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Annual Report 2010 - Muenchener Hypothekenbank eG

münchener hypothekenbank eg | annUaL report 2010 notes REgULATORy REPORTINg IN AccORdANcE wITh ART. 28 PfANdBRIEf AcT (PfANdBg ) mortGaGe pfanDBriefe outstanDinG anD corresponDinG cover pools nominal value 31 dec. 10 € 000 31 dec. 09 € 000 Mortgage Pfandbriefe 14,097,084 13,003,529 of which derivatives 2,911 0 Cover pools 16,255,537 15,296,851 of which further cover assets 1,569,200 1,468,500 derivatives 0 1,998 Surplus cover 2,158,453 2,293,322 net present value 31 dec. 10 € 000 31 dec. 09 € 000 Mortgage Pfandbriefe 14,686,119 13,535,996 of which derivatives 2,949 0 Cover pools 17,510,600 16,377,116 of which further cover assets 1,629,114 1,514,790 derivatives 0 1,485 Surplus cover 2,824,481 2,841,120 risk-adjusted net present value *) 31 dec. 10 € 000 31 dec. 09 € 000 Mortgage Pfandbriefe 15,769,593 13,024,772 Cover pools 18,059,876 15,149,888 value of surplus cover after stress test 2,290,283 2,125,116 *) Stress test applying the dynamic approach in accordance with Art. 4 and Art. 5 Pfandbrief-Net Present value directive (PfandBarwertv) maturity analysis by residual term 31 Dec. 10 € 000 ≤ one year > one year ≤ two years > two years ≤ three years > three years ≤ four years > four years ≤ five years > five years ≤ ten years > ten years Mortgage Pfandbriefe 1,068,630 2,633,010 2,717,535 1,136,223 2,239,030 2,590,965 1,711,691 Cover pools 2,097,747 2,061,768 2,097,269 1,929,418 1,633,592 5,038,228 1,397,515 maturity analysis by residual term 31 Dec. 09 € 000 ≤ one year > one year ≤ two years > two years ≤ three years > three years ≤ four years > four years ≤ five years > five years ≤ ten years > ten years Mortgage Pfandbriefe 2,566,596 1,679,196 2,179,713 2,197,691 388,257 2,027,181 1,964,895 Cover pools 1,749,043 1,590,308 2,239,763 1,853,486 1,553,291 4,969,145 1,341,815