Securitization exposures to which the SSFA and gross-up ...

SSFA and gross-up approach do not apply. (a) General. require. m. ent. A System institution must assign a 1,250-percent risk weight to all securitization exposures to which the System institution does not apply the SSFA or the gross up approach under § 628.43. [81 FR 49805, July 28, 2016] ................
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