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federal_register: 06-1533

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document_number title type abstract publication_date pub_year pub_month html_url pdf_url agency_names agency_ids excerpts regulation_id_numbers
06-1533 Risk-Based Capital Guidelines; Market Risk Measure; Securities Borrowing Transactions Rule The Office of the Comptroller of the Currency (OCC), the Board of Governors of the Federal Reserve System (Board), and the Federal Deposit Insurance Corporation (FDIC) (collectively, the Agencies) are issuing a final rule that amends their market risk rules to revise the risk-based capital treatment for cash collateral that is posted in connection with securities borrowing transactions. This final rule will make permanent, and expand the scope of, an interim final rule issued in 2000 (the interim rule) that reduced the capital requirement for certain cash-collateralized securities borrowing transactions of banks and bank holding companies (banking organizations) that have adopted the market risk rule. This action more appropriately aligns the capital requirements for these transactions with the risk involved and provides a capital treatment for U.S. banking organizations that is more in line with the capital treatment to which their domestic and foreign competitors are subject. 2006-02-22 2006 2 https://www.federalregister.gov/documents/2006/02/22/06-1533/risk-based-capital-guidelines-market-risk-measure-securities-borrowing-transactions https://www.govinfo.gov/content/pkg/FR-2006-02-22/pdf/06-1533.pdf Treasury Department; Comptroller of the Currency; Federal Reserve System; Federal Deposit Insurance Corporation 497,80,188,164 The Office of the Comptroller of the Currency (OCC), the Board of Governors of the Federal Reserve System (Board), and the Federal Deposit Insurance Corporation (FDIC) (collectively, the Agencies) are issuing a final rule that amends their market risk... 1557-AC90, 3064-AC46

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