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Code of Federal Regulations (Last Updated: November 8, 2024) |
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Title 12 - Banks and Banking |
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Chapter XII - Federal Housing Finance Agency |
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SubChapter C - Enterprises |
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Part 1240 - Capital Adequacy of Enterprises |
| Subpart A - General Provisions |
| § 1240.1 - Purpose, applicability, reservations of authority, reporting, and timing. |
| § 1240.2 - Definitions. |
| § 1240.3 - Operational requirements for counterparty credit risk. |
| § 1240.4 - Transition. |
| Subpart B - Capital Requirements and Buffers |
| § 1240.10 - Capital requirements. |
| § 1240.11 - Capital conservation buffer and leverage buffer. |
| Subpart C - Definition of Capital |
| § 1240.20 - Capital components and eligibility criteria for regulatory capital instruments. |
| § 1240.21 - [Reserved] |
| § 1240.22 - Regulatory capital adjustments and deductions. |
| 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). |
| § 1240.61 - Purpose and scope. |
| § 1240.62 - Disclosure requirements. |
| § 1240.63 - Disclosures. |
| §§ 1240.61--1240.62 - xxx |
| §§ 1240.61--1240.63 - xxx |
| §§ 1240.53--1240.60 - [Reserved] |
| Subpart E - Risk-Weighted Assets - Internal Ratings-Based and Advanced Measurement Approaches |
| § 1240.100 - Purpose, applicability, and principle of conservatism. |
| § 1240.101 - Definitions. |
| § 1240.121 - Minimum requirements. |
| § 1240.122 - Ongoing qualification. |
| § 1240.123 - Advanced approaches credit risk-weighted asset calculations. |
| § 1240.161 - Qualification requirements for incorporation of operational risk mitigants. |
| § 1240.162 - Mechanics of operational risk risk-weighted asset calculation. |
| §§ 1240.124--1240.160 - [Reserved] |
| Subpart F - Risk-weighted Assets - Market Risk |
| § 1240.201 - Purpose, applicability, and reservation of authority. |
| § 1240.202 - Definitions. |
| § 1240.203 - Requirements for managing market risk. |
| § 1240.204 - Measure for spread risk. |
| § 1240.205 - xxx |
| Subpart G - Stability Capital Buffer |
| § 1240.400 - Stability capital buffer. |
| Subpart H - Capital Planning and Stress Capital Buffer Determination |
| § 1240.500 - Capital planning and stress capital buffer determination. |
| §§ 1240.501--1240.502 - [Reserved] |