| Date | Market value (cover pool) | Market value (public-sector Pfandbriefe) | Market value surplus cover in € k | Surplus cover in % | Internal Model |
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| VaR* in € k | Market value surplus cover incl VaR* in € k | Market value Surplus cover incl VaR* in % | |||||
| 31.03.2012 | 9.925.188 | 9.315.269 | 609.919 | 6,55% | 79,209 | 530.710 | 5,70% |
| 31.12.2011 | 10.256.061 | 9.353.425 | 902.636 | 9,65% | 69,486 | 833.150 | 8,91% |
| 30.09.2011 | 10.276.570 | 9.382.390 | 885.180 | 9,43% | 55,434 | 829.746 | 8,84% |
| 30.06.2011 | 10.506.489 | 9.521.391 | 985.098 | 10,35% | 61,176 | 923.922 | 9,70% |
| 31.03.2011 | 10.784.827 | 9.999.354 | 785.473 | 7,86% | 80,674 | 704.799 | 7,05% |
| 31.12.2010 | 11.011.992 | 10.229.570 | 782.422 | 7,65% | 79.939 | 702.483 | 6,87% |
| 30.09.2010 | 11.881.251 | 11.026.339 | 854.912 | 7.75% | 57.700 | 797.212 | 7,23% |
| 30.06.2010 | 11.930.764 | 10.891.252 | 1.039.512 | 9,54% | 75.318 | 964.194 | 8,85% |
| 31.03.2010 | 12.312.667 | 10.982.743 | 1.329.924 | 12,11% | 70.021 | 1.259.903 | 11,47% |
| 31.12.2009 | 11.523.745 | 10.720.336 | 803.409 | 7,49% | 102.630 | 700.779 | 6,54% |
| 30.09.2009 | 11.491.603 | 10.611.174 | 880.429 | 8,30% | 179.728 | 700.701 | 6,60% |
| 30.06.2009 | 11.529.837 | 10.300.456 | 1.229.381 | 11,94% | 175.667 | 1.053.714 | 10,23% |
| 31.03.2009 | 11.532.433 | 10.757.906 | 774.527 | 7,20% | 134.947 | 639.580 | 5,95% |
| 31.12.2008 | 12.129.089 | 11.448.843 | 680.246 | 5,94% | 84.572 | 595.674 | 5,20% |
| 30.09.2008 | 10.773.406 | 10.114.484 | 658.922 | 6.51% | 64.199 | 594.723 | 5.88% |
| 30.06.2008 | 11.150.893 | 9.391.633 | 1.759.260 | 18.73% | 55.428 | 1.703.832 | 18.14% |
| 31.03.2008 | 10.009.983 | 8.401.358 | 1.608.625 | 19,15% | 72.591 | 1.536.934 | 18.28% |
| 31.12.2007 | 9.445.132 | 8.489.576 | 955.556 | 11,26% | 61.988 | 893.568 | 10.53% |
| 30.09.2007 | 7.774.683 | 7.117.195 | 657.488 | 9.24% | 62.036 | 595.452 | 8.37% |
| 30.06.2007 | 6.072.830 | 5.236.648 | 836.182 | 15.97% | 60.100 | 776.082 | 14.82% |
| 31.03.2007 | 4.457.941 | 3.842.516 | 615.425 | 16.02% | 59.403 | 556.022 | 14.47% |
| 31.12.2006 | 3.117.423 | 2.421.333 | 696.090 | 28.75% | 47.558 | 648.532 | 26.78% |
| 30.09.2006 | 2.635.500 | 1.961.404 | 674.096 | 34.37% | 64.643 | 609.453 | 31.07% |
| 30.06.2006 | 2.140.344 | 1.676.970 | 463.374 | 27.63% | 71.751 | 391.623 | 23.35% |
| 31.03.2006 | 416.885 | 79.617 | 337.268 | 423.61% | 8.557 | 328.711 | 412.87% |
| 31.12.2005 | 242.624 | 23.237 | 219.387 | 944.13% | 19.800 | 199.587 | 858.92% |
*Gemäß den Anforderungen aus §5 der Pfandbriefbarwertverordnung berechnet die WestLB ein Value-at-Risk (VaR) mit einer Haltedauer von 125 Tagen und einem Konfidenzintervall von 99%. Die Berechnung des VaR erfolgt mit einem durch die BaFin genehmigten internen Modell.