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Code of Federal Regulations (Last Updated: October 10, 2024) |
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Title 12 - Banks and Banking |
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Chapter I - Comptroller of the Currency, Department of the Treasury |
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Part 3 - Capital Adequacy Standards |
| Subpart A - General Provisions |
| § 3.1 - Purpose, applicability, reservations of authority, and timing. |
| § 3.2 - Definitions. |
| § 3.3 - Operational requirements for counterparty credit risk. |
| § 3.4 - Reservation of authority. |
| §§ 3.4--3.9 - [Reserved] |
| Subpart B - Capital Ratio Requirements and Buffers |
| § 3.5 - Applicability. |
| § 3.6 - Minimum capital ratios. |
| § 3.7 - Plan to achieve minimum capital ratios. |
| § 3.8 - Reservation of authority. |
| § 3.10 - Minimum capital requirements. |
| § 3.11 - Capital conservation buffer and countercyclical capital buffer amount. |
| § 3.12 - xxx |
| §§ 3.12--3.19 - [Reserved] |
| §§ 3.13--3.19 - [Reserved] |
| Subpart C - Definition of Capital |
| § 3.9 - Purpose and scope. |
| § 3.13 - Relation to other actions. |
| § 3.20 - Capital components and eligibility criteria for regulatory capital instruments. |
| § 3.21 - Minority interest. |
| § 3.22 - Regulatory capital adjustments and deductions. |
| §§ 3.23--3.29 - [Reserved] |
| Subpart D - Risk-Weighted Assets - Standardized Approach |
| § 3.14 - Remedies. |
| § 3.30 - Applicability. |
| Risk-Weighted Assets for Unsettled Transactions |
| § 3.38 - Unsettled transactions. |
| §§ 3.39--3.40 - [Reserved] |
| Risk-Weighted Assets for Securitization Exposures |
| § 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. |
| §§ 3.46--3.50 - [Reserved] |
| Risk-Weighted Assets for General Credit Risk |
| § 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. |
| Risk-Weighted Assets for Equity Exposures |
| § 3.51 - Introduction and exposure measurement. |
| § 3.52 - Simple risk-weight approach (SRWA). |
| § 3.53 - Equity exposures to investment funds. |
| §§ 3.54--3.60 - [Reserved] |
| Disclosures |
| § 3.61 - Purpose and scope. |
| § 3.62 - Disclosure requirements. |
| § 3.63 - Disclosures by national banks or Federal savings associations described in § 3.61. |
| §§ 3.64--3.99 - [Reserved] |
| Subpart E - Risk-Weighted Assets - Internal Ratings-Based and Advanced Measurement Approaches |
| § 3.15 - Purpose and scope. |
| § 3.16 - Notice of intent to issue a directive. |
| § 3.17 - Response to notice. |
| § 3.18 - Decision. |
| § 3.19 - Issuance of a directive. |
| § 3.100 - Purpose, applicability, and principle of conservatism. |
| § 3.101 - Definitions. |
| Qualification |
| § 3.121 - Qualification process. |
| § 3.122 - Qualification requirements. |
| § 3.123 - Ongoing qualification. |
| § 3.124 - Merger and acquisition transitional arrangements. |
| §§ 3.125--3.130 - [Reserved] |
| Risk-Weighted Assets for General Credit Risk |
| § 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. |
| §§ 3.137--3.140 - [Reserved] |
| Risk-Weighted Assets for Securitization Exposures |
| § 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. |
| §§ 3.146--3.150 - [Reserved] |
| Interpretations |
| Risk-Weighted Assets for Equity 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. |
| §§ 3.156--3.160 - [Reserved] |
| §§ 3.166--3.160 - [Reserved] |
| Disclosures |
| § 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. |
| §§ 3.174--3.200 - [Reserved] |
| Risk-Weighted Assets for Operational Risk |
| § 3.161 - Qualification requirements for incorporation of operational risk mitigants. |
| § 3.162 - Mechanics of risk-weighted asset calculation. |
| §§ 3.163--3.170 - [Reserved] |
| Appendix C to Part 3 - Capital Adequacy Guidelines for Banks: Internal-Ratings-Based and Advanced Measurement Approaches |
| Subpart F - Risk-Weighted Assets - Market Risk |
| § 3.201 - Purpose, applicability, and reservation of authority. |
| § 3.202 - Definitions. |
| § 3.203 - Requirements for application of this subpart F. |
| § 3.204 - Measure for market risk. |
| § 3.205 - VaR-based measure. |
| § 3.206 - Stressed VaR-based measure. |
| § 3.207 - Specific risk. |
| § 3.208 - Incremental risk. |
| § 3.209 - Comprehensive risk. |
| § 3.210 - Standardized measurement method for specific risk. |
| § 3.211 - Simplified supervisory formula approach (SSFA). |
| § 3.212 - Market risk disclosures. |
| §§ 3.213--3.299 - [Reserved] |
| Subpart G - Transition Provisions |
| § 3.300 - Transitions. |
| § 3.301 - xxx |
| § 3.302 - Exposures related the Money Market Mutual Fund Liquidity Facility. |
| § 3.303 - Temporary changes to the community bank leverage ratio framework. |
| § 3.304 - Temporary exclusions from total leverage exposure. |
| § 3.305 - Exposures related to the Paycheck Protection Program Lending Facility. |
| Subpart H - Establishment of Minimum Capital Ratios for an Individual Bank or Individual Federal Savings Association |
| § 3.401 - Purpose and scope. |
| § 3.402 - Applicability. |
| § 3.403 - Standards for determination of appropriate individual minimum capital ratios. |
| § 3.404 - Procedures. |
| § 3.405 - Relation to other actions. |
| Subpart I - Enforcement |
| § 3.501 - Remedies. |
| Subpart J - Issuance of a Directive |
| § 3.601 - Purpose and scope. |
| § 3.602 - Notice of intent to issue a directive. |
| § 3.603 - Response to notice. |
| § 3.604 - Decision. |
| § 3.605 - Issuance of a directive. |
| § 3.606 - Change in circumstances. |
| § 3.607 - Relation to other administrative actions. |
| Subpart K - Interpretations |
| § 3.701 - Capital and surplus. |
| Appendix A to Part 3 - Risk-Based Capital Guidelines |
| Appendix B to Part 3 - Risk-Based Capital Guidelines; Market Risk |