United States Government Publishing Office publisher pbl distributor dst United States National Archives and Records Administration Office of the Federal Register author aut Government Organization text government publication eng FR Regulatory Information 2014_register executive 2014-05-07 article Proposed Rules D09002ee1c7fa20d1 D09002ee1c7fa214f United States Department of Treasury originator org United States Government Agency or Subagency United States Office of the Comptroller of the Currency originator org United States Government Agency or Subagency United States Federal Reserve System originator org United States Government Agency or Subagency United States Federal Deposit Insurance Corporation originator org United States Government Agency or Subagency The Office of the Comptroller of the Currency (OCC), the Board of Governors of the Federal Reserve System (Board), and the Federal Deposit Insurance Corporation (FDIC) (collectively, the agencies) are issuing a notice of proposed rulemaking (proposed rule) that would revise the denominator of the supplementary leverage ratio (total leverage exposure) that the agencies adopted in July 2013 as part of comprehensive revisions to the agencies' regulatory capital rules (2013 revised capital rule). Specifically, the proposed rule would revise the treatment of on- and off-balance sheet exposures for purposes of determining total leverage exposure, and more closely align the agencies' rules on the calculation of total leverage exposure with international leverage ratio standards. The proposed rule would incorporate in total leverage exposure the effective notional principal amount of credit derivatives and other similar instruments through which a banking organization provides credit protection (sold credit protection), modify the calculation of total leverage exposure for derivatives and repo-style transactions, and revise the credit conversion factors (CCFs) applied to certain off- balance sheet exposures. The proposed rule also would make changes to the methodology for calculating the supplementary leverage ratio and to the public disclosure requirements for the supplementary leverage ratio. The proposed rule would apply to all banks, savings associations, bank holding companies, and savings and loan holding companies (banking organizations) that are subject to the agencies' advanced approaches risk-based capital rules (advanced approaches banking organizations), as defined in the 2013 revised capital rule, including advanced approaches banking organizations that are subject to the enhanced supplementary leverage ratio standards that the agencies have adopted in final form and published elsewhere in today's Federal Register (the eSLR standards). Consistent with the 2013 revised capital rule, advanced approaches banking organizations will be required to disclose their supplementary leverage ratios beginning January 1, 2015, and will be required to comply with a minimum supplementary leverage ratio capital requirement of 3 percent and, as applicable, the eSLR standards beginning January 1, 2018. The agencies are seeking comment on all aspects of the proposed rule. 79 FR 24596 https://www.govinfo.gov/app/details/FR-2014-05-01/2014-09357 2014-09357 fr01my14-17 RIN 1557-AD81 RIN 3064-AE12 P Docket ID OCC-2014-0008 Regulation Q Docket No. R-1487 https://www.govinfo.gov/app/details/FR-2014-05-01/2014-09357 https://www.govinfo.gov/content/pkg/FR-2014-05-01/html/2014-09357.htm https://www.govinfo.gov/content/pkg/FR-2014-05-01/pdf/2014-09357.pdf Banks Banking Federal Reserve System Holding Companies Securities Administrative Practice and Procedure Capital National Banks Reporting and Recordkeeping Requirements Risk Banking Capital Adequacy Savings Associations State Non-Member Banks 23 p. 24596 24618 79 FR 24596 Title 12 Part 217 12 CFR Part 217 Title 12 Part 324 12 CFR Part 324 Title 12 Part 3 12 CFR Part 3 RIN 1557-AD81 RIN 3064-AE12 Regulatory Capital Rules: Regulatory Capital, Proposed Revisions to the Supplementary Leverage Ratio; Federal Register Vol. 79, Issue PRORULE 2014-09357 DEPARTMENT OF TREASURY Office of the Comptroller of the Currency FEDERAL RESERVE SYSTEM FEDERAL DEPOSIT INSURANCE CORPORATION 2014-06-13 Docket ID OCC-2014-0008 Regulation Q Docket No. R-1487 P 2014-09357 Proposed rule.

The Office of the Comptroller of the Currency (OCC), the Board of Governors of the Federal Reserve System (Board), and the Federal Deposit Insurance Corporation (FDIC) (collectively, the agencies) are issuing a notice of proposed rulemaking (proposed rule) that would revise the denominator of the supplementary leverage ratio (total leverage exposure) that the agencies adopted in July 2013 as part of comprehensive revisions to the agencies' regulatory capital rules (2013 revised capital rule). Specifically, the proposed rule would revise the treatment of on- and off-balance sheet exposures for purposes of determining total leverage exposure, and more closely align the agencies' rules on the calculation of total leverage exposure with international leverage ratio standards. The proposed rule would incorporate in total leverage exposure the effective notional principal amount of credit derivatives and other similar instruments through which a banking organization provides credit protection (sold credit protection), modify the calculation of total leverage exposure for derivatives and repo-style transactions, and revise the credit conversion factors (CCFs) applied to certain off- balance sheet exposures. The proposed rule also would make changes to the methodology for calculating the supplementary leverage ratio and to the public disclosure requirements for the supplementary leverage ratio. The proposed rule would apply to all banks, savings associations, bank holding companies, and savings and loan holding companies (banking organizations) that are subject to the agencies' advanced approaches risk-based capital rules (advanced approaches banking organizations), as defined in the 2013 revised capital rule, including advanced approaches banking organizations that are subject to the enhanced supplementary leverage ratio standards that the agencies have adopted in final form and published elsewhere in today's Federal Register (the eSLR standards). Consistent with the 2013 revised capital rule, advanced approaches banking organizations will be required to disclose their supplementary leverage ratios beginning January 1, 2015, and will be required to comply with a minimum supplementary leverage ratio capital requirement of 3 percent and, as applicable, the eSLR standards beginning January 1, 2018. The agencies are seeking comment on all aspects of the proposed rule.

Comments must be received no later than June 13, 2014. OCC: Roger Tufts, Senior Economic Advisor, (202) 649-6981; or Nicole Billick, Risk Expert, (202) 649- 7932, Capital Policy; or Carl Kaminski, Counsel; or Henry Barkhausen, Attorney, Legislative and Regulatory Activities Division, (202) 649- 5490, Office of the Comptroller of the Currency, 400 7th Street SW., Washington, DC 20219. Banks Banking Federal Reserve System Holding Companies Securities Administrative Practice and Procedure Capital National Banks Reporting and Recordkeeping Requirements Risk Banking Capital Adequacy Savings Associations State Non-Member Banks Regulatory Capital Rules: Regulatory Capital, Proposed Revisions to the Supplementary Leverage Ratio , bbean@fdic.gov Comments@fdic.gov gfrench@fdic.gov kreitz@fdic.gov mhandzlik@fdic.gov mphillips@fdic.gov oira_submission@omb.eop.gov rackmann@fdic.gov rbillingsley@fdic.gov regs.comments@federalreserve.gov regs.comments@occ.treas.gov regulatorycapital@fdic.gov http://www.bis.org http://www.bis.org/bcbs/about.htm http://www.bis.org/publ/bcbs189.htm http://www.bis.org/publ/bcbs251.htm http://www.bis.org/publ/bcbs270.htm http://www.fdic.gov/regulations/laws/federal/propose.html http://www.federalreserve.gov http://www.federalreserve.gov/generalinfo/foia/ProposedRegs.cfm http://www.regulations.gov regulations.gov Vol. 79, no. 84 Office of the Federal Register, National Archives and Records Administration 2014-05-01 continuing daily deposited born digital 478 p. Table of Contents: AE 2.7: GS 4.107: AE 2.106: KF70.A2 https://www.govinfo.gov/app/details/FR-2014-05-01 P0b002ee188522377 0097-6326 0042-1219 0364-1406 769-004-00000-9 000582072 f:fr01my14 https://www.govinfo.gov/app/details/FR-2014-05-01 https://www.govinfo.gov/content/pkg/FR-2014-05-01/pdf/FR-2014-05-01.pdf https://www.govinfo.gov/content/pkg/FR-2014-05-01/xml/FR-2014-05-01.xml fdlp 24527 24994 DGPO 2014-05-07 2024-06-02 FR-2014-05-01 machine generated eng FR FR-2014-05-01 79 84