Federal (United States) · Regulations
Subpart F — Risk-Weighted Assets—Market Risk
10 sections
10 sections
- 12 C.F.R. § 217.201Purpose, applicability, and reservation of authority.
- 12 C.F.R. § 217.202Definitions.
- 12 C.F.R. § 217.203Requirements for application of this subpart F.
- 12 C.F.R. § 217.204Measure for market risk.
- 12 C.F.R. § 217.205VaR-based measure.
- 12 C.F.R. § 217.206Stressed VaR-based measure.
- 12 C.F.R. § 217.207Specific risk.
- 12 C.F.R. § 217.208Incremental risk.
- 12 C.F.R. § 217.211Simplified supervisory formula approach (SSFA).
- 12 C.F.R. § 217.212Market risk disclosures.