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Regulations H, Q, and Y Risk Based Capital Guidelines: Market Risk [R-1459]

Proposal to revise the market risk capital rule (market risk rule) to address recent changes to the Country Risk Classifications (CRCs) published by the Organization for Economic Cooperation and Development (OECD), which are referenced in the Board's market risk rule; to clarify the treatment of certain traded securitization positions; to make a technical amendment to the definition of covered position; and to clarify the timing of the required market risk disclosures.

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Last update: February 24, 2012