Regulatory Alerts2026-03-27 | 2026-05961Regulatory Capital Rule: Risk-Based Capital Surcharges for Global Systemically Important Bank Holding Companies and Systemic Risk Report
The Board of Governors of the Federal Reserve System proposes amendments to the risk-based capital surcharge framework for U.S. global systemically important bank holding companies to better align surcharges with systemic risk profiles. The proposal modifies Method 2 coefficients to include annual indexing for economic growth and inflation, adjusts the short-term wholesale funding indicator, and requires averaging of certain systemic indicators to reduce cliff effects and temporary measurement distortions. Additionally, the Board seeks to improve data consistency and streamline reporting requirements for the Systemic Risk Report (FR Y-15) used to calculate these surcharges and determine prudential standards.
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