Title 12
PART 217 SUBPART F
Subpart F - Risk-Weighted Assets - Market Risk
- 12 U.S.C. 248(a), 321-338a, 481-486, 1462a, 1467a, 1818, 1828, 1831n, 1831o, 1831p-1, 1831w, 1835, 1844(b), 1851, 3904, 3906-3909, 4808, 5365, 5368, 5371, 5371 note, and sec. 4012, Pub. L. 116-136, 134 Stat. 281.
- Reg. Q, 78 FR 62157, 62285, Oct. 11, 2013, unless otherwise noted.
| 12:2.0.1.1.18.6.28.1 | SECTION 217.201 | 217.201 Purpose, applicability, and reservation of authority. | |
| 12:2.0.1.1.18.6.28.2 | SECTION 217.202 | 217.202 Definitions. | |
| 12:2.0.1.1.18.6.28.3 | SECTION 217.203 | 217.203 Requirements for application of this subpart F. | |
| 12:2.0.1.1.18.6.28.4 | SECTION 217.204 | 217.204 Measure for market risk. | |
| 12:2.0.1.1.18.6.28.5 | SECTION 217.205 | 217.205 VaR-based measure. | |
| 12:2.0.1.1.18.6.28.6 | SECTION 217.206 | 217.206 Stressed VaR-based measure. | |
| 12:2.0.1.1.18.6.28.7 | SECTION 217.207 | 217.207 Specific risk. | |
| 12:2.0.1.1.18.6.28.8 | SECTION 217.208 | 217.208 Incremental risk. | |
| 12:2.0.1.1.18.6.28.9 | SECTION 217.209 | 217.209 Comprehensive risk. | |
| 12:2.0.1.1.18.6.28.10 | SECTION 217.210 | 217.210 Standardized measurement method for specific risk. | |
| 12:2.0.1.1.18.6.28.11 | SECTION 217.211 | 217.211 Simplified supervisory formula approach (SSFA). | |
| 12:2.0.1.1.18.6.28.12 | SECTION 217.212 | 217.212 Market risk disclosures. | |
| 12:2.0.1.1.18.6.28.13 | SECTION 217.213-217.299 | 217.213-217.299 [Reserved] |