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

doi:s://www.govinfo.gov/

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

03/07/1996
Federal Register Notices

[PDF-147.52 KB]

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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:

No Additional Files

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

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