The FDIC is proposing to revise the way exposures at the largest banks are calculated for purposes of determining counterparty credit risk (CCR) in its current risk-based premium (RBP) assessment rules. CCR would be judged by the standardized credit-exposure measurements in the new U. S. Basel III rules, not the internal-model method allowed under its advanced approach.  The NPR would also update the capital evaluations used for setting RBPs and revise the calculations used by custodial banks to conform them to the Basel III risk weightings, not those included in the current rule.

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