Subpart D—Risk-Weighted Assets—Standardized Approach

1. CFR
2. ›
3. Title 12
4. ›
5. Chapter XII
6. ›
7. Part 1240
8. ›
9. Subpart D

Sections

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