Details:

Publisher's site:
https://www.fdic.gov/|FDIC.gov
Corporate Authors:
Federal Deposit Insurance Corporation (FDIC)
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:
https://www.fdic.gov/regulations/laws/federal/2012-ad-95-96-97/2012-08-30_proposed-rule_ad96.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 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:
[+]
urn:sha256:519e3e74bb0683f0b86efc1c69fa76d0bef6c12056c8057d082044ec19dc1c99
Download URL:
https://archive.fdic.gov/view/fdic/5902/fdic_5902_DS1.pdf
File Type:

Supporting Files

• Comments and Staff Disclosures

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