(i) CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

(i)

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

if PD = 1, i.e., for defaulted exposures, RW shall be RW = max 0,12.5 · (LGD – EL_(BE)); where EL_(BE) shall be the institution's best estimate of expected loss for the defaulted exposure in accordance with Article 181(1)(h);

← art_154__para_1__text_3 · All articles · art_154__para_1__point_i__text_1 →

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