What 12 CFR Part 329 - FDIC Liquidity Risk Measurement Standards (LCR and NSFR for FDIC-Supervised Institutions) requires
12 CFR Part 329 is the Federal Deposit Insurance Corporation (FDIC) liquidity risk measurement rule implementing the Basel III Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) for FDIC-supervised institutions on a consolidated basis. Section 329.1(a) establishes a minimum liquidity standard and a minimum stable funding standard. Section 329.1(b)(1) applies to an FDIC-supervised institution that is (A) a GSIB depository institution supervised by the FDIC, (B) a Category II FDIC-supervised institution, or (C) a Category III FDIC-supervised institution, or where the FDIC has determined that application is appropriate in light of asset size, level of complexity, risk profile, scope of operations, affiliation with foreign or domestic covered entities, or risk to the financial system. Section 329.3 sets the operative definitions in substantive parity with the FRB Regulation WW (12 CFR Part 249) and the OCC LCR rule (12 CFR Part 50) - the LCR, NSFR, HQLA, level 1, level 2A, and level 2B liquid assets, brokered deposit, operational deposit, average weighted short-term wholesale funding (calculated using FR Y-15 data), and other Basel III-aligned operative terms. Section 329.10(a) requires the FDIC-supervised institution to calculate and maintain a liquidity coverage ratio equal to or greater than 1.0 on each business day in accordance with Part 329, with the elected calculation time fixed by written notice to the FDIC prior to December 31, 2019. Section 329.10(b) calculates the LCR as the HQLA amount under subpart C divided by the total net cash outflow amount under subpart D. Section 329.20 sets the HQLA criteria - level 1 includes Reserve Bank balances, foreign withdrawable reserves, US Treasury securities, US government agency securities fully and explicitly guaranteed by the full faith and credit of the US government, and sovereign or BIS/IMF/ECB/European Community/multilateral development bank securities at zero percent risk weight under subpart D of 12 CFR Part 324 (the FDIC capital rule) that are liquid and readily-marketable. Section 329.40 imposes the liquidity coverage shortfall supervisory framework requiring FDIC notification on any business day the LCR falls below the minimum requirement. Subpart K implements the Net Stable Funding Ratio. Part 329 is the FDIC's mirror of the FRB Regulation WW (12 CFR Part 249) and the OCC LCR rule (12 CFR Part 50) - the three rules are substantively identical with agency-specific applicability determined by primary supervisor allocation.
Pillar: Banking & Global Finance · Authority: Federal Deposit Insurance Corporation, implementing section 165 of the Dodd-Frank Wall Street Reform and Consumer Protection Act (12 USC 5365) and the Federal Deposit Insurance Act under 12 USC 1818 and 1828; codified in the Code of Federal Regulations Title 12 Part 329 and maintained on a current basis by the Office of the Federal Register · Version: 1.0.0 · Last updated:
Primary source: https://www.ecfr.gov/current/title-12/chapter-III/subchapter-B/part-329
SHA-256 integrity: 6b28fc280e52fef3eb00f442d2899335c64b42b8097536a014d2919ee4070120
Primary Citations — 11 traced to source
- 12 CFR 329.1 - Purpose and applicability - the FDIC Part 329 establishes a minimum liquidity standard and a minimum stable funding standard for FDIC-supervised GSIB depository institutions, Category II FDIC-supervised institutions, Category III FDIC-supervised institutions, and other FDIC-determined applicability cases
- 12 CFR 329.3 - Definitions - including LCR, NSFR, HQLA, level 1, level 2A, level 2B liquid assets, brokered deposit, operational deposit, average weighted short-term wholesale funding (as reported on FR Y-15), and over 100 other operative terms aligned with FRB Reg WW (12 CFR Part 249) and OCC LCR rule (12 CFR Part 50)
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