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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

    - ABCP
    - Asset Backed Commercial Paper
    - ALLL 
    - Allowance for Loan and Lease Losses
    -  AMA 
    - Advanced Measurement Approaches
    - ANPR 
    - Advance Notice of Proposed Rulemaking
    - AVC 
    - Asset Value Correlation
    - BCBS 
    - Basel Committee on Banking Supervision
    - BHC 
    - Bank Holding Company
    - CF 
    - Conversion Factor
    - CEIO 
    - Credit-Enhancing Interest-Only Strip
    - CRM
    - Credit Risk Mitigation
    - DI 
    - Depository Institution
    - DvP 
    - Delivery versus Payment
    - E 
    - Measure of Effectiveness
    - EAD 
    - Exposure at Default
    - ECL 
    - Expected Credit Loss
    - EL 
    - Expected Loss
    - ELGD 
    - Expected Loss Given Default
    - EOL 
    - Expected Operational Loss
    - FDIC 
    - Federal Deposit Insurance Corporation
    - FFIEC 
    - Federal Financial Institutions Examination Council
    - FMI 
    - Future Margin Income
    - GAAP 
    - Generally Accepted Accounting Principles
    - HELOC 
    - Home Equity Line of Credit
    - HOLA 
    - Home Owners' Loan Act
    - HVCRE 
    - High-Volatility Commercial Real Estate
    - IAA 
    - Internal Assessment Approach
    - IMA 
    - Internal Models Approach
    - IRB 
    - Internal Ratings Based
    - KIRB 
    - Capital Requirement for Underlying Pool of Exposures (securitizations)
    - LGD 
    - Loss Given Default
    - LTV 
    - Loan-to-Value Ratio
    - M 
    - Effective Maturity
    - MRA 
    - Market Risk Amendment
    - MRC 
    - Minimum Risk-Based Capital
    - OCC 
    - Office of the Comptroller of the Currency
    - OTC 
    - Over-the-Counter
    - OTS 
    - Office of Thrift Supervision
    - PCA 
    - Prompt Corrective Action
    - PD 
    - Probability of Default
    - PFE 
    - Potential Future Exposure
    - PvP 
    - Payment versus Payment
    - QIS-3 
    - Quantitative Impact Study 3
    - QIS-4 
    - Quantitative Impact Study 4
    - QIS-5 
    - Quantitative Impact Study 5
    - QRE 
    - Qualifying Revolving Exposure
    - RBA 
    - Ratings-Based Approach
    - SFA 
    - Supervisory Formula Approach
    - SME 
    - Small and Medium-Size Enterprise
    - SPE 
    - Special Purpose Entity
    - SRWA 
    - Simple Risk-Weight Approach
    - UL 
    - Unexpected Loss
    - UOL 
    - Unexpected Operational Loss
    - VaR 
    - Value-at-Risk

Basel II Capital AccordNotice of Proposed Rulemaking (NPR)

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