Securitization exposures to which the SSFA and the CRTA do not apply.

CFR · 2024-01-01 · US · Title 12

An Enterprise must assign a 1,250 percent risk weight to any acquired CRT exposure and all securitization exposures to which the Enterprise does not apply the SSFA under § 1240.43 or the CRTA under § 1240.44.

official document · source cfr-2024 · id 12:§ 1240.45