Appendix [F] to Part [X] � Capital Adequacy Guidelines for [CHARTER TYPE]
Banks:1 Internal-Ratings-Based and Advanced Measurement Approaches
Part I General Provisions
- Section 1
- Purpose, Applicability, and Reservation of Authority
- Section 2
- Definitions
- Section 3
- Minimum Risk-Based Capital Requirements
Part II Qualifying Capital
- Section 11
- Additional Deductions
- Section 12
- Deductions and Limitations Not Required
- Section 13
- Eligible Credit Reserves
Part III Qualification
- Section 21
- Qualification Process
- Section 22
- Qualification Requirements
- Section 23
- Ongoing Qualification
- Section 31
- Mechanics for Calculating Total Wholesale and Retail Risk-Weighted Assets
- Section 32
- Counterparty Credit Risk
- Section 33
- Guarantees and Credit Derivatives: PD Substitution and LGD Adjustment Treatments
- Section 34
- Guarantees and Credit Derivatives: Double Default Treatment
- Section 35
- Risk-Based Capital Requirement for Unsettled Transactions
- Section 41
- Operational Criteria for Recognizing the Transfer of Risk
- Section 42
- Risk-Based Capital Requirement for Securitization Exposures
- Section 43
- Ratings-Based Approach (RBA)
- Section 44
- Internal Assessment Approach (IAA)
- Section 45
- Supervisory Formula Approach (SFA)
- Section 46
- Recognition of Credit Risk Mitigants for Securitization Exposures
- Section 47
- Risk-Based Capital Requirement for Early Amortization Provisions
- Section 51
- Introduction and Exposure Measurement
- Section 52
- Simple Risk Weight Approach (SRWA)
- Section 53
- Internal Models Approach (IMA)
- Section 54
- Equity Exposures to Investment Funds
- Section 55
- Equity Derivative Contracts
- Section 61
- Qualification Requirements for Incorporation of Operational Risk Mitigants
- Section 62
- Mechanics of Risk-Weighted Asset Calculation
Part VIII Disclosure
- Section 71
- Disclosure Requirements
- For simplicity, and unless otherwise noted, this NPR uses the term �bank� to include banks, savings associations, and bank holding companies. [AGENCY] refers to the primary Federal supervisor of the bank applying the rule. Return to text