Credit exposure arising from derivative and securities financing transactions.

CFR · 2024-01-01 · US · Title 12

(a) (b) (i) (B) (C) ( ( ( (D) (ii) (iii) (iv) (2) (B) (ii) (3) (ii) Paragraph (b)(3)(i) of this section does not apply to a national bank or saving association that uses an internal model pursuant to paragraph (b)(1)(i) of this section if such model reflects the initial margin and any contributions to a guaranty fund. (4) (c) (i) ( ( (B) Any substantive revisions to a model made after the bank or savings association has provided notice of the use of the model to the appropriate Federal banking agency pursuant to paragraph (c)(1)(i)(A)( (ii) (A) (B) ( (C) (D) ( (iii) (2)

official document · source cfr-2024 · id 12:§ 32.9