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Capital and Prudential Standards Blog

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Home Articles posted by Luigi L. De Ghenghi (Page 4)
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Federal Reserve to Vote on U.S. Basel III Supplementary Leverage Ratio (SLR) Rules

The Federal Reserve has scheduled an open meeting for Tuesday, April 8, 2014, at 4:00 p.m., to vote on the following capital-related rulemakings:

1. A draft interagency final rule implementing enhanced supplementary leverage ratio (SLR) standards for large, interconnected U.S. banking organizations.

  • Davis Polk’s memorandum on the U.S. banking agecies’s July 2013 proposed enhanced SLR standards for U.S. G-SIBs is available here.

2. An interagency notice of proposed rulemaking that would modify the definition of total leverage exposure (the denominator of the supplementary leverage ratio) and the calculation of the ratio in the agencies’ 2013 revised capital rule.…  Read More

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Visuals of Federal Reserve’s 2014 CCAR and Dodd-Frank Stress Test Results (updated for company-run results)

We have prepared visuals (available here) of the 2014 Comprehensive Capital Analysis and Review (“CCAR“) and Dodd-Frank Act Stress Test (“DFAST“) results.   Update:  The visuals have been updated to include the company-run DFAST results.

View Davis Polk’s Visuals of 2014 CCAR and DFAST Results

Background on DFAST:  Pursuant to its DFAST regulations, the Federal Reserve conducts annual supervisory stress tests to assess the potential impact of various hypothetical economic scenarios on the consolidated earnings, losses and regulatory capital of each U.S.…  Read More

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Visuals of Federal Reserve’s 2014 Stress Test Results (Updated to Reflect CCAR Results)

We have prepared visuals (available here) of the Federal Reserve’s 2014 supervisory Dodd-Frank Act stress test (“DFAST“) results.   Update: We have updated these visuals to reflect the company-run DFAST results and the Federal Reserve’s 2014 Comprehensive Capital Analysis and Review (“CCAR“) results. 

Background:  On March 20, 2014, the Federal Reserve published results of the 2014 supervisory DFAST for 30 U.S. bank holding companies with $50 billion or more in total consolidated assets (“Large BHCs“). …  Read More

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Dodd-Frank Enhanced Prudential Standards for Foreign Banks with Limited U.S. Footprints: Visual Memorandum

The Federal Reserve’s Dodd-Frank enhanced prudential standards (EPS) final rule adopts a tiered approach for applying EPS to foreign banks. Under the tiered approach, the most burdensome requirements will only apply to foreign banks with large U.S. operations, whereas fewer requirements will apply to foreign banks with limited U.S. footprints. We have prepared a visual memorandum focusing on the requirements that will apply to foreign banks with limited U.S. footprints, including the U.S. risk committee, internal liquidity stress testing, home country capital certification and home country capital stress testing requirements.…  Read More

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Davis Polk Blackline of Dodd-Frank Stress Test Guidance for Mid-sized Banking Organizations

We have prepared a blackline that compares (1) the U.S. banking agencies’ final supervisory guidance regarding annual Dodd-Frank company-run stress tests for banking organizations with $10 billion to $50 billion in total consolidated assets (mid-sized banking organizations) against (2) the July 2013 proposed supervisory guidance.

View Blackline Comparing Final and Proposed Supervisory Guidance on Dodd-Frank Company-Run Stress Tests for Mid-sized Banking Organizations (PDF) Read More

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Foreign Banks: U.S. Liquidity Buffer Requirement – Visual Memorandum and Interactive Calculator

The Federal Reserve’s Dodd-Frank enhanced prudential standards final rule requires a foreign banking organization with $50 billion or more in U.S. assets to maintain separate U.S. liquidity buffers for its U.S. branches/agencies and U.S. intermediate holding company.  We have prepared a visual memorandum that uses diagrams, flowcharts, examples and an interactive calculator to illustrate the U.S. liquidity buffer requirement and related calculations.  The interactive calculator allows you to enter various internal and external cash flow amounts to assess the potential impact of the final rule’s prescribed method for calculating net stressed cash flow need.…  Read More

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