615.5335—Bank net collateral ratio.
(a)
Each bank shall achieve and at all times maintain a net collateral ratio of at least 103 percent.
(b)
At a minimum, a bank shall compute its net collateral ratio as of the end of each month. A bank shall have the capability to compute its net collateral ratio a day after the close of a business day using the daily balances outstanding for assets and liabilities for that date.