Risk-Based Capital Guidelines: Market Risk

16 organizations filed 21 public comments on Risk-Based Capital Guidelines: Market Risk, at the Office of the Comptroller of the Currency. The comment window closed 5289d ago.

Abstract

The Office of the Comptroller of the Currency (OCC), Board of Governors of the Federal Reserve System (Board), and Federal Deposit Insurance Corporation (FDIC) are requesting comment on a proposal to revise their market risk capital rules to modify their scope to better capture positions for which the market risk capital rules are appropriate; reduce procyclicality in market risk capital requirements; enhance the rules' sensitivity to risks that are not adequately captured under the current regulatory measurement methodologies; and increase transparency through enhanced disclosures. The proposal does not include the methodologies adopted by the Basel Committee on Banking Supervision for calculating the specific risk capital requirements for debt and securitization positions due to their reliance on credit ratings, which is impermissible under the Dodd-Frank Wall Street Reform and Consumer Protection Act. The proposal, therefore, retains the current specific risk treatment for these positions until the agencies develop alternative standards of creditworthiness as required by the Act. The proposed rules are substantively the same across the agencies.

Commenters (16)

• American Bankers Associationtrade assoc.

  3 filings · confidence 97%
• American Bankers Association 1trade assoc.

  2 filings · confidence 85%
• Kamakura Corporation 1unverified attribution

  2 filings · confidence 70%
• The Financial Services Roundtabletrade assoc.

  2 filings · confidence 85%
• American Bankers Association 2trade assoc.

  1 filing · confidence 85%
• Commercial Real Estate Finance Counciltrade assoc.

  1 filing · confidence 85%
• Committee on Capital Markets Regulationtrade assoc.

  1 filing · confidence 85%
• Kamakura Corporation 2unverified attribution

  1 filing · confidence 70%
• Kamakura Corporation 3unverified attribution

  1 filing · confidence 70%
• Kamakura Corporation 4unverified attribution

  1 filing · confidence 70%
• Kamakura Corporation 5unverified attribution

  1 filing · confidence 70%
• Mortgage Bankers Associationtrade assoc.

  1 filing · confidence 97%
• Oregon Bankers Associationtrade assoc.

  1 filing · confidence 85%
• State Street Corporationunverified attribution

  1 filing · confidence 70%
• The Clearing House Association L.L.C.; American Bankers Assn.; Institute of International Finance; ISDA; Sifmatrade assoc.

  1 filing · confidence 85%
• The Financial Servies Roundtabletrade assoc.

  1 filing · confidence 85%