conversion factor

Definitions over time (1)

27/06/2019 – 25/12/2019 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;

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No text uses this concept on 12/11/2026.