AOCI rule effects – nine banks affected.
I just checked the Basel III AOCI rule – discussed by Reuters last week – using real data from bank holding companies. This is what inclusion would amount to, using 12/31/2012 data from US bank holdings, including the unrealized gains currently excluded from capital: Name Leverage Ratio UR Gains filter LR w.o. filter bank of ny… Read More AOCI rule effects – nine banks affected.