Title 12

PART 3 SUBPART E

Subpart E - Risk-Weighted Assets - Internal Ratings-Based and Advanced Measurement Approaches Source:78 FR 62157, 62273, Oct. 11, 2013, unless otherwise noted.

• 12 U.S.C. 93a, 161, 1462, 1462a, 1463, 1464, 1818, 1828(n), 1828 note, 1831n note, 1835, 3907, 3909, 5412(b)(2)(B), and Pub. L. 116-136, 134 Stat. 281.
• Source: 50 FR 10216, Mar. 14, 1985, unless otherwise noted.

12:1.0.1.1.3.5.18	SUBJGRP 18	Qualification
12:1.0.1.1.3.5.18.1	SECTION 3.100	3.100 Purpose, applicability, and principle of conservatism.
12:1.0.1.1.3.5.18.2	SECTION 3.101	3.101 Definitions.
12:1.0.1.1.3.5.18.3	SECTION 3.121	3.121 Qualification process.
12:1.0.1.1.3.5.18.4	SECTION 3.122	3.122 Qualification requirements.
12:1.0.1.1.3.5.18.5	SECTION 3.123	3.123 Ongoing qualification.
12:1.0.1.1.3.5.18.6	SECTION 3.124	3.124 Merger and acquisition transitional arrangements.
12:1.0.1.1.3.5.18.7	SECTION 3.125-3.130	3.125-3.130 [Reserved]
12:1.0.1.1.3.5.19	SUBJGRP 19	Risk-Weighted Assets for General Credit Risk
12:1.0.1.1.3.5.19.8	SECTION 3.131	3.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
12:1.0.1.1.3.5.19.9	SECTION 3.132	3.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
12:1.0.1.1.3.5.19.10	SECTION 3.133	3.133 Cleared transactions.
12:1.0.1.1.3.5.19.11	SECTION 3.134	3.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
12:1.0.1.1.3.5.19.12	SECTION 3.135	3.135 Guarantees and credit derivatives: double default treatment.
12:1.0.1.1.3.5.19.13	SECTION 3.136	3.136 Unsettled transactions.
12:1.0.1.1.3.5.19.14	SECTION 3.137-3.140	3.137-3.140 [Reserved]
12:1.0.1.1.3.5.20	SUBJGRP 20	Risk-Weighted Assets for Securitization Exposures
12:1.0.1.1.3.5.20.15	SECTION 3.141	3.141 Operational criteria for recognizing the transfer of risk.
12:1.0.1.1.3.5.20.16	SECTION 3.142	3.142 Risk-weighted assets for securitization exposures.
12:1.0.1.1.3.5.20.17	SECTION 3.143	3.143 Supervisory formula approach (SFA).
12:1.0.1.1.3.5.20.18	SECTION 3.144	3.144 Simplified supervisory formula approach (SSFA).
12:1.0.1.1.3.5.20.19	SECTION 3.145	3.145 Recognition of credit risk mitigants for securitization exposures.
12:1.0.1.1.3.5.20.20	SECTION 3.146-3.150	3.146-3.150 [Reserved]
12:1.0.1.1.3.5.21	SUBJGRP 21	Risk-Weighted Assets for Equity Exposures
12:1.0.1.1.3.5.21.21	SECTION 3.151	3.151 Introduction and exposure measurement.
12:1.0.1.1.3.5.21.22	SECTION 3.152	3.152 Simple risk weight approach (SRWA).
12:1.0.1.1.3.5.21.23	SECTION 3.153	3.153 Internal models approach (IMA).
12:1.0.1.1.3.5.21.24	SECTION 3.154	3.154 Equity exposures to investment funds.
12:1.0.1.1.3.5.21.25	SECTION 3.155	3.155 Equity derivative contracts.
12:1.0.1.1.3.5.21.26	SECTION 3.156-3.160	3.156-3.160 [Reserved]
12:1.0.1.1.3.5.22	SUBJGRP 22	Risk-Weighted Assets for Operational Risk
12:1.0.1.1.3.5.22.27	SECTION 3.161	3.161 Qualification requirements for incorporation of operational risk mitigants.
12:1.0.1.1.3.5.22.28	SECTION 3.162	3.162 Mechanics of risk-weighted asset calculation.
12:1.0.1.1.3.5.22.29	SECTION 3.163-3.170	3.163-3.170 [Reserved]
12:1.0.1.1.3.5.23	SUBJGRP 23	Disclosures
12:1.0.1.1.3.5.23.30	SECTION 3.171	3.171 Purpose and scope.
12:1.0.1.1.3.5.23.31	SECTION 3.172	3.172 Disclosure requirements.
12:1.0.1.1.3.5.23.32	SECTION 3.173	3.173 Disclosures by certain advanced approaches national banks or Federal savings associations and Category III national banks or Federal savings associations.
12:1.0.1.1.3.5.23.33	SECTION 3.174-3.200	3.174-3.200 [Reserved]

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