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Hannover Rueck SE

Quarterly Report May 3, 2012

197_10-q_2012-05-03_0de82821-548b-4a7c-a842-d32b21d3bfeb.pdf

Quarterly Report

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Interim Report 1/2012

Key figures

Figures in EUR million 2012 2011
1.1.–31.3. +/– previous
year
1.1.–31.3. 31.12.
Results
Gross written premium 3,510.6 +11.7% 3,143.1
Net premium earned 2,816.2 +13.1% 2,490.7
Net underwriting result 0.3 (382.7)
Net investment income 440.6 +12.4% 392.0
Operating profit (EBIT) 393.2 47.4
Group net income (loss) 261.3 52.3
Balance sheet (as at the end of the quarter)
Policyholders' surplus 7,705.3 +5.0% 7,338.2
Equity attributable to shareholders
of Hannover Re
5,360.4 +7.8% 4,970.6
Non-controlling interests 612.0 –3.8% 636.0
Hybrid capital 1,732.9 +0.1% 1,731.6
Investments (excl. funds withheld
by ceding companies)
28,986.7 +2.3% 28,341.2
Total assets 51,120.9 +2.5% 49,867.0
Share
Earnings per share (basic and diluted) in EUR 2.17 0.43
Book value per share in EUR 44.45 +7.8% 36.05 41.22
Share price at the end of the period in EUR 44.54 +16.2% 38.525 38.325
Market capitalisation at the end of the period 5,371.4 +16.2% 4,646.0 4,621.9
Ratios
Combined ratio (non-life reinsurance)1 96.8% 123.8%
Major losses as percentage of net premium
earned (non-life reinsurance)2
3.9% 41.6%
Retention 91.0% 89.3%
Return on investment (excl. funds withheld
by ceding companies)
5.0% 5.0%
EBIT margin3 14.0% 1.9%
Return on equity 20.2% 4.7%

1 Incl. funds withheld

2 Natural catastrophes and other major losses in excess of EUR 10 million gross for the Hannover Re Group's share

as a percentage of net premium earned (until 31 December 2011: in excess of EUR 5 million gross)

3 Operating result (EBIT)/net premium earned

Ulrich Wallin Chairman of the Executive Board

Dear shareholders, ladies and gentlemen,

With a profit of EUR 261 million we generated exceptionally good Group net income in the first quarter of the 2012 financial year. Key drivers here were a satisfactory underwriting result in non-life reinsurance, a very good underwriting result in life and health reinsurance and similarly very good investment income. It should, however, also be borne in mind that we profited from the reversal of impairments on the inflation swaps that we had taken out as well as on the so-called ModCo derivatives in life and health reinsurance. The balance of unrealised gains and losses within our investment income consequently reached a positive level in excess of EUR 80 million. This had a favourable effect of roughly EUR 70 million on post-tax Group net income. Even though such positive developments in the unrealised gains and losses will not occur every quarter and – as has been observed in the past – charges can also be incurred under this item, we can nevertheless assert that the performance of the first quarter has put in place a solid platform for a successful 2012 financial year. I would like to outline below the developments to date in non-life and life/health reinsurance as well as in our investment portfolio.

In non-life reinsurance, our largest business group, market conditions are for the most part favourable. We enjoyed a good round of treaty renewals on 1 January 2012 and made the most of opportunities to write profitable business. Our portfolio of non-life reinsurance up for renewal showed an increase of around 6 percent in premium volume, as against 2 percent in the previous year.

Reflecting the heavy burden of natural catastrophe losses in the previous year, rate increases – especially in property catastrophe business – were as expected appreciable. We were able to obtain double-digit price rises under loss-impacted programmes. The outcome of the renewals for business in our domestic market was also pleasing. Specialty lines, in which we include inter alia marine and aviation reinsurance as well as credit and surety business, also fared satisfactorily.

With growth of around 10 percent in total gross premium and Group net income of EUR 173 million, we achieved a very good performance in non-life reinsurance as at 31 March 2012. After deduction of our own reinsurance, growth in net premium was as high as 13 percent. In contrast to the corresponding period of the previous year, the major loss situation in the first quarter was thoroughly moderate and the losses incurred by your company consequently remained well below the expected level.

In the context of our risk management we attach particularly great importance to keeping our major loss exposure within our previously defined risk appetite; in this way, we are able to ensure that the repercussions of such major losses on Group net income remain within tolerable bounds. For this purpose, we hedge our peak exposures – especially to natural catastrophes – by purchasing our own reinsurance protection (retrocessions). Given the major loss expenditure of the previous year, these retrocessions provided considerable relief for Hannover Re thanks to the strains carried by our business partners who had accepted these retrocessions. The renewal of these retrocessions for 2012 was therefore particularly challenging. With this in mind, it is especially gratifying to note that for a reasonable additional premium we were again successful in placing a retrocession programme in 2012 that affords us a protective effect comparable to that of the previous year's programme.

We are thoroughly satisfied with the development of our second business group, namely life and health reinsurance; it improved appreciably on the comparable quarter of the previous year. Both established insurance markets, such as the United States, Germany and the United Kingdom, and emerging markets in Asia – most notably China and the retakaful sector – continue to offer good scope for profitable growth. We also stepped up our activities in the UK annuity market. At the beginning of the year we wrote a block assumption transaction for longevity risks in the United Kingdom, under which pension commitments of a UK industrial enterprise are reinsured. In the context of our risk management, too, we find the assumption of longevity risks an attractive proposition because they are negatively correlated with mortality risks and hence promote better diversification of the portfolio.

The development of our US risk-oriented life reinsurance portfolio is also especially gratifying. Building on the platform acquired with the ING transaction in 2009, we have been increasingly successful here in writing attractive new business that assures us a growing profit stream over many years.

Total life and health reinsurance delivered pleasing growth of 14 percent in gross premium volume as at 31 March 2012. Group net income improved clearly on the previous year to reach EUR 100 million. This was driven in particular by the very good biometric risk experience, especially in the United States and United Kingdom. As an additional factor, the narrowing of credit spreads on bond markets favourably affected the fair value development of the derivative that we recognise in connection with securities deposits held for our account by US clients. We generated income of some EUR 30 million after tax on this basis.

The performance of our investments in the first quarter of 2012 was once again thoroughly pleasing. Even though capital markets are somewhat calmer overall, conditions remain difficult in the face of the European sovereign debt crisis. Our policy on bonds continues to be geared towards a broadly diversified portfolio. We again retained the geographical spread of our government bonds essentially unchanged in the first quarter. Relative to our total asset portfolio, our exposure to countries where credit spreads are wider is still low. We substantially reduced our holding of Spanish government bonds in the first quarter; it remains the case that our portfolio does not contain any bonds of Greek issuers. Thanks to an enlarged asset volume, our ordinary income comfortably surpassed the level of the corresponding period of the previous year. The development of our assets measured at fair value through profit or loss was also very pleasing in the first quarter. All in all, bearing in mind that the capital market environment is still challenging, we are highly satisfied with our net investment income of EUR 357 million from assets under own management. Including the effects from derivatives, this produces a pleasing annualised average return of around 5 percent for our portfolio of assets under own management.

In view of the highly satisfactory market conditions in non-life and life/health reinsurance, we anticipate a good result for 2012. This is conditional upon the major loss expenditure not significantly exceeding the expected level of EUR 560 million and assumes that there are no unforeseen downturns on capital markets.

On 14 March 2012, the day when we held our press conference on the annual results, we also reported that the Supervisory Board of Hannover Re had approved a resolution of the Executive Board to transform your company into a European public limited company (Societas Europaea or SE). As valued shareholders of Hannover Rückversicherung AG, you will automatically become shareholders of Hannover Rück SE upon conversion; in other words, your rights remain unaffected. The transformation is subject to the Annual General Meeting of 3 May 2012 giving its approval to this proposed change of legal form. You are perhaps wondering why we have decided to take this step: by converting to an SE we are reflecting our international dimension and at the same time modernising the legal form of the company. Not only that, as a European public limited company we shall have greater flexibility to respond to future legal or regulatory requirements.

I would like to thank you – also on behalf of my colleagues on the Executive Board – most sincerely for your trust in Hannover Re. Going forward, as in the past, our paramount concern will be to lead your company responsibly and securely into a profitable future.

Yours sincerely,

Ulrich Wallin Chairman of the Executive Board

Business development

Non-life reinsurance

We are exceptionally satisfied with the course of business in the first quarter of 2012. Both business groups, namely nonlife and life/health reinsurance, developed as planned and delivered a very healthy profit contribution towards attainment of our goals for a successful financial year. The major loss expenditure – in contrast to the previous year – came in below our expectations.

Gross written premium in total business increased by a substantial 11.7% as at 31 March 2012 to reach EUR 3.5 billion (EUR 3.1 billion). At constant exchange rates growth would have come in at 9.5%. The level of retained premium moved slightly higher to 91.0% (89.3%). Net premium climbed 13.1% to EUR 2.8 billion (EUR 2.5 billion). Growth of 10.8% would have been recorded at constant exchange rates.

The development of our investments in the first quarter was also highly satisfactory. The portfolio of assets under own management grew to EUR 29.0 billion (31 December 2011: EUR 28.3 billion). Despite the persistently low interest rate level, ordinary investment income excluding interest on deposits was comfortably higher than in the comparable period at EUR 258.2 million (EUR 222.7 million); the resulting annualised return of 3.6% was on a par with the previous year. Interest on deposits climbed to EUR 83.7 million (EUR 75.9 million). The unrealised gains on our asset holdings recognised at fair value through profit or loss totalled EUR 84.6 million (EUR 69.0 million). This positive development was driven primarily by the pleasing movement in the fair values of our inflation swaps as well as of the derivatives recognised for securities deposits held for our account by US clients. Our investment income consequently improved sharply on the corresponding period of the previous year, amounting to EUR 440.6 million (EUR 392.0 million) as at 31 March 2012.

Reflecting a moderate major loss incidence and very healthy investment income, the operating profit (EBIT) climbed significantly to reach EUR 393.2 million as at 31 March 2012. The result for the comparable period (EUR 47.4 million) had been heavily impacted by natural catastrophe losses. Group net income showed very pleasing improvement to come in around five times higher at EUR 261.3 million (EUR 52.3 million). Earnings per share stood at EUR 2.17 (EUR 0.43).

Hannover Re's equity base was further strengthened to EUR 5.4 billion (31 December 2011: EUR 5.0 billion). The book value per share amounted to EUR 44.45 (31 December 2011: EUR 41.22). The annualised return on equity reached 20.2% (4.7%).

Non-life reinsurance, our largest business group, developed highly satisfactorily. The treaty renewals as at 1 January 2012 – when 63% of our treaties in traditional reinsurance were renegotiated – passed off favourably for our company. We boosted our premium volume from renewed business by some 6%, compared with an increase of 2% in the previous year. Overall, we secured better conditions and rates than in the prior year. As anticipated, price increases were especially marked in segments that had suffered losses in 2011. It is nevertheless still too soon to speak of a hard market taking hold throughout the entire non-life reinsurance sector.

The most appreciable rate rises were recorded in property catastrophe business: prices for reinsurance covers improved sharply on the back of the substantial losses incurred from natural catastrophes in 2011. The renewal round for business in our domestic market, where the situation in motor insurance improved, passed off better than expected. We are also broadly satisfied with the treaty renewals in North America. Rate increases were for the most part pushed through in US property business. The situation was especially gratifying in Canada, where we obtained substantial rate increases in most instances. We were also satisfied with developments in specialty lines: our premium volume in marine, aviation and credit/surety business continued to grow. The picture in global reinsurance was a mixed one: in developed markets we maintained our portfolio broadly unchanged, whereas in the markets of Asia and the Middle East we booked further strong growth.

The gross premium for our non-life reinsurance business group increased by a sizeable 10.0% relative to the corresponding period of the previous year to stand at EUR 2.1 billion (EUR 1.9 billion). At constant exchange rates, especially against the US dollar, growth would have been 8.1%. The level of retained premium increased to 91.2% (87.8%). Net premium earned climbed 13.0% to EUR 1.6 billion (EUR 1.4 billion), or 11.0% adjusted for exchange rate effects.

The major loss situation in the first quarter was very much on the moderate side. At EUR 60.6 million (EUR 572.1 million), the net burden of major losses came in well below our expectations. The largest single loss in the first quarter was the partial sinking of the Costa Concordia cruise ship. This gave rise to net loss expenditure of EUR 45.0 million. In view of the favourable major loss development, the underwriting result for the entire non-life reinsurance portfolio closed at a

very pleasing EUR 46.8 million (–EUR 330.9 million) for the first quarter. The combined ratio improved markedly to 96.8% (123.8%).

The operating profit (EBIT) in non-life reinsurance climbed to a very good EUR 263.2 million (–EUR 24.5 million) as at 31 March 2012 thanks to the positive influencing factors. Group net income rose appreciably to EUR 173.2 million (EUR 17.3 million), producing earnings per share of EUR 1.44 (EUR 0.14).

Key figures for non-life reinsurance in EUR million 2012 2011
1.1.–31.3. +/– previous
year
1.1.–31.3.
Gross written premium 2,116.6 +10.0% 1,924.3
Net premium earned 1,554.7 +13.0% 1,376.3
Underwriting result 46.8 (330.9)
Net investment income (loss) 254.5 +1.7% 250.3
Operating result (EBIT) 263.2 (24.5)
Group net income (loss) 173.2 17.3
Earnings per share in EUR 1.44 0.14
Combined ratio1 96.8% 123.8%
Retention 91.2% 87.8%

1 Including expenses on funds withheld and contract deposits

Life and health reinsurance

The environment in international life and health reinsurance continues to offer advantageous conditions. The importance to our life/health reinsurance portfolio of mature insurance markets such as the United States, Germany, the United Kingdom, France and Scandinavia remains undiminished. In the area of health, long-term care and annuity insurance demographic change is opening up particularly attractive opportunities. Business in emerging Asian markets, most strikingly in China, and so-called retakaful business – i.e. insurance transacted in accordance with Islamic law – are enjoying sustained growth, and we therefore see promising new business potential here. This is also true of the Australian market, where we put our primary insurance licence at the disposal of sales organizations and are achieving significant growth in certain product lines.

Through direct contact with our clients we are able to offer tailored reinsurance solutions designed to optimise the management of their capital, liquidity and risks: in the first quarter of 2012, for example, we closed a promising new business financing transaction in South Africa on this basis. We also wrote a number of new acceptances in other markets, most notably in France and Asia. Our business activities in the UK annuity market were further expanded.

Gross written premium in life and health reinsurance climbed 14.3% to EUR 1.4 billion (EUR 1.2 billion) as at 31 March 2012. At constant exchange rates growth would have come in at 11.6%. Net premium earned increased by 13.2% to EUR 1.3 billion (EUR 1.1 billion), corresponding to a retention of 90.8% (91.5%). Adjusted for exchange rate effects, growth would have amounted to 10.5%.

In the early months of the current financial year, unlike in 2011, credit spreads on securities had a favourable effect on the performance of life and health reinsurance: narrowing credit spreads resulted in a positive fair value development for the derivative that we recognise for the default risk associated with assets in the securities deposits held for our account by US clients. The resulting unrealised gains totalled EUR 36.8 million. The result in life and health reinsurance also profited from a favourable mortality experience in our US life reinsurance portfolio.

The operating profit (EBIT) for the life and health reinsurance business group surged strongly to EUR 122.2 million (EUR 58.4 million) as at 31 March 2012. The EBIT margin of 9.7% was well above our strategic target. Group net income for the first quarter of 2012 soared to EUR 100.1 million (EUR 41.5 million). Earnings per share amounted to EUR 0.83 (EUR 0.34).

As in previous years, we are also reporting on the Market Consistent Embedded Value (MCEV) in the context of our interim report on the first quarter. The MCEV consists of a valuation of our entire life and health reinsurance portfolio. In addition to the allocated capital it encompasses the discounted expected future profits. The MCEV thus provides a good basis for assessing long-term profitability. Further details are provided in the MCEV report published on our website.

The development of the MCEV was again very pleasing in 2011. As at 31 December 2011 it stood at EUR 3.1 billion (EUR 2.6 billion) excluding non-controlling interests. This corresponds to growth of 19.4%. Including non-controlling interests, the MCEV amounted to as much as EUR 3.2 billion (EUR 2.7 billion). The value of new business excluding noncontrolling interests showed another sharp increase of 61.2% and totalled EUR 240.6 million (EUR 149.3 million).

Key figures for life and health reinsurance in EUR million 2012
1.1.–31.3. +/– previous
year
1.1.–31.3.
Gross written premium 1,394.0 +14.3% 1,219.4
Net premium earned 1,261.5 +13.2% 1,114.5
Net investment income 177.4 +38.8% 127.8
Operating result (EBIT) 122.2 +109.1% 58.4
Group net income (loss) 100.1 +141.2% 41.5
Earnings per share in EUR 0.83 +141.2% 0.34
Retention 90.8% 91.5%
EBIT margin1 9.7% 5.2%

1 Operating profit/loss (EBIT)/net premium earned

Investments

Credit spreads in the area of European and US corporate bonds retreated across all rating classes. US treasury securities as well as German and UK government bonds, on the other hand, saw slight yield increases across all duration ranges. French government bonds recorded yield declines in medium and long durations. The picture as regards the countries on the Eurozone periphery – presently the focus of so much attention – was a mixed one: while Italian, Irish and Portuguese bonds recovered across all durations in the first quarter, yields on Spanish government bonds increased in medium and long durations. In total, the unrealised gains on our fixed-income securities rose to EUR 1,067.8 million (EUR 784.3 million). Our portfolio of assets under own management continued to grow to EUR 29.0 billion (EUR 28.3 billion).

Despite the sustained low level of interest rates, ordinary investment income excluding interest on deposits was 15.9% higher than in the corresponding period of the previous year at EUR 258.2 million (EUR 222.7 million). Interest on deposits also increased to EUR 83.7 million (EUR 75.9 million).

Impairments of altogether EUR 7.2 million (EUR 13.7 million) were taken. This includes impairments of EUR 3.3 million on alternative investments and EUR 1.4 million on equities. Scheduled depreciation on directly held real estate climbed slightly to EUR 2.6 million (EUR 2.2 million), a reflection of our greater involvement in this area. The total volume of writedowns contrasted with write-ups of EUR 0.2 million (EUR 14.1 million), which were attributable primarily to fixed-income securities.

We recognise a derivative for the credit risk associated with special life reinsurance treaties (ModCo) under which securities deposits are held by cedants for our account; the performance of this derivative during the reporting period gave rise to unrealised gains of EUR 36.8 million recognised in investment income.

Altogether, the unrealised gains on our assets recognised at fair value through profit or loss amounted to EUR 84.6 million (EUR 69.0 million). The inflation swaps taken out in 2010 to hedge part of the inflation risks associated with the loss reserves in our technical account gave rise to unrealised gains of EUR 42.6 million (EUR 60.2 million), which were recognised in income. The changes in the fair values of the inflation swaps are recognised in income as a derivative pursuant to IAS 39.

The net balance of realised gains stood at EUR 37.8 million (EUR 39.2 million).

Thanks to the increased ordinary investment income and unrealised gains on our assets recognised at fair value through profit or loss, our investment income clearly surpassed the level of the comparable quarter. It amounted to EUR 440.6 million (EUR 392.0 million) in the period under review. This produced an annualised average return (including effects from derivatives) of 5.0% for our portfolio of assets under own management.

Net investment income in EUR million 2012
1.1.–31.3. +/– previous
year
1.1.–31.3.
Ordinary investment income1 258.2 +15.9% 222.7
Results from participation in associated companies 1.8 –24.1% 2.4
Realised gains/losses 37.8 –3.5% 39.2
Appreciation 0.2 –98.8% 14.1
Impairments on investments2 7.2 –47.1% 13.7
Unrealised gains/losses3 84.6 +22.5% 69.0
Investment expenses 18.4 +4.6% 17.6
Net investment income from assets under own management 356.9 +12.9% 316.1
Net investment income from funds withheld 83.7 +10.4% 75.9
Total investment income 440.6 +12.4% 392.0

1 Excluding expenses on funds withheld and contract deposits

2 Including depreciation/impairments on real estate

3 Portfolio at fair value through profit or loss

Risk report

With a view to accomplishing our business objectives we enter into a broad variety of risks which, on the one hand, open up opportunities for profit but, on the other hand, can also have adverse implications for our company. Our goal is to make optimal use of opportunities while at the same time adequately controlling and managing the risks associated with our commercial activities. Crucial importance therefore attaches to the qualitative and quantitative elements of our risk management. The parameters and decisions of the Executive Board with respect to the risk appetite of Hannover Re are fundamental to the acceptance of risks. The risk strategy derived from the corporate strategy constitutes the basis for our handling of opportunities and risks. We act on opportunities only by weighing up the associated risks. The risk strategy and the guidelines derived from it, such as the framework guideline on risk management and the central system of limits and thresholds, are subject to regular review. In this way, we ensure that our assumptions and hence also our risk management system are kept up-to-date. Operationalisation of our corporate strategy takes place on multiple levels and ultimately leads into local guidelines, including for example the local underwriting guidelines used by our treaty departments. The necessary equity resources are determined according to the requirements of our economic capital model, solvency regulations, the expectations of rating agencies with respect to our target rating and the expectations of our clients and shareholders. Above and beyond that, we maintain an equity buffer in order to be able to act on business opportunities at any time. In order to optimise our cost of capital we use equity substitutes such as hybrid capital and the transfer of risk to capital and retrocession markets. Through the risk-appropriate allocation of the cost of capital to individual business areas we strive to maximise the risk-adjusted profit.

Opportunities for the Hannover Re Group are to be anticipated inter alia as a consequence of the impending adoption of riskbased solvency systems, such as Solvency II, in Europe. We have long practised a risk-based and value-based management approach of the type which regulators will then require and we began to make our preparations for the requirements of Solvency II at an early stage. We see Solvency II as an opportunity for the convergence of international regulatory and internal corporate approaches and, all in all, we believe that we are well-equipped to provide the markets with tailored products.

Another key element of the overall system is the Internal Control System (ICS). The ICS consists of systematically structured organisational and technical measures and controls within the enterprise. It serves inter alia to ensure compliance with guidelines and reduce risks so as to safeguard secure execution of corporate strategy. We always organise our business activities in such a way that they are in conformity with all legal requirements. In the area of accounting, processes with integrated controls ensure the completeness and accuracy of the consolidated financial statement. These processes for the organisation and implementation of consolidation tasks and for the preparation of the consolidated financial statement as well as the accompanying controls are documented and subject to regular review. All internal Group accounting principles are collated in an Accounting Manual that is available in ITsupported form to all relevant organisational units and all staff of the Hannover Re Group.

Material risks

Technical risks in non-life reinsurance

A significant technical risk is the reserving risk, i.e. the risk of under-reserving losses and the associated strain on the underwriting result. In order to counter this risk we calculate our loss reserves based on our own actuarial loss estimations; where necessary we also establish additional reserves supplementary to those posted by our cedants as well as an IBNR (incurred but not reported) reserve for losses that have already occurred but have not yet been reported to us. Liability claims have a major influence on the IBNR reserve. The IBNR reserve is calculated on a differentiated basis according to risk categories and regions. The statistical run-off triangles used by our company are another monitoring tool. They show the changes in the reserve over time as a consequence of paid claims and in the recalculation of the reserves to be established as at each balance sheet date. Their adequacy is monitored using actuarial methods. Our own actuarial calculations regarding the adequacy of the reserves are also subject to annual quality assurance reviews conducted by external actuaries and auditors. An inflation risk exists particularly inasmuch as the liabilities (e.g. loss reserves) could develop differently than assumed at the time when the reserve was constituted. Hannover Re has taken out inflation swaps (USD and EUR zero coupon swaps) to partially hedge inflation risks. Portions of the loss reserves are hedged against inflation risks by means of these derivative financial instruments.

Licensed scientific simulation models, supplemented by the expertise of our own specialist departments, are used to assess our material catastrophe risks from natural hazards (especially earthquake, windstorm and flood). Furthermore, we establish the risk to our portfolio from various scenarios in the form of probability distributions. The monitoring of the natural hazards exposure of the Hannover Re portfolio (accumulation control) is rounded out by realistic extreme loss scenarios. Within the scope of accumulation controlling, the Executive Board defines the risk appetite for natural perils once a year on the basis of the risk strategy by specifying the portion of the economic capital that is available to cover risks from natural perils. This is a key basis for our underwriting approach in this segment. For the purposes of risk limitation, maximum underwriting limits (capacities) are stipulated for various extreme loss scenarios and return periods in light of profitability criteria. Adherence to these limits is continuously verified by the Risk Management function. The Risk Committee, Executive Board and Non-Life Executive Committee are kept regularly updated on the degree of capacity utilisation. As part of our holistic approach to risk management across business groups, we take into account numerous relevant scenarios and extreme scenarios, determine their effect on portfolio and performance data, evaluate them in relation to the planned figures and identify alternative courses of action.

The price/premium risk lies primarily in the possibility of a random claims realisation that diverges from the claims expectancy on which the premium calculation was based. Regular and independent reviews of the models used for treaty quotation as well as central and local underwriting guidelines are vital management components. In addition, Hannover Re's regional and treaty departments prepare regular reports on the progress of their respective renewals. The reporting in this regard makes reference inter alia to significant changes in conditions, risks (such as inadequate premiums) as well as to emerging market opportunities and the strategy pursued in order to accomplish targets. The combined ratio is an important indicator when considering the profitability of reinsurance business.

Technical risks in life and health reinsurance

All risks directly connected with the life of an insured person are referred to as biometric risks (especially the miscalculation of mortality, life expectancy, morbidity and occupational disability); they constitute material risks for our company in the area of life and health reinsurance. Counterparty, lapse and catastrophe risks are also material since we additionally prefinance our cedants' new business acquisition costs. As in non-life reinsurance, the reserves are essentially calculated according to information provided by our clients and are also determined on the basis of secure biometric actuarial bases. Through our quality assurance measures we ensure that the reserves established by ceding companies in accordance with local accounting principles satisfy all requirements with respect to the calculation methods used and assumptions made (e.g. use of mortality and morbidity tables, assumptions regarding the lapse rate). New business is written in all regions in compliance with underwriting guidelines applicable worldwide, which set out detailed rules governing the type, quality, level and origin of risks. These global guidelines are revised annually and approved by the Executive Board. Special underwriting guidelines give due consideration to the particular features of individual markets. By monitoring compliance with these underwriting guidelines we minimise the risk of an inability to pay or deterioration in the financial status of cedants. Regular reviews and holistic analyses (e.g. with an eye to lapse risks) are carried out with respect to new business activities and the assumption of international portfolios. The interest rate risk, which in the primary sector is important in life business owing to the guarantees that are given, is of only minimal relevance to our company thanks to the structure of our contracts. The actuarial reports and documentation required by local regulators ensure that regular scrutiny also takes place on the level of the subsidiaries.

Development of combined and catastrophe loss ratio in %
Q1
2012
2011 2010 2009 2008 2007 2006 20051 20041 20031,2 20021,2
Combined ratio (non-life
reinsurance)
96.8 104.3 98.2 96.6 95.4 99.7 100.8 112.8 97.2 96.0 96.3
thereof catastrophe losses3 3.9 16.5 12.3 4.6 10.7 6.3 2.3 26.3 8.3 1.5 5.2

1 Including financial reinsurance and specialty insurance

2 Based on figures reported in accordance with US GAAP

3 Natural catastrophes and other major losses in excess of EUR 10 million gross for the Hannover Re Group's share as a percentage of net premium earned (until 31 December 2011: in excess of EUR 5 million gross)

The Market Consistent Embedded Value (MCEV) is a ratio used for the valuation of life insurance and reinsurance business; it is calculated as the present value of the future shareholders' earnings from the worldwide life and health reinsurance portfolio plus the allocated capital. The calculation makes allowance as far as possible for all risks included in this business. For further explanation please see the MCEV for the 2011 financial year, which is published on our Internet website at the same time as the report on the first quarter of 2012.

Market risks

We pursue an investment policy in which the primary emphasis is on the stability of the generated return. With this in mind, our portfolio is guided by the principles of broad diversification and a balanced risk/return ratio. Risks in the investment sector consist primarily of market, credit default and liquidity risks.

With a view to preserving the value of our assets under own management, we constantly monitor adherence to a trigger mechanism based on a clearly defined traffic light system that is applied across all portfolios. This system puts the accumulated fluctuations in fair value and realised gains/losses on investments since the beginning of the year in relation to a maximum loss amount, with an eye to clearly graduated trigger values. These are unambiguously defined in conformity with our risk appetite and trigger specified actions if a corresponding fair value development is overstepped. The short-term "Value at Risk" (VaR) is another vital tool used for monitoring and managing market price risks. The VaR is determined on the basis of historical data, e.g. the volatility of the securities positions under own management and the

correlation between these risks. As part of these calculations the decline in the fair value of our portfolio is simulated with a certain probability and within a certain period. The VaR of the Hannover Re Group determined in accordance with these principles specifies the decrease in the fair value of our securities portfolio under own management that with a probability of 95% will not be exceeded within ten trading days. Stress tests are conducted in order to be able to map extreme scenarios as well as normal market scenarios for the purpose of calculating the Value at Risk. In this context, the loss potentials for fair values and shareholders' equity (before tax) are simulated on the basis of already occurred or notional extreme events. Further significant risk management tools – along with various stress tests used to estimate the loss potential under extreme market conditions – include sensitivity and duration analyses and our asset/liability management (ALM).

The internal capital model provides us with quantitative support for the investment strategy as well as a broad diversity of VaR calculations. In addition, tightly defined tactical duration ranges are in place, within which the portfolio can be positioned opportunistically according to market expectations. The parameters for these ranges are directly linked to our calculated risk-bearing capacity.

Share price risks derive from the possibility of unfavourable changes in the value of equities, equity derivatives or equity index derivatives held in the portfolio. The scenarios for changes in equity prices consequently have only extremely slight implications for our portfolio. We spread the risks through systematic diversification.

Scenarios for changes in the fair value of material investment positions
Scenario Portfolio change on
a fair value basis
Change in equity
before tax
Equity securities Share prices –10% –4.5 –4.5
Share prices –20% –9.0 –9.0
Share prices +10% +4.5 +4.5
Share prices +20% +9.0 +9.0
Fixed-income securities Yield increase +50 basis points –577.5 –413.0
Yield increase +100 basis points –1,129.0 –806.7
Yield decrease –50 basis points +599.0 +428.4
Yield decrease –100 basis points +1,223.5 +875.6

terest rate risk. Declining market yields lead to increases and rising market yields to decreases in the fair value of the fixedincome securities portfolio. The credit spread risk should also be mentioned. The credit spread refers to the interest rate differential between a risk-entailing bond and risk-free bond of the same quality. Changes in these risk premiums, which are observable on the market, result – analogously to changes in pure market yields – in changes in the fair values of the corresponding securities.

The portfolio of fixed-income securities is exposed to the in-

Currency risks are especially relevant if there is a currency imbalance between the technical liabilities and the assets. Through extensive matching of currency distributions on the assets and liabilities side, we reduce this risk on the basis of the individual balance sheets within the Group. The short-term Value at Risk therefore does not include quantification of the currency risk. We regularly compare the liabilities per currency with the covering assets and optimise the currency coverage in light of relevant collateral conditions by regrouping assets. Remaining currency surpluses are systematically quantified and monitored within the scope of economic modelling.

Real estate risks result from the possibility of unfavourable changes in the value of real estate held either directly or through fund units. They may be caused by a deterioration in particular qualities of a property or by a general downslide in market values (such as the US real estate crash). Real estate risks continued to grow in importance for our portfolio owing to our continuous involvement in this sector. We spread these risks through broadly diversified investments in high-quality markets of Germany, Europe as a whole and the United States.

Credit risks from investments may arise out of the risk of a failure to pay (interest and/or capital repayment) or a change in the credit status (rating downgrade) of issuers of securities. We attach equally vital importance to exceptionally broad diversification as we do to credit assessment conducted on the basis of the quality criteria set out in the investment guidelines.

In order to limit the risk of counterparty default we define various limits on the issuer and issue level as well as in the form of dedicated rating quotas. A comprehensive system of risk reporting ensures timely reporting to the functions entrusted with risk management. The measurement and monitoring mechanisms that have been put in place safeguard a prudent, broadly diversified investment strategy. This is reflected inter alia in the fact that within our portfolio of assets under own management the exposures to government bonds or instruments backed by sovereign guarantees issued by the so-called GIIPS states (Greece, Ireland, Italy, Portugal, Spain) amount to altogether just EUR 211.4 million on a fair value basis. This corresponds to a proportion of 0.7%. The individual countries account for the following shares: Spain EUR 146.5 million, Ireland EUR 23.0 million, Italy EUR 22.0 million and Portugal EUR 20.0 million. No impairments had to be taken on these holdings. Our portfolio does not contain any bonds of Greek issuers.

On a fair value basis EUR 3,578.6 million of the corporate bonds held by our company were issued by entities in the financial sector. Of this amount, EUR 2,959.8 million was attributable to banks. The vast majority of these bank bonds (76.7%) are rated "A" or better. Our investment portfolio under own management does not contain any directly written credit derivatives.

Rating structure of our fixed-income securities1
Rating classes Government bonds Securities issued by
semi-governmental
entities Corporate bonds Covered bonds/asset
backed securities
in % in EUR
million
in % in EUR
million
in % in EUR
million
in % in EUR
million
AAA 27.8 1,462.8 58.6 3,645.5 2.6 248.2 62.0 3,000.0
AA 54.1 2,846.4 37.7 2,345.3 15.9 1,497.4 24.0 1,163.6
A 9.8 516.7 3.0 188.5 52.1 4,910.2 4.5 218.8
BBB 6.3 330.3 0.5 33.4 24.4 2,292.3 4.8 234.3
< BBB 2.0 106.1 0.2 13.4 5.0 471.8 4.7 226.0
Total 100.0 5,262.2 100.0 6,226.1 100.0 9,419.9 100.0 4,842.7

1 Securities held through investment funds are recognised pro rata with their corresponding individual ratings

Interim management report

We use derivative financial instruments only to a very limited extent. The primary purpose of such financial instruments is to hedge against potentially adverse situations on capital markets. The contracts are concluded solely with first-class counterparties and exposures are controlled in accordance with the restrictive parameters set out in the investment guidelines so as to avoid credit risks associated with the use of such transactions.

Credit risks

The credit risk consists primarily of the risk of complete or partial failure of the counterparty and the associated default on payment. Since the business that we accept is not always fully retained, but instead portions are retroceded as necessary, the credit risk is also material for our company in reinsurance transactions. Our retrocession partners are carefully selected and monitored in light of credit considerations in order to keep the risk as small as possible. This is also true of our broker relationships, which entail a risk inter alia through the potential loss of the premium paid by the cedant to the broker or through possible double payments of claims. We minimise these risks, inter alia, by reviewing all broker relationships with an eye to criteria such as the existence of professional indemnity insurance, payment performance and proper contract implementation. The credit status of retrocessionaires is continuously monitored. On the basis of this ongoing monitoring a Security Committee decides on measures where necessary to secure receivables that appear to be at risk of default. Overall, retrocessions conserve our capital, stabilise and optimise our results and enable us to act on opportunities across a broader front, e.g. following a catastrophe loss event. Regular visits to our retrocessionaires give us a reliable overview of the market and put us in a position to respond quickly to capacity changes. Through these close contacts with our retrocessionaires we are able to provide a stable renewals forecast. Alongside traditional retrocessions in non-life reinsurance we also transfer risks to the capital market. Yet credit risks are relevant to our investments and in life and health reinsurance, too, because we prefinance acquisition costs for our ceding companies. Our clients, retrocessionaires and broker relationships as well as our investments are therefore carefully evaluated and limited in light of credit considerations and are constantly monitored and controlled within the scope of our system of limits and thresholds.

In terms of the Hannover Re Group's major companies, EUR 231.6 million (6.4%) of our accounts receivable from reinsurance business totalling EUR 3,588.6 million were older than 90 days as at 31 March 2012. The average default rate over the past three years was 0.1%.

Operational risks

Operational risks refer to the risk of losses occurring because of the inadequacy or failure of internal processes or as a result of events triggered by employee-related, system-induced or external factors. Operational risks are monitored primarily by way of appropriate process management. These risk potentials are evaluated on the basis of expert assessments, the plausibility of which is verified by central risk management. These assessments enable us to prioritise operational risks. When it comes to the monitoring of such risks, we attach special emphasis to the following individual risks.

Business process risks are associated with the risk of inadequate or deficient internal processes, e.g. as a consequence of poor data quality. Data quality is a critical success factor, especially in risk management, because all enterprise processes are based on the information made available. The overriding goal of our data quality management is to bring about sustainable improvement and to safeguard data quality within the Hannover Re Group, for example by way of regular data quality checks. In addition, as part of our process management, overarching and company-wide processes are continuously optimised and standardised.

Compliance risks are associated with the risk of breaches of standards and requirements, non-compliance with which may entail lawsuits or official proceedings with not inconsiderable detrimental implications for the business activities of the Hannover Re Group (e.g. tax, anti-trust, embargo or regulatory law). Upon suspicion of breaches of the law pertaining to Hannover Re, our employees and business partners are able to report such suspicions anonymously using our electronic whistleblower system. These tips are brought to the attention of Hannover Re's Compliance Office, which is thus able to investigate the grounds for suspicion.

As a reinsurance specialist, we transact primary insurance business that complements our reinsurance activities in selected market niches. In so doing, just as on the reinsurance side, we always work together with partners from the primary sector – such as insurance brokers and underwriting agencies. This gives rise to risks associated with such sales channels, although these are minimised through the careful selection of agencies, mandatory underwriting guidelines and regular checks.

Fraud risks refer to the risk of intentional violations of laws or regulations by members of staff (internal fraud) and/or by externals (external fraud). This risk is reduced by the processintegrated internal control system as well as by the audits conducted by Internal Auditing on a Group-wide and lineindependent basis.

The proper functioning and competitiveness of the Hannover Re Group can be attributed in large measure to the expertise and dedication of our staff. In order to minimise personnel risks, we pay special attention to the skills, experience and motivation of our employees and foster these qualities through outstanding personnel development and leadership activities. Regular employee surveys, the monitoring of turnover rates and the holding of exit interviews ensure that such risks are identified at an early stage and scope to take the necessary actions is created.

Information technology risks and information security risks arise, inter alia, out of the risk of the inadequate integrity, confidentiality or availability of systems and information. Losses and damage caused by unauthorised access to IT systems or by computer viruses, for example, pose a serious threat to the Hannover Re Group. Given the broad spectrum of such risks, a diverse range of steering and monitoring measures and organisational standards have been put in place.

When it comes to reducing business interruption risks, the paramount objective is the quickest possible return to normal operations after a crisis, for example through implementation of existing contingency plans. Guided by internationally accepted standards, we have defined the basic framework conditions for the Hannover Re Group. The system is complemented by regular exercises and tests.

The partial or complete outsourcing of functions and/or services may give rise to associated risks. Regulatory and binding internal rules serve to minimise such risks. All risks associated with any instance of outsourcing must be identified, evaluated (e.g. by way of a performance assessment) and appropriately steered and controlled.

Other risks

Of material importance to our company in the category of other risks are primarily emerging risks, strategic risks, reputational risks and liquidity risks.

The hallmark of emerging risks (such as climate change or nanotechnology) is that the content of such risks cannot as yet be reliably assessed – especially with respect to our treaty portfolio. Such risks evolve gradually from weak signals to unmistakable tendencies. It is therefore vital to detect these risks at an early stage and then determine their relevance. For the purpose of early detection we have developed an efficient process that spans divisions and lines of business and we have ensured its linkage to risk management. Emerging risks may also have implications for our treaty portfolio – in the form not only of risks but also opportunities, e.g. through increased demand for reinsurance products.

Strategic risks derive from a possible imbalance between the corporate strategy of the Hannover Re Group and the constantly changing general business environment. Such an imbalance might be caused, for example, by incorrect strategic policy decisions, a failure to consistently implement the defined strategies and business plans or an incorrect allocation of resources. We therefore regularly review our corporate strategy in a multi-step procedure and adjust our processes and the resulting guidelines as and when required. We have defined performance criteria and indicators for the operational implementation of the strategic guidelines; these are authoritative when it comes to determining fulfilment of the various targets.

Reputational risks refer to the risk of a loss of trust in our company among clients, shareholders, employees or the public at large. This risk has the potential to jeopardise the business foundation of the Hannover Re Group. A good corporate reputation is therefore an indispensable prerequisite for our core business as a reinsurer. Loss of reputation may occur, for example, if a data mishap becomes public knowledge or as a consequence of fraud. We use a number of different practices to minimise this risk, including for example our set communication channels, a professional approach to corporate communications, tried and tested processes for defined crisis scenarios as well as our established Code of Conduct.

The liquidity risk refers to the risk of being unable to meet our financial obligations when they become due. The liquidity risk consists of the refinancing risk, i.e. the necessary cash cannot be obtained or can only be raised at increased costs, and the market liquidity risk, meaning that financial market transactions can only be completed at a poorer price than expected due to a lack of market liquidity. Core elements of the liquidity management of our investments are, in the first place, management of the maturity structure of our investments on the basis of the planned payment profiles arising out of our technical liabilities and, secondly, regular liquidity planning as well as the asset structure of the investments.

Above and beyond the foreseeable payments, unexpected and exceptionally large payments may pose a threat to liquidity. Yet in reinsurance business significant events (major losses) are normally paid out after a lead time that can be reliably planned. As part of our liquidity management we have nevertheless defined asset holdings that have proven to be highly liquid even in times of financial stress. In addition, we manage the liquidity of the portfolio through ongoing monitoring of the liquidity of the instruments contained therein; liquidity is verified on a monthly and ad hoc basis. These measures serve to effectively reduce the liquidity risk.

Assessment of the risk situation

The above remarks describe the diverse spectrum of risks to which Hannover Re, as an internationally operating reinsurance company, is exposed as well as the steps taken to manage and monitor them. These risks can potentially have a significant impact on our assets, financial position and net income. Yet consideration solely of the risk aspect does not fit our conception of risk, since it is always the case that Hannover Re only enters into those risks that go hand-in-hand with opportunities. Our management and monitoring tools as well as our organisational and operational structures ensure that we are able to identify our risks in a timely manner and maximise our opportunities. The pivotal element in this regard is our effective and closely interlinked system of qualitative and quantitative risk management. We are of the opinion that our risk management system affords us a transparent overview of the current risk situation at all times and that our overall risk profile is appropriate. Based on our currently available insights arrived at from a holistic analysis of the risk situation, the Executive Board of Hannover Re cannot discern any risks that could jeopardise the continued existence of our company in the short or medium term or have a material and lasting effect on our assets, financial position or net income.

For additional information on the opportunities and risks associated with our business please see the Group Annual Report 2011.

Outlook

In light of the attractive market opportunities in non-life and life/health reinsurance and the pleasing result for the first quarter, we anticipate a good financial year in 2012. Our total gross premium volume is expected to grow by 5% to 7%.

Market conditions in non-life reinsurance give considerable grounds for satisfaction. The favourable outcome of the treaty renewals at the beginning of the year was reinforced by the renewal round on 1 April 2012 and even surpassed in some areas. Particularly with respect to Japan, the rate increases – following on from the rises in the previous year – were again appreciable. Rate hikes running into the mid-double digits were obtained for earthquake covers. Conditions for proportional property and casualty business also improved. Korea similarly saw substantial rate increases, which were especially marked for programmes containing foreign exposures or those that had been impacted by losses outside Korea, such as the earthquake in Japan or flooding in Thailand. In US catastrophe business, too, rates moved higher; substantial price increases were recorded particularly for programmes that had suffered losses from the series of tornadoes. It is our expectation that the other upcoming renewals within the year will also pass off favourably overall and that the price increases will hold firm over the medium term too. For the full 2012 financial year we anticipate growth of 5% to 7% in gross premium income from non-life reinsurance.

The prospects in life and health reinsurance remain attractive and we are thus looking forward to the 2012 financial year in upbeat mood. This is motivated, in the first place, by the demographic trend in industrialised nations such as the United States, Japan, United Kingdom, France and Germany. In a large section of these markets the demographic change is stimulating steadily increasing demand for retirement provision solutions and long-term care insurance products. Secondly, key emerging markets such as China, India and Russia have an expanding affluent middle class. Against this backdrop, financial protection in old age is taking on ever greater significance here too, as reflected in rising demand for corresponding life insurance products. What is more, tailored reinsurance solutions designed to optimise solvency and provide relief for the equity base of primary insurers are consistently growing in importance as a consequence of the impending implementation of Solvency II. For the current financial year we are therefore looking to generate organic growth of 5% to 7% in our gross premium.

The expected positive cash flow that we generate from the technical account and the investments should – subject to stable exchange rates – lead to further growth in our asset portfolio. In the area of fixed-income securities we continue to stress the high quality and diversification of our portfolio. We are targeting a return on investment of 3.5% for 2012.

In view of the good overall business conditions in non-life and life/health reinsurance and bearing in mind our strategic orientation, we are looking forward to a very good 2012 financial year. This is subject to the premise that the burden of major losses does not significantly exceed the expected level of EUR 560 million for the full year and also assumes that there are no drastic downturns on capital markets. In 2012, as in recent years, we are again aiming for a dividend payout in the range of 35% to 40% of Group net income.

Quarterly financial report of the Hannover Re Group

Consolidated balance sheet

Assets in EUR thousand 31.3.2012 31.12.2011
Fixed-income securities – held to maturity 3,953,266 4,156,089
Fixed-income securities – loans and receivables 3,383,097 3,524,735
Fixed-income securities – available for sale 18,227,062 17,328,911
Fixed-income securities – at fair value through profit or loss 187,478 161,130
Equity securities – available for sale 45,077 40,387
Other financial assets – at fair value through profit or loss 55,865 21,026
Real estate and real estate funds 521,279 525,097
Investments in associated companies 125,965 127,554
Other invested assets 945,390 931,421
Short-term investments 1,039,416 1,017,886
Cash 502,840 506,963
Total investments and cash under own management 28,986,735 28,341,199
Funds withheld 13,356,347 13,232,054
Contract deposits 157,569 109,719
Total investments 42,500,651 41,682,972
Reinsurance recoverables on unpaid claims 1,439,470 1,550,587
Reinsurance recoverables on benefit reserve 373,930 380,714
Prepaid reinsurance premium 121,080 91,823
Reinsurance recoverables on other technical reserves 6,501 7,810
Deferred acquisition costs 1,953,587 1,926,570
Accounts receivable 3,588,592 3,139,327
Goodwill 59,536 59,289
Deferred tax assets 694,017 682,888
Other assets 375,835 336,650
Accrued interest and rent 5,297 5,931
Assets held for sale 2,391 2,391
Total assets 51,120,887 49,866,952
Liabilities in EUR thousand 31.3.2012 31.12.2011
Loss and loss adjustment expense reserve 20,943,347 20,767,317
Benefit reserves 10,298,134 10,309,066
Unearned premium reserve 2,608,852 2,215,864
Other technical provisions 218,236 207,262
Funds withheld 703,148 644,587
Contract deposits 5,135,636 5,008,193
Reinsurance payable 752,128 733,348
Provisions for pensions 89,633 88,299
Taxes 210,830 185,015
Deferred tax liabilities 1,833,351 1,723,265
Other liabilities 434,111 443,671
Long-term debt and subordinated capital 1,921,060 1,934,410
Total liabilities 45,148,466 44,260,297
Shareholders' equity
Common shares 120,597 120,597
Nominal value: 120,597
Conditional capital: 60,299
Additional paid-in capital 724,562 724,562
Common shares and additional paid-in capital 845,159 845,159
Cumulative other comprehensive income
Unrealised gains and losses on investments 609,889 453,115
Cumulative foreign currency translation adjustment (31,060) 11,559
Changes from cash flow hedges 8,477
Other changes in cumulative other comprehensive income (12,539) (18,553)
Total other comprehensive income 574,767 446,121
Retained earnings 3,940,459 3,679,351
Equity attributable to shareholders of Hannover Re 5,360,385 4,970,631
Non-controlling interests 612,036 636,024
Total shareholders' equity 5,972,421 5,606,655
Total liabilities 51,120,887 49,866,952

Consolidated statement of income

Figures in EUR thousand 1.1.–31.3.2012 1.1.–31.3.2011
Gross written premium 3,510,567 3,143,146
Ceded written premium 314,209 337,832
Change in gross unearned premium (423,141) (363,801)
Change in ceded unearned premium 42,948 49,206
Net premium earned 2,816,165 2,490,719
Ordinary investment income 258,159 222,744
Profit/loss from investments in associated companies 1,803 2,377
Realised gains and losses on investments 37,807 39,178
Unrealised gains and losses on investments 84,562 69,017
Total depreciation, impairments and appreciation of investments 7,052 (413)
Other investment expenses 18,393 17,588
Net income from investments under own management 356,886 316,141
Income/expense on funds withheld and contract deposits 83,730 75,860
Net investment income 440,616 392,001
Other technical income 385 3,043
Total revenues 3,257,166 2,885,763
Claims and claims expenses 2,046,111 2,148,562
Change in benefit reserves 109,036 114,412
Commission and brokerage, change in deferred acquisition costs 582,693 527,123
Other acquisition costs 3,274 1,914
Other technical expenses 1,016 3,153
Administrative expenses 74,091 81,261
Total technical expenses 2,816,221 2,876,425
Other income and expenses (47,779) 38,014
Operating profit/loss (EBIT) 393,166 47,352
Interest on hybrid capital 25,371 26,823
Net income before taxes 367,795 20,529
Taxes 92,509 (58,567)
Net income 275,286 79,096
thereof
Non-controlling interest in profit and loss 13,995 26,809
Group net income 261,291 52,287
Earnings per share
Basic earnings per share in EUR 2.17 0.43
Diluted earnings per share in EUR 2.17 0.43

Consolidated statement of comprehensive income as at 31 March 2012

Figures in EUR thousand 1.1.–31.3.2012 1.1.–31.3.2011
Net income 275,286 79,096
Unrealised gains and losses on investments
Gains (losses) recognised directly in equity 248,539 (77,153)
Transferred to the consolidated statement of income (9,682) (36,872)
Tax income (expense) (69,262) 16,886
169,595 (97,139)
Currency translation
Gains (losses) recognised directly in equity (51,560) (134,287)
Tax income (expense) 6,675 12,054
(44,885) (122,233)
Changes from cash flow hedges
Gains (losses) recognised directly in equity 12,453
Tax income (expense) (3,976)
8,477
Other changes
Gains (losses) recognised directly in equity 8,524 (3,841)
Tax income (expense) (2,510) 1,028
6,014 (2,813)
Total income and expense recognised directly in equity
Gains (losses) recognised directly in equity 217,956 (215,281)
Transferred to the consolidated statement of income (9,682) (36,872)
Tax income (expense) (69,073) 29,968
139,201 (222,185)
Changes in the consolidated group 32
Total recognised income and expense 414,487 (143,057)
thereof:
Attributable to non-controlling interests 24,538 17,864
Attributable to shareholders of Hannover Re 389,949 (160,921)

Consolidated statement of changes in shareholders' equity

Figures in EUR thousand Common
shares
Addi
tional
paid-in
capital
(cumulative other comprehensive income) Other reserves Retained
earnings
Non-con
trolling
interests
Share
holders'
equity
Unrealised
gains/
losses
Currency
translation
Cash flow
hedges
Other
Balance as at 1.1.2011 120,597 724,562 372,094 (52,954) (6,450) 3,351,116 608,903 5,117,868
Capital increases/
additions
30 30
Capital repayments (8) (8)
Total income and
expense recognised
after tax (93,075) (117,320) (2,813) 52,287 17,864 (143,057)
Dividends paid (36,384) (36,384)
Balance as at 31.3.2011 120,597 724,562 279,019 (170,274) (9,263) 3,403,403 590,405 4,938,449
Balance as at 1.1.2012 120,597 724,562 453,115 11,559 (18,553) 3,679,351 636,024 5,606,655
Changes in ownership
interest with no change
of control status
(12) (183) 195
Capital increases/
additions
94 94
Capital repayments (3,407) (3,407)
Total income and
expense recognised
after tax
156,774 (42,607) 8,477 6,014 261,291 24,538 414,487
Dividends paid (45,408) (45,408)
Balance as at 31.3.2012 120,597 724,562 609,889 (31,060) 8,477 (12,539) 3,940,459 612,036 5,972,421

Consolidated cash flow statement

Figures in EUR thousand 1.1.–31.3.2012 1.1.–31.3.2011
I.
Cash flow from operating activities
Net income 275,286 79,096
Appreciation/depreciation 10,005 6,676
Net realised gains and losses on investments (37,807) (39,178)
Amortisation of investments 18,879 12,554
Changes in funds withheld (164,405) (898,574)
Net changes in contract deposits 129,892 666,850
Changes in prepaid reinsurance premium (net) 379,974 314,442
Changes in tax assets/provisions for taxes 25,821 (93,616)
Changes in benefit reserve (net) 60,625 181,986
Changes in claims reserves (net) 531,229 793,095
Changes in deferred acquisition costs (40,485) (76,422)
Changes in other technical provisions 14,897 (1,746)
Changes in clearing balances (425,852) (414,389)
Changes in other assets and liabilities (net) (41,434) (58,253)
Cash flow from operating activities 736,625 472,521
Figures in EUR thousand 1.1.–31.3.2012 1.1.–31.3.2011
II.
Cash flow from investing activities
Fixed-income securities – held to maturity
Maturities 146,191 109,075
Fixed-income securities – loans and receivables
Maturities, sales 166,857 56,332
Purchases (39,418) (173,399)
Fixed-income securities – available for sale
Maturities, sales 2,434,153 2,078,654
Purchases (3,285,477) (2,474,253)
Fixed-income securities – at fair value through profit or loss
Maturities, sales 11,918 42,998
Purchases (31,599) (3,148)
Equity securities – available for sale
Sales 725,910
Purchases (1,568) (268,295)
Equity securities – at fair value through profit or loss
Sales 185
Other invested assets
Sales 11,239 19,314
Purchases (32,637) (27,869)
Affiliated companies and participating interests
Sales 23 32
Purchases (8,202) (8,483)
Real estate and real estate funds
Sales 28,954 132
Purchases (33,901) (11,030)
Short-term investments
Changes (32,666) (186,173)
Other changes (net) (3,770) (2,968)
Cash flow from investing activities (669,718) (123,171)
Figures in EUR thousand 1.1.-31.3.2012 1.1.-31.3.2011
III. Cash flow from financing activities
Contribution from capital measures 94
Payment on capital measures (3,982) (2,635)
Dividends paid (45,408) (36,384)
Repayment of long-term debts (9,046) (138,338)
Cash flow from financing activities (58,342) (177,357)
IV. Exchange rate differences on cash (12,688) (23,247)
Cash and cash equivalents at the beginning of the period 506,963 475,227
Change in cash and cash equivalents (I.+II.+III.+IV.) (4,123) 148,746
Cash and cash equivalents at the end of the period 502,840 623,973
thereof cash and cash equivalents of disposal groups 19,039
Cash and cash equivalents at the end of the period excluding disposal groups 502,840 604,934
Income taxes (55,693) 10,591
Interest paid (53,794) (57,397)

Consolidated segmental report

Segmentation of assets in EUR thousand Non-life reinsurance
31.3.2012 31.12.2011
Assets
Held to maturity 3,532,188 3,704,836
Loans and receivables 3,346,313 3,486,857
Available for sale 12,521,311 11,707,340
At fair value through profit or loss 150,207 118,327
Other invested assets 1,555,561 1,554,528
Short-term investments 727,228 638,128
Cash 356,814 385,531
Total investments and cash under own management 22,189,622 21,595,547
Funds withheld 841,452 836,170
Contract deposits
Total investments 23,031,074 22,431,717
Reinsurance recoverables on unpaid claims 1,232,594 1,352,406
Reinsurance recoverables on benefit reserve
Prepaid reinsurance premium 117,663 89,109
Reinsurance recoverables on other reserves 2,811 4,239
Deferred acquisition costs 527,956 458,651
Accounts receivable 2,326,915 1,977,106
Other assets in the segment 1,458,547 1,469,312
Assets held for sale 2,391 2,391
Total assets 28,699,951 27,784,931
Segmentation of technical and other liabilities in EUR thousand
Liabilities
Loss and loss adjustment expense reserve 18,084,986 18,030,010
Benefit reserve
Unearned premium reserve 2,500,310 2,110,289
Provisions for contingent commissions 151,644 145,915
Funds withheld 334,637 313,851
Contract deposits 92,475 96,611
Reinsurance payable 503,815 446,301
Long-term liabilities 188,206 202,823
Other liabilities in the segment 1,671,414 1,544,215
Total liabilities 23,527,487 22,890,015
Life/health reinsurance Consolidation Total
31.3.2012 31.12.2011 31.3.2012 31.12.2011 31.3.2012 31.12.2011
198,809 199,846 222,269 251,407 3,953,266 4,156,089
26,343 27,560 10,441 10,318 3,383,097 3,524,735
5,419,714 5,355,477 331,114 306,481 18,272,139 17,369,298
66,119 40,346 27,017 23,483 243,343 182,156
34,640 27,041 2,433 2,503 1,592,634 1,584,072
286,187 339,662 26,001 40,096 1,039,416 1,017,886
142,540 118,835 3,486 2,597 502,840 506,963
6,174,352 6,108,767 622,761 636,885 28,986,735 28,341,199
12,514,895 12,395,934 (50) 13,356,347 13,232,054
157,569 109,719 157,569 109,719
18,846,816 18,614,420 622,761 636,835 42,500,651 41,682,972
208,069 199,332 (1,193) (1,151) 1,439,470 1,550,587
373,930 380,714 373,930 380,714
3,506 2,802 (89) (88) 121,080 91,823
3,690 3,571 6,501 7,810
1,425,627 1,467,915 4 4 1,953,587 1,926,570
1,261,936 1,162,401 (259) (180) 3,588,592 3,139,327
458,854 467,140 (782,716) (851,694) 1,134,685 1,084,758
2,391 2,391
22,582,428 22,298,295 (161,492) (216,274) 51,120,887 49,866,952
2,859,555 2,738,458 (1,194) (1,151) 20,943,347 20,767,317
10,298,219 10,309,149 (85) (83) 10,298,134 10,309,066
108,542 105,575 2,608,852 2,215,864
66,592 61,347 218,236 207,262
368,511 330,736 703,148 644,587
5,043,161 4,911,582 5,135,636 5,008,193
248,883 287,692 (570) (645) 752,128 733,348
1,732,854 1,731,587 1,921,060 1,934,410
1,657,967 1,730,456 (761,456) (834,421) 2,567,925 2,440,250
20,651,430 20,474,995 969,549 895,287 45,148,466 44,260,297

Consolidated segmental report

Segmental statement of income in EUR thousand Non-life reinsurance
1.1.–31.3.2012 1.1.–31.3.2011
Gross written premium 2,116,636 1,924,278
thereof
From insurance business with other segments
From insurance business with external third parties 2,116,636 1,924,278
Net premium earned 1,554,703 1,376,341
Net investment income 254,519 250,263
thereof
Deposit interest and expenses 3,308 3,118
Claims and claims expenses 1,115,144 1,354,070
Change in benefit reserve
Commission and brokerage, change in deferred acquisition costs and other technical
income/expenses
351,939 306,605
Administrative expenses 40,862 46,551
Other income and expenses (38,110) 56,086
Operating profit/loss (EBIT) 263,167 (24,536)
Interest on hybrid capital
Net income before taxes 263,167 (24,536)
Taxes 77,092 (67,513)
Net income 186,075 42,977
thereof
Non-controlling interest in profit or loss 12,838 25,710
Group net income 173,237 17,267
Life/health reinsurance Consolidation Total
1.1.–31.3.2012 1.1.–31.3.2011 1.1.–31.3.2012 1.1.–31.3.2011 1.1.–31.3.2012 1.1.–31.3.2011
1,393,977 1,219,359 (46) (491) 3,510,567 3,143,146
46 491 (46) (491)
1,393,931 1,218,868 3,510,567 3,143,146
1,261,464 1,114,453 (2) (75) 2,816,165 2,490,719
177,398 127,799 8,699 13,939 440,616 392,001
80,422 72,742 83,730 75,860
931,164 794,717 (197) (225) 2,046,111 2,148,562
109,037 114,486 (1) (74) 109,036 114,412
236,408 223,462 (1,749) (920) 586,598 529,147
34,105 35,424 (876) (714) 74,091 81,261
(5,982) (15,731) (3,687) (2,341) (47,779) 38,014
122,166 58,432 7,833 13,456 393,166 47,352
25,371 26,823 25,371 26,823
122,166 58,432 (17,538) (13,367) 367,795 20,529
20,912 15,830 (5,495) (6,884) 92,509 (58,567)
101,254 42,602 (12,043) (6,483) 275,286 79,096
1,157 1,099 13,995 26,809
100,097 41,503 (12,043) (6,483) 261,291 52,287

1. General reporting principles

The parent company Hannover Rückversicherung AG ("Hannover Re") and its subsidiaries (collectively referred to as the "Hannover Re Group") are 50.22% owned by Talanx AG and included in its consolidated financial statement. Talanx AG is wholly owned by HDI Haftpflichtverband der Deutschen Industrie V.a.G. (HDI). Hannover Re is obliged to prepare a consolidated financial statement and group management report in accordance with § 290 German Commercial Code (HGB). Furthermore, HDI is required by §§ 341 i et seq. German Commercial Code (HGB) to prepare consolidated annual accounts that include the annual financial statements of Hannover Re and its subsidiaries.

The consolidated financial statement of Hannover Re was drawn up in compliance with the International Financial Reporting Standards (IFRS) that are to be used within the European Union. This also applies to all figures provided in this report for previous periods. Since 2002 the standards adopted by the International Accounting Standards Board (IASB) have been referred to as IFRS; the standards dating from earlier years still bear the name "International Accounting Standards (IAS)". Standards are cited in our Notes accordingly; unless the Notes make explicit reference to a particular standard, both terms are used synonymously.

The consolidated quarterly financial report has been compiled in accordance with IAS 34 "Interim Financial Reporting". As provided for by IAS 34, in our preparation of the consolidated quarterly financial statement, consisting of the consolidated balance sheet, consolidated statement of income, consolidated statement of comprehensive income, consolidated cash flow statement, consolidated statement of changes in shareholders' equity and selected explanatory notes, we draw on estimates and assumptions to a greater extent than is the case with the annual financial reporting. This can have implications for items in the balance sheet and the statement of income as well as for other financial obligations. Although the estimates are always based on realistic premises, they are of course subject to uncertainties that may be reflected accordingly in the result. Losses from natural disasters and other catastrophic losses impact the result of the reporting period in which they occur. Furthermore, belatedly reported claims for major loss events can also lead to substantial fluctuations in individual quarterly results. Gains and losses on the disposal of investments are accounted for in the quarter in which the investments are sold.

The present consolidated quarterly financial statement was prepared by the Executive Board on 23 April 2012 and released for publication.

2. Accounting principles including major accounting policies

The quarterly accounts of the consolidated companies included in the consolidated financial statement were drawn up as at 31 March 2012.

All standards adopted by the IASB as at 31 March 2012 with binding effect for the period under review have been observed in the consolidated financial statement.

New accounting standards or accounting standards applied for the first time

In October 2010 the IASB published "Disclosures – Transfers of Financial Assets (Amendments to IFRS 7)" to enhance the disclosures for transactions involving transfers of financial assets. The amendments increase the disclosure requirements in order to understand the relationship between transferred financial assets that are not derecognised or not derecognised in their entirety and the associated liabilities, such as the nature of the remaining risks and rewards of ownership.

In addition, for transfers of financial assets that result in full derecognition but where the entity has continuing involvement in the assets, information is to be disclosed that allows users to evaluate the nature of and risks associated with the entity's continuing involvement in derecognised financial assets. This includes, inter alia, the maximum exposure to loss from continuing involvement as well as a maturity analysis of future cash flows. The amendments, which are applicable to financial years beginning on or after 1 July 2011, had no implications for Hannover Re in the period under review.

Standards or changes in standards that have not yet entered into force or are not yet applicable

The amendments published in December 2010 "Deferred Tax: Recovery of Underlying Assets (Amendments to IAS 12)" introduce a rebuttable presumption that the carrying amount of investment property will be recovered entirely through sale. This is intended to simplify the distinction as to whether the carrying amount of an asset is recovered through use or sale. Under the transitional provisions of the standard, the effective date of the amendments of IAS 12 is for annual periods beginning on or after 1 January 2012, although they have still to be endorsed by the EU. Consequently, Hannover Re is not yet applying the amendments. The new requirements are not expected to have any significant implications for the assets, financial position or net income of the Group.

In May 2011 the IASB published five new or revised standards governing consolidation, the accounting of investments in associated companies and joint ventures and the related disclosures in the notes.

In this connection IFRS 10 "Consolidated Financial Statements" and IFRS 11 "Joint Arrangements" replaced the previous standards governing consolidated financial statements and special purpose entities (IAS 27 "Consolidated and Separate Financial Statements" and SIC-12 "Consolidation – Special Purpose Entities") as well as the standards governing the accounting of interests in joint ventures (IAS 31 "Interests in Joint Ventures" and SIC-13 "Jointly Controlled Entities – Non-Monetary Contributions by Venturers").

The major new feature of IFRS 10 is that it identifies control as the single basis for verifying the consolidation requirement, irrespective of whether control is substantiated in company law, contractually or economically.

In accordance with IFRS 11 a proportionate inclusion of interests in joint ventures will no longer be permissible in future. Rather, interests in joint ventures must be accounted for using the equity method.

In addition, the disclosure requirements previously contained in IAS 27 and IAS 31 have been combined and restructured in IFRS 12 "Disclosure of Interests in Other Entities". With the aim of clarifying for the users of financial statements the nature of an entity's interest in other entities as well as the effects of those interests on its financial position, financial performance and cash flows, significantly expanded disclosures of information are required in comparison with the previous requirements.

The revised version of IAS 27 will in future consist solely of requirements for the accounting of investments in subsidiaries, jointly controlled entities and associates in separate (nonconsolidated) financial statements of the parent company. In this context, only minimal changes were made relative to the previous wording of the standard.

The revised version of IAS 28 "Investments in Associates and Joint Ventures" extends the content of standards governing the accounting of investments in associated companies to include rules governing the accounting of investments in joint ventures. In both instances application of the equity method is required.

The requirements of IFRS 10, 11 and 12 as well as the revised IAS 27 and 28 are to be applied to financial years beginning on or after 1 January 2013. All of these standards have still to be ratified by the EU.

IFRS 13 "Fair Value Measurement", a new standard also published in May 2011, is intended to establish uniform and consistent requirements for the measurement of fair value, which had hitherto been contained in various standards. In this context, the fair value is defined as the exit price, the calculation of which shall be based as far as possible on relevant observable inputs. In addition, extensive explanatory and qualitative disclosures are required; these are intended, in particular, to describe the quality of the calculation of fair value. IFRS 13 must be applied to financial years beginning on or after 1 January 2013 and has still to be ratified by the EU.

In June 2011 the IASB published amendments to IAS 1 "Presentation of Financial Statements" and IAS 19 "Employee Benefits". IAS 1 requires entities to group items presented in OCI based on whether they are potentially reclassifiable to profit or loss subsequently, i.e. those that might be reclassified and those that will not be reclassified. Subtotals are to be shown accordingly for the two groups. Tax associated with items presented before tax is to be shown separately for each of the groups of OCI items. In future the revised IAS 19 eliminates the use of the so-called "corridor approach" to defer remeasurement impacts in connection with defined benefit obligations. Actuarial gains and losses ("remeasurements") therefore have to be recognised entirely in OCI and cannot be recycled through profit or loss in subsequent periods. In addition to extended disclosure requirements, the treatment of termination benefits is changed.

The amendments to IAS 1 are to be applied to financial years beginning on or after 1 July 2012. It is envisaged that the amended IAS 19 will be applicable for the first time to financial years beginning on or after 1 January 2013. The amendments to IAS 1 and IAS 19 have still to be ratified by the EU.

In November 2009 the IASB issued IFRS 9 "Financial Instruments" on the classification and measurement of financial instruments. IFRS 9 is the first step in a three-phase project intended to replace IAS 39 "Financial Instruments: Recognition and Measurement" with a new standard. IFRS 9 introduces new requirements for classifying and measuring financial assets. The provisions of IFRS 9 were expanded in October 2010 with an eye to financial liabilities for which the fair value option is chosen. The standard has not yet been ratified by the EU.

The following table provides an overview of all other standards and interpretations that have not yet entered into force or are not yet applicable. With respect to all the specified standards Hannover Re is currently reviewing the potential implications of their application in future reporting periods.

Standards Applicable to financial years
beginning on or after
Endorsement by
European Commission
Amendments to IFRS 7 Financial Instruments: Disclosures –
Offsetting Financial Assets and Financial Liabilities
1 January 2013 Pending
Amendments to IAS
32 – Offsetting Financial Assets and Finan
cial Liabilities
1 January 2014 Pending

Key exchange rates

The individual companies' statements of income prepared in the national currencies are converted into euro at the average rates of exchange and transferred to the consolidated financial statement. The conversion of foreign currency items in the balance sheets of the individual companies and the transfer of these items to the consolidated financial statement are effected at the mean rates of exchange on the balance sheet date.

Key exchange rates
1 EUR corresponds to:
31.3.2012 31.12.2011 1.1.–31.3.2012 1.1.–31.3.2011
Mean rate of exchange
on the balance sheet date
Average rate of exchange
AUD 1.2830 1.2723 1.2585 1.3545
BHD 0.5031 0.4881 0.4988 0.5182
CAD 1.3298 1.3198 1.3234 1.3558
CNY 8.4046 8.1489 8.3337 9.0448
GBP 0.8330 0.8362 0.8369 0.8639
HKD 10.3609 10.0565 10.2679 10.7043
KRW 1,512.0326 1,500.6009 1,497.8491 1,537.7077
MYR 4.0882 4.1038 4.0576 4.1990
SEK 8.8463 8.9063 8.8613 8.8938
USD 1.3345 1.2946 1.3231 1.3745
ZAR 10.2419 10.4800 10.2426 9.4824

Changes in accounting policies

The hybrid capital shown under debt and subordinated capital is recognised according to the effective interest rate method at amortised cost.

Components of income arising out of the amortisation of transaction costs and premiums/discounts occurring in the context of issuance were previously recognised in other income and expenses, while the nominal interest was recognised as interest on hybrid capital.

In order to better reflect the character of the effective interest rate method we recognise all expenses consistently as interest on hybrid capital. The amended recognition of the previous period pursuant to IAS 1 thus improved the other income and expenses by an amount of EUR 1.2 million to the detriment of the interest on hybrid capital.

Segmentation

Hannover Re's segmental report is based on IFRS 8 "Operating Segments" and on the principles set out in German Accounting Standard No. 3 "Segment Reporting" (DRS 3) of the German Accounting Standards Board as well as the requirements of DRS 3–20 "Segment Reporting of Insurance Enterprises".

We would also refer to the relevant information in the consolidated financial statement as at 31 December 2011.

Capital consolidation

The capital consolidation complies with the requirements of IAS 27 "Consolidated and Separate Financial Statements". Subsidiaries are consolidated as soon as Hannover Re acquires a majority voting interest or de facto controlling influence. The same is true of special purpose entities, the consolidation of which is discussed separately below.

The capital consolidation is based on the acquisition method. In the context of the acquisition method the acquisition costs of the parent company are netted with the proportionate shareholders' equity of the subsidiary at the time when it is first included in the consolidated financial statement after the revaluation of all assets and liabilities. After recognition of all acquired intangible assets that in accordance with IFRS 3 "Business Combinations" are to be accounted for separately from goodwill, the difference between the revalued shareholders' equity of the subsidiary and the purchase price is recognised as goodwill. Under IFRS 3 scheduled amortisation is not taken on goodwill. Instead, impairment is taken where necessary on the basis of annual impairment tests. Immaterial and negative goodwill are recognised in the statement of income in the year of their occurrence. Costs associated with acquisition are expensed.

Companies over which Hannover Re is able to exercise a significant influence are normally consolidated "at equity" as associated companies with the proportion of the shareholders' equity attributable to the Group. A significant influence is presumed to exist if a company belonging to the Hannover Re Group directly or indirectly holds at least 20% – but no more than 50% – of the voting rights. Income from investments in associated companies is recognised separately in the consolidated statement of income.

Non-controlling interests in shareholders' equity are reported separately within Group shareholders' equity in accordance with IAS 1 "Presentation of Financial Statements". The noncontrolling interest in profit or loss, which forms part of net income and is shown separately after net income as a "thereof" note, amounted to EUR 14.0 million (EUR 26.8 million) as at 31 March 2012.

For further details we would refer to the relevant information in the consolidated financial statement as at 31 December 2011.

Consolidation of business transactions within the Group

Receivables and liabilities between the companies included in the consolidated financial statement are offset against each other. Profits and expenses from business transactions within the Group are also eliminated. Transactions between a disposal group and the continuing operations of the Group are similarly eliminated in accordance with IAS 27 "Consolidated and Separate Financial Statements".

Consolidation of special purpose entities

Business relations with special purpose entities are to be examined in accordance with SIC–12 "Consolidation – Special Purpose Entities" with an eye to their implications for consolidation. In cases where IFRS do not currently contain any specific standards, Hannover Re's analysis – in application of IAS 8 "Accounting Policies, Changes in Accounting Estimates and Errors" – also falls back on the relevant standards of US GAAP.

Since 2010, as part of its extended Insurance-Linked Securities (ILS) activities, Hannover Re has written a number of socalled collateralised fronting arrangements under which risks assumed from ceding companies are passed on to institutional investors outside the Group using special purpose entities. The purpose of such transactions is to directly transfer clients' business. Due to the lack of a controlling influence over the special purpose entities involved, there is no consolidation requirement for Hannover Re with respect to these structures.

In connection with the sale of the operational companies of the subgroup Clarendon Insurance Group, Inc. (CIGI), Wilmington, to Enstar Group Ltd., Hamilton/Bermuda, a partial portfolio of CIGI was retroceded to a special purpose entity. Since Hannover Re is not the major beneficiary of the special purpose entity and does not exercise either indirect or direct control over it, there is no requirement to consolidate this special purpose entity.

Securitisation of reinsurance risks

The securitisation of reinsurance risks is largely structured through the use of special purpose entities.

Effective 30 March 2011 a structured transaction was entered into in order to finance the statutory reserves (so-called Triple-X reserves) of a US cedant. The structure necessitates the involvement of a special purpose entity, namely the Delaware-based Maricopa LLC. The special purpose entity carries extreme mortality risks securitised by the cedant above a contractually defined retention and transfers these risks by way of a fixed/floating swap with a ten-year term to a Group company of the Hannover Re Group. The maximum capacity of the transaction is equivalent to EUR 374.7 million; an amount equivalent to EUR 187.3 million had been taken up as at the balance sheet date. The variable payments to the special purpose entity guaranteed by Hannover Re cover its payment obligations. By way of a compensation agreement Hannover Re is reimbursed by the cedant's parent company for all payments resulting from the swap in the event of a claim. Since Hannover Re does not bear the majority of the economic risks or benefits arising out of its business relations with the special purpose entity and does not exercise a controlling influence over it, there is no consolidation requirement for Hannover Re. Under IAS 39 this transaction is to be recognised at fair value as a financial guarantee. To this end Hannover Re uses the net method, according to which the present value of the agreed fixed swap premiums is netted with the present value of the guarantee commitment. The fair value on initial recognition therefore amounted to zero. The higher of the fair value and the amount carried as a provision on the liabilities side pursuant to IAS 37 is recognised at the point in time when utilisation is considered probable. This was not the case as at the balance

sheet date. In this case the reimbursement claims from the compensation agreement are to be capitalised separately from and up to the amount of the provision.

In July 2009 Hannover Re issued a catastrophe ("CAT") bond with the aim of transferring to the capital market peak natural catastrophe exposures deriving from European windstorm events. The term of the CAT bond, which had a volume of nominally EUR 150.0 million, ran until 31 March 2012; it was placed with institutional investors from Europe and North America by Eurus II Ltd., a special purpose entity domiciled in the Cayman Islands. Hannover Re did not exercise a controlling influence over the special purpose entity. Under IFRS this transaction was to be recognised as a financial instrument.

By way of its "K" transactions Hannover Re has raised further underwriting capacity for catastrophe risks on the capital market. The "K Cession", which was placed with investors in North America, Europe and Asia, involves a quota share cession on worldwide natural catastrophe business as well as aviation and marine risks. The volume of this securitisation, which has been increased on multiple occasions, was equivalent to EUR 264.7 million (EUR 258.8 million) as at the balance sheet date. The transaction has an indefinite term and can be cancelled annually by the investors. Kaith Re Ltd., a special purpose entity domiciled in Bermuda, is being used for the securitisation.

Hannover Re also uses the special purpose entity Kaith Re Ltd. for various retrocessions of its traditional covers to institutional investors. In accordance with SIC–12 Kaith Re Ltd. is included in the consolidated financial statement.

Within the scope of its asset management activities Hannover Re has participated since 1988 in numerous special purpose entities – predominantly funds –, which for their part transact certain types of equity and debt capital investments. On the basis of our analysis of our relations with these entities we concluded that the Group does not exercise a controlling influence in any of these transactions and a consolidation requirement therefore does not exist.

Hannover Re participates – primarily through the companies Secquaero ILS Fund Ltd. and Hannover Insurance-Linked Securities GmbH & Co. KG – in a number of special purpose entities for the securitisation of catastrophe risks by investing in "disaster bonds" (or "CAT bonds"). Since Hannover Re does not exercise a controlling influence in any of these transactions either there is no consolidation requirement.

4.1 Investments under own management

Investments are classified and measured in accordance with IAS 39 "Financial Instruments: Recognition and Measurement". Hannover Re classifies investments according to the following categories: held-to-maturity, loans and receivables, financial assets at fair value through profit or loss and available-for-sale. The allocation and measurement of investments are determined by the investment intent.

The investments under own management also encompass investments in associated companies, real estate and real estate funds (also includes: investment property), other invested assets, short-term investments and cash.

For further details we would refer to the relevant information in the consolidated financial statement as at 31 December 2011.

The following table shows the regional origin of the investments under own management.

Investments1 in EUR thousand 31.3.2012 31.12.2011
Regional origin
Germany 6,325,707 6,144,974
United Kingdom 2,549,891 2,356,400
France 1,881,240 1,828,923
Other 5,664,138 5,486,964
Europe 16,420,976 15,817,261
USA 7,069,057 6,744,589
Other 1,059,623 1,472,776
North America 8,128,680 8,217,365
Asia 1,237,327 1,235,331
Australia 2,056,109 2,020,017
Australasia 3,293,436 3,255,348
Africa 432,616 413,093
Other 711,027 638,132
Total 28,986,735 28,341,199

1 After elimination of internal transactions within the Group across segments

Maturities of the fixed-income and variable-yield securities
in EUR thousand
31.3.2012 31.12.2011
Amortised cost1 Fair value Amortised cost1 Fair value
Held to maturity
due in one year 503,088 510,919 486,965 491,332
due after one through two years 974,368 1,001,309 926,846 942,245
due after two through three years 517,468 540,228 613,913 643,263
due after three through four years 1,200,358 1,288,379 1,097,347 1,161,746
due after four through five years 410,380 437,386 562,175 597,596
due after five through ten years 340,187 353,234 461,311 462,789
due after more than ten years 7,417 7,984 7,532 8,091
Total 3,953,266 4,139,439 4,156,089 4,307,062
Loans and receivables
due in one year 127,291 129,653 106,731 107,501
due after one through two years 201,660 206,466 205,235 209,847
due after two through three years 340,886 357,128 505,043 523,717
due after three through four years 289,996 304,718 306,484 318,696
due after four through five years 499,717 541,055 321,807 348,653
due after five through ten years 1,018,558 1,085,148 1,174,558 1,250,207
due after more than ten years 904,989 994,590 904,877 983,320
Total 3,383,097 3,618,758 3,524,735 3,741,941
Available for sale
due in one year2 2,988,627 2,999,817 3,063,034 3,070,822
due after one through two years 1,942,793 1,971,770 1,781,899 1,802,286
due after two through three years 1,882,722 1,964,652 2,197,915 2,228,729
due after three through four years 2,325,818 2,391,778 2,308,598 2,331,561
due after four through five years 2,031,066 2,105,462 1,807,404 1,844,680
due after five through ten years 5,751,058 5,938,920 5,204,281 5,299,165
due after more than ten years 2,201,256 2,396,919 2,074,463 2,276,517
Total 19,123,340 19,769,318 18,437,594 18,853,760
Financial assets at fair value through
profit or loss
due in one year 59,000 59,000 35,186 35,186
due after one through two years 59,234 59,234 66,826 66,826
due after two through three years 8,580 8,580 5,399 5,399
due after three through four years 9,362 9,362 7,510 7,510
due after four through five years 1,051 1,051 2,595 2,595
due after five through ten years 8,068 8,068 5,625 5,625
due after more than ten years 42,183 42,183 37,989 37,989
Total 187,478 187,478 161,130 161,130

1 Including accrued interest

2 Including short-term investments and cash

The stated maturities may in individual cases diverge from the contractual maturities because borrowers may have the right to call or prepay obligations with or without penalty.

Variable-rate bonds (so-called "floaters") are shown under the maturities due in one year and constitute our interest-related, within-the-year reinvestment risk.

Amortised cost, unrealised gains and losses and accrued interest on the portfolio of investments
classified as held to maturity as well as their fair value
Figures in EUR thousand
31.3.2012
Amortised cost Unrealised
gains
Unrealised
losses
Accrued
interest
Fair value
Investments held to maturity
Fixed-income securities
Government debt securities
of EU member states
417,978 25,199 793 5,712 448,096
US treasury notes 890,693 36,467 1 9,553 936,712
Other foreign government debt securities 56,069 678 225 636 57,158
Debt securities issued by
semi-governmental entities
678,614 39,592 144 10,392 728,454
Corporate securities 485,215 20,668 875 11,142 516,150
Covered bonds/asset-backed securities 1,363,854 65,924 317 23,408 1,452,869
Total 3,892,423 188,528 2,355 60,843 4,139,439
Amortised cost, unrealised gains and losses and accrued interest on the portfolio of investments
classified as held to maturity as well as their fair value Figures in EUR thousand
31.12.2011
Amortised cost Unrealised
gains
Unrealised
losses
Accrued
interest
Fair value
Investments held to maturity
Fixed-income securities
Government debt securities
of EU member states
356,246 24,036 370 7,509 387,421
US treasury notes 920,424 43,554 6,769 970,747
Other foreign government debt securities 56,748 924 158 57,830
Debt securities issued by
semi-governmental entities
820,844 38,595 3,201 13,996 870,234
Corporate securities 545,719 15,265 3,890 11,469 568,563
Covered bonds/asset-backed securities 1,388,592 45,401 9,341 27,615 1,452,267
Total 4,088,573 167,775 16,802 67,516 4,307,062

Amortised cost, unrealised gains and losses and accrued interest on loans and receivables as well as their fair value Figures in EUR thousand

31.3.2012
Amortised cost Unrealised
gains
Unrealised
losses
Accrued
interest
Fair value
Loans and receivables
Government debt securities
of EU member states
10,349 473 301 11,123
Debt securities issued by
semi-governmental entities
1,966,327 150,937 32,470 2,149,734
Corporate securities 260,471 18,187 335 5,388 283,711
Covered bonds/asset-backed securities 1,088,210 66,413 14 19,581 1,174,190
Total 3,325,357 236,010 349 57,740 3,618,758
Amortised cost, unrealised gains and losses and accrued interest
on loans and receivables as well as their fair value
Figures in EUR thousand
31.12.2011
Amortised cost Unrealised
gains
Unrealised
losses
Accrued
interest
Fair value
Loans and receivables
Government debt securities
of EU member states
10,375 424 203 11,002
Debt securities issued by
semi-governmental entities
2,039,867 144,690 28,451 2,213,008
Corporate securities 275,329 14,545 500 4,161 293,535
Covered bonds/asset-backed securities 1,149,976 61,088 3,041 16,373 1,224,396
Total 3,475,547 220,747 3,541 49,188 3,741,941
classified as available for sale as well as their fair value Amortised cost, unrealised gains and losses and accrued interest on the portfolio of investments Figures in EUR thousand
31.3.2012
Amortised cost Unrealised
gains
Unrealised
losses
Accrued
interest
Fair value
Available for sale
Fixed-income securities
Government debt securities of
EU member states
1,457,774 55,640 10,878 17,425 1,519,961
US treasury notes 972,644 39,384 477 4,730 1,016,281
Other foreign government debt securities 1,200,370 26,106 812 13,456 1,239,120
Debt securities issued by semi-govern
mental entities
3,336,539 156,547 4,533 49,757 3,538,310
Corporate securities 8,072,776 321,805 42,574 129,628 8,481,635
Covered bonds/asset-backed securities 2,135,784 110,625 23,544 26,830 2,249,695
Investment funds 163,371 19,496 807 182,060
17,339,258 729,603 83,625 241,826 18,227,062
Equity securities
Shares 13,840 4,015 1 17,854
Investment funds 25,206 2,018 1 27,223
39,046 6,033 2 45,077
Short-term investments 1,029,287 10,129 1,039,416
Total 18,407,591 735,636 83,627 251,955 19,311,555
Amortised cost, unrealised gains and losses and accrued interest on the portfolio of investments
classified as available for sale as well as their fair value
Figures in EUR thousand
31.12.2011
Amortised cost Unrealised
gains
Unrealised
losses
Accrued
interest
Fair value
Available for sale
Fixed-income securities
Government debt securities of
EU member states
1,514,373 67,635 12,909 19,062 1,588,161
US treasury notes 1,181,810 54,293 159 6,457 1,242,401
Other foreign government debt securities 1,206,891 31,295 900 9,519 1,246,805
Debt securities issued by semi-govern
mental entities
3,302,451 161,466 10,992 46,694 3,499,619
Corporate securities 7,402,064 234,916 149,209 124,754 7,612,525
Covered bonds/asset-backed securities 1,921,998 71,997 46,179 32,294 1,980,110
Investment funds 144,400 17,411 2,521 159,290
16,673,987 639,013 222,869 238,780 17,328,911
Equity securities
Shares 12,231 2,980 1 15,210
Investment funds 26,688 798 2,309 25,177
38,919 3,778 2,310 40,387
Short-term investments 1,009,578 25 3 8,286 1,017,886
Total 17,722,484 642,816 225,182 247,066 18,387,184
Fair value of financial assets at fair value through profit or loss before and after accrued
interest as well as accrued interest on such financial assets
Figures in EUR thousand
31.3.2012 31.12.2011 31.3.2012 31.12.2011 31.3.2012 31.12.2011
Fair value before accrued interest Accrued interest Fair value
Financial assets at fair
value through profit or
loss
Fixed-income securities
Debt securities of
semi-governmental
entities
9,998 115 10,113
Corporate securities 79,204 81,974 13,077 1,194 92,281 83,168
Covered bonds/
asset-backed securities
95,197 67,849 95,197 67,849
174,401 159,821 13,077 1,309 187,478 161,130
Other financial assets
Derivatives 55,865 21,026 55,865 21,026
55,865 21,026 55,865 21,026
Total 230,266 180,847 13,077 1,309 243,343 182,156

4.2 Shareholders' equity, non-controlling interests and treasury shares

Shareholders' equity is shown as a separate component of the financial statement in accordance with IAS 1 "Presentation of Financial Statements" and subject to IAS 32 "Financial Instruments: Disclosure and Presentation" in conjunction with IAS 39 "Financial Instruments: Recognition and Measurement". The change in shareholders' equity comprises not only the net income deriving from the statement of income but also the changes in the value of asset and liability items not recognised in the statement of income.

The common shares (share capital of the parent company) amount to EUR 120,597,134.00. They are divided into 120,597,134 voting and dividend-bearing registered no-par value shares. The shares are fully paid up. Each share carries an equal voting right and an equal dividend entitlement.

Non-controlling interests in the shareholders' equity of the subsidiaries amounted to EUR 612.0 million (EUR 636.0 million) as at the balance sheet date. They were principally attributable to non-controlling interests in the shareholders' equity of E+S Rück in an amount of EUR 592.6 million (EUR 611.6 million).

Authorised capital of up to EUR 60,299 thousand is available with a time limit of 3 May 2015. The subscription right of shareholders may be excluded with the consent of the Supervisory Board. New, registered no-par-value shares may be issued on one or more occasions for contributions in cash or kind. Of the total amount, up to EUR 1,000 thousand may be used to issue employee shares.

In addition, conditional capital of up to EUR 60,299 thousand is available. It can be used to grant shares to holders of convertible bonds and bonds with warrants as well as to holders of participating bonds with conversion rights and warrants and has a time limit of 2 May 2016.

Furthermore, the Executive Board is authorised – with the consent of the Supervisory Board – to acquire treasury shares of up to 10% of the existing share capital. The authorisation is limited until 3 May 2015.

IAS 1 requires separate disclosure of treasury shares in shareholders' equity. The company was not in possession of treasury shares at any time during the period under review.

5.1 Gross written premium

Gross written premium1 in EUR thousand 1.1.–31.3.2012 1.1.–31.3.2011
Regional origin
Germany 413,847 403,349
United Kingdom 596,604 659,070
France 163,094 158,659
Other 529,107 402,715
Europe 1,702,652 1,623,793
USA 800,857 693,001
Other 134,143 108,110
North America 935,000 801,111
Asia 346,167 245,843
Australia 190,605 162,714
Australasia 536,772 408,557
Africa 122,397 114,868
Other 213,746 194,817
Total 3,510,567 3,143,146

1 After elimination of internal transactions within the Group across segments

Investment income in EUR thousand 31.3.2012 31.3.2011
Income from real estate 11,490 8,992
Dividends 218 2,104
Interest income 256,086 215,694
Other investment income (9,635) (4,046)
Ordinary investment income 258,159 222,744
Profit or loss on shares in associated companies 1,803 2,377
Appreciation 176 14,067
Realised gains on investments 45,716 83,841
Realised losses on investments 7,909 44,663
Unrealised gains and losses on investments 84,562 69,017
Impairments on real estate 2,570 2,265
Impairments on equity securities 1,379
Impairments on fixed-income securities 4,636
Impairments on participating interests and other financial assets 3,279 6,753
Other investment expenses 18,393 17,588
Net income from assets under own management 356,886 316,141
Interest income on funds withheld and contract deposits 100,018 120,120
Interest expense on funds withheld and contract deposits 16,288 44,260
Total investment income 440,616 392,001

Of the impairments totalling EUR 4.7 million (EUR 11.5 million), an amount of EUR 3.3 million (EUR 6.8 million) was attributable to the area of alternative investments – specifically, exclusively to private equity. Impairments of EUR 1.4 million (EUR 0.0 million) were recognised on equities or equity funds whose fair value had fallen significantly – i.e. by at least 20% – or for a prolonged period – i.e. for at least nine months – below acquisition cost. No impairments had to be recognised on structured fixed-income products or other fixed-income securities (EUR 4.6 million). These write-downs contrasted with write-ups of EUR 0.2 million on investments written down in previous periods that were attributable entirely to alternative investments (write-ups of EUR 14.1 million on structured fixed-income products). The portfolio did not contain any overdue, unadjusted assets as at the balance sheet date since overdue securities are written down immediately.

Interest income on investments in EUR thousand 31.3.2012 31.3.2011
Fixed-income securities – held to maturity 38,100 31,288
Fixed-income securities – loans and receivables 30,361 18,366
Fixed-income securities – available for sale 176,750 158,552
Financial assets – at fair value through profit or loss 1,790 1,202
Other 9,085 6,286
Total 256,086 215,694

6.1 Derivative financial instruments

Forward exchange contracts were taken out for the first time in the period under review in order to hedge currency risks associated with long-term investments in foreign operations. These instruments, which are recognised as hedges pursuant to IAS 39, resulted in disclosure of other assets of EUR 9.9 million. Ineffective components of the hedge amounting to EUR 2.6 million were recognised in profit and loss under other expenses.

Hannover Re's portfolio contained derivative financial instruments as at the balance sheet date in the form of forward exchange contracts predominantly taken out to hedge cash flows from reinsurance contracts. The resulting liabilities of EUR 21.6 million (31 December 2011: EUR 20.7 million) were recognised under other liabilities.

Hannover Re holds derivative financial instruments to hedge interest rate risks from loans connected with the financing of real estate; these gave rise to recognition of other liabilities in an amount of EUR 3.4 million (31 December 2011: EUR 3.2 million).

Hannover Re holds derivative financial instruments to hedge inflation risks associated with the loss reserves. These transactions resulted in the recognition of other financial assets at fair value through profit or loss in an amount of EUR 23.2 million (31 December 2011: EUR 12.2 million) as well as other liabilities in a minimal amount (31 December 2011: EUR 32.5 million).

The net changes in the fair value of instruments not recognised as hedges improved the result of the period under review by EUR 40.4 million (31 March 2011: improvement of EUR 68.1 million).

Certain reinsurance treaties meet criteria which require application of the prescriptions in IFRS 4 governing embedded derivatives. These accounting regulations require that derivatives embedded in reinsurance contracts be separated from the underlying insurance contract ("host contract") according to the conditions specified in IFRS 4 and IAS 39 and recognised separately at fair value in accordance with IAS 39. Fluctuations in the fair value of the derivative components are to be recognised in income in subsequent periods.

On this basis Hannover Re reported as financial assets at fair value through profit or loss technical derivatives in an amount of EUR 32.7 million as at 31 March 2012 (31 December 2011: EUR 8.8 million) that were separated from the underlying transaction and measured at fair value.

In addition, liabilities from derivatives in connection with the technical account totalling EUR 0.6 million (31 December 2011: EUR 13.0 million) were recognised under other liabilities as at the balance sheet date.

Of the derivatives carried on the assets side, fair values of EUR 24.3 million (31 December 2011: –) were attributable as at the balance sheet date to derivatives embedded in "modified coinsurance" and "coinsurance funds withheld" (ModCo) reinsurance treaties; no derivatives were carried on the liabilities side in this connection (31 December 2011: EUR 12.9 million).

Within the scope of the accounting of ModCo reinsurance treaties, under which securities deposits are held by the ceding companies and payments rendered on the basis of the income from certain securities of the ceding company, the interest-rate risk elements are clearly and closely related to the underlying reinsurance arrangements. Embedded derivatives consequently result solely from the credit risk of the underlying securities portfolio. Hannover Re calculates the fair value of the embedded derivatives in ModCo treaties using the market information available on the valuation date on the basis of a "credit spread" method. Under this method the derivative is valued at zero on the date when the contract commences and its value then fluctuates over time according to changes in the credit spreads of the securities.

The ModCo derivatives gave rise to an improvement in investment income of EUR 36.8 million before tax as at 31 March 2012 (31 March 2011: charge to investment income of EUR 1.9 million).

IAS 24 "Related Party Disclosures" defines related parties as group entities of a common parent, associated entities, legal entities under the influence of key management personnel and the key management personnel of the entity itself. Transactions between Hannover Re and its subsidiaries, which are to be regarded as related parties, were eliminated through consolidation and are therefore not discussed in the notes to the consolidated financial statement. In the period under review the following significant business relations existed with related parties.

With effect from the 1997 financial year onwards all new business and renewals written on the German market have been the responsibility of E+S Rück, while Hannover Re has handled foreign markets. Internal retrocession arrangements ensure that the percentage breakdown of the business applicable to the previously existing underwriting partnership is largely preserved between these companies.

Within the contractually agreed framework Talanx Asset Management GmbH performs investment and asset management services for Hannover Re and some of its subsidiaries. Assets in special funds are managed by AmpegaGerling Investment GmbH. Talanx Immobilien Management GmbH performs services for Hannover Re under a management contract.

Companies belonging to the Talanx Group granted the Hannover Re Group insurance protection inter alia in the areas of public liability, fire, group accident and business travel collision insurance. Divisions of Talanx AG also performed services for us in the areas of taxes and general administration. All transactions were effected at usual market conditions.

HDI Haftpflichtverband der Deutschen Industrie V.a.G. (HDI) holds an unchanged majority interest of 50.22% in Hannover Re through Talanx AG. The Hannover Re Group provides reinsurance protection for the HDI Group. To this extent, numerous underwriting business relations exist with related parties in Germany and abroad which are not included in Hannover Re's consolidation. This includes business both assumed and ceded at usual market conditions.

Talanx Reinsurance Brokers AG grants Hannover Re and E+S Rück a preferential position as reinsurers of cedants within the Talanx Group. In addition, Hannover Re and E+S Rück are able to participate in the protection covers on the retention of Group cedants and share in the protection afforded by them.

The major reinsurance relationships with related parties in the period under review are listed in the following table.

Business assumed and ceded in Germany and abroad
in EUR thousand
31.3.2012 31.3.2011
Premium Underwriting
result
Premium Underwriting
result
Business assumed
Non-life reinsurance 110,460 14,938 115,126 23,260
Life and health reinsurance 51,845 5,468 55,274 4,684
162,305 20,406 170,400 27,944
Business ceded
Non-life reinsurance (3,068) 9,102 (2,413) 4,379
Life and health reinsurance (12,194) (2,161) (2,284) (1,452)
(15,262) 6,941 (4,697) 2,927
Total 147,043 27,347 165,703 30,871

The average number of staff employed at the companies included in the consolidated financial statement of the Hannover Re Group was 2,223 during the period under review (2011 financial year: 2,210).

As at the balance sheet date altogether 2,228 (2,217) staff were employed by the Hannover Re Group, with 1,120 (1,110) employed in Germany and 1,108 (1,107) working for the consolidated Group companies abroad.

6.4 Earnings per share

Calculation of the earnings per share 1.1.–31.3.2012 1.1.–31.3.2011
Group net income in EUR thousand 261,291 52,287
Weighted average of issued shares 120,597,134 120,597,134
Basic earnings per share in EUR 2.17 0.43
Diluted earnings per share in EUR 2.17 0.43

Neither in the period under review nor in the previous reporting period were there any dilutive effects.

The earnings per share could potentially be diluted in future through the issue of shares or subscription rights from the authorised or conditional capital.

There were no other extraordinary components of income which should have been recognised or disclosed separately in the calculation of the earnings per share.

6.5 Contingent liabilities and commitments

Hannover Re has placed three subordinated debts on the European capital market through its subsidiary Hannover Finance (Luxembourg) S.A. Hannover Re has secured by subordinated guarantee both the debt issued in 2004, the volume of which amounts to EUR 750.0 million, and the debts from the 2005 and 2010 financial years in amounts of EUR 500.0 million respectively.

The guarantees given by Hannover Re for the subordinated debts take effect if the issuer fails to render payments due under the bonds. The guarantees cover the relevant bond volumes as well as interest due until the repayment dates. Given the fact that interest on the bonds is partly dependent on the capital market rates applicable at the interest payment dates (floating rates), the maximum undiscounted amounts that can be called cannot be estimated with sufficient accuracy. Hannover Re does not have any rights of recourse outside the Group with respect to the guarantee payments.

As security for technical liabilities to our US clients, we have established two trust accounts (master trust and supplemental trust) in the United States. They amounted to EUR 2,732.5 million (31 December 2011: EUR 2,756.1 million) and EUR 11.8 million (EUR 12.1 million) respectively as at the balance sheet date. In addition, we extended further collateral to our cedants in an amount of EUR 533.6 million (31 December 2011: EUR 367.4 million) through so-called "single trust funds".

As part of our business activities we hold collateral available outside the United States in various blocked custody accounts and trust accounts, the total amount of which in relation to the Group's major companies was EUR 2,092.3 million as at the balance sheet date (31 December 2011: EUR 2,017.4 million).

The securities held in the blocked custody accounts and trust accounts are recognised predominantly as available-for-sale investments.

As security for our technical liabilities, various financial institutions have furnished guarantees for our company in the form of letters of credit. The total amount as at the balance sheet date was EUR 3,261.6 million (31 December 2011: EUR 3,097.8 million).

In addition, we keep own investments with a book value of EUR 26.4 million (31 December 2011: EUR 37.4 million) in blocked custody accounts as collateral provided under existing derivative transactions. We received collateral with a fair value of EUR 29.6 million (31 December 2011: EUR 5.2 million) for existing derivative transactions.

For liabilities in connection with participating interests in real estate companies and real estate transactions Hannover Re Real Estate Holdings has furnished the usual collateral under such transactions to various banks, the amount of which totalled EUR 327.4 million as at the balance sheet date (31 December 2011: EUR 309.3 million).

Outstanding capital commitments with respect to alternative investments exist on the part of the Group in the amount of EUR 439.0 million (31 December 2011: EUR 451.9 million). These primarily involve as yet unfulfilled payment obligations from participations entered into in private equity funds and venture capital firms.

Contact information

Corporate Communications

Karl Steinle Tel. +49 511 5604-1500 Fax +49 511 5604-1648 [email protected]

Media Relations

Gabriele Handrick Tel. +49 511 5604-1502 Fax +49 511 5604-1648 [email protected]

Investor Relations

Julia Hartmann Tel. +49 511 5604-1529 Fax +49 511 5604-1648 [email protected]

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Hannover Rückversicherung AG Karl-Wiechert-Allee 50 30625 Hannover Germany Tel. +49 511 5604-0 Fax +49 511 5604-1188 [email protected] www.hannover-re.com

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