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federal_register: 2012-16761

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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
2012-16761 Regulatory Capital Rules: Advanced Approaches Risk-Based Capital Rule; Market Risk Capital Rule Proposed 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 seeking comment on three notices of proposed rulemaking (NPRs) that would revise and replace the agencies' current capital rules. In this NPR (Advanced Approaches and Market Risk NPR) the agencies are proposing to revise the advanced approaches risk-based capital rule to incorporate certain aspects of "Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems" (Basel III) that the agencies would apply only to advanced approach banking organizations. This NPR also proposes other changes to the advanced approaches rule that the agencies believe are consistent with changes by the Basel Committee on Banking Supervision (BCBS) to its "International Convergence of Capital Measurement and Capital Standards: A Revised Framework" (Basel II), as revised by the BCBS between 2006 and 2009, and recent consultative papers published by the BCBS. The agencies also propose to revise the advanced approaches risk- based capital rule to be consistent with Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (Dodd-Frank Act). These revisions include replacing references to credit ratings with alternative standards of creditworthiness consistent with section 939A of the Dodd- Frank Act. Additionally, the OCC and FDIC are proposing that the market risk capital rule be applicable to federal and state savings associations, and the Board is proposing that the advanced approaches and market risk capital rules apply to top-tier savings and loan holding companies domiciled in the United States that meet the applicable thresholds. In addition, this NPR would codify the market risk rule consistent with the proposed codification of the other regulatory capital rules across the three proposals. 2012-08-30 2012 8 https://www.federalregister.gov/documents/2012/08/30/2012-16761/regulatory-capital-rules-advanced-approaches-risk-based-capital-rule-market-risk-capital-rule https://www.govinfo.gov/content/pkg/FR-2012-08-30/pdf/2012-16761.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 seeking comment on three notices of proposed...  

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