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  • Withdrawn Date: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 BeanRyan BillingsleyKarl 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 SettlementsEuropean CommissionEuropean 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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