Regulatory Alerts2026-03-19 | FIL-8-2026Added · Updated
Regulatory Capital and Standardized Approach for Risk-Weighted Assets
The FDIC, Federal Reserve Board, and OCC jointly propose revisions to the standardized approach for calculating risk-weighted assets and adjusting regulatory capital definitions. The rule modifies risk weights for residential mortgages, retail, and corporate exposures based on granular factors like loan-to-value ratios, while updating counterparty credit risk and securitization methodologies. Category III and IV banking organizations must incorporate most accumulated other comprehensive income components into regulatory capital over a five-year transition, alongside revised mortgage servicing asset treatments and inflation-indexed dollar thresholds.