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23 December 2009 LGD Floors (Reference to Basel II framework)
The BCBS agreed at its December 2009 meeting to maintain the 10% LGD floor for claims secured by residential mortgages.Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III
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23 December 2009 LGD Floors (Reference to Basel II framework)
The BCBS agreed at its December 2009 meeting to maintain the 10% LGD floor for claims secured by residential mortgages.