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

Details

• Publisher's site:
  https://www.govinfo.gov/
• Corporate Authors:
  Federal Deposit Insurance Corporation (FDIC)
• 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:
  https://www.govinfo.gov/content/pkg/FR-1996-03-07/pdf/96-5235.pdf
• Format:
  PDF
• 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:
  urn:sha256:6290e7eb2c3e4ecd122857ceca790cf7271beab3a92f79e33935861656adfe3d
• Download URL:
  https://archive.fdic.gov/view/fdic/7739/fdic_7739_DS1.pdf
• File Type:
  [PDF - 147.52 KB ]