Proposed Rule: Risk Based Capital Guidelines; Capital Adequacy Guidelines; Standardized Framework.
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Proposed Rule: Risk Based Capital Guidelines; Capital Adequacy Guidelines; Standardized Framework.

Filetype[PDF-479.14 KB]



Details:

  • Publisher's site:
  • 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)

  • Format:
  • 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 SystemOffice of Thrift Supervision
  • Related Regulation:
    12 CFR Part 312 CFR Part 20812 CFR Part 22512 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–AD07RIN 3064–AD29RIN 1550–AC19
  • Other Agency Docket IDs:
    Docket ID: OCC–2008–0006Regulations H and Y; Docket No. R–1318No. 2008–002
  • Main Document Checksum:
  • File Type:

Supporting Files

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