odd-Frank and Basel III Post-Financial Crisis Developments and New Expectations in Regulatory Capital. Following the recent global financial crisis of 2009, financial regulators have responded with arrays of proposals to revise existing risk frameworks for financial institutions with the objective to further strengthen and improve upon bank models. In this meeting, Dr. Michael Jacobs will discuss new developments and expectations in regulatory capital with particular reference to the definition of the capital base, counterparty credit risk, procyclicality of capital, liquidity risk management, and sound compensation practices. He will also explain the implications of the Frank-Dodd rule for financial institutions and will conclude by presenting the implementation schedule for Basel III.

1. Dodd-Frank and Basel III: Post-Financial Crisis Developments and New Expectations in Regulatory Capital Michael Jacobs, Ph.D., CFA Senior Financial Economist Credit Risk Analysis Division / Office of the Comptroller of the Currency Pace University-GARP October 2011

2. Important Disclaimer: The views expressed herein are those of the author and do not necessarily represent the views of the Office of the Comptroller of the Currency or the Department of the Treasury.