Details:

Publisher's site:
https://www.fdic.gov/|FDIC.gov
Corporate Authors:
Federal Deposit Insurance Corporation (FDIC)
Content Notes:
Figure 1: Overview of SA-CCR Under the Final Rule (Pg 4365-4366)

Table 1: Scope and Applicability of the Final Rule (Pg 4367-4368)

Table 2: Supervisory Option Volatility and Supervisory Factors for Derivative Contracts (Pg 4385)

Table 3: Supervisory Delta Adjustment for Options (Pg 4386)

Table 1 to § 3.34—Conversion Factor Matrix for Derivative Contracts (Pg 4403)

Table: [Footnote Redesignation] (Pg 4405)

Table 2 to § 3.132—Supervisory Delta Adjustment for Options Contracts (Pg 4409)

Table 3 to § 3.132—Supervisory Option Volatility, Supervisory Correlation Parameters, and Supervisory Factors for Derivative Contracts (Pg 4411)

Table 13 to § 3.173—Supplementary Leverage Ratio (Pg 4414)

Table 1 to § 217.34—Conversion Factor Matrix for Derivative Contracts (Pg 4418)

Table: [Footnote Redesignation] (Pg 4419)

Table 2 to § 217.132—Supervisory Delta Adjustment for Options Contracts (Pg 4424)

Table 3 to § 217.132—Supervisory Option Volatility, Supervisory Correlation Parameters, and Supervisory Factors for Derivative Contracts (Pg 4426)

Table 13 to § 217.173—Supplementary Leverage Ratio (Pg 4428-4429)

Table 1 to § 324.34—Conversion Factor Matrix for Derivative Contracts (Pg 4432)

Table: [Footnote Redesignation] (Pg 4434)

Table 2 to § 324.132—Supervisory Delta Adjustment for Options Contracts (Pg 4438)

Table 3 to § 324.132—Supervisory Option Volatility, Supervisory Correlation Parameters, and Supervisory Factors for Derivative Contracts (Pg 4440)

Table 13 to § 324.132—Supplementary Leverage Ratio (Pg 4443)

VI. Description of Scorecard Measures (Pg 4443-4444)


Dataset Download URL:
https://www.govinfo.gov/content/pkg/FR-2020-01-24/pdf/2019-27249.pdf
Format:
PDF
Release Date:
01/24/2020
Agencies Involved:
Federal Deposit Insurance Corporation (FDIC);Office of the Comptroller of the Currency (OCC);Board of Governors of the Federal Reserve System (The Fed);U.S. Small Business Administration (SBA);Office of Management and Budget (OMB);Government Accountability Office (GAO);
Law Involved:
Securities Exchange Act of 1934 (Exchange Act);Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act);Commodity Exchange Act;Regulatory Flexibility Act (RFA);Unfunded Mandates Reform Act of 1995 (UMRA);Paperwork Reduction Act of 1995 (PRA);Congressional Review Act (CRA);Gramm-Leach-Bliley Act;Riegle Community Development and Regulatory Improvement Act (RCDRIA);Economic Growth and Regulatory Paperwork Reduction Act (EGRPRA);
Other Institutions Involved:
Basel Committee on Banking Supervision (BCBS);Group of Twenty (G20);
Related Regulation:
12 CFR Parts 3 and 32;12 CFR Part 217;
Source:
FDIC Website/GovInfo
Effective Date:
04/01/2020
Federal Register Citation Number:
85 FR 4362
CFR Number:
12 CFR Part 324;12 CFR Part 327;
RIN Indentifier:
RIN 3064–AE80
Other Agency Docket IDs:
Docket ID OCC–2018–0030;Docket No. R–1629;
Main Document Checksum:
[+]
urn:sha256:0375a8566b73bb3b7ad3cf6ee4408bed3e698a98b2789163e176dcc3483524f3
Download URL:
https://archive.fdic.gov/view/fdic/14038/fdic_14038_DS1.pdf
File Type:

Supporting Files

• No Additional Files

More +