This site uses cookies to provide you with a more responsive and personalized service. By using this site you agree to our use of cookies. Please read our cookie notice for more information on the cookies we use and how to delete or block them.

Bookmark Email Print this page

U.S. Regulatory Capital: Basel III Final Rules

Key takeaways and highlights for U.S. banks


On July 2, 2013, the Federal Reserve (Fed), Office of the Comptroller of the Currency (OCC) and the Federal Deposit Insurance Corporation (FDIC) released Regulatory Capital Rules: Regulatory Capital, Implementation of Basel III, Capital Adequacy, Transition Provisions, Prompt Corrective Action, Standardized Approach for Risk-weighted Assets, Market Discipline and Disclosure Requirements, Advanced Approaches Risk-Based Capital Rule, and Market Risk Capital Rule. The Fed and OCC are adopting Basel III as a final rule. The FDIC is adopting it as an interim final rule until the supplementary leverage ratio notice of proposed rulemaking (NPR) is finalized.

This paper offers a summary of and observations about the rules, noting that advanced banks continue to feel the pressure, while smaller banks are likely to be feeling some relief. It also:

  • Presents some key takeaways about changes in the final rule
  • Notes implementation timelines
  • Offers a view of what’s next for banks
  • Provides highlights about the capital numerator, capital buffers and leverage ratios, risk-weighted assets standardized and advanced approaches rules
  • Outlines highlights of the supplementary leverage ratio and market risk NPRs


Share this page

Email this Send to LinkedIn Send to Facebook Tweet this More sharing options

Stay connected