Liquidity Coverage Ratio
SIFMA, The Clearing House (TCH), the American Bankers Association (ABA), the Institute of International Bankers (IIB), the International Association of Credit Portfolio Managers (IACPM), Structured Finance Industry Group (SFIG) and the Financial Services Roundtable (FSR) provide comments to the Office of the Comptroller of the Currency (OCC), Board of Governors of the Federal Reserve System (FRS) and the Federal Deposit Insurance Corporation (FDIC) Notice of Proposed Rulemaking: Liquidity Coverage Ratio: Liquidity Risk Measurement, Standards, and Monitoring. The notice proposes rules that would implement the liquidity coverage ratio (LCR) for banking organizations that are mandatorily subject to the advanced approaches risk-based capital rules, their respective consolidated subsidiary depository institutions with total consolidated assets greater than $10 billion, and nonbank financial companies designated by the Financial Stability Oversight Council for supervision by the Federal Reserve that do not have substantial insurance activities.
See also:
Federal Register / Vol. 78, No. 230 / Friday, November 29, 2013 / Proposed Rules