Table 1 to Paragraph (a)(1)(i) -Capital Requirement Scaling Modifiers for NAIC RBC and the U.S. Federal Banking Capital Rules
Upstream building block parent's indicated capital framework: | ||
NAIC RBC | U.S. Federal banking capital rules | |
Downstream building block parent's indicated capital framework: | ||
U.S. Federal banking capital rules | 0.0106 | 1 |
NAIC RBC | 1 | 94.3 |
Table 2 to Paragraph (a)(1)(ii) -Available Capital Scaling Modifiers for NAIC RBC and the U.S. Federal Banking Capital Rules
Upstream building block parent's indicated capital framework: | ||
NAIC RBC | U.S. Federal banking capital rules | |
Downstream building block parent's indicated capital framework: | ||
U.S. Federal banking capital rules | Recalculated building block capital requirement * 0.063 | 0. |
NAIC RBC | 0 | Recalculated building block capital requirement * 5.9. |
Capital framework: | ||
NAIC RBC | 0 | Recalculated building block capital requirement * 5.9. |
Table 3 to Paragraph ( b )(1)( ii )-Jurisdictional Adjustments by OECD Country Risk Classification
OECD CRC | Jurisdictional adjustment (percent) |
0-1, including jurisdictions with no OECD country risk classification | 0 |
2 | 20 |
3 | 50 |
4-6 | 100 |
7 | 150 |
EQUATION 1 TO PARAGRAPH (B)(2)
Where:
Adjustmentscaling from is equal to the jurisdictional adjustment of the downstream building block parent;
Requirementscaling from is equal to the jurisdictional intervention point of the downstream building block parent; and
Requirementscaling to is equal to the jurisdictional intervention point of the upstream building block parent.
12 C.F.R. §217.606