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Regulatory Capital Rules: Standardized Approach for Risk- Weighted Assets; Market Discipline and Disclosure Requirements
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08/30/2012
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Description:This Federal Register contains 1,608 comments. The comments can be found in the Supporting Files section.
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Content Notes:Table 1: Table 1-Key Provisions of the Proposed Requirements as Compared to the General Risk-Based Capital Rules (Pg 52893)
Table 2: Table 2-Proposed Risk Weights for Soverign Exposures (Pg 52895)
Table 3: Table 3-Proposed Risk Weights for Exposures to Foreign Banks (Pg 52896)
Table 4: Table 4-Proposed Risk Weights for Exposures to Non-U.S. PSE General Obligations and Revenue Obligations [In Percent] (Pg 52897)
Table 5: Table 5-Proposed Risk Weights for Residential Mortgage Exposures (Pg 52900)
Table 6: Table 6-Conversion Factor Matric for OTC Derivative Contracts (Pg 52903)
Table 7: Table 7-Standard Supervisory Market Price Volatility Haircuts (Pg 52911)
Table 8: Table 8-Proposed Risk Weights for Unsettled DvP and PvP Transactions (Pg 52913)
Table 9: Table 9-Simple Risk-Weight Approach (SRWA) (Pg 52924-52925)
Table 10: (Pg 52939)
Table 11: Conversion Factor Matrix for Derivative Contracts (Pg 52940-52941)
Table 12: (Pg 52942)
Table 13: Standard Supervisory Market Price Volatility Haircuts (Pg 52943)
Table 14: Risk Weights for Foreign Sovereign Exposures (Pg 52943)
Table 15: Risk Weights for Exposures to Foreign Banks (Pg 52944)
Table 16: Risk Weights for Foreign PSE General Obligations (Pg 52944)
Table 17: Risk Weights for Foreign PSE Revenue Obligations (Pg 52944)
Table 18: Comparison of Current Rules vs. Proposal (Pg 52944-52948)
Table 19: Table 1-Risk Weights for Soverign Exposures (Pg 52949)
Table 20: Table 2-Risk Weights for Exposures to Foreign Banks (Pg 52950)
Table 21: Risk Weights for Non-U.S. PSE General Obligations (Pg 52950)
Table 22: Risk Weights for Non-U.S. PSE Revenue Obligations (Pg 52950)
Table 23: Table 6-Risk Weights for Residential Mortgage Exposures (Pg 52951)
Table 24: Table 7-Conversion Factor Matrix for Derivative Contracts (Pg 52952)
Table 25: Table 8-Standard Supervisory Market Price Volatility Haircuts (Pg 52959)
Table 26: Table 9-Risk Weights for Unsettled DvP and PvP Transactions (Pg 52961)
Table 27: Table 14.1-Scope of Application (Pg 52969)
Table 28: Table 14.2-Capital Structure (Pg 52969)
Table 29: Table 14.3-Capital Adequacy (Pg 52969-52970)
Table 30: Table 14.4-Capital Conservation Buffer (Pg 52970)
Table 31: Table 14.5-Credit Risk: General Disclosures (Pg 52970)
Table 32: Table 14.6-General Disclosure for Counterparty Credit Risk-Related Exposures (Pg 52971)
Table 33: Table 14.7-Credit Risk Mitigation (Pg 52971)
Table 34: Table 14.8-Securitization (Pg 52971-52972)
Table 35: Table 14.9-Equities Not Subject to Subpart F of this [Part] (Pg 52972-52973)
Table 36: Table 14.10-Interest Rate Risk for Non-Trading Activities (Pg 52973)
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Dataset Download URL:
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Release Date:08/30/2012
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Agencies Involved:Federal Deposit Insurance Corporation (FDIC);Office of the Comptroller of the Currency (OCC);Board of Governors of the Federal Reserve System;
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Law Involved:Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act)
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Related Regulation:12 CFR Part 3;12 CFR Part 217;
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Comment Period End Date:10/22/2012
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Source:FDIC Website
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Federal Register Citation Number:77 FR 52888
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CFR Number:12 CFR Part 324
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RIN Indentifier:1557–AD46;7100 AD 87;3064–AD96;
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Other Agency Docket IDs:Docket ID OCC–2012–0009;Regulations H, Q, and Y; Docket No. R–1442;
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