Investor Presentaiton
Impact of Basel IV1 likely to be manageable
Retail credit
Wholesale credit
Others
LGD2 floor of Retail Mortgage cut
to 5% from 10%
Unsecured corporate FIRB5 LGD2 cut
to 40% from 45%
CCF6 for general commitments cut
to 40% from 75%
Higher haircuts and lower FIRB5 secured
LGD
Removal of 1.06 multiplier for
IRB8 RWA7
Lower RWA
|||| UOB
LGD2 and PD³ floors introduced for
QRRE4 and Other Retail
CCF6 for unconditional cancellable
commitments raised to 10% from 0%
PD3 floor of bank asset class raised to 5bp
from 3bp
RWA7 output floor set at 72.5% of that of
standardised approach
Fundamental review of the trading book
Higher RWA
Source: BCBS
1. Basel IV: Reducing variation in risk-weighted assets
2. Loss given default
3. Probability of default
4. Qualifying revolving retail exposures
5. Foundation internal rating-based approach
6.
Credit conversion factor
7.
Risk weighted assets
8. Internal rating-based approach
16View entire presentation