Guide to Reporting Under BASEL III for FHLB MPF Program Participants [Resource]
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Summary
A guide to help you complete your regulatory call report risk-based capital schedule under Basel III.
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.
How do you decide which option is best for you? Use the handout to help you make your decision.
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Released November 2017