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Home Archive for category "Credit Exposure" (Page 2)
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Davis Polk Blackline of OCC Lending Limits Final Rule vs. Interim Final Rule

Today, the OCC published a final rule to implement Section 610 of the Dodd Frank Act, which applies the lending limit statute to credit exposures arising from derivative transactions and securities financing transactions.

We have prepared a blackline of the final rule against the interim final rule on lending limits that was issued in June 2012.  Most of the changes are contained in Sections 32.1 (authority, purpose and scope), 32.2 (definitions), 32.6 (nonconforming loans and extensions of credit) and 32.9 (credit exposure arising from derivative and securities financing transactions).…  Read More

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Summary of Basel Committee’s Proposed Framework for Measuring and Controlling Large Exposures

The Basel Committee has proposed a framework for measuring, reporting and limiting a bank’s exposures to single counterparties and groups of connected counterparties.  The proposed large exposures framework, which borrows a number of concepts from the Basel capital framework, is intended to ensure greater international consistency in regulatory and supervisory approaches to large exposures and to act as a backstop to risk-based capital requirements.  The Basel Committee expects national supervisors to implement the large exposures framework by January 1, 2019.

Comments on the proposed framework are due June 28, 2013. …  Read More

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