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This Document Has Been Replaced By: Regulatory Capital Rules: Regulatory Capital, Implementation of Basel III, Capital Adequacy, Transition Provisions, Prompt Corrective Action, Standardized Approach for Riskweighted Assets, Market Discipline and Disclosure Requirements, Advanced Approaches Risk-Based Capital Rule, and Market Risk Capital Rule
Superseded
This Document Has Been Replaced By: Regulatory Capital Rules: Regulatory Capital, Implementation of Basel III, Capital Adequacy, Transition Provisions, Prompt Corrective Action, Standardized Approach for Riskweighted Assets, Market Discipline and Disclosure Requirements, Advanced Approaches Risk-Based Capital Rule, and Market Risk Capital Rule
Regulatory Capital Rules: Regulatory Capital, Implementation of Basel III, Capital Adequacy, Transition Provisions, Prompt Corrective Action, Standardized Approach for Riskweighted Assets, Market Discipline and Disclosure Requirements, Advanced Approaches Risk-Based Capital Rule, and Market Risk Capital Rule
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09/10/2013
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Description:This Federal Register contains 1 Staff Disclosure and 3 comments. The comments can be found in the Supporting Files section.
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Content Notes:Table 1: (Pg 55349)
Table 2: Table 1-Capital Conservation Buffer and Maximum Payout Ration (Pg 55357)
Table 3: Table 2-Example of Weighted Average Buffer Calculation for an Advanced Approaches FDIC-Supervised Institution (Pg 55359)
Table 4: Table 3-Capital Conservation Buffer and Maximum Payout Ratio (Pg 55360)
Table 5: Table 4-PCA Levels for All Insured Depository Institutions (Pg 55361)
Chart 1: Treatment of Investments in the Capital of Unconsolidated Financial Institutions (Pg 55387)
Table 6: Table 5-Regulatory Capital Levels for Advanced Approaches FDIC-Supervised Institutions (Pg 55394)
Table 7: Table 6-Regulatory Capital Levels for Non-Advanced Approaches FDIC-Supervised Institutions (Pg 55394)
Table 8: Table 7-Transition Provision for the Capital Conservation and Countercyclical Capital Buffer (Pg 55394-55395)
Table 9: Table 8-Transition Deductions Under Section 324.22(a)(1) and Sections 324.22(a)(3)-(a)(7) of the Interim Final Rule (Pg 55396)
Table 10: Table 9-Transition Deductions Under Section 22(a)(2) of the Proposal (Pg 55396)
Table 11: Table 10-Transition Adjustments Under Section 324.22(b)(1) (Pg 55397)
Table 12: Table 11-Percentage of the Transition AOCI Adjustment Amount (Pg 55397)
Table 13: Table 12-Percentage of Unrealized Gains on AFS Preferred Stock Classified as an Equity Security Under GAAP and AFS Equity Exposures that may be Included in Tier 2 Capital (Pg 55398)
Table 14: Table 13-Transition Deductions Under Sections 22(c) and 22(d) of the Proposal (Pg 55398)
Table 15: Table 14-Percentage of Non-Qualifying Capital Instruments Issued Prior to September 12, 2010 Includable in Additional Tier 1 or Tier 2 Capital (Pg 55399)
Table 16: Table 16-Percentage of the Amount of Surplus or Non-Qualifying Minority Interest Includable in Regulatory Capital During Transition Period (Pg 55399)
Table 17: Table 17-Risk Weights for Sovereign Exposures (Pg 55402)
Table 18: Table 18-Risk Weights for Exposures to Non-U.S. PSE General Obligations and Revenue Obligations [In percent] (Pg 55404)
Table 19: Table 19-Conversion Factor Matrix for OTC Derivative Contracts (Pg 55413)
Table 20: Table 20-Holding Periods and Scaling Factors (Pg 55418)
Chart 2: FDIC-Supervised Institution Clearing Member (Bank CM)-Own Account (Pg 55420)
Chart 3: Bank CM-Client Trade (Pg 55420)
Table 21: Table 21-Risk Weights for Various Cleared Transactions (Pg 55421)
Table 22: Table 22-Standard Supervisory Market Price Volatility Haircuts (Pg 55427)
Table 23: Table 23-Risk Weights for Unsettled DvP and PvP Transactions (Pg 55429)
Table 24: Table 24-Simple Risk-Weight Approach (Pg 55442)
Table 25: Table 25-Standard Supervisory Market Price Volatility Haircuts (Pg 55449)
Table 26: Table 26-Assignment of Counterparty Weight Under the Simple CVA (Pg 55454)
Table 27: Table 1 to § 324.11—Calculation of Maximum Payout Amount (Pg 55488)
Table 28: Table 1 to § 324.32—Risk Weights for Sovereign Exposures (Pg 55497-55498)
Table 29: Table 2 to § 324.32—Risk Weights for Exposures to Foreign Banks (Pg 55498)
Table 30: Table 3 to § 324.32—Risk Weights for Non-U.S. PSE General Obligations (Pg 55498-55499)
Table 31: Table 4 to § 324.32—Risk Weights for Non-U.S. PSE Revenue Obligations (Pg 55499)
Table 32: Table 1 to § 324.34—Conversion Factor Matrix for Derivative Contracts (Pg 55500)
Table 33: Table 1 to § 324.37—Standard Supervisory Market Price Volatility Haircuts (Pg 55507)
Table 34: Table 1 to § 324.38—Risk Weights for Unsettled DvP and PvP Transactions (Pg 55509)
Table 35: Table 1 to § 324.63—Scope of Application (Pg 55518-55519)
Table 36: Table 2 to § 324.63—Capital Structure (Pg 55519)
Table 37: Table 3 to § 324.63—Capital Adequacy (Pg 55519)
Table 38: Table 4 to § 324.63—Capital Conservation Buffer (Pg 55519)
Table 39: Table 5 to § 324.63—Credit Risk: General Disclosures (Pg 55520)
Table 40: Table 6 to § 324.63—General Disclosure for Counterparty Credit Risk-Related Exposures (Pg 55521)
Table 41: Table 7 to § 324.63—Credit Risk Mitigation (Pg 55521)
Table 42: Table 8 to § 324.63—Securitization (Pg 55521-55522)
Table 43: Table 9 to § 324.63—Equities Not Subject to Subpart F of this Part (Pg 55523)
Table 44: Table 10 to § 324.63—Interest Rate Risk for Non-Trading Activities (Pg 55523)
Table 45: Table 1 to § 324.131-IRB Risk-Based Capital Formulas for Wholesale Exposures to Non-Defaulted Obligors and Segments of Non-Defaulted Retail Exposures (Pg 55534)
Table 46: Table 1 to § 324.132—Standard Supervisory Market Price Volatility Haircuts (Pg 55537)
Table 47: Table 2 to § 324.132—Conversion Factor Matrix for OTC Derivative Contracts (Pg 55539)
Table 48: Table 3 to § 324.132—Assignment of Counterparty Weight (Pg 55544)
Table 49: Table 1 to § 324.136—Risk Weights for Unsettled DvP and PvP Transactions (Pg 55553)
Table 50: Table 1 to § 324.173—Scope of Application (Pg 55566)
Table 51: Table 2 to § 324.173—Capital Structure (Pg 55566-55567)
Table 52: Table 3 to § 324.173—Capital Adequacy (Pg 55567)
Table 53: Table 4 to § 324.173—Capital Conservation and Countercyclical Capital Buffers (Pg 55567)
Table 54: Table 5 to § 324.173—Credit Risk: General Disclosures (Pg 55568)
Table 55: Table 6 to § 324.173—Credit Risk: Disclosures for Portfolios Subject to IRB Risk-Based Capital Formulas (Pg 55568-55569)
Table 56: Table 7 to § 324.173—General Disclosure for Counterparty Credit Risk of OTC Derivative Contracts, Repo-Style Transactions, and Eligible Margin Loans (Pg 55569-55570)
Table 57: Table 8 to § 324.173—Credit Risk Mitigation (Pg 55570)
Table 58: Table 9 to § 324.173—Securitization (Pg 55570-55571)
Table 59: Table 10 to § 324.173—Operational Risk (Pg 55572)
Table 60: Table 11 to § 324.173—Equities Not Subject to Subpart F of this Part (Pg 55572)
Table 61: Table 12 to § 324.173—Interest Rate Risk for Non-Trading Activities (Pg 55572)
Table 62: Table 1 to § 324.204—Multiplication Factors Based on Results on Backtesting (Pg 55576)
Table 63: Table 1 to § 324.210—Specific Risk-Weighting Factors for Sovereign Debt Positions (Pg 55580-55581)
Table 64: Table 2 to § 324.210—Specific Risk-Weighting Factors for Depository Institution, Foreign Bank, and Credit Union Debt Positions (Pg 55581)
Table 65: Table 3 to § 324.210—Specific Risk-Weighting Factors for PSE General Obligation Debt Positions (Pg 55582)
Table 66: Table 4 to § 324.210—Specific Risk-Weighting Factors for PSE Revenue Obligation Debt Positions (Pg 55582)
Table 67: Table 5 to § 324.210—Specific Risk-Weighting Factors for Corporate Debt Positions Under the Investment Grade Methodology (Pg 55582)
Table 68: Table 1 to § 324.300 (Pg 55586-55587)
Table 69: Table 2 to § 324.300 (Pg 55588)
Table 70: Table 3 to § 324.300 (Pg 55588)
Table 71: Table 4 to § 324.300 (Pg 55588)
Table 72: Table 5 to § 324.300 (Pg 55589)
Table 73: Table 6 to § 324.300 (Pg 55589)
Table 74: Table 7 to § 324.300 (Pg 55589-55590)
Table 75: Table 8 to § 324.300 (Pg 55590)
Table 76: Table 9 to § 324.300 (Pg 55590-55591)
Table 77: Table 1 to Appendix A-Designated Federal Laws and Regulations Applicable to: (Pg 55596-55597)
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Dataset Download URL:
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Format:
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Release Date:09/10/2013
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Update Date:10/22/2013
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Agencies Involved:Federal Deposit Insurance Corporation (FDIC)
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Law Involved:Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act)
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Comment Period End Date:11/12/2013
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Source:FDIC Website/GovInfo
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Effective Date:01/01/2014
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Federal Register Citation Number:78 FR 55340
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CFR Number:12 CFR Part 303;12 CFR Part 308;12 CFR Part 324;12 CFR Part 327;12 CFR Part 333;12 CFR Part 337;12 CFR Part 349;12 CFR Part 360;12 CFR Part 362;12 CFR Part 363;12 CFR Part 364;12 CFR Part 365;12 CFR Part 390;12 CFR Part 391;
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RIN Indentifier:3064–AD95
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