12 CFR Subpart E - Subpart E—Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
- § 217.100 Purpose, applicability, and principle of conservatism.
- § 217.101 Definitions.
- §§ 217.102-217.120 [Reserved]
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Qualification (§§ 217.121 - 217.125--217.130)
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Risk-Weighted Assets for General Credit Risk (§§ 217.131 - 217.137--217.140)
- § 217.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
- § 217.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
- § 217.133 Cleared transactions.
- § 217.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
- § 217.135 Guarantees and credit derivatives: double default treatment.
- § 217.136 Unsettled transactions.
- §§ 217.137-217.140 [Reserved]
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Risk-Weighted Assets for Securitization Exposures (§§ 217.141 - 217.146--217.150)
- § 217.141 Operational criteria for recognizing the transfer of risk.
- § 217.142 Risk-based capital requirement for securitization exposures.
- § 217.143 Supervisory formula approach (SFA).
- § 217.144 Simplified supervisory formula approach (SSFA).
- § 217.145 Recognition of credit risk mitigants for securitization exposures.
- §§ 217.146-217.150 [Reserved]
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Risk-Weighted Assets for Equity Exposures (§§ 217.151 - 217.156--217.160)
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Risk-Weighted Assets for Operational Risk (§§ 217.161 - 217.163--217.170)
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Disclosures (§§ 217.171 - 217.174--217.200)