expected loss

Defined in Article 5, Capital Requirements Regulation (CRR)

Uses as of 18/01/2015

Definitions over time (2)

1. 09/07/2024 – today 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 applies on 18/01/2015 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 (69 places in 31 provisions on 18/01/2015)

Capital Requirements Regulation (CRR) (69 in 31)

Article 108 · Article 110 · Article 150 · Article 152³ · Article 153³ · Article 154 · Article 155² · Article 158²² · Article 159³ · Article 160 · Article 181 · Article 193² · Article 194 · Article 195 · Article 199 · Article 201² · Article 204 · Article 220² · Article 221² · Article 227 · Article 231 · Article 240² · Article 241² · Article 242 · Article 243² · Article 244² · Article 245² · Article 249² · Article 260 · Article 270 · Article 291