Subpart D - RISK-WEIGHTED ASSETS-STANDARDIZED APPROACH
- 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 - [Effective 1/1/2026] Derivative contracts
- Section 1240.36 - [Effective until 1/1/2026] Derivative contracts
- Section 1240.37 - [Effective 1/1/2026] Cleared transactions
- Section 1240.37 - [Effective until 1/1/2026] Cleared transactions
- Section 1240.38 - Guarantees and credit derivatives: substitution treatment
- Section 1240.39 - [Effective 1/1/2026] Collateralized transactions
- Section 1240.39 - [Effective until 1/1/2026] 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)
- Section 1240.53-1240.60 - Reserved
- Section 1240.61 - Purpose and scope
- Section 1240.62 - Disclosure requirements
- Section 1240.63 - Disclosures