Regulatory Capital Rules: Advanced Approaches Risk-Based Capital Rule; Market Risk Capital Rule (FDIC Financial Institution Letter)

The federal bank regulatory agencies (the agencies) have jointly issued the attached Notice of Proposed Rulemaking (proposed rule) that would amend the advanced approaches risk-based capital rules (advanced approaches rules) to incorporate revisions to the Basel capital framework published by the Basel Committee on Banking Supervision (BCBS), and would remove references to credit ratings, consistent with section 939A of the Dodd-Frank Act. It also would propose to apply the market risk capital rules to state savings associations.

View letter in full here (links externally to FDIC website).