Risk-Weighted Assets—Market Risk | Midpage

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Code of Federal Regulations

Subpart F

Risk-Weighted Assets—Market Risk

3.201Purpose, applicability, and reservation of authority.3.202Definitions.3.203Requirements for application of this subpart F.3.204Measure for market risk.3.205VaR-based measure.3.206Stressed VaR-based measure.3.207Specific risk.3.208Incremental risk.3.209Comprehensive risk.3.210Standardized measurement method for specific risk.3.211Simplified supervisory formula approach (SSFA).3.212Market risk disclosures.3.213-3.299[Reserved]