12 CFR § 1240.45 - Securitization exposures to which the SSFA and the CRTA do not apply.
§ 1240.45 Securitization exposures to which the SSFA and the CRTA do not apply.
An Enterprise must assign a 1,250 percent risk weight to any acquired CRT exposure and all securitization exposures to which the Enterprise does not apply the SSFA under § 1240.43 or the CRTA under § 1240.44.