Title 12

PART 217 SUBPART E

Subpart E - Risk-Weighted Assets - Internal Ratings-Based and Advanced Measurement Approaches

12:2.0.1.1.18.5.22SUBJGRP 22
Qualification
12:2.0.1.1.18.5.22.1SECTION 217.100
   217.100 Purpose, applicability, and principle of conservatism.
12:2.0.1.1.18.5.22.2SECTION 217.101
   217.101 Definitions.
12:2.0.1.1.18.5.22.3SECTION 217.102-217.120
   217.102-217.120 [Reserved]
12:2.0.1.1.18.5.22.4SECTION 217.121
   217.121 Qualification process.
12:2.0.1.1.18.5.22.5SECTION 217.122
   217.122 Qualification requirements.
12:2.0.1.1.18.5.22.6SECTION 217.123
   217.123 Ongoing qualification.
12:2.0.1.1.18.5.22.7SECTION 217.124
   217.124 Merger and acquisition transitional arrangements.
12:2.0.1.1.18.5.22.8SECTION 217.125-217.130
   217.125-217.130 [Reserved]
12:2.0.1.1.18.5.23SUBJGRP 23
Risk-Weighted Assets for General Credit Risk
12:2.0.1.1.18.5.23.9SECTION 217.131
   217.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
12:2.0.1.1.18.5.23.10SECTION 217.132
   217.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
12:2.0.1.1.18.5.23.11SECTION 217.133
   217.133 Cleared transactions.
12:2.0.1.1.18.5.23.12SECTION 217.134
   217.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
12:2.0.1.1.18.5.23.13SECTION 217.135
   217.135 Guarantees and credit derivatives: double default treatment.
12:2.0.1.1.18.5.23.14SECTION 217.136
   217.136 Unsettled transactions.
12:2.0.1.1.18.5.23.15SECTION 217.137-217.140
   217.137-217.140 [Reserved]
12:2.0.1.1.18.5.24SUBJGRP 24
Risk-Weighted Assets for Securitization Exposures
12:2.0.1.1.18.5.24.16SECTION 217.141
   217.141 Operational criteria for recognizing the transfer of risk.
12:2.0.1.1.18.5.24.17SECTION 217.142
   217.142 Risk-based capital requirement for securitization exposures.
12:2.0.1.1.18.5.24.18SECTION 217.143
   217.143 Supervisory formula approach (SFA).
12:2.0.1.1.18.5.24.19SECTION 217.144
   217.144 Simplified supervisory formula approach (SSFA).
12:2.0.1.1.18.5.24.20SECTION 217.145
   217.145 Recognition of credit risk mitigants for securitization exposures.
12:2.0.1.1.18.5.24.21SECTION 217.146-217.150
   217.146-217.150 [Reserved]
12:2.0.1.1.18.5.25SUBJGRP 25
Risk-Weighted Assets for Equity Exposures
12:2.0.1.1.18.5.25.22SECTION 217.151
   217.151 Introduction and exposure measurement.
12:2.0.1.1.18.5.25.23SECTION 217.152
   217.152 Simple risk weight approach (SRWA).
12:2.0.1.1.18.5.25.24SECTION 217.153
   217.153 Internal models approach (IMA).
12:2.0.1.1.18.5.25.25SECTION 217.154
   217.154 Equity exposures to investment funds.
12:2.0.1.1.18.5.25.26SECTION 217.155
   217.155 Equity derivative contracts.
12:2.0.1.1.18.5.25.27SECTION 217.156-217.160
   217.156-217.160 [Reserved]
12:2.0.1.1.18.5.26SUBJGRP 26
Risk-Weighted Assets for Operational Risk
12:2.0.1.1.18.5.26.28SECTION 217.161
   217.161 Qualification requirements for incorporation of operational risk mitigants.
12:2.0.1.1.18.5.26.29SECTION 217.162
   217.162 Mechanics of risk-weighted asset calculation.
12:2.0.1.1.18.5.26.30SECTION 217.163-217.170
   217.163-217.170 [Reserved]
12:2.0.1.1.18.5.27SUBJGRP 27
Disclosures
12:2.0.1.1.18.5.27.31SECTION 217.171
   217.171 Purpose and scope.
12:2.0.1.1.18.5.27.32SECTION 217.172
   217.172 Disclosure requirements.
12:2.0.1.1.18.5.27.33SECTION 217.173
   217.173 Disclosures by certain advanced approaches Board-regulated institutions and Category III Board-regulated institutions.
12:2.0.1.1.18.5.27.34SECTION 217.174-217.200
   217.174-217.200 [Reserved]