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>> Consolidated Financial Statements
Part E – Information on risks and related risk management policies
ORIGINATOR: UniCredit Family Financing Bank S.p.A. (ex UniCredit Banca per la Casa S.p.A.)
Transactions previous periods
NAME
Type of securitisation:
Originator:
Issuer:
Servicer:
Arranger:
Target transaction :
Type of asset:
Quality of Asset:
Closing date:
Nominal Value of disposal portfolio :
Guarantees issued by the Bank:
Guarantees issued by Third Parties :
Bank Lines of Credit :
Third Parties Lines of Credit :
Other Credit Enhancements :
Other relevant information :
Rating Agencies:
Amount of CDS or other supersenior risk transferred :
Amount and Conditions of tranching:
Cordusio RMBS Securitisation - Serie 2008
Traditional
UniCredit Banca per la Casa S.p.A.
Cordusio RMBS Securitisation S.r.l.
UniCredit Banca S.p.A.
UniCredit Bank AG London Branch
Capital Relief / Counterbalancing capacity / mismatching maturity
Private Mortgage Loans
performing
13/11/2008
23,789,098,370 �
-
-
-
-
UniCredit Banca per la Casa S.p.A has granted SPV a
subordinated loan of 150 million euro.
Self-securitization. Transaction has been restructured at
beginning of 2009 through granting SPV further subordinated loan
of 730 million euro to obtain upgrade of tranche Senior of
portfolio.
Moody's
-
. ISIN IT0004431208 IT0004431281
. Type of security Senior Junior
.Class A B
.Rating Aaa n.r.
. Nominal value issued 22,250,000,000 � 1,539,098,370 �
. Valore nominale in essere a fine esercizio 22,250,000,000 � 1,539,098,370 �
ORIGINATOR: UniCredit Family Financing Bank S.p.A. (ex UniCredit Banca per la Casa S.p.A.)
NAME
Type of securitisation:
Originator:
Issuer:
Servicer:
Arranger:
Target transaction:
Type of asset:
Quality of Asset:
Closing date:
Nominal Value of disposal portfolio:
Guarantees issued by the Bank:
Guarantees issued by Third Parties:
Bank Lines of Credit:
Third Parties Lines of Credit:
Other Credit Enhancements:
Cordusio RMBS 3 - UBCasa 1
Traditional
UniCredit Banca per la Casa S.p.A.
Cordusio RMBS 3 - UBCasa 1 S.r.l.
UniCredit Family Financing Bank S.p.A.
UniCredit Bank AG Milan Branch
Capital Relief / Funding / mismatching maturity
Private Mortgage Loans
performing
20/11/2006
2,495,969,425 �
-
-
-
-
UniCredit Family Financing Bank S.p.A. has granted SPV a
subordinated loan of 14.976 million euro, at the end of accounting
period amount of tranche capital is equal to
Other relevant information :
2.976 million euro.
-
Rating Agencies:
Fitch /Moody's / Standard & Poor's
Amount of CDS or other supersenior risk transferred :
Amount and Conditions of tranching:
-
. ISIN IT0004144884 IT0004144892
. Type of security Senior Senior
.Class A1 A2
. Rating AAA/Aaa/AAA AAA/Aaa/AAA
. Nominal value issued 600,000,000 � 1,735,000,000 �
. Nominal value at the end of accounting period 0 � 1,355,706,445 �
. ISIN IT0004144900 IT0004144934
. Type of security Mezzanine Mezzanine
.Class B C
. Rating AA /Aa1 / AA A+ / A1 /A+
. Nominal value issued 75,000,000 � 25,000,000 �
. Nominal value at the end of accounting period 75,000,000 � 25,000,000 �
. ISIN IT0004144959 IT0004144967
. Type of security Mezzanine Junior
.Class D E
. Rating BBB+ /Baa2 /BBB+ n.r.
. Nominal value issued 48,000,000 � 12,969,425 �
. Nominal value at the end of accounting period 48,000,000 � 12,969,425 �