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This is an obsolete version of the rule. Please click on the rule number to view the current version.

2.59.129    CREDIT EXPOSURE ARISING FROM DERIVATIVES AND SECURITIES FINANCING TRANSACTIONS

(1) For purposes of determining a bank's lending limit under 32-1-432, MCA, the bank's credit exposure arising from a derivatives transaction or a securities financing transaction entered by a bank must be calculated in accordance with the methods and models contained in Appendix A which is adopted and incorporated by reference. Appendix A may be found on the department's web site at http://banking.mt.gov/Home/Forms.aspx#164912240.

History: 32-1-432, 32-1-433, MCA; IMP, 32-1-432, 32-1-433, MCA; NEW, 2014 MAR p. 675, Eff. 4/11/14.

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