Regulatory Capital Rules: Standardized Approach for Risk- Weighted Assets; Market Discipline and Disclosure Requirements
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Regulatory Capital Rules: Standardized Approach for Risk- Weighted Assets; Market Discipline and Disclosure Requirements

Filetype[PDF-1.12 MB]



Details:

  • Publisher's site:
  • Corporate Authors:
  • Description:
    This Federal Register contains 1,608 comments. The comments can be found in the Supporting Files section.
  • 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)

  • Dataset Download URL:
  • 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 52888
  • CFR Number:
    12 CFR Part 324
  • RIN Indentifier:
    1557–AD46;7100 AD 87;3064–AD96;
  • Other Agency Docket IDs:
    Docket ID OCC–2012–0009;Regulations H, Q, and Y; Docket No. R–1442;
  • Main Document Checksum:
  • Download URL:
  • File Type:

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