Title 12
PART 3 SUBPART F
Subpart F - Risk-Weighted Assets - Market Risk
- 12 U.S.C. 93a, 161, 1462, 1462a, 1463, 1464, 1818, 1828(n), 1828 note, 1831n note, 1835, 3907, 3909, 5412(b)(2)(B), and Pub. L. 116-136, 134 Stat. 281.
- Source: 50 FR 10216, Mar. 14, 1985, unless otherwise noted.
12:1.0.1.1.3.6.24.1 | SECTION 3.201 | 3.201 Purpose, applicability, and reservation of authority. | |
12:1.0.1.1.3.6.24.2 | SECTION 3.202 | 3.202 Definitions. | |
12:1.0.1.1.3.6.24.3 | SECTION 3.203 | 3.203 Requirements for application of this subpart F. | |
12:1.0.1.1.3.6.24.4 | SECTION 3.204 | 3.204 Measure for market risk. | |
12:1.0.1.1.3.6.24.5 | SECTION 3.205 | 3.205 VaR-based measure. | |
12:1.0.1.1.3.6.24.6 | SECTION 3.206 | 3.206 Stressed VaR-based measure. | |
12:1.0.1.1.3.6.24.7 | SECTION 3.207 | 3.207 Specific risk. | |
12:1.0.1.1.3.6.24.8 | SECTION 3.208 | 3.208 Incremental risk. | |
12:1.0.1.1.3.6.24.9 | SECTION 3.209 | 3.209 Comprehensive risk. | |
12:1.0.1.1.3.6.24.10 | SECTION 3.210 | 3.210 Standardized measurement method for specific risk. | |
12:1.0.1.1.3.6.24.11 | SECTION 3.211 | 3.211 Simplified supervisory formula approach (SSFA). | |
12:1.0.1.1.3.6.24.12 | SECTION 3.212 | 3.212 Market risk disclosures. | |
12:1.0.1.1.3.6.24.13 | SECTION 3.213-3.299 | 3.213-3.299 [Reserved] |