Subpart F—Risk-Weighted Assets—Market Risk

Sections

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