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>> Consolidated Financial Statements
Part E – Information on risks and related risk management policies
ORIGINATOR: UNICREDIT BANK AG (ex HVB AG) - UNICREDIT BANK AUSTRIA AG –
UNICREDIT CORPORATE BANKING S.p.A.
Transactions previous years
NAME
Type of securitisation:
Originator:
EuroConnect Issuer LC 2007-1
Synthetic
Bayerische Hypo- und Vereinsbank AG (45,04%) -
Bank Austria Creditanstalt AG (37,78%) - UBI
(17,18%)
Issuer:
EuroConnect Issuer LC 2007-1 Limited
Servicer:
UniCredit Bank AG - UniCredit Bank Austria AG -
UniCredit Corporate Banking S.p.A.
Arranger:
UniCredit Bank AG
(UniCredit Corporate & Investment Banking)
Target transaction:
Economic and Credit Risk Transfer
Type of asset:
Secured and unsecured exposures to large
corporates
Quality of Asset:
Performing
Closing date:
20/08/2007
Nominal Value of disposal portfolio:
6,206,611,098 �
Guarantees issued by the Bank:
-
Guarantees issued by Third Parties:
Guarantee for the Super Senior Swap with an
institutional investor
Bank Lines of Credit:
-
Third Parties Lines of Credit:
-
Other Credit Enhancements:
-
Other relevant information :
replenishing
Rating Agencies:
Moody´s/Fitch/S & P
Amount of CDS or other supersenior risk transferred :
Amount and Conditions of tranching:
5,523,861,098 �
. ISIN XS0311810898 XS0311811862
. Type of security Senior Mezzanine
.Class A B
Aa3/A/AAA
Baa3/BBB/A+
(from 02/15/2010 (from 02/15/2010
.Rating
Aa3/A/BBB+)
Baa3/BBB/BB-)
. Nominal value issued 310,350,000 � 93,100,000 �
. Nominal value at the end of accounting period 310,350,000 � 93,100,000 �
. ISIN XS0311813306 XS0311814536
. Type of security Mezzanine Mezzanine
.Class C D
B1/BB/BBB
Caa2/B-/BB
(from 02/15/2010 (from 02/15/2010 Caa2/B-
.Rating
B1/BB/B-)
/CCC-)
. Nominal value issued 62,050,000 � 68,300,000 �
. Nominal value at the end of accounting period 62,050,000 � 68,300,000 �
. ISIN XS0311814619 XS0315224716
. Type of security Junior Junior
.Class E1 E2
. Rating n.r./n.r./n.r. n.r./n.r./n.r.
. Nominal value issued 143,950,000 � 5,000,000 �
. Nominal value at the end of accounting period 143,950,000 � 4,660,024 �