Code of Federal Regulations · Section

§ 628.44 — Securitization Exposures To Which The Ssfa And Gross-up Approach Do Not Apply

12 C.F.R. § 628.44

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(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]

12 C.F.R. § 628.43 12 C.F.R. § 628.45

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