Federal (United States) · Regulations
Subpart D — Risk-Weighted Assets—Standardized Approach
20 sections
20 sections
- 12 C.F.R. § 3.30Applicability.
- 12 C.F.R. § 3.31Mechanics for calculating risk-weighted assets for general credit risk.
- 12 C.F.R. § 3.32General risk weights.
- 12 C.F.R. § 3.33Off-balance sheet exposures.
- 12 C.F.R. § 3.34Derivative contracts.
- 12 C.F.R. § 3.35Cleared transactions.
- 12 C.F.R. § 3.36Guarantees and credit derivatives: substitution treatment.
- 12 C.F.R. § 3.37Collateralized transactions.
- 12 C.F.R. § 3.38Unsettled transactions.
- 12 C.F.R. § 3.41Operational requirements for securitization exposures.
- 12 C.F.R. § 3.42Risk-weighted assets for securitization exposures.
- 12 C.F.R. § 3.43Simplified supervisory formula approach (SSFA) and the gross-up approach.
- 12 C.F.R. § 3.44exposures to which the SSFA and gross-up approach do not apply.
- 12 C.F.R. § 3.45Recognition of credit risk mitigants for securitization exposures.
- 12 C.F.R. § 3.51Introduction and exposure measurement.
- 12 C.F.R. § 3.52Simple risk-weight approach (SRWA).
- 12 C.F.R. § 3.53Equity exposures to investment funds.
- 12 C.F.R. § 3.61Purpose and scope.
- 12 C.F.R. § 3.62Disclosure requirements.
- 12 C.F.R. § 3.63Disclosures by national banks or Federal savings associations described in § 3.61.