§ 324.162. Mechanics of risk-weighted asset calculation.
144 words·~1 min read·
/us/cfr/t12/s§ 324.162·A research copy — for the controlling text, always check the official state or federal source. Not legal advice.
(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.