United States Government Publishing Office publisher pbl distributor dst United States National Archives and Records Administration Office of the Federal Register author aut Government Organization text government publication eng FR Regulatory Information 2012_register executive 2012-08-30 article Part IV Proposed Rules D09002ee1c7fc823c D09002ee1c7fc8334 United States Department of the Treasury originator org United States Government Agency or Subagency United States Office of the Comptroller of the Currency originator org United States Government Agency or Subagency United States Federal Reserve System originator org United States Government Agency or Subagency United States Federal Deposit Insurance Corporation originator org United States Government Agency or Subagency 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. 77 FR 52978 https://www.govinfo.gov/app/details/FR-2012-08-30/2012-16761 2012-16761 fr30au12-28 RIN 1557-AD46 RIN 7100 AD87 RIN 3064-AD97 P Docket No. ID OCC-2012-0010 Regulation Q Docket No. R-1442 https://www.govinfo.gov/app/details/FR-2012-08-30/2012-16761 https://www.govinfo.gov/content/pkg/FR-2012-08-30/html/2012-16761.htm https://www.govinfo.gov/content/pkg/FR-2012-08-30/pdf/2012-16761.pdf Banks Banking Federal Reserve System Holding Companies Securities Administrative Practices and Procedure Capital National Banks Reporting and Recordkeeping Requirements Risk Administrative Practice and Procedure Capital Adequacy Savings Associations State Non-Member Banks 80 p. 52978 53057 77 FR 52978 Title 12 Part 217 12 CFR Part 217 Title 12 Part 324 12 CFR Part 324 Title 12 Part 325 12 CFR Part 325 Title 12 Part 3 12 CFR Part 3 RIN 1557-AD46 RIN 7100 AD87 RIN 3064-AD97 Regulatory Capital Rules: Advanced Approaches Risk-Based Capital Rule; Market Risk Capital Rule; Federal Register Vol. 77, Issue PRORULE 2012-16761 IV DEPARTMENT OF THE TREASURY Office of the Comptroller of the Currency FEDERAL RESERVE SYSTEM FEDERAL DEPOSIT INSURANCE CORPORATION 2012-10-22 Docket No. ID OCC-2012-0010 Regulation Q Docket No. R-1442 P 2012-16761 Joint notice of proposed rulemaking.

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.

Comments must be submitted on or before October 22, 2012. OCC: Margot Schwadron, Senior Risk Expert, (202) 874-6022, David Elkes, Risk Expert, (202) 874-3846, or Mark Ginsberg, Risk Expert, (202) 927-4580, or Ron Shimabukuro, Senior Counsel, Patrick Tierney, Counsel, Carl Kaminski, Senior Attorney, or Kevin Korzeniewski, Attorney, Legislative and Regulatory Activities Division, (202) 874-5090, Office of the Comptroller of the Currency, 250 E Street SW., Washington, DC 20219. Banks Banking Federal Reserve System Holding Companies Securities Administrative Practices and Procedure Capital National Banks Reporting and Recordkeeping Requirements Risk Administrative Practice and Procedure Capital Adequacy Savings Associations State Non-Member Banks Regulatory Capital Rules: Advanced Approaches Risk-Based Capital Rule; Market Risk Capital Rule , bbean@fdic.gov comments@FDIC.gov gfeder@fdic.gov kreitz@fdic.gov mhandzlik@fdic.gov mphillips@fdic.gov rbillingsley@fdic.gov rclougherty@fdic.gov regs.comments@federalreserve.gov regs.comments@occ.treas.gov http://www.bis.org http://www.bis.org/publ/bcbs157.htm http://www.bis.org/publ/bcbs189.htm http://www.bis.org/publ/cpss64.pdf http://www.FDIC.gov/regulations/laws/federal/propose.html http://www.fdic.gov/regulations/laws/federal/propose/html http://www.federalreserve.gov http://www.federalreserve.gov/generalinfo/foia/ProposedRegs.cfm http://www.regulations.gov Regulations.gov Vol. 77, no. 169 Office of the Federal Register, National Archives and Records Administration 2012-08-30 continuing daily deposited born digital 560 p. Table of Contents: AE 2.7: GS 4.107: AE 2.106: KF70.A2 https://www.govinfo.gov/app/details/FR-2012-08-30 P0b002ee18348b0f7 0097-6326 0042-1219 0364-1406 769-004-00000-9 000582072 f:fr30au12 https://www.govinfo.gov/app/details/FR-2012-08-30 https://www.govinfo.gov/content/pkg/FR-2012-08-30/pdf/FR-2012-08-30.pdf https://www.govinfo.gov/content/pkg/FR-2012-08-30/xml/FR-2012-08-30.xml fdlp 52587 53139 DGPO 2012-08-30 2024-06-03 FR-2012-08-30 machine generated eng FR FR-2012-08-30 77 169