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Home Archive for category "Basel III – US" (Page 6)
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Federal Reserve Issues Interim Final Rules Clarifying How Banking Organizations Should Incorporate U.S. Basel III Standards Into Capital Plans and Dodd-Frank Stress Tests

Today, the Federal Reserve Board issued two interim final rules that clarify how U.S. banking organizations should incorporate the recently-adopted Basel III capital standards into their capital projections during the next cycle of capital plan submissions and Dodd-Frank stress tests, which will begin in fall 2013.

Blacklines Showing Changes:  We have created blacklines showing changes made by the interim final rules to the Federal Reserve’s existing capital plan and Dodd-Frank stress test regulations.  Links to these blacklines are at the end of this blog post.…  Read More

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Davis Polk Hosts Webcast Series on U.S. Basel III Final Rule

On July 24, 2013, Davis Polk lawyers Luigi L. De Ghenghi and Andrew S. Fei hosted a series of interactive webcasts on the U.S. Basel III final rule. In three separate sessions, the webcasts discussed key aspects of U.S. Basel III for community banks, regional banks, and foreign banking organizations with significant U.S. operations.
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Basel III Leverage Ratio: U.S. Proposes American Add-on; Basel Committee Proposes Important Denominator Changes

On the heels of publishing the U.S. Basel III final rule, the U.S. banking agencies have proposed higher leverage capital requirements for the eight U.S. global systemically important banks (G-SIBs) and their insured depository institution subsidiaries.  The higher leverage capital requirements, which we are calling the American Add-on, build upon the minimum Basel III supplementary leverage ratio in the U.S. Basel III final rule.

Recently, the Basel Committee on Banking Supervision has proposed important changes to the Basel III leverage ratio. …  Read More

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U.S. Basel III: Interactive Risk Weights Tool

We are pleased to launch an interactive web tool to help you navigate key differences between the U.S. Basel III final rule and the existing bank capital framework. The tool compares the new standardized risk weights under U.S. Basel III with the existing Basel I-based risk weights for major asset classes and exposure categories. Along with our U.S. Basel III visual memorandum, the tool is designed to illustrate key aspects of the new capital framework through an interactive platform.  The tool is optimized for viewing on both desktop and portable devices.…  Read More

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Federal Reserve Governor Tarullo Previews Additional Capital Standards for U.S. G-SIBs

In his statement at today’s open meeting to approve the U.S. Basel III final rule, Federal Reserve Governor Daniel K. Tarullo previewed “four rulemakings that will enhance capital requirements for the eight U.S. banking organizations already identified as of global systemic importance.”  Governor Tarullo described these four rulemakings for the 8 U.S. G-SIBs as being in various stages of development.

1.  Higher Basel III Leverage Ratio:  According to Governor Tarullo, the U.S. banking regulators are very close to issuing a proposal to establish a leverage ratio for the eight U.S.…  Read More

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Federal Reserve Governor Tarullo Delivers Speech Setting Forth Roadmap for U.S. Prudential Regulatory Reforms

Today, Federal Reserve Governor Daniel K. Tarullo delivered a speech setting forth a roadmap for prudential regulatory reforms in the United States.  Among other things, Governor Tarullo:

  • U.S. Basel III:  Appealed to other U.S. bank regulators to approve the U.S. Basel III final rules to avoid further implementation delays, noting that they can always seek further changes down the road.
  • Leverage Ratio:  Suggested that the Federal Reserve may require the largest U.S. firms to maintain a Basel III leverage ratio greater than the 3% agreed upon by the Basel Committee.
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