Fed

Fed Announcement of Supervisory Scenarios for Capital Planning and Stress Testing

On November 1, the Fed issued supervisory scenarios to be used for the 2014 capital planning and stress testing program, which includes the Comprehensive Capital Analysis and Review of 30 bank holding companies with $50 billion or more of total consolidated assets.   Fed ReleaseFed Comprehensive Capital Analysis.

OCC and FDIC Propose New Rule on Liquidity Risk Management

On October 30, the OCC and FDIC proposed substantively the same liquidity rule as the proposal approved by the Fed on October 24.  That proposal developed by the three agencies applies to: (i) banking organizations with $250 billion consolidated assets; (ii) banking organizations with $10 billion in on-balance sheet foreign exposure; (iii) systemically important, non-bank financial institutions that do not have substantial insurance subsidiaries or substantial insurance operations; and (iv) bank and savings association subsidiaries thereof that have total consolidated assets of $10 billion (covered institutions).  The proposed rule does not apply to community banks.

Covered institutions would be required to maintain a specified level of high-quality liquid assets such as central bank reserves, government and Government Sponsored Enterprise securities and corporate debt securities that can be converted easily into cash.  Under the proposal, a covered institution would be required to hold such high-quality liquid assets on each business day in an amount equal to or greater than its projected cash outflows less its projected cash inflows over a 30-day period.  The proposed rule is consistent with the Basel Committee’s LCR standard, but is more stringent in terms of the range of assets that will qualify and the assumed rate of outflows of certain types of funding.   Release.  Proposed Rule.

Fed Proposed Rule on Liquidity Positions

On October 24, the Fed issued a proposed rule which would create a standardized minimum liquidity requirement for large and internationally active banking organizations and systemically important non-bank financial companies designed by FSOC.  Comments on the proposed rule must be submitted by January 32, 2014.  Fed ReleaseProposed Rule.

JPMorgan Chase to Pay Penalties for Oversight Deficiencies

On September 19, JPMorgan Chase entered into a consent Order of Assessment of a Civil Money Penalty with the Fed, the OCC, the SEC and the Financial Conduct Authority of the United Kingdom.  The penalties issued by the agencies total approximately $920 million.  The fine resulted from the deficiencies identified by the regulators in JPMorgan Chase’s risk management oversight, model validation, internal financial reporting and internal audit, and failure to elevate certain issues to the attention of the board of directors.  In a separate action, the OCC and CFPB ordered JPMorgan Chase to refund $309 million for illegal credit card practices and to pay $80 million in civil penalties.  Fed ReleaseCFPB ReleaseFed Consent OrderOCC Consent Order.

Joint Proposal on Risk Retention

On August 28, the FDIC, Fed, FHFA, OCC, SEC and HUD issued a notice of revised proposed rulemaking relating to required risk retention by sponsors in securitization transactions.  The proposed rule would define “qualified residential mortgage” (QRM) in the same way that the CFPB has defined qualified mortgages (QMs) and would exempt securitizations of QRMs from the risk retention requirements.  Comments on the revised proposed rule must be submitted by October 30.  Joint ReleaseProposed Rule.