CFR /  Title 12  /  Part 3: Capital Adequacy Standards

Section No.	Description
Section 3.10	Capital components and eligibility criteria for regulatory capital instruments
Section 3.20	Applicability
Section 3.30	Mechanics for calculating risk-weighted assets for general credit risk
Section 3.31	Unsettled transactions
Section 3.38	Operational requirements for securitization exposures
Section 3.41	Introduction and exposure measurement
Section 3.51	Purpose and scope
Section 3.61	Purpose, applicability, and principle of conservatism
Section 3.100	Qualification process
Section 3.121	Purpose and scope
Section 3.171	Purpose and scope
Section 3.401	Remedies
Section 3.501	Purpose and scope
Section 3.601	Purpose, applicability, reservations of authority, and timing
Section 3.1	Definitions
Section 3.2	Operational requirements for counterparty credit risk
Section 3.3	Minimum capital requirements
Section 3.10	Capital conservation buffer and countercyclical capital buffer amount
Section 3.11	Capital components and eligibility criteria for regulatory capital instruments
Section 3.20	Minority interest
Section 3.21	Regulatory capital adjustments and deductions
Section 3.22	Applicability
Section 3.30	Mechanics for calculating risk-weighted assets for general credit risk
Section 3.31	General risk weights
Section 3.32	Off-balance sheet exposures
Section 3.33	OTC derivative contracts
Section 3.34	Cleared transactions
Section 3.35	Guarantees and credit derivatives: substitution treatment
Section 3.36	Collateralized transactions
Section 3.37	Unsettled transactions
Section 3.38	Operational requirements for securitization exposures
Section 3.41	Risk-weighted assets for securitization exposures
Section 3.42	Simplified supervisory formula approach (SSFA) and the gross-up approach
Section 3.43	Securitization exposures to which the SSFA and gross-up approach do not apply
Section 3.44	Recognition of credit risk mitigants for securitization exposures
Section 3.45	Introduction and exposure measurement
Section 3.51	Simple risk-weight approach (SRWA)
Section 3.52	Equity exposures to investment funds
Section 3.53	Purpose and scope
Section 3.61	Disclosure requirements
Section 3.62	Disclosures by national banks or Federal savings associations described in Sec
Section 3.63	Purpose, applicability, and principle of conservatism
Section 3.100	Definitions
Section 3.101	Qualification process
Section 3.121	Qualification requirements
Section 3.122	Ongoing qualification
Section 3.123	Merger and acquisition transitional arrangements
Section 3.124	Mechanics for calculating total wholesale and retail risk-weighted assets
Section 3.131	Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts
Section 3.132	Cleared transactions
Section 3.133	Guarantees and credit derivatives: PD substitution and LGD adjustment approaches
Section 3.134	Guarantees and credit derivatives: double default treatment
Section 3.135	Unsettled transactions
Section 3.136	Operational criteria for recognizing the transfer of risk
Section 3.141	Risk-weighted assets for securitization exposures
Section 3.142	Supervisory formula approach (SFA)
Section 3.143	Simplified supervisory formula approach (SSFA)
Section 3.144	Recognition of credit risk mitigants for securitization exposures
Section 3.145	Introduction and exposure measurement
Section 3.151	Simple risk weight approach (SRWA)
Section 3.152	Internal models approach (IMA)
Section 3.153	Equity exposures to investment funds
Section 3.154	Equity derivative contracts
Section 3.155	Qualification requirements for incorporation of operational risk mitigants
Section 3.161	Mechanics of risk-weighted asset calculation
Section 3.162	Purpose and scope
Section 3.171	Disclosure requirements
Section 3.172	Disclosures by certain advanced approaches national banks or Federal savings associations
Section 3.173	Purpose, applicability, and reservation of authority
Section 3.201	Definitions
Section 3.202	Requirements for application of this subpart F
Section 3.203	Measure for market risk
Section 3.204	VaR-based measure
Section 3.205	Stressed VaR-based measure
Section 3.206	Specific risk
Section 3.207	Incremental risk
Section 3.208	Comprehensive risk
Section 3.209	Standardized measurement method for specific risk
Section 3.210	Simplified supervisory formula approach (SSFA)
Section 3.211	Market risk disclosures
Section 3.212	Transitions
Section 3.300	Purpose and scope
Section 3.401	Applicability
Section 3.402	Standards for determination of appropriate individual minimum capital ratios
Section 3.403	Procedures
Section 3.404	Relation to other actions
Section 3.405	Remedies
Section 3.501	Purpose and scope
Section 3.601	Notice of intent to issue a directive
Section 3.602	Response to notice
Section 3.603	Decision
Section 3.604	Issuance of a directive
Section 3.605	Change in circumstances
Section 3.606	Relation to other administrative actions
Section 3.607	Capital and surplus
Section 3.701	District and field offices