Expected loss amounts (expect loss, EL)
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. (See Article 5 (3) CRR).
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. (See Article 5 (3) CRR).