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art_383__para_2__point_b__text_4

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

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