Where should be calculated the impact of mortage loan, if   the amount of loan provided is 1 500 000 (is greater than 1 000 000)  the duration is 5 years  the callateral is 2 000 000.

The amount of this mortgage loan is greater than 1 000 000 and according to Article 191, p.4  can not be treated under Counterparty default risk.
 
The total amount owed to the insurance or reinsurance undertaking and, where relevant, to all related undertakings within the meaning of Article 212(1)(b) and (2) of Directive 2009/138/EC, including any exposure in default, by the counterparty or other connected third party, shall not, to the knowledge of the insurance or reinsurance undertaking, exceed EUR 1 million. The insurance or reinsurance undertaking shall take reasonable steps to acquire this knowledge.