Risk-Weighted Assets—Market Risk | Midpage

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Code of Federal Regulations

Subpart F

Risk-Weighted Assets—Market Risk

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