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Regulations last checked for updates: Nov 22, 2024
Title 12 - Banks and Banking last revised: Nov 20, 2024
All Titles
Title 12
Chapter I
Part 3
Subpart E - Subpart E—Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
QUALIFICATION
§ 3.121 - Qualification process.
§ 3.122 - Qualification requirements.
§ 3.123 - Ongoing qualification.
§ 3.124 - Merger and acquisition transitional arrangements.
§§ 3.125-3.130 - §[Reserved]
§ 3.100 - Purpose, applicability, and principle of conservatism.
§ 3.101 - Definitions.
RISK-WEIGHTED ASSETS FOR GENERAL CREDIT RISK
§ 3.131 - Mechanics for calculating total wholesale and retail risk-weighted assets.
§ 3.132 - Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
§ 3.133 - Cleared transactions.
§ 3.134 - Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
§ 3.135 - Guarantees and credit derivatives: double default treatment.
§ 3.136 - Unsettled transactions.
§§ 3.137-3.140 - §[Reserved]
RISK-WEIGHTED ASSETS FOR SECURITIZATION EXPOSURES
§ 3.141 - Operational criteria for recognizing the transfer of risk.
§ 3.142 - Risk-weighted assets for securitization exposures.
§ 3.143 - Supervisory formula approach (SFA).
§ 3.144 - Simplified supervisory formula approach (SSFA).
§ 3.145 - Recognition of credit risk mitigants for securitization exposures.
§§ 3.146-3.150 - §[Reserved]
RISK-WEIGHTED ASSETS FOR EQUITY EXPOSURES
§ 3.151 - Introduction and exposure measurement.
§ 3.152 - Simple risk weight approach (SRWA).
§ 3.153 - Internal models approach (IMA).
§ 3.154 - Equity exposures to investment funds.
§ 3.155 - Equity derivative contracts.
§§ 3.156-3.160 - §[Reserved]
RISK-WEIGHTED ASSETS FOR OPERATIONAL RISK
§ 3.161 - Qualification requirements for incorporation of operational risk mitigants.
§ 3.162 - Mechanics of risk-weighted asset calculation.
§§ 3.163-3.170 - §[Reserved]
DISCLOSURES
§ 3.171 - Purpose and scope.
§ 3.172 - Disclosure requirements.
§ 3.173 - Disclosures by certain advanced approaches national banks or Federal savings associations and Category III national banks or Federal savings associations.
§§ 3.174-3.200 - §[Reserved]
authority:
12 U.S.C. 93a
,
161
,
1462
,
1462
a,
1463
,
1464
,
1818
,
1828
,
1828
,
1831n
,
1835
,
3907
,
3909
,
5412
,
and
. L. 116-136, 134 Stat. 281
source:
50 FR 10216, Mar. 14, 1985, unless otherwise noted.
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