12 CFR 217.162
§ 217.162 Mechanics of risk-weighted asset calculation.
United States · 12 CFR — Banks and Banking · Status: effective
Cite this
- Citation
- 12 CFR 217.162, § 217.162 Mechanics of risk-weighted asset calculation, United States, version 1 as recorded 2026-07-09, yourstate.us, https://yourstate.us/provision/44402
- Permanent ID
ys:prov:44402@1- SHA-256
a639ce3636674ab9b8c73f19b8fe9f55d74525cb3215adf806dddfd803deea06
The hash is SHA-256 of this version's text, with every run of whitespace collapsed to a single space and the ends trimmed. The ID always leads back here, and checking it says whether the text you cited is still the current version.
Full text
(a) If a Board-regulated institution does not qualify to use or does not have qualifying operational risk mitigants, the Board-regulated institution's dollar risk-based capital requirement for operational risk is its operational risk exposure minus eligible operational risk offsets (if any).
(b) If a Board-regulated institution qualifies to use operational risk mitigants and has qualifying operational risk mitigants, the Board-regulated institution's dollar risk-based capital requirement for operational risk is the greater of:
(1) The Board-regulated institution's operational risk exposure adjusted for qualifying operational risk mitigants minus eligible operational risk offsets (if any); or
(2) 0.8 multiplied by the difference between:
(i) The Board-regulated institution's operational risk exposure; and
(ii) Eligible operational risk offsets (if any).
(c) The Board-regulated institution's risk-weighted asset amount for operational risk equals the Board-regulated institution's dollar risk-based capital requirement for operational risk determined under sections 162(a) or (b) multiplied by 12.5.
Legislative history
This is a federal regulation, adopted through agency rulemaking under the Administrative Procedure Act — not enacted by a recorded vote of Congress.