Federal Register #Docket No. 1889

Federal Reserve Proposes Amendments to GSIB Capital Surcharges and Systemic Risk Reporting

This opportunity concerns proposed regulatory changes by the Federal Reserve affecting large U.S. bank holding companies: - The Board of Governors of the Federal Reserve System seeks public comment on amendments to Regulation Q - Regulation Q governs risk-based capital surcharges for U.S. global systemically important bank holding companies (GSIBs) - Key proposed changes include: - Modifying coefficients used in surcharge calculations - Adjusting measurement and weighting of systemic indicators - Enhancing the Systemic Risk Report (FR Y-15), the main data source for the GSIB framework - The Federal Reserve System is the only OEM/vendor referenced - No physical products, services, or purchase quantities are requested - The proposal aims to: - Improve risk sensitivity and accuracy of GSIB surcharges - Reduce cliff effects in surcharge application - Streamline and improve systemic risk data reporting - The focus is on regulatory and reporting requirements for large banking organizations, not on procurement of goods or services

Description

The Board of Governors of the Federal Reserve System is proposing amendments to the rule that establishes risk-based capital surcharges for U.S. global systemically important bank holding companies (GSIBs). The proposal includes modifications to the coefficients used in surcharge calculations, changes to the measurement and weighting of systemic indicators, and improvements to data reporting in the Systemic Risk Report (FR Y-15). These changes aim to better align surcharges with systemic risk profiles and improve the accuracy and sensitivity of the framework.

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