Subpart E. Subpart E—Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
- § 217.100 - Purpose, applicability, and principle of conservatism.
- § 217.101 - Definitions.
- §§ 217.102-217.120 - §[Reserved]
Qualification
Risk-Weighted Assets for General Credit Risk
- SECTION § 217.131 - Mechanics for calculating total wholesale and retail risk-weighted assets.
- SECTION § 217.132 - Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
- SECTION § 217.133 - Cleared transactions.
- SECTION § 217.134 - Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
- SECTION § 217.135 - Guarantees and credit derivatives: double default treatment.
- SECTION § 217.136 - Unsettled transactions.
- SECTION §§ 217.137-217.140 - §[Reserved]
Risk-Weighted Assets for Securitization Exposures
- SECTION § 217.141 - Operational criteria for recognizing the transfer of risk.
- SECTION § 217.142 - Risk-based capital requirement for securitization exposures.
- SECTION § 217.143 - Supervisory formula approach (SFA).
- SECTION § 217.144 - Simplified supervisory formula approach (SSFA).
- SECTION § 217.145 - Recognition of credit risk mitigants for securitization exposures.
- SECTION §§ 217.146-217.150 - §[Reserved]
Risk-Weighted Assets for Equity Exposures
- SECTION § 217.151 - Introduction and exposure measurement.
- SECTION § 217.152 - Simple risk weight approach (SRWA).
- SECTION § 217.153 - Internal models approach (IMA).
- SECTION § 217.154 - Equity exposures to investment funds.
- SECTION § 217.155 - Equity derivative contracts.
- SECTION §§ 217.156-217.160 - §[Reserved]
Risk-Weighted Assets for Operational Risk
Disclosures