Examples of Basel II in a sentence
Under the Basel II framework, own LGD estimates for equity exposures were not allowed; instead a mandatory 90% LGD applied across all equity exposures under the PD/LGD approach, reflecting the high loss risk in the event of default of the issuer owing to the subordination to all debt liabilities.
Manajemen Risiko Perbankan: Pemahaman Pendekatan 3 pilarkesepakatan Basel II Terkait Aplikasi Regulasi dan Pelaksanaannya di Indonesia.
Calculation under the Basel II framework: both under the SA and under the IRB approach, the threshold applies to the gross aggregated exposure amount, with no exclusions.
The Basel II framework for commercial real estate and the CRR for both residential and commercial real estate distinguish two ways in which a bank can determine the value of its real estate collateral: based on the market value (MV) concept or based on the mortgage lending value (MLV) concept.
Foreign bank applicants are expected to meet comparable capital adequacy standards, which must be consistent in all substantial respects with the Basel II Capital Framework, as required by their home country supervisors.