im Gegensatz dazu erfolgt bei Hard-Bullet-Strukturen die Rückzahlung zu einem festen Zeitpunkt.  "]
["Überdeckung","Tabellenblatt StTai","Spalte C\nZeile 8,43,73,104","A. HTT General Spalten C-D Zeilen 45-47","Grundsätzlich der Anteil der Deckungsmasse, der den Anteil der ausstehenden Pfandbriefe übersteigt - § 4 PfandBG verlangt von Pfandbriefbanken eine Überdeckung von mindestens 2% barwertig unter Berücksichtigung von definierten Zins- und  Währungsstressszenarien (sog. sichernde Überdeckung). Die barwertige Deckungsrechnung sowie die Zins- und Währungsstresse sind in der Barwertverordnung definiert. Die sichernde Überdeckung hat in liquiden Werten zu erfolgen, damit sie im Falle der Insolvenz der Pfandbriefbank vom dann zuständigen Sachwalter genutzt werden können, um schnell Liquidität zu generieren. Diesem Zweck dient auch die gesetzliche Vorschrift zur Absicherung des Liquiditätsbedarfs der Deckungsmasse für die nächsten 180 Tage. Auch dieser Liquiditätspuffer ist in liquiden Deckungswerten vorzuhalten. Als liquide gelten Assets, die von der EZB als notenbankfähig akzeptiert werden. Ferner ist die nominale Deckung vorgeschrieben. "]
["Versicherungen Bestandteil der Deckungsmasse?",null,"C5",null,"§ 12 Abs. 3 PfandBG regelt, dass sich die eingetragenen Deckungswerte auch auf alle Forderungen erstrecken, die auf die wirtschaftliche Substanz des Grundstücks gerichtet sind. "]
["Währungsrisiken","StTk Spalte D\nZeilen 17-27, 42-52, 67-77, 92-102 ","Spalten C und D\nZeilen 22-33, 56-67, 85-96, 116-127 \n","A. HTT General Spalte D Zeilen 115-157","Nach § 4 Abs. 1 PfandBG müssen Pfandbriefbanken eine barwertige Überdeckung von mindestens 2% unter Berücksichtigung von Zins- und Währungsstressen halten (sog. sichernde Überdeckung). Die durchzuführenden Währungsstressszenarien sind in § 6 Barwertverordnung geregelt (s. auch Link zur Barwertverordnung)"]
["WAL der ausstehenden Pfandbriefe",null,"Spalte H Zeile 3, 42, 72, 103","A. HTT General Spalten C Zeilen 91-94","WAL steht für  Weighted Average Life und gibt die gewichtete durchschnittliche Restlaufzeit aller ausstehenden Pfandbriefe an. Die Ermittlung dieses WAL erfolgt analog der Ermittlung der Laufzeitstruktur zur Abbildung der Laufzeitbänder nach § 28 PfandBG. So soll grundsätzlich die Abbildung von Optionen gemäß der internen Steuerungslogik eines jeden Hauses erfolgen.Eine Berücksichtigung von Kündigungsrechten ist nicht erforderlich, da die Entscheidung über deren Ausübung bei der Pfandbriefbank bzw. dem Sachwalter liegt."]
["WAL der Deckungsmasse",null,"Spalte C Zeile 3, 42, 72, 103","A. HTT General Spalten C Zeilen 66-69","WAL steht für  Weighted Average Life und gibt die gewichtete durchschnittliche Restlaufzeit aller ausstehenden Deckungswerte an. Die Ermittlung dieses WAL erfolgt analog der Ermittlung der Laufzeitstruktur zur Abbildung der Laufzeitbänder nach § 28 PfandBG. So soll grundsätzlich die Abbildung von Optionen gemäß der internen Steuerungslogik eines jeden Hauses erfolgen.Es können Kündigungsrechte der Bank berücksichtigt werden."]
["Weitere Deckungswerte","StTwh, StTwo, StTws, StTwf",null,"A. HTT General Spalten C Zeilen 56, 177-190","Als weitere Deckungswerte kommen beim Hypothekenpfandbrief Forderungen gegen Kreditinstitute sowie Forderungen gegen die Öffentliche Hand in Frage. Erstere sind in § 19 Abs. 1 Nr. 2 PfandBG geregelt, letzere in § 19 Abs. 1 Nr. 3 PfandBG. Forderungen gegen Kreditinstitute dürfen zu maximal 10% zur Deckung der im Umlauf befindlichen Hypothekenpfandbriefe herangezogen werden, wobei maximal 2% gegen ein und dasselbe Kreditinstitut bestehen dürfen. Forderungen gegen die Öffentliche Hand dürfen zu maximal 20% zur Deckung der in Umlauf befindlichen Hypothekenpfandbriefe beitragen, wobei in Summe die Forderungen gegen Kreditinstitute und Forderungen gegen die Öffentliche Hand nur zu 20% zur Deckung der in Umlauf befindlichen Hypothekenpfandbriefe beitragen dürfen. "]
["Zinsrisikien","StTk Spalte C\nZeilen 10, 16, 35, 41, 60, 66, 85, 91 ",null,"A. HTT General Spalten C Zeilen 168-170, \nB1. HTT Mortgage Assets C 131-133,\nB2. HTT Public Sector Assets C 130-132,\nB3. HTT Shipping Assets C 81-83","Nach § 4 Abs. 1 PfandBG müssen Pfandbriefbanken eine barwertige Überdeckung von mindestens 2% unter Berücksichtigung von Zins- und Währungsstressen halten. Die durchzuführenden Zinsstressszenarien sind in § 5 Barwertverordnung geregelt (s. auch Link zur Barwertverordnung)"]
["notenbankfähige Wertpapiere",null,"Spalte C Zeilen 14, 48, 77, 108","A. HTT General Spalten C Zeile 222","Wertpapiere, die bei Notenbank als Sicherheit für Refinanzierungsgeschäfte hinterlegt werden können. Hierdurch kann kurzfristig Liquidität über die Notenbank beschafft werden."]
["Garantierte Kredite",null,"Spalte C Zeile 7","B1. HTT Mortgage Assets C Zeile 258","Nicht im Pfandbriefgesetz geregelt. Die Frage nach garantierten Wohnimmobilienkredite stellt sich nur für Mortgage Cover Pools anderer Covered Bond Jurisdiktionen (bspw. Frankreich)."]
["Nettobarwert der Derivate in Deckung",null,"Spalte C Zeilen 20, 54, 83, 114","A. HTT General Spalten C Zeile 238","Deckungsderivate werden nur mit ihrem über alle Rahmenverträge hinweg genetteten Barwert dargestellt. D.h. es ist pro Pfandbriefart nur ein einzelner Barwert, der entweder eine Verbindlichkeit oder eine Forderung darstellt, auszuweisen."]
["Währungspositionen (nominal)",null,"Spalten C-D\nZeilen 22-33, 56-67, 85-96, 116-127","A.HTT General Spalte D Zeilen 116-157","Es erfolgt je ein Ausweis nach der Währung, in der Werte in Deckung genommen bzw. Pfandbriefe begeben wurden.  Je Währung wird eine Summe getrennt nach Deckungswerten und Pfandbriefen dargestellt."]
["Beleihungsauslauf in Bandbreiten",null,"C-H37","B1. HTT Mortgage Assets C 200-208","Jeder in Deckung befindlichen Darlehnsanteil wird gemäß seines individuellen Beleihungsauslaufs einer Bandbreite zugeordnet. Die Summe aller Darlehen einer Bandbreite wird dargestellt. \nFür die Einordnung in die Bandbreite ist der Gesamtauslauf auf den in Deckung befindlichen Darlehnsteil maßgeblich.  Bsp.: Darlehnsbetrag mit Beleihungsauslauf von 55 % wird in die Bandbreite <50 bis >= 60 eingeordnet."]
["Alter der Kredite","Tabellenblatt StTk  C28","Spalten C- H, Zeile 39","B1. HTT Mortgage Assets F 151-155","Ausweis der seit der Kreditvergabe verstrichenen Zeit (siehe auch Seasoning). Unter Kreditvergabe wird der Zeitpunkt der erstmaligen Kreditvalutierung verstanden."]
["Anzahl der Kredite ",null,"G13","B1. HTT Mortgage Assets Spalte D Zeilen 28, 168, 268,\nB2. HTT Public Sector Assets D 10, 19,\nB3. HTT Shipping Loans C 10","Die Anzahl der einzelnen Kreditengagements - beim Hypothekenpfandbrief erfolgt eine Unterteilung in gewerbliche und wohnwirtschaftliche Kredite"]
["Anzahl der Kreditnehmer",null,"G12","B1. HTT Mortgage Assets Spalte D Zeilen 29, \nB2. HTT Public Sector Assets D 11,\nB3. HTT Shipping Loans C 11","Kreditnehmer in Summe- hierbei kann ein Kreditnehmer mehrere Kredite haben - aus Vereinfachnungsgründen kann bei gemischten Finanzierungen ab einem gewerblichen Anteil von 0,5 dieser Kreditnehmer gänzlich zu Fallzahl gewerblich gerechnet werden. "]
["Anzahl der Objekte",null,"G14",null,"Summe aller in der Deckungsmasse befindlichen Objekte- (ein Kredit kann mit mehreren Objekten besichert sein)"]
["Selbstgenutzte Wohnungen",null,"G15","B1. HTT Mortgage Assets Spalte C Zeilen 141, ","Der Kreditnehmer bewohnt die Immobilie selbst (Eigennutzer)."]
["Mehrfamilienhäuser","Tabellenblatt StTdh","G16","B1. HTT Mortgage Assets Spalte C Zeilen 147, ","In einem Haus befinden sich mehrere vermietete Wohnungen (mehr als 2) - Eigentümer können u.a. Privatpersonen, Family Offices, Wohnungsunternehmen sein."]
["Alter der Schiffe (Fluzgeuge) in Bandbreiten",null,"Spalte C-F Zeile 129",null,"Gemäß der verstrichenen Zeit seit Inbetriebnahme der Schiffe (Flugzeuge) werden die dazugehörigen in Deckung befindlichen Darlehnsanteile den Bandbreiten betragsmäßig zugeordnet und aufsummiert ausgewiesen."]
["Größengruppen","Tabellenblatt StTag",null,"B1. HTT Mortgage Assets C 170-195,\nB2. HTT Public Sector Assets C 22-37,\nB3. HTT Shipping Assets C 120-144","Gemäß den Vorgaben des Pfandbriefgesetzes werden die einzelnen Forderungen je nach Betrag den entsprechenden vorgegebenen Kategorien zugeordnet und aufsummiert je Größengruppe ausgewiesen."]
["Eigentumswohnungen","Tabellenblatt StTdh",null,null,"Wohnungen, die sich in Mehrfamilienhäusern befinden und von privaten Eigentümern entweder selbst genutzt oder fremdvermietet werden."]
["Ein- und Zweifamilienhäuser","Tabellenblatt StTdh",null,null,"Freistehende Häuser mit einer oder maximal zwei integrierten Wohneinheiten, die von privaten Eigentümern entweder selbstgenutzt oder fremdvermietet oder zum Teil fremdvermietet sind."]
["Unfertige noch nicht ertragfähige Neubauten","Tabellenblatt StTdh",null,"B1. HTT Mortgage Assets C 350 und C 249","Gebäude, deren Bau noch nicht abgeschlossen ist (Rohbauten)."]
["Bürogebäude ","Tabellenblatt StTdh",null,"B1. HTT Mortgage Assets C 343","Nichtwohngebäude, die überwiegend Büro- und Verwaltungszwecken dienen. Dazu zählen u.a. die Büro- und Verwaltungsgebäude der gewerblichen Wirtschaft, darunter auch Bank- und Versicherungsgebäude, \nferner Bürogebäude der öffentlichen Hand wie Ministerien, Stadtverwaltungen, Postämter, Bahnverwaltungen, ebenso Rundfunkhäuser, Verwaltungsgebäude der Kirchen, der Arbeiterwohlfahrt oder ähnlicher Organisationen."]
["Handelsgebäude","Tabellenblatt StTdh",null,"B1. HTT Mortgage Assets C 345","Gebäude des Groß- und insbesondere Einzelhandels."]
["Industriegebäude","Tabellenblatt StTdh",null,"B1. HTT Mortgage Assets C 346","Gebäude von Herstellungs- und Produktionsstätten, Fabrik- und Werkstattgebäude."]
["Bauplätze","Tabellenblatt StTdh",null,"B1. HTT Mortgage Assets C 349 und C 250","Baureife Grundstücke."]
["sonstige gewerblich genutzte Gebäude","Tabellenblatt StTdh",null,"B1. HTT Mortgage Assets C 348","Bspw. Gebäude der Land- und Forstwirtschaft, Hotelbauten."]
["90 Tage rückständige Leistungen","Tabellenblatt StTdh",null,"B1. HTT Mortgage Assets F 161","Als rückständig gilt eine Leistung ab dem 90. Tag nach ihrer Fälligkeit. Es sind lediglich auf den n Deckung befindlichen Teil eines Darlehens entfallende \nrückständige Leistungen auszuweisen."]
["Gesamtbetrag dieser Forderungen, soweit der jeweilige Rückstand (=die rückständigen Leistungen) mind. 5% der Forderung beträgt.","Tabellenblatt StTdh",null,null,"Zur Bestimmung des Überschreitens der 5%-Hürde soll die - in Bezug auf den Deckungsbetrag - rückständige Leistung ins Verhältnis zum Gesamtbetrag des in Deckung befindlichen Teils\n des entsprechenden Darlehens gesetzt werden. Ausgewiesen wird dann der in Deckung befindliche Teil der Forderung."]
["Gewährleistungen aus Gründen der Exportfinanzierung","Tabellenblatt StTdo",null,null,"Exportkreditforderungen, welche gewährleistet werden: \n- entweder von einem gemäß § 20 PfandBG deckungsfähigen Staat selbst oder \n- von einem in einem derartigen Staat ansässigen Exportkreditversicherer (Export credit agency), welcher die Anforderungen einer öffentlichen Stelle erfüllt."]
["Zentralstaat","Tabellenblatt StTdo",null,"B2. HTT Public Sector Assets C 148","Hierbei ist die hierarchisch höchste Verwaltungshoheit eines Staates gemeint (unabhängig von der Organisationstruktur (Einheitsstaat oder Bundesstaat).  "]
["Regionale Gebietskörperschaft","Tabellenblatt StTdo",null,"B2. HTT Public Sector Assets C149","Unterhalb des Zentralstaats angeordnete Verwaltungseinheiten oder Bundesstaaten."]
["Örtliche Gebietskörperschaft","Tabellenblatt StTdo",null,"B2. HTT Public Sector Assets C150","Unterhalb der Verwaltungseinheiten und Bundesstaaten angeordnete Kommunen und deren Betriebe etc.."]
["Nettobarwert nach § 6 Pfandbrief-BarwertVO","Tabellenblatt StTK Spalte D und E \nZeilen 17-27, 42-52, 67-77,92-102",null,null,"Betrifft den Nettobarwart für Fremdwährungspositionen gleicher Währung nach einer Berücksichtigung von Abschlägen gemäß einem vorgegebenen Stressszenario. Für den Ausweis nach § 28 Abs. 1 Nr. 10 PfandBG wird hierbei der Zinsstress nicht der Währungsstress erfasst. Der Ausweis erfolgt in Eurobeträgen auf Basis der offiziellen EZB-Referenzkurse. \n(s. auch http://www.pfandbrief.de/cms/_internet.nsf/0/06A21D027F07E932C12579E200384989/$FILE/DE_PfandBarWertV_01.2011.pdf?OpenElement) "]
["Anteil der festverzinslichen Pfandbriefe oder Deckungsmasse","Tabellenblatt StTK",null,null,"Für den prozentualen Ausweis bilden Nominalwerte die Basis. Derivate in Deckung sind zu berücksichtigen."]
["Property Type information (residential- commercial)",null,null,"B1. HTT Mortgage Assets C 12-13","Information über die Nutzungsart der für Sicherung der Forderung verwendeten Immobilie."]
["Number of loans","Tabellenblatt StTk  C28","Spalten C- H, Zeile 39","B1. HTT Mortgage Assets F 151-155","s. Anzahl der Kredite"]
["Number of borrowers",null,"G13","B1. HTT Mortgage Assets Spalte D Zeilen 28, 168, 268,\nB2. HTT Public Sector Assets D 10, 19,\nB3. HTT Shipping Loans C 10","s. Anzahl der Kreditnehmer"]
["Breakdown by Geography",null,null,"B1. HTT Mortgage Assets C 43-87\nB2. HTT Public Sector Assets C 48-92\nB3. HTT Shipping Loans C 25-69","Länderspezifischer Ausweis der Forderungen. Die Forderungen werden verteilt auf die einzelnen Staaten, in denen die Schulder und im Falle der Gewährleistung die gewährleistende Stelle ihren Sitz hat."]
["Breakdown by domestic regions",null,null,"B1. HTT Mortgage Assets C 98-128\nB2. HTT Public Sector Assets C 103-129","Forderungsausweis nach Regionen innerhalb eines Staates (bspw. Bundesländer). "]
["Breakdown by repayment type - amortizing",null,null,"B1. HTT Mortgage Assets C 142\nB2. HTT Public Sector Assets C 139\nB3. HTT Shipping Loans C 92","Ausweis der Forderungen nach Rückzahlungsart- hier: amortisierend, d.h. es wir eine Rückzahlungsrate für die gesamte Laufzeit festgelegt, die sich aus einem anfänglichen Tilgungsanteil und einem Zinsanteil zusammensetzt.\nDa die Zinsen auf das jeweilige Restkapital berechnet werden, erhöht sich im Zeitablauf der Tilgungsanteil in dem Maße wie sich der Zinsanteil verringert."]
["Breakdown by repayment type - bullet / interst only",null,null,"B1. HTT Mortgage Assets C 141\nB2. HTT Public Sector Assets C 138\nB3. HTT Shipping Loans C 91","Ausweis der Forderungen nach Rückzahlungsart- hier: Einmalrückzahlung. Die Rückzahlung des Darlehens erfolgt in einem Betrag. Während der Darlehenslaufzeit fallen nur Zinszahlungen an."]
["Breakdown by interest type - fixed rate",null,null,"B1. HTT Mortgage Assets C 131\nB2. HTT Public Sector Assets C 130,\nB3. HTT Shipping Loans C 81","Ausweis der Forderungen nach Art der Zinsfestschreibungsvereinbarung- hier: Festzinsvereinbarung."]
["Breakdown by interest type - floating rate",null,null,"B1. HTT Mortgage Assets C 132\nB2. HTT Public Sector Assets C 131,\nB3. HTT Shipping Loans C 82","Ausweis der Forderungen nach Art der Zinsfestschreibungsvereinbarung- hier: variable Zinsvereinbarung."]
["Loan seasoning in buckets",null,null,"B1. HTT Mortgage Assets C 150-155\nB3. HTT Shipping Loans C 100-105","Ausweis der seit der Kreditvergabe verstrichenen Zeit in Bandbreiten. Unter Kreditvergabe wird der Zeitpunkt der erstmaligen Kreditvalutierung verstanden."]
["loan size in buckets",null,null,"B1. HTT Mortgage Assets C 170-195\nB2. HTT Public Sector Assets C 21-37,\nB3. HTT Shipping Loans C 119-144","Gemäß den Vorgaben des Pfandbriefgesetzes werden die einzelnen Forderungen je nach Betrag den entsprechenden vorgegebenen Kategorien zugeordnet und aufsummiert je Größengruppe ausgewiesen."]
["non performing loans",null,null,"B1. HTT Mortgage Assets C 161\nB2. HTT Public Sector Assets C 167,\nB3. HTT Shipping Loans C 111","Ausweis der rückständigen Leistungen. Als rückständig gilt eine Leistung ab dem 90. Tag nach ihrer Fälligkeit. Es sind lediglich auf den in Deckung befindlichen Teil eines Darlehens entfallende \nrückständige Leistungen auszuweisen (siehe auch NPL)."]
["Weighted LTV",null,null,"B1. HTT Mortgage Assets C 197","Gewichteter Beleihungsauslauf (siehe auch LTV Beleihungsauslauf)"]
["LTV buckets",null,null,"B1. HTT Mortgage Assets C 199-208","Die Forderungen werden gemäß ihrem Beleihungsauslauf verschiedenen Bandbreiten zugeordnet. (siehe auch LTV Beleihungsauslauf)"]
["Breakdown by type (residential) - owner occupied",null,null,"B1. HTT Mortgage Assets C 241","s. Selbstgenutzte Wohnungen"]
["Breakdown by type (residential)- multi family homes",null,null,"B1. HTT Mortgage Assets C 248","s. Mehrfamilienhäuser"]
["Breakdown by type (residential) - Buildings under constructions",null,null,"B1. HTT Mortgage Assets C 249","s. Unfertige noch nicht ertragsfähige Neubauten"]
["Breakdown by type (residential) - Building land",null,null,"B1. HTT Mortgage Assets C 250","s. Bauplätze"]
["Loan by ranking - 1st lien",null,null,"B1. HTT Mortgage Assets C 258","s. Non first lien"]
["Loan by ranking - Guaranteed",null,null,"B1. HTT Mortgage Assets C 259","Ausweis nach Rangfolge der Forderungen (siehe auch non first lien)"]
["Breakdown by type (commercial) - shopping malls",null,null,"B1. HTT Mortgage Assets C 345","s. Handelsgebäude"]
["Breakdown by type (commercial) - office",null,null,"B1. HTT Mortgage Assets C 343","s. Bürogebäude"]
["Breakdown by type (commercial) - industry",null,null,"B1. HTT Mortgage Assets C 346","s. Industriegebäude"]
["Breakdown by type (commercial) - other commercial used",null,null,"B1. HTT Mortgage Assets C 348","s. Sonstige gewerblich genutzte Gebäude"]
["Breakdown by type (commercial) - land",null,null,"B1. HTT Mortgage Assets C 349 und C 250","s. Bauplätze"]
["Cover pool size (npv)",null,null,"A. HTT General M, P, S je Spalte C 40","Barwert des Gesamtbetrages der zur Deckung verwendeten Forderungen."]
["Outstanding Covered Bonds (npv)",null,null,"A. HTT General M, P, S je Spalte C 39","Barwert des Gesamtbetrages der ausstehenden Pfandbriefe."]
["Overcollateralisation",null,null,"A. HTT General M, P, S je Spalte C 45","Überdeckung - hiermit ist der Anteil der Deckungsmasse gemeint, der den Anteil der ausstehenden Pfandbriefe übersteigt. Siehe auch Überdeckung und gesetzliche Überdeckung."]
["Cover Pool amortisation profile in buckets",null,null,"A. HTT General M, P, S je Spalte C 69-82","Laufzeitstruktur der in Deckung befindlichen Forderungen in Bandbreiten - siehe auch Laufzeitstruktur."]
["Maturity of Covered Bonds in buckets",null,null,"A. HTT General M, P, S je Spalte C 92-105","Fälligkeitsstruktur der umlaufenden Pfandbriefe in Bandbreiten - siehe auch Laufzeitstruktur."]
["Cover Assets - Currency",null,null,"A. HTT General M, P, S je Spalte C 111-127","Ausweis der in Deckung befindlichen Forderungen nach Art der Währung."]
["Covered Bonds - Currency",null,null,"A. HTT General M, P, S je Spalte C 137-153","Ausweis der umlaufenden Pfandbriefe nach Art der Währung."]
["Covered Bonds - Breakdown by interest rate - fixed rate",null,null,"A. HTT General M, P, S je Spalte C 164","Ausweis der umlaufenden Pfandbriefe nach Art der Zinsfestschreibungsvereinbarung- hier: Festzinsvereinbarung."]
["Covered Bonds - Breakdown by interest rate - floating rate",null,null,"A. HTT General M, P, S je Spalte C 165","."]
["Exposures to/guaranteed by governments or quasi governments",null,null,"A. HTT General M, P, S je Spalte C 175","Forderungen , die von Regierungsstellen oder regierungsnahen Stellen garantiert werden."]
["Exposures to credit institutions (inkl Central Banks)",null,null,"A. HTT General M, P, S je Spalte C 177","Forderungen gegenüber Kreditinstituten und Zentralbanken."]
["o/w CQS1 credit institutions",null,null,"A. HTT General M, P, S je Spalte C 186","Forderungen gegenüber Kreditinstituten und Zentralbanken - hier: mit der Bonitätsstufe 1."]
["o/w CQS2 credit institutions",null,null,"A. HTT General M, P, S je Spalte C 187","Forderungen gegenüber Kreditinstituten und Zentralbanken - hier: mit der Bonitätsstufe 2."]
["Substitute Assets - Country",null,null,"A. HTT General M, P, S je Spalte C 192-208","Ausweis der weiteren Deckungswerte (Ersatzdeckung) nach Staaten."]
["Liquid Assets - Central bank eligible assets",null,null,"A. HTT General M, P, S je Spalte C 218","Liquide Vermögenswerte - hier: notenbankfähige Vermögenswerte."]
["NPV of Derivatives in the cover pool (mn)",null,null,"A. HTT General M, P, S je Spalte C 234","Barwert der in Deckung befindlichen Derivate."]
["Breakdown by Type of Debtors - Sovereigns",null,null,"B2. HTT Public Sector Assets C 148","Ausweis nach Art des Schuldners - hier: Zentralstaat (siehe auch Zentralstaat)."]
["Breakdown by Type of Debtors -Regional/federal authorities",null,null,"B2. HTT Public Sector Assets C 149","Ausweis nach Art des Schuldners - hier: Regionale Gebietskörperschaften (siehe auch regionale Gebietskörperschaft)."]
["Breakdown by Type of Debtors -Local/municipal authorities ",null,null,"B2. HTT Public Sector Assets C 150","Ausweis nach Art des Schuldners - hier: Örtliche Gebietskörperschaften (siehe auch Örtliche Gebietskörperschaften)."]
["Breakdown by Type of Debtors -Others",null,null,"B2. HTT Public Sector Assets C 151","Ausweis nach Art des Schuldners - hier: Sonstige (siehe auch Sonstige)."]

{"sheet":"vdp glossary (E) ","index":11,"n_rows":122,"n_cols":5,"rows_kept":122,"cut":false,"hidden":false,"merged":[]}
["Term","vdp-§ 28 Transparency-Initiative","extended vdp-Template","HTT","Explanation"]
["Equalisation claims","Worksheets StTwh, STwo, StTws, StTwf Colum F",null,null,"1. Claims of the Deutsche Bundesbank (or of the Bank deutscher Länder [Deutsche Bundesbank’s predecessor] and the former Land Central Banks), credit institutions, post office savings banks, building societies and insurance companies against public authorities (German federal government, German federal states) resulting from the 1948 currency reform and entered in the debt register. In 1948, there was a gap in the assets on the opening balance sheets of these institutions because the majority of their claims (claims against the German Reich) could not be converted into German marks (DM), unlike their liabilities. The equalisation claims were settled over a 37-year period starting in 1956, also using funds from the profit generated by Deutsche Bundesbank. The equalisation claims, which bore fixed interest at a rate of between 3 and 4.5 percent per year depending on their maturity, could be traded between credit and insurance institutions at their nominal amount;  they were converted in treasury bills and discounted treasury notes.\n2. Equalisation claims were used again in connection with the introduction of the German mark in former East Germany (GDR) with effect from 1 July 1990. If companies that were eligible for restructuring (not credit institutions, insurance companies or foreign trade businesses) and that had been transferred, as former East German state-owned companies, to the Treuhandanstalt (trust agency for the privatisation of East German state-owned businesses) or its subsidiaries free of charge for the purposes of privatisation, had a deficit that was not covered by capital, then they received an equalisation claim - bearing interest (Treuhandanstalt 5 percent per year) as of 1 July 1990 - against their provisional owners (section 24 of the Deutsche Mark Balance Sheet Act [DMBilG])."]
["Net present value","Worksheet StTai Colums F - I","Colum C rows 20, 54, 83, 114","A. HTT General Colum C Row 40-41 (NPV)","The net present value is the value that future payments have at the current point in time. It is calculated by discounting the future payments and then adding them up.\nCurrent value of future payments (cash flows) assuming a certain interest rate (e.g. net present value of returns on investment, net present value of a pension or net present value of a bond). Calculating the net present value means that payments arising at different points in time can be compared. In order to calculate the net present value of a cash flow, the individual incoming and outgoing payments are discounted using a discount rate that is commensurate with the maturity and risk. Discounting takes account of the fact that the later the due date of a payment falls, the lower the current value of the payment is both for the debtor and for the payment recipient."]
["Net Present Value Regulation","Worksheet StTk",null,null,"http://www.pfandbrief.de/cms/_internet.nsf/0/85E4B81D6AE39FC2C1257A6B003F6CBE/$FILE/EN_PfandBarWertV_04_2012.pdf?OpenElement"]
["Mortgage lending value ",null,null,null,"http://www.ipav.ie/sites/default/files/the_mortgage_lending_value_-_sustainability_since_1900_ten_questions_and_answers.pdf"]
["Regulation on the Determination of the Mortgage Lending Value",null,null,null,"https://www.pfandbrief.de/cms/_internet.nsf/0/C47BEF2F7CE7B537C1257A6B003EE036/$FILE/BelWertV_englisch.pdf?OpenElement"]
["Credit Quality Differentiation Model","Worksheets StTai Colums D - G, \nRows 28-29, 41-42, 54-55, 67-68",null,null,"The financial crisis shook confidence in the creditworthiness of a number of European countries. As a result, criticism grew about the unrestricted eligibility as cover of claims against EU and EEA countries and their sub-sovereign entities. \nIn light of this situation, the vdp member institutions unanimously approved the Credit Quality Differentiation Model for EU states at their Member's Meeting held in June 2012. The vdp initiative, which was launched in mid-2011, responds to the fact that the new banking regulation will not make any distinction between different sovereign risks. The voluntary vdp standard is designed to compensate for the lack of statutory provisions on credit differentiation among sovereigns, although in the medium term, a statutory solution that is not linked to external ratings would be desirable. The empirical values that are now being collected in connection with the application of the voluntary vdp standard may be incorporated into a statutory provision later on. \nIn the vdp model, credit quality is differentiated by applying haircuts, which are not linked to a specific maturity, to the nominal value of the claim in question. The size of the haircut is based on external ratings issued by Moody’s, Standard & Poor’s, and Fitch for central governments, as well as the likelihood of default underlying these ratings. Under the vdp standard, haircuts are applied to claims against EU states with a non-investment grade rating separately to the cover calculation that is required by law. The haircuts are also to be applied to claims against sub-sovereign entities from these countries. http://www.pfandbrief.de/cms/_internet.nsf/tindex/en_32.htm  "]
["Credit quality step 1 and 2",null,"Colum C \nRows 16-17, 50-51, 79-80, 110-111","A. HTT General Colum C Row 190-191","Under section 4 (1) no. 3 of the Pfandbrief Act (PfandBG), only credit institutions in the European Economic Area, Switzerland, the US, Canada and Japan that meet the requirements for credit quality step 1 are eligible for the cover pool. Table 3 in Article 120 CRR (EU Regulation No 575/2013) and Table 5 in Article 121 CRR are authoritative in this regard.  Claims against credit quality step 2 institutions are also eligible for the cover pool where said claims have an initial maturity of up to 100 days. If limiting eligibility to credit quality step 1 institutions results in a risk of significant debtor concentration, BaFin (Bundesanstalt für Finanzdienstleistungsaufsicht - German banking supervisory authority) may extend eligibility to claims against credit quality step 2 institutions with initial maturities of more than 100 days following consultation with the European Banking Authority (EBA). Under a corresponding general regulation issued by BaFin, claims against credit institutions assigned to credit quality step 2 are currently eligible as cover. Credit institutions meet the requirements for credit quality step 1 if their rating by the three major rating agencies (Fitch/Moody's/S&P) is at least AA-/Aaa/AA-. Credit quality step 2 requires ratings of at least A-/Baa3/A-. In the event that there is more than one rating for a credit institution, Article 138 e) and j) CRR (EU Regulation No 575/2013) will apply with regard to eligibility for the cover pool. "]
["Maturity extension",null,"Colum H Row 5-6",null,"It is only after an administrator has been appointed that the latter can opt to postpone the repayment of upcoming maturities for a certain period of time. This period and the terms and conditions of the extension are based on either statutory or contractual regulations. "]
["Foreign currencies, net present value","Worksheet StTK Colums D and E \nRows 17-27, 42-52, 67-77,92-102",null,null,"Pursuant to section 28 (1) no. 10 of the Pfandbrief Act (PfandBG), Pfandbrief banks have to publish the net present value for each foreign currency. This is defined in section 6 of the Net Present Value Regulation (Barwertverordnung). The amount is reported in euro, having been converted on the basis of ECB reference exchange rates pursuant to section 1 of the Net Present Value Regulation. "]
["Statutory over-collateralisation",null,"Colum C Rows 8, 43, 73, 104","A. HTT General C47","At the net present value, taking into account interest rate and currency stress (see also “Over-collateralisation”)."]
["Weighted loan-to-value (LTV) ratio (average LTV ratio)","Worksheet StTK Colums D and E \nRow 29","Colum C Rows 76, 107","B1. HTT Mortgage Assets C 197","Average loan-to-value (LTV) ratio weighted based on the amount of the claim used for cover."]
["Threshold values under section 13 (1) PfandBG","Tabellenblatt StTK Spalte D und E \nZeile 13",null,null,"The total volume of the loans in non-European Union states for which it is not ensured that the preferential right of Pfandbrief creditors in accordance with section 30 (1) of the Pfandbrief Act (PfandBG) extends to the Pfandbrief bank’s claims deriving from these loans may not exceed 10 percent of the total volume of the loans for which the preferential right is ensured."]
["Threshold values under section 19 (1) no. 2 PfandBG","Worksheet StTK Colums D and E \nRow 14",null,null,"Cover for Mortgage Pfandbriefe may be provided, in an amount not exceeding 10 percent of the total amount of the Mortgage Pfandbriefe in circulation, by assets of the type specified in section 4 (1) sentence 2 nos. 1 and 2 of the Pfandbrief Act (PfandBG), \nby monetary claims against the European Central Bank, against central banks in the member states of the European Union or against credit institutions within the meaning of section 4 (1) sentence 2 no. 3 PfandBG, insofar as the amount of the Pfandbrief bank’s claims is already known at the time of acquisition, and by the credit balance of an account held with the institutions listed above; the share of monetary claims against one and the same credit institution must not exceed 2 percent of the total amount of the Mortgage Pfandbriefe referred to in half-sentence 1."]
["Threshold values under section 19 (1) no. 3 PfandBG","Worksheet StTK Colum D and E \nRow 15",null,null,"Cover for Mortgage Pfandbriefe may be provided, in an amount not exceeding 20 percent of the total amount of the Mortgage Pfandbriefe in circulation, by assets of the type specified in section 20 (1) of the Pfandbrief Act (PfandBG), insofar as these relate to bonds; \nthe cover assets specified in no. 2 count towards the limit."]
["Threshold values under section 20 (2) PfandBG","Worksheet StTK Colums D and E \nRow 39",null,null,"Cover for Public Pfandbriefe may be provided, in an amount not exceeding 10 percent of the total amount of the Public Pfandbriefe in circulation, by monetary claims against the European Central Bank, against central banks in the member states of the European Union or against credit institutions within the meaning of section 4 (1) sentence 2 no. 3 of the Pfandbrief Act (PfandBG), insofar as the amount of the Pfandbrief bank’s claims is already known at the time of acquisition, and by the credit balance of an account held with the institutions listed above; the share of monetary claims against one and the same credit institution must not exceed 2 percent of the total amount of the Public Pfandbriefe in circulation; section 4 (1) sentences 4 to 8 PfandBG apply accordingly."]
["Threshold values under section 26 (1) no. 3 PfandBG","Worksheet StTK Colums D and E \nRow 64",null,null,"Cover for Ship Pfandbriefe may be provided, in an amount not exceeding 10 percent of the total amount of the Ship Pfandbriefe in circulation, by assets of the type specified in section 4 (1) sentence 2 nos. 1 and 2 of the Pfandbrief Act (PfandBG), by monetary claims against the European Central Bank, against central banks in the member states of the European Union or against credit institutions within the meaning of section 4 (1) sentence 2 no. 3 PfandBG, insofar as the amount of the Pfandbrief bank’s claims is already known at the time of acquisition, and by the credit balance of an account held with the institutions listed above; the share of monetary claims against one and the same credit institution must not exceed 2 percent of the total amount of the Ship Pfandbriefe specified in half-sentence 1; section 4 (1) sentences 4 to 8 PfandBG apply accordingly."]
["Threshold values under section 26 (1) no. 4 PfandBG","Worksheet StTK Colums D and E \nRow 65",null,null,"Cover for Ship Pfandbriefe may be provided, in an amount not exceeding 20 percent of the total amount of the Ship Pfandbriefe in circulation, by assets of the type specified in section 20 (1) of the Pfandbrief Act (PfandBG), insofar as these relate to bonds; \nthe cover assets specified in no. 3 count towards the limit."]
["Threshold values under section 26f (1) no. 3 PfandBG","Worksheet StTK Colums D and E \nRow 89",null,null,"Cover for Aircraft Pfandbriefe may be provided, in an amount not exceeding 10 percent of the total amount of the Aircraft Pfandbriefe in circulation, by assets of the type specified in section 4 (1) sentence 2 nos. 1 and 2 of the Pfandbrief Act (PfandBG), by monetary claims against the European Central Bank, against central banks in the member states of the European Union or against credit institutions within the meaning of section 4 (1) sentence 2 no. 3 PfandBG, insofar as the amount of the Pfandbrief bank’s claims is already known at the time of acquisition, and by the credit balance of an account held with the institutions listed above; the share of monetary claims against one and the same credit institution must not exceed 2 percent of the total amount of the Aircraft Pfandbriefe specified in half-sentence 1; section 4 (1) sentences 4 to 8 PfandBG apply accordingly."]
["Threshold values under section 26f (1) no. 4 PfandBG","Worksheet StTK Colums D and E \nRow 90",null,null,"Cover for Aircraft Pfandbriefe may be provided, in an amount not exceeding 20 percent of the total amount of the Aircraft Pfandbriefe in circulation, by assets of the type specified in section 20 (1) of the Pfandbrief Act (PfandBG), insofar as these relate to bonds; \nthe cover assets specified in no. 3 count towards the limit."]
["Intra-group transactions",null,"Colum C\nRows 19, 53, 82, 113 ","A. HTT General C241","This point refers to derivative transactions: Article 1 no. 19 of Regulation (EU) No 1333/2014 of the ECB defines intra-group transactions as transactions concluded by a reporting agent with another undertaking which is included in the same consolidated financial statement on a full basis.\nThe term “consolidated financial statement”, within this context, is based on the IFRS definition/consolidation under bank supervisory law.\nTransactions executed between legally independent institutions internally within an association, e.g. within the savings bank or cooperative sector, are not classed as intra-group transactions within the meaning of Regulation (EU) No 1333/2014 of the ECB."]
["Insured mortgages",null,"Colum C Row 4",null,"Share of insured loans. Pursuant to section 15 of the Pfandbrief Act (PfandBG), insurance must be ensured throughout the entire lending term. This is why all properties that serve as collateral for property loans used as cover are insured against the relevant risks."]
["Interest-only loans",null,"Colum C Row 13","B1. HTT Mortgage Assets F141","Proportion of property loans in the cover pool that are only repaid on maturity. "]
["Internal swap counterparty",null,"Colum C\nRows 19, 53, 82, 113 ","A. HTT General C241","Internal swap counterparties arise, by way of example, in a parent-subsidiary relationship pursuant to Article 1 of Directive 83/349/EEC."]
["Maturity structure","Worksheet StTal",null,"A. HTT General C71-84 and C 97-109","Pursuant to section 28 (1) no. 2 of the Pfandbrief Act (PfandBG), Pfandbrief banks are under a statutory obligation to report the maturity structure of the Pfandbriefe and the cover assets on a quarterly basis. \nAs far as the cover assets are concerned, the fixed-interest period is taken as a basis. In principle, options are to be presented in line with each institution’s internal management logic, particularly where option-pricing models are used for cash-flow valuation purposes as part of overall bank/group management.\nConsideration of cancellation rights on the liabilities side is not required as the decision on their execution lies with the Pfandbrief bank or its administrator.\nCancellation rights of the bank can be taken into account on the assets side.\nStatutory cancellation rights pursuant to section 489 of the German Civil Code (BGB) do not need to be taken into account when presenting the information in the maturity bands.\nVariable-rate mortgage loans are to be allocated to the maturity bands in line with the deadline for the next margin adjustment.\nThe allocation to the maturity bands is to be based on the scheduled repayment portions (cash-flow view)"]
["Limited certified loans",null,"Colum C Row 10",null,"Property loans for which the debtor has only provided partial evidence of his income. These loans do not form part of the cover pool of German Pfandbriefe."]
["LTV (loan-to-value) ratio","Worksheet StTK",null,"B1. HTT Mortgage Assets C 197-202","The loan-to-value (LTV) ratio is based on the German mortgage lending value. Provisions concerning the German mortgage lending value are set out in section 16 of the Pfandbrief Act (PfandBG) and, in detail, in the Regulation on the Determination of the Mortgage Lending Value (BelWertV). Both residential and commercial property loans are eligible as cover in an amount corresponding to up to 60% of the mortgage lending value that has been calculated. The mortgage lending value calculation takes into account the long-term and sustainable features of the asset, as well as the current and possible other uses and users. Exaggerated market prices must be left out of the equation. In principle, the value calculation process requires an asset inspection to be carried out, unless the loan is a small-scale loan of up to EUR 400,000. The monitoring requirements are set out, first of all, in Article 208 (3) CRR. These provisions state that commercial property must be monitored at least once a year, with residential property being monitored at least every three years. Section 27 BelWertV also requires a review to be conducted if the price level on the property market has fallen substantially. Reviews must also be conducted in the event of a loan default. "]
["ND1",null,null,null,"ND1 = No Data - This information is not suitable for/applicable to the German Pfandbrief"]
["ND2",null,null,null,"ND2 = No Data - This information is not currently relevant for this issuer and/or Pfandbrief programme"]
["ND3",null,null,null,"ND3 = No Data - This information is currently unavailable "]
["Nominal value/nominal/nom.",null,null,null,"The nominal values of securities often vary from their current market values. Example:\nNominal value of bond X = €1,000\nMarket value of bond X = €990.00 (market price = 99%)\nThe nominal value represents the investor’s claim against the issuer, which is due in full on maturity. Irrespective of the amount invested, the nominal value is taken as a basis at the time of repayment. If the security is sold during its term, i.e. before it reaches maturity, the payment is based on the current market value."]
["Non first lien mortgages",null,"Colum C Row 11","B1. HTT Mortgage Assets C257","Proportion of property loans in the cover pool in relation to which preferential rights are entered in the Land Register. Whether they are classed as being first ranking or second ranking is irrelevant in Germany/for the purposes of the Pfandbrief. In accordance with German legislation, holders of security rights over real property have the same procedural rights as a general rule, irrespective of their ranking. All holders of a security right over real property are entitled to take realization measures. In fact, it is the loan-to-value ratio that is decisive when it comes to the security of a security right over real property. It is important that existing priority security rights over real property are calculated correctly and deducted from the 60% threshold. It is not uncommon for priorities to be entered in the Land Register with extremely small amounts because old rights are often difficult to cancel. The dilution of these priority security rights over real property can be avoided by performing an appropriate calculation. In theory, all property loans used as cover can be subordinated without this reducing the recoverability and quality of the cover assets and posing a risk."]
["NPL (non-performing loans)","StTdh Colums S-T, StTdoR, StTds Colums H-I, \nStTdf Colums F-G",null,"B1. HTT Mortgage Assets F161","Pursuant to section 28 (2) no. 2 of the Pfandbrief Act (PfandBG), Pfandbrief banks must publish the total amount of claims that are at least 90 days in arrears, in relation to the part of a loan that is used as cover, on a quarterly basis."]
["Asset types","Worksheet StTdo",null,"B1. HTT Mortgage Assets C241-249 and C341-350","The properties that are eligible for cover are set out in sections 12 to 18 of the Pfandbrief Act (PfandBG). Pursuant to these provisions, both residential and commercial properties are eligible for cover. Distinctions are made based on the type of use. Section 28 (2) no. 1 PfandBG requires Pfandbrief banks to publish quarterly information on their cover assets, broken down into condominiums, single-family and two-family houses, multi-family houses, office buildings, retail/wholesale buildings, industrial buildings, other buildings used for commercial purposes, unfinished new buildings not yet capable of yielding a return, and building sites. However, mortgages on building sites must not exceed 1% of the total amount of cover assets used to cover Mortgage Pfandbriefe (section 16 (3) PfandBG). Together with unfinished new buildings not yet capable of yielding a return, the proportion must not exceed 10 percent of the total amount of cover assets used to cover Mortgage Pfandbriefe. Mortgages on land that does not guarantee a permanent yield are not eligible for cover. "]
["Pass-through structures",null,"Colum H Rows 7,46,76,107",null,"These refer to a scenario in which, in the event that the issuer becomes insolvent, all outstanding covered bonds are serviced, on a pro rata basis, using the cover assets based on the payments received. The payments are then “passed through” to the covered bond creditor."]
["German Pfandbrief Act",null,null,null,"http://www.pfandbrief.de/cms/_internet.nsf/tindex/en_111.htm "]
["Risk-adjusted net present value","StTai Colum H and I",null,null,"Pursuant to section 28 (1) of the Pfandbrief Act (PfandBG), Pfandbrief banks are under a statutory obligation to publish what is known as the risk-adjusted net present value of the outstanding Pfandbriefe and cover assets on a quarterly basis. This refers to the net present value based on the stipulated interest rate and currency stress scenarios. Since the interest rate stress scenario has to simulate both an increase and a drop in interest rates, while currency stress scenarios have to simulate both appreciation and depreciation, Pfandbrief banks are only to publish the risk-adjusted net present value that shows the lowest over-collateralisation amount. "]
["Non-performing claims","StTdh Colums S-T, StTdoR, StTds Colums H-I, \nStTdf Colums F-G",null,"B1. HTT Mortgage Assets F160\nB2. HTT Public Assets C167","A claim is deemed to be non-performing as of the 90th day after its due date (see also “NPL”). Only those non-performing claims that relate to the part of a loan that is used as cover are to be reported: Interest: Broken down by what is attributable to the cover portion and the non-cover portion/repayment: Only to count towards the non-cover portion initially."]
["Seasoning","StTk Colums D-E Row 28","Colums C-H Row 39","B1. HTT Mortgage Assets Colum C-F Rows 150-155","Time that has passed since the loan was granted. A loan is deemed to have been granted at the time that it is disbursed for the first time."]
["Self-certified loans",null,"C9",null,"Property loans for which the debtor has not provided evidence of his income. Under the German Pfandbrief Act, these loans are not eligible for use as cover assets, meaning that they do not form part of the cover pools of German Pfandbriefe."]
["Soft bullet structures",null,"Colum H\nRows 4,43,73,104",null,"The repayment of the principal amount of the bond can be postponed by a fixed period (usually 6 to 12 months) subject to certain conditions (payment of agreed default interest). \nThe periods, terms and conditions may vary depending on the jurisdiction/bank. By contrast, hard bullet structures involve repayment at a fixed point in time.  "]
["Over-collateralisation","Worksheet StTai","Colum C\nRows 8,43,73,104","A. HTT General Colums C-D Rows 45-47","In general, the proportion of the cover pool that exceeds the proportion of the outstanding Pfandbriefe - section 4 of the Pfandbrief Act (PfandBG) requires Pfandbrief banks to have over-collateralisation of at least 2%, based on the net present value, taking defined interest rate and currency stress scenarios into account (known as protective over-collateralisation). The net present value cover calculation and the interest rate and currency stress scenarios are defined in the Net Present Value Regulation (Barwertverordnung). The protective over-collateralisation must be available in the form of liquid assets so that, if the Pfandbrief bank becomes insolvent, it can be used by the administrator who is then responsible for the bank in order to quickly generate liquidity. This is also the purpose of the statutory provision regarding the need to secure the liquidity requirements of the cover pool for the next 180 days. This liquidity buffer must also be kept available in liquid cover assets. Assets are deemed to be “liquid” if they are accepted by the ECB as eligible assets. Nominal cover is also required. "]
["Does insurance form part of the cover pool?",null,"C5",null,"Section 12 (3) of the Pfandbrief Act (PfandBG) states that the recorded cover assets also cover all claims that are based on the economic substance of the property. "]
["Foreign exchange risks","StTk Colums D\nRow 17-27, 42-52, 67-77, 92-102 ","Colum C and D\nRows 22-33, 56-67, 85-96, 116-127 \n","A. HTT General Colum D Rows 115-157","Pursuant to section 4 (1) of the Pfandbrief Act (PfandBG), Pfandbrief banks must have over-collateralisation of at least 2%, based on the net present value, taking into account interest rate and currency stress scenarios (known as protective over-collateralisation). The currency stress scenarios to be applied are set out in section 6 of the Net Present Value Regulation (Barwertverordnung) (see also link to the Net Present Value Regulation)"]
["WAL of outstanding Pfandbriefe",null,"Colum H Rows 3, 42, 72, 103","A. HTT General Colum C Rows 91-94","WAL stands for “weighted average life” and indicates the weighted average remaining maturity of all outstanding Pfandbriefe. The WAL is calculated based on the maturity structure bands under section 28 of the Pfandbrief Act (PfandBG). In principle, options are to be presented in line with each institution’s internal management logic. Consideration of cancellation rights is not required as the decision on their execution lies with the Pfandbrief bank or its administrator."]
["WAL of the cover pool",null,"Colum C Rows 3, 42, 72, 103","A. HTT General Colum C Rows 66-69","WAL stands for “weighted average life” and indicates the weighted average remaining maturity of all outstanding cover assets. The WAL is calculated based on the maturity structure bands under section 28 of the Pfandbrief Act (PfandBG). In principle, options are to be presented in line with each institution’s internal management logic. Cancellation rights of the bank can be taken into account."]
["Other cover assets","StTwh, StTwo, StTws, StTwf",null,"A. HTT General Colums C Rows 56, 177-190","For Mortgage Pfandbriefe, other cover assets can include claims against credit institutions and claims against public authorities. Provisions on the former are set out in section 19 (1) no. 2 of the Pfandbrief Act (PfandBG), while provisions on the latter are set out in section 19 (1) no. 3 PfandBG. Claims against credit institutions may only be used in a maximum amount corresponding to 10% in order to cover the Mortgage Pfandbriefe in circulation. Claims against one and the same credit institution may only account for a maximum of 2%. Claims against public authorities may only be used in a maximum amount corresponding to 20% in order to cover the Mortgage Pfandbriefe in circulation. In total, the claims against credit institutions and the claims against public authorities may only be used in a maximum amount corresponding to 20% in order to cover the Mortgage Pfandbriefe in circulation. "]
["Interest rate risks","StTk Colum C\nRows 10, 16, 35, 41, 60, 66, 85, 91 ",null,"A. HTT General Colums C Rows 168-170, \nB1. HTT Mortgage Assets C 131-133,\nB2. HTT Public Sector Assets C 130-132,\nB3. HTT Shipping Assets C 81-83","Pursuant to section 4 (1) of the Pfandbrief Act (PfandBG), Pfandbrief banks must have over-collateralisation of at least 2%, based on the net present value, taking into account interest rate and currency stress scenarios. The interest rate stress scenarios to be applied are set out in section 5 of the Net Present Value Regulation (Barwertverordnung) (see also link to the Net Present Value Regulation)"]
["Securities eligible for central bank credit",null,"Colum C Rows 14, 48, 77, 108","A. HTT General Colum C Row 222","Securities that may be deposited at central banks as collateral for refinancing transactions. This allows liquidity to be obtained via the central bank at short notice."]
["Guaranteed loans",null,"Colum C Row 7","B1. HTT Mortgage Assets Colum C Row 258","No corresponding provisions set out in the Pfandbrief Act. The issue of guaranteed residential property loans only arises for mortgage cover pools of other covered bond jurisdictions (e.g. France)."]
["Net present value of derivatives used as cover",null,"Colum C Rows 20, 54, 83, 114","A. HTT General Colum C Row 238","Cover derivatives are only shown at their net present value netted across all framework agreements. This means that only one net present value, which represents either a liability or a claim, is to be reported for each type of Pfandbrief."]
["Currency positions (nominal)",null,"Colums C-D\nRows 22-33, 56-67, 85-96, 116-127","A.HTT General Colum D Rows 116-157","Reported for each currency in which assets have been included in the cover pool or Pfandbriefe issued.  A total is shown for each currency, divided into cover assets and Pfandbriefe."]
["Loan-to-value ratio in bands",null,"C-H37","B1. HTT Mortgage Assets C 200-208","Each portion of the loan used as cover is allocated to a band according to its individual loan-to-value ratio. The total of all loans in a band is shown. \nThe total loan-to-value ratio of the portion of the loan used as cover is decisive when it comes to allocation to a band.  E.g.: Loan amount with a loan-to-value ratio of 55% is allocated to band <50 to >= 60."]
["Loan age","Worksheet StTk  C28","Colums C- H, Row 39","B1. HTT Mortgage Assets F 151-155","Time that has passed since the loan was granted (see also “Seasoning”). A loan is deemed to have been granted at the time that it is disbursed for the first time."]
["Number of loans ",null,"G13","B1. HTT Mortgage Assets Colum D Rows 28, 168, 268,\nB2. HTT Public Sector Assets D 10, 19,\nB3. HTT Shipping Loans C 10","The number of individual loan exposures - for Mortgage Pfandbriefe, a breakdown showing commercial and residential loans is provided."]
["Number of borrowers",null,"G12","B1. HTT Mortgage Assets Colum D Row 29, \nB2. HTT Public Sector Assets D 11,\nB3. HTT Shipping Loans C 11","Total number of borrowers - a borrower may have multiple loans - in the case of mixed financings with a commercial share of 0.5 or more, this borrower may be fully counted towards the number of commercial borrowers for reasons of simplification. "]
["Number of assets",null,"G14",null,"Total of all assets in the cover pool (a loan can be secured by several assets)."]
["Owner-occupied flats",null,"G15","B1. HTT Mortgage Assets Colum C Row 141, ","The borrower is using the property him/herself (owner-occupied)."]
["Multi-family houses","Worksheet StTdh","G16","B1. HTT Mortgage Assets Colum C Row 147, ","A building contains several rented flats (more than 2) - the owners can be private individuals, family offices, housing companies, etc."]
["Age of ships (aircraft) in bands",null,"Colums C-F Row 129",null,"Based on the time that has passed since the ships (aircraft) were commissioned, the corresponding portions of the loan used as cover are allocated to the bands based on their amount and then shown as a total."]
["Size groups","Worksheet StTag",null,"B1. HTT Mortgage Assets C 170-195,\nB2. HTT Public Sector Assets C 22-37,\nB3. HTT Shipping Assets C 120-144","Based on the requirements of the Pfandbrief Act, the individual claims are allocated to the corresponding defined categories based on their amount and are then added up and reported by size group."]
["Condominiums","Worksheet StTdh",null,null,"Flats located in multi-family houses that are either used by private owners themselves or are rented out to third parties."]
["Single-family and two-family houses","Worksheet StTdh",null,null,"Detached houses including one or a maximum of two integrated residential units that are either used by private owners themselves or are (partly) rented out to third parties."]
["Unfinished new buildings not yet capable of yielding a return","Worksheet StTdh",null,"B1. HTT Mortgage Assets C 350 and C 249","Buildings that are still under construction (building shells)."]
["Office buildings ","Worksheet StTdh",null,"B1. HTT Mortgage Assets C 343","Non-residential buildings used predominantly for office and administrative purposes. These include office and administrative buildings of commercial enterprises, also bank and insurance company buildings, as well as public-sector office buildings such as ministries, city authorities, post offices, rail administrative offices, broadcasting centres, administration buildings belonging to the church, the employee welfare association or similar organisations."]
["Retail/wholesale buildings","Worksheet StTdh",null,"B1. HTT Mortgage Assets C 345","Buildings used for wholesale and, in particular, retail purposes."]
["Industrial buildings","Worksheet StTdh",null,"B1. HTT Mortgage Assets C 346","Buildings housing manufacturing and production facilities, factory and workshop buildings."]
["Building sites","Worksheet StTdh",null,"B1. HTT Mortgage Assets C 349 and C 250","Land in a state ready for development."]
["Other buildings used for commercial purposes","Worksheet StTdh",null,"B1. HTT Mortgage Assets C 348","E.g.: Buildings used for agriculture and forestry, hotel buildings."]
["Claims that are 90 days in arrears","Worksheet StTdh",null,"B1. HTT Mortgage Assets F 161","A claim is deemed to be non-performing as of the 90th day after its due date. Only those non-performing claims that relate to the part of a loan that is used as cover are to be reported."]
["Total amount of these claims, insofar as the arrears (= the non-performing claims) account for at least 5% of the claim","Worksheet StTdh",null,null,"When determining whether the 5% threshold is exceeded, the non-performing claim - in relation to the cover amount - is to be expressed in relation to the total amount of the part of the corresponding loan that is used for cover. The part of the claim used as cover is then reported."]
["Guarantees for export financing reasons","Worksheet StTdo",null,null,"Export credit claims that are guaranteed: \n- either by a country that is eligible for cover itself pursuant to section 20 of the Pfandbrief Act (PfandBG) or\n- by an export credit agency based in such a country that meets the requirements for classification as a public-sector entity."]
["Central government","Worksheet StTdo",null,"B2. HTT Public Sector Assets C 148","This refers to a country’s highest hierarchical administrative authority (irrespective of the organisational structure [unitary state or federation]).  "]
["Regional authority","Worksheet StTdo",null,"B2. HTT Public Sector Assets C149","Administrative entities or federal states organised below central government level."]
["Local authority","Worksheet StTdo",null,"B2. HTT Public Sector Assets C150","Municipalities and their enterprises, etc. organised below the level of administrative entities or federal states."]
["Net present value pursuant to section 6 of the Pfandbrief Net Present Value Regulation (Pfandbrief-BarwertVO)","Worksheet StTK Colums D and E \nRows 17-27, 42-52, 67-77,92-102",null,null,"Describes the net present value for foreign currency positions in the same currency, after applying discounts in line with a defined stress scenario. For the purposes of the disclosure pursuant to section 28 (1) no. 10 of the Pfandbrief Act (PfandBG), this includes the interest rate stress, not the currency stress. The amount is reported in euro based on the official ECB reference rates. \n(See also http://www.pfandbrief.de/cms/_internet.nsf/0/85E4B81D6AE39FC2C1257A6B003F6CBE/$FILE/EN_PfandBarWertV_04_2012.pdf?OpenElement) "]
["Proportion of fixed-interest Pfandbriefe or cover assets","Worksheet StTK",null,null,"Nominal values form the basis for the percentage reported. Derivatives used as cover are to be taken into account."]
["Property Type information (residential- commercial)",null,null,"B1. HTT Mortgage Assets C 12-13","Information on the type of use of the property used to secure the claim."]
["Number of loans","Worksheet StTk  C28","Colums C- H,Row 39","B1. HTT Mortgage Assets F 151-155","See “Number of loans”."]
["Number of borrowers",null,"G13","B1. HTT Mortgage Assets Colum D Rows 28, 168, 268,\nB2. HTT Public Sector Assets D 10, 19,\nB3. HTT Shipping Loans C 10","See “Number of borrowers”."]
["Breakdown by geography",null,null,"B1. HTT Mortgage Assets C 43-87\nB2. HTT Public Sector Assets C 48-92\nB3. HTT Shipping Loans C 25-69","Country-specific claims reporting. The claims are allocated to the individual countries in which the debtors and, in cases involving guarantees, the guaranteeing agency are based."]
["Breakdown by domestic regions",null,null,"B1. HTT Mortgage Assets C 98-128\nB2. HTT Public Sector Assets C 103-129","Reporting of claims by region within a country (e.g. federal states). "]
["Breakdown by repayment type - amortizing",null,null,"B1. HTT Mortgage Assets C 142\nB2. HTT Public Sector Assets C 139\nB3. HTT Shipping Loans C 92","Reporting of claims by repayment type - in this case: amortising, i.e. a repayment rate comprising an initial repayment portion and an interest portion is set for the entire term.\nSince the interest is calculated based on the remaining capital, the repayment portion increases over time to the extent that the interest portion decreases."]
["Breakdown by repayment type - bullet / interst only",null,null,"B1. HTT Mortgage Assets C 141\nB2. HTT Public Sector Assets C 138\nB3. HTT Shipping Loans C 91","Reporting of claims by repayment type- in this case: bullet repayment. The loan is repaid in a single amount. Only interest payments are due during the term of the loan."]
["Breakdown by interest type - fixed rate",null,null,"B1. HTT Mortgage Assets C 131\nB2. HTT Public Sector Assets C 130,\nB3. HTT Shipping Loans C 81","Reporting of claims by type of interest rate agreement - in this case: fixed-rate agreement."]
["Breakdown by interest type - floating rate",null,null,"B1. HTT Mortgage Assets C 132\nB2. HTT Public Sector Assets C 131,\nB3. HTT Shipping Loans C 82","Reporting of claims by type of interest rate agreement - in this case: floating rate agreement."]
["Loan seasoning in buckets",null,null,"B1. HTT Mortgage Assets C 150-155\nB3. HTT Shipping Loans C 100-105","Reporting of time that has passed since the loan was granted in bands. A loan is deemed to have been granted at the time that it is disbursed for the first time."]
["loan size in buckets",null,null,"B1. HTT Mortgage Assets C 170-195\nB2. HTT Public Sector Assets C 21-37,\nB3. HTT Shipping Loans C 119-144","Based on the requirements of the Pfandbrief Act, the individual claims are allocated to the corresponding defined categories based on their amount and are then added up and reported by size group."]
["non performing loans",null,null,"B1. HTT Mortgage Assets C 161\nB2. HTT Public Sector Assets C 167,\nB3. HTT Shipping Loans C 111","Reporting of non-performing claims. A claim is deemed to be non-performing as of the 90th day after its due date. Only those non-performing claims that relate to the part of a loan that is used as cover are to be reported (see also “NPL”)."]
["Weighted LTV",null,null,"B1. HTT Mortgage Assets C 197","Weighted loan-to-value (LTV) ratio (see also “LTV (loan-to-value) ratio”)."]
["LTV buckets",null,null,"B1. HTT Mortgage Assets C 199-208","The claims are assigned to different bands depending on their loan-to-value ratio (see also “LTV (loan-to-value) ratio”)."]
["Breakdown by type (residential) - owner occupied",null,null,"B1. HTT Mortgage Assets C 241","See “Owner-occupied flats”."]
["Breakdown by type (residential)- multi family homes",null,null,"B1. HTT Mortgage Assets C 248","See “Multi-family houses”."]
["Breakdown by type (residential) - Buildings under constructions",null,null,"B1. HTT Mortgage Assets C 249","See “Unfinished new buildings not yet capable of yielding a return”."]
["Breakdown by type (residential) - Building land",null,null,"B1. HTT Mortgage Assets C 250","See “Building sites”."]
["Loan by ranking - 1st lien",null,null,"B1. HTT Mortgage Assets C 258","See “Non first lien mortgages”."]
["Loan by ranking - Guaranteed",null,null,"B1. HTT Mortgage Assets C 259","Reporting based on claims ranking (see also “Non first lien mortgages”)."]
["Breakdown by type (commercial) - shopping malls",null,null,"B1. HTT Mortgage Assets C 345","See “Retail/wholesale buildings”."]
["Breakdown by type (commercial) - office",null,null,"B1. HTT Mortgage Assets C 343","See “Office buildings”."]
["Breakdown by type (commercial) - industry",null,null,"B1. HTT Mortgage Assets C 346","See “Industrial buildings”."]
["Breakdown by type (commercial) - other commercial used",null,null,"B1. HTT Mortgage Assets C 348","See “Other buildings used for commercial purposes”."]
["Breakdown by type (commercial) - land",null,null,"B1. HTT Mortgage Assets C 349 and C 250","See “Building sites”."]
["Cover pool size (npv)",null,null,"A. HTT General M, P, S each Colum C 40","Net present value of the total amount of claims used for cover."]
["Outstanding Covered Bonds (npv)",null,null,"A. HTT General M, P, S each Colum C 39","Net present value of the total amount of outstanding Pfandbriefe."]
["Overcollateralisation",null,null,"A. HTT General M, P, S each Colum C 45","Over-collateralisation - this refers to the proportion of the cover pool that exceeds the proportion of outstanding Pfandbriefe. See also “Over-collateralisation” and “Statutory over-collateralisation”."]
["Cover Pool amortisation profile in buckets",null,null,"A. HTT General M, P, S each Colum C 69-82","Maturity structure of the claims used for cover in bands - see also “Maturity structure”."]
["Maturity of Covered Bonds in buckets",null,null,"A. HTT General M, P, S each Colum C 92-105","Maturity structure of the Pfandbriefe in circulation in bands - see also “Maturity structure”."]
["Cover Assets - Currency",null,null,"A. HTT General M, P, S each Colum C 111-127","Reporting of claims used for cover based on currency type."]
["Covered Bonds - Currency",null,null,"A. HTT General M, P, S each Colum C 137-153","Reporting of Pfandbriefe in circulation based on currency type."]
["Covered Bonds - Breakdown by interest rate - fixed rate",null,null,"A. HTT General M, P, S each Colum C 164","Reporting of Pfandbriefe in circulation by type of interest rate agreement - in this case: fixed-rate agreement."]
["Covered Bonds - Breakdown by interest rate - floating rate",null,null,"A. HTT General M, P, S each Colum C 165","."]
["Exposures to/guaranteed by governments or quasi governments",null,null,"A. HTT General M, P, S each Colum C 175","Claims that are guaranteed by government and government-related agencies."]
["Exposures to credit institutions (inkl Central Banks)",null,null,"A. HTT General M, P, S each Colum C 177","Claims against credit institutions and central banks."]
["o/w CQS1 credit institutions",null,null,"A. HTT General M, P, S each Colum C 186","Claims against credit institutions and central banks - in this case: with credit quality step 1."]
["o/w CQS2 credit institutions",null,null,"A. HTT General M, P, S each Colum C 187","Claims against credit institutions and central banks - in this case: with credit quality step 2."]
["Substitute Assets - Country",null,null,"A. HTT General M, P, S each Colum C 192-208","Reporting of other cover assets (substitute) by country."]
["Liquid Assets - Central bank eligible assets",null,null,"A. HTT General M, P, S each Colum C 218","Liquid assets - in this case: assets eligible for central bank credit."]
["NPV of Derivatives in the cover pool (mn)",null,null,"A. HTT General M, P, S each Colum C 234","Net present value of the derivatives used as cover."]
["Breakdown by Type of Debtors - Sovereigns",null,null,"B2. HTT Public Sector Assets C 148","Reporting by debtor type - in this case: central government (see also “Central government”)."]
["Breakdown by Type of Debtors - Regional/federal authorities",null,null,"B2. HTT Public Sector Assets C 149","Reporting by debtor type - in this case: regional authorities (see also “Regional authority”)."]
["Breakdown by Type of Debtors - Local/municipal authorities ",null,null,"B2. HTT Public Sector Assets C 150","Reporting by debtor type - in this case: local authorities (see also “Local authority”)."]
["Breakdown by Type of Debtors - Others",null,null,"B2. HTT Public Sector Assets C 151","Reporting by debtor type - in this case: Other (see also “Other”)."]

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[]
[null,"Disclaimer vdp-Transparenzinitiative "]
[]
[null,"Der vdp und die an der Erstellung der Pfandbrief-Statistik nach § 28 PfandBG sowie der erweiterten Transparenzangaben (inkl. HTT) im Rahmen der \"vdp-Transparenzinitiative\" beteiligten Banken übernehmen keine Garantie, Gewähr oder Haftung, gleich aus welchem Grunde, im Hinblick auf Richtigkeit, Genauigkeit, Aktualität, Vollständigkeit, Angemessenheit oder Eignung für irgendeinen Zweck gegenüber Dritten für auf den vdp-Internetseiten veröffentlichten Daten nach §28 PfandBG sowie der erweiterten Transparenzangaben (inkl. HTT). Der vdp und die an der vdp-Transparenzinitiative teilnehmenden Banken sind für jegliche Handlungen sowie unterlassene Handlungen, die aus einer direkten oder indirekten Nutzung oder einem Verweis auf die Daten der vdp-Transparenzinitiative resultieren, nicht verantwortlich. Die Haftung für jeglichen Schaden, der sich aus der Nutzung oder dem Verweis auf die Daten der vdp-Transparenzinitiative ergibt, schließen der vdp und die an der vdp-Transparenzinitiative teilnehmenden Banken aus. Die vdp-Transparenzinitiative ist ausschließlich zur Information bestimmt. Sie stellt weder Kauf- bzw. Verkaufsempfehlungen für irgendwelche Wertpapiere oder Investments dar, noch sind sie als Zusicherung oder Indikation etwaiger Entwicklungen bzw. Prognosen zu verstehen. Insbesondere sind die Daten der vdp-Transparenzinitiative nicht dafür gedacht, als Referenz für Finanzprodukte, oder zur Bepreisung von Anlageprodukten herangezogen zu werden. Die Daten, die im Rahmen der vdp-Transparenzinitiative veröffentlicht werden, stellen keine Benchmark im Sinne der Europäischen Verordnung (EU) 2016/1011 (EU-Benchmark-Verordnung) dar. Die Verwendung für Zwecke, welche zu einer Qualifizierung dieser als Benchmark führen könnten, ist ausdrücklich nicht zugelassen. Der vdp behält sich das Recht vor, die vdp-Transparenzinitiative jederzeit zu modifizieren, einzuschränken, einzustellen oder –in Übereinstimmung mit Gesetzen oder Regulierungsvorschriften - in ein kostenpflichtiges Angebot umzuwandeln."]
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