12 CFR Subpart F
Risk-Weighted Assets—Market Risk
November 10, 2020
§
324.201
Purpose, applicability, and reservation of authority
§
324.202
Definitions
§
324.203
Requirements for application of this subpart F
§
324.204
Measure for market risk
§
324.205
VaR-based measure
§
324.206
Stressed VaR-based measure
§
324.207
Specific risk
§
324.208
Incremental risk
§
324.209
Comprehensive risk
§
324.210
Standardized measurement method for specific risk
§
324.211
Simplified supervisory formula approach (SSFA)
§
324.212
Market risk disclosures
§
§324.213-324.299
[Reserved]
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