Risk-Based Capital Standards: Advanced Capital Adequacy Framework: Regulatory Reporting Requirements

Basel IIOffice of Thrift Supervision (OTS)Information Security

The agencies have published a joint notice of proposed rulemaking entitled Risk¬Based Capital Standards: Advanced Capital Adequacy Framework (the NPR). The NPR describes a new regulatory capital framework for U.S. banks that qualify for and adopt the advanced internal ratings-based (AIRB) approach for credit risk and the advanced measurement approach (AMA) for operational risk (together, the advanced approaches). Included within the NPR are requirements for public disclosure of certain information at the consolidated banking organization level as well as a reference to certain additional regulatory reporting requirements for depository institutions (DIs) and BHCs. The additional regulatory reporting requirements referenced within the NPR, and described more fully herein, comprise the agencies' proposed regulatory reporting requirements.

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