Risk-Based Capital Standards; Market Risk; Internal Models Backtesting
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Risk-Based Capital Standards; Market Risk; Internal Models Backtesting

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Details:

  • Publisher's site:
  • Corporate Authors:
  • Content Notes:
    Cites 60 FR 38082, 60 FR 38095, 60 FR 38116, 60 FR 38129

    Section 5(d)(4) Table: Adjustment to Multiplication Factor from Results of Backtesting Based on 250 Trading Outcomes (Pg 9117)

    Table A: Adjustment to Multiplication Factor from Results of Backtesting Based on 250 Trading Outcomes (Pg 9118, 9119)

  • Dataset Download URL:
  • Format:
  • Release Date:
    03/07/1996
  • 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:
    Regulatory Flexibility Act (RFA);Paperwork Reduction Act;
  • Other Institutions Involved:
    Basle Committee on Banking Supervision;Group of 10 (G-10);
  • Related Regulation:
    12 CFR Part 3;12 CFR Parts 208, 225;Exec.Order 12866;
  • Comment Period End Date:
    04/05/1996
  • Source:
    FDIC Website/GovInfo
  • Federal Register Citation Number:
    61 FR 9114
  • CFR Number:
    12 CFR Part 325
  • RIN Indentifier:
    RIN 3064-AB72;RIN 1557-AB14;
  • Other Agency Docket IDs:
    Docket No. 96-05;Regulations H and Y; Docket No. R-0884;
  • Main Document Checksum:
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  • File Type:

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