Regulatory Alerts2012-01-01
Decree of the National Bank of Slovakia No 4/2012 amending valuation methods for banking book positions
The National Bank of Slovakia issued Decree No 4/2012 to amend Decree No 11/2010 regarding the valuation of positions recorded in the banking book. The regulation establishes specific minimum probability of default levels and expected loss percentage coefficients for various receivable categories, including corporate, retail, and real estate-secured loans. These updated valuation parameters, particularly for receivables overdue by more than 90 days, are designed to standardize risk assessment methodologies for Slovak banks.
Share