(3) If the FDIC determines that the risk-weighted asset amount calculated under this part by the FDIC-supervised institution for one or more exposures is not commensurate with the risks associated with those exposures, the FDIC may require the FDIC-supervised institution to assign a different risk-weighted asset amount to the exposure(s) or to deduct the amount of the exposure(s) from its regulatory capital.
(ii) Notwithstanding the criteria for regulatory capital instruments set forth in subpart C of this part, the FDIC may find that a capital element may be included in an FDIC-supervised institution's common equity tier 1 capital, additional tier 1 capital, or tier 2 capital on a permanent or temporary basis consistent with the loss absorption capacity of the element and in accordance with § 324.20(e).
324.210 Standardized measurement method for specific risk. 324.213 through 324.299 [Reserved] 324.401 Authority, purpose, scope, other supervisory authority, disclosure of capital categories, and transition procedures. 324.403 Capital measures and capital category definitions. 324.405 Mandatory and discretionary supervisory actions. 324.406 through 324.999 [Reserved] Authority: 12 U. This security interest must provide the FDIC-supervised institution with a right to close-out the financial positions and liquidate the collateral upon an event of default of, or failure to perform by, the counterparty under the collateral agreement.
324.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts. 324.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches. means an exposure to a company that is not: (1) An exposure to a sovereign, the Bank for International Settlements, the European Central Bank, the European Commission, the International Monetary Fund, a multi-lateral development bank (MDB), a depository institution, a foreign bank, a credit union, or a public sector entity (PSE); (2) An exposure to a GSE; (3) A residential mortgage exposure; (4) A pre-sold construction loan; (5) A statutory multifamily mortgage; (6) A high volatility commercial real estate (HVCRE) exposure; (7) A cleared transaction; (8) A default fund contribution; (9) A securitization exposure; (10) An equity exposure; or (11) An unsettled transaction.
324.135 Guarantees and credit derivatives: double default treatment. 324.137 through 324.140 [Reserved] 324.141 Operational criteria for recognizing the transfer of risk. 324.144 Simplified supervisory formula approach (SSFA). 324.145 Recognition of credit risk mitigants for securitization exposures. , means the most recent consensus CRC published by the Organization for Economic Cooperation and Development (OECD) as of December 31st of the prior calendar year that provides a view of the likelihood that the sovereign will service its external debt. 1842(k)); (2) A top-tier savings and loan holding company that is an insurance underwriting company; or (3)(i) A top-tier savings and loan holding company that, as of June 30 of the previous calendar year, held 25 percent or more of its total consolidated assets in subsidiaries that are insurance underwriting companies (other than assets associated with insurance for credit risk); and (ii) For purposes of paragraph 3(i) of this definition, the company must calculate its total consolidated assets in accordance with GAAP, or if the company does not calculate its total consolidated assets under GAAP for any regulatory purpose (including compliance with applicable securities laws), the company may estimate its total consolidated assets, subject to review and adjustment by the Federal Reserve.
This part 324 includes methodologies for calculating minimum capital requirements, public disclosure requirements related to the capital requirements, and transition provisions for the application of this part 324.
(a) This part 324 establishes minimum capital requirements and overall capital adequacy standards for FDIC-supervised institutions.
means reserves that have been established in accordance with section 905(a) of the International Lending Supervision Act, against certain assets whose value U. supervisory authorities have found to be significantly impaired by protracted transfer risk problems.
means: (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.
means a party to a cleared transaction associated with a CCP in which a clearing member acts either as a financial intermediary with respect to the party or guarantees the performance of the party to the CCP.
means an FDIC-insured, state-chartered commercial or savings bank that is not a member of the Federal Reserve System and for which the FDIC is the appropriate Federal banking agency pursuant to section 3(q) of the Federal Deposit Insurance Act (12 U. (2) The exposure of an FDIC-supervised institution that is a clearing member to its clearing member client is not a cleared transaction where the FDIC-supervised institution is either acting as a financial intermediary and enters into an offsetting transaction with a CCP or where the FDIC-supervised institution provides a guarantee to the CCP on the performance of the client.
(iii) Each advanced approaches FDIC-supervised institution must make the public disclosures described in subpart E of this part.