Part 628 — Capital Adequacy of System Institutions
Subpart A — General Provisions
Subpart B — Capital Ratio Requirements and Buffers
Subpart C — Definition of Capital
- § 628.20— Capital components and eligibility criteria for tier 1 and tier 2 capital instruments.
- § 628.21— Capital bylaw or board resolution to include equities in tier 1 and tier 2 capital.
- § 628.22— Regulatory capital adjustments and deductions.
- § 628.23— Limit on inclusion of third-party capital in total (tier 1 and tier 2) capital.
Subpart D — Risk-Weighted Assets—Standardized Approach
- § 628.30— Applicability.
- § 628.31— Mechanics for calculating risk-weighted assets for general credit risk.
- § 628.32— General risk weights.
- § 628.33— Off-balance sheet exposures.
- § 628.34— OTC derivative contracts.
- § 628.35— Cleared transactions.
- § 628.36— Guarantees and credit derivatives: Substitution treatment.
- § 628.37— Collateralized transactions.
- § 628.38— Unsettled transactions.
- § 628.41— Operational requirements for securitization exposures.
- § 628.42— Risk-weighted assets for securitization exposures.
- § 628.43— Simplified supervisory formula approach (SSFA) and the gross-up approach.
- § 628.44— Securitization exposures to which the SSFA and gross-up approach do not apply.
- § 628.45— Recognition of credit risk mitigants for securitization exposures.
- § 628.51— Introduction and exposure measurement.
- § 628.52— Simple risk-weight approach (SRWA).
- § 628.53— Equity exposures to investment funds.
- § 628.61— Purpose and scope.
- § 628.62— Disclosure requirements.
- § 628.63— Disclosures.