Subpart E — Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
- §3.100 Purpose, applicability, and principle of conservatism.
- §3.101 Definitions.
- §3.121 Qualification process.
- §3.122 Qualification requirements.
- §3.123 Ongoing qualification.
- §3.124 Merger and acquisition transitional arrangements.
- §3.125-3.130 Reserved
- §3.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
- §3.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
- §3.133 Cleared transactions.
- §3.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
- §3.135 Guarantees and credit derivatives: double default treatment.
- §3.136 Unsettled transactions.
- §3.137-3.140 Reserved
- §3.141 Operational criteria for recognizing the transfer of risk.
- §3.142 Risk-weighted assets for securitization exposures.
- §3.143 Supervisory formula approach (SFA).
- §3.144 Simplified supervisory formula approach (SSFA).
- §3.145 Recognition of credit risk mitigants for securitization exposures.
- §3.146-3.150 Reserved
- §3.151 Introduction and exposure measurement.
- §3.152 Simple risk weight approach (SRWA).
- §3.153 Internal models approach (IMA).
- §3.154 Equity exposures to investment funds.
- §3.155 Equity derivative contracts.
- §3.156-3.160 Reserved
- §3.161 Qualification requirements for incorporation of operational risk mitigants.
- §3.162 Mechanics of risk-weighted asset calculation.
- §3.163-3.170 Reserved
- §3.171 Purpose and scope.
- §3.172 Disclosure requirements.
- §3.173 Disclosures by certain advanced approaches national banks or Federal savings associations and Category III national banks or Federal savings associations.
- §3.174-3.200 Reserved