Risk-Weighted Assets for General Credit Risk | Midpage

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Code of Federal Regulations

ECFR5e1089d5aa3045e

Risk-Weighted Assets for General Credit Risk

3.131Mechanics for calculating total wholesale and retail risk-weighted assets.3.132Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.3.133Cleared transactions.3.134Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.3.135Guarantees and credit derivatives: double default treatment.3.136Unsettled transactions.3.137-3.140[Reserved]