Part 1240 — Capital Adequacy of Enterprises
Subpart A — General Provisions
Subpart B — Capital Requirements and Buffers
Subpart C — Definition of Capital
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.
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.