MOE · Q4 2021
Stadtsparkasse Mönchengladbach
Institution report with full transparency disclosures under section 28 PfandBG.
Key figures
Overview by Pfandbrief type
Outstanding Pfandbriefe, cover assets and reported overcollateralisation by Pfandbrief type.
| Public sector Pfandbriefe | |
|---|---|
| Outstanding Pfandbriefe | 30.0 EUR million |
| Cover pool | 50.0 EUR million |
| Voluntary overcollateralisation | not reported |
| Statutory overcollateralisation | not reported |
| Overcollateralisation | 20.0 EUR million |
Detail
Country breakdown
Cover assets by country and Pfandbrief type.
| Country | Mortgage cover assets | Public sector cover assets |
|---|---|---|
| Germany | – | 50.0 EUR million |
Full report
All submitted values
Organised by record type and data section. All monetary amounts are shown in EUR million.
TA
General cover data
Record type TA
Public sector PfandbriefeData section O 37 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Nominal value | Total | – | 30.0 EUR million |
| w2 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Nominal value of which derivatives | Total | – | 0.0 EUR million |
| w3 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Nominal value | Total | – | 50.0 EUR million |
| w4 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Nominal value of which derivatives | Total | – | 0.0 EUR million |
| w5 | Overcollateralisation under the vdp credit quality differentiation modelOvercollateralisation - Nominal value | Total | – | 0.0 EUR million |
| w6 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Net present value | Total | – | 31.1 EUR million |
| w7 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Net present value of which derivatives | Total | – | 0.0 EUR million |
| w8 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Net present value | Total | – | 50.8 EUR million |
| w9 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Net present value of which derivatives | Total | – | 0.0 EUR million |
| w10 | Overcollateralisation under the vdp credit quality differentiation modelOvercollateralisation - Net present value | Total | – | 0.0 EUR million |
| w11 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Risk-adjusted net present value | Total | – | 35.5 EUR million |
| w12 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Outstanding Pfandbriefe - Risk-adjusted net present value of which derivatives | Total | – | 0.0 EUR million |
| w13 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Risk-adjusted net present value | Total | – | 52.6 EUR million |
| w14 | Pfandbrief cover assets and outstanding volume (disclosure under § 28 subsection 1 nos. 1 and 3 PfandBG)Cover pool - Risk-adjusted net present value of which derivatives | Total | – | 0.0 EUR million |
| w15 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w16 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 5.0 EUR million |
| w17 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w18 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 10.0 EUR million |
| w19 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w20 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 10.0 EUR million |
| w21 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w22 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 10.0 EUR million |
| w23 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 10.0 EUR million |
| w24 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 15.0 EUR million |
| w25 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 5.0 EUR million |
| w26 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 0.0 EUR million |
| w27 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w28 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 0.0 EUR million |
| w29 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 15.0 EUR million |
| w30 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 0.0 EUR million |
| w31 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Outstanding Pfandbriefe | Total | – | 0.0 EUR million |
| w32 | Maturity structure (disclosure under § 28 subsection 1 no. 2 PfandBG)Cover pool | Total | – | 0.0 EUR million |
| w33 | Cover assets by size (disclosure under § 28 subsection 3 no. 1 PfandBG)Cover assets (≤ 300 thousand) | Total | – | 50.0 EUR million |
| w34 | Cover assets by size (disclosure under § 28 subsection 3 no. 1 PfandBG)Cover assets (300 thousand < cover assets ≤ 1 million) | Total | – | 0.0 EUR million |
| w35 | Cover assets by size (disclosure under § 28 subsection 3 no. 1 PfandBG)Cover assets (1 million < cover assets ≤ 10 million) | Total | – | 0.0 EUR million |
| w36 | Cover assets by size (disclosure under § 28 subsection 3 no. 1 PfandBG)Cover assets (cover assets > 10 million) | Total | – | 0.0 EUR million |
| – | Additional informationRisk-adjusted net present value calculation method | Total | – | Static approach Code: s |
TD
Primary cover assets
Record type TD
Public sector PfandbriefeData section O 17 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Cover assets owedClaims against central government | Germany | – | 0.0 EUR million |
| w2 | Cover assets owedClaims against regional authorities | Germany | – | 40.0 EUR million |
| w3 | Cover assets owedClaims against local authorities | Germany | – | 0.0 EUR million |
| w4 | Cover assets owedClaims against other entities | Germany | – | 10.0 EUR million |
| w5 | Cover assets guaranteedClaims against central government | Germany | – | 0.0 EUR million |
| w6 | Cover assets guaranteedClaims against regional authorities | Germany | – | 0.0 EUR million |
| w7 | Cover assets guaranteed€ Claims against local authorities | Germany | – | 0.0 EUR million |
| w8 | Cover assets guaranteedClaims against other entities | Germany | – | 0.0 EUR million |
| w9 | Export credit guaranteesOf which export credit guarantees | Germany | – | 0.0 EUR million |
| w10 | Total payments overdue by at least 90 daysCentral government | Germany | – | 0.0 EUR million |
| w11 | Total payments overdue by at least 90 daysRegional authorities | Germany | – | 0.0 EUR million |
| w12 | Total payments overdue by at least 90 daysLocal authorities | Germany | – | 0.0 EUR million |
| w13 | Total payments overdue by at least 90 daysOther | Germany | – | 0.0 EUR million |
| w14 | Total claims where the respective arrears amount to at least 5% of the claimCentral government | Germany | – | 0.0 EUR million |
| w15 | Total claims where the respective arrears amount to at least 5% of the claimRegional authorities | Germany | – | 0.0 EUR million |
| w16 | Total claims where the respective arrears amount to at least 5% of the claimLocal authorities | Germany | – | 0.0 EUR million |
| w17 | Total claims where the respective arrears amount to at least 5% of the claimOther | Germany | – | 0.0 EUR million |
TW
Further cover assets
Record type TW
Public sector PfandbriefeData section O 5 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Further cover assetsTotal further cover assets | Germany | – | 0.0 EUR million |
| w2 | Further cover assets(of which) Compensation claims (§ 20 subsection 2 no. 1) | Germany | – | 0.0 EUR million |
| w3 | Further cover assets(Cash) claims within the meaning of § 20 subsection 2 no. 2 | Germany | – | 0.0 EUR million |
| w4 | Further cover assets(of which) covered bonds within the meaning of Art. 129 Regulation (EU) no. 575/2013 | Germany | – | 0.0 EUR million |
| w5 | Other valuesValue w5 | Germany | – | 0.0 |
TK
Key figures
Record type TK
Public sector PfandbriefeData section O 22 Values
| Value | Section and field | Context | Breakdown | Reported value |
|---|---|---|---|---|
| w1 | Key figures (disclosure under §28 subsection 1 nos. 8 to 10 PfandBG)Share of fixed-rate Pfandbriefe in outstanding Pfandbriefe, in percent (§ 28 subsection 1 no. 9) | Total | – | 100.0 % |
| w2 | Other valuesValue w2 | Total | – | 0.0 |
| w3 | Key figures (disclosure under §28 subsection 1 nos. 8 to 10 PfandBG)Total claims used as cover assets exceeding the percentage limits under § 20 subsection 2. (§ 28 subsection 1 no. 8 PfandBG) | Total | – | 0.0 EUR million |
| w4 | Other valuesValue w4 | Total | – | 0.0 |
| w5 | Key figures (disclosure under §28 subsection 1 nos. 8 to 10 PfandBG)Share of fixed-rate cover assets in total cover assets, in percent (§ 28 subsection 1 no. 9 PfandBG) | Total | – | 100.0 % |
| w6 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)CAD | Total | – | 0.0 EUR million |
| w7 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)CHF | Total | – | 0.0 EUR million |
| w8 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)CZK | Total | – | 0.0 EUR million |
| w9 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)DKK | Total | – | 0.0 EUR million |
| w10 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)GBP | Total | – | 0.0 EUR million |
| w11 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)HKD | Total | – | 0.0 EUR million |
| w12 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)JPY | Total | – | 0.0 EUR million |
| w13 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)NOK | Total | – | 0.0 EUR million |
| w14 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)SEK | Total | – | 0.0 EUR million |
| w15 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)USD | Total | – | 0.0 EUR million |
| w16 | Net present value by foreign currency under section 6 of the Pfandbrief Net Present Value Regulation (disclosure under § 28 subsection 1 no. 10 PfandBG) (balance of assets and liabilities)AUD | Total | – | 0.0 EUR million |
| w17 | Other valuesValue w17 | Total | – | 0.0 |
| w18 | Other valuesValue w18 | Total | – | 0.0 |
| w19 | Other valuesValue w19 | Total | – | 0.0 |
| w20 | Other valuesValue w20 | Total | – | 0.0 |
| w21 | Other valuesValue w21 | Total | – | 0.0 |
| w22 | Other valuesValue w22 | Total | – | 0.0 |
Units and interpretation
- All monetary values are shown in EUR million.
- Numbers in the summaries and the full data table are rounded to one decimal place.
- Percentage, text and selection fields are not scaled.
- JSON and CSV contain this report's published source data with the reported precision.