Code of Federal Regulations (Last Updated: October 10, 2024) |
Title 12 - Banks and Banking |
Chapter I - Comptroller of the Currency, Department of the Treasury |
Part 3 - Capital Adequacy Standards |
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 |