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Capital and Prudential Standards Blog

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Home Archive for category "Basel III – International"
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Capital and Prudential Standards Blog Relaunching in Early 2017

The Davis Polk Capital and Prudential Standards Blog is under redesign. We plan to relaunch in early 2017.

In the meantime, please visit the Financial Institutions Group Capital and Prudential Standards resource page available at this link.…  Read More

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Overview of Basel Committee’s Revised Pillar 3 Disclosures

The Basel Committee has finalized its standard revising the Pillar 3 capital disclosures applicable to internationally active banks. Pillar 3 of the Basel framework aims to promote market discipline through qualitative and quantitative regulatory disclosure requirements, whereas Pillar 1 encompasses the framework of risk-based capital ratios and other quantitative requirements. Pillar 3 was first introduced in 2004 as part of Basel II and revised in 2009 as part of Basel 2.5. The newly finalized revisions will take effect concurrent with banks’ year-end 2016 financial reporting, superseding the earlier Pillar 3 standards (although other disclosure standards, such as the Basel III leverage ratio disclosure requirements published in January 2014, remain in force).…  Read More

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Overview of Basel Committee’s Revised Pillar 3 Disclosures

The Basel Committee has finalized its standard revising the Pillar 3 capital disclosures applicable to internationally active banks.  Pillar 3 of the Basel framework aims to promote market discipline through qualitative and quantitative regulatory disclosure requirements, whereas Pillar 1 encompasses the framework of risk-based capital ratios and other quantitative requirements.  Pillar 3 was first introduced in 2004 as part of Basel II and revised in 2009 as part of Basel 2.5.  The newly finalized revisions will take effect concurrent with banks’ year-end 2016 financial reporting, superseding the earlier Pillar 3 standards (although other disclosure standards, such as the Basel III leverage ratio disclosure requirements published in January 2014, remain in force). …  Read More

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Basel Committee’s 2015-2016 Work Program

On Friday, January 23, 2015, the Basel Committee published its regulatory work program for 2015 and 2016, summarizing the policy initiatives the Committee is expected to undertake as it continues to propose and finalize the remaining elements of its Basel III regulatory reform agenda.  The Committee’s work program is organized around the following four themes:

  • Developing and finalizing specific policy measures from the Committee’s post-crisis reform agenda;
  • Assessing the Basel III framework’s overall balance between simplicity, comparability and risk sensitivity;
  • Monitoring national regulators’ implementation of the Basel III framework; and
  • Improving the effectiveness of banking supervision.
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Fed Governor Tarullo Discusses G-SIB Surcharge Implementation

Today, Federal Reserve Governor Daniel K. Tarullo delivered a speech that, among other things, provided a preview of the forthcoming proposal to implement the GSIB risk-based capital surcharge.

 

While our proposal will use the GSIB risk-based capital surcharge framework developed by the BCBS as a starting point, it will strengthen the BCBS framework in two important respects. First, the surcharge levels for U.S. GSIBs will be higher than the levels required by the BCBS, noticeably so for some firms. Second, the surcharge formula will directly take into account each U.S. Read More

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Blackline of Supplementary Leverage Ratio (SLR) Denominator Final Rule

Today, the U.S. banking agencies issued a final rule regarding the denominator of the Basel III supplementary leverage ratio (SLR).  We have prepared a blackline that compares the text of the final rule against the proposed rule that was issued in April 2014.

View Davis Polk SLR Denominator Final Rule Blackline Read More

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