Page 25 - CCFA Journal - 8th Issue

加中金融 风险控制 Risk Management

Residential Commercial
Basel IV

Basel IV
Basel IV Income- Basel IV Income-
General Producing General Risk Producing
Basel II RW Risk Weight Risk Weight Basel II RW Weight Risk Weight
LTV < = 50% 20% 30% 60% 70%
50% < LTV ≤ 60% 25% 35% 60% 90%
60% < LTV ≤ 70% 35% 30% 45% 75%/85% 90%
70% < LTV ≤ 80% 35% 50% 75%/100% 75%/85% 90%
80% < LTV ≤ 90% 40% 60% 75%/85% 110%

90% < LTV ≤ 100% 75% 50% 75% 75%/85% 110%
LTV > 100% 70% 105% 75%/85% 110%

Table 2 Real Estate Exposure Risk Weight Comparison

2. Reduced Standardized Risk Weight for Residential 2. 降低一般用途（非收益性）住宅抵押贷款的标准化风
Mortgages for General Use (Non-Income Producing) 险权重
Properties
在加拿大，当首付低于购房价格的 20% 时，借款人必须购
In Canada, it is mandatory for borrowers to obtain mortgage 买抵押违约保险。因此，无保险抵押贷款的 LTV 不超过
default insurance when down payment is less than 20% of the 80%。将巴塞尔协议 IV 的标准化风险权重与当前巴塞尔协
home purchase price. Therefore, the LTV of uninsured 议 II 发行的一般住宅（非创收）抵押贷款的标准化风险权
mortgages does not exceed 80%. Comparing the standardized 重进行比较，我们可以得出结论，标准化风险权重在一般
risk weight of Basel IV to those under the current Basel II 用途（即非创收财产）的 LTV 频段内有所降低, LTV 70%-80%
issue for general residential (non-income producing)
mortgages, we can conclude the standardized risk weight are 除外（与巴塞尔协议 II 相同）。根据 CMHC（Canada
reduced across LTV bands for general purpose (i.e. non- Mortgage and Housing Corporation）公布的截至 2021 年 3
income producing properties), except for LTV 70%-80% 月的数据，LTV 低于 65%的无保险住宅抵押贷款总余额占
(which is the same as Basel II). According to CMHC (Canada 无保险总余额的 58%。降低的标准化风险权重将继续激励
9
Mortgage and Housing Corporation) published data as of 银行成为低 LTV 住宅抵押贷款领域的积极参与者。
March 2021, the total balance of uninsured residential
mortgages with LTV less than 65% accounts for 58% of the
total uninsured balance. The reduced standardized risk
weight will continue to incentivise banks to be active players
in the low LTV residential mortgage space.

9 Residential Mortgage Industry Data Dashboard | CMHC (cmhc-
schl.gc.ca)
CCFA JOURNAL OF FINANCE August 2022 Page 25 第25页