Article 231 › 1 CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

Article 231 › 1

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

An institution shall calculate the value of LGD* that it shall use as the LGD for the purposes of Chapter 3 in accordance with paragraphs 2 and 3 where both the following conditions are met: (a) the institution uses the IRB Approach to calculate risk-weighted exposure amounts and expected loss amounts; (b) an exposure is collateralised by both financial collateral and other eligible collateral.

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