Off-balance sheet exposures.

CFR · 2024-01-01 · US · Title 12

(a) (2) Where a national bank or Federal savings association commits to provide a commitment, the national bank or Federal savings association may apply the lower of the two applicable CCFs. (3) Where a national bank or Federal savings association provides a commitment structured as a syndication or participation, the national bank or Federal savings association is only required to calculate the exposure amount for its pro rata share of the commitment. (4) Where a national bank or Federal savings association provides a commitment, enters into a repurchase agreement, or provides a credit-enhancing representation and warranty, and such commitment, repurchase agreement, or credit-enhancing representation and warranty is not a securitization exposure, the exposure amount shall be no greater than the maximum contractual amount of the commitment, repurchase agreement, or credit-enhancing representation and warranty, as applicable. (b) (2) (i) Commitments with an original maturity of one year or less that are not unconditionally cancelable by the national bank or Federal savings association; and (ii) Self-liquidating, trade-related contingent items that arise from the movement of goods, with an original maturity of one year or less. (3) (i) Commitments with an original maturity of more than one year that are not unconditionally cancelable by the national bank or Federal savings association; and (ii) Transaction-related contingent items, including performance bonds, bid bonds, warran

official document · source cfr-2024 · id 12:§ 3.33