February 2011 - Gruppo Banca Carige

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Monthly Public Disclosures of Cover Pool & Test PerformanceCarige is committed to provide the utmost transparency to investors and publishes on both websiteand Bloomberg :• Test performance reports summarizing compliance with the programme’s tests in theprevious months• Cover pool compositionhttp://www.gruppocarige.it/grp/gruppo/html/ita/investor_relations/covered_bonds.htmMortgage Portfolio Summary al 31/12/2010Reside ntia l Mortga geTotal Loan Balance € 2,652,669,204Average Loan Balance € 88,632Number of Loans 29,929WA Seasoning (in months): 252.58WA Remaining Terms (in months): 214.92WA LTV (in %): 50.05%Comme rcia l Mortga geTotal Loan Balance € 132,934,830Average Loan Balance € 129,566Number of Loans 1,026WA Seasoning (in months): 173.39WA Remaining Terms (in months): 87.37WA LTV (in %): 23.62%T ota lTotal Loan Balance € 2,785,604,034Average Loan Balance € 89,989Number of Loans 30,955WA Seasoning (in months): 248.80WA Remaining Terms (in months): 208.83WA LTV (in %): 48.79%Years to MaturityT ota l Comme rcia l Reside ntia lYe a rs to Ma turity Amount % of Total Number Ye a rs to Ma turity Amount % of Total Number Ye a rs to Ma turity Amount % of Total Numberyrs 122,460,817 4.40% to 5 yrs 48,186,660 36.25% 556 to 5 yrs 74,274,158 2.80% 2,907up to 5 3,463 up upover 5 - 10 yrs 400,452,608 14.38% 6,551 over 5 - 10 yrs 50,084,620 37.68% 321 over 5 - 10 yrs 350,367,989 13.21% 6,230over 10 - 15 yrs 643,175,667 23.09% 7,479 over 10 - 15 yrs 30,417,051 22.88% 125 over 10 - 15 yrs 612,758,616 23.10% 7,354over 15 - 20 yrs 553,324,820 19.86% 5,350 over 15 - 20 yrs 3,405,506 2.56% 20 over 15 - 20 yrs 549,919,315 20.73% 5,330over 20 - 25 yrs 473,154,099 16.99% 3,935 over 20 - 25 yrs 840,993 0.63% 4 over 20 - 25 yrs 472,313,106 17.81% 3,931over 25 - 30 yrs 586,192,113 21.04% 4,134 over 25 - 30 yrs - 0.00% - over 25 - 30 yrs 586,192,113 22.10% 4,134over 30 yrs 6,843,909 0.25% 43 over 30 yrs - 0.00% - over 30 yrs 6,843,909 0.26% 43Total 2,785,604,034 100.00% 30,955 Total 132,934,830 100.00% 1,026 Total 2,652,669,204 100.00% 29,929Current Loan To ValueT ota l Comme rcia l Reside ntia lCurre nt Loa n to Va lue Amount % of Total Number Curre nt Loa n to Va lue Amount % of Total Number Curre nt Loa n to Va lue Amount % of Total Number10% 58,732,956 2.11% up to 10% 22,049,467.88 16.59% 273 up to 10% 36,683,487.91 1.38% 1,477up to 1,750over 10% - 20% 191,380,170 6.87% 3,886 over 10% - 20% 32,386,136.67 24.36% 285 over 10% - 20% 158,994,033.04 5.99% 3,601over 20% - 30% 313,596,485 11.26% 4,632 over 20% - 30% 37,741,776.90 28.39% 252 over 20% - 30% 275,854,708.49 10.40% 4,380over 30% - 40% 384,680,443 13.81% 4,722 over 30% - 40% 27,655,163.98 20.80% 145 over 30% - 40% 357,025,278.66 13.46% 4,577over 40% - 50% 423,667,290 15.21% 4,549 over 40% - 50% 8,721,363.65 6.56% 42 over 40% - 50% 414,945,926.69 15.64% 4,507over 50% - 60% 467,170,850 16.77% 4,283 over 50% - 60% 4,084,696.12 3.07% 26 over 50% - 60% 463,086,154.25 17.46% 4,257over 60% - 70% 472,776,811 16.97% 3,772 over 60% - 70% 172,173.04 0.13% 2 over 60% - 70% 472,604,638.18 17.82% 3,770over 70% - 80% 452,051,982 16.23% 3,220 over 70% - 80% 124,051.37 0.09% 1 over 70% - 80% 451,927,930.58 17.04% 3,219over 80% 21,547,046.1 0.77% 141 over 80% - 0.00% - over 80% 21,547,046.12 0.81% 141Total 2,785,604,034 100% 30,955 Total 132,934,830 100% 1,026 Total 2,652,669,204 100% 29,929GRUPPO CARIGE 34
Table of ContentsIssuer descriptionItalian mortgage marketGruppo Carige’s mortgage businessBanca Carige OBG ProgrammeCover Pool DescriptionAnnexe : Italian OBG Law vs. European Covered Bond FrameworkGRUPPO CARIGE 35
Page 1 and 2: GRUPPO CARIGEProgramme andCovered B
Page 3 and 4: Table of ContentsIssuer description
Page 5 and 6: Among the top Italian banking Group
Page 7 and 8: €mCustomer based funding and no p
Page 9 and 10: with sound credit qualityBreakdown
Page 11 and 12: Stable net profitNet profit (€m)R
Page 13 and 14: 3Q10 - Economic resultsNET PROFIT (
Page 15 and 16: The mortgage market in ItalyIn rece
Page 17 and 18: ForecastItaly’s macroeconomic ove
Page 19 and 20: Mortgage and RMBS SnapshotEuropean
Page 21 and 22: €mOrigination StatisticsResidenti
Page 23 and 24: The underwriting processDATA COLLEC
Page 25 and 26: Overview of the Scoring System• C
Page 27 and 28: Table of ContentsIssuer description
Page 29 and 30: Summary of the programmeIssuerSelle
Page 31 and 32: Asset MonitorStructural overviewIta
Page 33: Mandatory testsNominalValue Test‣
Page 37 and 38: Total Porftfolio BreakdownCommercia
Page 39 and 40: Residential Portion Breakdown/2Curr
Page 41 and 42: Commercial Portion Breakdown/2Curre
Page 43 and 44: The last segregation (21 February 2
Page 45 and 46: Italian Covered Bond Legal Framewor
Page 47 and 48: European Overview on Covered Bond F
Page 49: ContactsDaria BagnascoDeputy Genera

February 2011 - Gruppo Banca Carige

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