Regulatory Capital Rules: Advanced Approaches Risk-Based Capital Rule; Market Risk Capital Rule
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Regulatory Capital Rules: Advanced Approaches Risk-Based Capital Rule; Market Risk Capital Rule

Filetype[PDF-1.08 MB]


  • Publisher's site:
  • Corporate Authors:
  • Description:
    This Federal Register contains 1,127 comments. The comments can be found in the Supporting Files section.
  • Content Notes:
    Table 1: Table 1-Standard Supervisory Market Price Volatility Haircuts (Pg 52981-52982)

    Table 2: Table 2-Assignment of Counterparty Weight Under the Simple CVA (Pg 52985)

    Table 3: Table 1-IRB Risk-Based Capital Formulas for Wholesale Exposures to Non-Defaulted Obligors and Segments of Non-Defaulted Retail Exposures (Pg 53010)

    Table 4: Table 2-Standard Supervisory Market Price Volatility Haircuts (Pg 53012)

    Table 5: Table 3-Conversion Factor Matrix for OTC Derivative Contracts (Pg 53014)

    Table 6: Table 4-Assignment of Counterparty Weight (Pg 53018)

    Table 7: Table 5-Risk Weights for Unsettled DvP and PvP Transactions (Pg 53025)

    Table 8: Table 11.1-Scope of Application (Pg 53036)

    Table 9: Table 11.2-Capital Structure (Pg 53036-53037)

    Table 10: Table 11.3-Capital Adequacy (Pg 53037)

    Table 11: Table 11.4-Capital Conservation and Countercylical Buffers(Pg 53037)

    Table 12: Table 11.5-Credit Risk: General Disclosures (Pg 53038)

    Table 13: Table 11.6-Credit Risk: Disclosures for Portfolios Subject to IRB Risk-Based Capital Formulas (Pg 53038)

    Table 14: Table 11.7-General Disclosure for Counterparty Credit Risk of OTC Derivative Contracts, Repo-Style Transactions, and Eligible Margin Loans (Pg 53039)

    Table 15: Table 11.8-Credit Risk Mitigation (Pg 53039)

    Table 16: Table 11.9-Securitization (Pg 53039-53040)

    Table 17: Table 11.10-Operational Risk (Pg 53040-53041)

    Table 18: Table 11.11-Equities Not Subject to Subpart F of This Part (Pg 53041)

    Table 19: Table 11.12-Interest Rate Risk for Non-Trading Activities (Pg 53041)

    Table 20: Table 1-Multiplication Factors Based on Results of Backtesting (Pg 53045)

    Table 21: Table 2-Specific Risk Weighting Factors for Soveriegn Debt Position (Pg 53049)

    Table 22: table 3-Specific Risk-Weighting Factors for Depository Institutions, Foreign Bank, and Credit Union Debt Pensions (Pg 53049)

    Table 23: Table 4-Specific Risk-Weighting Factors for PSE General Obligation Debt Positions (Pg 53050)

    Table 24: Table 5-Specific Risk-Weighting Factors for PSE Revenue Obligation Debt Positions (Pg 53050)

    Table 25: Table 6-Specific Risk Weighting Factors for Corporate Debt Positions Under the Investment Grade Methodology (Pg 53050)

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  • Release Date:
  • 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 217;
  • Comment Period End Date:
  • Source:
    FDIC Website
  • Federal Register Citation Number:
    77 FR 52978
  • CFR Number:
    12 CFR Part 324;12 CFR Part 325;
  • RIN Indentifier:
    1557–AD46;7100 AD–87;3064–AD97;
  • Other Agency Docket IDs:
    Docket No. ID OCC–2012–0010;Regulation Q; Docket No. R–1442;
  • Main Document Checksum:
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  • File Type:

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