12 CFR Part 50 - OCC Liquidity Risk Measurement Standards (Liquidity Coverage Ratio and Net Stable Funding Ratio for National Banks and Federal Savings Associations)

What 12 CFR Part 50 - OCC Liquidity Risk Measurement Standards (Liquidity Coverage Ratio and Net Stable Funding Ratio for National Banks and Federal Savings Associations) requires

12 CFR Part 50 is the Office of the Comptroller of the Currency (OCC) liquidity risk measurement rule implementing the Basel III Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) for certain national banks and Federal savings associations on a consolidated basis. Section 50.1(a) establishes a minimum liquidity standard and a minimum stable funding standard. Section 50.1(b)(1) applies to a national bank or Federal savings association that is (A) a GSIB depository institution supervised by the OCC, (B) a Category II national bank or Federal savings association, or (C) a Category III national bank or Federal savings association, or where the OCC has determined that application is appropriate. Section 50.1(b)(2) excludes bridge financial companies as defined in 12 USC 5381(a)(3) and their subsidiaries, new depository institutions and bridge depository institutions as defined in 12 USC 1813(i), and Federal branches or agencies as defined by 12 CFR 28.11. Section 50.3 sets the operative definitions in parallel with the FRB Regulation WW (12 CFR Part 249) and the FDIC LCR rule (12 CFR Part 329), including LCR, NSFR, HQLA, level 1, level 2A, and level 2B liquid assets, brokered deposit, operational deposit, average weighted short-term wholesale funding, and other Basel III-aligned operative terms. Section 50.10(a) requires the institution to calculate and maintain a liquidity coverage ratio equal to or greater than 1.0 on each business day in accordance with Part 50, with the elected calculation time fixed by written notice to the OCC prior to December 31, 2019. Section 50.10(b) calculates the LCR as the HQLA amount under subpart C divided by the total net cash outflow amount under subpart D. Section 50.20 sets 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 3 (the OCC capital rule). Section 50.21 calculates the HQLA amount as level 1 plus 85% of level 2A plus 50% of level 2B less the greater of the unadjusted or adjusted excess HQLA amount. Section 50.22 sets operational requirements including monetisation capability, control under the liquidity management function, and daily fair-value calculation. Section 50.40 imposes the liquidity coverage shortfall supervisory framework requiring OCC notification on any business day the LCR falls below the minimum requirement. The Net Stable Funding Ratio is implemented in Subpart K. Part 50 is the OCC's mirror of the FRB Regulation WW (12 CFR Part 249) and the FDIC LCR rule (12 CFR Part 329) and was issued at 79 FR 61523, 61538, on 10 October 2014.

Pillar: Banking & Global Finance · Authority: Office of the Comptroller of the Currency, Department of the Treasury, implementing 12 USC 1 et seq., 93a, 481, 1818, 1828, and 1462 et seq.; codified in the Code of Federal Regulations Title 12 Part 50 and maintained on a current basis by the Office of the Federal Register; source 79 FR 61523, 61538 of 10 October 2014 · Version: 1.0.0 · Last updated: 2026-06-14

Primary source: https://www.ecfr.gov/current/title-12/chapter-I/part-50

SHA-256 integrity: 569953c4a88d1f74945c6cde893512a3061c95ba536b4200fb1335b9dbfeee3e

Primary Citations — 12 traced to source

• 12 CFR 50.1 - Purpose and applicability - the OCC Part 50 establishes a minimum liquidity standard and a minimum stable funding standard for OCC-supervised GSIB depository institutions, Category II national banks or Federal savings associations, Category III national banks or Federal savings associations, and other OCC-determined applicability cases; excluded are bridge financial companies under 12 USC 5381(a)(3), new depository institutions and bridge depository institutions under 12 USC 1813(i), and Federal branches or agencies under 12 CFR 28.11
• 12 CFR 50.3 - 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 FDIC LCR rule (12 CFR Part 329)

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