{"data":{"id":"us/12-cfr-3.162","jurisdiction":"us","citation":"12 CFR 3.162","heading":"Mechanics of risk-weighted asset calculation.","body":"(a) If a national bank or Federal savings association does not qualify to use or does not have qualifying operational risk mitigants, the national bank's or Federal savings association'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 national bank or Federal savings association qualifies to use operational risk mitigants and has qualifying operational risk mitigants, the national bank's or Federal savings association's dollar risk-based capital requirement for operational risk is the greater of:\n(1) The national bank's or Federal savings association'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 national bank's or Federal savings association's operational risk exposure; and\n(ii) Eligible operational risk offsets (if any).\n(c) The national bank's or Federal savings association's risk-weighted asset amount for operational risk equals the national bank's or Federal savings association'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 I—COMPTROLLER OF THE CURRENCY, DEPARTMENT OF THE TREASURY","PART 3—CAPITAL ADEQUACY STANDARDS","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":"6eaf940ccc43d49691c14ccfbce368db77dd550025727d0f7a86a78c7c993d2e","source_id":"us-cfr","stale":true,"prev":"us/12-cfr-3.161","next":"us/12-cfr-3.163-3.170"},"notice":"GroundRules: Original legal text. Not legal advice."}