Federal (United States) · Regulations
Subpart E — Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
27 sections
27 sections
- 12 C.F.R. § 324.100Purpose, applicability, and principle of conservatism.
- 12 C.F.R. § 324.101Definitions.
- 12 C.F.R. § 324.121Qualification process.
- 12 C.F.R. § 324.122Qualification requirements.
- 12 C.F.R. § 324.123Ongoing qualification.
- 12 C.F.R. § 324.124Merger and acquisition transitional arrangements.
- 12 C.F.R. § 324.131Mechanics for calculating total wholesale and retail risk-weighted assets.
- 12 C.F.R. § 324.132Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
- 12 C.F.R. § 324.133Cleared transactions.
- 12 C.F.R. § 324.134Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
- 12 C.F.R. § 324.135Guarantees and credit derivatives: Double default treatment.
- 12 C.F.R. § 324.136Unsettled transactions.
- 12 C.F.R. § 324.141Operational criteria for recognizing the transfer of risk.
- 12 C.F.R. § 324.142Risk-weighted assets for securitization exposures.
- 12 C.F.R. § 324.143Supervisory formula approach (SFA).
- 12 C.F.R. § 324.144Simplified supervisory formula approach (SSFA).
- 12 C.F.R. § 324.145Recognition of credit risk mitigants for securitization exposures.
- 12 C.F.R. § 324.151Introduction and exposure measurement.
- 12 C.F.R. § 324.152Simple risk weight approach (SRWA).
- 12 C.F.R. § 324.153Internal models approach (IMA).
- 12 C.F.R. § 324.154Equity exposures to investment funds.
- 12 C.F.R. § 324.155Equity derivative contracts.
- 12 C.F.R. § 324.161Qualification requirements for incorporation of operational risk mitigants.
- 12 C.F.R. § 324.162Mechanics of risk-weighted asset calculation.
- 12 C.F.R. § 324.171Purpose and scope.
- 12 C.F.R. § 324.172Disclosure requirements.
- 12 C.F.R. § 324.173Disclosures by certain advanced approaches FDIC-supervised institutions and Category III FDIC-supervised institutions.