federal_register: 07-811
Data license: Public Domain (U.S. Government data) · Data source: Federal Register API & Regulations.gov API
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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07-811 | Proposed Supervisory Guidance for Internal Ratings-Based Systems for Credit Risk, Advanced Measurement Approaches for Operational Risk, and the Supervisory Review Process (Pillar 2) Related to Basel II Implementation | Notice | The Agencies are publishing for comment three documents that set forth proposed supervisory guidance for implementing proposed revisions to the risk-based capital standards in the United States (New Advanced Capital Adequacy Framework or proposed framework). These proposed revisions, which would implement the "International Convergence of Capital Measurement and Capital Standards: A Revised Framework," published in June 2004 by the Basel Committee on Banking Supervision (Basel II), in the United States, were published in the Federal Register on September 25, 2006 as a notice of proposed rulemaking (NPR or proposed rule). The proposed framework outlined in the NPR would require some and permit other qualifying banks to calculate their regulatory risk-based capital requirements using an internal ratings-based (IRB) approach for credit risk and the advanced measurement approaches (AMA) for operational risk (together, the advanced approaches); it also provides guidelines for the supervisory review process (Pillar 2). The proposed supervisory guidance documents provide additional detail for the advanced approaches and the supervisory review process that should help banks satisfy the qualification requirements in the NPR. | 2007-02-28 | 2007 | 2 | https://www.federalregister.gov/documents/2007/02/28/07-811/proposed-supervisory-guidance-for-internal-ratings-based-systems-for-credit-risk-advanced | https://www.govinfo.gov/content/pkg/FR-2007-02-28/pdf/07-811.pdf | Treasury Department; Comptroller of the Currency; Federal Reserve System; Federal Deposit Insurance Corporation; Thrift Supervision Office | 497,80,188,164,489 | The Agencies are publishing for comment three documents that set forth proposed supervisory guidance for implementing proposed revisions to the risk-based capital standards in the United States (New Advanced Capital Adequacy Framework or proposed... |