Federal (United States) · Regulations
Subpart D — Risk-Weighted Assets—Standardized Approach
20 sections
20 sections
- 12 C.F.R. § 324.30Applicability.
- 12 C.F.R. § 324.31Mechanics for calculating risk-weighted assets for general credit risk.
- 12 C.F.R. § 324.32General risk weights.
- 12 C.F.R. § 324.33Off-balance sheet exposures.
- 12 C.F.R. § 324.34Derivative contracts.
- 12 C.F.R. § 324.35Cleared transactions.
- 12 C.F.R. § 324.36Guarantees and credit derivatives: Substitution treatment.
- 12 C.F.R. § 324.37Collateralized transactions.
- 12 C.F.R. § 324.38Unsettled transactions.
- 12 C.F.R. § 324.41Operational requirements for securitization exposures.
- 12 C.F.R. § 324.42Risk-weighted assets for securitization exposures.
- 12 C.F.R. § 324.43Simplified supervisory formula approach (SSFA) and the gross-up approach.
- 12 C.F.R. § 324.44Securitization exposures to which the SSFA and gross-up approach do not apply.
- 12 C.F.R. § 324.45Recognition of credit risk mitigants for securitization exposures.
- 12 C.F.R. § 324.51Introduction and exposure measurement.
- 12 C.F.R. § 324.52Simple risk-weight approach (SRWA).
- 12 C.F.R. § 324.53Equity exposures to investment funds.
- 12 C.F.R. § 324.61Purpose and scope.
- 12 C.F.R. § 324.62Disclosure requirements.
- 12 C.F.R. § 324.63Disclosures by FDIC-supervised institutions described in § 324.61.