Risk-Weighted Assets for Securitization Exposures | Midpage

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Code of Federal Regulations

ECFR8dadebcf6d068c7

Risk-Weighted Assets for Securitization Exposures

3.41Operational requirements for securitization exposures.3.42Risk-weighted assets for securitization exposures.3.43Simplified supervisory formula approach (SSFA) and the gross-up approach.3.44Securitization exposures to which the SSFA and gross-up approach do not apply.3.45Recognition of credit risk mitigants for securitization exposures.3.46-3.50[Reserved]