Notice2022-12007

Announcement of Financial Sector Liabilities

Primary source

Metadata and text below are from the Federal Register, a public-domain U.S. government work. Always verify the official published version before relying on it for any legal matter.

Published
June 6, 2022

Issuing agencies

Federal Reserve System

Full Text

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<title>Federal Register, Volume 87 Issue 108 (Monday, June 6, 2022)</title>
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[Federal Register Volume 87, Number 108 (Monday, June 6, 2022)]
[Notices]
[Pages 34268-34269]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2022-12007]


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FEDERAL RESERVE SYSTEM

[Docket No. OP-1772]


Announcement of Financial Sector Liabilities

    The Board's Regulation XX prohibits a merger or acquisition that 
would result in a financial company that controls more than 10 percent 
of the aggregate consolidated liabilities of all financial companies 
(``aggregate financial sector liabilities'').\1\ Specifically, an 
insured depository institution, a bank holding company, a savings and 
loan holding company, a foreign banking organization, any other company 
that controls an insured depository institution, and a nonbank 
financial company designated by the Financial Stability Oversight 
Council (each, a ``financial company'') is prohibited from merging or 
consolidating with, acquiring all or substantially all of the assets 
of, or acquiring control of, another company if the resulting company's 
consolidated liabilities would exceed 10 percent of the aggregate 
financial sector liabilities.\2\
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    \1\ Regulation XX implements section 622 of the Dodd-Frank Wall 
Street Reform and Consumer Protection Act. See 12 U.S.C. 1852.
    \2\ 12 U.S.C. 1852(a)(2), (b); 12 CFR 251.3.
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    Under Regulation XX, the Federal Reserve will publish the aggregate 
financial sector liabilities by July 1 of each year. Aggregate 
financial sector liabilities are equal to the average of the year-end 
financial sector liabilities figure (as of December 31) of each of the 
preceding two calendar years.

For Further Information Contact: Lesley Chao, Lead Financial 
Institution Policy Analyst, (202) 974-7063; Clay Kitchura, Financial 
Institution Policy Analyst, (202) 452-2507; Matthew Suntag, Senior 
Counsel, (202) 452-3694; Laura Bain, Senior Counsel, (202) 736-5546; 
for users of telephone systems via text telephone (TTY) or any TTY-
based Telecommunications Relay Services (TRS), please call 711 from any 
telephone, anywhere in the United States; Board of Governors of the 
Federal Reserve System, 20th and C Streets NW, Washington, DC 20551.

Aggregate Financial Sector Liabilities

    ``Aggregate financial sector liabilities'' is equal to 
$22,713,560,141,5002C;.\3\ This measure is in effect from July 1, 2022 
through June 30, 2023.
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    \3\ This number reflects the average of the financial sector 
liabilities figure for the years ending December 31, 2020 
($21,957,634,194,000) and December 31, 2021 ($23,469,486,089,000).
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Calculation Methodology

    The aggregate financial sector liabilities measure equals the 
average of the year-end financial sector liabilities figure (as of 
December 31) of each of the preceding two calendar years. The year-end 
financial sector liabilities figure equals the sum of the total 
consolidated liabilities of all top-tier U.S. financial companies and 
the U.S. liabilities of all top-tier foreign financial companies, 
calculated using the applicable methodology for each financial company, 
as set forth in Regulation XX and summarized below.
    Consolidated liabilities of a U.S. financial company that was 
subject to consolidated risk-based capital rules as of December 31 of 
the year being measured, equal the difference between the U.S. 
financial company's risk-weighted assets (as adjusted upward to reflect 
amounts that are deducted from regulatory capital elements pursuant to 
the Federal banking agencies' risk-based capital rules) and total 
regulatory capital, as calculated under the applicable risk-based 
capital rules. Companies in this category include (with certain 
exceptions listed below) bank holding companies, savings and loan 
holding companies, and insured depository institutions. The Federal 
Reserve used information collected on the Consolidated Financial 
Statements for Holding Companies (``FR Y-9C'') and the Bank 
Consolidated Reports of Condition and Income (``Call Report'') to 
calculate liabilities of these institutions.
    Consolidated liabilities of a U.S. financial company not subject to 
consolidated risk-based capital rules as of December 31 of the year 
being measured, equal liabilities calculated in accordance with 
applicable accounting standards. Companies in this category include 
nonbank financial companies supervised by the Board, bank holding 
companies and savings and loan holding companies subject to the Federal 
Reserve's Small Bank Holding Company Policy Statement, savings and loan 
holding companies substantially engaged in insurance underwriting or 
commercial activities, and U.S. companies that control insured 
depository institutions but are not bank holding companies or savings 
and loan holding companies. ``Applicable accounting standards'' is 
defined as Generally Accepted Accounting Principles (``GAAP''), or such 
other accounting standard or method of estimation that the Board 
determines is appropriate.\4\ The Federal Reserve used information 
collected on the FR Y-9C, the Parent Company Only Financial Statements 
for Small Holding Companies (``FR Y-9SP''), and the Financial Company 
Report of

[[Page 34269]]

Consolidated Liabilities (``FR XX-1'') to calculate liabilities of 
these institutions.
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    \4\ A financial company may request to use an accounting 
standard or method of estimation other than GAAP if it does not 
calculate its total consolidated assets or liabilities under GAAP 
for any regulatory purpose (including compliance with applicable 
securities laws). 12 CFR 251.3(e). In previous years, the Board 
received and approved requests from eleven financial companies to 
use an accounting standard or method of estimation other than GAAP 
to calculate liabilities. Ten of the companies were insurance 
companies that reported financial information under Statutory 
Accounting Principles (``SAP''), and one was a foreign company that 
controlled a U.S. industrial loan company that reported financial 
information under International Financial Reporting Standards 
(``IFRS''). For the insurance companies, the Board approved a method 
of estimation that was based on line items from SAP-based reports, 
with adjustments to reflect certain differences in accounting 
treatment between GAAP and SAP. For the foreign company, the Board 
approved the use of IFRS. Such companies that continue to be subject 
to Regulation XX continue to use the previously approved methods. 
The Board did not receive any new requests this year.
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    Under Regulation XX, liabilities of a foreign banking 
organization's U.S. operations are calculated using the risk-weighted 
asset methodology for subsidiaries subject to the risk-based capital 
rule, plus the assets of all branches, agencies, and nonbank 
subsidiaries, calculated in accordance with applicable accounting 
standards. Liabilities attributable to the U.S. operations of a foreign 
financial company that is not a foreign banking organization are 
calculated in a similar manner to the method described for foreign 
banking organizations, and liabilities of a U.S. subsidiary not subject 
to the risk-based capital rule are calculated based on the U.S. 
subsidiary's liabilities under applicable accounting standards. The 
Federal Reserve used information collected on the Capital and Asset 
Report for Foreign Banking Organizations (``FR Y-7Q''), the FR Y-9C, 
and the FR XX-1 to calculate liabilities of these institutions.
    By order of the Board of Governors of the Federal Reserve System, 
acting through the Director of Supervision and Regulation under 
delegated authority.

Ann E. Misback,
Secretary of the Board.
[FR Doc. 2022-12007 Filed 6-3-22; 8:45 am]
BILLING CODE P


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Indexed from Federal Register on June 6, 2022.

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