Investor Presentaiton
G.3.6.1
G.3.6.16
6. Covered Assets - Currency
EUR
Nominal [before hedging] (mn)
Total
172,48
172,48
Nominal [after hedging] (mn)
ND2
0
% Total [before]
100,00%
100,00%
% Total [after]
G.3.7.1
7. Covered Bonds - Currency
EUR
G.3.7.16
Total
Nominal [before hedging] (mn)
135,00
135,00
Nominal [after hedging] (mn)
ND2
0
8. Covered Bonds - Breakdown by interest rate
G.3.8.1
Fixed coupon
Nominal [before hedging] (mn)
0
Nominal [after hedging] (mn)
ND2
G.3.8.2
Floating coupon
135,00
ND2
G.3.8.3.
Other
G.3.8.4
Total
0
135,00
ND2
ND2
9. Substitute Assets - Type
G.3.9.6
Total
10. Substitute Assets - Country
G.3.10.16
Total
G.3.11.1
G.3.11.2
11. Liquid Assets
Substitute and other marketable assets
Central bank eligible assets
Nominal (mn)
Nominal (mn)
Nominal (mn)
0
0
G.3.11.3
Other (cash)
G.3.11.4
0
0
52,49
Total
52,49
0%
% Cover Pool
0,00%
0,00%
30,43%
30,43%
% Total [before]
100,00%
100,00%
% Total [before]
0,00%
100,00%
0,00%
100,00%
% Substitute Assets
0%
% Substitute Assets
0%
% Total [after]
% Total [after]
% Covered Bonds
0,00%
0,00%
38,88%
38,88%
G.3.12.1
G.3.13.1
G.3.13.2
G.3.13.3
12. Bond List
Bond list
13. Derivatives & Swaps
Derivatives in the register / cover pool [notional] (mn)
Type of interest rate swaps (intra-group, external or both)
Type of currency rate swaps (intra-group, external or both)
4. References to Capital Requirements Regulation
(CRR) 129(7)
ND2
0
0
0
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:
172 MM €
G.4.1.2
G.4.1.3
G.4.1.4
G.4.1.5
G.4.1.6
G.4.1.7
G.4.1.8
G.4.1.9
G.4.1.11
G.4.1.12
G.4.1.13
G.5.1.1
(i)
Value of covered bonds:
(ii)
(ii)
(ii)
Geographical distribution:
Type of cover assets:
Loan size:
(ii)
Interest rate risk - cover pool:
(ii)
Currency risk-cover pool:
(ii)
Interest rate risk - covered bond:
(ii)
Currency risk-covered bond:
(iii)
Maturity structure of cover assets:
(iii)
Maturity structure of covered bonds:
(iv)
Percentage of loans more than ninety days past due:
5. References to Capital Requirements Regulation
(CRR) 129(1)
Exposure to credit institute credit quality step 1 & 2
6. Other relevant information
135 MM €
Andorra 100%
Mortgages
For Residential Mortgage Assets Average loan size (000s) 82.979€
see IR Mortgage Assets -6. Breakdown by Interest Rate
EUR
Floating coupon
EUR
Weighted Average Life (in years) 15,19.
Weighted Average life (in years) 5
0,66%View entire presentation