For the sole purpose of calculating risk-weighted exposure amounts and expected loss amounts for retail exposures, and in particular pursuant to Article 154(1), point (ii), Article 157, and Article 158(1), (5) and (10), the LGD values for each exposure used as an input of the risk-weighted exposure amounts and expected loss formulae shall not be less than the LGD input floor values set out in Table 1, calculated in accordance with paragraph 4a of this Article:
Table 1
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LGD input floors (LGDfloor) for retail exposures
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Exposure without FCP (LGDU-floor)
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Exposure secured by FCP (LGDS-floor)
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Retail exposure secured by residential property
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N/A
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Retail exposure secured by residential property
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5 %
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|
QRRE
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50 %
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QRRE
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N/A
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|
Other retail exposure
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30 %
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Other retail exposure secured by financial collateral
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0 %
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|
Other retail exposure secured by receivables
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10 %
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|
Other retail exposure secured by residential property or commercial immovable property
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10 %
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|
Other retail exposure secured by other physical collateral
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15 %
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