Subject: Comments on SR-OCC-2022-012
From: Lars Wohlfahrt
Affiliation:

Feb. 11, 2023

Dear Sir or Madame,

to try to eliminate and/or lower third party credit rating requirements
increases the risk to the OCC. Instead of this, the OCC should take into
consideration lowered credit worthiness with commensurate increases in
capital and margin requirements. Failing to require and incentivize
Clearing Members and Clearing Banks to properly manage risk is simply
not acceptable after the Global Financial Crisis we have all seen.

The Bank for International Settlements has a paper on taking the
three-lines-of-defence model further to reflect specific governance
features of regulated financial institutions:

https://www.bis.org/fsi/fsipapers11.htm

Consistent with this paper regarding "four lines of defense", proposed
changes to reduce external audit, supervision, and credit ratings
introduces weaknesses into Risk Management models allowing more banking
scandals, failures, and bankruptcies to occur.

So I am against this proposal.

Best regards,

Lars Wohlfahrt