The Office of the Comptroller of the Currency, the Board of Governors of the Federal Reserve System and the Federal Deposit Insurance Corporation (collectively, the “Regulators”) published a simplified supervisory formula tool to assist institutions in calculating risk-based capital requirements for securitization exposures under the revised capital rules.
According to the Regulators, the tool is neither required nor a component of regulatory reporting. The Regulators recommended that banks continue to reference the revised capital framework when determining regulatory capital requirements.
See: SSFA Securitization Tool (Excel file); FDIC Press Release; OCC Press Release.