12 CFR 628.44 – Securitization exposures to which the SSFA and gross-up approach do not apply

Current as of: 2024 | Check for updates | Other versions

(a) General requirement. A System institution must assign a 1,250-percent risk weight to all securitization exposures to which the System institution does not apply the SSFA or the gross up approach under § 628.43.

(b) [Reserved]