Banking Regulations for Examiners, Volume 1The Comptroller, 1999 - Banking law |
From inside the book
Results 1-4 of 4
Page 23
... bilateral netting contract that permits a nondefaulting counterparty to make a lower payment than it would make otherwise under the bilateral netting contract , or no payment at all , to a defaulter or the estate of a defaulter , even ...
... bilateral netting contract that permits a nondefaulting counterparty to make a lower payment than it would make otherwise under the bilateral netting contract , or no payment at all , to a defaulter or the estate of a defaulter , even ...
Page 31
... bilateral netting contract is deter- mined as provided by section 3 ( b ) ( 5 ) ( ii ) ( A ) of this appendix A. 18 See section 1 ( c ) ( 26 ) of appendix A to this part . 19 For purposes of calculating either the po- tential future ...
... bilateral netting contract is deter- mined as provided by section 3 ( b ) ( 5 ) ( ii ) ( A ) of this appendix A. 18 See section 1 ( c ) ( 26 ) of appendix A to this part . 19 For purposes of calculating either the po- tential future ...
Page 32
... bilateral netting contract— ( A ) Netting cal- culation . The credit equivalent amount for multiple derivative contracts executed with a single counterparty and subject to a quali- fying bilateral netting contract as provided by section ...
... bilateral netting contract— ( A ) Netting cal- culation . The credit equivalent amount for multiple derivative contracts executed with a single counterparty and subject to a quali- fying bilateral netting contract as provided by section ...
Page 33
... netting of a derivative contract.21 ( iii ) Risk weighting . Once the bank deter- mines the credit equivalent amount for a de- rivative contract or a set of derivative con- tracts subject to a qualifying bilateral net- ting contract ...
... netting of a derivative contract.21 ( iii ) Risk weighting . Once the bank deter- mines the credit equivalent amount for a de- rivative contract or a set of derivative con- tracts subject to a qualifying bilateral net- ting contract ...
Other editions - View all
Common terms and phrases
action activities administrative law judge affiliate amended amount appendix application assessment area(s assets Authority bank's bilateral netting branch or agency cluding collateral collective investment fund Comptroller corporate Currency debt deemed deposit depository institution disclosure eligible employee equity eral erwise extension of credit Federal branch Federal savings association fiduciary filing foreign bank funds hearing holding company insured intangible assets interest investment issued lease lending limited loan market risk means ment national bank non-public OCC notice notify obligation OCC approval OCC information OCC's OECD operating paragraph party payment percent person preferred stock prior procedures proposed purchase purposes pursuant to 12 qualifying quired real estate records request risk weight rules safe and sound Scope section 38 securities shareholders specified suant submit subordinated debt subpart subpoena subsidiary Tier 2 capital tion tional bank transaction