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Article 228 › 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

Under the IRB Approach, institutions shall use the effective LGD (LGD*) as the LGD for the purposes of Chapter 3. Institutions shall calculate LGD* as follows: where: LGD the LGD that would apply to the exposure under Chapter 3 where the exposure was not collateralised; E the exposure value in accordance with Article 223(3); E* the fully adjusted exposure value in accordance with Article 223(5).

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