Section 1240.123 - Advanced approaches credit risk-weighted asset calculations(a) An Enterprise must use its advanced systems to determine its credit risk capital requirements for each of the following exposures:(1) General credit risk (including for mortgage exposures);(2) Cleared transactions;(3) Default fund contributions;(4) Unsettled transactions;(5) Securitization exposures;(6) Equity exposures; and(7) The fair value adjustment to reflect counterparty credit risk in valuation of OTC derivative contracts.(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.