Risk-Based Capital Guidelines: Market Risk

OMB 1557-0247

The OCC's market risk capital rules capture positions for which the market risk capital rules are appropriate; reduce procyclicality in market risk capital requirements; enhance the rules’ sensitivity to risks that are not adequately captured under the current regulatory measurement methodologies; and increase transparency through enhanced disclosures.

The latest form for Risk-Based Capital Guidelines: Market Risk expires 2022-06-30 and can be found here.

Latest Forms, Documents, and Supporting Material

Document Name
1557-0247 30-Day FRN for Market Risk_Part 3 (90 FR 27387).pdf Supplementary Document
1557-0247 60-Day FRN for Market Risk_Part 3 (90 FR 16590).pdf Supplementary Document
1557-0247_Market Risk Part 3_Supporting Statement (FINAL).docx Supporting Statement A
Market Risk

All Historical Document Collections

202506-1557-002	Extension without change of a currently approved collection	2025-06-27
202311-1557-002 Comment filed on proposed rule and continue	Revision of a currently approved collection	2023-11-22
202205-1557-005 Approved without change	Extension without change of a currently approved collection	2022-05-31
201811-1557-002 Approved without change	Extension without change of a currently approved collection	2019-02-05
201504-1557-008 Approved without change	Extension without change of a currently approved collection	2015-11-16
201204-1557-003 Approved with change	New collection (Request for a new OMB Control Number)	2012-08-30
201002-1557-001 Comment filed on proposed rule	New collection (Request for a new OMB Control Number)	2011-01-11