12 C.F.R. § 1240.45 – Securitization exposures to which the SSFA and the CRTA do not apply. | Midpage
§ 1240.45
12 C.F.R. § 1240.45
Securitization exposures to which the SSFA and the CRTA do not apply.
Effective Feb 16, 2021
An Enterprise must assign a 1,250 percent risk weight to any acquired CRT exposure and all securitization exposures to which the Enterprise does not apply the SSFA under § 1240.43 or the CRTA under § 1240.44.