CFR 12-324.211-2014
银行和银行业务. 第324部分:FDIC监管机构的资本充足率. 第F子部分:风险加权资产—市场风险. 第324.211节:简化监管公式方法.

银行和银行业务. 第324部分:FDIC监管机构的资本充足率. 第F子部分:风险加权资产—市场风险. 第324.211节:简化监管公式方法. 是非强制性国家标准，您可以免费下载预览页

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适用范围: (a) General requirements. To use the SSFA to determine the specific riskweighting factor for a securitization position, an FDIC-supervised institution must have data that enables it to assign accurately the parameters described in paragraph (b) of this section. Data used to assign the parameters described in paragraph (b) of this section must be the most currently available data; if the contracts governing the underlying exposures of the securitization require payments on a monthly or quarterly basis, the data used to assign the parameters described in paragraph (b) of this section must be no more than 91 calendar days old. An FDIC-supervised institution that does not have the appropriate data to assign the parameters described in paragraph (b) of this section must assign a specific riskweighting factor of 100 percent to the position.

CFR 12-324.211-2014银行和银行业务. 第324部分:FDIC监管机构的资本充足率. 第F子部分:风险加权资产—市场风险. 第324.211节:简化监管公式方法.