Details:

Publisher's site:
https://www.fdic.gov/|FDIC.gov
Corporate Authors:
Federal Deposit Insurance Corporation (FDIC)
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)


Dataset Download URL:
https://www.fdic.gov/regulations/laws/federal/2012-ad-95-96-97/2012-08-30_proposed-rule_ad97.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 217;
Comment Period End Date:
10/22/2012
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:
[+]
urn:sha256:e9a393e1b1ca3e649027bccf731ca956757a63917a3783ac10a5aaf3001808d1
Download URL:
https://archive.fdic.gov/view/fdic/5901/fdic_5901_DS1.pdf
File Type:

Supporting Files

• Comments and Staff Disclosures

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