General risk weights.

CFR · 2024-01-01 · US · Title 12

(c) * * * (2) An Enterprise must assign a 5 percent risk weight to an exposure to the other Enterprise in a commingled security. (3) An Enterprise must assign a 20 percent risk weight to an exposure to another GSE, including an MBS guaranteed by the other Enterprise, except for exposures under paragraph (c)(2) of this section. (i) * * * (5) An Enterprise must assign a 20 percent risk weight to guarantee assets.

official document · source cfr-2024 · id 12:§ 1240.32