12 CFR Subpart E - Subpart E—Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
- § 3.100 Purpose, applicability, and principle of conservatism.
- § 3.101 Definitions.
-
Qualification (§§ 3.121 - 3.125--3.130)
-
Risk-Weighted Assets for General Credit Risk (§§ 3.131 - 3.137--3.140)
- § 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 - 3.146--3.150)
- § 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 - 3.156--3.160)
-
Risk-Weighted Assets for Operational Risk (§§ 3.161 - 3.163--3.170)
-
Disclosures (§§ 3.171 - 3.174--3.200)
Source:
78 FR 62157, 62273, Oct. 11, 2013, unless otherwise noted.