October 23, 2014

Guidance on Advanced Approaches 2014-3: Selection of Reference Data Periods and Approaches to Data Deficiencies When Quantifying Retail and Wholesale Risk Parameters

This publication is a part of:

Collection: Guidance on Advanced Approaches

Summary

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.