12 C.F.R. § 628.44 – Securitization exposures to which the SSFA and gross-up approach do not apply. | Midpage
§ 628.44
12 C.F.R. § 628.44
Securitization exposures to which the SSFA and gross-up approach do not apply.
Effective Jan 1, 2017
(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.