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.

• Authority: 12 U.S.C. 4511, 4513, 4513b, 4514, 4517, 4526, 4611, and 4612.
• Source: 85 FR 82198, Dec. 17, 2020, unless otherwise noted.

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

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