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TREAS/OCC RIN: 1557-AC99 Publication ID: Fall 2010 
Title: Risk-Based Capital Standards: Market Risk 
Abstract: The Federal banking agencies are developing a proposal to revise their market risk capital rules to better capture positions for which the market risk capital rules are appropriate; reduce procyclicality in market risk capital requirements; enhance the rulesÂ’ sensitivity to risks that are not adequately captured under the current regulatory measurement methodologies; and increase transparency through enhanced disclosures. This joint proposal will incorporate much of the Federal banking agencies' 2006 notice of proposed rulemaking, as well as further revisions to the international market risk framework (and associated guidance) published by the Basel Committee on Banking Supervision in July 2009. These publications include Revisions to the Basel II Market Risk Framework, Guidelines for Computing Capital for Incremental Risk in the Trading Book, and Enhancements to the Basel II Framework. 
Agency: Department of the Treasury(TREAS)  Priority: Economically Significant 
RIN Status: Previously published in the Unified Agenda Agenda Stage of Rulemaking: Proposed Rule Stage 
Major: Yes  Unfunded Mandates: No 
CFR Citation: 12 CFR 3   
Legal Authority: 12 USC 1 et seq    12 USC 93a    12 USC 161    12 USC 1818    12 USC 3907    12 USC 3909   
Legal Deadline:  None
Timetable:
Action Date FR Cite
NPRM  09/25/2006  71 FR 55958   
NPRM Comment Period End  01/23/2007    
Second NPRM  02/00/2011    
Regulatory Flexibility Analysis Required: No  Government Levels Affected: Undetermined 
Federalism: No 
Included in the Regulatory Plan: No 
RIN Data Printed in the FR: No 
Agency Contact:
Carl Kaminski
Assistant Director
Department of the Treasury
Comptroller of the Currency
Chief Counsel's Office, 400 7th Street SW,
Washington, DC 20219
Phone:202 649-5869
Email: carl.kaminski@occ.treas.gov