Table: Minimum LGD for secured portion of exposures
This table belongs to BIPRU 4.10.24 R - BIPRU 4.10.27 R
LGD* for senior claims or contingent claims |
LGD* for subordinated claims or contingent claims |
Required minimum collateralisation level of the exposure (C*) |
Required minimum collateralisation level of the exposure (C**) |
|
Receivables |
35% |
65% |
0% |
125% |
Residential real estate/commercial real estate |
35% |
65% |
30% |
140% |
Other collateral |
40% |
70% |
30% |
140% |
[Note: BCD Annex VIII Part 3 point 72 (part)]