§217.151. Introduction and exposure measurement. — Inbound Citations
12 C.F.R. § 217.151
Statutory Authority
Cited by 4 regulations in release Current.
Citations to 12 U.S.C. § 217.151 as a whole
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(3) Approves the exposures to be purchased by an ABCP program; or
Citations to §217.151(b)
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(1) UE is the EAD of any underlying exposures that are wholesale and retail exposures (including the amount of any funded spread accounts, cash collateral accounts, and other similar funded credit enhancements) plus the amount of any underlying exposures that are securitization exposures (as defined in § 217.142(e)) plus the adjusted carrying value of any underlying exposures that are equity exposures (as defined in § 217.151(b)).
Citations to §217.151(b)(1)
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(iii) A Board-regulated institution that provides stable value protection must treat the exposure as an equity derivative with an adjusted carrying value determined as the sum of § 217.151(b)(1) and (2).
Citations to §217.151(b)(2)
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(iii) A Board-regulated institution that provides stable value protection must treat the exposure as an equity derivative with an adjusted carrying value determined as the sum of § 217.151(b)(1) and (2).