Summary: | The FDIC, along with the other federal banking and thrift regulatory agencies, has issued the attached supervisory guidance clarifying the application of the asset quality test for liquidity facilities that provide support to an asset-backed commercial paper (ABCP) program. |
Highlights:
Distribution:
Suggested Routing:
Interagency Guidance on the Eligibility of Asset-Backed Commercial Paper Liquidity Facilities and the Resulting Risk-Based Capital Treatment - PDF 28k ( PDF Help )
Bobby R. Bean, Senior Quantitative Risk Analyst, at bbean@fdic.gov or (202) 898-3575.
Note:
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Additional Related Topics:
- ABCP Programs
- Liquidity Facilities
- Credit Enhancements
- Risk-Based Capital Rules – Part 325