GENERAL MEETING DRAFT - Bankier.pl

ORIGINATOR: UNICREDIT BANK AUSTRIA AG
Transactions previous years
NAME
Type of securitisation:
Originator:
Issuer:
Servicer:
Arranger:
Target transaction :
Capital Relief and risk transfer for concentration risks.
Type of asset:
Highly diversified and granular pool of Bank Austria's loans to corporates.
Quality of Asset:
Performing
Closing date:
19/12/2008
Nominal Value of reference portfolio :
6,663,757,406 �
Issue guarantees by the Bank:
-
Issued guarantees bythird parties:
-
Bank Lines of Credit:
-
Third Parties Lines of Credit:
-
Other Credit Enhancements:
-
Other relevant information:
Replenishing
Rating Agencies:
No rating agency, use of Supervisory Formula Approach (*)
Amount of CDS or other risk transferred:
Amount and Condition of tranching:
600,000,000 �
. ISIN n.a n.a
. Type of security Senior Junior
.Class A B
.Rating n.r. n.r.
. Reference Position 6,063,757,406 � 600,000,000 �
. Reference Position at the end of accounting period 5,663,931,962 � 600,000,000 �
2009 CONSOLIDATED REPORTS AND ACCOUNTS
BA SFA-1-2008
Synthetic/Private
UniCredit Bank Austria AG
UniCredit Bank Austria AG
UniCredit Bank Austria AG
UniCredit Bank AG
(UniCredit Corporate & Investment Banking)
Where there is noeligible 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.
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