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Article 160 › 5

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

Institutions using own LGD estimates may recognise unfunded credit protection by adjusting PDs subject to Article 161(3).

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