GENERAL MEETING DRAFT - Bankier.pl

C.1.4 Banking Group - Exposure resulting from securitisation transactions broken down by portfolio and type
Amounts as at 31.12.2009
Amounts as at
Exposure / portfolio
Trading Fair value through Available for sale Held-to-maturity Loans Total
31.12.2008
profit and loss
Total
1. Balance-sheet exposures 460,306 97,283 323,474 159,657 8,841,205 9,881,925 13,620,962
- Senior 380,236 62,055 274,482 121,458 6,085,921 6,924,152 9,312,432
- Mezzanine 79,825 35,228 43,462 38,199 2,452,268 2,648,982 3,411,028
- Junior 245 - 5,530 - 303,016 308,791 897,502
2. Off-balance-sheet exposures - - - - 1,171,614 1,171,614 3,306,170
- Senior - - - - 390,414 390,414 2,380,273
- Mezzanine - - - - 781,200 781,200 896,955
- Junior - - - - - - 28,942
This table shows the carrying value only of exposures arising from in-house securitization for which the assets sold have been derecognized as well as securitizations carried out by others.
C.1.5 Banking Group - Securitised assets underlying junior securities or other forms of
credit support
Asset/Securities
Amounts as at 31.12.2009
Traditional Synthetic
A. Own underlying assets:
20,615,568 9,425,958
A.1 Totally derecognised
1,230,745 X
1. Non-performing loans 1,005,198 X
2. Doubtful loans - X
3. Restructured exposures - X
4. Past-due exposures - X
5. Other assets 225,547 X
A.2 Partially derecognised
- X
1. Non-performing loans - X
2. Doubtful loans - X
3. Restructured exposures - X
4. Past-due exposures - X
5. Other assets - X
A.3 Non-derecognised
19,384,823 9,425,958
1. Non-performing loans 176,291 94,699
2. Doubtful loans 232,500 74,732
3. Restructured exposures 7,456 12,378
4. Past-due exposures 166,878 25,875
5. Other assets 18,801,698 9,218,274
B. Third party underlying assets:
66,899 2,829
B.1 Non-performing loans
632 15
B.2 Doubtful loans
316 -
B.3 Restructured exposures
- -
B.4 Past-due exposures
- -
B.5 Other assets
65,951 2,814
C.1.6 Banking Group - Stakes in special purpose vehicles
Name Headquarters Stake %
Augusto S.r.L. Milano - Via Pontaccio, 10 5%
Breakeven S.r.L. Verona - Piazzetta Monte, 1 100%
Colombo S.r.L. Milano - Via Pontaccio, 10 5%
Diocleziano S.r.L Milano - Via Pontaccio, 10 5%
Entasi S.r.l. Roma - Largo Chigi 5 100%
Eurofinance 2000 S.r.l. Roma - Largo Chigi 5 100%
Quercia Funding S.r.L. Verona - Via Garibaldi, 1 65%
Trevi Finance S.p.A. Conegliano (TV) - via Vittorio Alfieri, 1 60%
Trevi Finance n. 2 S.p.A. Conegliano (TV) - via Vittorio Alfieri, 1 60%
Trevi Finance n. 3 S.r.l. Conegliano (TV) - via Vittorio Alfieri, 1 60%
2009 CONSOLIDATED REPORTS AND ACCOUNTS
382