,i #aafth ,,congress #ast ,session ,h4 ,r4 #dbcc ,,in ,,the ,,house ,,of ,,representatives ,september #f1 #bjai,mr4 ,gooden introduced the following bill2 which was referred to the ,committee on ,financial ,services ,a ,,bill ,to require the ,federal banking agencies to increase the risk-sensitivity of the capital treatment of certain centrally cleared exchange-listed derivatives1 and for other purposes4 #a4 ,short title ,this ,act may be cited as the ,options ,market ,stability ,act of #bjai4 #b4 ,derivative contracts 7a7 ,definitions ,in this section1 the terms depository institution and depository institution holding company have the meanings given those terms in section #c of the ,federal ,deposit ,insurance ,act 7#ab ,u4,s4,c4 #ahac74 7b7 ,requirement ,not later than ,december #ca1 #bjai1 the ,board of ,governors of the ,federal ,reserve ,system1 the ,federal ,deposit ,insurance ,corporation1 and the ,comptroller of the ,currency shall-- 7#a7 jointly issue a final rule relating to the notice of proposed rule making entitled ,standardized ,approach for ,calculating the ,exposure ,amount of ,derivative ,contracts 7#hc ,fed4 ,reg4 #fdffj2 ,december #ag1 #bjah72 or 7#b7 implement relief that allows for the adoption of a methodology for calculating the counterparty credit risk exposure1 at default1 of a depository institution1 depository institution holding company1 or affiliate thereof to a client arising from a guarantee provided by the depository institution1 depository institution holding company1 or affiliate thereof to a central counterparty in respect of the client's performance under an exchange-listed derivative contract cleared through that central counterparty pursuant to the risk-based and leverage-based capital rules applicable to depository institutions and depository institution holding companies under parts #c1 #bag1 and #cbd of title #ab1 ,code of ,federal ,regulations1 that reflects the economic value of delta weighting and netting4