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 Federal Deposit Insurance Corporation or National Credit Union Administration. (ii) A System institution 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 Federal Deposit Insurance Corporation or National Credit Union Administration. (2) (3) (i) The exposure is denominated in the sovereign's currency; (ii) The System institution 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 sovereign allows banking organizations under its jurisdiction to assign to the same exposures to the sovereign. (4) (5) (6) (b) (c) (2) A System institution must assign a 100-percent risk weight to preferred stock issued by a non-System GSE. (3) Purchased equity investments (including preferred stock investments) in other System institutions do not receive a risk weight, because they are deducted from capital in a

official document · source cfr-2024 · id 12:§ 628.32