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 dated April 20, 2015, which is adopted and incorporated by reference. Appendix A to ARM 2.59.129 dated April 20, 2015, may be found on the department's web site at http://banking.mt.gov/Home/Forms under Banks and Trust Companies.