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October 23, 2014
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Collection: Guidance on Advanced Approaches
The Guidance on Advanced Approaches (GAA Series) addresses technical matters relating to the implementation of the advanced approaches risk-based capital rule.
This guidance relates to the selection of reference data periods when quantifying retail and wholesale credit risk-weighted assets under the advanced approaches risk-based capital rule (rule). Staff members at the Office of the Comptroller of the Currency (OCC) and the Board of Governors of the Federal Reserve System (Board) worked closely to develop this guidance.