anx_VII__cpt_1__cpt_3__point_35__text_1

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 dilution risk of purchased receivables shall be calculated according to the following formula: Expected loss (EL) = PD × LGD and Expected loss amount = EL × exposure value

← 35. · All articles · 4. TREATMENT OF EXPECTED LOSS AMOUNTS →

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