Code of Federal Regulations · Subpart
Subpart D — Risk-weighted Assets—standardized Approach
12 C.F.R. pt. 1240, subpt. D
- § 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)
- § 1240.61 Purpose And Scope
- § 1240.62 Disclosure Requirements
- § 1240.63 Disclosures
- § 1240.53-1240.60 §§ 1240.53-1240.60 [reserved]