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anx_VII__cpt_1__cpt_1__cpt_1__point_3__text_4

(LGD ^(*) N(l - R)^(-0.5)^(*)G(PD) + (R / (l - R))^(0.5)^(*)G(0.999) - PD^(*)LGD)^(*)(1 - 1.5 ^(*) b)^(-1)^(*)(1 + (M - 2.5)^(*)b)^(*)12.5^(*)1.06

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