§3.31. Mechanics for calculating risk-weighted assets for general credit risk. — Inbound Citations
12 C.F.R. § 3.31
Statutory Authority
Cited by 2 regulations in release Current.
Citations to 12 C.F.R. § 3.31 as a whole
-
(i) A transaction between a CCP and a national bank or Federal savings association that is a clearing member of the CCP where the national bank or Federal savings association enters into the transaction with the CCP for the national bank's or Federal savings association's own account;
-
(i) A national bank or Federal savings association that purchases a guarantee or OTC credit derivative (other than an nth-to-default credit derivative) that is recognized under § 3.45 as a credit risk mitigant (including via collateral recognized under § 3.37) is not required to compute a separate counterparty credit risk capital requirement under § 3.31, in accordance with 34(c).