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]
Qualification
Risk-Weighted Assets for General Credit Risk
- SECTION § 324.131 - Mechanics for calculating total wholesale and retail risk-weighted assets.
- SECTION § 324.132 - Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
- SECTION § 324.133 - Cleared transactions.
- SECTION § 324.134 - Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
- SECTION § 324.135 - Guarantees and credit derivatives: Double default treatment.
- SECTION § 324.136 - Unsettled transactions.
- SECTION §§ 324.137-324.140 - §[Reserved]
Risk-Weighted Assets for Securitization Exposures
- SECTION § 324.141 - Operational criteria for recognizing the transfer of risk.
- SECTION § 324.142 - Risk-weighted assets for securitization exposures.
- SECTION § 324.143 - Supervisory formula approach (SFA).
- SECTION § 324.144 - Simplified supervisory formula approach (SSFA).
- SECTION § 324.145 - Recognition of credit risk mitigants for securitization exposures.
- SECTION §§ 324.146-324.150 - §[Reserved]
Risk-Weighted Assets for Equity Exposures
- SECTION § 324.151 - Introduction and exposure measurement.
- SECTION § 324.152 - Simple risk weight approach (SRWA).
- SECTION § 324.153 - Internal models approach (IMA).
- SECTION § 324.154 - Equity exposures to investment funds.
- SECTION § 324.155 - Equity derivative contracts.
- SECTION §§ 324.161-324.160 - §[Reserved]
Risk-Weighted Assets for Operational Risk
Disclosures