32.

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

The expected loss amounts for equity exposures where the risk weighted exposure amounts are calculated according to the methods set out in points 19 to 21, shall be calculated according to the following formula: Expected loss amount = EL × exposure value The EL values shall be the following: Expected loss (EL) = 0,8 % for private equity exposures in sufficiently diversified portfolios Expected loss (EL) = 0,8 % for exchange traded equity exposures Expected loss (EL) = 2,4 % for all other equity exposures.

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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.