Code of Federal Regulations (Last Updated: May 6, 2024) |
Title 12 - Banks and Banking |
Chapter II - Federal Reserve System |
SubChapter A - Board of Governors of the Federal Reserve System |
Part 217 - Capital Adequacy of Bank Holding Companies, Savings and Loan Holding Companies, and State Member Banks (Regulation Q) |
Subpart F - Risk-Weighted Assets - Market Risk |
§ 217.201 - Purpose, applicability, and reservation of authority. |
§ 217.202 - Definitions. |
§ 217.203 - Requirements for application of this subpart F. |
§ 217.204 - Measure for market risk. |
§ 217.205 - VaR-based measure. |
§ 217.206 - Stressed VaR-based measure. |
§ 217.207 - Specific risk. |
§ 217.208 - Incremental risk. |
§ 217.209 - Comprehensive risk. |
§ 217.210 - Standardized measurement method for specific risk. |
§ 217.211 - Simplified supervisory formula approach (SSFA). |
§ 217.212 - Market risk disclosures. |
§§ 217.213--217.299 - [Reserved] |