(35)Article 192(4) of Delegated Regulation (EU) 2015/35 provides that where the loan-to-value on a mortgage loan does not exceed 60 %, the standard formula capital requirement for counterparty default risk is null. That treatment unduly underestimates the actual risks of such exposures, and results in an uneven playing field with the banking sector where such exposures are risk weighted. Therefore, a floor to the loss-given default on mortgage loans should be introduced.