12 CFR Part 3 - Subpart D - Risk-Weighted Assets—Standardized Approach
- § 3.30 Applicability.
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Risk-Weighted Assets For General Credit Risk (§§ 3.31 - 3.37)
- § 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.
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Risk-Weighted Assets for Unsettled Transactions (§§ 3.38 - 3.39-3.40)
- § 3.38 Unsettled transactions.
- §§ 3.39-3.40 [Reserved]
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Risk-Weighted Assets for Securitization Exposures (§§ 3.41 - 3.46-3.50)
- § 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]
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Risk-Weighted Assets for Equity Exposures (§§ 3.51 - 3.54-3.60)
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Disclosures (§§ 3.61 - 3.64-3.99)
Source:
78 FR 62157, 62273, Oct. 11, 2013, unless otherwise noted.