Title 12

PART 1240

Part 1240 - Capital Adequacy Of Enterprises

PART 1240 - CAPITAL ADEQUACY OF ENTERPRISES Authority:12 U.S.C. 4511, 4513, 4513b, 4514, 4517, 4526, 4611, and 4612. Source:85 FR 82198, Dec. 17, 2020, unless otherwise noted.

12:10.0.2.3.32.1SUBPART A
Subpart A - General Provisions
12:10.0.2.3.32.1.1.1SECTION 1240.1
   1240.1 Purpose, applicability, reservations of authority, reporting, and timing.
12:10.0.2.3.32.1.1.2SECTION 1240.2
   1240.2 Definitions.
12:10.0.2.3.32.1.1.3SECTION 1240.3
   1240.3 Operational requirements for counterparty credit risk.
12:10.0.2.3.32.1.1.4SECTION 1240.4
   1240.4 Transition.
12:10.0.2.3.32.2SUBPART B
Subpart B - Capital Requirements and Buffers
12:10.0.2.3.32.2.1.1SECTION 1240.10
   1240.10 Capital requirements.
12:10.0.2.3.32.2.1.2SECTION 1240.11
   1240.11 Capital conservation buffer and leverage buffer.
12:10.0.2.3.32.3SUBPART C
Subpart C - Definition of Capital
12:10.0.2.3.32.3.1.1SECTION 1240.20
   1240.20 Capital components and eligibility criteria for regulatory capital instruments.
12:10.0.2.3.32.3.1.2SECTION 1240.21
   1240.21 [Reserved]
12:10.0.2.3.32.3.1.3SECTION 1240.22
   1240.22 Regulatory capital adjustments and deductions.
12:10.0.2.3.32.4SUBPART D
Subpart D - Risk-Weighted Assets - Standardized Approach
12:10.0.2.3.32.4.1.1SECTION 1240.30
   1240.30 Applicability.
12:10.0.2.3.32.4.1.2SECTION 1240.31
   1240.31 Mechanics for calculating risk-weighted assets for general credit risk.
12:10.0.2.3.32.4.1.3SECTION 1240.32
   1240.32 General risk weights.
12:10.0.2.3.32.4.1.4SECTION 1240.33
   1240.33 Single-family mortgage exposures.
12:10.0.2.3.32.4.1.5SECTION 1240.34
   1240.34 Multifamily mortgage exposures.
12:10.0.2.3.32.4.1.6SECTION 1240.35
   1240.35 Off-balance sheet exposures.
12:10.0.2.3.32.4.1.7SECTION 1240.36
   1240.36 Derivative contracts.
12:10.0.2.3.32.4.1.8SECTION 1240.37
   1240.37 Cleared transactions.
12:10.0.2.3.32.4.1.9SECTION 1240.38
   1240.38 Guarantees and credit derivatives: substitution treatment.
12:10.0.2.3.32.4.1.10SECTION 1240.39
   1240.39 Collateralized transactions.
12:10.0.2.3.32.4.1.11SECTION 1240.40
   1240.40 Unsettled transactions.
12:10.0.2.3.32.4.1.12SECTION 1240.41
   1240.41 Operational requirements for CRT and other securitization exposures.
12:10.0.2.3.32.4.1.13SECTION 1240.42
   1240.42 Risk-weighted assets for CRT and other securitization exposures.
12:10.0.2.3.32.4.1.14SECTION 1240.43
   1240.43 Simplified supervisory formula approach (SSFA).
12:10.0.2.3.32.4.1.15SECTION 1240.44
   1240.44 Credit risk transfer approach (CRTA).
12:10.0.2.3.32.4.1.16SECTION 1240.45
   1240.45 Securitization exposures to which the SSFA and the CRTA do not apply.
12:10.0.2.3.32.4.1.17SECTION 1240.46
   1240.46 Recognition of credit risk mitigants for securitization exposures.
12:10.0.2.3.32.4.1.18SECTION 1240.51
   1240.51 Introduction and exposure measurement.
12:10.0.2.3.32.4.1.19SECTION 1240.52
   1240.52 Simple risk-weight approach (SRWA).
12:10.0.2.3.32.4.1.20SECTION 1240.53-1240.60
   1240.53-1240.60 [Reserved]
12:10.0.2.3.32.5SUBPART E
Subpart E - Risk-Weighted Assets - Internal Ratings-Based and Advanced Measurement Approaches
12:10.0.2.3.32.5.1.1SECTION 1240.100
   1240.100 Purpose, applicability, and principle of conservatism.
12:10.0.2.3.32.5.1.2SECTION 1240.101
   1240.101 Definitions.
12:10.0.2.3.32.5.1.3SECTION 1240.121
   1240.121 Minimum requirements.
12:10.0.2.3.32.5.1.4SECTION 1240.122
   1240.122 Ongoing qualification.
12:10.0.2.3.32.5.1.5SECTION 1240.123
   1240.123 Advanced approaches credit risk-weighted asset calculations.
12:10.0.2.3.32.5.1.6SECTION 1240.124 - 1240.160
   1240.124--1240.160 [Reserved]
12:10.0.2.3.32.5.1.7SECTION 1240.161
   1240.161 Qualification requirements for incorporation of operational risk mitigants.
12:10.0.2.3.32.5.1.8SECTION 1240.162
   1240.162 Mechanics of operational risk risk-weighted asset calculation.
12:10.0.2.3.32.6SUBPART F
Subpart F - Risk-weighted Assets - Market Risk
12:10.0.2.3.32.6.1.1SECTION 1240.201
   1240.201 Purpose, applicability, and reservation of authority.
12:10.0.2.3.32.6.1.2SECTION 1240.202
   1240.202 Definitions.
12:10.0.2.3.32.6.1.3SECTION 1240.203
   1240.203 Requirements for managing market risk.
12:10.0.2.3.32.6.1.4SECTION 1240.204
   1240.204 Measure for spread risk.
12:10.0.2.3.32.7SUBPART G
Subpart G - Stability Capital Buffer
12:10.0.2.3.32.7.1.1SECTION 1240.400
   1240.400 Stability capital buffer.