{"data":{"id":"us/12-cfr-1240.123","jurisdiction":"us","citation":"12 CFR 1240.123","heading":"Advanced approaches credit risk-weighted asset calculations.","body":"(a) An Enterprise must use its advanced systems to determine its credit risk capital requirements for each of the following exposures:\n(1) General credit risk (including for mortgage exposures);\n(2) Cleared transactions;\n(3) Default fund contributions;\n(4) Unsettled transactions;\n(5) Securitization exposures;\n(6) Equity exposures; and\n(7) The fair value adjustment to reflect counterparty credit risk in valuation of OTC derivative contracts.\n(b) The credit-risk-weighted assets calculated under this subpart E equals the aggregate credit risk capital requirement under paragraph (a) of this section multiplied by 12.5.","path":["Title 12—Banks and Banking","CHAPTER XII—FEDERAL HOUSING FINANCE AGENCY","SUBCHAPTER C—ENTERPRISES","PART 1240—CAPITAL ADEQUACY OF ENTERPRISES","Subpart E—Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches"],"source_url":"https://www.ecfr.gov/api/versioner/v1/full/2026-08-25/title-12.xml","current_through":"2026-08-25","vintage":"","retrieved_at":"2026-08-27T02:24:16Z","sha256":"6eb4dff8a7dcc8e27d9646a8b86c6debe3b9c0c16bcb879a164ba36a1035316f","source_id":"us-cfr","stale":true,"prev":"us/12-cfr-1240.122","next":"us/12-cfr-1240.124-1240.160"},"notice":"GroundRules: Original legal text. Not legal advice."}