ARM 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 to ARM 2.59.129, April 20, 2015, version, which is adopted and incorporated by reference. Appendix A to ARM 2.59.129, April 20, 2015, version, may be found on the department's website at banking.mt.gov.