Definitions.

CFR · 2024-01-01 · US · Title 12

As used in this part: (1) The sum of: (i) Credit-risk-weighted assets; (ii) Credit valuation adjustment (CVA) risk-weighted assets; (iii) Risk-weighted assets for operational risk; and (iv) For a market risk FDIC-supervised institution only, advanced market risk-weighted assets; minus (2) Excess eligible credit reserves not included in the FDIC-supervised institution's tier 2 capital. (1) Establishes an ABCP program; (2) Approves the sellers permitted to participate in an ABCP program; (3) Approves the exposures to be purchased by an ABCP program; or (4) Administers the ABCP program by monitoring the underlying exposures, underwriting or otherwise arranging for the placement of debt or other obligations issued by the program, compiling monthly reports, or ensuring compliance with the program documents and with the program's credit and investment policy. (1) When measured as of the date of examination of an FDIC-supervised institution, those assets that have been determined by an evaluation made by a state or Federal examiner as of that date to be a loss; and (2) When measured as of any other date, those assets: (i) That have been determined— (A) By an evaluation made by a state or Federal examiner at the most recent examination of an FDIC-supervised institution to be a loss; or (B) By evaluations made by the FDIC-supervised institution since its most recent examination to be a loss; and (ii) That have not been charged off from the FDIC-supervised institution's books or collec

official document · source cfr-2024 · id 12:§ 324.2