Title 12

PART 217 SUBPART E

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

• 12 U.S.C. 248(a), 321-338a, 481-486, 1462a, 1467a, 1818, 1828, 1831n, 1831o, 1831p-1, 1831w, 1835, 1844(b), 1851, 3904, 3906-3909, 4808, 5365, 5368, 5371, 5371 note, and sec. 4012, Pub. L. 116-136, 134 Stat. 281.
• Reg. Q, 78 FR 62157, 62285, Oct. 11, 2013, unless otherwise noted.

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

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