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Basel II Capital Accord, Basel I Initiatives, and Other Basel-Related Matters Proposed Basel II Supervisory Guidance – IRB, AMA, and Supervisory Review (Pillar 2) On February 28, 2007, the Federal Reserve and the other federal banking agencies issued a request for comment on three proposed supervisory guidance documents. The agencies issued these proposed guidance documents to assist banks in addressing the qualification requirements laid out in the notice of proposed rulemaking for the Basel II risk-based capital requirements (Basel II NPR). The three proposed supervisory guidance documents address: internal ratings-based (IRB) systems for credit risk, advanced measurement approaches (AMA) for operational risk, and the supervisory review process (Pillar 2). The proposed IRB and AMA guidance documents have been updated and expanded upon since they were previously issued for public comment in 2003 and 2004. The proposed Pillar 2 guidance document is being issued for comment for the first time. Proposed Basel II Supervisory Guidance – IRB, AMA, and Supervisory Review (Pillar 2) February 2007 Proposed Basel II Supervisory Guidance (February 2007) [Docket Number OP-1277] Press release Federal Register notice, as published [ PDF (1.2 MB) | Text ] Draft Federal Register notice with navigation [ PDF (1.74 MB) ] Submit comment | View comments Closing date for comments: May 29, 2007 Related Basel II Proposed Rulemaking and Supervisory Guidance Previously Released for Comment Basel II NPR – September 2006 [Docket Number R-1261] Press release Federal Register notice, as published [ PDF (1.02 MB) | Text ] Federal Register notice, with bookmarks / navigation [ PDF (1.29 MB) | Text ] Submit comment | View comments Note: The comment period for this proposal has been extended to March 26, 2007. See the related Federal Register Notice [ PDF (50 KB) | Text ], December 26, 2006. Proposed Supervisory Guidance on Internal Ratings-Based Systems for Retail Credit Risk for Regulatory Capital – October 2004 [Docket Number OP-1215] Press release Federal Register notice, as published [ PDF (240 KB) | Text ] Corrected formula [ PDF (28 KB) ] View comments Proposed Framework for Risk-Based Capital Guidelines; Implementation of New Basel Capital Accord – August 2003 [Docket Number R-1154] Press release Advance notice of proposed rulemaking, as published in the Federal Register [ PDF (350 KB) | Text ] View comments Proposed Internal Ratings-Based Systems for Corporate Credit and Operational Risk Advanced Measurement Approaches for Regulatory Capital – August 2003 [Docket Number OP-1153] Press release Proposed supervisory guidance with request for comment, as published in the Federal Register [ PDF (421 KB) | Text ] Basel II Capital Accord, Basel I Initiatives, and Other Basel-Related Matters Home | Banking information and regulation Accessibility | Contact us Last update: February 28, 2007