How much mathematics are electrical graduate students expected to know?
I think it really depends. I've seen EE majors do much of the math someone majoring in math. At the junior-senior level, some EE students will take a semester of advanced calculus, matrix theory, and numerical analysis. It really depends on the university and their degree requirements.

For students outside of the US, admissions committees do try to review the student's background as carefully as possible, comparing it to their requirements. Certainly it will help to have as much math as possible if you want to stand out. In particular, try taking some "applied" courses - partial differential equations, numerical analysis, optimization, stuff like that. Some "pure" topics like real analysis (perhaps up to introductory measure theory, this is really not a big thing in my opinion) and complex analysis will help too.

If you plan to apply to a US university, I suggest talking to someone in graduate admissions in the department that you are interested in.