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U.S. Code Regulations Constitution Journal Apps
  1. Regulations
    All Titles
  2. title 12
    Banks and Banking
  3. chapter II
    CHAPTER II—FEDERAL RESERVE SYSTEM
  4. part 217
    PART 217—CAPITAL ADEQUACY OF BANK HOLDING COMPANIES, SAVINGS AND LOAN HOLDING COMPANIES, AND STATE MEMBER BANKS (REGULATION Q)
  5. subpart F
    Subpart F—Risk-Weighted Assets—Market Risk

Subpart F. 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]
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