(e)

for each of the exposure classes central governments and central banks, institutions, corporate and equity, and across a sufficient number of obligor grades (including default) to allow for a meaningful differentiation of credit risk, credit institutions shall disclose: the total exposures (for the exposure classes central governments and central banks, institutions and corporate, the sum of outstanding loans and exposure values for undrawn commitments; for equities, the outstanding amount); for the credit institutions using own LGD estimates for the calculation of risk‐weighted exposure amounts, the exposure-weighted average LGD in percentage; the exposure-weighted average risk weight; and for the credit institutions using own estimates of conversion factors for the calculation of risk‐weighted exposure amounts, the amount of undrawn commitments and exposure-weighted average exposure values for each exposure class;

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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.