EL

Defined in Article 5, Capital Requirements Regulation (CRR)

Definitions over time (2)

1. 09/07/2024 – today applies on 10/11/2026 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 (25 places in 11 provisions on 10/11/2026)

Capital Requirements Regulation (CRR) (25 in 11)

Article 153 · Article 154 · Article 158⁷ · Article 160⁵ · Article 161 · Article 163² · Article 179² · Article 180² · Article 185 · Article 191 · Article 269a²