Risk-Weighted Assets - Market Risk

  1. Law
  2. CFR 12
  3. Banks and Banking
  4. Comptroller of the Currency, Department of the Treasury
  5. Capital Adequacy Standards
  6. Risk-Weighted Assets - Market Risk

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Section
3.201

Purpose, applicability, and reservation of authority.

Section
3.202

Definitions.

Section
3.203

Requirements for application of this subpart F.

Section
3.204

Measure for market risk.

Section
3.205

VaR-based measure.

Section
3.206

Stressed VaR-based measure.

Section
3.207

Specific risk.

Section
3.208

Incremental risk.

Section
3.209

Comprehensive risk.

Section
3.210

Standardized measurement method for specific risk.

Section
3.211

Simplified supervisory formula approach (SSFA).

Section
3.212

Market risk disclosures.

Sections
3.213-3.299

§§ 3.213-3.299 [Reserved]