  In this paper, we study a class of Type-II backward stochastic Volterra
integral equations (BSVIEs). For the adapted M-solutions, we obtain two
approximation results, namely, a BSDE approximation and a numerical
approximation. The BSDE approximation means that the solution of a finite
system of backward stochastic differential equations (BSDEs) converges to the
adapted M-solution of the original equation. As a consequence of the BSDE
approximation, we obtain an estimate for the $L^2$-time regularity of the
adapted M-solutions of Type-II BSVIEs. For the numerical approximation, we
provide a backward Euler--Maruyama scheme, and show that the scheme converges
in the strong $L^2$-sense with the convergence speed of order $1/2$. These
results hold true without any differentiability conditions for the
coefficients.
