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- 12 CFR 3.10 · Minimum capital requirements.
- 12 CFR 3.11 · Capital conservation buffer and countercyclical capital buffer amount.
- 12 CFR 3.12 · Community bank leverage ratio framework.
- 12 CFR 3.13-3.19 · §§ 3.13-3.19 [Reserved]
- 12 CFR 3.20 · Capital components and eligibility criteria for regulatory capital instruments.
- 12 CFR 3.21 · Minority interest.
- 12 CFR 3.22 · Regulatory capital adjustments and deductions.
- 12 CFR 3.23-3.29 · §§ 3.23-3.29 [Reserved]
- 12 CFR 3.30 · Applicability.
- 12 CFR 3.31 · Mechanics for calculating risk-weighted assets for general credit risk.
- 12 CFR 3.32 · General risk weights.
- 12 CFR 3.33 · Off-balance sheet exposures.
- 12 CFR 3.34 · Derivative contracts.
- 12 CFR 3.35 · Cleared transactions.
- 12 CFR 3.36 · Guarantees and credit derivatives: substitution treatment.
- 12 CFR 3.37 · Collateralized transactions.
- 12 CFR 3.38 · Unsettled transactions.
- 12 CFR 3.39-3.40 · §§ 3.39-3.40 [Reserved]
- 12 CFR 3.41 · Operational requirements for securitization exposures.
- 12 CFR 3.42 · Risk-weighted assets for securitization exposures.
- 12 CFR 3.43 · Simplified supervisory formula approach (SSFA) and the gross-up approach.
- 12 CFR 3.44 · Securitization exposures to which the SSFA and gross-up approach do not apply.
- 12 CFR 3.45 · Recognition of credit risk mitigants for securitization exposures.
- 12 CFR 3.46-3.50 · §§ 3.46-3.50 [Reserved]
- 12 CFR 3.51 · Introduction and exposure measurement.
- 12 CFR 3.52 · Simple risk-weight approach (SRWA).
- 12 CFR 3.53 · Equity exposures to investment funds.
- 12 CFR 3.54-3.60 · §§ 3.54-3.60 [Reserved]
- 12 CFR 3.61 · Purpose and scope.
- 12 CFR 3.62 · Disclosure requirements.
- 12 CFR 3.63 · Disclosures by national banks or Federal savings associations described in § 3.61.
- 12 CFR 3.64-3.99 · §§ 3.64-3.99 [Reserved]
- 12 CFR 3.100 · Purpose, applicability, and principle of conservatism.
- 12 CFR 3.101 · Definitions.
- 12 CFR 3.121 · Qualification process.
- 12 CFR 3.122 · Qualification requirements.
- 12 CFR 3.123 · Ongoing qualification.
- 12 CFR 3.124 · Merger and acquisition transitional arrangements.
- 12 CFR 3.125-3.130 · §§ 3.125-3.130 [Reserved]
- 12 CFR 3.131 · Mechanics for calculating total wholesale and retail risk-weighted assets.
- 12 CFR 3.132 · Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
- 12 CFR 3.133 · Cleared transactions.
- 12 CFR 3.134 · Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
- 12 CFR 3.135 · Guarantees and credit derivatives: double default treatment.
- 12 CFR 3.136 · Unsettled transactions.
- 12 CFR 3.137-3.140 · §§ 3.137-3.140 [Reserved]
- 12 CFR 3.141 · Operational criteria for recognizing the transfer of risk.
- 12 CFR 3.142 · Risk-weighted assets for securitization exposures.
- 12 CFR 3.143 · Supervisory formula approach (SFA).
- 12 CFR 3.144 · Simplified supervisory formula approach (SSFA).
- 12 CFR 3.145 · Recognition of credit risk mitigants for securitization exposures.
- 12 CFR 3.146-3.150 · §§ 3.146-3.150 [Reserved]
- 12 CFR 3.151 · Introduction and exposure measurement.
- 12 CFR 3.152 · Simple risk weight approach (SRWA).
- 12 CFR 3.153 · Internal models approach (IMA).
- 12 CFR 3.154 · Equity exposures to investment funds.
- 12 CFR 3.155 · Equity derivative contracts.
- 12 CFR 3.156-3.160 · §§ 3.156-3.160 [Reserved]
- 12 CFR 3.161 · Qualification requirements for incorporation of operational risk mitigants.
- 12 CFR 3.162 · Mechanics of risk-weighted asset calculation.
- 12 CFR 3.163-3.170 · §§ 3.163-3.170 [Reserved]
- 12 CFR 3.171 · Purpose and scope.
- 12 CFR 3.172 · Disclosure requirements.
- 12 CFR 3.173 · Disclosures by certain advanced approaches national banks or Federal savings associations and Category III national banks or Federal savings associations.
- 12 CFR 3.174-3.200 · §§ 3.174-3.200 [Reserved]
- 12 CFR 3.201 · Purpose, applicability, and reservation of authority.
- 12 CFR 3.202 · Definitions.
- 12 CFR 3.203 · Requirements for application of this subpart F.
- 12 CFR 3.204 · Measure for market risk.
- 12 CFR 3.205 · VaR-based measure.
- 12 CFR 3.206 · Stressed VaR-based measure.
- 12 CFR 3.207 · Specific risk.
- 12 CFR 3.208 · Incremental risk.
- 12 CFR 3.209 · Comprehensive risk.
- 12 CFR 3.210 · Standardized measurement method for specific risk.
- 12 CFR 3.211 · Simplified supervisory formula approach (SSFA).
- 12 CFR 3.212 · Market risk disclosures.
- 12 CFR 3.213-3.299 · §§ 3.213-3.299 [Reserved]
- 12 CFR 3.300 · Transitions.
- 12 CFR 3.301 · Current Expected Credit Losses (CECL) transition.
- 12 CFR 3.302 · Exposures related the Money Market Mutual Fund Liquidity Facility.
- 12 CFR 3.303 · [Reserved]
- 12 CFR 3.304 · Temporary exclusions from total leverage exposure.
- 12 CFR 3.305 · Exposures related to the Paycheck Protection Program Lending Facility.
- 12 CFR 3.401 · Purpose and scope.
- 12 CFR 3.402 · Applicability.
- 12 CFR 3.403 · Standards for determination of appropriate individual minimum capital ratios.
- 12 CFR 3.404 · Procedures.
- 12 CFR 3.405 · Relation to other actions.
- 12 CFR 3.501 · Remedies.
- 12 CFR 3.601 · Purpose and scope.
- 12 CFR 3.602 · Notice of intent to issue a directive.
- 12 CFR 3.603 · Response to notice.
- 12 CFR 3.604 · Decision.
- 12 CFR 3.605 · Issuance of a directive.
- 12 CFR 3.606 · Change in circumstances.
- 12 CFR 3.607 · Relation to other administrative actions.
- 12 CFR 3.701 · Capital and surplus.
- 12 CFR 4.1 · Purpose.
- 12 CFR 4.2 · Office of the Comptroller of the Currency.