SIFI 1. FRB 2011 12 20 500 FRB SIFI 500 FRB 2. SIFI FRB G-SIB 2016 LCR NSFR 3. SIFI 25 SIFI 10 2 SIFI 4. SIFI 83
2012 Winter FRB FRB 2011 12 20 1 SIFIFRB 2011 4 6 2012 165 (a) interconnected 500 bank holding company FSOC FRB nonbank financial company FRB stringent 2 165 (b) 500 FRB 3 FRB 165 (h) FRB risk committee 165 (i) 500 FRB 165 (j) 500 FRB debt-to-equity ratio 15 1 166 early remediation requirement 500 FRB FRB 1 2 3 Federal Reserve System, Enhanced Prudential Standards and Early Remediation Requirement for Covered Companies, Proposed Rule, 12 CFR Part252, Regulation YY; Docket No.1438, RIN7100-AD-86. FRB 2011 10 FSOC 2012 2011 11 30 Federal Reserve System, 12 CFR Part 243, Regulation QQ; Docket No. R-1414, RIN 7100-AD73, Federal Deposit Insurance Corporation, 12 CFR Part 381, RIN 3064 AD77, Resolution Plans Required, Final Rule, November 1, 2011 84
165 166 FRB 2012 3 31 SIFI SIFI SIFI G-SIB 1 2.5 FRB SIFI 100 4 FRB G20 FRB G-SIB LCRNSFR SIFI FRB capital plan G-SIB LCR NSFR 4 Daniel Tarullo, Regulating Systemically Important Financial Firms, Remarks at the Peter G. Peterson Institute for International Economics, June 3, 2011. 85
2012 Winter 25 5,000 FRB 5,000 FRB 10 FRB FRB 500 FRB 4 SIFI SIFI FRB 500 FRB 5 500 FRB 4 6 500 foreign banking organization FRB FRB FRB 5 6 165 (h) 165 (i) 500 4 500 86
FRB FRB 500 7 2 165 (b)(1)(a)(i) FRB FRB 2 FRB Tier1 5 FRB G-SIB SIFI G-SIB 500 FRB 2011 12 30 8 TARP 19 SCAP 2009 FRB 2010 CCAR 500 7 8 FRB FRB SR01-01 2015 7 21 Federal Reserve System, Capital Plans, Final Rule, 12 CFR Part225, Regulation Y; Docket No.1425, RIN7100-AD-77. 87
2012 Winter 2012 CCAR 30 FRB FRB FRB FRB 9 FRB 8 Tier1 4 Tier1 4 Tier1 5 9 FRB capital distribution 10 FRB FRB 1 SIFI FRB 165 (i) FRB FRB FRB FRB Tier1 4 8 Tier1 4 9 Tier1 Tier1 10 FRB 88
11 FRB 165 FRB G-SIB quantitative risk-based capital surcharge FRB 2014 2016 2019 G-SIB G-SIB 500 FRB FRB 12 2 165 (b)(1)(a)(ii) FRB 2 2015 LCR 2018 NSFR 11 FRB 12 2011 12 6 G-SIB 89
2012 Winter (a) (b) (c) (d) CFP FRB liquidity risk tolerance 13 (a) (b) CFP (a) (b) (c) (d) (e) (f) 13 90
CFP 14 CFP 14 ABCP 91
2012 Winter FRB 30 90 1 30 unencumbered 30 15 30 FRB LCR LCR LCR FRB FRB LCR 15 92
LCR GSE FRB (a) (b) (c) LCR 16 CFP 17 CFP CFP CFP 18 16 17 CFP 18 CDS 93
2012 Winter FRB CFP 19 CFP (a)cfp (b) (c) (d) FRB CFP CFP 20 19 CFP 20 94
2 165 (e) 25 FRB 25 FRB 2 general limit on aggregate net credit exposure 25 21 FRB 25 major covered company limits on aggregate net credit exposure 5,000 FRB 5,000 FRB 21 25 25 FRB 95
2012 Winter 10 22 165 (e)(7) 2011 7 21 3 FRB 2 2013 10 1 capital stock and surplus Tier2 23 L/C FRB 24 22 FRB FRB 23 24 (a) (b) L/C (a) (i) 0 (ii) (b) 96
FRB GSE FRB FRB FRB FRB BIS IMF ECB FHLB FAMC SEC CCP 2 165 (i) 165 (i)(1) adverse economic condition 97
2012 Winter FRB 165 (i)(2) 100 FRB supervisory stress test company-run stress test 2 FRB adverse severely adverse 3 FRB FRB 3 FRB FRB SCAP CCAR FRB FRB FRB 1 GDP 1 FRB 98
FRB FRB 9 FRB 9 30 FRB 25 FRB FRB FRB pre-provision net revenue FRB 25 FRB 99
2012 Winter FRB FRB 90 26 100 27 100 1 FRB 100 9 30 28 2 FRB FRB 3 31 FRB FRB 9 2 FRB 26 3 27 100 28 4 100
FRB 1 5 FRB 7 5 FRB FRB 90 GDP FRB SIFI FRB 101
2012 Winter 9 3 FRB FRB 1 FRB the requirements of any regulations adopted by the Board relating to capital plans and tests FRB 165 (i)(2) CCAR FRB CCAR FRB 3 FRB PCA 102
GAO 166 (a) (b) FRB FRB 1 FRB 2 2 3 4 FRB FDIC 4 3 3 FRB 103
2012 Winter 29 4 PCA Tier1 1 2 3 4 FRB 29 CDS 104
165 (j) FSOC FRB 15 1 FRB FSOC 180 15 1 FRB 90 2 180 165 (h) 100 FRB 100 FRB 100 1 CRO CRO SIFI FRB FRB SIFI 105
2012 Winter G-SIB LCR NSFR FRB G20 SIFI Tier1 5 SIFI FRB SIFI LCR NSFR SIFI 10 SIFI SIFI 500 FRB FRB 106
FRB 500 FRB SR01-01 2015 7 21 9 FRB 1 Tier1 Tier1 5 1 5 30 FRB (a) (b) (c) (d) FRB FRB (a) (b) (c) Tier1 5 FRB (a) (b) (c)frb FRB 1 5 3 31 75 FRB (a) (b) (c) Tier1 5 (d) FRB FRB FRB FRB Tier1 5 FRB FRB 107