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