conversion factor

Defined in Article 4, Capital Requirements Regulation (CRR)

Definitions over time (3)

1. 01/01/2025 – today applies on 12/11/2026 Article 4, Capital Requirements Regulation (CRR) Scope: Whole act Also: credit conversion factor, CCF

   For the purposes of this Regulation, the following definitions shall apply:

   ‘conversion factor’ or ‘credit conversion factor’ or ‘CCF’ means the ratio of the undrawn amount of a commitment from a single facility that could be drawn from that single facility from a certain point in time before default and therefore outstanding at default to the undrawn amount of the commitment from that facility, the extent of the commitment being determined by the advised limit, unless the unadvised limit is higher;

2. 25/12/2019 – 01/01/2025 Article 4, Capital Requirements Regulation (CRR) Scope: Whole act

   For the purposes of this Regulation, the following definitions shall apply:

   ‘conversion factor’ means the ratio of the currently undrawn amount of a commitment that could be drawn and that would therefore be outstanding at default to the currently undrawn amount of the commitment, the extent of the commitment being determined by the advised limit, unless the unadvised limit is higher;

3. 28/06/2013 – 19/07/2016 Article 4, Capital Requirements Regulation (CRR) Scope: Whole act

   For the purposes of this Regulation, the following definitions shall apply:

   ‘conversion factor’ means the ratio of the currently undrawn amount of a commitment that could be drawn and that would therefore be outstanding at default to the currently undrawn amount of the commitment, the extent of the commitment being determined by the advised limit, unless the unadvised limit is higher;

Used in (124 places in 29 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (124 in 29)

Article 4⁴ · Article 132c · Article 142⁴ · Article 143² · Article 144² · Article 145³ · Article 148³ · Article 149³ · Article 151⁷ · Article 159a² · Article 166²⁰ · Article 172 · Article 173 · Article 176¹¹ · Article 179² · Article 180 · Article 181³ · Article 182²⁶ · Article 185² · Article 189 · Article 191 · Article 223³ · Article 235a³ · Article 236³ · Article 248³ · Article 269a² · Article 429f · Article 452⁵ · Article 453⁴