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FEDERAL · 12 CFR

Part 3 — Capital Adequacy Standards

102 sections · Title 12: Banks and Banking

§ 3.1Purpose, applicability, reservations of authority, and timing.
§ 3.2Definitions.
§ 3.3Operational requirements for counterparty credit risk.
§ 3.4-3.9§§ 3.4-3.9 [Reserved]
§ 3.10Minimum capital requirements.
§ 3.11Capital conservation buffer and countercyclical capital buffer amount.
§ 3.12Community bank leverage ratio framework.
§ 3.13-3.19§§ 3.13-3.19 [Reserved]
§ 3.20Capital components and eligibility criteria for regulatory capital instruments.
§ 3.21Minority interest.
§ 3.22Regulatory capital adjustments and deductions.
§ 3.23-3.29§§ 3.23-3.29 [Reserved]
§ 3.30Applicability.
§ 3.31Mechanics for calculating risk-weighted assets for general credit risk.
§ 3.32General risk weights.
§ 3.33Off-balance sheet exposures.
§ 3.34Derivative contracts.
§ 3.35Cleared transactions.
§ 3.36Guarantees and credit derivatives: substitution treatment.
§ 3.37Collateralized transactions.
§ 3.38Unsettled transactions.
§ 3.39-3.40§§ 3.39-3.40 [Reserved]
§ 3.41Operational requirements for securitization exposures.
§ 3.42Risk-weighted assets for securitization exposures.
§ 3.43Simplified supervisory formula approach (SSFA) and the gross-up approach.
§ 3.44Securitization exposures to which the SSFA and gross-up approach do not apply.
§ 3.45Recognition of credit risk mitigants for securitization exposures.
§ 3.46-3.50§§ 3.46-3.50 [Reserved]
§ 3.51Introduction and exposure measurement.
§ 3.52Simple risk-weight approach (SRWA).
§ 3.53Equity exposures to investment funds.
§ 3.54-3.60§§ 3.54-3.60 [Reserved]
§ 3.61Purpose and scope.
§ 3.62Disclosure requirements.
§ 3.63Disclosures by national banks or Federal savings associations described in § 3.61.
§ 3.64-3.99§§ 3.64-3.99 [Reserved]
§ 3.100Purpose, applicability, and principle of conservatism.
§ 3.101Definitions.
§ 3.121Qualification process.
§ 3.122Qualification requirements.
§ 3.123Ongoing qualification.
§ 3.124Merger and acquisition transitional arrangements.
§ 3.125-3.130§§ 3.125-3.130 [Reserved]
§ 3.131Mechanics for calculating total wholesale and retail risk-weighted assets.
§ 3.132Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
§ 3.133Cleared transactions.
§ 3.134Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
§ 3.135Guarantees and credit derivatives: double default treatment.
§ 3.136Unsettled transactions.
§ 3.137-3.140§§ 3.137-3.140 [Reserved]
§ 3.141Operational criteria for recognizing the transfer of risk.
§ 3.142Risk-weighted assets for securitization exposures.
§ 3.143Supervisory formula approach (SFA).
§ 3.144Simplified supervisory formula approach (SSFA).
§ 3.145Recognition of credit risk mitigants for securitization exposures.
§ 3.146-3.150§§ 3.146-3.150 [Reserved]
§ 3.151Introduction and exposure measurement.
§ 3.152Simple risk weight approach (SRWA).
§ 3.153Internal models approach (IMA).
§ 3.154Equity exposures to investment funds.
§ 3.155Equity derivative contracts.
§ 3.156-3.160§§ 3.156-3.160 [Reserved]
§ 3.161Qualification requirements for incorporation of operational risk mitigants.
§ 3.162Mechanics of risk-weighted asset calculation.
§ 3.163-3.170§§ 3.163-3.170 [Reserved]
§ 3.171Purpose and scope.
§ 3.172Disclosure requirements.
§ 3.173Disclosures by certain advanced approaches national banks or Federal savings associations and Category III national banks or Federal savings associations.
§ 3.174-3.200§§ 3.174-3.200 [Reserved]
§ 3.201Purpose, applicability, and reservation of authority.
§ 3.202Definitions.
§ 3.203Requirements for application of this subpart F.
§ 3.204Measure for market risk.
§ 3.205VaR-based measure.
§ 3.206Stressed VaR-based measure.
§ 3.207Specific risk.
§ 3.208Incremental risk.
§ 3.209Comprehensive risk.
§ 3.210Standardized measurement method for specific risk.
§ 3.211Simplified supervisory formula approach (SSFA).
§ 3.212Market risk disclosures.
§ 3.213-3.299§§ 3.213-3.299 [Reserved]
§ 3.300Transitions.
§ 3.301Current Expected Credit Losses (CECL) transition.
§ 3.302Exposures related the Money Market Mutual Fund Liquidity Facility.
§ 3.303Temporary changes to the community bank leverage ratio framework.
§ 3.304Temporary exclusions from total leverage exposure.
§ 3.305Exposures related to the Paycheck Protection Program Lending Facility.
§ 3.401Purpose and scope.
§ 3.402Applicability.
§ 3.403Standards for determination of appropriate individual minimum capital ratios.
§ 3.404Procedures.
§ 3.405Relation to other actions.
§ 3.501Remedies.
§ 3.601Purpose and scope.
§ 3.602Notice of intent to issue a directive.
§ 3.603Response to notice.
§ 3.604Decision.
§ 3.605Issuance of a directive.
§ 3.606Change in circumstances.
§ 3.607Relation to other administrative actions.
§ 3.701Capital and surplus.