Code of Federal Regulations · Subpart
Subpart D — Risk-weighted Assets—standardized Approach
12 C.F.R. pt. 3, subpt. D
- § 3.30 Applicability
- § 3.31 Mechanics For Calculating Risk-weighted Assets For General Credit Risk
- § 3.32 General Risk Weights
- § 3.33 Off-balance Sheet Exposures
- § 3.34 Derivative Contracts
- § 3.35 Cleared Transactions
- § 3.36 Guarantees And Credit Derivatives: Substitution Treatment
- § 3.37 Collateralized Transactions
- § 3.38 Unsettled Transactions
- § 3.41 Operational Requirements For Securitization Exposures
- § 3.42 Risk-weighted Assets For Securitization Exposures
- § 3.43 Simplified Supervisory Formula Approach (ssfa) And The Gross-up Approach
- § 3.44 Securitization Exposures To Which The Ssfa And Gross-up Approach Do Not Apply
- § 3.45 Recognition Of Credit Risk Mitigants For Securitization Exposures
- § 3.51 Introduction And Exposure Measurement
- § 3.52 Simple Risk-weight Approach (srwa)
- § 3.53 Equity Exposures To Investment Funds
- § 3.61 Purpose And Scope
- § 3.62 Disclosure Requirements
- § 3.63 Disclosures By National Banks Or Federal Savings Associations Described In § 3.61
- § 3.39-3.40 §§ 3.39-3.40 [reserved]
- § 3.46-3.50 §§ 3.46-3.50 [reserved]
- § 3.54-3.60 §§ 3.54-3.60 [reserved]
- § 3.64-3.99 §§ 3.64-3.99 [reserved]