In the attached NPR, the agencies:
- Propose to apply the rule to banking organizations that (i) have consolidated assets equal to $250 billion or more; (ii) have consolidated total on-balance sheet foreign exposures of $10 billion or more; (iii) elect to use the proposed rule; or (iv) are subsidiaries of a bank or bank holding company that uses the proposed rule.
- Propose to apply this rule to determine risk-based capital requirements for wholesale, retail, equity and securitization exposures. This rule would also require a bank to determine risk-based capital requirements for operational risk.
- Seek industry and public comment on various aspects of the proposed implementation, including whether to allow core banks to use simpler approaches to calculate their risk-based capital.
- Include various prudential safeguards to maintain sufficient capital in the banking system such as: (i) placing a 10 percent downward limit on aggregate reductions in minimum risk-based capital requirements; (ii) extending the transitional floor period to a minimum of three years; and (iii) retaining the leverage ratio and prompt corrective action standards.
FDIC-Supervised Banks (Commercial and Savings)
Chief Executive Officer
Chief Financial Officer
Chief Risk Officer
Risk-Based Capital Rules 12 CFR Part 325 Basel II
Jason C. Cave, Associate Director, Capital Markets Branch, at firstname.lastname@example.org or (202) 898-3548
Bobby R. Bean, Chief, Capital Markets Policy Section, at email@example.com or (202) 898-3575
FIL-86-2006 - PDF 38k (PDF Help)
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