Market Risk Capital Rule

The market risk rule is an important component of the Board’s regulatory capital framework (12 C.F.R. part 217; Regulation Q) that instructs banks to require banking organizations to measure and hold capital to cover their exposure to market risk. On July 2, 2013, the Board adopted a revised regulatory capital framework, including the market risk rule, which was expanded to include certain savings and loan holding companies. The market risk rule contains requirements subject to the PRA. The reporting, recordkeeping, and disclosure requirements are found in sections 12 C.F.R. 217.203-217.210, and 217.212 (all references to sections hereinafter are from 12 C.F.R. part 217). These requirements enhance risk sensitivity and introduce requirements for public disclosure of certain qualitative and quantitative information about a financial institution’s market risk.

[
  "920:00"
]

[
  "920:000"
]