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October 28, 2013

Guidance on Advanced Approaches 2013-1: Implementing the Supervisory Formula Approach for Securitization Exposures

This publication is part of:

Collection: Guidance on Advanced Approaches


The Guidance on Advanced Approaches (GAA Series) addresses technical matters relating to the implementation of the advanced approaches risk-based capital rule.

This document provides guidance regarding supervisory expectations for determining the capital requirements on the underlying exposures (KIRB) input to the Supervisory Formula Approach (SFA) and the flexibility afforded national banks and federal savings associations (collectively, banks) when dealing with data limitations under the advanced approaches risk-based capital rule (rule). Staff at the Office of the Comptroller of the Currency (OCC) and the Board of Governors of the Federal Reserve System (Board) worked closely together on the development of this guidance. This guidance reiterates certain requirements in the rule and explains the OCC’s supervisory expectations for complying with these requirements.