Federal (United States) · Regulations
Subpart F — Risk-Weighted Assets—Market Risk
12 sections
12 sections
- 12 C.F.R. § 324.201Purpose, applicability, and reservation of authority.
- 12 C.F.R. § 324.202Definitions.
- 12 C.F.R. § 324.203Requirements for application of this subpart F.
- 12 C.F.R. § 324.204Measure for market risk.
- 12 C.F.R. § 324.205VaR-based measure.
- 12 C.F.R. § 324.206Stressed VaR-based measure.
- 12 C.F.R. § 324.207Specific risk.
- 12 C.F.R. § 324.208Incremental risk.
- 12 C.F.R. § 324.209Comprehensive risk.
- 12 C.F.R. § 324.210Standardized measurement method for specific risk.
- 12 C.F.R. § 324.211Simplified supervisory formula approach (SSFA).
- 12 C.F.R. § 324.212Market risk disclosures.