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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:
  • 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)
  • 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 3 ; 12 CFR 217 ;
  • Comment Period End Date:
    10/22/2012
  • Source:
    FDIC Website
  • Federal Register Citation Number:
    77 FR 52888
  • CFR Number:
    12 CFR 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:
  • File Type:

Supporting Files

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