Session 6 · Bank Regulation

History → Core framework → 2008 reforms → 2018 tailoring → recent updates. Lots of click‑to‑reveal explainers for FIN310.

Theme: Left sidebar + expanders

1) Why Regulate? What problem are we solving?

Safety & Soundness

Prevent failures that harm depositors and the economy.

Consumer Protection

Fair treatment: disclosures, fees, and lending practices.

Financial Stability

Avoid systemic crises and contagion.

Plain‑English examples
  • Capital is like a cushion: more losses you can absorb before failing.
  • Liquidity is like your cash-on-hand for emergencies.
  • Stress tests are fire drills: can the bank handle bad scenarios?

2) U.S. Regulation Timeline (very short)

Click to expand the mini‑timeline
  1. 1863–64: National Bank Acts → OCC supervision.
  2. 1913: Federal Reserve Act → Fed created (lender of last resort, payments).
  3. 1933: Banking Act → FDIC deposit insurance; Glass‑Steagall separation.
  4. 1980–82: DIDMCA & Garn‑St Germain → interest‑rate deregulation, S&L era changes.
  5. 1994: Riegle‑Neal → interstate branching.
  6. 1999: Gramm‑Leach‑Bliley → removed Glass‑Steagall separation (affiliations allowed).
  7. 2010: Dodd‑Frank Act (post‑2008) → systemic risk council, stress tests, Volcker Rule, CFPB.
  8. 2018: EGRRCPA (S.2155) → tailoring thresholds and relief for some banks.
  9. 2023+: Post‑regional‑bank stress → proposals to strengthen capital, liquidity, and resolution.

3) Who Regulates Whom? U.S. overview

Federal Reserve (Fed)

  • Holding companies (BHC/LHC) & state member banks
  • Capital & liquidity rules (Basel framework), stress tests

OCC

  • National banks & federal savings associations
  • Chartering, supervision, enforcement

FDIC

  • Deposit insurance & resolution of insured banks
  • Supervises state non‑member banks
Also relevant
  • CFPB (consumer financial protection)
  • State regulators (state‑chartered banks, non‑banks)

4) Capital & Risk‑Weighted Assets (Basel III intuition)

Capital ratios compare loss‑absorbing equity to risk‑weighted assets (RWA). Higher = safer (all else equal).

CET1 Ratio Calculator (toy)

CET1 Ratio ≈
What is CET1?

Common equity, retained earnings, minus deductions (e.g., intangibles). Basel III sets minimums plus buffers.

Risk Weight Toy

Approx. RWA =
Reality check

Actual risk weights vary (mortgages, corporates, commitments). We use simple examples for intuition.

5) Liquidity: LCR & NSFR (intuition)

LCR Toy

Coverage ≈
Why it matters

LCR ≥ 100% aims to ensure enough liquid assets for a 30‑day stress window.

NSFR Toy

NSFR ≈
Plain words

Stable funding for one‑year horizon; ≥100% is the idea.

6) Post‑2008: Dodd‑Frank Act (2010) — Big Themes

Systemic Risk

FSOC created; enhanced prudential standards for larger firms.

Stress Tests

Supervisory scenarios to test resilience; public disclosures.

Volcker Rule

Limits proprietary trading at banking entities (with exemptions).

Resolution

Orderly liquidation authority; living wills for large firms.

Consumer

CFPB established for consumer financial protection.

Derivatives

Central clearing and margining for many swaps.

Click for student notes
  • Goal: lower failure probability and reduce damage if failure happens.
  • Capital & liquidity raised vs. pre‑2008; more data and transparency.

7) 2018 Tailoring (EGRRCPA / S.2155)

Regulatory requirements were tailored based on size and risk profile.

Click to see simple category intuition
  • Category I: Largest GSIBs — toughest standards.
  • Category II–IV: Large banks with varying complexity — standards scaled (capital, liquidity, stress).
  • Smaller banks: Some relief in certain rules (e.g., reporting/threshold adjustments).
What students should remember

Bigger/complex = more rules; smaller/simpler = relatively lighter. Thresholds and tests vary over time.

8) Recent Updates (Post‑2023 regional‑bank stress)

  • Supervisors emphasized interest‑rate risk management and uninsured‑deposit concentrations.
  • Proposals to strengthen capital and long‑term funding for larger banks (often called “Basel III endgame” and related measures).
  • Focus on resolution readiness (e.g., pre‑positioning collateral, liquidity in resolution, and communication).
Student takeaway
  • Duration risk + fast digital outflows can be dangerous together.
  • Stronger cushions (capital/liquidity) and planning help stability.

9) Stress Tests & Living Wills

Stress Loss Toy

Post‑stress CET1 Ratio ≈
What it means

Regulators assess whether capital remains above requirements after severe losses and distributions.

Living Will (Resolution Plan)

  • How to be resolved safely if the firm fails
  • Critical operations, liquidity, and separability
  • Reducing complexity ahead of time

10) Deposit Insurance (FDIC)

Helps prevent runs and protects small depositors up to insured limits.

Coverage Primer

Click for common categories
  • Single accounts, joint accounts (limits apply per depositor per bank)
  • Trust/retirement categories have special rules

Run Dynamics

Uninsured balances can move quickly; communication and access to liquidity are key.

11) Mini Tools

CET1 & RWA

Adjust CET1 and RWA to see the ratio.

Open

LCR & NSFR

Change HQLA/outflows and ASF/RSF.

Open

Stress Drill

See post‑stress CET1 ratio under losses.

Open

12) Quick Quiz

Q1. Capital ratios mostly protect against:

Q2. LCR ≥ 100% means the bank has enough:

Q3. The 2018 tailoring idea was to:

13) Homework — Reg Policy Brief (300–500 words)

  1. Pick a bank profile (large diversified vs. regional lender). State the top two risks (with one metric each).
  2. Using the tools above, set two scenarios: (i) rate shock, (ii) deposit outflow. Report CET1/LCR/NSFR impacts.
  3. Recommend two mitigants (capital/liquidity/hedging/funding mix/communications) with a sentence on trade‑offs.