§ 1734.21 Approved purposes for grants
§ 1734.22 Matching contributions
§ 1734.23 Nonapproved purposes for grants
§ 1734.24 Maximum and minimum grant amounts
§ 1734.25 Completed application
§ 1734.26 Criteria for scoring grant applications
§ 1734.27 Application selection provisions
§ 1734.28 Submission of applications
§ 1734.29 Appeals

Terms Used In CFR > Title 7 > Chapter XVII > Part 1734 > Subpart B

  • Backtesting: means the comparison of an FDIC-supervised institution's internal estimates with actual outcomes during a sample period not used in model development. See 32 CFR 211.1
  • Corporate debt position: means a debt position that is an exposure to a company that is not a sovereign entity, the Bank for International Settlements, the European Central Bank, the European Commission, the International Monetary Fund, a multilateral development bank, a depository institution, a foreign bank, a credit union, a public sector entity, a GSE, or a securitization. See 32 CFR 211.1
  • Debt position: means a covered position that is not a securitization position or a correlation trading position and that has a value that reacts primarily to changes in interest rates or credit spreads. See 32 CFR 211.1
  • Equity position: means a covered position that is not a securitization position or a correlation trading position and that has a value that reacts primarily to changes in equity prices. See 32 CFR 211.1
  • Event risk: means the risk of loss on equity or hybrid equity positions as a result of a financial event, such as the announcement or occurrence of a company merger, acquisition, spin-off, or dissolution. See 32 CFR 211.1
  • General market risk: means the risk of loss that could result from broad market movements, such as changes in the general level of interest rates, credit spreads, equity prices, foreign exchange rates, or commodity prices. See 32 CFR 211.1
  • Hedge: means a position or positions that offset all, or substantially all, of one or more material risk factors of another position. See 32 CFR 211.1
  • Idiosyncratic risk: means the risk of loss in the value of a position that arises from changes in risk factors unique to that position. See 32 CFR 211.1
  • Incremental risk: means the default risk and credit migration risk of a position. See 32 CFR 211.1
  • Market risk: means the risk of loss on a position that could result from movements in market prices. See 32 CFR 211.1
  • Securitization: means a transaction in which:

    (1) All or a portion of the credit risk of one or more underlying exposures is transferred to one or more third parties. See 32 CFR 211.1

  • Securitization position: means a covered position that is:

    (1) An on-balance sheet or off-balance sheet credit exposure (including credit-enhancing representations and warranties) that arises from a securitization (including a resecuritization). See 32 CFR 211.1

  • Sovereign debt position: means a direct exposure to a sovereign entity. See 32 CFR 211.1
  • Specific risk: means the risk of loss on a position that could result from factors other than broad market movements and includes event risk, default risk, and idiosyncratic risk. See 32 CFR 211.1
  • Trading position: means a position that is held by the FDIC-supervised institution for the purpose of short-term resale or with the intent of benefiting from actual or expected short-term price movements, or to lock in arbitrage profits. See 32 CFR 211.1
  • Two-way market: means a market where there are independent bona fide offers to buy and sell so that a price reasonably related to the last sales price or current bona fide competitive bid and offer quotations can be determined within one day and settled at that price within a relatively short time frame conforming to trade custom. See 32 CFR 211.1