General risk weights.

CFR · 2024-01-01 · US · Title 12

(a) (A) An exposure to the U.S. government, its central bank, or a U.S. government agency; and (B) The portion of an exposure that is directly and unconditionally guaranteed by the U.S. government, its central bank, or a U.S. government agency. This includes a deposit or other exposure, or the portion of a deposit or other exposure, that is insured or otherwise unconditionally guaranteed by the FDIC or National Credit Union Administration. (ii) A national bank or Federal savings association must assign a 20 percent risk weight to the portion of an exposure that is conditionally guaranteed by the U.S. government, its central bank, or a U.S. government agency. This includes an exposure, or the portion of an exposure, that is conditionally guaranteed by the FDIC or National Credit Union Administration. (iii) A national bank or Federal savings association must assign a zero percent risk weight to a Paycheck Protection Program covered loan as defined in section 7(a)(36) of the Small Business Act (15 U.S.C. 636(a)(36)). (2) (3) (i) The exposure is denominated in the sovereign's currency; (ii) The national bank or Federal savings association has at least an equivalent amount of liabilities in that currency; and (iii) The risk weight is not lower than the risk weight that the home country supervisor allows national (4) (5) (6) (b) (c) (2) A national bank or Federal savings association must assign a 100 percent risk weight to preferred stock issued by a GSE. (d) (2) (ii) A national ba

official document · source cfr-2024 · id 12:§ 3.32