desk

NPR issued on GSE capital framework

Category: ABS Capital Relief Trades CLOs


Previous Story       Next Story

Sector developments and company hires

NPR issued on GSE capital framework
The FHFA is seeking comment on a notice of proposed rulemaking that would amend the Enterprise Regulatory Capital Framework (ERCF) for Fannie Mae and Freddie Mac. The proposed amendments would refine the prescribed leverage buffer amount (PLBA) and the capital treatment of credit risk transfers (CRT) to better reflect the risks inherent in the GSEs’ business models and to encourage the distribution of credit risk from the enterprises to private investors.

Already registered?

Not yet registered? Join today to access SCI Content.

-