GENERAL MEETING DRAFT - Bankier.pl

Transactions previous periods
NAME
HVB SFA-1-2008
HVB SFA-2-2008
HVB SFA-3-2008
Type of securitisation:
Synthetic/Private
Synthetic/Private
Synthetic/Private
Originator:
Bayerische Hypo- und Vereinsbank AG
Bayerische Hypo- und Vereinsbank AG
Bayerische Hypo- und Vereinsbank AG
Issuer:
Bayerische Hypo- und Vereinsbank AG
Bayerische Hypo- und Vereinsbank AG Bayerische Hypo- und Vereinsbank AG
Servicer:
UniCredit Bank AG
UniCredit Bank AG
UniCredit Bank AG
Arranger:
UniCredit Bank AG
UniCredit Bank AG
UniCredit Bank AG
(UniCredit Corporate & Investment Banking)
(UniCredit Corporate & Investment Banking)
(UniCredit Corporate & Investment Banking)
Target transaction :
Capital Relief and risk transfer for concentration risks
Capital Relief and risk transfer for concentration risks
Capital Relief and risk transfer for concentration risks
Type of asset:
Large Corporate Loans SME
Large Corporate Loans and Mortgages
Corporate loans and Mortgages
Quality of Asset:
Performing
Performing
Performing
Closing date:
30/09/2008
30/12/2008
30/12/2008
Nominal Value of disposal portfolio :
9,965,235,219 �
3,982,760,904 �
10,054,299,881 �
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 :
Replenishing
Replenishing
Replenishing
Rating Agencies:
No rating agency, use of Supervisory Formula Approach (*) No rating agency, use of Supervisory Formula Approach (*) No rating agency, use of Supervisory Formula Approach (*)
Amount of CDS or other supersenior risk transferred :
Amount and Conditions of tranching:
700,000,000 �
420,000,000 �
1,157,000,000 �
.ISIN n.a n.a n.a n.a n.a n.a
. Type of security Senior Junior Senior Junior Senior Junior
.Class A B A B A B
.Rating n.r. n.r. n.r. n.r. n.r. n.r.
. Reference position at closing date 9,265,235,219 � 700,000,000 � 3,562,760,904 � 420,000,000 � 8,897,299,881 � 1,157,000,000 �
. Reference position at the end of accounting period 8,517,842,578 � 700,000,000 � 3,323,795,250 � 420,000,000 � 8,092,955,891 � 1,157,000,000 �
(*) Synthetic securitizations carried out used the Supervisory Formula Approach as required under Basel II.
Where there is no eligible external rating, this approach requires the calculation of the regulatory capital requirement for each tranche of a securitization should use the following five elements:
1. The capital requirement on the securitized assets calculated using the IRB approach (kIRB); 2. The level of credit support of the tranche in question; 3. The thickness of the tranche; 4. The number of securitized assets; 5. Average LGD.
Using the Supervisory Formula Approach it is possible to calculate the amount of risk equivalent to the rating of a senior tranche, the remainder being subordinated and classified as junior.
Following a number of reviews currently underway, we decided not to recognize the associated benefits on regulatory capital in the consolidated accounts.
ORIGINATOR: UNICREDIT BANK AG (ex HVB AG)
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:
S&P
Amount of CDS or other supersenior risk transferred :
Amount and Conditions of tranching:
-
. ISIN DE000A0AEDB2 DE000A0AEDC0
. Type of security Senior Junior
.Class A B
.Rating A nr
. Nominal value issued 9,652,700,000 � 2,293,750,000 �
. Nominal value at the end of accounting period 7,825,938,160 � 2,121,402,257 �
2009 CONSOLIDATED REPORTS AND ACCOUNTS
Rosenkavalier 2008
Traditional
Bayerische Hypo-und Vereinsbank AG
Rosenkavalier 2008 GmbH
UniCredit Bank AG
UniCredit Bank AG
(UniCredit Corporate & Investment Banking)
Counterbalancing capacity
large Corporate and SME corporate loans and mortgage loans
Performing
12/12/2008
11,946,450,000 � of which already securitised in synthetic transaction
:
BUILDING COMFORT 2007 702,837,939.97 �
BUILDING COMFORT 2008 470,610,111.99 �
EUROCONNECT LC 2007-1 170,867,090.74 �
EUROCONNECT SME 2007 404,420,398.84 �
EUROCONNECT SME 2008 227,582,416.38 �
EUROCONNECT LC SFA-1 2008 380,611,493.35 �
EUROCONNECT LC SFA-2 143,253,773.18 �
EUROCONNECT LC SFA-3 2,493,586,302.92 �
PROMISE XXS 2006 379,687,008.03 �
PROVIDE-A 2003-1 141,361,071.11 �
PROVIDE-A 2005-1 544,319,305.95 �
PROVIDE-A 2006-1 452,073,622.37 �
-
-
-
-
-
Transaction executed to create ECB collateral
(self-securitization)
364