Risk-Weighted Assets for General Credit Risk

Sections

• 217.131
  § 217.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
• 217.132
  § 217.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
• 217.133
  § 217.133 Cleared transactions.
• 217.134
  § 217.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
• 217.135
  § 217.135 Guarantees and credit derivatives: double default treatment.
• 217.136
  § 217.136 Unsettled transactions.
• 217.137-217.140
  §§ 217.137-217.140 [Reserved]