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TREAS/OCC

RIN: 1557-AC99

Publication ID: Spring 2011

Title: Risk-Based Capital Standards: Market Risk
Abstract: The Federal banking agencies issued 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 rules' sensitivity to risks that are not adequately captured under the current regulatory measurement methodologies; and increase transparency through enhanced disclosures. This joint proposal incorporates 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: Final 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	01/11/2011	76 FR 1891
Second NPRM Comment Period End	04/11/2011
Final Action	07/00/2011

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