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  • About
    • Membership
    • News
    • Boards and Committees
    • Alice Dittman Trailblazer Award
    • NBA Foundation
    • Leadership Program
    • Staff Directory >
      • Contact Us
  • Workforce
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  • Insurance
    • Agency Services >
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      • Surety Bonds
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COMMUNITY BANK LEVERAGE RATIO

I.          BACKGROUND

The federal banking agencies recently adopted a framework for capital rule simplification applicable to qualifying community banking organizations (Community Bank Leverage Ratio or CBLR). The CBLR rule implements section 201 of the Economic Growth, Regulatory Relief, and Consumer Protection Act of 2018 (EGRRCPA). The CBLR became effective January 1, 2020, to align with the revised effective date for the Capital Simplification Final Rule.

II.        Overview

Section 201 of EGRRCPA requires the agencies to establish a new CBLR of 8 percent to 10 percent for qualifying banking organizations. Under the CBLR rule, depository institutions and depository institution holding companies that have less than $10 billion in total consolidated assets and maintain a leverage ratio of 9 percent or greater and meet certain other criteria would be considered “qualifying community banking organizations” eligible to use the CBLR framework.  

A qualifying community banking organization that elects to use the CBLR framework would not be subject to risk-based or other leverage capital requirements and, in the case of an insured depository institution, would be considered to have met the well capitalized ratio requirements for purposes of the agencies’ Prompt Corrective Action (PCA) framework. 

  • The community bank leverage ratio framework is an optional framework that is designed to reduce burden by removing the requirements for calculating and reporting risk-based capital ratios for qualifying community banking organizations that opt into the framework.

  • Qualifying community banking organizations that elect to use the community bank leverage ratio framework and that maintain a leverage ratio of greater than 9 percent are considered to have satisfied the risk-based and leverage capital requirements in the agencies’ generally applicable capital rule. Additionally, such insured depository institutions are considered to have met the well-capitalized ratio requirements for purposes of section 38 of the Federal Deposit Insurance Act.

  • The main components and requirements of the community bank leverage ratio framework are as follows:

Community Bank Leverage Ratio Framework

Qualifying Community Banking Organization

•      Leverage ratio greater than 9 percent

•      Less than $10 billion in average total consolidated assets

•      Off-balance-sheet exposures of 25 percent or less of total consolidated assets

•      Trading assets plus trading liabilities of 5 percent or less of total consolidated assets

•      Not an advanced approaches banking organization

Calculation of the Leverage Ratio

Tier 1 capital

Average total consolidated assets

Leverage Ratio Requirement

Greater than 9 percent

Grace Period

A two-quarter grace period (which begins as of the end of the calendar quarter in which the electing banking organization ceases to satisfy any of the qualifying criteria) to either meet the qualifying criteria again or to comply with the generally applicable capital rule.

•      Grace period applies when a banking organization’s leverage ratio is 9 percent or less but greater than 8 percent.

•      A banking organization that fails to maintain a leverage ratio greater than 8 percent would not be permitted to use the grace period and must comply with the generally applicable capital rule and file the appropriate regulatory reports.

•      Grace period does not apply in the case of a merger or acquisition.

III.       Calculation of the Leverage Ratio

The leverage ratio required for purposes of the community bank leverage ratio framework is calculated as Tier 1 capital divided by average total consolidated assets, consistent with how banking organizations calculate their leverage ratio under the generally applicable capital rule.

The calculation of Tier 1 capital includes the modifications made in relation to the capital simplifications final rule and current expected credit losses methodology (CECL) transitions final rule. (Banking organizations electing to use the community bank leverage ratio framework would incorporate the changes made by the capital simplifications final rule when calculating Tier 1 capital, which include an increase in the individual regulatory limit for mortgage servicing assets and certain deferred tax assets from 10 percent to 25 percent of a non-advanced approaches banking organization’s common equity Tier 1 capital. In addition, the capital simplifications final rule removed the aggregate 15 percent common equity Tier 1 capital threshold deduction, streamlined the treatment for investments in the capital of unconsolidated financial institutions, and simplified the calculation for minority interest limitations for non-advanced approaches banking organizations.)  

NOTE: The generally applicable capital rule requires deductions from Tier 2 capital related to investments in capital instruments of unconsolidated financial institutions when such investments exceed certain limits; such deductions can affect the calculation of Tier 1 capital. The community bank leverage ratio framework does not have a total capital requirement; therefore, an electing banking organization is not required to calculate Tier 2 capital or make any Tier 2 capital deductions under the generally applicable capital rule.

IV.       Qualifying Community Banking Organization

The community bank leverage ratio framework is optional for a banking organization that meets the following qualifying criteria:

  1.  1) A leverage ratio of greater than 9 percent.
  2. 2) Total consolidated assets of less than $10 billion: Total consolidated assets are calculated in accordance with the reporting instructions to Schedule RC of the Call Report or Schedule HC of Form FR Y-9C, as applicable.
  3. 3) Total off-balance-sheet exposures (excluding derivatives other than sold credit derivatives and unconditionally cancellable commitments) of 25 percent or less of total consolidated assets: The off-balance sheet qualifying criterion incorporates off-balance sheet exposures currently required to be captured and reported by banking organizations in the Call Report or Form FR Y-9C.  The following exposures are included in the calculation:
      1.          the unused portions of commitments (except for unconditionally cancellable commitments);
      2.          self-liquidating, trade-related contingent items that arise from the movement of goods;
      3.          transaction-related contingent items (i.e., performance bonds, bid bonds, and warranties);
      4.          sold credit protection in the form of guarantees and credit derivatives;
      5.          credit-enhancing representations and warranties;
      6.           off-balance-sheet securitization exposures (to the extent that they are not captured in other off balance-sheet exposures);
      7.          letters of credit;
      8.          forward agreements that are not derivative contracts; and
      9.           securities lending and borrowing transactions.

    1. 4) Total trading assets plus trading liabilities of 5 percent or less of total consolidated assets: Total trading assets and trading liabilities are calculated as the sum of those exposures, in accordance with the reporting instructions for these items in the Call Report or Form FR Y 9C, as applicable.
    2.  5) Non-advanced approaches institution: An advanced approaches banking organization is not eligible to use the community bank leverage ratio framework.

    V.        Opting Into and out of the community bank leverage ratio framework

    A qualifying community banking organization may opt into the community bank leverage ratio framework by completing the associated reporting line items that are required for such firms on its Call Report and/or Form FR Y–9C, as applicable. A qualifying community banking organization becomes subject to the community bank leverage ratio framework when it makes an election.

    A banking organization may opt out of the community bank leverage ratio framework and become subject to the generally applicable capital rule by completing the associated reporting requirements on its Call Report and/or Form FR Y–9C, as applicable. A banking organization can opt out of the community bank leverage ratio framework between reporting periods by providing its capital ratios under the generally applicable capital rule to its appropriate regulators at that time.

    A banking organization that opts out of the community bank leverage ratio framework can subsequently opt back into the community bank leverage ratio framework if it meets the qualifying criteria listed above. 

    VI.       Grace Period

    If an electing banking organization fails to satisfy one or more of the qualifying criteria but maintains a leverage ratio of greater than 8 percent, that banking organization would have a “grace period” of up to two quarters during which it could continue to use the community bank leverage ratio framework and be deemed to meet the “well capitalized” capital ratio requirements. As long as the banking organization is able to return to compliance with all the qualifying criteria within two quarters, it continues to be deemed to meet the “well capitalized” ratio requirements and be in compliance with the generally applicable capital rule. 

    A banking organization is required to comply with and report under the generally applicable capital rule and file the relevant regulatory reports if the banking organization (i) is unable to restore compliance with all qualifying criteria during the two-quarter grace period (including reporting a leverage ratio greater than 9 percent), (ii) has a leverage ratio of 8 percent or less, or (iii) ceases to satisfy the qualifying criteria due to consummation of a merger transaction.

    VII.    COMMUNITY BANK LEVERAGE RATIO - TEMPORARY RELIEF

    The federal banking agencies have announced the issuance of two interim final rules to provide temporary relief to community banking organizations. The agencies are acting to implement Section 4012 of the Coronavirus Aid, Relief, and Economic Security Act, which requires the agencies to temporarily lower the community bank leverage ratio to 8 percent.

    The two rules will modify the community bank leverage ratio framework so that:

    • beginning in the second quarter 2020 and until the end of the year, a banking organization that has a leverage ratio of 8 percent or greater and meets certain other criteria may elect to use the community bank leverage ratio framework; and
    • community banking organizations will have until January 1, 2022, before the community bank leverage ratio requirement is re-established at greater than 9 percent.

    Under the interim final rules, the community bank leverage ratio will be 8 percent beginning in the second quarter and for the remainder of calendar year 2020, 8.5 percent for calendar year 2021, and 9 percent thereafter. The interim final rules also maintain a two-quarter grace period for a qualifying community banking organization whose leverage ratio falls no more than 1 percent below the applicable community bank leverage ratio.

    The agencies are providing community banking organizations with a clear and gradual transition back to the 9 percent leverage ratio requirement previously established by the agencies. This transition will allow community banking organizations to focus on supporting lending to creditworthy households and businesses given the recent strains on the U.S. economy caused by the Coronavirus.

     

     

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