Source: https://www.law.cornell.edu/cfr/text/12/part-3/subpart-E
Timestamp: 2019-04-23 06:21:37+00:00

Document:
§ 3.100 Purpose, applicability, and principle of conservatism.
§ 3.124 Merger and acquisition transitional arrangements.
§ 3.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
§ 3.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
§ 3.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
§ 3.135 Guarantees and credit derivatives: double default treatment.
§ 3.141 Operational criteria for recognizing the transfer of risk.
§ 3.142 Risk-weighted assets for securitization exposures.
§ 3.143 Supervisory formula approach (SFA).
§ 3.144 Simplified supervisory formula approach (SSFA).
§ 3.145 Recognition of credit risk mitigants for securitization exposures.
§ 3.151 Introduction and exposure measurement.
§ 3.152 Simple risk weight approach (SRWA).
§ 3.153 Internal models approach (IMA).
§ 3.154 Equity exposures to investment funds.
§ 3.155 Equity derivative contracts.
§ 3.161 Qualification requirements for incorporation of operational risk mitigants.
§ 3.162 Mechanics of risk-weighted asset calculation.
§ 3.171 Purpose and scope.
§ 3.173 Disclosures by certain advanced approaches national banks or Federal savings associations.

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