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ePaper created 2012-04-20, 15:08:32 | version 1.23.0
77 Münchener Hypothekenbank eG notes Public Pfandbriefe outstanding and corresponding cover ASSETS Nominal value 31 Dec. 11 € 000 31 Dec. 10 € 000 Public Pfandbriefe 8,039,410 10,457,915 Cover pools 9,480,781 10,983,401 of which further cover assets 475,000 1,147,500 derivatives 0 11,138 Surplus cover 1,441,371 525,486 Net present value 31 Dec. 11 € 000 31 Dec. 10 € 000 Public Pfandbriefe 9,018,928 11,292,654 Cover pools 10,981,128 12,102,876 of which further cover assets 475,806 1,218,310 derivatives 28,617 27,140 Surplus cover 1,962,200 810,222 Risk-adjusted net present value *) 31 Dec. 11 € 000 31 Dec. 10 € 000 Public Pfandbriefe 8,591,892 10,790,898 Cover pools 10,461,520 11,494,324 Value of surplus cover after stress test 1,869,628 703,426 *) 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. 11 € 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 Public Pfandbriefe 2,001,573 1,999,678 340,963 356,662 127,235 1,220,315 1,992,984 Cover pools 1,366,837 985,559 1,101,922 810,658 765,330 1,759,935 2,690,540 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 Public Pfandbriefe 3,121,436 1,984,108 1,741,293 393,507 340,671 995,077 1,881,823 Cover pools 1,455,211 1,072,231 1,261,796 1,249,613 1,014,305 2,776,217 2,154,028