art_1__point_137__table CRR3 — REGULATION (EU) 2024/1623 OF THE EUROPEAN PARLIAMENT AND OF…

art_1__point_137__table

CRR3

REGULATION (EU) 2024/1623 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 31 May 2024 amending Regulation (EU) No 575/2013 as regards requirements for credit risk, credit valuation adjustment risk, operational risk, market risk and the output floor (Text with EEA relevance) · European Union

LGDS,i | = the LGD applicable to FCP i, as specified in Article 230(2); ES,i | = the current value of FCP i received after the application of the volatility adjustment applicable for the type of FCP (Hc) pursuant to Article 230(2).’

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Source: EUR-Lex CELLAR · retrieved 2026-09-04 · Text as adopted (Official Journal); later amendments are not incorporated in this text.