Fitch Affirms Deutsche Postbank AG 's Public Sector Pfandbriefe at 'AA'/Stable; Withdraws Rating
This rating action does not affect DPB's public-sector Pfandbriefe issued by Deutsche Siedlungs- und Landesrentenbank (DSL) before the latter's privatisation and secured by public sector cover assets recorded on a dedicated register (Deckungsregister B).
KEY RATING DRIVERS
The rating is based on DPB's Long-term Issuer Default Rating (IDR) of 'A+', an IDR uplift of 2 assigned to the programme and the legal minimum overcollateralisation (OC) that Fitch takes into account in its analysis. It also reflects a potential downgrade of DPB's Long-term IDR to the 'a' Viability Rating of its parent bank, Deutsche Bank.
The combination of a potential 'A' IDR and the IDR uplift of 2 results in a rating floor of 'AA-' on a probability of default basis, irrespective of the over-collateralisation (OC) available to the covered bonds.
Fitch deems this programme dormant and, in the absence of a public OC statement, relies on the legal minimum OC of 0% on a nominal basis and 2% based on the net present value. This level of OC supports recoveries above 51% in a 'AA' scenario. The Outlook is Stable as the IDR uplift more than compensates a potential downgrade of DPB's current IDR.
As of end-September 2014, DPB's EUR215m outstanding Public Sector Pfandbriefe were secured by a cover pool of EUR314m.
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