Details:

Publisher's site:
https://www.fdic.gov/|FDIC.gov
Corporate Authors:
Federal Deposit Insurance Corporation (FDIC)
Description:
This Federal Register contains 16 comments. The comments can be found in the Supporting Files section.
Content Notes:
Table 1: Comparison of Current Proposed AMA Supervisory Standards to the 2003 Proposed AMA Supervisory Standards (Pg 9086-9087)

Table 2: (Pg 9118)

Table 3: (Pg 9118)

Table 4: Exhibit A (Revision of Grades 4 and 5 in 2007) (Pg 9125)

Table 5: Exhibit B (After Recasting 2004-06) (Pg 9126)

Table 6: Table 1 (Pg 9134)

Chart 1: EAD for Eligible Margin Loans and Repo-Style Transactions (Pg 9135)

Table 7: Table 2-Standard Supervisory Market Price Volatility Haircuts (Pg 9136)

Chart 2: EAD for OTC Derivative Contracts (Pg 9137)

Chart 3: Securitization Framework-Hierarchy of Approaches (Pg 9147)

Table 8: Pool Summary (Pg 9149-9150)

Table 9: Overlap and Risk-Weighted Assets (Pg 9150)

Table 10: Pool Summary (Pg 9150)

Table 11: Overlap and Risk-Weighted Assets (Pg 9150)

Table 12: Table 1-Underlying Wholesale Exposure Characteristics (Pg 9157)

Table 13: Table 2: Calculation of L and T (Pg 9158)

Table 14: Table 3-SFA Capital Requirements for Example 1 (Pg 9161)

Table 15: Table 4-Underlying Mortgage Loan Pool Characteristics (Pg 9161)

Table 16: Table 5: Calculation of L and T (Pg 9162)

Table 17: Table 6: Calculating of Pool Specific and Tranche Specific Values (Pg 9162)

Table 18: Table 7-SFA Capital Requirements for Example 2 (Pg 9162)

Table 19: Table 8-Underlying Loan Pool Characteristics (Pg 9163)

Table 20: Table 9: Calculation of L and T (Pg 9163)

Table 21: Table 10: Calculation of Pool Specific and Tranche Specific Values (Pg 9164)

Table 22: Table 11-RBA Risk Weights Applicable to Rated Tranches (Pg 9164)

Table 23: Table 12-RBA and SFA Capital Requirements for Example 3 (Pg 9164)

Chart 4: Stylized Representation of Risk Quantification (Pg 9177)

Table 24: Table 11.9-Operational Risk (Pg 9185)

Table 25: Table 1-Transitional Floors (Pg 9187)

Chart 5: Operational Risk-Schedule V

Table 26: Operational Risk-Definitions (Pg 9189)

Table 27: Operational Loss Event Types and Examples (Pg 9189)


Dataset Download URL:
https://www.fdic.gov/regulations/laws/federal/2007/07baselii.pdf
Format:
PDF
Release Date:
02/28/2007
Agencies Involved:
Federal Deposit Insurance Corporation (FDIC);Office of the Comptroller of the Currency (OCC);Board of Governors of the Federal Reserve System;Office of Thrift Supervision;
Comment Period End Date:
05/29/2007
Source:
FDIC Website
Federal Register Citation Number:
72 FR 9084
Other Agency Docket IDs:
Docket No. OCC–2007–0004;Docket No. OP–1277;No. 2007–06;
Main Document Checksum:
[+]
urn:sha256:533ce08a517381041178b69f787c7815ba0b30101e0409ca6950b0b7f2a6af2e
Download URL:
https://archive.fdic.gov/view/fdic/5493/fdic_5493_DS1.pdf
File Type:

Supporting Files

• Comments

  htm

More +