GENERAL MEETING DRAFT - Bankier.pl

C.1.2 Banking Group - Exposure from the main "in-house" securitisation transaction broken down by type of securitised asset and by type of exposure
Type of securitised assets /
exposure
A. Totally derecognised 115,897 -373 842,105 -13,187 252,927 -
A.1 CLO/CBO OTHERS 115,897 -373 - - 51,065 -
A.1 1 Caesar Finance - - - - 51,065 -
A.1 3 Entasi 115,897 -373 - - - -
A.2 OTHERS - - 842,105 -13,187 201,862 -
A.2 1 Trevi Finance - - 321,149 -13,187 - -
A.2 2 Trevi Finance 2 - - 350,274 - - -
A.2 3 Trevi Finance 3 - - 170,682 - 201,862 -
B. Partially derecognised - - - - - -
C. Non-derecognised 41,094,328 31,506 1,352,321 -15,964 1,067,407 951
C.1 RMBS Prime 7,794,753 21 607,999 2,518 426,386 426
C.1. 1 Building Comfort 2007 3,053,735 21 233,969 69 24,600 -
C.1. 2 Building Comfort 2008 2,239,708 - 301,900 - - -
C.1. 3 Capital Mortgage 2007 - 1 24,571 - 25,350 - 109,058 -
C.1. 4 Cordusio RMBS 64,735 - 3,500 -190 11,224 -
C.1. 5 Cordusio RMBS 3 - UBCasa 1 51,053 - 4,500 45 61,507 -
C.1. 6 Cordusio RMBS Securitisation - Serie 2006 71,545 - - - 26,989 -
C.1. 7 Cordusio RMBS Securitisation - Serie 2007 52,776 - - - 46,645 -
C.1. 8 F-E Mortgages 2003 10,684 - - - 29,034 -
C.1. 9 F-E Mortgages 2005 29,852 - - - 56,510 -
C.1. 10 Heliconus 7,137 - - - 19,050 -
C.1. 11 Provide A 2004 - - 17,559 2,406 21,369 426
C.1. 12 Provide A 2005 2,188,957 - 21,221 188 - -
C.1. 13 Provide A 2006 - - - - 20,400 -
C.2 CLO/SME 6,492,115 28,703 544,882 2,597 156,170 525
C.2. 1 CORDUSIO SME 2008-1 Limited 1,899,309 28,703 280,334 - 149,367 -
C.2. 2 EuroConnect SME 2007-1 2,563,806 - 148,545 4,206 3,753 525
C.2. 3 EuroConnect SME 2008 2,029,000 - 116,003 -1,609 3,050 -
C.3 CLO/CBO Others 26,518,421 2,782 134,380 -21,466 59,098 -
C.3. 1 BA SFA -1 - 2008 5,663,932 - - - - -
C.3. 2 Euroconnect Issuer LC 2007-1 207,118 -9,128 77,135 -14,689 - -
C.3. 3 Geldilux TS 2005 178,181 6,491 14,200 - 19,784 -
C.3. 4 Geldilux TS 2007 115,075 -1,638 4,200 - 20,870 -
C.3. 5 Geldilux TS 2008 419,155 7,092 24,000 - 18,444 -
C.3. 6 HVB-SFA-1-2008 8,517,843 - - - - -
C.3. 7 HVB-SFA-2-2008 3,323,795 - - - - -
C.3. 8 HVB-SFA-3-2008 8,092,956 - - - - -
C.3. 9 Promise XXS 2006 - 1 366 -34 14,845 -6,777 - -
C.4 LEASES 289,039 - 65,060 387 425,753 -
C.4. 1 F-E Blue 9,975 - - - 38,432 -
C.4. 2 F-E Gold 40,638 - 36,000 - 78,835 -
C.4. 3 F-E Green 20,843 - - - 47,176 -
C.4. 4 Galleon 2,814 - 4,160 - - -
C.4. 5 Locat Securitization Vehicle 2 68,764 - 18,400 221 133,786 -
C.4. 6 Locat SV - Serie 2005 21,617 - 4,000 79 58,882 -
C.4. 7 Locat SV - Serie 2006 115,900 - 1,500 40 68,642 -
C.4. 8 Success 2005 8,488 - 1,000 47 - -
The carrying value is the net exposures shown in Table C.1.1. Writed-downs and write-backs, including depreciations and revaluations posted on the income statement or to reserves, refer to financial year 2009 only
2009 CONSOLIDATED REPORTS AND ACCOUNTS
Carrying Value
Senior
Amounts as at 31.12.2009
BALANCE-SHEET EXPOSURE
Mezzanine Junior
Write-downs / Writebacks
Carrying Value
Write-downs / Writebacks
Carrying Value
Write-downs / Writebacks
376