Freedom of Information Office

Risk-Based Capital Standards: Market Risk [R-1266]

Interagency proposed revisions to the market risk capital rule to enhance its risk sensitivity and introduce requirements for public disclosure of certain qualitative and quantitative information about the market risk of a bank or bank holding company

• Federal Reserve Board Staff and Michigan Bankers Association, September 21, 2006 meeting (65 KB PDF)
• Sacramento, CA, Christopher B. Smith (12 KB PDF)
• The Financial Services Roundtable, Richard M. Whiting (221 KB PDF)
• America's Community Bankers, Robert Davis (145 KB PDF)
• Independent Community Bankers of America, Karen M. Thomas (345 KB PDF)
• JPMorgan Chase & Company, Michael J. Cavanagh (1294 KB PDF)
• Royal Bank of Scotland Group, Group Risk Management, Richard Wild (1067 KB PDF)
• Wachovia, Donald K. Truslow (605 KB PDF)
• Institute of International Finance, David Schraa, International Swaps and Derivatives Association, Inc., David Mengle, London Investment Banking Association, Katherine Seal and The Risk Management Association, Pamela Martin (1431 KB PDF)
• American Bankers Association, Paul A. Smith and Robert W. Strand (486 KB PDF)
• SAS Institute, Jeff Hasmann (387 KB PDF)
• State Street Corporation, Stefan M. Gavell (322 KB PDF)
• Bank of America Corporation, J. Chandler Martin (875 KB PDF)
• Wells Fargo & Company, Paul Ackerman (410 KB PDF)
• Sun Trust Banks, Inc., Robert H. Coords (210 KB PDF)
• Northern Trust Corporation, Kelly R. Welsh, Daniel J. Brown and Eric C. Banfield (323 KB PDF)
• Citigroup Inc., David C. Bushnell (2161 KB PDF)
• The Financial Services Roundtable, Richard M. Whiting (366 KB PDF)
• Washington Mutual Bank ("WaMu"), John F. Robinson (106 KB PDF)
• The European Commission, Charlie McCreevy (381 KB PDF)