Title 12

PART 324 SUBPART E

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

12 U.S.C. 1815(a), 1815(b), 1816, 1818(a), 1818(b), 1818(c), 1818(t), 1819(Tenth), 1828(c), 1828(d), 1828(i), 1828(n), 1828(o), 1831o, 1835, 3907, 3909, 4808; 5371; 5412; Pub. L. 102-233, 105 Stat. 1761, 1789, 1790 (12 U.S.C. 1831n note); Pub. L. 102-242, 105 Stat. 2236, 2355, as amended by Pub. L. 103-325, 108 Stat. 2160, 2233 (12 U.S.C. 1828 note); Pub. L. 102-242, 105 Stat. 2236, 2386, as amended by Pub. L. 102-550, 106 Stat. 3672, 4089 (12 U.S.C. 1828 note); Pub. L. 111-203, 124 Stat. 1376, 1887 (15 U.S.C. 78o-7 note), Pub. L. 115-174; section 4014 § 201, Pub. L. 116-136, 134 Stat. 281 (15 U.S.C. 9052).
78 FR 55471, Sept. 10, 2013, unless otherwise noted.

12:5.0.1.2.13.5.17	SUBJGRP 17	Qualification
12:5.0.1.2.13.5.17.1	SECTION 324.100	324.100 Purpose, applicability, and principle of conservatism.
12:5.0.1.2.13.5.17.2	SECTION 324.101	324.101 Definitions.
12:5.0.1.2.13.5.17.3	SECTION 324.102-324.120	324.102-324.120 [Reserved]
12:5.0.1.2.13.5.17.4	SECTION 324.121	324.121 Qualification process.
12:5.0.1.2.13.5.17.5	SECTION 324.122	324.122 Qualification requirements.
12:5.0.1.2.13.5.17.6	SECTION 324.123	324.123 Ongoing qualification.
12:5.0.1.2.13.5.17.7	SECTION 324.124	324.124 Merger and acquisition transitional arrangements.
12:5.0.1.2.13.5.17.8	SECTION 324.125-324.130	324.125-324.130 [Reserved]
12:5.0.1.2.13.5.18	SUBJGRP 18	Risk-Weighted Assets for General Credit Risk
12:5.0.1.2.13.5.18.9	SECTION 324.131	324.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
12:5.0.1.2.13.5.18.10	SECTION 324.132	324.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
12:5.0.1.2.13.5.18.11	SECTION 324.133	324.133 Cleared transactions.
12:5.0.1.2.13.5.18.12	SECTION 324.134	324.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
12:5.0.1.2.13.5.18.13	SECTION 324.135	324.135 Guarantees and credit derivatives: Double default treatment.
12:5.0.1.2.13.5.18.14	SECTION 324.136	324.136 Unsettled transactions.
12:5.0.1.2.13.5.18.15	SECTION 324.137-324.140	324.137-324.140 [Reserved]
12:5.0.1.2.13.5.19	SUBJGRP 19	Risk-Weighted Assets for Securitization Exposures
12:5.0.1.2.13.5.19.16	SECTION 324.141	324.141 Operational criteria for recognizing the transfer of risk.
12:5.0.1.2.13.5.19.17	SECTION 324.142	324.142 Risk-weighted assets for securitization exposures.
12:5.0.1.2.13.5.19.18	SECTION 324.143	324.143 Supervisory formula approach (SFA).
12:5.0.1.2.13.5.19.19	SECTION 324.144	324.144 Simplified supervisory formula approach (SSFA).
12:5.0.1.2.13.5.19.20	SECTION 324.145	324.145 Recognition of credit risk mitigants for securitization exposures.
12:5.0.1.2.13.5.19.21	SECTION 324.146-324.150	324.146-324.150 [Reserved]
12:5.0.1.2.13.5.20	SUBJGRP 20	Risk-Weighted Assets for Equity Exposures
12:5.0.1.2.13.5.20.22	SECTION 324.151	324.151 Introduction and exposure measurement.
12:5.0.1.2.13.5.20.23	SECTION 324.152	324.152 Simple risk weight approach (SRWA).
12:5.0.1.2.13.5.20.24	SECTION 324.153	324.153 Internal models approach (IMA).
12:5.0.1.2.13.5.20.25	SECTION 324.154	324.154 Equity exposures to investment funds.
12:5.0.1.2.13.5.20.26	SECTION 324.155	324.155 Equity derivative contracts.
12:5.0.1.2.13.5.20.27	SECTION 324.161-324.160	324.161-324.160 [Reserved]
12:5.0.1.2.13.5.21	SUBJGRP 21	Risk-Weighted Assets for Operational Risk
12:5.0.1.2.13.5.21.28	SECTION 324.161	324.161 Qualification requirements for incorporation of operational risk mitigants.
12:5.0.1.2.13.5.21.29	SECTION 324.162	324.162 Mechanics of risk-weighted asset calculation.
12:5.0.1.2.13.5.21.30	SECTION 324.163-324.170	324.163-324.170 [Reserved]
12:5.0.1.2.13.5.22	SUBJGRP 22	Disclosures
12:5.0.1.2.13.5.22.31	SECTION 324.171	324.171 Purpose and scope.
12:5.0.1.2.13.5.22.32	SECTION 324.172	324.172 Disclosure requirements.
12:5.0.1.2.13.5.22.33	SECTION 324.173	324.173 Disclosures by certain advanced approaches FDIC-supervised institutions and Category III FDIC-supervised institutions.
12:5.0.1.2.13.5.22.34	SECTION 324.174-324.200	324.174-324.200 [Reserved]