Subpart D — Risk-Weighted Assets—Standardized Approach
- §3.30 Applicability.
- §3.31 Mechanics for calculating risk-weighted assets for general credit risk.
- §3.32 General risk weights.
- §3.33 Off-balance sheet exposures.
- §3.34 Derivative contracts.
- §3.35 Cleared transactions.
- §3.36 Guarantees and credit derivatives: substitution treatment.
- §3.37 Collateralized transactions.
- §3.38 Unsettled transactions.
- §3.39-3.40 Reserved
- §3.41 Operational requirements for securitization exposures.
- §3.42 Risk-weighted assets for securitization exposures.
- §3.43 Simplified supervisory formula approach (SSFA) and the gross-up approach.
- §3.44 Securitization exposures to which the SSFA and gross-up approach do not apply.
- §3.45 Recognition of credit risk mitigants for securitization exposures.
- §3.46-3.50 Reserved
- §3.51 Introduction and exposure measurement.
- §3.52 Simple risk-weight approach (SRWA).
- §3.53 Equity exposures to investment funds.
- §3.54-3.60 Reserved
- §3.61 Purpose and scope.
- §3.62 Disclosure requirements.
- §3.63 Disclosures by national banks or Federal savings associations described in § 3.61.
- §3.64-3.99 Reserved