12 CFR Part 3
PART 3—CAPITAL ADEQUACY STANDARDS
- PART 3—CAPITAL ADEQUACY STANDARDS
- Chapter I—Comptroller of the Currency, Department of the Treasury
- Subpart A—General Provisions
- § 3.1 Purpose, applicability, reservations of authority, and timing.
- § 3.2 Definitions.
- § 3.3 Operational requirements for counterparty credit risk.
- §§ 3.4-3.9 [Reserved]
- Subpart B—Capital Ratio Requirements and Buffers
- § 3.10 Minimum capital requirements.
- § 3.11 Capital conservation buffer and countercyclical capital buffer amount.
- § 3.12 Community bank leverage ratio framework.
- §§ 3.13-3.19 [Reserved]
- Subpart C—Definition of Capital
- § 3.20 Capital components and eligibility criteria for regulatory capital instruments.
- § 3.21 Minority interest.
- § 3.22 Regulatory capital adjustments and deductions.
- §§ 3.23-3.29 [Reserved]
- Subpart D—Risk-Weighted Assets—Standardized Approach
- § 3.30 Applicability.
- Risk-Weighted Assets For General Credit Risk
- § 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 Derivative contracts.
- § 3.35 Cleared transactions.
- § 3.36 Guarantees and credit derivatives: substitution treatment.
- § 3.37 Collateralized transactions.
- Risk-Weighted Assets for Unsettled Transactions
- § 3.38 Unsettled transactions.
- §§ 3.39-3.40 [Reserved]
- Risk-Weighted Assets for Securitization Exposures
- § 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.
- §§ 3.46-3.50 [Reserved]
- Risk-Weighted Assets for Equity Exposures
- § 3.51 Introduction and exposure measurement.
- § 3.52 Simple risk-weight approach (SRWA).
- § 3.53 Equity exposures to investment funds.
- §§ 3.54-3.60 [Reserved]
- Disclosures
- § 3.61 Purpose and scope.
- § 3.62 Disclosure requirements.
- § 3.63 Disclosures by national banks or Federal savings associations described in § 3.61.
- §§ 3.64-3.99 [Reserved]
- Subpart E—Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
- § 3.100 Purpose, applicability, and principle of conservatism.
- § 3.101 Definitions.
- Qualification
- § 3.121 Qualification process.
- § 3.122 Qualification requirements.
- § 3.123 Ongoing qualification.
- § 3.124 Merger and acquisition transitional arrangements.
- §§ 3.125-3.130 [Reserved]
- Risk-Weighted Assets for General Credit Risk
- § 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.
- § 3.133 Cleared transactions.
- § 3.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
- § 3.135 Guarantees and credit derivatives: double default treatment.
- § 3.136 Unsettled transactions.
- §§ 3.137-3.140 [Reserved]
- Risk-Weighted Assets for Securitization Exposures
- § 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.
- §§ 3.146-3.150 [Reserved]
- Risk-Weighted Assets for Equity 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.
- §§ 3.156-3.160 [Reserved]
- Risk-Weighted Assets for Operational Risk
- § 3.161 Qualification requirements for incorporation of operational risk mitigants.
- § 3.162 Mechanics of risk-weighted asset calculation.
- §§ 3.163-3.170 [Reserved]
- Disclosures
- § 3.171 Purpose and scope.
- § 3.172 Disclosure requirements.
- § 3.173 Disclosures by certain advanced approaches national banks or Federal savings associations and Category III national banks or Federal savings associations.
- §§ 3.174-3.200 [Reserved]
- Subpart F—Risk-Weighted Assets—Market Risk
- § 3.201 Purpose, applicability, and reservation of authority.
- § 3.202 Definitions.
- § 3.203 Requirements for application of this subpart F.
- § 3.204 Measure for market risk.
- § 3.205 VaR-based measure.
- § 3.206 Stressed VaR-based measure.
- § 3.207 Specific risk.
- § 3.208 Incremental risk.
- § 3.209 Comprehensive risk.
- § 3.210 Standardized measurement method for specific risk.
- § 3.211 Simplified supervisory formula approach (SSFA).
- § 3.212 Market risk disclosures.
- §§ 3.213-3.299 [Reserved]
- Subpart G—Transition Provisions
- § 3.300 Transitions.
- § 3.301 Current Expected Credit Losses (CECL) transition.
- § 3.302 Exposures related the Money Market Mutual Fund Liquidity Facility.
- § 3.303 [Reserved]
- § 3.304 Temporary exclusions from total leverage exposure.
- § 3.305 Exposures related to the Paycheck Protection Program Lending Facility.
- Subpart H—Establishment of Minimum Capital Ratios for an Individual Bank or Individual Federal Savings Association
- § 3.401 Purpose and scope.
- § 3.402 Applicability.
- § 3.403 Standards for determination of appropriate individual minimum capital ratios.
- § 3.404 Procedures.
- § 3.405 Relation to other actions.
- Subpart I—Enforcement
- § 3.501 Remedies.
- Subpart J—Issuance of a Directive
- § 3.601 Purpose and scope.
- § 3.602 Notice of intent to issue a directive.
- § 3.603 Response to notice.
- § 3.604 Decision.
- § 3.605 Issuance of a directive.
- § 3.606 Change in circumstances.
- § 3.607 Relation to other administrative actions.
- Subpart K—Interpretations
- § 3.701 Capital and surplus.
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