dockets: OCC-2010-0003

Regulatory dockets from Regulations.gov — containers for related documents and comments in a rulemaking proceeding.

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id agency_id title docket_type last_modified object_id rin dkabstract category subtype keywords program short_title effective_date organization attrs_raw attr_source
OCC-2010-0003 OCC Risk-Based Capital Guidelines: Market Risk Rulemaking 2023-02-02T07:46:06Z 0b00006480a85bd9 Not Assigned 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.     ["capital"]         {"displayProperties": [], "keywords": ["capital"], "modifyDate": "2023-02-02T07:46:06Z", "dkAbstract": "The Office of the Comptroller of the Currency (OCC), Board of \r\nGovernors of the Federal Reserve System (Board), and Federal Deposit \r\nInsurance Corporation (FDIC) are requesting comment on a proposal to \r\nrevise their market risk capital rules to modify their scope to better \r\ncapture positions for which the market risk capital rules are \r\nappropriate; reduce procyclicality in market risk capital requirements; \r\nenhance the rules' sensitivity to risks that are not adequately \r\ncaptured under the current regulatory measurement methodologies; and \r\nincrease transparency through enhanced disclosures. The proposal does \r\nnot include the methodologies adopted by the Basel Committee on Banking \r\nSupervision for calculating the specific risk capital requirements for \r\ndebt and securitization positions due to their reliance on credit \r\nratings, which is impermissible under the Dodd-Frank Wall Street Reform \r\nand Consumer Protection Act. The proposal, therefore, retains the \r\ncurrent specific risk treatment for these positions until the agencies \r\ndevelop alternative standards of creditworthiness as required by the \r\nAct. The proposed rules are substantively the same across the agencies.\r\n\r\n", "agencyId": "OCC", "program": null, "shortTitle": null, "subType2": null, "title": "Risk-Based Capital Guidelines: Market Risk", "generic": null, "field1": null, "docketType": "Rulemaking", "petitionNbr": null, "rin": "Not Assigned", "organization": null, "legacyId": null, "subType": null, "category": null, "field2": null, "effectiveDate": null, "objectId": "0b00006480a85bd9"} single_get

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