specialised lending

банк. !

http:www.geocities.com/kstability/inbank/basel2/irb.html

Specialised Lending

Basel II distinguishes several sub-categories of wholesale lending from other forms of corporate lending and refers to them as specialised lending. The term specialised lending is associated with the financing of individual projects where the repayment is highly dependent on the performance of the underlying pool or collateral. For all but one of the specialised lending sub-categories, if banks can meet the minimum criteria for the estimation of the relevant data inputs, they can simply use the corporate IRB framework to calculate the risk weights for these exposures. However, in recognition that the hurdles for meeting these criteria for this set of exposures may be more difficult in practice, CP3 also includes an additional option that only requires that a bank be able to classify such exposures into five distinct quality grades. CP3 provides a specific risk weight for each of these grades.

For one sub-category of specialised lending, 'high volatility commercial real estate' (HVCRE), IRB banks that can estimate the required data inputs will use a separate riskweight formula that is more conservative than the general corporate risk-weight formula in light of the risk characteristics of this type of lending. Banks that cannot estimate the required inputs will classify their HVCRE exposures into five grades, for which CP3 also provides specific risk weights

specialised lending (SL)

Специальные классы задолженности, выделяемые в для индивидуальной оценки рисков подходом IRB согласно рекомендациям Базель-II (Базельского соглашения о достаточности капитала в редакции 2004 г.):

проектное финансирование (project finance, PF)

целевое финансирование (object finance, OF)

краткосрочное финансирование торговых операций (commodities finance, CF)

финансирование доходной недвижимости (income-producing real estate, IPRE)

финансирование недвижимости с нестабильной доходностью (high-volatility commercial real estate, HVCRE)