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FRS RIN: 7100-AD62 Publication ID: Spring 2011 
Title: ●Regulation H & Y--Risk-Based Capital Guidelines; Market Risk (Docket No. R-1401) 
Abstract: On January 11, 2011, the Office of the Comptroller of the Currency, Board of Governors of the Federal Reserve System, and Federal Deposit Insurance Corporation (the Agencies) requested comment on a proposal to revise their market risk capital rules to modify their scope 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. The proposal does not include the methodologies adopted by the Basel Committee on Banking Supervision for calculating the specific risk capital requirements for debt and securitization positions due to their reliance on credit ratings, which is impermissible under the Dodd-Frank Wall Street Reform and Consumer Protection Act. The proposal, therefore, retains the current specific risk treatment for these positions until the Agencies develop alternative standards of creditworthiness as required by the Act. The proposed rules are substantively the same across the Agencies. 
Agency: Federal Reserve System(FRS)  Priority: Substantive, Nonsignificant 
RIN Status: First time published in the Unified Agenda Agenda Stage of Rulemaking: Final Rule Stage 
Major: No  Unfunded Mandates: No 
CFR Citation: 12 CFR 208    12 CFR 225   
Legal Authority: 12 USC 24    12 USC 36    12 USC 92a    12 USC 93a    ...   
Legal Deadline:  None
Timetable:
Action Date FR Cite
Board Requested Comment  01/11/2011  76 FR 1890   
Board Expects Further Action  10/00/2011    
Regulatory Flexibility Analysis Required: No  Government Levels Affected: None 
Small Entities Affected: No  Federalism: No 
Included in the Regulatory Plan: No 
RIN Data Printed in the FR: No 
Agency Contact:
Constance Horsley
Deputy Associate Director
Federal Reserve System
Division of Supervision and Regulation,
Washington, DC 20551
Phone:202 452-5239