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 III Proposed Rules D09002ee1c7fc823b D09002ee1c7fc8333 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. This NPR (Standardized Approach NPR) includes proposed changes to the agencies' general risk-based capital requirements for determining risk-weighted assets (that is, the calculation of the denominator of a banking organization's risk-based capital ratios). The proposed changes would revise and harmonize the agencies' rules for calculating risk- weighted assets to enhance risk-sensitivity and address weaknesses identified over recent years, including by incorporating certain international capital standards of the Basel Committee on Banking Supervision (BCBS) set forth in the standardized approach of the "International Convergence of Capital Measurement and Capital Standards: A Revised Framework" (Basel II), as revised by the BCBS between 2006 and 2009, and other proposals addressed in recent consultative papers of the BCBS. In this NPR, the agencies also propose alternatives to credit ratings for calculating risk-weighted assets for certain assets, consistent with section 939A of the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (Dodd-Frank Act). The revisions include methodologies for determining risk-weighted assets for residential mortgages, securitization exposures, and counterparty credit risk. The changes in the Standardized Approach NPR are proposed to take effect on January 1, 2015, with an option for early adoption. The Standardized Approach NPR also would introduce disclosure requirements that would apply to top-tier banking organizations domiciled in the United States with $50 billion or more in total assets, including disclosures related to regulatory capital instruments. In connection with the proposed changes to the agencies' capital rules in this NPR, the agencies are also seeking comment on the two related NPRs published elsewhere in today's Federal Register. The two related NPR's are discussed further in the SUPPLEMENTARY INFORMATION. 77 FR 52888 https://www.govinfo.gov/app/details/FR-2012-08-30/2012-17010 2012-17010 fr30au12-27 RIN 1557-AD46 RIN 3064-AD96 6210-01-P Docket ID OCC-2012-0009 Regulations H, Q, and Y Docket No. R-1442 https://www.govinfo.gov/app/details/FR-2012-08-30/2012-17010 https://www.govinfo.gov/content/pkg/FR-2012-08-30/html/2012-17010.htm https://www.govinfo.gov/content/pkg/FR-2012-08-30/pdf/2012-17010.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 88 p. 52888 52975 77 FR 52888 Title 12 Part 217 12 CFR Part 217 Title 12 Part 324 12 CFR Part 324 Title 12 Part 3 12 CFR Part 3 RIN 1557-AD46 RIN 3064-AD96 Regulatory Capital Rules: Standardized Approach for Risk-Weighted Assets; Market Discipline and Disclosure Requirements; Federal Register Vol. 77, Issue PRORULE 2012-17010 III DEPARTMENT OF THE TREASURY Office of the Comptroller of the Currency FEDERAL RESERVE SYSTEM FEDERAL DEPOSIT INSURANCE CORPORATION 2012-10-22 Docket ID OCC-2012-0009 Regulations H, Q, and Y Docket No. R-1442 6210-01-P 2012-17010 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. This NPR (Standardized Approach NPR) includes proposed changes to the agencies' general risk-based capital requirements for determining risk-weighted assets (that is, the calculation of the denominator of a banking organization's risk-based capital ratios). The proposed changes would revise and harmonize the agencies' rules for calculating risk- weighted assets to enhance risk-sensitivity and address weaknesses identified over recent years, including by incorporating certain international capital standards of the Basel Committee on Banking Supervision (BCBS) set forth in the standardized approach of the "International Convergence of Capital Measurement and Capital Standards: A Revised Framework" (Basel II), as revised by the BCBS between 2006 and 2009, and other proposals addressed in recent consultative papers of the BCBS. In this NPR, the agencies also propose alternatives to credit ratings for calculating risk-weighted assets for certain assets, consistent with section 939A of the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (Dodd-Frank Act). The revisions include methodologies for determining risk-weighted assets for residential mortgages, securitization exposures, and counterparty credit risk. The changes in the Standardized Approach NPR are proposed to take effect on January 1, 2015, with an option for early adoption. The Standardized Approach NPR also would introduce disclosure requirements that would apply to top-tier banking organizations domiciled in the United States with $50 billion or more in total assets, including disclosures related to regulatory capital instruments. In connection with the proposed changes to the agencies' capital rules in this NPR, the agencies are also seeking comment on the two related NPRs published elsewhere in today's Federal Register. The two related NPR's are discussed further in the SUPPLEMENTARY INFORMATION.

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, or Carl Kaminski, Senior 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: Standardized Approach for Risk-weighted Assets; Market Discipline and Disclosure Requirements , bbean@fdic.gov comments@FDIC.gov dariley@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://data.worldbank.org/about/country-classifications http://www.bis.org/publ/bcbs128.htm http://www.bis.org/publ/bcbs157.htm http://www.bis.org/publ/bcbs205.pdf http://www.bis.org/publ/bcbs206.pdf http://www.bis.org/publ/bcbs212.pdf http://www.bis.org/publ/cpss64.pdf?noframes=1 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.gpo.gov/fdsys/pkg/FR-2011-08-25/pdf/2011-21736.pdf http://www.gpo.gov/fdsys/pkg/FR-2011-12-29/pdf/2011-33432.pdf http://www.oecd.org/document/49/0,2340,en_2649_34171_1901105_1_1_1_1,00.html http://www.oecd.org/document/49/0,3746,en_2649_34169_1901105_1_1_1_1,00.html http://www.oecd.org/officialdocuments/publicdisplaydocumentpdf/?cote=TD/PG 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