Supervisory Guidance on the Use of Internal Risk Ratings for Assigning Risk-Based Capital on Exposures to Asset-Backed Commercial Paper Programs
Advanced Search
Select up to three search categories and corresponding keywords using the fields to the right. Refer to the Help section for more detailed instructions.

Search our Collections & Repository

For very narrow results

When looking for a specific result

Best used for discovery & interchangable words

Recommended to be used in conjunction with other fields

Dates

to

Document Data
Library
People
Clear All
Clear All

For additional assistance using the Custom Query please check out our Help Page

!

Retired


This Document Has Been Retired.

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

Filetype[PDF-47.55 KB]



Details:

  • Publisher's site:
  • Corporate Authors:
  • 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:
  • Dataset Download URL:
  • Format:
  • 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  • Withdrawn Date: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:
  • Download URL:
  • File Type:

You May Also Like

Checkout today's featured content at archive.fdic.gov

Version 3.27.1