Title 12
PART 324 SUBPART F
Subpart F - Risk-Weighted Assets - Market Risk
- 12 U.S.C. 1815(a), 1815(b), 1816, 1818(a), 1818(b), 1818(c), 1818(t), 1819(Tenth), 1828(c), 1828(d), 1828(i), 1828(n), 1828(o), 1831o, 1835, 3907, 3909, 4808; 5371; 5412; Pub. L. 102-233, 105 Stat. 1761, 1789, 1790 (12 U.S.C. 1831n note); Pub. L. 102-242, 105 Stat. 2236, 2355, as amended by Pub. L. 103-325, 108 Stat. 2160, 2233 (12 U.S.C. 1828 note); Pub. L. 102-242, 105 Stat. 2236, 2386, as amended by Pub. L. 102-550, 106 Stat. 3672, 4089 (12 U.S.C. 1828 note); Pub. L. 111-203, 124 Stat. 1376, 1887 (15 U.S.C. 78o-7 note), Pub. L. 115-174; section 4014 § 201, Pub. L. 116-136, 134 Stat. 281 (15 U.S.C. 9052).
- 78 FR 55471, Sept. 10, 2013, unless otherwise noted.
| 12:5.0.1.2.13.6.23.1 | SECTION 324.201 | 324.201 Purpose, applicability, and reservation of authority. | |
| 12:5.0.1.2.13.6.23.2 | SECTION 324.202 | 324.202 Definitions. | |
| 12:5.0.1.2.13.6.23.3 | SECTION 324.203 | 324.203 Requirements for application of this subpart F. | |
| 12:5.0.1.2.13.6.23.4 | SECTION 324.204 | 324.204 Measure for market risk. | |
| 12:5.0.1.2.13.6.23.5 | SECTION 324.205 | 324.205 VaR-based measure. | |
| 12:5.0.1.2.13.6.23.6 | SECTION 324.206 | 324.206 Stressed VaR-based measure. | |
| 12:5.0.1.2.13.6.23.7 | SECTION 324.207 | 324.207 Specific risk. | |
| 12:5.0.1.2.13.6.23.8 | SECTION 324.208 | 324.208 Incremental risk. | |
| 12:5.0.1.2.13.6.23.9 | SECTION 324.209 | 324.209 Comprehensive risk. | |
| 12:5.0.1.2.13.6.23.10 | SECTION 324.210 | 324.210 Standardized measurement method for specific risk. | |
| 12:5.0.1.2.13.6.23.11 | SECTION 324.211 | 324.211 Simplified supervisory formula approach (SSFA). | |
| 12:5.0.1.2.13.6.23.12 | SECTION 324.212 | 324.212 Market risk disclosures. | |
| 12:5.0.1.2.13.6.23.13 | SECTION 324.213-324.299 | 324.213-324.299 [Reserved] |