12 CFR Subpart F
Risk-Weighted Assets—Market Risk
November 10, 2020
§
217.204
Measure for market risk
§
217.205
VaR-based measure
§
217.201
Purpose, applicability, and reservation of authority
§
217.202
Definitions
§
217.203
Requirements for application of this subpart F
§
217.206
Stressed VaR-based measure
§
217.207
Specific risk
§
217.208
Incremental risk
§
217.209
Comprehensive risk
§
217.210
Standardized measurement method for specific risk
§
217.211
Simplified supervisory formula approach (SSFA)
§
217.212
Market risk disclosures
§
§217.213-217.299
[Reserved]