‘(3)

“expected loss” or “EL” means the ratio, related to a single facility, of the amount expected to be lost on an exposure from any of the following: a potential default of an obligor over a one-year period to the amount outstanding at default; a potential dilution event over a one-year period to the amount outstanding at the date of occurrence of the dilution event;’

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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.