Source: https://www.law.cornell.edu/cfr/text/12/part-3/subpart-D
Timestamp: 2019-04-24 02:23:10+00:00

Document:
§ 3.31 Mechanics for calculating risk-weighted assets for general credit risk.
§ 3.32 General risk weights.
§ 3.33 Off-balance sheet exposures.
§ 3.34 OTC derivative contracts.
§ 3.36 Guarantees and credit derivatives: substitution treatment.
§ 3.41 Operational requirements for securitization exposures.
§ 3.42 Risk-weighted assets for securitization exposures.
§ 3.43 Simplified supervisory formula approach (SSFA) and the gross-up approach.
§ 3.44 Securitization exposures to which the SSFA and gross-up approach do not apply.
§ 3.45 Recognition of credit risk mitigants for securitization exposures.
§ 3.51 Introduction and exposure measurement.
§ 3.52 Simple risk-weight approach (SRWA).
§ 3.53 Equity exposures to investment funds.
§ 3.61 Purpose and scope.
§ 3.63 Disclosures by national banks or Federal savings associations described in § 3.61.

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