Federal (United States) · Regulations
Subpart D — Risk-Weighted Assets—Standardized Approach
22 sections
22 sections
- 12 C.F.R. § 1240.30Applicability.
- 12 C.F.R. § 1240.31Mechanics for calculating risk-weighted assets for general credit risk.
- 12 C.F.R. § 1240.32General risk weights.
- 12 C.F.R. § 1240.33Single-family mortgage exposures.
- 12 C.F.R. § 1240.34Multifamily mortgage exposures.
- 12 C.F.R. § 1240.35Off-balance sheet exposures.
- 12 C.F.R. § 1240.36Derivative contracts.
- 12 C.F.R. § 1240.37Cleared transactions.
- 12 C.F.R. § 1240.38Guarantees and credit derivatives: substitution treatment.
- 12 C.F.R. § 1240.39Collateralized transactions.
- 12 C.F.R. § 1240.40Unsettled transactions.
- 12 C.F.R. § 1240.41Operational requirements for CRT and other securitization exposures.
- 12 C.F.R. § 1240.42Risk-weighted assets for CRT and other securitization exposures.
- 12 C.F.R. § 1240.43Simplified supervisory formula approach (SSFA).
- 12 C.F.R. § 1240.44Credit risk transfer approach (CRTA).
- 12 C.F.R. § 1240.45exposures to which the SSFA and the CRTA do not apply.
- 12 C.F.R. § 1240.46Recognition of credit risk mitigants for securitization exposures.
- 12 C.F.R. § 1240.51Introduction and exposure measurement.
- 12 C.F.R. § 1240.52Simple risk-weight approach (SRWA).
- 12 C.F.R. § 1240.61Purpose and scope.
- 12 C.F.R. § 1240.62Disclosure requirements.
- 12 C.F.R. § 1240.63Disclosures.