Code of Federal Regulations > Title 12 > Chapter II > Part 217 > Subpart E - Subpart E—Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches

U.S. Code of Federal Regulations

Regulations most recently checked for updates: Aug 27, 2025

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]

§ 217.100 - Purpose, applicability, and principle of conservatism.

§ 217.101 - Definitions.

§§ 217.102-217.120 - §[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]

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]

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]

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]