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Financial Institution Letters

December 2, 2019

Regulatory Capital Rule: New Standardized Approach for Calculating the Exposure Amount of Derivative Contracts

Printable Format:

FIL-74-2019 - PDF (PDF Help)


The federal bank regulatory agencies (the agencies) have jointly issued a final rule that amends the regulatory capital rule (capital rule) to implement a new approach for calculating the exposure amount for derivative contracts, which is called the "standardized approach for counterparty credit risk" (SA-CCR). The final rule also incorporates SA-CCR into the determination of the exposure amount of derivatives for total leverage exposure under the supplementary leverage ratio, and the cleared transaction framework under the capital rule. Further, the final rule makes technical amendments to the capital rule with respect to cleared transactions.

Statement of Applicability: This Financial Institution Letter is applicable to all FDIC-supervised institutions. However, only advanced approaches banking organizations are required to use SA-CCR.



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