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Alternatively, a banking organization may, with supervisory approval, use own estimates of collateral haircuts when calculating the appropriate capital charge for an eligible margin loan, a repo-style transaction, or a collateralized derivative contract. The current credit exposure is the greater of zero or the mark-to-market value of the derivative contract. The proposal increases the CCR for commitments with an original maturity of one year or less from zero percent to 20 percent. 1 Consistent with the general risk-based capital rules and requirements of the statute, the proposal would assign a 100 percent risk weight to pre-sold construction loans where the contract is cancelled.
Under the proposed rule, the banking organization would determine the exposure amount and then assign a risk weight based on the counterparty or collateral.
Under the proposed rule, the banking organization would determine the exposure amount and then assign a risk weight based on the counterparty or collateral. Under the proposed rule, consumer loans and credit cards would continue to receive a 100 percent risk weight. Also read: what are good credit cards to have Under the proposed rule, 1-4 family residential mortgages would be separated into two risk categories (“category 1 residential mortgage exposures” and “category 2 residential mortgage exposures”) based on certain product and underwriting characteristics. Also read: how much could i afford for a house Restructured and modified mortgages would be assigned risk weights based on their LTVs and classification as category 1 or category 2 residential mortgage exposures based on the modified contractual terms.
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Country risk classification (CRC) for a sovereign means the CRC published by the Organization for Economic Cooperation and Development. The proposal would allow a banking organization to substitute the risk weight of an eligible guarantor for the risk weight otherwise applicable to the guaranteed exposure. A banking organization may determine the risk weight for the securitization exposure using the simplified supervisory formula approach (SSFA) described in section 43 of the proposal. For more information please refer to section 53 of the proposal. For more information please refer to section 34 of the proposal. The proposals described in this section would apply to equity exposures to investment funds such as mutual funds, but not to hedge funds or other leveraged investment funds (refer to section above).
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The proposal would assign a 150 percent risk weight to HVCRE exposures. Also read: bank of america american express foreign transaction fee In contrast to the general risk-based capital rules, which place a 50 percent risk weight cap on derivatives, the proposal does not include a risk weight cap and introduces specific credit conversion factors for credit derivatives. The Federal National Mortgage Association (Fannie Mae) and the Federal Home Loan Mortgage Corporation (Freddie Mac) guaranteed securities receive a 20 percent risk weight. The financial collateral is an exposure to a sovereign that qualifies for a zero percent risk weight (including the United States) and the banking organization has discounted the market value of the collateral by 20 percent.