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Home Archive for category "Basel III – US" (Page 3)
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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 Final Rule

Today, the Federal Reserve published a final rule establishing Dodd-Frank enhanced prudential standards for U.S. bank holding companies with ≥$50 billion in total consolidated assets (Large U.S. BHCs) and foreign banking organizations with ≥$50 billion in total consolidated assets (Large FBOs).

By way of background, Section 165 of the Dodd-Frank Act requires the Federal Reserve to establish enhanced prudential standards, including heightened capital standards, liquidity standards, single counterparty credit limits, enhanced risk management requirements, capital stress testing requirements (final rules already issued) and an early remediation framework, for Large U.S.…  Read More

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Davis Polk Enhanced Prudential Standards Resources Website

Ahead of next week’s Dodd-Frank enhanced prudential standards (EPS) final rule, we have created an EPS resources website: USBasel3.com/EPS.  The website contains background materials and Davis Polk’s analysis and visuals on EPS proposals for large domestic and foreign banking organizations, U.S. Basel III, stress testing, liquidity, risk governance, counterparty credit exposures and other prudential regulatory developments.

Over the coming weeks, we will be preparing a series of materials relating to the EPS final rule, including high-level overviews, blacklines, comparisons, memos and visuals. …  Read More

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Governor Tarullo Outlines Federal Reserve’s Prudential Regulatory Priorities for 2014

In his written testimony before the Senate Banking Committee on Dodd-Frank implementation, Federal Reserve Board Governor Daniel K. Tarullo outlined the Federal Reserve’s prudential regulatory and supervisory priorities for 2014.  As discussed further in this blog post, these priorities include, among other things: (1) finalizing, in the “near term,” Dodd-Frank enhanced prudential standards for large domestic and foreign banking firms; (2) proposing, “fairly soon,” to implement the Basel Committee’s risk-based capital surcharge for global systemically important banks (G-SIBs); (3) finalizing, in the “coming months,” higher Basel III supplementary leverage ratio standards for the 8 U.S.…  Read More

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Revised Basel III Leverage Ratio: Visual Memorandum

The Basel Committee recently finalized its revisions to the Basel III leverage ratio.  Compared to its June 2013 proposal, the Basel Committee has made several important changes to the denominator of the Basel III leverage ratio.  Davis Polk’s visual memorandum uses diagrams, comparison tables, examples and formulas to illustrate the Basel Committee’s revisions to the Basel III leverage ratio and potential U.S. implementation issues.

View the Revised Basel III Leverage Ratio Visual Memorandum here (PDF) Read More

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