Heat oven to 400° F. Cook the rice according to the package directions.
Meanwhile, in a large roasting pan, toss the bell peppers, fennel, 1 tablespoon oil, ½ teaspoon salt, and ¼ teaspoon pepper. Roast for 5 minutes.
Season the salmon with ¼ teaspoon salt and 1⁄8 teaspoon pepper. Nestle it among the vegetables.
Roast until the salmon is opaque throughout and the vegetables are just tender, 14 to 16 minutes.
In a small bowl, combine the parsley, capers, vinegar, and remaining tablespoon oil. Drizzle over the salmon and rice and serve with the vegetables.