Risk-Based Capital Guidelines: Market Risk
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Risk-Based Capital Guidelines: Market Risk

Filetype[PDF-324.19 KB]



Details:

  • Publisher's site:
  • Description:
    This Federal Register contains 4 comments. The comments can be found in the Supporting Files section.
  • Content Notes:
    Table 1: Table 1-Specific Risk-Weighting Factors for Debt Positions (Pg 1902)

    Table 2: Table 2-Long-Term Credit Rating Specific Risk-Weighting Factors for Securitization and Resecuritization Positions (Pg 1902)

    Table 3: Table 3-Short-Term Credit Rating Specific Risk-Weighting Factors for Securitization and Resecuritization Positions (Pg 1903)

    Table 4: Table 1-Multiplication Factors Based on Results of Backtesting (Pg 1916)

    Table 5: Table 2-Specific Risk Weighting Factors for Debt and Securitization Positions (Pg 1918-1919)

  • Format:
  • Release Date:
    01/11/2011
  • Agencies Involved:
    Federal Deposit Insurance Corporation (FDIC)Office of the Comptroller of the Currency (OCC)Board of Governors of the Federal Reserve System
  • Law Involved:
    Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act)
  • Related Regulation:
    12 CFR Part 312 CFR Part 20812 CFR Part 225
  • Comment Period End Date:
    04/11/2011
  • Source:
    FDIC Website
  • Federal Register Citation Number:
    76 FR 1890
  • CFR Number:
    12 CFR Part 325
  • RIN Indentifier:
    RIN 1557–AC99RIN 7100–AD61RIN 3064–AD70
  • Other Agency Docket IDs:
    Docket ID: OCC–2010–0003Regulations H and Y; Docket No. R–1401
  • Main Document Checksum:
  • File Type:

Supporting Files

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