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art_153__para_1__point_iii__text_2

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

RW = (LGD · N((1 / 1 – R) · G(PD) + (R / 1 – R) · G(0.999)) – LGD · PD) · (1 + (M – 2,5) · b / 1 – 1,5 · b) · 12,5 · 1,06

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Source: EUR-Lex (Cellar) · retrieved 2026-09-25 · Text as adopted (Official Journal); later amendments are not incorporated in this text.