Risk-Based Capital Guidelines: Market Risk

Details

• Publisher's site:
  https://www.fdic.gov/|FDIC.gov
• Corporate Authors:
  Federal Deposit Insurance Corporation (FDIC)
• 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)
• Dataset Download URL:
  https://www.fdic.gov/regulations/laws/federal/2011/11proposedjan11.pdf
• Format:
  PDF
• 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 3 ; 12 CFR Part 208 ; 12 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–AC99 ; RIN 7100–AD61 ; RIN 3064–AD70
• Other Agency Docket IDs:
  Docket ID: OCC–2010–0003 ; Regulations H and Y; Docket No. R–1401
• Language:
  Eng
• Download URL:
  https://archive.fdic.gov/view/fdic/5854/fdic_5854_DS1.pdf
• File Type:
  [PDF - 324.19 KB]
• Collection(s):
  Federal Register Notices
• Main Document Checksum:
  urn:sha256:87f729b77f2058f41cd9429bb76711e084360f1772e77c785daf72e82c4dc5ef