anx_IX__cpt_4__cpt_3__cpt_4__point_53__text_26

Directive 2006/48/EC of the European Parliament and of the Council of 14 June 2006 relating to the taking up and pursuit of the business of credit institutions (recast) (Text with EEA relevance) · European Union

If the exposure value of the largest securitised exposure, C_(1), is no more than 3 % of the sum of the exposure values of the securitised exposures, then, for the purposes of the Supervisory Formula Method, the credit institution may set LGD= 50 % and N equal to either:

← anx_IX__cpt_4__cpt_3__cpt_4__point_53__text_25 · All articles · anx_IX__cpt_4__cpt_3__cpt_4__point_53__text_27 →

Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.