Details:

Publisher's site:
https://www.fdic.gov/|FDIC.gov
Corporate Authors:
Federal Deposit Insurance Corporation (FDIC)
Content Notes:
Table 1: Table 1-Mapping of CRC to Risk Weights Under the Basel Accord (Pg 53075)

Table 2: Table 2-Specific Risk-Weighting Factors for Sovereign Debt Positions (Pg 53075)

Table 3: Table 3-Specific Risk-Weighting Factors for Depository Institution, Foreign Bank, and Credit Union Debt Positions (Pg 53077)

Table 4: Table 4-Specific Risk-Weighting Factors for PSE General Obligation Debt Positions (Pg 53078)

Table 5: Table 5-Specific Risk-Weighting Factors for PSE Revenue Obligtation Debt Positions (Pg 53078)

Table 6-Specific Risk-Weighting Factors for Corporate Debt Positins Under the Investment Grade Methodology (Pg 53080)

Table 7: Table 1-Trading Book Measures of OCC-Regulated Organizations Affected by the Market Risk Rule [Call Reports as of December 31, 2011, $ in billions] (Pg 53095)

Table 8: Table 2-Estimated Annual Hours for Creditworthiness Measurement Activities for Institutions Subject to the Market Risk Rule (Pg 53097)

Table 9: Table 3-Estimated Costs of Credit Rating Alternatives to the Market Risk Rule (Pg 53097)

Table 10: Table 4-Alternative A: Impact of Variations in Trading Book Size Threshold [December 31, 2011 Call Reports] (Pg 53098)

Table 11: Table 5-Alternative B: Impact of Variations in Size Threshold Conditions [December 31, 2011 Call Reports] (Pg 53098)

Table 12: Table 1-Multiplication Factors Based on Results of Backtesting (Pg 53104)

Table 13: Table 2-Specific Risk-Weighting Factors for Soveriegn Debt Positions (Pg 53107)

Table 14: Table 3-Specific Risk-Weighting Factors for Depository Institution, Foreign Bank, and Credit Union Debt Positions (Pg 53108)

Table 15: Table 4-Specific Risk-Weighting Factors for PSE General Obligation Debt Positions (Pg 53108)

Table 16: Table 5-Specific Risk-Weighting Factors for PSE Revenue Obligationo Debt Positions (Pg 53108-53109)

Table 17: Table 6-Specific Risk-Weighting Factors for Corporate Debt Positions Under the Investment Grade Methodology (Pg 53109)


Dataset Download URL:
https://www.fdic.gov/regulations/laws/federal/2012/2012-08-30_final-rule.pdf
Release Date:
08/30/2012
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;
Source:
FDIC Website
Effective Date:
01/30/2012
Federal Register Citation Number:
77 FR 53060
CFR Number:
12 CFR Part 325
RIN Indentifier:
1557–AC99;7100–AD61;3064–AD70;
Other Agency Docket IDs:
Docket ID: OCC–2012–0002;Regulations H and Y; Docket No. R–1401;
Main Document Checksum:
[+]
urn:sha256:124ebdccb3ac8a64b3dd2cee0b064a730cf1e4acb0494df0a782c18abab40d90
Download URL:
https://archive.fdic.gov/view/fdic/5900/fdic_5900_DS1.pdf
File Type:

Supporting Files

• No Additional Files

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