expected loss

Defined in Article 5, Capital Requirements Regulation (CRR)

Definitions over time (2)

1. 09/07/2024 – today applies on 12/11/2026 Article 5, Capital Requirements Regulation (CRR) Scope: Part III Title II

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

   ‘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;

2. 28/06/2013 – 09/07/2024 Article 5, Capital Requirements Regulation (CRR) Scope: Part III Title II

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

   ‘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.

Used in (91 places in 39 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (91 in 39)

Article 108⁴ · Article 110 · Article 122a⁴ · Article 142 · Article 150² · Article 152 · Article 153³ · Article 154 · Article 158¹³ · Article 159⁴ · Article 160⁴ · Article 161⁴ · Article 163² · Article 164³ · Article 166² · Article 181 · Article 193² · Article 194 · Article 195 · Article 199 · Article 204 · Article 204a · Article 220 · Article 221² · Article 227 · Article 230 · Article 235a² · Article 236⁵ · Article 236a⁴ · Article 244² · Article 245² · Article 247³ · Article 251² · Article 255 · Article 267 · Article 268 · Article 269a⁴ · Article 270e · Article 291