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Federal Reserve Bank OF DALLAS ROBERT D. M c T E E R , J R . P R E S ID E N T AND C H IE F E X E C U T IV E O F F IC E R August 25, 1995 DALLAS, TEXAS 75265-5906 Notice 95-80 TO: The Chief Executive Officer of each member bank and others concerned in the Eleventh Federal Reserve District SUBJECT Final Rule Revising Risk-based Capital Standards and Request for Comment on a Proposed Interagency Policy Statement Regarding the Measurement and Assessment of Interest Rate Risk DETAILS The Board of Governors of the Federal Reserve System has issued a final rule revising risk-based capital standards to implement Section 305 of the Federal Deposit Insurance Corporation Improvement Act regarding interest rate risk (IRR). The revision states that the Board will consider “a bank’s exposure to declines in the economic value of its capital due to changes in interest rates” in determining the institution’s capital needs. The final rule becomes effective September 1, 1995. Also, the Board is requesting public comment on a proposed interagency policy statement regarding the measurement and assessment of IRR. The proposed policy statement describes a measurement framework comprised of exemption screens, a supervisory model, and use of a bank’s own internal model. The Board must receive comments by October 2, 1995. Please address com ments to William W. Wiles, Secretary, Board of Governors of the Federal Reserve System, 20th Street and Constitution Avenue, N.W., Washington, D.C. 20551. All comments should refer to Docket No. R-0802. For additional copies, bankers and others are encouraged to use one of the following toll-free numbers in contacting the Federal Reserve Bank of Dallas: Dallas Office (800) 333 -4460; El Paso Branch Intrastate (800) 592-1631, Interstate (800) 351-1012; Houston Branch Intrastate (800) 392-4162, Interstate (800) 221-0363; San Antonio Branch Intrastate (800) 292-5810. This publication was digitized and made available by the Federal Reserve Bank of Dallas' Historical Library (FedHistory@dal.frb.org) -2 - MORE INFORMATION For more information, please contact Dorsey Davis at (214) 922-6051. The Board’s document is not enclosed due to its size. Those interested in receiving a copy should contact the Public Affairs Department at (214) 922-5254. Sincerely yours,
@FedFRASER