expected exposure

Defined in Article 272, Capital Requirements Regulation (CRR)

Definitions over time (2)

1. 25/12/2019 – today applies on 13/11/2026 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6

   For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:

   ‘expected exposure’ (hereinafter referred to as ‘EE’) means the average of the distribution of exposures at a particular future date before the longest maturity transaction in the netting set matures;

2. 28/06/2013 – 19/07/2016 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6

   For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:

   ‘expected exposure’ (hereinafter referred to as ‘EE’) means the average of the distribution of exposures at a particular future date before the longest maturity transaction in the netting set matures;

Used in (15 places in 2 provisions on 13/11/2026)

Capital Requirements Regulation (CRR) (15 in 2)

Article 272¹⁴ · Article 284