Twitter RSS

Capital and Prudential Standards Blog

magnify
Home Archive for category "Enhanced Prudential Standards" (Page 5)
formats

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.
 Read More
Comments Off on Federal Reserve Governor Tarullo Delivers Speech Setting Forth Roadmap for U.S. Prudential Regulatory Reforms.
formats

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

Comments Off on Summary of Basel Committee’s Proposed Framework for Measuring and Controlling Large Exposures.
formats

Federal Reserve Announces Results of 2013 Comprehensive Capital Analysis and Review (CCAR)

Today, the Federal Reserve announced the results of the 2013 Comprehensive Capital Analysis and Review (CCAR), including summaries of the Federal Reserve’s CCAR post-stress capital analysis for each of the 18 large U.S. bank holding companies (BHCs) that participated in the 2013 CCAR.

Of the 18 BHCs that participated in the 2013 CCAR, 14 received approvals from the Federal Reserve for their capital plans, two received conditional approvals while two received objections.  The Federal Reserve may object to a capital plan on quantitative or qualitative grounds.  …  Read More

Comments Off on Federal Reserve Announces Results of 2013 Comprehensive Capital Analysis and Review (CCAR).
formats

Federal Reserve Publishes Results of Dodd-Frank Supervisory Stress Tests

Today, the Federal Reserve published summary results of Dodd-Frank supervisory stress tests for 18 large U.S. bank holding companies (BHCs).  The summary results include the Federal Reserve’s projections of revenues, expenses, losses and the post-stress capital ratios for each of the 18 BHCs under a hypothetical, severely adverse macroeconomic and financial market scenario developed by the Federal Reserve.

Hypothetical Stress Scenario:  The Federal Reserve’s severely adverse stress scenario features a deep recession in the United States, Europe and Japan, significant declines in asset prices and increases in risk premia and a marked economic slowdown in developing Asia.  …  Read More

Comments Off on Federal Reserve Publishes Results of Dodd-Frank Supervisory Stress Tests.
formats

Federal Reserve Announces Release Dates for Results of Dodd-Frank Supervisory Stress Tests and Comprehensive Capital Analysis and Review (CCAR)

Today, the Federal Reserve announced that results of the Dodd-Frank supervisory stress tests conducted by the Federal Reserve of 18 large bank holding companies (BHCs) will be released on Thursday, March 7 at 4:30 p.m. Eastern Time.  The Federal Reserve also announced that results of the 2013 Comprehensive Capital Analysis and Review (CCAR) will be released on Thursday, March 14 at 4:30 p.m. Eastern Time.

Background on Dodd-Frank Supervisory Stress Tests:  The Dodd-Frank Act requires the Federal Reserve to conduct an annual supervisory stress test of U.S.…  Read More

Comments Off on Federal Reserve Announces Release Dates for Results of Dodd-Frank Supervisory Stress Tests and Comprehensive Capital Analysis and Review (CCAR).
formats

Dodd-Frank Enhanced Prudential Standards for Foreign Banking Organizations

The Federal Reserve has proposed a tiered approach for applying U.S. capital, liquidity and other Dodd-Frank enhanced prudential standards to the U.S. operations of foreign banking organizations with total global assets of $50 billion or more (“Large FBOs”). Most Large FBOs would have to create a separately capitalized top-tier U.S. intermediate holding company (“IHC”) that would hold all U.S. bank and nonbank subsidiaries. The IHC would be subject to U.S. capital, liquidity and other enhanced prudential standards on a consolidated basis.…  Read More

Comments Off on Dodd-Frank Enhanced Prudential Standards for Foreign Banking Organizations.