liquid products

Proposed Rule on Market Risk Capital Revisions

On January 12, the OCC, the Fed, and the FDIC requested comments on a notice of proposed rulemaking that would revise their market risk capital rules. The revisions would broaden the scope of these rules to better capture the risk inherent in trading positions by improving the rules’ sensitivity to risks not adequately captured under the current regulatory measurement methodologies, such as the default and migrations risks associated with less liquid products. Comments are requested by April 12. OCC Release. Proposed Rule.