AOCI reinclusion would strip $49.5bn from US bank capital
Schwab, Ally and Fifth Third face largest CET1 hits under Fed Basel III endgame proposal
The Basel III endgame proposals published on March 19 would reintegrate accumulated other comprehensive income (AOCI) into regulatory capital for US regional banks, reducing aggregate capital by $49.5 billion across 21 firms analysed by Risk Quantum.
The measure applies to category III and IV banks – those with between $100 billion and $700 billion in assets – and will be phased in over five years
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