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MNI: Fed's Barr: 9% Capital Hike For Top Banks In Re-Proposal

The Federal Reserve's top banking regulator Michael Barr on Tuesday said the biggest U.S. banks would face a 9% increase in capital requirements in a re-proposal of Basel endgame and G-SIB surcharge rules.

For other large banks that are not G-SIBs, Barr said the impact from the re-proposal would mainly result from the inclusion of unrealized gain and losses on their securities in regulatory capital, estimated to be equivalent to a 3% to 4% increase in capital requirements over the long run, according to prepared remarks. The remainder of the re-proposal would increase capital requirements for non-GSIB firms still subject to the rule by 0.5%.

"The changes in the endgame re-proposal will cover all major areas of the rule: credit risk; operational risk; and market risk. Banks with assets between USD100 and USD250 billion would no longer be subject to the endgame changes, other than the requirement to recognize unrealized gains and losses of their securities in regulatory capital," said Barr, also recommending changes to the G-SIB surcharge proposal.

"Taken together, the re-proposals would increase aggregate common equity tier 1 capital requirements for the G-SIBs, which are the largest and most complex banks, by 9%," he said in remarks prepared for the Brookings Institution. Barr stressed regulatory agencies have not made final decisions on any aspect of the re-proposals, including those that are not explicitly addressed in the re-proposal.

The Fed first proposed its capital overhaul tied to Basel III in July 2023 but it faced severe pushback from a variety of stakeholders.

"As part of the G-SIB re-proposal, I intend to recommend that we improve the calculation of the capital surcharges for G-SIBs by reflecting changes in the global banking system since the Board adopted the G-SIB surcharge in 2015," he said. He added he would recommend accounting for effects from inflation and economic growth in the measurement of a G-SIB’s systemic risk profile.

MNI Washington Bureau | +1 202-371-2121 | evan.ryser@marketnews.com
MNI Washington Bureau | +1 202-371-2121 | evan.ryser@marketnews.com

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