Draft Basel II NPR 50 approaches to calculate regulatory operational risk capital requirements. The proposed rule describes the qualifying criteria for banks required or seeking to operate under the proposed framework and the applicable risk-based capital requirements for banks that operate under the framework.

2023年7月27日 · Bank regulatory agencies today requested comment on a proposal to increase the strength and resilience of the banking system. The proposal would modify large bank capital requirements to better reflect underlying risks and increase the consistency of how banks measure their risks.

On July 27, 2023, the federal banking regulators—i.e., the FRB, the OCC, and the FDIC—released the long-awaited US Basel III Final Reforms. The release includes two separate NPRs: (i) the Basel III proposal and (ii) G-SIB surcharge proposal.1.

2024年2月9日 · (“FRTB”), as well as changes in Credit Valuation Adjustment (“CVA”) risks, and proposed minimum haircut floors for Securities Financing Transactions (“SFTs”) on (a) credit provision and its availability and cost for credit end-users, …

2023年9月22日 · Basel III Endgame (B3E) is the latest update to global capital standards — a dramatic change to the current US risk-based capital framework. US regulators have proposed July 2025 for compliance with the new requirements, with a multiyear transition period.

In July 2023, the US Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC) and the Federal Deposit Insurance Corporation (FDIC) jointly published a Notice of Proposed Rulemaking (US NPR), referred to as Basel III Endgame.

With the highly anticipated recent NPR publication from the FDIC, OCC and FRB, the US catches up with regulators in Europe and the UK, issuing their proposed implementation for new capital rules that will follow the recommendations from BCBS in the so-called Basel III endgame (see "Basel III: Finalising post-crisis reforms").

2023年7月27日 · The Office of the Comptroller of the Currency (OCC), the Board of Governors of the Federal Reserve System (Federal Reserve Board), and the Federal Deposit Insurance Corporation (FDIC) (collectively, the agencies) recently issued a notice of proposed rulemaking that would substantially revise the regulatory capital framework for banking organizat...

2023年12月6日 · The Basel Committee's FRTB stands as a global blueprint for market risk management, ensuring a transparent, coherent, and standardized risk assessment methodology. With the NPR's alignment with the FRTB, the U.S. financial industry exemplifies its commitment to adopting global practices.

Fundamental Review of the Trading Book (FRTB) and Basel III Finalization, collectively Basel III Endgame (B3E), was published July 27, 2023. The proposed adoption of the Basel Committee on Banking Supervision (BCBS) standards is largely aligned with international