Code of Federal Regulations · Subpart
Subpart E — Risk-weighted Assets—internal Ratings-based And Advanced Measurement Approaches
12 C.F.R. pt. 3, subpt. E
- § 3.100 Purpose, Applicability, And Principle Of Conservatism
- § 3.101 Definitions
- § 3.121 Qualification Process
- § 3.122 Qualification Requirements
- § 3.123 Ongoing Qualification
- § 3.124 Merger And Acquisition Transitional Arrangements
- § 3.131 Mechanics For Calculating Total Wholesale And Retail Risk-weighted Assets
- § 3.132 Counterparty Credit Risk Of Repo-style Transactions, Eligible Margin Loans, And Otc Derivative Contracts
- § 3.133 Cleared Transactions
- § 3.134 Guarantees And Credit Derivatives: Pd Substitution And Lgd Adjustment Approaches
- § 3.135 Guarantees And Credit Derivatives: Double Default Treatment
- § 3.136 Unsettled Transactions
- § 3.141 Operational Criteria For Recognizing The Transfer Of Risk
- § 3.142 Risk-weighted Assets For Securitization Exposures
- § 3.143 Supervisory Formula Approach (sfa)
- § 3.144 Simplified Supervisory Formula Approach (ssfa)
- § 3.145 Recognition Of Credit Risk Mitigants For Securitization Exposures
- § 3.151 Introduction And Exposure Measurement
- § 3.152 Simple Risk Weight Approach (srwa)
- § 3.153 Internal Models Approach (ima)
- § 3.154 Equity Exposures To Investment Funds
- § 3.155 Equity Derivative Contracts
- § 3.161 Qualification Requirements For Incorporation Of Operational Risk Mitigants
- § 3.162 Mechanics Of Risk-weighted Asset Calculation
- § 3.171 Purpose And Scope
- § 3.172 Disclosure Requirements
- § 3.173 Disclosures By Certain Advanced Approaches National Banks Or Federal Savings Associations And Category III National Banks Or Federal Savings Associations
- § 3.125-3.130 §§ 3.125-3.130 [reserved]
- § 3.137-3.140 §§ 3.137-3.140 [reserved]
- § 3.146-3.150 §§ 3.146-3.150 [reserved]
- § 3.156-3.160 §§ 3.156-3.160 [reserved]
- § 3.163-3.170 §§ 3.163-3.170 [reserved]
- § 3.174-3.200 §§ 3.174-3.200 [reserved]