lexiara

art_383__para_2__point_b__text_2

CRR

Regulatory CS01_(i) = 0.0001 · t_(i) · exp(– (s_(i) · t_(i) / LGD_(MKT))) · (EE_(i – 1) · D_(i – 1) – EE_(i + 1) · D_(i + 1) / 2)

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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.