CFR 12-324.210-2014 Banks and banking. Part324:Capital adequacy of fdic-supervised institutions. SubpartF:Risk-weighted assets-market risk. Section324.210:Standardized measurement method for specific risk.
(a) General requirement. An FDIC-supervised institution must calculate a total specific risk add-on for each portfolio of debt and equity positions for which the FDIC-supervised institution’s VaR-based measure does not capture all material aspects of specific risk and for all securitization positions that are not modeled under § 324.209. An FDIC-supervised institution must calculate each specific risk add-on in accordance with the requirements of this section. Notwithstanding any other definition or requirement in this subpart, a position that would have qualified as a debt position or an equity position but for the fact that it qualifies as a correlation trading position under paragraph (2) of the definition of correlation trading position in § 324.2, shall be considered a debt position or an equity position, respectively, for purposes of this § 324.210.
CFR 12-324.210-2014 history
2014CFR 12-324.210-2014 Banks and banking. Part324:Capital adequacy of fdic-supervised institutions. SubpartF:Risk-weighted assets-market risk. Section324.210:Standardized measurement method for specific risk.