Federal (United States) · Regulations
Subpart E — Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
27 sections
27 sections
- 12 C.F.R. § 3.100Purpose, applicability, and principle of conservatism.
- 12 C.F.R. § 3.101Definitions.
- 12 C.F.R. § 3.121Qualification process.
- 12 C.F.R. § 3.122Qualification requirements.
- 12 C.F.R. § 3.123Ongoing qualification.
- 12 C.F.R. § 3.124Merger and acquisition transitional arrangements.
- 12 C.F.R. § 3.131Mechanics for calculating total wholesale and retail risk-weighted assets.
- 12 C.F.R. § 3.132Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
- 12 C.F.R. § 3.133Cleared transactions.
- 12 C.F.R. § 3.134Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
- 12 C.F.R. § 3.135Guarantees and credit derivatives: double default treatment.
- 12 C.F.R. § 3.136Unsettled transactions.
- 12 C.F.R. § 3.141Operational criteria for recognizing the transfer of risk.
- 12 C.F.R. § 3.142Risk-weighted assets for securitization exposures.
- 12 C.F.R. § 3.143Supervisory formula approach (SFA).
- 12 C.F.R. § 3.144Simplified supervisory formula approach (SSFA).
- 12 C.F.R. § 3.145Recognition of credit risk mitigants for securitization exposures.
- 12 C.F.R. § 3.151Introduction and exposure measurement.
- 12 C.F.R. § 3.152Simple risk weight approach (SRWA).
- 12 C.F.R. § 3.153Internal models approach (IMA).
- 12 C.F.R. § 3.154Equity exposures to investment funds.
- 12 C.F.R. § 3.155Equity derivative contracts.
- 12 C.F.R. § 3.161Qualification requirements for incorporation of operational risk mitigants.
- 12 C.F.R. § 3.162Mechanics of risk-weighted asset calculation.
- 12 C.F.R. § 3.171Purpose and scope.
- 12 C.F.R. § 3.172Disclosure requirements.
- 12 C.F.R. § 3.173Disclosures by certain advanced approaches national banks or Federal savings associations and Category III national banks or Federal savings associations.