Title 12

SECTION 628.44

628.44 Securitization exposures to which the SSFA and gross-up approach do not apply.

§ 628.44 Securitization exposures to which the SSFA and gross-up approach do not apply.

(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]