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

7.

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 expected loss amounts for equity exposures where the risk weighted exposure amounts are calculated according to simple risk weight approach shall be calculated according to the following formula: Expected loss amount = EL · exposure value The EL values shall be the following: Expected loss (EL)= 0,8 % for private equity exposures in sufficiently diversified portfolios Expected loss (EL)= 0,8 % for exchange traded equity exposures Expected loss (EL)= 2,4 % for all other equity exposures.

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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.