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