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Code of Federal Regulations (Last Updated: November 8, 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 |
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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 |