Risk-Weighted Assets for General Credit Risk

Sections

• 3.131
  § 3.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
• 3.132
  § 3.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
• 3.133
  § 3.133 Cleared transactions.
• 3.134
  § 3.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
• 3.135
  § 3.135 Guarantees and credit derivatives: double default treatment.
• 3.136
  § 3.136 Unsettled transactions.
• 3.137-3.140
  §§ 3.137-3.140 [Reserved]