12 CFR Subpart E - Subpart E—Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
- § 324.100 Purpose, applicability, and principle of conservatism.
- § 324.101 Definitions.
- §§ 324.102-324.120 [Reserved]
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Qualification (§§ 324.121 - 324.125--324.130)
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Risk-Weighted Assets for General Credit Risk (§§ 324.131 - 324.137--324.140)
- § 324.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
- § 324.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
- § 324.133 Cleared transactions.
- § 324.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
- § 324.135 Guarantees and credit derivatives: Double default treatment.
- § 324.136 Unsettled transactions.
- §§ 324.137-324.140 [Reserved]
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Risk-Weighted Assets for Securitization Exposures (§§ 324.141 - 324.146--324.150)
- § 324.141 Operational criteria for recognizing the transfer of risk.
- § 324.142 Risk-weighted assets for securitization exposures.
- § 324.143 Supervisory formula approach (SFA).
- § 324.144 Simplified supervisory formula approach (SSFA).
- § 324.145 Recognition of credit risk mitigants for securitization exposures.
- §§ 324.146-324.150 [Reserved]
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Risk-Weighted Assets for Equity Exposures (§§ 324.151 - 324.161--324.160)
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Risk-Weighted Assets for Operational Risk (§§ 324.161 - 324.163--324.170)
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Disclosures (§§ 324.171 - 324.174--324.200)