12 CFR 324.30
§ 324.30 Applicability.
United States · 12 CFR — Banks and Banking · Status: effective
Cite this
- Citation
- 12 CFR 324.30, § 324.30 Applicability, United States, version 1 as recorded 2026-07-09, yourstate.us, https://yourstate.us/provision/46419
- Permanent ID
ys:prov:46419@1- SHA-256
ae8b94600a55dba6d6934876b3593a3792d77a5f3d0a4c0faa79e920999d5bd8
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) This subpart sets forth methodologies for determining risk-weighted assets for purposes of the generally applicable risk-based capital requirements for all FDIC-supervised institutions.
(b) Notwithstanding paragraph (a) of this section, a market risk FDIC-supervised institution 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).
Legislative history
This is a federal regulation, adopted through agency rulemaking under the Administrative Procedure Act — not enacted by a recorded vote of Congress.