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Code of Federal Regulations (Last Updated: July 5, 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 |
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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] |