art_154__para_1__point_ii__text_2 CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND… · Lexiara

art_154__para_1__point_ii__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) · 12,5 · 1,06

← art_154__para_1__point_ii__text_1 · All articles · art_154__para_1__point_ii__text_3 →

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