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FEDERAL DEPOSIT INSURANCE CORPORATION
REPORT BULLETIN NO. 1

February 28, 2020

550 Seventeenth Street, N.W.
Washington, D.C. 20429


Supplement Highlights

Standardized Approach for Calculating the Exposure Amount of Derivative Contracts. The Office of the Comptroller of the Currency, Treasury; the Board of Governors of the Federal Reserve System; and the Federal Deposit Insurance Corporation issued a final rule to implement a new approach&emdash;the standardized approach for counterparty credit risk (SA\NCCR)—for calculating the exposure amount of derivative contracts under these agencies' regulatory capital rule. Under the final rule, an advanced approaches banking organization may use SA\NCCR or the internal models methodology to calculate its advanced approaches total risk-weighted assets, and must use SA\NCCR, instead of the current exposure methodology, to calculate its standardized total risk-weighted assets. A non-advanced approaches banking organization may use the current exposure methodology or SA\NCCR to calculate its standardized total risk-weighted assets. The final rule also implements SA\NCCR in other aspects of the capital rule. Notably, the final rule requires an advanced approaches banking organization to use SA\NCCR to determine the exposure amount of derivative contracts included in the banking organization's total leverage exposure, the denominator of the supplementary leverage ratio. In addition, the final rule incorporates SA\NCCR into the cleared transactions framework and makes other amendments, generally with respect to cleared transactions. 85 Fed. Reg. 4362.

See pages 2240.11–2240.14, 2240.19–2240.20, 2240.23–2240.28-C, 2240.33–2240.34-D, 2240.53–2240.70, 2240.111–2240.116, 2240.121–2240.134, 2240.164-A–2240.164-B, 2240.165–2240.168, 2240.183–2240.184, 2240.191–2240.196, and 2296.002-F-17–2296.02-F-20.

Regulatory Capital Rule: Revisions to the Supplementary Leverage Ratio To Exclude Certain Central Bank Deposits of Banking Organizations Predominantly Engaged in Custody, Safekeeping, and Asset Servicing Activities. The Office of the Comptroller of the Currency; the Board of Governors of the Federal Reserve System; and the Federal Deposit Insurance Corporation issued a final rule to implement section 402 of the Economic Growth, Regulatory Relief, and Consumer Protection Act. Section 402 directs these agencies to amend the regulatory capital rule to exclude from the supplementary leverage ratio certain funds of banking organizations deposited with central banks if the banking organization is predominantly engaged in custody, safekeeping, and asset servicing activities. 85 Fed. Reg. 4569.

See pages 2240.13–2240.14, 2240.33–2240.34, and 2240.34-A–2240.34-B.

Regulatory Capital Rule: Capital Simplification for Qualifying Community Banking Organizations; Corrections. The Federal Deposit Insurance Corporation (FDIC) corrected an interagency final rule that appeared in the Federal Register on Wednesday, November 13, 2019, regarding Capital Simplification for Qualifying Community Banking Organizations. These corrections are necessary to standardize the language in the FDIC regulations with the regulations of the other agencies that issued the final rule. 85 Fed. Reg. 5303.

See pages 2240.193–2240.196


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