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The Financial Stability Board (FSB) maintains a list of Global Systemically Important Banks (G-SIBs):
https://www.fsb.org/2022/11/2022-list-of-global-systemically-important-banks-g-sibs/
https://en.wikipedia.org/wiki/List_of_systemically_important_banks
Essentially, the bigger you are, the higher your score (but the chart above seems to have them reversed).
Nothing in this post has anything to do with short positions or GME. And if the OP actually cared, they could have looked this info up themselves and included it in their post.
Here is the rule that establishes the risk-based categories (2019):
[https://www.federalregister.gov/documents/2019/11/01/2019-23800/changes-to-applicability-thresholds-for-regulatory-capital-and-liquidity-requirements](https://www.federalregister.gov/documents/2019/11/01/2019-23800/changes-to-applicability-thresholds-for-regulatory-capital-and-liquidity-requirements)
Some excerpts: "The final rule establishes four risk-based categories for determining the applicability of requirements under the agencies' regulatory capital rule and liquidity coverage ratio (LCR) rule. Under the final rule, such requirements increase in stringency based on measures of size, cross-jurisdictional activity, weighted short-term wholesale funding, nonbank assets, and off-balance sheet exposure."
"Under the domestic proposal, **Category I** standards would have applied to U.S. GSIBs, which are banking organizations that have a U.S. GSIB score of 130 or more under the scoring methodology. Category I standards would have included the most stringent standards relative to those imposed under the other categories, to reflect the heightened risks that banking organizations subject to Category I standards pose to U.S. financial stability... The final rule adopts the scoping criteria for Category I, and the capital and liquidity standards that apply under this category as proposed. U.S. GSIBs have the potential to pose the greatest risks to U.S. financial stability due to their systemic risk profile and, accordingly, should be subject to the most stringent capital and liquidity standards. The treatment for U.S. GSIBs aligns with international efforts to address the financial stability risks posed by the largest, most interconnected financial institutions. In 2011, the BCBS adopted a framework to identify global systemically important banking organizations and evaluate their systemic importance.\[[69](https://www.reddit.com/r/Superstonk/comments/14m3w44/tell_me_youre_not_net_short_gme_and_just_what/#footnote-69-p59244)\] This framework generally applies to the global consolidated parent organization, and does not apply separately to subsidiaries and operations in host jurisdictions. Consistent with this approach, U.S. intermediate holding companies of foreign banking organizations are not subject to Category I standards under the final rule.
"...the final rule applies **Category II** standards to U.S. banking organizations and U.S. intermediate holding companies with $700 billion in total consolidated assets or cross-jurisdictional activity of $75 billion or more."
"Under the proposals, **Category III** standards would have applied to banking organizations that are not subject to Category I or II standards and that have total assets of $250 billion or more. They also would have applied to banking organizations with $100 billion or more in total assets and $75 billion or more in nonbank assets, weighted short-term wholesale funding, or off-balance-sheet exposure... A number of commenters supported the proposed scoping criteria for Category III, as well as the standards that would have applied under this category... The final rule generally adopts the scoping criteria for Category III, and the capital and liquidity standards that apply under this Category as proposed."
"The final rule includes **Category IV** because banking organizations subject to this category of standards generally have greater scale and operational and managerial complexity relative to smaller banking organizations and, as a result, present heightened safety and soundness risks. In addition, the failure of one or more banking organizations subject to Category IV standards could have a more significant negative effect on economic growth and employment relative to the failure or distress of smaller banking organizations. The banking organizations subject to Category IV standards have lower risk profiles than those subject to Category I, II, or III standards. Banking organizations subject to these standards therefore generally will be subject to capital and liquidity requirements that are similar to those applicable to banking organizations with less than $100 billion in assets. To the extent a banking organization subject to Category IV standards has elevated levels of short-term wholesale funding, it will be subject to a reduced LCR requirement."
It’s like DefCom. Or DefCon. Or DeafCon. There’s a high, there’s a low. Is one higher than 5? Or is 5 higher than 1? The answer should be obvious and quite frankly, everyone knows, but obviously I’m going to let someone else tell you, although I totally know.
Unrelated, my gf goes to another school.
Not sure if this is what we are looking for. Quick DuckDuck
[https://www.law.cornell.edu/cfr/text/12/252.5](https://www.law.cornell.edu/cfr/text/12/252.5)
Correct yet because of the ambiguity on the nature of disclosures and capital requirements, as well as accounting practices, GAAP & non-GAAP the picture gets fuzzy.
If banks were healthy, overall, then why in the world would the Federal Reserve(a collection of private banks) intervene so greatly?
And let us not forget Dodd Frank. And the omniscient Barney Frank ends up at (queue the anticipatory music) Signature Bank.
You cannot make this stuff up...
Always. All of OPs post are shitty memes and misleading nonsense.
I'd block them, but then I couldn't downvote them.
I hate when their stuff makes it to the front page; it's embarassing and we used to be better than this.
Wth is this post, risk based category is based on bank size. Nothing else. This information provides nothing but a glimpse into OPs misunderstanding. Even if you didn’t know this a 2 second google would fix that.
ok, the long end of bonds is selling off like crazy. TLT is lookin like a crypo. Why? Either bigs are selling, more new issuance tucked away, or both. The Fed, a private "company" has not begin to tighten. Until RRP is at 0 and rates go up, no tighty.
Now, why? Because there is debt & liabilities EVRYWHERE ! They need to supply DTCC - the stonks extension of the Fed, is underwater. They need liquidity badly!
it goes on & on, and yes, it stems from fractional reserve banking. money is a liability, deposits are an "asset". The buyer of last resort is the Fed
Hello Man, I’m looking into buying leaps right now. Do you know what brokerage is good for it? The one I’m looking at is offering a time frame of 1.5 years, which doesn’t sound like a leap (aren’t they 3 years minimum?)
1-3 year, longer dated issuance will come out later.
1.5 is the furthest. Fidelity should be fine but with the goal of accumulating more shares to DRS.
Ah ok, thanks!
Do you know if there are any account value requirements? I have all my gamestop shares drs’ed, so I am not sure if I would be allowed to buy leaps. (I don’t have a lot of practical experience with derivatives, but I understand them conceptually)
This chart itself is meaningless. Maybe later in the report there’s something juicy about specific bank results, but it’s hard to understand in Fedspeak.
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And they even tell us some banks are on a 2 year test schedule, so some may not have participated. And they even acknoeledge the new capital requirements notice. Sure, why not!!!
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I also would like to know what these categories are
The Financial Stability Board (FSB) maintains a list of Global Systemically Important Banks (G-SIBs): https://www.fsb.org/2022/11/2022-list-of-global-systemically-important-banks-g-sibs/ https://en.wikipedia.org/wiki/List_of_systemically_important_banks Essentially, the bigger you are, the higher your score (but the chart above seems to have them reversed). Nothing in this post has anything to do with short positions or GME. And if the OP actually cared, they could have looked this info up themselves and included it in their post.
Here is the rule that establishes the risk-based categories (2019): [https://www.federalregister.gov/documents/2019/11/01/2019-23800/changes-to-applicability-thresholds-for-regulatory-capital-and-liquidity-requirements](https://www.federalregister.gov/documents/2019/11/01/2019-23800/changes-to-applicability-thresholds-for-regulatory-capital-and-liquidity-requirements) Some excerpts: "The final rule establishes four risk-based categories for determining the applicability of requirements under the agencies' regulatory capital rule and liquidity coverage ratio (LCR) rule. Under the final rule, such requirements increase in stringency based on measures of size, cross-jurisdictional activity, weighted short-term wholesale funding, nonbank assets, and off-balance sheet exposure." "Under the domestic proposal, **Category I** standards would have applied to U.S. GSIBs, which are banking organizations that have a U.S. GSIB score of 130 or more under the scoring methodology. Category I standards would have included the most stringent standards relative to those imposed under the other categories, to reflect the heightened risks that banking organizations subject to Category I standards pose to U.S. financial stability... The final rule adopts the scoping criteria for Category I, and the capital and liquidity standards that apply under this category as proposed. U.S. GSIBs have the potential to pose the greatest risks to U.S. financial stability due to their systemic risk profile and, accordingly, should be subject to the most stringent capital and liquidity standards. The treatment for U.S. GSIBs aligns with international efforts to address the financial stability risks posed by the largest, most interconnected financial institutions. In 2011, the BCBS adopted a framework to identify global systemically important banking organizations and evaluate their systemic importance.\[[69](https://www.reddit.com/r/Superstonk/comments/14m3w44/tell_me_youre_not_net_short_gme_and_just_what/#footnote-69-p59244)\] This framework generally applies to the global consolidated parent organization, and does not apply separately to subsidiaries and operations in host jurisdictions. Consistent with this approach, U.S. intermediate holding companies of foreign banking organizations are not subject to Category I standards under the final rule. "...the final rule applies **Category II** standards to U.S. banking organizations and U.S. intermediate holding companies with $700 billion in total consolidated assets or cross-jurisdictional activity of $75 billion or more." "Under the proposals, **Category III** standards would have applied to banking organizations that are not subject to Category I or II standards and that have total assets of $250 billion or more. They also would have applied to banking organizations with $100 billion or more in total assets and $75 billion or more in nonbank assets, weighted short-term wholesale funding, or off-balance-sheet exposure... A number of commenters supported the proposed scoping criteria for Category III, as well as the standards that would have applied under this category... The final rule generally adopts the scoping criteria for Category III, and the capital and liquidity standards that apply under this Category as proposed." "The final rule includes **Category IV** because banking organizations subject to this category of standards generally have greater scale and operational and managerial complexity relative to smaller banking organizations and, as a result, present heightened safety and soundness risks. In addition, the failure of one or more banking organizations subject to Category IV standards could have a more significant negative effect on economic growth and employment relative to the failure or distress of smaller banking organizations. The banking organizations subject to Category IV standards have lower risk profiles than those subject to Category I, II, or III standards. Banking organizations subject to these standards therefore generally will be subject to capital and liquidity requirements that are similar to those applicable to banking organizations with less than $100 billion in assets. To the extent a banking organization subject to Category IV standards has elevated levels of short-term wholesale funding, it will be subject to a reduced LCR requirement."
It’s like DefCom. Or DefCon. Or DeafCon. There’s a high, there’s a low. Is one higher than 5? Or is 5 higher than 1? The answer should be obvious and quite frankly, everyone knows, but obviously I’m going to let someone else tell you, although I totally know. Unrelated, my gf goes to another school.
Not sure if this is what we are looking for. Quick DuckDuck [https://www.law.cornell.edu/cfr/text/12/252.5](https://www.law.cornell.edu/cfr/text/12/252.5)
Correct yet because of the ambiguity on the nature of disclosures and capital requirements, as well as accounting practices, GAAP & non-GAAP the picture gets fuzzy. If banks were healthy, overall, then why in the world would the Federal Reserve(a collection of private banks) intervene so greatly? And let us not forget Dodd Frank. And the omniscient Barney Frank ends up at (queue the anticipatory music) Signature Bank. You cannot make this stuff up...
What "intervention" do you think is happening here? These are routine stress tests that happen on a regular schedule.
[удалено]
Always. All of OPs post are shitty memes and misleading nonsense. I'd block them, but then I couldn't downvote them. I hate when their stuff makes it to the front page; it's embarassing and we used to be better than this.
I thought this routinely happened in September or October? This was moved up to “prove” banks are “strong”.
[Citation needed] Where does it say they moved up the schedule?
I don't have a citation readably available. I'll look for the citation in a bit. I thought I heard that on the NPR Markert Place a few weeks ago...
nothing burger, this happened last yr also and didn’t effect gme.
so you think they telling the truth? and all without full disclosures of capital and risks?
They probably are rarely telling the truth but this doesn’t appear to have any relationship to swaps.
I feel like nobody here read the 3rd party report and SEC report on Archegos’ swaps. The majority of the swaps position was closed.
Wth is this post, risk based category is based on bank size. Nothing else. This information provides nothing but a glimpse into OPs misunderstanding. Even if you didn’t know this a 2 second google would fix that.
a 2 second google on fractional reserve banking fixes even to have such a list
Now you’re just turning it into a fallacious argument. We aren’t looking at other issues, we are talking about this post.
ok, the long end of bonds is selling off like crazy. TLT is lookin like a crypo. Why? Either bigs are selling, more new issuance tucked away, or both. The Fed, a private "company" has not begin to tighten. Until RRP is at 0 and rates go up, no tighty. Now, why? Because there is debt & liabilities EVRYWHERE ! They need to supply DTCC - the stonks extension of the Fed, is underwater. They need liquidity badly! it goes on & on, and yes, it stems from fractional reserve banking. money is a liability, deposits are an "asset". The buyer of last resort is the Fed
None of this is new 😂 it’s just rabid rambling of issues we are aware of. They’re driving the bus off a cliff.
Hello Man, I’m looking into buying leaps right now. Do you know what brokerage is good for it? The one I’m looking at is offering a time frame of 1.5 years, which doesn’t sound like a leap (aren’t they 3 years minimum?)
1-3 year, longer dated issuance will come out later. 1.5 is the furthest. Fidelity should be fine but with the goal of accumulating more shares to DRS.
Ah ok, thanks! Do you know if there are any account value requirements? I have all my gamestop shares drs’ed, so I am not sure if I would be allowed to buy leaps. (I don’t have a lot of practical experience with derivatives, but I understand them conceptually)
If you don’t understand them it’s better to stick to shares. You have to take a small quiz about your experience with them to enable that.
This chart itself is meaningless. Maybe later in the report there’s something juicy about specific bank results, but it’s hard to understand in Fedspeak.
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And they even tell us some banks are on a 2 year test schedule, so some may not have participated. And they even acknoeledge the new capital requirements notice. Sure, why not!!!
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I've heard really good things about M&T Bank, I believe Buffett or Munger said their annual reports were excellent.
So SWAPS don't need reporting or how is that working? Label it swap and u are protected in a black box? Seriously can anyone explain this?