+Article 158 10.

Article 158 10.

The expected loss amounts for dilution risk of purchased receivables shall be calculated in accordance with the following formula:

Expected loss (EL) = PD · LGD

Expected loss amount = EL · exposure value

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards