Regulatory Capital Rules - Enhanced Supplementary Leverage Ratio Standards for Certain Bank Holding Companies and their Subsidiary Insured Depository (US Federal Reserve System Regulation) (FRS) (2018 Edition) The Law Library presents the complete text of the Regulatory Capital Rules - Enhanced Supplementary Leverage Ratio Standards for Certain Bank Holding Companies and their Subsidiary Insured Depository (US Federal Reserve System Regulation) (FRS) (2018 Edition). Updated as of May 29, 2018 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 adopting a final rule that strengthens the agencies' supplementary leverage ratio standards for large, interconnected U.S. banking organizations (the final rule). The final rule applies to any U.S. top-tier bank holding company (BHC) with more than $700 billion in total consolidated assets or more than $10 trillion in assets under custody (covered BHC) and any insured depository institution (IDI) subsidiary of these BHCs (together, covered organizations). In the revised regulatory capital rule adopted by the agencies in July 2013 (2013 revised capital rule), the agencies established a minimum supplementary leverage ratio of 3 percent, consistent with the minimum leverage ratio adopted by the Basel Committee on Banking Supervision (BCBS), for banking organizations subject to the agencies' advanced approaches risk-based capital rules. The final rule establishes enhanced supplementary leverage ratio standards for covered BHCs and their subsidiary IDIs. Under the final rule, an IDI that is a subsidiary of a covered BHC must maintain a supplementary leverage ratio of at least 6 percent to be well capitalized under the agencies' prompt corrective action (PCA) framework. The Board also is adopting in the final rule a supplementary leverage ratio buffer (leverage buffer) for covered BHCs of 2 percent above the minimum supplementary leverage ratio requirement of 3 percent. The leverage buffer functions like the capital conservation buffer for the risk-based capital ratios in the 2013 revised capital rule. A covered BHC that maintains a leverage buffer of tier 1 capital in an amount greater than 2 percent of its total leverage exposure is not subject to limitations on distributions and discretionary bonus payments under the final rule. This book contains: - The complete text of the Regulatory Capital Rules - Enhanced Supplementary Leverage Ratio Standards for Certain Bank Holding Companies and their Subsidiary Insured Depository (US Federal Reserve System Regulation) (FRS) (2018 Edition) - A table of contents with the page number of each section

Regulatory Capital Rules - Enhanced Supplementary Leverage Ratio Standards for Certain Bank Holding Companies and their Subsidiary Insured Depository (US Federal Deposit Insurance Corporation Regulation) (FDIC) (2018 Edition) The Law Library presents the complete text of the Regulatory Capital Rules - Enhanced Supplementary Leverage Ratio Standards for Certain Bank Holding Companies and their Subsidiary Insured Depository (US Federal Deposit Insurance Corporation Regulation) (FDIC) (2018 Edition). Updated as of May 29, 2018 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 adopting a final rule that strengthens the agencies' supplementary leverage ratio standards for large, interconnected U.S. banking organizations (the final rule). The final rule applies to any U.S. top-tier bank holding company (BHC) with more than $700 billion in total consolidated assets or more than $10 trillion in assets under custody (covered BHC) and any insured depository institution (IDI) subsidiary of these BHCs (together, covered organizations). In the revised regulatory capital rule adopted by the agencies in July 2013 (2013 revised capital rule), the agencies established a minimum supplementary leverage ratio of 3 percent, consistent with the minimum leverage ratio adopted by the Basel Committee on Banking Supervision (BCBS), for banking organizations subject to the agencies' advanced approaches risk-based capital rules. The final rule establishes enhanced supplementary leverage ratio standards for covered BHCs and their subsidiary IDIs. Under the final rule, an IDI that is a subsidiary of a covered BHC must maintain a supplementary leverage ratio of at least 6 percent to be well capitalized under the agencies' prompt corrective action (PCA) framework. The Board also is adopting in the final rule a supplementary leverage ratio buffer (leverage buffer) for covered BHCs of 2 percent above the minimum supplementary leverage ratio requirement of 3 percent. The leverage buffer functions like the capital conservation buffer for the risk-based capital ratios in the 2013 revised capital rule. A covered BHC that maintains a leverage buffer of tier 1 capital in an amount greater than 2 percent of its total leverage exposure is not subject to limitations on distributions and discretionary bonus payments under the final rule. This book contains: - The complete text of the Regulatory Capital Rules - Enhanced Supplementary Leverage Ratio Standards for Certain Bank Holding Companies and their Subsidiary Insured Depository (US Federal Deposit Insurance Corporation Regulation) (FDIC) (2018 Edition) - A table of contents with the page number of each section

Regulatory Capital Rules - Enhanced Supplementary Leverage Ratio Standards for Certain Bank Holding Companies and their Subsidiary Insured Depository (US Comptroller of the Currency Regulation) (OCC) (2018 Edition) The Law Library presents the complete text of the Regulatory Capital Rules - Enhanced Supplementary Leverage Ratio Standards for Certain Bank Holding Companies and their Subsidiary Insured Depository (US Comptroller of the Currency Regulation) (OCC) (2018 Edition). Updated as of May 29, 2018 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 adopting a final rule that strengthens the agencies' supplementary leverage ratio standards for large, interconnected U.S. banking organizations (the final rule). The final rule applies to any U.S. top-tier bank holding company (BHC) with more than $700 billion in total consolidated assets or more than $10 trillion in assets under custody (covered BHC) and any insured depository institution (IDI) subsidiary of these BHCs (together, covered organizations). In the revised regulatory capital rule adopted by the agencies in July 2013 (2013 revised capital rule), the agencies established a minimum supplementary leverage ratio of 3 percent, consistent with the minimum leverage ratio adopted by the Basel Committee on Banking Supervision (BCBS), for banking organizations subject to the agencies' advanced approaches risk-based capital rules. The final rule establishes enhanced supplementary leverage ratio standards for covered BHCs and their subsidiary IDIs. Under the final rule, an IDI that is a subsidiary of a covered BHC must maintain a supplementary leverage ratio of at least 6 percent to be well capitalized under the agencies' prompt corrective action (PCA) framework. The Board also is adopting in the final rule a supplementary leverage ratio buffer (leverage buffer) for covered BHCs of 2 percent above the minimum supplementary leverage ratio requirement of 3 percent. The leverage buffer functions like the capital conservation buffer for the risk-based capital ratios in the 2013 revised capital rule. A covered BHC that maintains a leverage buffer of tier 1 capital in an amount greater than 2 percent of its total leverage exposure is not subject to limitations on distributions and discretionary bonus payments under the final rule. This book contains: - The complete text of the Regulatory Capital Rules - Enhanced Supplementary Leverage Ratio Standards for Certain Bank Holding Companies and their Subsidiary Insured Depository (US Comptroller of the Currency Regulation) (OCC) (2018 Edition) - A table of contents with the page number of each section

Regulatory Capital Rules - Regulatory Capital, Revisions to the Supplementary Leverage Ratio (US Federal Reserve System Regulation) (FRS) (2018 Edition) The Law Library presents the complete text of the Regulatory Capital Rules - Regulatory Capital, Revisions to the Supplementary Leverage Ratio (US Federal Reserve System Regulation) (FRS) (2018 Edition). Updated as of May 29, 2018 In May 2014, 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) issued a notice of proposed rulemaking (NPR or proposed rule) to revise the definition of 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). The agencies are adopting the proposed rule as final (final rule) with certain revisions and clarifications based on comments received on the proposed rule. This book contains: - The complete text of the Regulatory Capital Rules - Regulatory Capital, Revisions to the Supplementary Leverage Ratio (US Federal Reserve System Regulation) (FRS) (2018 Edition) - A table of contents with the page number of each section

Regulatory Capital Rules - Implementation of Risk-Based Capital Surcharges for Global Systemically Important Bank Holding Companies (US Federal Reserve System Regulation) (FRS) (2018 Edition) The Law Library presents the complete text of the Regulatory Capital Rules - Implementation of Risk-Based Capital Surcharges for Global Systemically Important Bank Holding Companies (US Federal Reserve System Regulation) (FRS) (2018 Edition). Updated as of May 29, 2018 The Board of Governors of the Federal Reserve System is adopting a final rule that establishes risk-based capital surcharges for the largest, most interconnected U.S.-based bank holding companies pursuant to section 165 of the Dodd-Frank Wall Street Reform and Consumer Protection Act. The final rule requires a U.S. top-tier bank holding company that is an advanced approaches institution to calculate a measure of its systemic importance. A bank holding company whose measure of systemic importance exceeds a defined threshold would be identified as a global systemically important bank holding company and would be subject to a risk-based capital surcharge (GSIB surcharge). The GSIB surcharge is phased in beginning on January 1, 2016, through year-end 2018, and becomes fully effective on January 1, 2019. The final rule also revises the terminology used to identify the bank holding companies subject to the enhanced supplementary leverage ratio standards to ensure consistency in the scope of application between the enhanced supplementary leverage ratio standards and the GSIB surcharge framework. This book contains: - The complete text of the Regulatory Capital Rules - Implementation of Risk-Based Capital Surcharges for Global Systemically Important Bank Holding Companies (US Federal Reserve System Regulation) (FRS) (2018 Edition) - A table of contents with the page number of each section

Regulatory Capital Rules - Regulatory Capital, Revisions to the Supplementary Leverage Ratio (US Federal Deposit Insurance Corporation Regulation) (FDIC) (2018 Edition) The Law Library presents the complete text of the Regulatory Capital Rules - Regulatory Capital, Revisions to the Supplementary Leverage Ratio (US Federal Deposit Insurance Corporation Regulation) (FDIC) (2018 Edition). Updated as of May 29, 2018 In May 2014, 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) issued a notice of proposed rulemaking (NPR or proposed rule) to revise the definition of 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). The agencies are adopting the proposed rule as final (final rule) with certain revisions and clarifications based on comments received on the proposed rule. This book contains: - The complete text of the Regulatory Capital Rules - Regulatory Capital, Revisions to the Supplementary Leverage Ratio (US Federal Deposit Insurance Corporation Regulation) (FDIC) (2018 Edition) - A table of contents with the page number of each section

Regulatory Capital Rules - Regulatory Capital, Revisions to the Supplementary Leverage Ratio (US Comptroller of the Currency Regulation) (OCC) (2018 Edition) The Law Library presents the complete text of the Regulatory Capital Rules - Regulatory Capital, Revisions to the Supplementary Leverage Ratio (US Comptroller of the Currency Regulation) (OCC) (2018 Edition). Updated as of May 29, 2018 In May 2014, 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) issued a notice of proposed rulemaking (NPR or proposed rule) to revise the definition of 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). The agencies are adopting the proposed rule as final (final rule) with certain revisions and clarifications based on comments received on the proposed rule. This book contains: - The complete text of the Regulatory Capital Rules - Regulatory Capital, Revisions to the Supplementary Leverage Ratio (US Comptroller of the Currency Regulation) (OCC) (2018 Edition) - A table of contents with the page number of each section