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Code of Federal Regulations (Last Updated: November 8, 2024) |
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Title 12 - Banks and Banking |
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Chapter I - Comptroller of the Currency, Department of the Treasury |
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Part 3 - Capital Adequacy Standards |
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Subpart F - Risk-Weighted Assets - Market Risk |
| § 3.201 - Purpose, applicability, and reservation of authority. |
| § 3.202 - Definitions. |
| § 3.203 - Requirements for application of this subpart F. |
| § 3.204 - Measure for market risk. |
| § 3.205 - VaR-based measure. |
| § 3.206 - Stressed VaR-based measure. |
| § 3.207 - Specific risk. |
| § 3.208 - Incremental risk. |
| § 3.209 - Comprehensive risk. |
| § 3.210 - Standardized measurement method for specific risk. |
| § 3.211 - Simplified supervisory formula approach (SSFA). |
| § 3.212 - Market risk disclosures. |
| §§ 3.213--3.299 - [Reserved] |