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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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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Details:

  • Publisher's site:
  • Description:
    This Federal Register contains 1 Staff Disclosure and 3 comments. The comments can be found in the Supporting Files section.
  • 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)

  • Format:
  • Release Date:
    09/10/2013
  • Update Date:
    10/22/2013
  • Agencies Involved:
    Federal Deposit Insurance Corporation (FDIC)
  • Law Involved:
    Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act)
  • Comment Period End Date:
    11/12/2013
  • Source:
    FDIC Website/GovInfo
  • Effective Date:
    01/01/2014
  • Federal Register Citation Number:
    78 FR 55340
  • 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;
  • RIN Indentifier:
    3064–AD95
  • Main Document Checksum:
  • File Type:

Supporting Files

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