87. For the purposes of Article 26e(2) of Regulation (EU) 2017/2402, the expected loss amount …

For the purposes of Article 26e(2) of Regulation (EU) 2017/2402, the expected loss amount should be calculated at the level of individual underlying exposures for which a credit event has occurred. As a derogation, the expected loss amount may be calculated at sub-pool level for retail exposures in accordance with the draft RTS on the calculation of KIRB in accordance with the purchased receivables approach, developed according to Article 255(9) of Regulation (EU) No 575/2013. Debt workout and credit protection premiums (Article 26e(3) of Regulation (EU) 2017/2402)

Contingent on the outstanding nominal amount of the performing securitised exposures at the time of the payment

1. Overview

1.1 References

• Article 255 9.
• Article 26e 2.
• Article 26e 3.

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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