A. Harmonised Transparency Template - General Information | HTT 2021 | ||
Reporting in Domestic Currency | EUR | ||
CONTENT OF TAB A | |||
1. Basic Facts | |||
2. Regulatory Summary | |||
3. General Cover Pool / Covered Bond Information | ` |
- References to Capital Requirements Regulation (CRR) 129(7)
-
References to Capital Requirements Regulation (CRR) 129(1)
6. Other relevant information
Field | 1. Basic Facts | ||||
Number | |||||
G.1.1.1 | Country | AUT | |||
G.1.1.2 | Issuer Name | BTV | |||
G.1.1.3 | Link to Issuer's Website | Link BTV | |||
G.1.1.4 | Cut-off date | 30.06.2021 | |||
OG.1.1.1 | Optional information e.g. Contact names | ||||
OG.1.1.2 | Optional information e.g. Parent name | ||||
OG.1.1.3 | |||||
OG.1.1.4 | |||||
OG.1.1.5 | |||||
OG.1.1.6 | |||||
OG.1.1.7 | |||||
OG.1.1.8 | |||||
2. Regulatory Summary | |||||
G.2.1.1 | UCITS Compliance (Y/N) | Y | |||
G.2.1.2 | CRR Compliance (Y/N) | Y | |||
G.2.1.3 | LCR status | [Insert link to the issuer's profile on the Covered | |||
Bond Label website] | |||||
OG.2.1.1 | |||||
OG.2.1.2 | |||||
OG.2.1.3 | |||||
OG.2.1.4 | |||||
OG.2.1.5 | |||||
OG.2.1.6 | |||||
3. General Cover Pool / Covered Bond Information | |||||
1.General Information | Nominal (mn) | ||||
G.3.1.1 | Total Cover Assets | 0,69643959 | |||
G.3.1.2 | Outstanding Covered Bonds | 0 | |||
OG.3.1.1 | Cover Pool Size [NPV] (mn) | [Mark as ND1 if not relevant] | |||
OG.3.1.2 | Outstanding Covered Bonds [NPV] (mn) | [Mark as ND1 if not relevant] | |||
OG.3.1.3 | |||||
OG.3.1.4 | |||||
2. Over-collateralisation (OC) | Legal / Regulatory | Actual | Minimum Committed | Purpose | |
G.3.2.1 | OC (%) | 2,0% | #DIV/0! | [For completion] | [Mark as ND1 if not relevant] |
OG.3.2.1 | Optional information e.g. Asset Coverage Test (ACT) | ||||
OG.3.2.2 | Optional information e.g. OC (NPV basis) | ||||
OG.3.2.3 | |||||
OG.3.2.4 | |||||
OG.3.2.5 | |||||
OG.3.2.6 | |||||
3. Cover Pool Composition | Nominal (mn) | % Cover Pool | |||
G.3.3.1 | Mortgages | 0,0 | 0,0% | ||
G.3.3.2 | Public Sector | 0,69643959 | 100,0% | ||
G.3.3.3 | Shipping | 0,0 | 0,0% | ||
G.3.3.4 | Substitute Assets | 0,0 | 0,0% | ||
G.3.3.5 | Other | 0,0 | 0,0% | ||
G.3.3.6 | Total | 0,7 | 100,0% | ||
OG.3.3.1 | o/w [If relevant, please specify] | 0,0% | |||
OG.3.3.2 | o/w [If relevant, please specify] | 0,0% | |||
OG.3.3.3 | o/w [If relevant, please specify] | 0,0% |
OG.3.3.4 | o/w [If relevant, please specify] | |
OG.3.3.5 | o/w [If relevant, please specify] | |
OG.3.3.6 | o/w [If relevant, please specify] | |
4. Cover Pool Amortisation Profile | Contractual | |
G.3.4.1 | Weighted Average Life (in years) | 5,84859144 |
Residual Life (mn) | ||
By buckets: | ||
G.3.4.2 | 0 - 1 Y | 0 |
G.3.4.3 | 1 - 2 Y | 0 |
G.3.4.4 | 2 - 3 Y | 0,09924579 |
G.3.4.5 | 3 - 4 Y | 0,13087269 |
G.3.4.6 | 4 - 5 Y | 0,08500861 |
G.3.4.7 | 5 - 10 Y | 0,3813125 |
G.3.4.8 | 10+ Y | 0 |
G.3.4.9 | Total | 0,7 |
OG.3.4.1 | o/w 0-1 day | |
OG.3.4.2 | o/w 0-0.5y | |
OG.3.4.3 | o/w 0.5-1 y | |
OG.3.4.4 | o/w 1-1.5y | |
OG.3.4.5 | o/w 1.5-2 y | |
OG.3.4.6 | ||
OG.3.4.7 | ||
OG.3.4.8 | ||
OG.3.4.9 | ||
OG.3.4.10 | ||
5. Maturity of Covered Bonds | Initial Maturity | |
G.3.5.1 | Weighted Average life (in years) | 0,0 |
Maturity (mn) | ||
G.3.5.2 | By buckets: | |
G.3.5.3 | 0 - 1 Y | 0 |
G.3.5.4 | 1 - 2 Y | 0 |
G.3.5.5 | 2 - 3 Y | 0 |
G.3.5.6 | 3 - 4 Y | 0 |
G.3.5.7 | 4 - 5 Y | 0 |
G.3.5.8 | 5 - 10 Y | 0 |
G.3.5.9 | 10+ Y | 0 |
G.3.5.10 | Total | 0,0 |
OG.3.5.1 | o/w 0-1 day | |
OG.3.5.2 | o/w 0-0.5y | |
OG.3.5.3 | o/w 0.5-1 y | |
OG.3.5.4 | o/w 1-1.5y | |
OG.3.5.5 | o/w 1.5-2 y | |
OG.3.5.6 | ||
OG.3.5.7 | ||
OG.3.5.8 | ||
OG.3.5.9 | ||
OG.3.5.10 | ||
6. Cover Assets - Currency | Nominal [before hedging] (mn) | |
G.3.6.1 | EUR | 0,70 |
G.3.6.2 | AUD | 0,0 |
G.3.6.3 | BRL | 0,0 |
G.3.6.4 | CAD | 0,0 |
G.3.6.5 | CHF | 0 |
G.3.6.6 | CZK | 0,0 |
G.3.6.7 | DKK | 0,0 |
G.3.6.8 | GBP | 0,0 |
G.3.6.9 | HKD | 0,0 |
G.3.6.10 | JPY | 0,0 |
G.3.6.11 | KRW | 0,0 |
G.3.6.12 | NOK | 0,0 |
G.3.6.13 | PLN | 0,0 |
G.3.6.14 | SEK | 0,0 |
G.3.6.15 | SGD | 0,0 |
G.3.6.16 | USD | 0 |
0,0% | ||
0,0% | ||
0,0% | ||
Expected Upon Prepayments | % Total Contractual | % Total Expected Upon Prepayments |
[Mark as ND1 if not relevant] | ||
[Mark as ND1 if not relevant] | 0,0% | |
[Mark as ND1 if not relevant] | 0,0% | |
[Mark as ND1 if not relevant] | 14,3% | |
[Mark as ND1 if not relevant] | 18,8% | |
[Mark as ND1 if not relevant] | 12,2% | |
[Mark as ND1 if not relevant] | 54,8% | |
[Mark as ND1 if not relevant] | 0,0% | |
0,0 | 100,0% | 0,0% |
0,0% | ||
0,0% | ||
0,0% | ||
0,0% | ||
0,0% | ||
0,00% | ||
0,00% | ||
Extended Maturity | % Total Initial Maturity | % Total Extended Maturity |
[Mark as ND1 if not relevant] | ||
[Mark as ND1 if not relevant] | ||
[Mark as ND1 if not relevant] | ||
[Mark as ND1 if not relevant] | ||
[Mark as ND1 if not relevant] | ||
[Mark as ND1 if not relevant] | ||
[Mark as ND1 if not relevant] | ||
[Mark as ND1 if not relevant] | ||
0,0 | 0,0% | 0,0% |
Nominal [after hedging] (mn) | % Total [before] | % Total [after] |
[For completion] | 100,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% | |
[For completion] | 0,0% |
G.3.6.17 | Other | 0,0 |
G.3.6.18 | Total | 0,7 |
OG.3.6.1 | o/w [If relevant, please specify] | |
OG.3.6.2 | o/w [If relevant, please specify] | |
OG.3.6.3 | o/w [If relevant, please specify] | |
OG.3.6.4 | o/w [If relevant, please specify] | |
OG.3.6.5 | o/w [If relevant, please specify] | |
OG.3.6.6 | o/w [If relevant, please specify] | |
OG.3.6.7 | o/w [If relevant, please specify] | |
7. Covered Bonds - Currency | Nominal [before hedging] (mn) | |
G.3.7.1 | EUR | 0 |
G.3.7.2 | AUD | 0,0 |
G.3.7.3 | BRL | 0,0 |
G.3.7.4 | CAD | 0,0 |
G.3.7.5 | CHF | 0 |
G.3.7.6 | CZK | 0,0 |
G.3.7.7 | DKK | 0,0 |
G.3.7.8 | GBP | 0,0 |
G.3.7.9 | HKD | 0,0 |
G.3.7.10 | JPY | 0,0 |
G.3.7.11 | KRW | 0,0 |
G.3.7.12 | NOK | 0,0 |
G.3.7.13 | PLN | 0,0 |
G.3.7.14 | SEK | 0,0 |
G.3.7.15 | SGD | 0,0 |
G.3.7.16 | USD | 0 |
G.3.7.17 | Other | 0,0 |
G.3.7.18 | Total | 0,0 |
OG.3.7.1 | o/w [If relevant, please specify] | |
OG.3.7.2 | o/w [If relevant, please specify] | |
OG.3.7.3 | o/w [If relevant, please specify] | |
OG.3.7.4 | o/w [If relevant, please specify] | |
OG.3.7.5 | o/w [If relevant, please specify] | |
OG.3.7.6 | o/w [If relevant, please specify] | |
OG.3.7.7 | o/w [If relevant, please specify] | |
8. Covered Bonds - Breakdown by interest rate | Nominal [before hedging] (mn) | |
G.3.8.1 | Fixed coupon | 0 |
G.3.8.2 | Floating coupon | 0 |
G.3.8.3 | Other | 0,0 |
G.3.8.4 | Total | 0,0 |
OG.3.8.1 | ||
OG.3.8.2 | ||
OG.3.8.3 | ||
OG.3.8.4 | ||
OG.3.8.5 | ||
9. Substitute Assets - Type | Nominal (mn) | |
G.3.9.1 | Cash | [For completion] |
G.3.9.2 | Exposures to/guaranteed by Supranational, Sovereign, Agency (SSA) | [For completion] |
G.3.9.3 | Exposures to central banks | [For completion] |
G.3.9.4 | Exposures to credit institutions | [For completion] |
G.3.9.5 | Other | [For completion] |
G.3.9.6 | Total | 0,0 |
OG.3.9.1 | o/w EU gvts or quasi govts | |
OG.3.9.2 | o/w third-party countries Credit Quality Step 1 (CQS1) gvts or quasi govts | |
OG.3.9.3 | o/w third-party countries Credit Quality Step 2 (CQS2) gvts or quasi govts | |
OG.3.9.4 | o/w EU central banks | |
OG.3.9.5 | o/w third-party countries Credit Quality Step 1 (CQS1) central banks | |
OG.3.9.6 | o/w third-party countries Credit Quality Step 2 (CQS2) central banks | |
OG.3.9.7 | o/w CQS1 credit institutions | |
OG.3.9.8 | o/w CQS2 credit institutions | |
OG.3.9.9 |
[For completion] | 0,0% | |
0,0 | 100,0% | 0,0% |
0,0% | ||
0,0% | ||
0,0% | ||
0,0% | ||
0,0% | ||
0,0% | ||
Nominal [after hedging] (mn) | % Total [before] | % Total [after] |
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
[For completion] | ||
0,0 | 0,0% | 0,0% |
Nominal [after hedging] (mn) | % Total [before] | % Total [after] |
[For completion] | ||
[For completion] | ||
[For completion] | ||
0,0 | 0,0% | 0,0% |
% Substitute Assets
0,0%
OG.3.9.10 | ||||
OG.3.9.11 | ||||
OG.3.9.12 | ||||
10. Substitute Assets - Country | Nominal (mn) | % Substitute Assets | ||
G.3.10.1 | Domestic (Country of Issuer) | [For completion] | ||
G.3.10.2 | Eurozone | [For completion] | ||
G.3.10.3 | Rest of European Union (EU) | [For completion] | ||
G.3.10.4 | European Economic Area (not member of EU) | [For completion] | ||
G.3.10.5 | Switzerland | [For completion] | ||
G.3.10.6 | Australia | [For completion] | ||
G.3.10.7 | Brazil | [For completion] | ||
G.3.10.8 | Canada | [For completion] | ||
G.3.10.9 | Japan | [For completion] | ||
G.3.10.10 | Korea | [For completion] | ||
G.3.10.11 | New Zealand | [For completion] | ||
G.3.10.12 | Singapore | [For completion] | ||
G.3.10.13 | US | [For completion] | ||
G.3.10.14 | Other | [For completion] | ||
G.3.10.15 | Total EU | [For completion] | ||
G.3.10.16 | Total | 0,0 | 0,0% | |
OG.3.10.1 | o/w [If relevant, please specify] | |||
OG.3.10.2 | o/w [If relevant, please specify] | |||
OG.3.10.3 | o/w [If relevant, please specify] | |||
OG.3.10.4 | o/w [If relevant, please specify] | |||
OG.3.10.5 | o/w [If relevant, please specify] | |||
OG.3.10.6 | o/w [If relevant, please specify] | |||
OG.3.10.7 | o/w [If relevant, please specify] | |||
11. Liquid Assets | Nominal (mn) | % Cover Pool | % Covered Bonds | |
G.3.11.1 | Substitute and other marketable assets | [For completion] | ||
G.3.11.2 | Central bank eligible assets | [For completion] | ||
G.3.11.3 | Other | [For completion] | ||
G.3.11.4 | Total | 0,0 | 0,0% | 0,0% |
OG.3.11.1 | o/w [If relevant, please specify] | |||
OG.3.11.2 | o/w [If relevant, please specify] | |||
OG.3.11.3 | o/w [If relevant, please specify] | |||
OG.3.11.4 | o/w [If relevant, please specify] | |||
OG.3.11.5 | o/w [If relevant, please specify] | |||
OG.3.11.6 | o/w [If relevant, please specify] | |||
OG.3.11.7 | o/w [If relevant, please specify] | |||
12. Bond List | ||||
G.3.12.1 | Bond list | [Insert link to the issuer's profile on the Covered | ||
Bond Label website] | ||||
13. Derivatives & Swaps | ||||
G.3.13.1 | Derivatives in the register / cover pool [notional] (mn) | 0,0 | ||
G.3.13.2 | Type of interest rate swaps (intra-group, external or both) | [For completion] | ||
G.3.13.3 | Type of currency rate swaps (intra-group, external or both) | [For completion] | ||
OG.3.13.1 | NPV of Derivatives in the cover pool (mn) | |||
OG.3.13.2 | Derivatives outside the cover pool [notional] (mn) | |||
OG.3.13.3 | NPV of Derivatives outside the cover pool (mn) | |||
OG.3.13.4 | ||||
OG.3.13.5 | ||||
14. Sustainable or other special purpose strategy - optional | ||||
G.3.14.1 | Cover pool involved in a sustainable/special purpose strategy? (Y/N) | [For completion] | ||
G.3.14.2 | If yes to G.3.14.1 is there a commitment (1) or are already sustainable | [For completion] | ||
components present (2)? | ||||
G.3.14.3 | specific criteria | [ESG, SDG, blue loan etc.] | ||
G.3.14.4 | link to the committed objective criteria | [link on the issuer's website to the objective | ||
criteria the labelled pool is committed to] | ||||
OG.3.14.1
OG.3.14.2
OG.3.14.3
OG.3.14.4
OG.3.14.5
OG.3.14.6
OG.3.14.7
OG.3.14.8
OG.3.14.9
OG.3.14.10
OG.3.14.11
OG.3.14.12
OG.3.14.13
OG.3.14.14
OG.3.14.15
OG.3.14.16
OG.3.14.17
OG.3.14.18
OG.3.14.19
OG.3.14.20
OG.3.14.21
OG.3.14.22
OG.3.14.23
OG.3.14.24
OG.3.14.25
OG.3.14.26
OG.3.14.27
OG.3.14.28
OG.3.14.29
OG.3.14.30
OG.3.14.31
OG.3.14.32
OG.3.14.33
OG.3.14.34
OG.3.14.35
OG.3.14.36
OG.3.14.37
OG.3.14.38
OG.3.14.39
OG.3.14.40
OG.3.14.41
4. References to Capital Requirements Regulation (CRR) | Row | Row |
129(7) | ||
The issuer believes that, at the time of its issuance and based on transparency data made publicly available by the issuer, these covered bonds would satisfy the eligibility criteria for Article 129(7) of the Capital Requirements Regulation (EU) 575/2013. It should be noted, however, that
whether or not exposures in the form of covered bonds are eligible to preferential treatment under Regulation (EU) 575/2013 is ultimately a matter to be determined by a relevant investor institution and its relevant supervisory authority and the issuer does not accept any responsibility in this regard.
G.4.1.1 | (i) | Value of the cover pool outstanding covered bonds: | 38 | |||
G.4.1.2 | (i) | Value of covered bonds: | 39 | |||
G.4.1.3 | (ii) | Geographical distribution: | 48 for Public Sector Assets | |||
G.4.1.4 | (ii) | Type of cover assets: | 52 | |||
G.4.1.5 | (ii) | Loan size: | 18 for Public Sector Assets | |||
G.4.1.6 | (ii) | Interest rate risk - cover pool: | 129 for Public Sector Assets | |||
G.4.1.7 | (ii) | Currency risk - cover pool: | 111 | |||
G.4.1.8 | (ii) | Interest rate risk - covered bond: | 163 | |||
G.4.1.9 | (ii) | Currency risk - covered bond: | 137 | |||
G.4.1.10 | (Please refer to "Tab D. HTT Harmonised Glossary" for hedging strategy) | 17 for Harmonised Glossary | ||||
G.4.1.11 | (iii) | Maturity structure of cover assets: | 65 | |||
G.4.1.12 | (iii) | Maturity structure of covered bonds: | 88 | |||
G.4.1.13 | (iv) | Percentage of loans more than ninety days past due: | 166 for Public Sector Assets | |||
OG.4.1.1 |
OG.4.1.2
OG.4.1.3
OG.4.1.4
OG.4.1.5
OG.4.1.6
OG.4.1.7
OG.4.1.8
OG.4.1.9
OG.4.1.10
5. References to Capital Requirements Regulation (CRR)
129(1)
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Disclaimer
BTV - Bank für Tirol und Vorarlberg AG published this content on 27 July 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 27 July 2021 10:29:08 UTC.