With the permission of the superintendent, a bank may utilize an alternate method to evaluate its credit exposures arising from derivative transactions.
N.Y. Comp. Codes R. & Regs. Tit. 3 § 117.6
With the permission of the superintendent, a bank may utilize an alternate method to evaluate its credit exposures arising from derivative transactions.
N.Y. Comp. Codes R. & Regs. Tit. 3 § 117.6