MPF SSFA Calculator [Resource]
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Summary
The BASEL III capital rules became effective with the March 2015 regulatory call report filing.
Under the new rules, loan sales with limited recourse under the MPF® Program are considered synthetic securitizations where Participating Financial Institutions (PFIs) have three options for calculating the risk-weighted assets relating to the credit enhancement obligation – the simplified supervisory financial approach, the gross-up method, or a 1,250% risk weight.
Use our online calculator to determine the proper amount to report and the method that is best for you.
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Founded in 2003, Wilary Winn LLC and its sister company, Wilary Winn Risk Management LLC, provide independent, objective, fee-based advice to over 600 financial institutions located across the country. We provide services for CECL, ALM, Mergers & Acquisitions, Valuation of Loan Servicing and more.
Released March 2023