12 CFR § 3.30 Capital Adequacy Standards

§ 3.30 Applicability.

Current through Oct 1, 2026 · Read all of Part 3

(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.

(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).

← §§ 3.23-3.29 [Reserved]§ 3.31 Mechanics for calculating risk-weighted assets for general credit risk. →