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    Market Risk Capital Rule

    Metadata Updated: November 21, 2023

    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.

    Access & Use Information

    Non-public: This dataset is not for public access or use. Specific details are provided below. License: No license information was provided. If this work was prepared by an officer or employee of the United States government as part of that person's official duties it is considered a U.S. Government Work.

    Downloads & Resources

    No file downloads are available because this is not a public dataset. See Access & Use Information for details.

    Dates

    Metadata Created Date November 21, 2023
    Metadata Updated Date November 21, 2023

    Metadata Source

    Harvested from Federal Reserve

    Other Data Resources

    Additional Metadata

    Resource Type Dataset
    Metadata Created Date November 21, 2023
    Metadata Updated Date November 21, 2023
    Publisher Board of Governors of the Federal Reserve System
    Maintainer
    Identifier FRBCPG38
    Data Last Modified R/P3M
    Public Access Level non-public
    Bureau Code 920:00
    Schema Version https://project-open-data.cio.gov/v1.1/schema
    Harvest Object Id cfcd2bd6-ff78-4907-a274-1135f726f90e
    Harvest Source Id ed4f9073-f069-4049-8ee0-17ff5c98cd46
    Harvest Source Title Federal Reserve
    Program Code 920:000
    Source Datajson Identifier True
    Source Hash 6e00e5430b7aef67b571c36b48b1581626f58ade32a31d559efe4c5e628161bb
    Source Schema Version 1.1

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