Risk-Weighted Assets for General Credit Risk

Sections

• 324.131
  § 324.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
• 324.132
  § 324.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
• 324.133
  § 324.133 Cleared transactions.
• 324.134
  § 324.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
• 324.135
  § 324.135 Guarantees and credit derivatives: Double default treatment.
• 324.136
  § 324.136 Unsettled transactions.
• 324.137-324.140
  §§ 324.137-324.140 [Reserved]