CA-6.4.65
If a bank's internal assessment process is no longer considered adequate, the CBB may preclude the bank from applying the internal assessment approach to its ABCP exposures, both existing and newly originated, for determining the appropriate capital treatment until the bank has remedied the deficiencies. In this instance, the bank must revert to the SF or, if not available, to the method described in paragraph CA-6.4.84.
Apr 08