Disclosures according to Pfandbriefgesetz
Mortgage Pfandbriefe
Art. 28 (1) No. 1, 2, 3 PfandBG | €m | 31.03.2021 | 31.03.2020 | ||||
Risk-adjusted | Risk-adjusted | |||||
Cover calculation mortgage | Net present | net present | Nominal | Net present | net present | |
Pfandbriefe | Nominal value | value | value1 | value | value | value1 |
Liabilities to be covered | 21,498.2 | 22,719.4 | 21,820.2 | 21,016.5 | 22,376.8 | 21,295.8 |
of which Pfandbriefe outstanding | 21,498.2 | 22,719.4 | 21,820.2 | 21,016.5 | 22,376.8 | 21,295.8 |
of which derivatives | - | - | - | - | - | - |
Cover assets | 34,539.9 | 37,974.7 | 36,069.2 | 30,337.8 | 33,592.5 | 31,900.8 |
of which cover loans | 33,537.6 | 36,819.7 | 34,978.8 | 29,698.8 | 32,871.3 | 31,205.6 |
of which cover assets Art. 19 (1) | ||||||
No. 1, 2, 3 PfandBG | 1,002.3 | 1,154.9 | 1,090.4 | 639.0 | 721.2 | 695.2 |
of which derivatives | - | - | - | - | - | - |
Risk-adjusted net present value after | ||||||
interest rate stress test | 14,249.0 | 10,605.0 | ||||
Loss from currency stress test | - | - | ||||
Cover surplus | 13,041.7 | 15,255.3 | 14,249.0 | 9,321.3 | 11,215.7 | 10,605.0 |
- Risk-adjustednet present value including currency stress test.
Art. 28 (1) no. 2 PfandBG | €m | 31.03.2021 | 31.03.2020 |
Mortgage Pfandbriefe outstanding with a residual term of | ||
up to 6 months | 632.7 | 609.8 |
over 6 months up to 12 months | 1,147.0 | 810.7 |
over 12 months up to 18 months | 2,622.0 | 630.5 |
over 18 months up to 2 years | 1,198.0 | 1,147.0 |
over 2 years up to 3 years | 2,781.5 | 3,820.0 |
over 3 years up to 4 years | 1,713.0 | 2,781.5 |
over 4 years up to 5 years | 3,801.5 | 1,718.0 |
over 5 years up to 10 years | 6,191.5 | 8,088.0 |
over 10 years | 1,411.0 | 1,411.0 |
Total | 21,498.2 | 21,016.5 |
Cover assets mortgage Pfandbriefe with a residual fixed interest period of | ||
up to 6 months | 1,127.0 | 1,312.2 |
over 6 months up to 12 months | 960.9 | 850.2 |
over 12 months up to 18 months | 1,420.7 | 1,174.3 |
over 18 months up to 2 years | 1,407.5 | 1,029.2 |
over 2 years up to 3 years | 3,548.4 | 2,928.4 |
over 3 years up to 4 years | 4,138.6 | 3,385.1 |
over 4 years up to 5 years | 3,798.1 | 3,916.0 |
over 5 years up to 10 years | 15,704.4 | 13,996.8 |
over 10 years | 2,434.2 | 1,745.6 |
Total | 34,539.9 | 30,337.8 |
Commerzbank Aktiengesellschaft | Disclosures Art. 28 Pfandbriefgesetz | 31 March 2021 | Page 2 |
Art. 28 (1) no. 4, 5, 6 PfandBG | ||||||
Other cover assets | €m | 31.03.2021 | 31.03.2020 | ||||
Equalisation claims as defined by Art. 19 (1) no. 1 Pfandbriefgesetz | ||||||
Germany | - | - | ||||
Total | - | - | ||||
Loans as defined by Art. 19 (1) no. 2 Pfandbriefgesetz | ||||||
Germany | - | - | ||||
of which covered bonds as defined by Art. 129 of EU Regulation 575/2013 | - | - | ||||
Total | - | - | ||||
Loans as defined by Art. 19 (1) no. 3 Pfandbriefgesetz | ||||||
Germany | 490.0 | 425.0 | ||||
Italy | 343.3 | - | ||||
Austria | 79.0 | 124.0 | ||||
Spain | 90.0 | 90.0 | ||||
Czech Republic | - | - | ||||
Total | 1,002.3 | 639.0 | ||||
Total | 1,002.3 | 639.0 | ||||
Art. 28 (2) no. 1 a PfandBG | ||||||
Size categories | €m | 31.03.2021 | 31.03.2020 | ||||
Up to €0.3m | 25,606.8 | 22,801.5 | ||||
over €0.3m up to €1m | 5,985.8 | 5,231.3 | ||||
over €1m up to €10m | 1,128.4 | 1,009.0 | ||||
over €10m | 816.6 | 657.1 | ||||
Total | 33,537.6 | 29,698.8 | ||||
Art. 28 (2) no. 1 b and c PfandBG | ||||||
Mortgage Pfandbriefe by country and type of | ||||||
use | €m | 31.03.2021 | 31.03.2020 | ||||
Germany | Commercial | Residential | Commercial | Residential | ||
Flats | - | 9,192.9 | - | 7,916.8 | ||
Single family house | - | 19,768.4 | - | 17,624.0 | ||
Multi-dwellings | - | 3,757.0 | - | 3,388.5 | ||
Office buildings | 504.5 | - | 442.1 | - | ||
Retail buildings | 178.9 | - | 175.2 | - | ||
Industrial buildings | 0.2 | - | 0.2 | - | ||
Other commercially used real estate | 135.7 | - | 151.4 | - | ||
Unfinished new buildings not yet generating | ||||||
income | - | 0.0 | - | 0.6 | ||
Building sites | - | - | - | - | ||
Total | 819.3 | 32,718.3 | 768.9 | 28,930.0 | ||
Commerzbank Aktiengesellschaft | Disclosures Art. 28 Pfandbriefgesetz | 31 March 2021 | Page 3 |
Art. 28 (1) no. 10 PfandBG | ||
Foreign currency | €m | 31.03.2021 | 31.03.2020 |
Net present value | - | - |
Art. 28 (1) no. 9 PfandBG | ||
Interest structure | % | 31.03.2021 | 31.03.2020 |
Share of fixed-income cover assets | 98.5 | 99.0 |
Share of fixed-income Pfandbriefe | 81.4 | 90.0 |
Art. 28 (1) no. 8 PfandBG | ||
Limit breaches | €m | 31.03.2021 | 31.03.2020 |
Total amount of loans that exceed the limits defined by Art. 13 (1) PfandBG | - | - |
Total amount of loans that exceed the limits defined by Art. 19 (1) PfandBG | - | - |
Art. 28 (1) no. 11 PfandBG | ||
Other structural data | 31.03.2021 | 31.03.2020 |
Average age of the loans weighted by value, in years (seasoning) | 4.8 | 4.7 |
Average weighted loan-to-value ratio in % | 52.6 | 52.7 |
Art. 28 (2) no. 2 PfandBG | ||
Payments in arrear Germany | €m | 31.03.2021 | 31.03.2020 |
Total payments overdue by at least 90 days | - | - |
Total amount of interest in arrears | - | - |
Total amount of these receivables where the arrears represent | ||
at least 5% of the receivable concerned | - | - |
Commerzbank Aktiengesellschaft | Disclosures Art. 28 Pfandbriefgesetz | 31 March 2021 | Page 4 |
Public Pfandbriefe
Art. 28 (1) no. 1 and 3 PfandBG | €m | 31.03.2021 | 31.03.2020 | ||||||
Risk-adjusted | Risk-adjusted | |||||||
Nominal | Net present | net present | Nominal | Net present | net present | |||
Cover calculation public Pfandbriefe | value | value | value1 | value | value | value1 | ||
Liabilities to be covered | 12,192.6 | 14,478.0 | 13,881.4 | 10,975.4 | 13,574.2 | 12,888.8 | ||
of which Pfandbriefe outstanding | 12,192.6 | 14,478.0 | 13,881.4 | 10,975.4 | 13,574.2 | 12,888.8 | ||
of which derivatives | - | - | - | - | - | - | ||
Cover assets | 13,137.3 | 17,202.7 | 14,574.3 | 11,859.5 | 17,059.2 | 14,781.1 | ||
of which loans for export finance | 2,126.4 | 2,240.3 | 2,175.9 | 2,269.4 | 2,414.5 | 2,351.9 | ||
of which cover assets Art. 20 (1) | ||||||||
PfandBG | 13,063.0 | 17,109.7 | 14,486.2 | 11,773.5 | 16,950.5 | 14,678.4 | ||
of which cover assets Art. 20 (2) | ||||||||
PfandBG | 74.3 | 93.0 | 88.1 | 86.0 | 108.7 | 102.8 | ||
of which derivatives | - | - | - | - | - | - | ||
Risk-adjusted net present value after | ||||||||
interest rate stress test | 1,050.5 | 2,494.4 | ||||||
Loss from currency stress test | -357.7 | -602.1 | ||||||
Cover surplus | 944.7 | 2,724.7 | 692.8 | 884.2 | 3,485.0 | 1,892.3 | ||
1 Risk-adjusted net present value including currency stress test. | ||||||||
Art. 28 (1) no. 2 PfandBG | €m | 31.03.2021 | 31.03.2020 | ||||||
Public Pfandbriefe outstanding with a residual term of | ||||||||
up to 6 months | 84.4 | 444.4 | ||||||
over 6 months up to 12 months | 207.7 | 244.5 | ||||||
over 12 months up to 18 months | 228.0 | 82.0 | ||||||
over 18 months up to 2 years | 3,035.0 | 206.2 | ||||||
over 2 years up to 3 years | 1,316.7 | 3,263.0 | ||||||
over 3 years up to 4 years | 1,579.5 | 1,315.4 | ||||||
over 4 years up to 5 years | 2,772.9 | 1,638.9 | ||||||
over 5 years up to 10 years | 1,257.9 | 1,787.6 | ||||||
over 10 years | 1,710.4 | 1,993.4 | ||||||
Total | 12,192.6 | 10,975.4 | ||||||
Cover assets public Pfandbriefe with a residual fixed interest period of | ||||||||
up to 6 months | 434.0 | 482.8 | ||||||
over 6 months up to 12 months | 469.9 | 620.2 | ||||||
over 12 months up to 18 months | 627.2 | 298.7 | ||||||
over 18 months up to 2 years | 434.5 | 296.0 | ||||||
over 2 years up to 3 years | 953.8 | 835.2 | ||||||
over 3 years up to 4 years | 937.0 | 776.2 | ||||||
over 4 years up to 5 years | 885.1 | 654.6 | ||||||
over 5 years up to 10 years | 3,722.4 | 3,434.7 | ||||||
over 10 years | 4,673.4 | 4,461.2 | ||||||
Total | 13,137.3 | 11,859.5 | ||||||
Commerzbank Aktiengesellschaft | Disclosures Art. 28 Pfandbriefgesetz | 31 March 2021 | Page 5 |
Art. 28 (1) no. 4 and 5 PfandBG | ||
Other cover assets | €m | 31.03.2021 | 31.03.2020 |
Equalisation claims as defined by Art. 20 (2) no. 1 Pfandbriefgesetz | ||
Germany | - | - |
Total | - | - |
Loans as defined by Art. 20 (2) no. 2 Pfandbriefgesetz | ||
Germany | 74.3 | 86.0 |
of which covered bonds as defined by Art. 129 of EU Regulation 575/2013 | - | - |
Netherlands | - | - |
of which covered bonds as defined by Art. 129 of EU Regulation 575/2013 | - | - |
Total | 74.3 | 86.0 |
Total | 74.3 | 86.0 |
Art. 28 (3) no.1 PfandBG | ||
Size categories | €m | 31.03.2021 | 31.03.2020 |
up to €10m | 823.1 | 253.0 |
over €10m up to €100m | 4,078.7 | 2,886.9 |
over €100m | 8,161.1 | 8,633.6 |
Total | 13,063.0 | 11,773.5 |
Art. 28 (1) no. 10 PfandBG | ||
Foreign currency | €m | 31.03.2021 | 31.03.2020 |
Net present value in Swiss francs | 475.3 | 594.2 |
Net present value in British pounds | 2,221.1 | 3,810.0 |
Net present value in Australian dollars | - | 8.7 |
Net present value in US dollars | 849.4 | 984.5 |
Art. 28 (1) no. 9 PfandBG | ||
Interest structure | % | 31.03.2021 | 31.03.2020 |
Share of fixed-income cover assets | 74.0 | 68.0 |
Share of fixed-income Pfandbriefe | 40.1 | 51.2 |
Art. 28 (1) no. 8 PfandBG | ||
Limit breaches | €m | 31.03.2021 | 31.03.2020 |
Total amount of loans that exceed the limits defined by Art. 20 (2) PfandBG | - | - |
Art. 28 (3) no. 3 PfandBG | ||
Payments in arrear | €m | 31.03.2021 | 31.03.2020 |
Total payments overdue by at least 90 days | - | - |
Total amount of these receivables where the arrears represent | ||
at least 5% of the receivable concerned | - | - |
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Commerzbank AG published this content on 29 April 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 29 April 2021 07:08:03 UTC.