Code of Federal Regulations > Title 12 > Chapter I > Part 3 > 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

§ 3.121 - Qualification process.

§ 3.122 - Qualification requirements.

§ 3.123 - Ongoing qualification.

§ 3.124 - Merger and acquisition transitional arrangements.

§§ 3.125-3.130 - §[Reserved]

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

§ 3.101 - Definitions.

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]

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]

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]

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]