+Article 161 1.

Article 161 1.

Institutions shall use the following LGD values:

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(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 %;

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(aa) 

senior exposures without eligible funded credit protection to corporates which are not financial sector entities: 40 %;

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(b) 

subordinated exposures without eligible collateral: 75 %;

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(d) 

covered bonds eligible for the treatment set out in Article 129(4) or (5) may be assigned an LGD value of 11,25 %;

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(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 %;

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(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 %;

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(g) 

for dilution risk of purchased corporate receivables: 100 %.

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1. Übersicht

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Bezeichnung Regulierung

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen
Quelle Anforderung

3. Zugehörige Standards

Standards
Quelle Anforderung