Current setting of risk weights and parameters of internal models applicable in Slovakia


Risk weights and parameters of internal models applicable for Slovakia

Current value valid

Effective date

Note

The risk weight assigned to exposures fully and completely secured by mortgages on residential property
(Article 124 of the CRR Regulation)

35%

1.1.2014

 

Risk weight assigned to exposures fully and completely secured by mortgages on commercial immovable property
(Article 124 of the CRR Regulation)

50%

1.1.2014

Scheduled increase

Minimum value of exposure-weighted average LGD for all retail exposures secured by residential property not benefiting from guarantees from central government
(Article 164 of the CRR Regulation)

10%

1.1.2014

 

Minimum value of exposure-weighted average LGD for all retail exposures secured by commercial immovable property not benefiting from guarantees from central government
(Article 164 of the CRR Regulation)

15%

1.1.2014

 

Risk-weight assigned to exposures fully and completely secured by mortgages on commercial immovable property - other EU states
(Article 124 of the CRR Regulation)

50%

1.1.2014

 

Minimum value of exposure-weighted average LGD for all retail exposures secured by residential property not benefiting from guarantees from central government - other EU states
(Article 164 of the CRR Regulation)

10%

1.1.2014

 

Minimum value of exposure-weighted average LGD for all retail exposures secured by commercial immovable property not benefiting from guarantees from central government - other EU states
(Article 164 of the CRR Regulation)

15%

1.1.2014