§3.153. Internal models approach (IMA). — Inbound Citations

(f) A national bank or Federal savings association must obtain the prior written approval of the OCC under § 3.153 to use the internal models approach for equity exposures.

(1) To calculate its risk-weighted asset amounts for equity exposures that are not equity exposures to investment funds, a national bank or Federal savings association may apply either the Simple Risk Weight Approach (SRWA) in § 3.152 or, if it qualifies to do so, the Internal Models Approach (IMA) in § 3.153. A national bank or Federal savings association must use the look-through approaches provided in § 3.154 to calculate its risk-weighted asset amounts for equity exposures to investment funds.