Subpart E - Risk-Weighted Assets - Internal Ratings-Based and Advanced Measurement Approaches  


§ 217.100 - Purpose, applicability, and principle of conservatism.
§ 217.101 - Definitions.
Risk-Weighted Assets for Equity Exposures
§ 217.151 - Introduction and exposure measurement.
§ 217.152 - Simple risk weight approach (SRWA).
§ 217.153 - Internal models approach (IMA).
§ 217.154 - Equity exposures to investment funds.
§ 217.155 - Equity derivative contracts.
§§ 217.156--217.160 - [Reserved]
§§ 217.166--217.160 - [Reserved]
Disclosures
§ 217.171 - Purpose and scope.
§ 217.172 - Disclosure requirements.
§ 217.173 - Disclosures by certain advanced approaches Board-regulated institutions and Category III Board-regulated institutions.
§§ 217.174--217.200 - [Reserved]
Qualification
§ 217.121 - Qualification process.
§ 217.122 - Qualification requirements.
§ 217.123 - Ongoing qualification.
§ 217.124 - Merger and acquisition transitional arrangements.
§§ 217.125--217.130 - [Reserved]
Risk-Weighted Assets for Operational Risk
§ 217.161 - Qualification requirements for incorporation of operational risk mitigants.
§ 217.162 - Mechanics of risk-weighted asset calculation.
§§ 217.163--217.170 - [Reserved]
Risk-Weighted Assets for General Credit Risk
§ 217.131 - Mechanics for calculating total wholesale and retail risk-weighted assets.
§ 217.132 - Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
§ 217.133 - Cleared transactions.
§ 217.134 - Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
§ 217.135 - Guarantees and credit derivatives: double default treatment.
§ 217.136 - Unsettled transactions.
§§ 217.137--217.140 - [Reserved]
Risk-Weighted Assets for Securitization Exposures
§ 217.141 - Operational criteria for recognizing the transfer of risk.
§ 217.142 - Risk-based capital requirement for securitization exposures.
§ 217.143 - Supervisory formula approach (SFA).
§ 217.144 - Simplified supervisory formula approach (SSFA).
§ 217.145 - Recognition of credit risk mitigants for securitization exposures.
§§ 217.146--217.150 - [Reserved]
§§ 217.102--217.120 - [Reserved]