1. European
  2. Legislation (EU)
  3. EU Regulations
  4. 2013
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  1. 575/2013/EU - Capital Requirements Regulation (CRR) - Definitions
  2. Definition found at Title IV, Ch. 1A, Sec. 5, Art. 325v applies for arts. 325v-325ad
  3. loss given default
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Status: Published
Version date: 27 June 2019 - onwards
    Version 1 of 1    

loss given default

means the loss given default of the obligor on an instrument issued by that obligor expressed as a share of the notional amount of the instrument

Comparing proposed amendment...
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