Article 1 › 5
CRR3
An institution shall not include in the loss data set operational risk events related to credit risk that are accounted for in the risk-weighted exposure amount for credit risk. Operational risk events that relate to credit risk but are not accounted for in the risk-weighted exposure amount for credit risk shall be included in the loss data set.
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Source: EUR-Lex CELLAR · retrieved 2026-09-04