Title 12

PART 3 SUBPART F

Subpart F - Risk-Weighted Assets - Market Risk Source:78 FR 62157, 62273, Oct. 11, 2013, unless otherwise noted.

12:1.0.1.1.3.6.24.1SECTION 3.201
   3.201 Purpose, applicability, and reservation of authority.
12:1.0.1.1.3.6.24.2SECTION 3.202
   3.202 Definitions.
12:1.0.1.1.3.6.24.3SECTION 3.203
   3.203 Requirements for application of this subpart F.
12:1.0.1.1.3.6.24.4SECTION 3.204
   3.204 Measure for market risk.
12:1.0.1.1.3.6.24.5SECTION 3.205
   3.205 VaR-based measure.
12:1.0.1.1.3.6.24.6SECTION 3.206
   3.206 Stressed VaR-based measure.
12:1.0.1.1.3.6.24.7SECTION 3.207
   3.207 Specific risk.
12:1.0.1.1.3.6.24.8SECTION 3.208
   3.208 Incremental risk.
12:1.0.1.1.3.6.24.9SECTION 3.209
   3.209 Comprehensive risk.
12:1.0.1.1.3.6.24.10SECTION 3.210
   3.210 Standardized measurement method for specific risk.
12:1.0.1.1.3.6.24.11SECTION 3.211
   3.211 Simplified supervisory formula approach (SSFA).
12:1.0.1.1.3.6.24.12SECTION 3.212
   3.212 Market risk disclosures.
12:1.0.1.1.3.6.24.13SECTION 3.213-3.299
   3.213-3.299 [Reserved]