UniCredit Bank Czech Republic and Slovakia, a.s. Cover Pool Information as of 31/12/215 updated quarterly Prague
UCBCS's Cover Pool Features ASSETS Retail residential mortgage loans secured by properties located in the Czech Republic and Slovakia, and commercial loans secured by properties located in the Czech Republic Merger with UCB Slovakia (Dec 213) enlarged the bank's Cover Pool by Slovak assets forming the regulatory Cover Pool of the former Slovak bank of approx. CZK 4,866 mln eq. (EUR 18.1 mln) as of December 31, 215 The Slovak loan portfolio consists of an additional volume of loans secured by residential properties, which do not qualify for the Slovak regulatory Cover Pool but the Czech legislation recognizes them as eligible. UCBCS's Cover Pool started to benefit from these loans in June 215, when a volume of CZK 13,715 mln eq. (EUR 57.5 mln) was registered to the Cover Pool. Loans secured by residential properties, which are originated after June 215 are registered to the Cover Pool on an ongoing basis UCBCS registers only loan amounts with up to 1% LTV in the Cover Pool, whereas the legal requirement only prescribes to comply with a portfolio with a LTV limit of 7% LTV Loan Property value 1 Amount excluded from the cover pool 11 1 1 Amount registered in the cover pool Credit Quality Mortgage Loans, where debtors are past due for more than 9 days, are excluded from the Cover Pool 2
UCBCS's Cover Pool Features Cover Pool Overview Total value of the Cover Pool as of 31 December 215: CZK 85,553 mln eq. o/w in retail residential loans secured by CZ properties: CZK 3,837 mln eq. (36.%) o/w in retail residential loans secured by SK properties: CZK 2,79 mln eq. (24.2%) o/w in commercial loans secured by CZ properties: CZK 34,7 mln eq. (39.8%) o/w denominated in CZK: CZK 45,162 mln (52.8%) o/w denominated in EUR: CZK 4,391 mln eq. (47.2%) Covered Bonds Overview Total value of the outstanding Covered Bonds as of 31 December 215: CZK 54,1 mln eq. o/w denominated in CZK: CZK 23,944 mln (44.3%) o/w denominated in EUR: CZK 3,156 mln eq. (55.7%) Current Overcollateralization: 58.14% Current rating: Aa3 (Moody's), assigned 5th Aug 215 3
UCBCS's Covered Bonds Maturity Profile CZK bln equiv. Covered Bonds Maturity Profile 14 12 1 8 6 11. 12.2 1.4 4 7.5 2 4.4 3.6 1.8 2.1.7.3.2 216 217 218 219 22 221 222 223 224 225 226 227 228 4
UCBCS's Cover Pool Maturity Profile CZK bln equiv. Cover Pool Maturity Profile 12 1 8 6 4 1.4 9.3 7. 7.5 7.1 2 4.1 3.5 2.9 3. 2.6 2.7 2.3 2.2 2.1 1.9 1.8 1.7 1.6 1.5 1.5 1.4 1.3 1.2 1.1 1. 2.3 5
UCBCS's Cover Pool & Covered Bonds Outstanding CZK bln equiv. Cover Pool & Covered Bonds Outstanding 8 16 6 14 4 2 75 66 58 51 47 43 12 1 2 52 41 29 27 17 9 8 5 5 36 33 3 28 25 23 21 19 17 15 13 11 1 8 7 6 4 3 2 8 6 4 4 6 8 23 24 29 24 3 34 28 29 26 28 25 23 21 19 17 15 13 11 1 8 7 6 4 3 2 2 Cover Pool Outstanding Covered Bonds Outstanding Excess OC (right axis) 6
UCBCS's Cover Pool & Covered Bonds - Currency Breakdown Currency Distribution of Assets & Liabilities CZK bln equiv. 5 CZK EUR 4 3 2.71 2 44.94 1 Assets 19.91 1 2 23.94 Liabilities 3.16 3 4 CZ Loans SK Loans Covered Bonds 7
UCBCS's Cover Pool Features - CZ Retail Residential Portfolio Residential Portfolio - Czech Republic Total Loan Balance (in CZK) 3,837,22,582 Average Loan Balance (in CZK) 1,32,53 Total Number of Loans 23,352 Total Number of Debtors 21,363 Total Number of Properties 22,69 Weighted Average Seasoning (in years) 3.6 Contracted Weighted Average Remaining Term (in years) 2.6 Weighted Average LTV 7% Stake of Fixed Interest Rate Loans 63% Stake of 1 Biggest Loans 1% Stake of Bullet Loans % Regional Distribution - Czech Republic PRG Prague-East & Prague-West 26% ST Středočeský kraj excl. Prague -East & Prague-West 19% JM Jihomoravský kraj 14% MS Moravskoslezský kraj 7% OL Olomoucký kraj 5% US Ústecký kraj 4% JC Jihočeský kraj 4% HK Královéhradecký kraj 4% ZL Zlínský kraj 4% LB Liberecký kraj 4% PL Plzeňský kraj 4% PA Pardubický kraj 3% VY Kraj Vysočina 2% KV Karlovarský kraj 1% PRG KV PL US JC ST LB VY HK PA JM OL ZL MS 8
UCBCS's Cover Pool Features - SK Retail Residential Portfolio Residential Portfolio - Slovakia Total Loan Balance (in CZK) 2,78,93,91 Average Loan Balance (in CZK) 924,382 Total Number of Loans 22,43 Total Number of Debtors 17,683 Total Number of Properties 18,41 Weighted Average Seasoning (in years) 3.2 Contracted Weighted Average Remaining Term (in years) 21.4 Weighted Average LTV 69% Stake of Fixed Interest Rate Loans 79% Stake of 1 Biggest Loans 1% Stake of Bullet Loans % Regional Distribution - Slovakia BA Bratislavský kraj 34% TT Trnavský kraj 17% ZA Žilinský kraj 1% NR Nitriansky kraj 9% KE Košický kraj 9% BB Banskobystrický kraj 8% TN Trenčiansky kraj 7% PO Prešovský kraj 6% 9
UCBCS's Cover Pool Features - CZ Commercial Portfolio Commercial Portfolio - Czech Republic Total Loan Balance (in CZK): 34,7,25,887 Average Loan Balance (in CZK): 32,825,532 Total Number of Loans: 1,36 Total Number of Debtors: 887 Total Number of Properties: 1,66 Weighted Average Seasoning (in years): 2.9 Contracted Weighted Average Remaining Term (in years): 4.6 Weighted Average LTV: 71% Stake of Fixed Interest Rate Loans: 24% Stake of 1 Biggest Loans: 38% Stake of Bullet Loans: 1% Regional Distribution - Czech Republic PRG Prague-East & Prague-West 4% US Ústecký kraj 12% JM Jihomoravský kraj 9% OL Olomoucký kraj 8% ST Středočeský kraj excl. Prague -East & Prague-West 7% MS Moravskoslezský kraj 6% PL Plzeňský kraj 4% JC Jihočeský kraj 3% LB Liberecký kraj 3% PA Pardubický kraj 2% HK Královéhradecký kraj 2% KV Karlovarský kraj 1% ZL Zlínský kraj 1% VY Kraj Vysočina 1% PRG KV PL US JC ST LB VY HK PA JM OL ZL MS 1