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Risk-Weighted Assets - Standardized Approach
Law
CFR 12
Banks and Banking
Federal Housing Finance Agency
Enterprises
Capital Adequacy of Enterprises
Risk-Weighted Assets - Standardized Approach
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Section
1240.30
Applicability.
Section
1240.31
Mechanics for calculating risk-weighted assets for general credit risk.
Section
1240.32
General risk weights.
Section
1240.33
Single-family mortgage exposures.
Section
1240.34
Multifamily mortgage exposures.
Section
1240.35
Off-balance sheet exposures.
Section
1240.36
Derivative contracts.
Section
1240.37
Cleared transactions.
Section
1240.38
Guarantees and credit derivatives: substitution treatment.
Section
1240.39
Collateralized transactions.
Section
1240.40
Unsettled transactions.
Section
1240.41
Operational requirements for CRT and other securitization exposures.
Section
1240.42
Risk-weighted assets for CRT and other securitization exposures.
Section
1240.43
Simplified supervisory formula approach (SSFA).
Section
1240.44
Credit risk transfer approach (CRTA).
Section
1240.45
Securitization exposures to which the SSFA and the CRTA do not apply.
Section
1240.46
Recognition of credit risk mitigants for securitization exposures.
Section
1240.51
Introduction and exposure measurement.
Section
1240.52
Simple risk-weight approach (SRWA).
Sections
§ 1240.53-1240.60
§§ 1240.53-1240.60 [Reserved]