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    <RIN_INFO>
        <RIN>3235-AG18</RIN>
        <PUBLICATION>
            <PUBLICATION_ID>199704</PUBLICATION_ID>
            <PUBLICATION_TITLE>Unified Agenda of Federal Regulatory and Deregulatory Actions</PUBLICATION_TITLE>
        </PUBLICATION>
        <AGENCY>
            <CODE>3235</CODE>
            <NAME>Securities and Exchange Commission</NAME>
            <ACRONYM>SEC</ACRONYM>
        </AGENCY>
        <RULE_TITLE>Use of Statistical Models for Regulatory Capital Purposes; Market Risk Haircuts for Instruments Subject to Interest Rate Risk</RULE_TITLE>
        <ABSTRACT><![CDATA[As part of its comprehensive review of Exchange Act Rule 15c3-1, the net capital rule, the Commission will publish a concept release soliciting comments on how the net capital rule may incorporate statistical models as a basis for calculating market risk capital requirements for interest rate instruments. The Commission also is proposing for comment an amendment to the net capital rule revising the percentage deductions from net worth, or haircuts, applicable to interest rate products when calculating net capital. Under the proposal, haircuts on government securities, investment grade corporate securities, certain mortgage-backed securities, interest rate swaps, and other interest rate-related derivative instruments would be determined by treating these instruments as part of a single portfolio.]]></ABSTRACT>
        <PRIORITY_CATEGORY>Substantive, Nonsignificant</PRIORITY_CATEGORY>
        <RIN_STATUS>Previously Published in The Unified Agenda</RIN_STATUS>
        <RULE_STAGE>Proposed Rule Stage</RULE_STAGE>
        <MAJOR>Undetermined</MAJOR>
        <UNFUNDED_MANDATE_LIST>
            <UNFUNDED_MANDATE>No</UNFUNDED_MANDATE>
        </UNFUNDED_MANDATE_LIST>
        <CFR_LIST>
            <CFR>17 CFR 240.15c3-1</CFR>
        </CFR_LIST>
        <LEGAL_AUTHORITY_LIST>
            <LEGAL_AUTHORITY>15 USC 78o(c)(3)</LEGAL_AUTHORITY>
            <LEGAL_AUTHORITY>15 USC 78q</LEGAL_AUTHORITY>
            <LEGAL_AUTHORITY>15 USC 78w</LEGAL_AUTHORITY>
        </LEGAL_AUTHORITY_LIST>
        <RPLAN_ENTRY>No</RPLAN_ENTRY>
        <TIMETABLE_LIST>
            <TIMETABLE>
                <TTBL_ACTION>ANPRM</TTBL_ACTION>
                <TTBL_DATE>05/04/1993</TTBL_DATE>
                <FR_CITATION>58 FR 27486</FR_CITATION>
            </TIMETABLE>
            <TIMETABLE>
                <TTBL_ACTION>ANPRM Comment Period End</TTBL_ACTION>
                <TTBL_DATE>12/12/1993</TTBL_DATE>
            </TIMETABLE>
            <TIMETABLE>
                <TTBL_ACTION>NPRM</TTBL_ACTION>
                <TTBL_DATE>05/00/1997</TTBL_DATE>
            </TIMETABLE>
        </TIMETABLE_LIST>
        <RFA_REQUIRED>Undetermined</RFA_REQUIRED>
        <GOVT_LEVEL_LIST>
            <GOVT_LEVEL>Undetermined</GOVT_LEVEL>
        </GOVT_LEVEL_LIST>
        <PRINT_PAPER>NA</PRINT_PAPER>
        <INTERNATIONAL_INTEREST>Not Collected</INTERNATIONAL_INTEREST>
        <AGENCY_CONTACT_LIST>
            <CONTACT>
                <FIRST_NAME>Peter</FIRST_NAME>
                <LAST_NAME>Geraghty</LAST_NAME>
                <TITLE>Division of Market Regulation</TITLE>
                <AGENCY>
                    <CODE>3235</CODE>
                    <NAME>Securities and Exchange Commission</NAME>
                    <ACRONYM>SEC</ACRONYM>
                </AGENCY>
                <PHONE>202 942-0177</PHONE>
                <EMAIL>geraghtyp@sec.gov</EMAIL>
                <MAILING_ADDRESS>
                    <STREET_ADDRESS></STREET_ADDRESS>
                </MAILING_ADDRESS>
            </CONTACT>
        </AGENCY_CONTACT_LIST>
        <REINVENT_GOVT>No</REINVENT_GOVT>
    </RIN_INFO>
</REGINFO_RIN_DATA>
