Federal (United States) · Regulations
Subpart E — Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
18 sections
18 sections
- 12 C.F.R. § 217.121Qualification process.
- 12 C.F.R. § 217.123Ongoing qualification.
- 12 C.F.R. § 217.124Merger and acquisition transitional arrangements.
- 12 C.F.R. § 217.131Mechanics for calculating total wholesale and retail risk-weighted assets.
- 12 C.F.R. § 217.132Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
- 12 C.F.R. § 217.133Cleared transactions.
- 12 C.F.R. § 217.134Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
- 12 C.F.R. § 217.135Guarantees and credit derivatives: double default treatment.
- 12 C.F.R. § 217.136Unsettled transactions.
- 12 C.F.R. § 217.141Operational criteria for recognizing the transfer of risk.
- 12 C.F.R. § 217.142Risk-based capital requirement for securitization exposures.
- 12 C.F.R. § 217.143Supervisory formula approach (SFA).
- 12 C.F.R. § 217.145Recognition of credit risk mitigants for securitization exposures.
- 12 C.F.R. § 217.151Introduction and exposure measurement.
- 12 C.F.R. § 217.155Equity derivative contracts.
- 12 C.F.R. § 217.161Qualification requirements for incorporation of operational risk mitigants.
- 12 C.F.R. § 217.162Mechanics of risk-weighted asset calculation.
- 12 C.F.R. § 217.171Purpose and scope.