annual report - Hypo Real Estate Holding AG
annual report - Hypo Real Estate Holding AG
annual report - Hypo Real Estate Holding AG
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Group Accounts<br />
The makeup of both the on-balance sheet and off-balance sheet exposures of both the Group and Company by<br />
internal ratings categories is as illustrated below:<br />
Group On-Balance Sheet December 2007<br />
118<br />
Financial Infrastructure Sub-<br />
Institutions Finance Sovereign Sovereign Other* Total<br />
AAA 0% 1% 2% 29% 2% 34%<br />
AA1 1% 0% 0% 6% 0% 7%<br />
AA2 1% 0% 11% 12% 0% 24%<br />
AA3 2% 0% 0% 7% 0% 9%<br />
A1 1% 0% 2% 4% 0% 7%<br />
A2 1% 0% 2% 2% 0% 5%<br />
A3 3% 0% 1% 1% 0% 5%<br />
BBB1 0% 0% 0% 1% 0% 1%<br />
BBB2 0% 1% 0% 0% 1% 2%<br />
BBB3 0% 2% 0% 0% 0% 2%<br />
Below BBB3 1% 1% 0% 1% 1% 4%<br />
Group Off-Balance Sheet December 2007<br />
Financial Infrastructure Sub-<br />
Institutions Finance Sovereign Sovereign Other* Total<br />
AAA 0% 1% 5% 23% 8% 37%<br />
AA1 1% 0% 2% 5% 0% 8%<br />
AA2 3% 0% 2% 9% 0% 14%<br />
AA3 5% 0% 0% 10% 1% 16%<br />
A1 6% 0% 0% 3% 1% 10%<br />
A2 1% 0% 1% 1% 0% 3%<br />
A3 1% 0% 0% 1% 1% 3%<br />
BBB1 0% 2% 0% 0% 0% 2%<br />
BBB2 1% 1% 0% 0% 0% 2%<br />
BBB3 0% 2% 0% 0% 0% 2%<br />
Below BBB3 0% 1% 0% 2% 0% 3%<br />
* The “Other” category above comprises mainly those HPFB assets acquired which have not been allocated to the<br />
other main DEPFA asset classes as at 31 December 2007.
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