{"data":{"id":"us/12-cfr-217.162","jurisdiction":"us","citation":"12 CFR 217.162","heading":"Mechanics of risk-weighted asset calculation.","body":"(a) If a Board-regulated institution does not qualify to use or does not have qualifying operational risk mitigants, the Board-regulated institution's dollar risk-based capital requirement for operational risk is its operational risk exposure minus eligible operational risk offsets (if any).\n(b) If a Board-regulated institution qualifies to use operational risk mitigants and has qualifying operational risk mitigants, the Board-regulated institution's dollar risk-based capital requirement for operational risk is the greater of:\n(1) The Board-regulated institution's operational risk exposure adjusted for qualifying operational risk mitigants minus eligible operational risk offsets (if any); or\n(2) 0.8 multiplied by the difference between:\n(i) The Board-regulated institution's operational risk exposure; and\n(ii) Eligible operational risk offsets (if any).\n(c) The Board-regulated institution's risk-weighted asset amount for operational risk equals the Board-regulated institution's dollar risk-based capital requirement for operational risk determined under sections 162(a) or (b) multiplied by 12.5.","path":["Title 12—Banks and Banking","CHAPTER II—FEDERAL RESERVE SYSTEM","SUBCHAPTER A—BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM","PART 217—CAPITAL ADEQUACY OF BANK HOLDING COMPANIES, SAVINGS AND LOAN HOLDING COMPANIES, AND STATE MEMBER BANKS (REGULATION Q)","Subpart E—Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches"],"source_url":"https://www.ecfr.gov/api/versioner/v1/full/2026-08-25/title-12.xml","current_through":"2026-08-25","vintage":"","retrieved_at":"2026-08-27T02:24:16Z","sha256":"0bf139c830b66e00afe845871bf44bcad45516db3c5b42cc50aa43eb770a0d97","source_id":"us-cfr","stale":true,"prev":"us/12-cfr-217.161","next":"us/12-cfr-217.163-217.170"},"notice":"GroundRules: Original legal text. Not legal advice."}