High commercial real Provisions assigning higher risk weight not adopted in estate exposures this rulemaking. Additional rulemaking or guidance may take place in future. (§ 628.32) Past due and nonaccrual exposures Assigns a 150-percent risk weight to exposures that are past due or in nonaccrual status, unless they are (§ 628.32) residential mortgage exposures or they are guaranteed or secured by financial collateral. Off-balance Sheet Items Certain credit conversion factors (CCF) revised, including the CCF for unused short-term commitments that (§ 628.33) are not unconditionally cancellable, which is increased from 0 percent to 20 percent. OTC Derivative Contracts (does not Modifies derivative matrix table slightly. Recognizes include cleared transactions) credit risk mitigation of collateralized OTC derivative contracts. (§ 628.34) Cleared Transactions Provides preferential capital requirements for cleared derivative and repo-style transactions (as compared to (§ 628.35) requirements for non-cleared transactions) with central counterparties that meet specified standards. Guarantees and Credit Derivatives Provides a more comprehensive recognition of guarantees. (§ 628.36) Collateralized Transactions Recognizes financial collateral. (§ 628.37) Unsettled Transactions Risk weight depends on number of business days past settlement date. (§ 628.38)
High commercial real estate exposures (§ 628.32) Provisions assigning higher risk weight not adopted in this rulemaking. Additional rulemaking or guidance may take place in future. Past due and nonaccrual exposures (§ 628.32) Assigns a 150-percent risk weight to exposures that are past due or in nonaccrual status, unless they are residential mortgage exposures or they are guaranteed or secured by financial collateral. Off-balance Sheet Items (§ 628.33) Certain credit conversion factors (CCF) revised, including the CCF for unused short-term commitments that are not unconditionally cancellable, which is increased from 0 percent to 20 percent. OTC Derivative Contracts (does not include cleared transactions) (§ 628.34) Modifies derivative matrix table slightly. Recognizes credit risk mitigation of collateralized OTC derivative contracts. Cleared Transactions (§ 628.35) Provides preferential capital requirements for cleared derivative and repo-style transactions (as compared to requirements for non-cleared transactions) with central counterparties that meet specified standards. Guarantees and Credit Derivatives (§ 628.36) Provides a more comprehensive recognition of guarantees. Collateralized Transactions (§ 628.37) Recognizes financial collateral. Unsettled Transactions (§ 628.38) Risk weight depends on number of business days past settlement date.
81%20FR%2049720.docx