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Risk-Weighted Assets—Standardized Approach | Midpage
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Code of Federal Regulations
Title 12
Chapter XII
Subchapter C
Part 1240
Subpart D
Risk-Weighted Assets—Standardized Approach
1240.30
Applicability.
1240.31
Mechanics for calculating risk-weighted assets for general credit risk.
1240.32
General risk weights.
1240.33
Single-family mortgage exposures.
1240.34
Multifamily mortgage exposures.
1240.35
Off-balance sheet exposures.
1240.36
Derivative contracts.
1240.37
Cleared transactions.
1240.38
Guarantees and credit derivatives: substitution treatment.
1240.39
Collateralized transactions.
1240.40
Unsettled transactions.
1240.41
Operational requirements for CRT and other securitization exposures.
1240.42
Risk-weighted assets for CRT and other securitization exposures.
1240.43
Simplified supervisory formula approach (SSFA).
1240.44
Credit risk transfer approach (CRTA).
1240.45
Securitization exposures to which the SSFA and the CRTA do not apply.
1240.46
Recognition of credit risk mitigants for securitization exposures.
1240.51
Introduction and exposure measurement.
1240.52
Simple risk-weight approach (SRWA).
1240.53-1240.60
[Reserved]
1240.61
Purpose and scope.
1240.62
Disclosure requirements.
1240.63
Disclosures.