Title 12, Part 3 — Capital Adequacy Standards
102 sections
Section 3.1
Purpose, applicability, reservations of authority, and timing.
Section 3.2
Definitions.
Section 3.3
Operational requirements for counterparty credit risk.
Section 3.4-3.9
§§ 3.4-3.9 [Reserved]
Section 3.10
Minimum capital requirements.
Section 3.11
Capital conservation buffer and countercyclical capital buffer amount.
Section 3.12
Community bank leverage ratio framework.
Section 3.13-3.19
§§ 3.13-3.19 [Reserved]
Section 3.20
Capital components and eligibility criteria for regulatory capital instruments.
Section 3.21
Minority interest.
Section 3.22
Regulatory capital adjustments and deductions.
Section 3.23-3.29
§§ 3.23-3.29 [Reserved]
Section 3.30
Applicability.
Section 3.31
Mechanics for calculating risk-weighted assets for general credit risk.
Section 3.32
General risk weights.
Section 3.33
Off-balance sheet exposures.
Section 3.34
Derivative contracts.
Section 3.35
Cleared transactions.
Section 3.36
Guarantees and credit derivatives: substitution treatment.
Section 3.37
Collateralized transactions.
Section 3.38
Unsettled transactions.
Section 3.39-3.40
§§ 3.39-3.40 [Reserved]
Section 3.41
Operational requirements for securitization exposures.
Section 3.42
Risk-weighted assets for securitization exposures.
Section 3.43
Simplified supervisory formula approach (SSFA) and the gross-up approach.
Section 3.44
Securitization exposures to which the SSFA and gross-up approach do not apply.
Section 3.45
Recognition of credit risk mitigants for securitization exposures.
Section 3.46-3.50
§§ 3.46-3.50 [Reserved]
Section 3.51
Introduction and exposure measurement.
Section 3.52
Simple risk-weight approach (SRWA).
Section 3.53
Equity exposures to investment funds.
Section 3.54-3.60
§§ 3.54-3.60 [Reserved]
Section 3.61
Purpose and scope.
Section 3.62
Disclosure requirements.
Section 3.63
Disclosures by national banks or Federal savings associations described in § 3.61.
Section 3.64-3.99
§§ 3.64-3.99 [Reserved]
Section 3.100
Purpose, applicability, and principle of conservatism.
Section 3.101
Definitions.
Section 3.121
Qualification process.
Section 3.122
Qualification requirements.
Section 3.123
Ongoing qualification.
Section 3.124
Merger and acquisition transitional arrangements.
Section 3.125-3.130
§§ 3.125-3.130 [Reserved]
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.
Section 3.137-3.140
§§ 3.137-3.140 [Reserved]
Section 3.141
Operational criteria for recognizing the transfer of risk.
Section 3.142
Risk-weighted assets for securitization exposures.
Section 3.143
Supervisory formula approach (SFA).
Section 3.144
Simplified supervisory formula approach (SSFA).
Section 3.145
Recognition of credit risk mitigants for securitization exposures.
Section 3.146-3.150
§§ 3.146-3.150 [Reserved]
Section 3.151
Introduction and exposure measurement.
Section 3.152
Simple risk weight approach (SRWA).
Section 3.153
Internal models approach (IMA).
Section 3.154
Equity exposures to investment funds.
Section 3.155
Equity derivative contracts.
Section 3.156-3.160
§§ 3.156-3.160 [Reserved]
Section 3.161
Qualification requirements for incorporation of operational risk mitigants.
Section 3.162
Mechanics of risk-weighted asset calculation.
Section 3.163-3.170
§§ 3.163-3.170 [Reserved]
Section 3.171
Purpose and scope.
Section 3.172
Disclosure requirements.
Section 3.173
Disclosures by certain advanced approaches national banks or Federal savings associations and Category III national banks or Federal savings associations.
Section 3.174-3.200
§§ 3.174-3.200 [Reserved]
Section 3.201
Purpose, applicability, and reservation of authority.
Section 3.202
Definitions.
Section 3.203
Requirements for application of this subpart F.
Section 3.204
Measure for market risk.
Section 3.205
VaR-based measure.
Section 3.206
Stressed VaR-based measure.
Section 3.207
Specific risk.
Section 3.208
Incremental risk.
Section 3.209
Comprehensive risk.
Section 3.210
Standardized measurement method for specific risk.
Section 3.211
Simplified supervisory formula approach (SSFA).
Section 3.212
Market risk disclosures.
Section 3.213-3.299
§§ 3.213-3.299 [Reserved]
Section 3.300
Transitions.
Section 3.301
Current Expected Credit Losses (CECL) transition.
Section 3.302
Exposures related the Money Market Mutual Fund Liquidity Facility.
Section 3.303
Temporary changes to the community bank leverage ratio framework.
Section 3.304
Temporary exclusions from total leverage exposure.
Section 3.305
Exposures related to the Paycheck Protection Program Lending Facility.
Section 3.401
Purpose and scope.
Section 3.402
Applicability.
Section 3.403
Standards for determination of appropriate individual minimum capital ratios.
Section 3.404
Procedures.
Section 3.405
Relation to other actions.
Section 3.501
Remedies.
Section 3.601
Purpose and scope.
Section 3.602
Notice of intent to issue a directive.
Section 3.603
Response to notice.
Section 3.604
Decision.
Section 3.605
Issuance of a directive.
Section 3.606
Change in circumstances.
Section 3.607
Relation to other administrative actions.
Section 3.701
Capital and surplus.