12 CFR 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.