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Article 151 › 3

CRR
REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

The calculation of risk-weighted exposure amounts for credit risk and dilution risk shall be based on the relevant parameters associated with the exposure in question. These shall include PD, LGD, maturity (hereinafter referred to as ‧M‧) and exposure value of the exposure. PD and LGD may be considered separately or jointly, in accordance with Section 4.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04