[eu]cite

Home Financial Services & Banking CRR

Article 5

Definitions specific to capital requirements for credit risk

For the purposes of Part Three, Title II, the following definitions shall apply:

(1)

‧exposure‧ means an asset or off-balance sheet item;

(2)

‧loss‧ means economic loss, including material discount effects, and material direct and indirect costs associated with collecting on the instrument;

(3)

‧expected loss‧ or ‧EL‧ means the ratio of the amount expected to be lost on an exposure from a potential default of a counterparty or dilution over a one year period to the amount outstanding at default.

also move between articles