12 CFR § 3.30 - Applicability.

---
identifier: "/us/cfr/t12/s3.30"
source: "ecfr"
legal_status: "authoritative_unofficial"
title: "12 CFR § 3.30 - Applicability."
title_number: 12
title_name: "Banks and Banking"
section_number: "3.30"
section_name: "Applicability."
chapter_name: "COMPTROLLER OF THE CURRENCY, DEPARTMENT OF THE TREASURY"
part_number: "3"
part_name: "CAPITAL ADEQUACY STANDARDS"
positive_law: false
currency: "2026-04-05"
last_updated: "2026-04-05"
format_version: "1.1.0"
generator: "[email protected]"
authority: "12 U.S.C. 93a, 161, 1462, 1462a, 1463, 1464, 1818, 1828(n), 1828 note, 1831n note, 1835, 3907, 3909, 5412(b)(2)(B), and Pub. L. 116-136, 134 Stat. 281."
regulatory_source: "50 FR 10216, Mar. 14, 1985, unless otherwise noted."
cfr_part: "3"
---


# 3.30 Applicability.

(a) This subpart sets forth methodologies for determining risk-weighted assets for purposes of the generally applicable risk-based capital requirements for all national banks or Federal savings associations.

(b) Notwithstanding paragraph (a) of this section, a market risk national bank or Federal savings association must exclude from its calculation of risk-weighted assets under this subpart the risk-weighted asset amounts of all covered positions, as defined in subpart F of this part (except foreign exchange positions that are not trading positions, OTC derivative positions, cleared transactions, and unsettled transactions).