Notice of Proposed Rulemaking – Regulatory Capital Rules: Standardized Approach for Risk-weighted Assets; Market Discipline and Disclosure Requirements

Letter to Office of the Comptroller of the Currency, Board of Governors of the Federal Reserve System, Federal Deposit Insurance Corporation. This response is targeted to the specific risk-based capital requirements for derivative and repo-style transactions that are cleared on central counterparties (CCP Rules). (OCC RIN 1557-AD46; OCC Docket ID OCC-2012-0009; FRB RIN 7100 AD 87; FRB Docket No. R-1442; FDIC RIN 3064-AD96)

Documents (1) for Notice of Proposed Rulemaking – Regulatory Capital Rules: Standardized Approach for Risk-weighted Assets; Market Discipline and Disclosure Requirements

Key Trends in OTC Derivatives Market H1 2024

The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows a modest increase in notional outstanding of OTC derivatives during the first half of 2024 compared to the same period in 2023. While interest rate...