12 CFR § 628.44 Capital Adequacy of System Institutions

§ 628.44 Securitization exposures to which the SSFA and gross-up approach do not apply.

Current through Oct 1, 2026 · Read all of Part 628

⚠ 1 pending change to Part 628

(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]

← § 628.43 Simplified supervisory formula approach (SSFA) and the gross-up approach.§ 628.45 Recognition of credit risk mitigants for securitization exposures. →