The US Federal Deposit Insurance Corporation (FDIC), the Board of Governors of the Federal Reserve System (US Fed), and the Office of the Comptroller of the Currency (OCC) jointly issued the long-expected notice of proposed rulemaking (NPR) that will revise the measurement of risk-weighted assets (RWA) and the definition of regulatory capital applicable to large banking organizations with a new framework of reforms — commonly referred to as the Basel III Endgame.
With the US NPR’s July 1, 2025 go-live already looming, it will be challenging — especially for Category III and IV banks — to calculate the newly required risk analytics and implement its complex calculation rules. As part of their impact assessments, financial institutions need to dig deeply into its Market, Credit, and CVA requirements from a risk analytics perspective to thoroughly plan and ramp up their preparedness.
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