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Monday, December 9, 2013

Fed’s Final Rule Aligning Market Risk Capital Rule with Basel III

The Federal Reserve Board has issued a final rule that makes technical changes to the Board's market risk capital rule to align it with the Basel III revised capital framework adopted by the Board earlier this year.

The market risk capital rule is used by banking organizations with significant trading activities to calculate regulatory capital requirements for market risk. Technical changes to the rule reflect modifications by the Organization for Economic Cooperation and Development regarding country risk classifications. The final rule also clarifies criteria for determining whether underlying assets are delinquent for certain traded securitization positions. It clarifies disclosure deadlines, and modifies the definition of a covered position.

The Federal Reserve also made minor modifications to the Basel III revised capital framework to clarify the criteria for subordinated debt instruments that may be counted as tier 2 capital.

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