Risk-Weighted Assets for General Credit Risk

  1. Law
  2. CFR 12
  3. Banks and Banking
  4. Comptroller of the Currency, Department of the Treasury
  5. Capital Adequacy Standards
  6. Risk-Weighted Assets - Internal Ratings-Based and Advanced Measurement Approaches
  7. Risk-Weighted Assets for General Credit Risk

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Section
3.131

Mechanics for calculating total wholesale and retail risk-weighted assets.

Section
3.132

Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.

Section
3.133

Cleared transactions.

Section
3.134

Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.

Section
3.135

Guarantees and credit derivatives: double default treatment.

Section
3.136

Unsettled transactions.

Sections
3.137-3.140

§§ 3.137-3.140 [Reserved]