Title 12
PART 324 SUBPART E
Subpart E - Risk-Weighted Assets - Internal Ratings-Based and Advanced Measurement Approaches
- 12 U.S.C. 1815(a), 1815(b), 1816, 1818(a), 1818(b), 1818(c), 1818(t), 1819(Tenth), 1828(c), 1828(d), 1828(i), 1828(n), 1828(o), 1831o, 1835, 3907, 3909, 4808; 5371; 5412; Pub. L. 102-233, 105 Stat. 1761, 1789, 1790 (12 U.S.C. 1831n note); Pub. L. 102-242, 105 Stat. 2236, 2355, as amended by Pub. L. 103-325, 108 Stat. 2160, 2233 (12 U.S.C. 1828 note); Pub. L. 102-242, 105 Stat. 2236, 2386, as amended by Pub. L. 102-550, 106 Stat. 3672, 4089 (12 U.S.C. 1828 note); Pub. L. 111-203, 124 Stat. 1376, 1887 (15 U.S.C. 78o-7 note), Pub. L. 115-174; section 4014 § 201, Pub. L. 116-136, 134 Stat. 281 (15 U.S.C. 9052).
- 78 FR 55471, Sept. 10, 2013, unless otherwise noted.
| 12:5.0.1.2.13.5.17 | SUBJGRP 17 | Qualification | |
| 12:5.0.1.2.13.5.17.1 | SECTION 324.100 | 324.100 Purpose, applicability, and principle of conservatism. | |
| 12:5.0.1.2.13.5.17.2 | SECTION 324.101 | 324.101 Definitions. | |
| 12:5.0.1.2.13.5.17.3 | SECTION 324.102-324.120 | 324.102-324.120 [Reserved] | |
| 12:5.0.1.2.13.5.17.4 | SECTION 324.121 | 324.121 Qualification process. | |
| 12:5.0.1.2.13.5.17.5 | SECTION 324.122 | 324.122 Qualification requirements. | |
| 12:5.0.1.2.13.5.17.6 | SECTION 324.123 | 324.123 Ongoing qualification. | |
| 12:5.0.1.2.13.5.17.7 | SECTION 324.124 | 324.124 Merger and acquisition transitional arrangements. | |
| 12:5.0.1.2.13.5.17.8 | SECTION 324.125-324.130 | 324.125-324.130 [Reserved] | |
| 12:5.0.1.2.13.5.18 | SUBJGRP 18 | Risk-Weighted Assets for General Credit Risk | |
| 12:5.0.1.2.13.5.18.9 | SECTION 324.131 | 324.131 Mechanics for calculating total wholesale and retail risk-weighted assets. | |
| 12:5.0.1.2.13.5.18.10 | SECTION 324.132 | 324.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts. | |
| 12:5.0.1.2.13.5.18.11 | SECTION 324.133 | 324.133 Cleared transactions. | |
| 12:5.0.1.2.13.5.18.12 | SECTION 324.134 | 324.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches. | |
| 12:5.0.1.2.13.5.18.13 | SECTION 324.135 | 324.135 Guarantees and credit derivatives: Double default treatment. | |
| 12:5.0.1.2.13.5.18.14 | SECTION 324.136 | 324.136 Unsettled transactions. | |
| 12:5.0.1.2.13.5.18.15 | SECTION 324.137-324.140 | 324.137-324.140 [Reserved] | |
| 12:5.0.1.2.13.5.19 | SUBJGRP 19 | Risk-Weighted Assets for Securitization Exposures | |
| 12:5.0.1.2.13.5.19.16 | SECTION 324.141 | 324.141 Operational criteria for recognizing the transfer of risk. | |
| 12:5.0.1.2.13.5.19.17 | SECTION 324.142 | 324.142 Risk-weighted assets for securitization exposures. | |
| 12:5.0.1.2.13.5.19.18 | SECTION 324.143 | 324.143 Supervisory formula approach (SFA). | |
| 12:5.0.1.2.13.5.19.19 | SECTION 324.144 | 324.144 Simplified supervisory formula approach (SSFA). | |
| 12:5.0.1.2.13.5.19.20 | SECTION 324.145 | 324.145 Recognition of credit risk mitigants for securitization exposures. | |
| 12:5.0.1.2.13.5.19.21 | SECTION 324.146-324.150 | 324.146-324.150 [Reserved] | |
| 12:5.0.1.2.13.5.20 | SUBJGRP 20 | Risk-Weighted Assets for Equity Exposures | |
| 12:5.0.1.2.13.5.20.22 | SECTION 324.151 | 324.151 Introduction and exposure measurement. | |
| 12:5.0.1.2.13.5.20.23 | SECTION 324.152 | 324.152 Simple risk weight approach (SRWA). | |
| 12:5.0.1.2.13.5.20.24 | SECTION 324.153 | 324.153 Internal models approach (IMA). | |
| 12:5.0.1.2.13.5.20.25 | SECTION 324.154 | 324.154 Equity exposures to investment funds. | |
| 12:5.0.1.2.13.5.20.26 | SECTION 324.155 | 324.155 Equity derivative contracts. | |
| 12:5.0.1.2.13.5.20.27 | SECTION 324.161-324.160 | 324.161-324.160 [Reserved] | |
| 12:5.0.1.2.13.5.21 | SUBJGRP 21 | Risk-Weighted Assets for Operational Risk | |
| 12:5.0.1.2.13.5.21.28 | SECTION 324.161 | 324.161 Qualification requirements for incorporation of operational risk mitigants. | |
| 12:5.0.1.2.13.5.21.29 | SECTION 324.162 | 324.162 Mechanics of risk-weighted asset calculation. | |
| 12:5.0.1.2.13.5.21.30 | SECTION 324.163-324.170 | 324.163-324.170 [Reserved] | |
| 12:5.0.1.2.13.5.22 | SUBJGRP 22 | Disclosures | |
| 12:5.0.1.2.13.5.22.31 | SECTION 324.171 | 324.171 Purpose and scope. | |
| 12:5.0.1.2.13.5.22.32 | SECTION 324.172 | 324.172 Disclosure requirements. | |
| 12:5.0.1.2.13.5.22.33 | SECTION 324.173 | 324.173 Disclosures by certain advanced approaches FDIC-supervised institutions and Category III FDIC-supervised institutions. | |
| 12:5.0.1.2.13.5.22.34 | SECTION 324.174-324.200 | 324.174-324.200 [Reserved] |