GENERAL MEETING DRAFT - Bankier.pl

(C.1.3 Banking Group - Exposure resulting from the main third-party securitisation transactions broken down by type of securitised asset and by type of exposure continued (*))
Type of securitised assets /
exposure
2009 CONSOLIDATED REPORTS AND ACCOUNTS
Net exposure
Senior
Write-downs / Writebacks
Amounts as at 31.12.2009
GUARANTEES GIVEN
Mezzanine Junior
A.1. RMBS PRIME
- - - - - -
A.1. 1 STORM BV - - - - - -
A.1. 2 OPUS ONE CORPORATION - - - - - -
A.1. 3 HOLLAND EURO-DENOMINATED MTG BACKED - - - - - -
A.1. 4 LUSITANO MORTGAGES PLC - - - - - -
A.1. 5 CELTIC RESIDENTIAL IRISH MORTGAGE SEC - - - - - -
A.1. 6 FASTNET SECURITIES PLC - - - - - -
A.1. 7 GRANITE MASTER ISSUER PLC - - - - - -
A.1. 8 DELPHINUS BV - - - - - -
A.1. 9 TDA CAM 5 FTA - - - - - -
A.1. 10 PERMANENT FINANCING PLC - - - - - -
A.1. 11 BPM SECURITISATION SRL - - - - - -
A.1. 12 MONASTERY BV - - - - - -
A.1. 13 BELUGA MASTER ISSUER BV - - - - - -
A.1. 14 AYT GENOVA HIPOTECARIO VII FTH - - - - - -
A.1. 15 DUTCH MORTGAGE PORTFOLIO LOANS B.V. - - - - - -
A.1. 16 EMERALD MORTGAGES PLC - - - - - -
A.1. 17 CARLYLE EUROPE REAL ESTATE PARTNERS - - - - - -
A.1. 18 OTHER 118 EXPOSURES - - - - - -
A.2. RMBS NONCONFORMING
- - - - - -
A.2. 1 BLUESTONE SECURITIES PLC - - - - - -
A.2. 2 OTHER 18 EXPOSURES - - - - - -
A.3. RMBS US SUBPRIME - - - - - -
A.3. 1 8 EXPOSURES - - - - - -
A.4. CMBS - - - - - -
A.4. 1 FONDO IMMOBILI PUBBLICI FUNDING S.R.L. - - - - - -
A.4. 2 OTHER 99 EXPOSURES - - - - - -
A.5. CDO OF ABS/CDO SQUARED
- - - - - -
A.5. 1 13 EXPOSURES - - - - - -
A.6. CDO - BALANCE SHEET
- - - - - -
A.6. 1 GLENEAGLES FUNDING LTD - - - - - -
A.6. 2 OTHER 2 EXPOSURES - - - - - -
A.7. CDO - PREFERRED STOCK
- - - - - -
A.7. 1 6 EXPOSURES - - - - - -
A.8. CDO - SYNTHETIC ARBITRAGE
- - - - - -
A.8. 1 4 EXPOSURES - - - - - -
A.9. CRE CDO
- - - - - -
A.9. 1 5 EXPOSURES - - - - - -
A.10. CDO OTHER
- - - - - -
A.10. 1 17 EXPOSURES - - - - - -
A.11. CLO SME
- - - - - -
A.11. 1 PREPS - - - - - -
A.11. 2 OTHER 30 EXPOSURES - - - - - -
A.12. CLO ARBITRAGE/BALANCE SHEET
- - - - - -
A.12. 1 KKR FINANCIAL CLO LTD - - - - - -
A.12. 2 HARBOURMASTER CLO - - - - - -
A.12. 3 31 EXPOSURES - - - - - -
A.13. CLO / CBO OTHER
- - - - - -
A.13. 1 JUBILEE CDO BV - - - - - -
A.13. 2 OTHER 41 EXPOSURES - - - - - -
A.14. CONSUMER LOANS
- - - - - -
A.14. 1 "AIFUL ""GUARDIAN ABL"" TRUST" - - - - - -
A.14. 2 OTHER 29 EXPOSURES - - - - - -
A.15. CREDIT CARDS
- - - - - -
A.15. 1 OTHER 6 EXPOSURES - - - - - -
A.16. STUDENT LOANS
- - - - - -
A.16. 1 STUDENT LOAN ASSET FUNDING INC - - - - - -
A.16. 2 4 EXPOSURES - - - - - -
A.17. LEASES
- - - - - -
A.17. 1 AUTO ABS COMPARTIMENT - - - - - -
A.17. 2 OTHER 19 EXPOSURES - - - - - -
A.18. OTHER
- - - - - -
A.18. 1 SOCIETA' CARTOLARIZZAZIONE CRED INPS - - - - - -
A.18. 2 CRC Funding Facility - - - - - -
A.18. 3 SAPPI US/ASIA/EUROPE - - - - - -
A.18. 4 OTHER 16 EXPOSURES - - - - - -
A.19. CONDUITS
- - - - - -
A.19. 1 SALOME FUNDING PLC (§) - - - - - -
A.19. 2 BUFCO (§) - - - - - -
A.19. 3 ARABELLA FINANCE LIMITED (§) - - - - - -
Net exposure
Write-downs / Writebacks
Net exposure
Write-downs / Writebacks
380