OCC – Rule Correction – Standardized Approach for Calculating the Exposure Amount of Derivative Contracts

September 17, 2020 – The OCC, the FRB, and the FDIC are issuing this final rule to make technical corrections to certain provisions of the capital rule related to the standardized approach for counterparty credit risk, which is used for calculating the exposure amount of derivative contracts and was adopted in a final rule published on January 24, 2020.

This final rule is effective on September 17, 2020.

For more information, visit www.federalregister.gov



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