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+Article 161 1. |
Article 161 1.Institutions shall use the following LGD values:
(a)
senior exposures without eligible funded credit protection to central governments and central banks, to financial sector entities and to regional governments, local authorities and public sector entities: 45 %;
(aa)
senior exposures without eligible funded credit protection to corporates which are not financial sector entities: 40 %;
(b)
subordinated exposures without eligible collateral: 75 %; ▼M17 —————
(d)
covered bonds eligible for the treatment set out in Article 129(4) or (5) may be assigned an LGD value of 11,25 %;
(e)
for senior purchased corporate receivables exposures where an institution is not able to estimate PDs or where the institution’s PD estimates do not meet the requirements set out in Section 6: 40 %;
(f)
for subordinated purchased corporate receivables exposures where an institution is not able to estimate PDs or the institution's PD estimates do not meet the requirements set out in Section 6: 100 %;
(g)
for dilution risk of purchased corporate receivables: 100 %. 1. Übersicht
1.1 Referenzen1.2 Identifizierte Anforderungen1.3 Zugehörige Standards2. Identifizierte Anforderungen
3. Zugehörige Standards
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