Supervisory Guidance on the Use of Internal Risk Ratings for Assigning Risk-Based Capital on Exposures to Asset-Backed Commercial Paper Programs

doi:s://www.fdic.gov/

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Supervisory Guidance on the Use of Internal Risk Ratings for Assigning Risk-Based Capital on Exposures to Asset-Backed Commercial Paper Programs

03/31/2005
Inactive Financial Institution Letters (FILs)

[PDF-47.55 KB]

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Details:

Publisher's site:

https://www.fdic.gov/
Corporate Authors:

Federal Deposit Insurance Corporation (FDIC)
Description:

The FDIC, along with the other federal banking and thrift regulatory agencies, has issued the attached supervisory guidance that explains the qualifying criteria for using an internal risk-rating system for assigning risk-based capital on exposures to asset-backed commercial paper (ABCP) programs. This guidance supplements the final rule revising the regulatory capital treatment of recourse, direct credit substitutes and residual interests in asset securitizations that was issued in November of 2001 (“Securitization Capital Rule” – see FIL-99-2001).
Content Notes:

References FIL-99-2001
Subject:

[+]

Capital
Dataset Download URL:

https://www.fdic.gov/news/inactive-financial-institution-letters/2005/fil2605.html
Format:

PDF
Release Date:

03/31/2005
Update Date:

04/13/2005
Withdrawn Date:

Not Available
Agencies Involved:

Federal Deposit Insurance Corporation (FDIC);Board of Governors of the Federal Rserve System;Office of Thrift Supervision (OTS);
Fdic Employee Involved:

William A. Stark
Source:

FDIC Website
Memorandum To:

FDIC-Supervised Banks (Commercial and Savings)
FIL Number:

FIL-26-2005
Main Document Checksum:

[+]

urn:sha256:01bea865de031dfbde5846865de612b91d2300429329624a813b4d42a597e119
Download URL:

https://archive.fdic.gov/view/fdic/7524/fdic_7524_DS1.pdf
File Type:

Supervisory guidance to assist in the determination of the appropriate risk-based capital treatment to be applied to direct credit substitutes issued in connection with ABCP programs

pdf

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