Risk-Weighted Assets - Market Risk

  1. Law
  2. CFR 12
  3. Banks and Banking
  4. Federal Reserve System
  5. Board of Governors of the Federal Reserve System
  6. Capital Adequacy of Bank Holding Companies, Savings and Loan Holding Companies, and State Member Banks (Regulation Q)
  7. Risk-Weighted Assets - Market Risk

Checkout our iOS App for a better way to browser and research.

Section
217.201

Purpose, applicability, and reservation of authority.

Section
217.202

Definitions.

Section
217.203

Requirements for application of this subpart F.

Section
217.204

Measure for market risk.

Section
217.205

VaR-based measure.

Section
217.206

Stressed VaR-based measure.

Section
217.207

Specific risk.

Section
217.208

Incremental risk.

Section
217.209

Comprehensive risk.

Section
217.210

Standardized measurement method for specific risk.

Section
217.211

Simplified supervisory formula approach (SSFA).

Section
217.212

Market risk disclosures.

Sections
217.213-217.299

§§ 217.213-217.299 [Reserved]