Part 3 — Capital Adequacy Standards
Subpart A — General Provisions
Subpart B — Capital Ratio Requirements and Buffers
Subpart C — Definition of Capital
Subpart D — Risk-Weighted Assets—Standardized Approach
- § 3.30— Applicability.
- § 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.
- § 3.38— Unsettled transactions.
- § 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.
- § 3.51— Introduction and exposure measurement.
- § 3.52— Simple risk-weight approach (SRWA).
- § 3.53— Equity exposures to investment funds.
- § 3.61— Purpose and scope.
- § 3.62— Disclosure requirements.
- § 3.63— Disclosures by national banks or Federal savings associations described in § 3.61.
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.
- § 3.131— 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.
- § 3.141— 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.
- § 3.151— 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.
- § 3.161— Qualification requirements for incorporation of operational risk mitigants.
- § 3.162— Mechanics of risk-weighted asset calculation.
- § 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.
Subpart F — Risk-Weighted Assets—Market Risk
- § 3.201— Purpose, applicability, and reservation of authority.
- § 3.202— Definitions.
- § 3.203— Requirements for application of this subpart F.
- § 3.204— Measure for market risk.
- § 3.205— VaR-based measure.
- § 3.206— Stressed VaR-based measure.
- § 3.207— Specific risk.
- § 3.208— Incremental risk.
- § 3.209— Comprehensive risk.
- § 3.210— Standardized measurement method for specific risk.
- § 3.211— Simplified supervisory formula approach (SSFA).
- § 3.212— Market risk disclosures.
Subpart G — Transition Provisions
- § 3.300— Transitions.
- § 3.301— Current Expected Credit Losses (CECL) transition.
- § 3.302— Exposures related the Money Market Mutual Fund Liquidity Facility.
- § 3.303— Temporary changes to the community bank leverage ratio framework.
- § 3.304— Temporary exclusions from total leverage exposure.
- § 3.305— Exposures related to the Paycheck Protection Program Lending Facility.