Title 12

PART 3

Part 3 - Capital Adequacy Standards

PART 3 - CAPITAL ADEQUACY STANDARDS Authority: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.

12:1.0.1.1.3.1SUBPART A
Subpart A - General Provisions
12:1.0.1.1.3.1.13.1SECTION 3.1
   3.1 Purpose, applicability, reservations of authority, and timing.
12:1.0.1.1.3.1.13.2SECTION 3.2
   3.2 Definitions.
12:1.0.1.1.3.1.13.3SECTION 3.3
   3.3 Operational requirements for counterparty credit risk.
12:1.0.1.1.3.1.13.4SECTION 3.4-3.9
   3.4-3.9 [Reserved]
12:1.0.1.1.3.2SUBPART B
Subpart B - Capital Ratio Requirements and Buffers
12:1.0.1.1.3.2.13.1SECTION 3.10
   3.10 Minimum capital requirements.
12:1.0.1.1.3.2.13.2SECTION 3.11
   3.11 Capital conservation buffer and countercyclical capital buffer amount.
12:1.0.1.1.3.2.13.3SECTION 3.12
   3.12 Community bank leverage ratio framework.
12:1.0.1.1.3.2.13.4SECTION 3.13-3.19
   3.13-3.19 [Reserved]
12:1.0.1.1.3.3SUBPART C
Subpart C - Definition of Capital
12:1.0.1.1.3.3.13.1SECTION 3.20
   3.20 Capital components and eligibility criteria for regulatory capital instruments.
12:1.0.1.1.3.3.13.2SECTION 3.21
   3.21 Minority interest.
12:1.0.1.1.3.3.13.3SECTION 3.22
   3.22 Regulatory capital adjustments and deductions.
12:1.0.1.1.3.3.13.4SECTION 3.23-3.29
   3.23-3.29 [Reserved]
12:1.0.1.1.3.4SUBPART D
Subpart D - Risk-Weighted Assets - Standardized Approach
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]
12:1.0.1.1.3.5SUBPART E
Subpart E - Risk-Weighted Assets - Internal Ratings-Based and Advanced Measurement Approaches
12:1.0.1.1.3.5.18SUBJGRP 18
   Qualification
12:1.0.1.1.3.5.18.1SECTION 3.100
   3.100 Purpose, applicability, and principle of conservatism.
12:1.0.1.1.3.5.18.2SECTION 3.101
   3.101 Definitions.
12:1.0.1.1.3.5.18.3SECTION 3.121
   3.121 Qualification process.
12:1.0.1.1.3.5.18.4SECTION 3.122
   3.122 Qualification requirements.
12:1.0.1.1.3.5.18.5SECTION 3.123
   3.123 Ongoing qualification.
12:1.0.1.1.3.5.18.6SECTION 3.124
   3.124 Merger and acquisition transitional arrangements.
12:1.0.1.1.3.5.18.7SECTION 3.125-3.130
   3.125-3.130 [Reserved]
12:1.0.1.1.3.5.19SUBJGRP 19
   Risk-Weighted Assets for General Credit Risk
12:1.0.1.1.3.5.19.8SECTION 3.131
   3.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
12:1.0.1.1.3.5.19.9SECTION 3.132
   3.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
12:1.0.1.1.3.5.19.10SECTION 3.133
   3.133 Cleared transactions.
12:1.0.1.1.3.5.19.11SECTION 3.134
   3.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
12:1.0.1.1.3.5.19.12SECTION 3.135
   3.135 Guarantees and credit derivatives: double default treatment.
12:1.0.1.1.3.5.19.13SECTION 3.136
   3.136 Unsettled transactions.
12:1.0.1.1.3.5.19.14SECTION 3.137-3.140
   3.137-3.140 [Reserved]
12:1.0.1.1.3.5.20SUBJGRP 20
   Risk-Weighted Assets for Securitization Exposures
12:1.0.1.1.3.5.20.15SECTION 3.141
   3.141 Operational criteria for recognizing the transfer of risk.
12:1.0.1.1.3.5.20.16SECTION 3.142
   3.142 Risk-weighted assets for securitization exposures.
12:1.0.1.1.3.5.20.17SECTION 3.143
   3.143 Supervisory formula approach (SFA).
12:1.0.1.1.3.5.20.18SECTION 3.144
   3.144 Simplified supervisory formula approach (SSFA).
12:1.0.1.1.3.5.20.19SECTION 3.145
   3.145 Recognition of credit risk mitigants for securitization exposures.
12:1.0.1.1.3.5.20.20SECTION 3.146-3.150
   3.146-3.150 [Reserved]
12:1.0.1.1.3.5.21SUBJGRP 21
   Risk-Weighted Assets for Equity Exposures
12:1.0.1.1.3.5.21.21SECTION 3.151
   3.151 Introduction and exposure measurement.
12:1.0.1.1.3.5.21.22SECTION 3.152
   3.152 Simple risk weight approach (SRWA).
12:1.0.1.1.3.5.21.23SECTION 3.153
   3.153 Internal models approach (IMA).
12:1.0.1.1.3.5.21.24SECTION 3.154
   3.154 Equity exposures to investment funds.
12:1.0.1.1.3.5.21.25SECTION 3.155
   3.155 Equity derivative contracts.
12:1.0.1.1.3.5.21.26SECTION 3.156-3.160
   3.156-3.160 [Reserved]
12:1.0.1.1.3.5.22SUBJGRP 22
   Risk-Weighted Assets for Operational Risk
12:1.0.1.1.3.5.22.27SECTION 3.161
   3.161 Qualification requirements for incorporation of operational risk mitigants.
12:1.0.1.1.3.5.22.28SECTION 3.162
   3.162 Mechanics of risk-weighted asset calculation.
12:1.0.1.1.3.5.22.29SECTION 3.163-3.170
   3.163-3.170 [Reserved]
12:1.0.1.1.3.5.23SUBJGRP 23
   Disclosures
12:1.0.1.1.3.5.23.30SECTION 3.171
   3.171 Purpose and scope.
12:1.0.1.1.3.5.23.31SECTION 3.172
   3.172 Disclosure requirements.
12:1.0.1.1.3.5.23.32SECTION 3.173
   3.173 Disclosures by certain advanced approaches national banks or Federal savings associations and Category III national banks or Federal savings associations.
12:1.0.1.1.3.5.23.33SECTION 3.174-3.200
   3.174-3.200 [Reserved]
12:1.0.1.1.3.6SUBPART F
Subpart F - Risk-Weighted Assets - Market Risk
12:1.0.1.1.3.6.24.1SECTION 3.201
   3.201 Purpose, applicability, and reservation of authority.
12:1.0.1.1.3.6.24.2SECTION 3.202
   3.202 Definitions.
12:1.0.1.1.3.6.24.3SECTION 3.203
   3.203 Requirements for application of this subpart F.
12:1.0.1.1.3.6.24.4SECTION 3.204
   3.204 Measure for market risk.
12:1.0.1.1.3.6.24.5SECTION 3.205
   3.205 VaR-based measure.
12:1.0.1.1.3.6.24.6SECTION 3.206
   3.206 Stressed VaR-based measure.
12:1.0.1.1.3.6.24.7SECTION 3.207
   3.207 Specific risk.
12:1.0.1.1.3.6.24.8SECTION 3.208
   3.208 Incremental risk.
12:1.0.1.1.3.6.24.9SECTION 3.209
   3.209 Comprehensive risk.
12:1.0.1.1.3.6.24.10SECTION 3.210
   3.210 Standardized measurement method for specific risk.
12:1.0.1.1.3.6.24.11SECTION 3.211
   3.211 Simplified supervisory formula approach (SSFA).
12:1.0.1.1.3.6.24.12SECTION 3.212
   3.212 Market risk disclosures.
12:1.0.1.1.3.6.24.13SECTION 3.213-3.299
   3.213-3.299 [Reserved]
12:1.0.1.1.3.7SUBPART G
Subpart G - Transition Provisions
12:1.0.1.1.3.7.24.1SECTION 3.300
   3.300 Transitions.
12:1.0.1.1.3.7.24.2SECTION 3.301
   3.301 Current Expected Credit Losses (CECL) transition.
12:1.0.1.1.3.7.24.3SECTION 3.302
   3.302 Exposures related the Money Market Mutual Fund Liquidity Facility.
12:1.0.1.1.3.7.24.4SECTION 3.303
   3.303 Temporary changes to the community bank leverage ratio framework.
12:1.0.1.1.3.7.24.5SECTION 3.304
   3.304 Temporary exclusions from total leverage exposure.
12:1.0.1.1.3.7.24.6SECTION 3.305
   3.305 Exposures related to the Paycheck Protection Program Lending Facility.
12:1.0.1.1.3.8SUBPART H
Subpart H - Establishment of Minimum Capital Ratios for an Individual Bank or Individual Federal Savings Association
12:1.0.1.1.3.8.24.1SECTION 3.401
   3.401 Purpose and scope.
12:1.0.1.1.3.8.24.2SECTION 3.402
   3.402 Applicability.
12:1.0.1.1.3.8.24.3SECTION 3.403
   3.403 Standards for determination of appropriate individual minimum capital ratios.
12:1.0.1.1.3.8.24.4SECTION 3.404
   3.404 Procedures.
12:1.0.1.1.3.8.24.5SECTION 3.405
   3.405 Relation to other actions.
12:1.0.1.1.3.9SUBPART I
Subpart I - Enforcement
12:1.0.1.1.3.9.24.1SECTION 3.501
   3.501 Remedies.
12:1.0.1.1.3.10SUBPART J
Subpart J - Issuance of a Directive
12:1.0.1.1.3.10.24.1SECTION 3.601
   3.601 Purpose and scope.
12:1.0.1.1.3.10.24.2SECTION 3.602
   3.602 Notice of intent to issue a directive.
12:1.0.1.1.3.10.24.3SECTION 3.603
   3.603 Response to notice.
12:1.0.1.1.3.10.24.4SECTION 3.604
   3.604 Decision.
12:1.0.1.1.3.10.24.5SECTION 3.605
   3.605 Issuance of a directive.
12:1.0.1.1.3.10.24.6SECTION 3.606
   3.606 Change in circumstances.
12:1.0.1.1.3.10.24.7SECTION 3.607
   3.607 Relation to other administrative actions.
12:1.0.1.1.3.11SUBPART K
Subpart K - Interpretations
12:1.0.1.1.3.11.24.1SECTION 3.701
   3.701 Capital and surplus.