Analysis of the Final U.S. Basel III Rules

FRB Approves Final Basel III Rules
Client Report: CAPITAL197
7/2/2013

• FRB meeting where it released the long-awaited text of the U.S. version of the Basel III rules.

FDIC Issues Interim Final Rule (IFR) Incorporating Proposed New Leverage Standard
FSM Report: CAPITAL198
7/9/2013
 

• FDIC Board meeting approving the new, final U.S. Basel III rules.

U.S. Basel III Capital Rules: Overall Framework
FSM Report: CAPITAL199
7/10/2013
 

• Analyzes U.S. Basel III rule focusing on the amount of capital banks must hold, the instruments that count as capital and the deductions and other changes in the numerator that must be understood in concert with new risk weightings and the leverage standard. 

U.S. Basel III Capital Rules: Standardized Risk Weightings
FSM Report: CAPITAL200
7/15/2013
 

• Assesses the overall U.S. Basel III framework to evaluate key aspects of the standardized risk-based capital requirements.

Enhanced Supplementary Leverage Ratio for U.S. G-SIBs
FSM Report: LEVERAGE
7/16/2013
 

• Analyzes the controversial FRB, OCC and FDIC proposal to mandate a five percent leverage requirement for BHC’s over $700 billion or with $10 trillion in assets under management, in concert with a six percent charge for their insured-depository subs regardless of size.

U.S. Advanced Supplementary Leverage Ratio
FSM Report: LEVERAGE2

7/18/2013

• Analyzes the final on/off-balance sheet leverage rule included in the final U.S. standards for banks with assets over $250 billion.  

Global Leverage-Rule Rewrite
FSM Report: LEVERAGE3
7/22/2013

• Analyzes a proposed Basel rewrite of the leverage standard. If adopted, the proposal would redefine the denominator largely to bar netting for derivatives, securities-financing transactions and other positions, essentially grossing up these exposures to eliminate the netting permitted for GAAP balance sheets.