Risk-Weighted Assets—Market Risk | Midpage

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Code of Federal Regulations

Subpart F

Risk-Weighted Assets—Market Risk

324.201Purpose, applicability, and reservation of authority.324.202Definitions.324.203Requirements for application of this subpart F.324.204Measure for market risk.324.205VaR-based measure.324.206Stressed VaR-based measure.324.207Specific risk.324.208Incremental risk.324.209Comprehensive risk.324.210Standardized measurement method for specific risk.324.211Simplified supervisory formula approach (SSFA).324.212Market risk disclosures.324.213-324.299[Reserved]