Degussa Bank AG – Mortgage Covered Bonds — Moody's assigns definitive Aa3 rating to Degussa Bank AG – Mortgage Covered Bonds – Yahoo FinanceMarch 30, 2022 By admin
Rating Action: Moody's assigns definitive Aa3 rating to Degussa Bank AG – Mortgage Covered BondsGlobal Credit Research – 25 Mar 2022Frankfurt am Main, March 25, 2022 — Moody's Investors Service ("Moody's") has today assigned a definitive Aa3 long-term rating to the mortgage covered bonds (Hypothekenpfandbriefe or covered bonds) issued by Degussa Bank AG (the issuer/"Degussa Bank", counterparty risk (CR) assessment unpublished) which are governed by the German Pfandbrief Act.RATINGS RATIONALEA covered bond benefits from (1) the issuer's promise to pay interest and principal on the bonds; and (2) following a CB anchor event, the economic benefit of a collateral pool (the cover pool). The rating therefore reflect the following factors:(1) The credit strength of Degussa Bank and a CB anchor of CR assessment plus 1 notch.(2) Following a CB anchor event the value of the cover pool. The stressed level of losses on the cover pool assets following a CB anchor event (cover pool losses) for this transaction is 19.8%.Moody's considered the following factors in its analysis of the cover pool's value:a) The credit quality of the assets backing the covered bonds. The mortgage covered bonds are backed primarily by German residential and multi-family mortgage loans. The collateral score for the cover pool is 12.2%.b) The legal framework. Notable aspects of the German Pfandbrief legislation include:(i) a relatively low loan-to-value (LTV) threshold for mortgage-backed assets of 60%, together with conservative valuation requirements for the underlying property;(ii) a continuous net present value (NPV) test incorporating material interest-rate and currency-risk stresses, a 180-day liquidity reserve for interest and principal payments, and optional extension of covered bond maturities by up to 12 months after issuer default;(iii) strong independent oversight from the cover pool monitor (Treuhaender), before issuer default, and management by an independent cover pool administrator (Sachwalter) after issuer default, with considerable flexibility to refinance the covered bonds. After a split from the issuer, the programme is eligible for a separate banking license;(iv) continuous strong oversight from the regulator (BaFin).c) The exposure to market risk, which is 11.6% for this cover pool.d) The over-collateralisation (OC) in the cover pool is 223.7% on a present value basis, of which Degussa Bank provides 2.0% on a "committed" basis (see Key Rating Assumptions/Factors, below).The TPI assigned to this transaction is High. Moody's TPI framework does not constrain the rating.At present, the total value of the assets included in the cover pool is approximately EUR 292.7 million, comprising 1,474 residential mortgage loans, four multi-family mortgage loans and substitute assets. The residential mortgage loans have a weighted-average (WA) seasoning of 50 months and a WA LTV ratio of 65.4%. The multi-family mortgage loans have a WA seasoning of 25 months and a WA LTV ratio of 74.2%.KEY RATING ASSUMPTIONS/FACTORSMoody's determines covered bond ratings using a two-step process: an expected loss analysis and a TPI framework analysis.EXPECTED LOSS: Moody's uses its Covered Bond Model (COBOL) to determine a rating based on the expected loss on the bond. COBOL determines expected loss as (1) a function of the probability that the issuer will cease making payments under the covered bonds (such cessation, a CB anchor event); and (2) the estimated losses that will accrue to covered bondholders should a CB anchor event occur. We express the probability of a CB anchor event as a point on our alpha-numeric rating scale (i.e. the CB anchor), which is typically one notch higher than the issuer's CR assessment.The CB anchor for this programme is the CR assessment of Degussa Bank plus 1 notch.The cover pool losses for Degussa Bank's mortgage covered bonds are 19.8%. This is an estimate of the losses Moody's currently models following a CB anchor event. Moody's splits cover pool losses between market risk of 11.6% and collateral risk of 8.2%. Market risk measures losses stemming from refinancing risk and risks related to interest-rate and currency mismatches (these losses may also include certain legal risks). Collateral risk measures losses resulting directly from cover pool assets' credit quality. Moody's derives collateral risk from the collateral score, which for this programme is currently 12.2%.The over-collateralisation in the cover pool is 223.7%, of which Degussa Bank provides 2.0% on a "committed" basis. Under Moody's COBOL model, the minimum OC consistent with the Aa3 rating is 13.5%, of which 2% needs to be in "committed" form to be given full value (numbers in present value terms). These numbers show that Moody's is relying on "uncommitted" OC in its expected loss analysis.For further details on cover pool losses, collateral risk, market risk, collateral score and TPI Leeway across covered bond programmes rated by Moody's please refer to "Covered Bonds Sector Update", published quarterly.TPI FRAMEWORK: Moody's assigns a "timely payment indicator" (TPI), which is our assessment of the likelihood of timely payment of interest and principal to covered bondholders following a CB anchor event. TPIs are assessed as Very High, High, Probable-High, Probable, Improbable or Very Improbable. The TPI framework limits the covered bond rating to a certain number of notches above the CB anchor.For Degussa Bank's mortgage covered bonds, Moody's has assigned a TPI of High.The principal methodology used in this rating was 'Moody's Approach to Rating Covered Bonds' published in December 2021 and available at https://www.moodys.com/researchdocumentcontentpage.aspx?docid=PBS_1307630. Alternatively, please see the Rating Methodologies page on www.moodys.com for a copy of this methodology.Factors that would lead to an upgrade or downgrade of the rating:The CB anchor is the main determinant of a covered bond programme's rating robustness. A change in the level of the CB anchor could lead to an upgrade or downgrade of the covered bonds. The TPI Leeway measures the number of notches by which Moody's might lower the CB anchor before the rating agency downgrades the covered bonds because of TPI framework constraints.Based on the current TPI of "High", the TPI Leeway for this programme is limited, and thus any reduction of the CB anchor may lead to a downgrade of the covered bonds.A multiple-notch downgrade of the covered bonds might occur in certain circumstances, such as (1) a country ceiling or sovereign downgrade capping a covered bond rating or negatively affecting the CB anchor and the TPI; (2) a multiple-notch downgrade of the CB anchor; or (3) a material reduction of the value of the cover pool.REGULATORY DISCLOSURESFor further specification of Moody's key rating assumptions and sensitivity analysis, see the sections Methodology Assumptions and Sensitivity to Assumptions in the disclosure form. Moody's Rating Symbols and Definitions can be found at: https://www.moodys.com/researchdocumentcontentpage.aspx?docid=PBC_79004.Moody's did not use any stress scenario simulations in its analysis.For ratings issued on a program, series, category/class of debt or security this announcement provides certain regulatory disclosures in relation to each rating of a subsequently issued bond or note of the same series, category/class of debt, security or pursuant to a program for which the ratings are derived exclusively from existing ratings in accordance with Moody's rating practices. For ratings issued on a support provider, this announcement provides certain regulatory disclosures in relation to the credit rating action on the support provider and in relation to each particular credit rating action for securities that derive their credit ratings from the support provider's credit rating. For provisional ratings, this announcement provides certain regulatory disclosures in relation to the provisional rating assigned, and in relation to a definitive rating that may be assigned subsequent to the final issuance of the debt, in each case where the transaction structure and terms have not changed prior to the assignment of the definitive rating in a manner that would have affected the rating. For further information please see the ratings tab on the issuer/entity page for the respective issuer on www.moodys.com.For any affected securities or rated entities receiving direct credit support from the primary entity(ies) of this credit rating action, and whose ratings may change as a result of this credit rating action, the associated regulatory disclosures will be those of the guarantor entity. Exceptions to this approach exist for the following disclosures, if applicable to jurisdiction: Ancillary Services, Disclosure to rated entity, Disclosure from rated entity.The rating has been disclosed to the rated entity or its designated agent (s) and issued with no amendment resulting from that disclosure.This rating is solicited. Please refer to Moody's Policy for Designating and Assigning Unsolicited Credit Ratings available on its website www.moodys.com.Regulatory disclosures contained in this press release apply to the credit rating and, if applicable, the related rating outlook or rating review.Moody's general principles for assessing environmental, social and governance (ESG) risks in our credit analysis can be found at http://www.moodys.com/researchdocumentcontentpage.aspx?docid=PBC_1288235.The Global Scale Credit Rating on this Credit Rating Announcement was issued by one of Moody's affiliates outside the UK and is endorsed by Moody's Investors Service Limited, One Canada Square, Canary Wharf, London E14 5FA under the law applicable to credit rating agencies in the UK. 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