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Division (c) Calculating risk-weighted exposure amounts and expected loss amountsF1

United Kingdom Repealed

Original text. Later amendments are not shown.

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  1. 60E* as calculated under point 33 shall be taken as the exposure value for the purposes of Article 80. In the case of off-balance sheet items listed in Annex II, E* shall be taken as the value at which the percentages indicated in Article 78(1) shall be applied to arrive at the exposure value.
  2. 61LGD* (the effective LGD)calculated as set out in this point shall be taken as the LGD for the purposes of Annex VII.

Annotations

Textual amendments

F1

Repealed by Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC (Text with EEA relevance).