2) Cash payable in the event of a buyback of the guarantee The protected party is assigned to the risk weighting of the protection provider. The risk weighting of the underlying counterparty is assigned to the uncovered portion of the exposure. the debtor`s parent companies, subsidiaries and subsidiaries if their creditworthiness is not positively correlated with the credit risk of the exposures for which they have provided guarantees. In order for a portfolio of intragroup companies to be recognized as an eligible guarantor, credit risk for the group as a whole must be taken into account. 1. The current risk of the clearing group, which reflects all security held or issued by the National Bank or the Federal Credit Union Association, with the exception of all called or disputed security; or (1) Generalities. A national bank or association of federal savings banks can identify the benefits of reducing the credit risk of financial security that secures an eligible margin credit, a repurchase transaction or a clearing rate of a proceeds of these transactions by incorporating the collateral into its LGD risk estimates. In addition, a national bank or a federal federation of the savings bank may have an unsecured LGD for risk and for any repurchase transaction, to estimate and determine the EEAS of the exposure using: (iv) the National Bank or the Federal Credit Union Association , and control the current counterparty exposure and exposure to the counterparty for the duration of all contracts on the set; (vi) When a national bank or a federal credit company insures some or all of the counterparty`s credit risk related to a set of offsets using an eligible credit derivative, the National Bank or the Federal Savings Bank Association may consider the reduction of risk relative to the counterparty in estimating EAs. If the SNB or the Bundessparkassenverband acknowledges this reduction in counterparty exposure in its EE estimate, it must also use its internal model to estimate a separate EEAS for the Commitment of the National Bank or the Federal Savings Association to the Credit Derivative Protection Provider.
(vi) the national bank or the federal credit union association must have procedures in place to identify, monitor and monitor wrongdoing committed throughout the duration of an exposure. Procedures must include stress tests and scenario analyses. (ii) the model must assess the expected exposure at sufficient future maturities to accurately reflect all future cash flows from contracts in the clearing rate; Banks that use standard supervisory discounts for FTS implemented under a “master netting” agreement must use the following formula to calculate their exposure amount, that is, about half of the securities reinvested were nAIC 1, reflecting a high credit quality, and almost 60% were considered investment grades on the basis of NAIC 1 and NAIC 2.