{"data":{"id":"us/12-cfr-3.30","jurisdiction":"us","citation":"12 CFR 3.30","heading":"Applicability.","body":"(a) This subpart sets forth methodologies for determining risk-weighted assets for purposes of the generally applicable risk-based capital requirements for all national banks or Federal savings associations.\n(b) Notwithstanding paragraph (a) of this section, a market risk national bank or Federal savings association must exclude from its calculation of risk-weighted assets under this subpart the risk-weighted asset amounts of all covered positions, as defined in subpart F of this part (except foreign exchange positions that are not trading positions, OTC derivative positions, cleared transactions, and unsettled transactions).","path":["Title 12—Banks and Banking","CHAPTER I—COMPTROLLER OF THE CURRENCY, DEPARTMENT OF THE TREASURY","PART 3—CAPITAL ADEQUACY STANDARDS","Subpart D—Risk-Weighted Assets—Standardized Approach"],"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":"82abea15ebfcc74fd4af55abb111c870d648f283b048e608719a821e9759d8f8","source_id":"us-cfr","stale":true,"prev":"us/12-cfr-3.23-3.29","next":"us/12-cfr-3.31"},"notice":"GroundRules: Original legal text. Not legal advice."}