12 CFR 324.162
§ 324.162 Mechanics of risk-weighted asset calculation.
United States · 12 CFR — Banks and Banking · Status: effective
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- Citation
- 12 CFR 324.162, § 324.162 Mechanics of risk-weighted asset calculation, United States, version 1 as recorded 2026-07-09, yourstate.us, https://yourstate.us/provision/46472
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Full text
(a) If an FDIC-supervised institution does not qualify to use or does not have qualifying operational risk mitigants, the FDIC-supervised institution's dollar risk-based capital requirement for operational risk is its operational risk exposure minus eligible operational risk offsets (if any).
(b) If an FDIC-supervised institution qualifies to use operational risk mitigants and has qualifying operational risk mitigants, the FDIC-supervised institution's dollar risk-based capital requirement for operational risk is the greater of:
(1) The FDIC-supervised 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 FDIC-supervised institution's operational risk exposure; and
(ii) Eligible operational risk offsets (if any).
(c) The FDIC-supervised institution's risk-weighted asset amount for operational risk equals the FDIC-supervised 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.