2013-04-21

Added

Reporting to the Banking Supervision Department Directives

The Bank of Israel amends several reporting directives (809, 810A, 810D, 810E, 838, and 876) to align with Basel III capital measurement rules, effective March 31, 2013. Key changes include updating risk weight thresholds for large credit exposures from 20% to 10% and 50%, adjusting risk weights for mortgage loans based on Loan-to-Value (LTV) ratios (35% for LTV 45-60%, 50% for LTV >60%), and introducing new reporting lines for off-balance sheet conversion coefficients (10%, 20%, 50%, 100%) and specific risk categories. The amendments also refine the classification of borrowers, update table structures for quarterly reports on large exposures and credit risk, and modify provisions regarding impairment allowances and collateral deductions.

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