Risk-Based Capital Standards; Market Risk; Internal Models Backtesting
Advanced Search
Select up to three search categories and corresponding keywords using the fields to the right. Refer to the Help section for more detailed instructions.

Search our Collections & Repository

For very narrow results

When looking for a specific result

Best used for discovery & interchangable words

Recommended to be used in conjunction with other fields

Dates

to

Document Data
Library
People
Clear All
Clear All

For additional assistance using the Custom Query please check out our Help Page

i

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

Filetype[PDF-147.52 KB]



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:
  • Download URL:
  • File Type:

Supporting Files

  • No Additional Files
More +

Related Documents

You May Also Like

Checkout today's featured content at archive.fdic.gov

Version 3.27.1