Details:

Publisher's site:
https://www.fdic.gov/|FDIC.gov
Corporate Authors:
Federal Deposit Insurance Corporation (FDIC)
Description:
This Federal Register contains 20 comments. The comments can be found in the Supporting Files section.
Content Notes:
Table 1: Table 1-Exposures to Sovereign Entities (Pg 43991)

Table 2: Table 2-Exposures to Depository Institutions, Foreign Banks, and Credit Unions (Pg 43992)

Table 3: Table 3-Exposures to Public Sector Entities: Long-Term Credit Rating (Pg 43992)

Table 4: Table 4-Public Sector Entities: Short-Term Ratings (Pg 43993)

Table 5: Table 5-Corporate Exposures: Long-Term Credit Rating (Pg 43993)

Table 6: Table 6-Corporate Exposures: Short-Term Credit Rating (Pg 43994)

Table 7: Table 7-Risk Weights for First-Lien Residential Mortgage Exposures (Pg 43995)

Table 8: Table 8-Risk Weights for Junior-Lien Residential Mortgage Exposures (Pg 43995)

Table 9: Table 9-Example of Proposed Risk-Based Capital Calculation for First-Lien Residential Mortgage Exposures with Negative Amortization Features (Pg 43996-43997)

Table 10: Table 10-Appplicability of CRM Methods (Pg 44003)

Table 11: Table 11-Standard Supervisory Haircuts Based on Market Price Volatility (Pg 44005)

Table 12: Table 12-Risk Weights for Unsettled DvP and PvP Transactions (Pg 44008)

Table 13: Table 13-Long-Term Credit Rating Risk Weights Under the RBA (Pg 44013)

Table 14: Table 14-Short-Term Credit Rating Risk Weights Under the RBA (Pg 44013)

Table 15: Table 15-Conversion Factors for Controlled Early Amortization (Pg 44016)

Table 16: Table 16-Conversion Factors for Non-Controlled Early Amortization (Pg 44016)

Table 17: Table 17-Simple Risk-Weight Approach (Pg 44019)

Table 18: Table 18-Calculation of Gross Income for BIA (Pg 44021)

Table 19: Table 1-Exposures to Sovereign Entities (Pg 44028)

Table 20: Table 2-Exposures to Depository Institutions, Foreign Banks, and Credit Unions (Pg 44028)

Table 21: Table 3-Exposures to Public Sector Entities: Long-Term Credit Rating (Pg 44039)

Table 22: Table 4-Corporate Exposures: Long-Term Credit Rating (Pg 44039)

Table 23: Table 5-Corporate Exposures: Short-Term Credit Rating (Pg 44039)

Table 24: Table 6-Risk Weights for First-Lien Residential Mortgage Exposures (Pg 44040)

Table 25: Table 7-Risk Weights for Junior-Lien Residential Mortgage Exposures (Pg 44040)

Table 26: Table 8-Conversion Factor Matrix for OTC Derivative Contracts (Pg 44041)

Table 27: Table 9-Standard Supervisory Market Price Volatility Haircuts (Pg 44044)

Table 28: Table 10-Risk Weights for Unsettled DvP and PvP Transactions (Pg 44045)

Table 29: Table 11-Long-Term Credit Rating Risk Weights Under the RBA (Pg 44047)

Table 30: Table 12-Short-Term Credit Rating Risk Weights Under the RBA (Pg 44048)

Table 31: Table 13-Controlled Early Amortization Provisions (Pg 44049)

Table 32: Table 14-Non-Controlled Early Amortization Provisions (Pg 44049)

Table 33: Table 15.1-Scope of Application (Pg 44051-44052)

Table 34: Table 15.2-Capital Structure (Pg 44052)

Table 35: Table 15.3-Captial Adequacy (Pg 44052)

Table 36: Table 15.4-Credit Risk: General Disclosures (Pg 44052-44053)

Table 37: Table 15.5-General Disclosure for Counterparty Credit Risk-Related Exposures (Pg 44053)

Table 38: Table 15.6-Credit Risk Mitigation (Pg 44053)

Table 39: Table 15.7-Securitization (Pg 44053-44054)

Table 40: Table 15.8-Operational Risk (Pg 44054)

Table 41: Table 15.9-Equitites Not Subject to Market Risk Rule (Pg 44054)

Table 42: Table 15.10-Interest Rate Risk for Non-Trading Activities (Pg 44054)


Dataset Download URL:
https://www.fdic.gov/regulations/laws/federal/2008/08jul29ad29.pdf
Format:
PDF
Release Date:
07/28/2008
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;
Related Regulation:
12 CFR Part 3;12 CFR Part 208;12 CFR Part 225;12 CFR Part 567;
Comment Period End Date:
10/27/2008
Source:
FDIC Website
Federal Register Citation Number:
73 FR 43982
CFR Number:
12 CFR Part 325
RIN Indentifier:
RIN 1557–AD07;RIN 3064–AD29;RIN 1550–AC19;
Other Agency Docket IDs:
Docket ID: OCC–2008–0006;Regulations H and Y; Docket No. R–1318;No. 2008–002;
Main Document Checksum:
[+]
urn:sha256:05c5080dfb84b70481ae2604fead9a26a03884189d7a14e4c0c5fb793c636b99
Download URL:
https://archive.fdic.gov/view/fdic/5523/fdic_5523_DS1.pdf
File Type:

Supporting Files

• Comments

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