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-1.67 MB]



Details:

  • Publisher's site:
  • Description:
    The federal bank regulatory agencies (the agencies) have jointly issued the attached Notice of Proposed Rulemaking (proposed rule) that would revise the measurement of risk-weighted assets by implementing changes made by the Basel Committee on Banking Supervision (BCBS) to international regulatory capital standards and by implementing aspects of the Dodd-Frank Act.
  • Subject:
  • Format:
  • Release Date:
    06/18/2012
  • Update Date:
    11/14/2018
  • Withdrawn Date:
    12/01/2018
  • Agencies Involved:
    Federal Deposit Insurance Corporation (FDIC);Board of Governors of the Federal Reserve System (The Fed);Office of the Comptroller of the Currency (OCC);National Credit Union Administration (NCUA);Government National Mortgage Association (Ginnie Mae);Federal National Mortgage Association (Fannie Mae);Federal Home Loan Mortgage Corporation (Freddie Mac);Federal Agricultural Mortgage Corporation (Farmer Mac);
  • Fdic Employee Involved:
    Bobby Bean;Ryan Billingsley;Karl Reitz;
  • Law Involved:
    Dodd-Frank Wall Street Reform and Consumer Protection Act
  • Other Institutions Involved:
    Basel Committee on Banking Supervision (BCBS);International Monetary Fund (IMF);Bank for International Settlements;European Commission;European Central Bank;
  • Related Regulation:
    12 CFR Part 325
  • Comment Period End Date:
    10/22/2012
  • Source:
    FDIC Website
  • Memorandum To:
    FDIC-Supervised Banks (Commercial and Savings)
  • FIL Number:
    FIL-27-2012
  • Main Document Checksum:
  • File Type:

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