Agencies Propose Risk-Capital Calculations

     WASHINGTON (CN) – Three financial agencies plan to change market risk capital rules to add new ways to calculate specific risk capital requirements for debt and securitization positions, without relying on credit ratings.
     To this end, the Office of the Comptroller of the Currency, the Board of Governors of the Federal Reserve System, and the Federal Deposit Insurance Corporation have made changes to a Jan. 11, 2011 notice of proposed rulemaking on market risk capital rules.
     The agencies seek public comments until Feb. 3, 2012.
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