Off-balance sheet exposures.

CFR · 2024-01-01 · US · Title 12

(a) (2) Where a System institution commits to provide a commitment, the System institution may apply the lower of the two applicable CCFs. (3) Where a System institution provides a commitment structured as a syndication or participation, the System institution is only required to calculate the exposure amount for its pro rata share of the commitment. (4) Where a System institution 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 (5) The exposure amount of a System bank's commitment to an association or OFI is the difference between the association's or OFI's maximum credit limit with the System bank (as established by the general financing agreement or promissory note, as required by § 614.4125(d) of this chapter), and the amount the association or OFI has borrowed from the System bank. (b) (2) (i) Commitments, other than a System bank's commitment to an association or OFI, with an original maturity of 14 months or less that are not unconditionally cancelable by the System institution. (ii) Self-liquidating, trade-related contingent items that arise from the movement of goods, with an original maturity of 14 months or less. (iii) A System bank's commitment to an association or OFI that is not unconditio

official document · source cfr-2024 · id 12:§ 628.33