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Preamble

Table of Contents
          - Introduction 
          - Scope 
          - Qualification 
          - Calculation of Tier 1 Capital and Total Qualifying Capital 
          - Calculation of Risk-Weighted Assets 
          - Operational Risk 
          - Disclosure 

List of Acronyms

Regulatory Flexibility Act Analysis

Paperwork Reduction Act

Plain Language

OCC Executive Order 12866

OTS Executive Order 12866 Determination

OCC Unfunded Mandates Reform Act of 1995 Determination

OTS Unfunded Mandates Reform Act of 1995 Determination

Proposed Regulatory Text

Table of Contents
        - Part I
        - General Provisions
        - Part II
        - Qualifying Capital
        - Part III
        - Qualification
        - Part IV
        - Risk-Weighted Assets for General Credit Risk
        - Part V 
        - Risk-Weighted Assets for Securitization Exposures
        - Part VI
        - Risk-Weighted Assets for Equity Exposures
        - Part VII
        - Risk-Weighted Assets for Operational Risk
        - Part VIII
        - Disclosure

List of Subjects

Authority and Issuance

OCC

Federal Reserve

FDIC

OTS

OCC

Federal Reserve

FDIC

OTS

Billing Codes

The text of the agencies' common appendix appears below:

1

General Provisions

        - Section 1
        - Purpose, Applicability, and Reservation of Authority
        - Section 2
        - Definitions
        - Section 3
        - Minimum Risk-Based Capital Requirements

Qualifying Capital

        - Section 11
        - Additional Deductions
        - Section 12
        - Deductions and Limitations Not Required
        - Section 13
        - Eligible Credit Reserves 

Qualification

        - Section 21
        - Qualification Process
        - Section 22
        - Qualification Requirements
        - Section 23
        - Ongoing Qualification

Risk-Weighted Assets for General Credit Risk

        - Section 31
        - Mechanics for Calculating Total Wholesale and Retail Risk-Weighted Assets
        - Section 32
        - Counterparty Credit Risk
        - Section 33
        - Guarantees and Credit Derivatives:  PD Substitution and LGD Adjustment Treatments
        - Section 34
        - Guarantees and Credit Derivatives:  Double Default Treatment
        - Section 35
        - Risk-Based Capital Requirement for Unsettled Transactions

Risk-Weighted Assets for Securitization Exposures

        - Section 41
        - Operational Criteria for Recognizing the Transfer of Risk
        - Section 42
        - Risk-Based Capital Requirement for Securitization Exposures
        - Section 43
        - Ratings-Based Approach (RBA)
        - Section 44
        - Internal Assessment Approach (IAA)
        - Section 45
        - Supervisory Formula Approach (SFA)
        - Section 46
        - Recognition of Credit Risk Mitigants for Securitization Exposures
        - Section 47
        - Risk-Based Capital Requirement for Early Amortization Provisions

Risk-Weighted Assets for Equity Exposures

        - Section 51
        - Introduction and Exposure Measurement
        - Section 52
        - Simple Risk Weight Approach (SRWA)
        - Section 53
        - Internal Models Approach (IMA)
        - Section 54
        - Equity Exposures to Investment Funds
        - Section 55
        - Equity Derivative Contracts

Risk-Weighted Assets for Operational Risk

        - Section 61
        - Qualification Requirements for Incorporation of Operational Risk Mitigants
        - Section 62
        - Mechanics of Risk-Weighted Asset Calculation

Disclosure

        - Section 71
        - Disclosure Requirements

  

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    -  For simplicity, and unless otherwise noted, this NPR uses the term [bank] to include banks, savings associations, and bank holding companies.  [AGENCY] refers to the primary Federal supervisor of the bank applying the rule.   Return to text

Basel II Capital AccordNotice of Proposed Rulemaking (NPR)

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