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Electronic Code of Federal Regulations

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e-CFR Data is current as of April 17, 2014

TITLE 12—Banks and Banking

CHAPTER I—COMPTROLLER OF THE CURRENCY, DEPARTMENT OF THE TREASURY

PART 3—CAPITAL ADEQUACY STANDARDS

rule

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]
rule

Subpart B—CAPITAL RATIO REQUIREMENTS AND BUFFERS

§3.10
Minimum capital requirements.
§3.11
Capital conservation buffer and countercyclical capital buffer amount.
§§3.12-3.19
[Reserved]
rule

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]
rule

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
OTC 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]
rule

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.
§§3.174-3.200
[Reserved]
rule

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]
rule

Subpart G—TRANSITION PROVISIONS

§3.300
Transitions.
rule

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.
rule

Subpart I—ENFORCEMENT

§3.501
Remedies.
rule

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.
rule

Subpart K—INTERPRETATIONS

§3.701
Capital and surplus.
Appendix
Appendix A to Part 3—Risk-Based Capital Guidelines
Appendix
Appendix B to Part 3—Risk-Based Capital Guidelines; Market Risk


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