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Risk-Based Capital Standards; Market Risk; Internal Models Backtesting
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Publisher's site:
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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)
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Dataset Download URL:
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Format:
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Release Date:03/07/1996
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Agencies Involved:Federal Deposit Insurance Corporation (FDIC)Office of the Comptroller of the Currency (OCC)Board of Governors of the Federal Reserve System
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Law Involved:Regulatory Flexibility Act (RFA)Paperwork Reduction Act
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Other Institutions Involved:Basle Committee on Banking SupervisionGroup of 10 (G-10)
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Related Regulation:12 CFR Part 312 CFR Parts 208, 225Exec.Order 12866
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Comment Period End Date:04/05/1996
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Source:FDIC Website/GovInfo
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Federal Register Citation Number:61 FR 9114
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CFR Number:12 CFR Part 325
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RIN Indentifier:RIN 3064-AB72RIN 1557-AB14
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Other Agency Docket IDs:Docket No. 96-05Regulations H and Y; Docket No. R-0884
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Main Document Checksum:
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File Type:
Supporting Files
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No Additional Files
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