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] | |