Subpart D. 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).
- §§ 1240.53-1240.60 - §[Reserved]
- § 1240.61 - Purpose and scope.
- § 1240.62 - Disclosure requirements.
- § 1240.63 - Disclosures.