Title 12

PART 3 SUBPART D

Subpart D - Risk-Weighted Assets - Standardized Approach Source:78 FR 62157, 62273, Oct. 11, 2013, unless otherwise noted.

12:1.0.1.1.3.4.13SUBJGRP 13
Risk-Weighted Assets For General Credit Risk
12:1.0.1.1.3.4.13.1SECTION 3.30
   3.30 Applicability.
12:1.0.1.1.3.4.13.2SECTION 3.31
   3.31 Mechanics for calculating risk-weighted assets for general credit risk.
12:1.0.1.1.3.4.13.3SECTION 3.32
   3.32 General risk weights.
12:1.0.1.1.3.4.13.4SECTION 3.33
   3.33 Off-balance sheet exposures.
12:1.0.1.1.3.4.13.5SECTION 3.34
   3.34 Derivative contracts.
12:1.0.1.1.3.4.13.6SECTION 3.35
   3.35 Cleared transactions.
12:1.0.1.1.3.4.13.7SECTION 3.36
   3.36 Guarantees and credit derivatives: substitution treatment.
12:1.0.1.1.3.4.13.8SECTION 3.37
   3.37 Collateralized transactions.
12:1.0.1.1.3.4.14SUBJGRP 14
Risk-Weighted Assets for Unsettled Transactions
12:1.0.1.1.3.4.14.9SECTION 3.38
   3.38 Unsettled transactions.
12:1.0.1.1.3.4.14.10SECTION 3.39-3.40
   3.39-3.40 [Reserved]
12:1.0.1.1.3.4.15SUBJGRP 15
Risk-Weighted Assets for Securitization Exposures
12:1.0.1.1.3.4.15.11SECTION 3.41
   3.41 Operational requirements for securitization exposures.
12:1.0.1.1.3.4.15.12SECTION 3.42
   3.42 Risk-weighted assets for securitization exposures.
12:1.0.1.1.3.4.15.13SECTION 3.43
   3.43 Simplified supervisory formula approach (SSFA) and the gross-up approach.
12:1.0.1.1.3.4.15.14SECTION 3.44
   3.44 Securitization exposures to which the SSFA and gross-up approach do not apply.
12:1.0.1.1.3.4.15.15SECTION 3.45
   3.45 Recognition of credit risk mitigants for securitization exposures.
12:1.0.1.1.3.4.15.16SECTION 3.46-3.50
   3.46-3.50 [Reserved]
12:1.0.1.1.3.4.16SUBJGRP 16
Risk-Weighted Assets for Equity Exposures
12:1.0.1.1.3.4.16.17SECTION 3.51
   3.51 Introduction and exposure measurement.
12:1.0.1.1.3.4.16.18SECTION 3.52
   3.52 Simple risk-weight approach (SRWA).
12:1.0.1.1.3.4.16.19SECTION 3.53
   3.53 Equity exposures to investment funds.
12:1.0.1.1.3.4.16.20SECTION 3.54-3.60
   3.54-3.60 [Reserved]
12:1.0.1.1.3.4.17SUBJGRP 17
Disclosures
12:1.0.1.1.3.4.17.21SECTION 3.61
   3.61 Purpose and scope.
12:1.0.1.1.3.4.17.22SECTION 3.62
   3.62 Disclosure requirements.
12:1.0.1.1.3.4.17.23SECTION 3.63
   3.63 Disclosures by national banks or Federal savings associations described in § 3.61.
12:1.0.1.1.3.4.17.24SECTION 3.64-3.99
   3.64-3.99 [Reserved]