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Cards Wire 3 segments
OCC OCC Bulletins Source document ↗
United States OCC Bulletins Prudential & Capital ✓ 14 claims 23 Oct 2026

OCC publishes fall 2026 interest rate risk statistics, adds two downward shock scenarios

The OCC has released the fall 2026 edition of its Interest Rate Risk Statistics Report, drawn from examinations of supervised midsize and community banks and federal savings associations. The edition adds two new downward parallel rate shock scenarios and their policy risk limits. The data is informational only and sets no suggested limits, but the new scenarios tell treasury teams where the examiner lens is widening.

  • The fall 2026 report draws on interest rate risk data from OCC examinations of supervised midsize and community banks and federal savings associations.
  • The edition adds minus 400 and minus 300 basis point parallel rate shock scenarios for earnings at risk and economic value of equity, plus their corresponding policy risk limits.
  • Statistics are presented for all supervised banks with reported data, and broken out by asset size and by charter type.
  • The OCC states the data is informational only and does not represent suggested limits or exposures.
  • The bulletin rescinds OCC Bulletin 2026-14, which transmitted the spring 2026 report.
Source document
OCC OCC Bulletins Source document ↗
United States OCC Bulletins Prudential & Capital ✓ 17 claims 20 Oct 2026

US bank regulators lift 18-month exam-cycle threshold to $6 billion under ROAD to Housing Act

The OCC, Federal Reserve and FDIC have jointly amended the rules governing eligibility for the extended 18-month on-site examination cycle. The change roughly doubles the asset threshold, moving a larger band of well-rated community banks onto a lighter examination schedule. This segment covers who now qualifies, the conditions attached, and the supervisory discretion the agencies have kept.

  • Qualifying 1- and 2-rated banks with less than $6 billion in total assets are now eligible for an 18-month, rather than 12-month, examination cycle.
  • The prior threshold limited the 18-month cycle to qualifying banks with less than $3 billion in total assets.
  • To qualify, a bank must be well capitalized, not subject to a formal enforcement proceeding or order, and not have experienced a change of control in the preceding 12-month period.
  • National banks and federal savings associations must have a management rating of 1 or 2 to qualify.
  • The OCC retains authority to maintain a 12-month schedule or adopt a more frequent one if it deems it necessary.
Source document
OCC OCC Bulletins Source document ↗
United States OCC Bulletins Prudential & Capital ✓ 19 claims 12 Oct 2026

OCC issues version 3.0 of Concentrations of Credit examiner handbook

The OCC has replaced version 2.0 of its Concentrations of Credit booklet with a reorganised version 3.0, used by examiners across all OCC-supervised banks. The threshold definition is unchanged, but the handling of securitizations, correlations and aggregate risk assessment is expanded. This short segment covers what moved, what the definition still is, and what examiners will be working from.

  • Version 3.0 replaces version 2.0 and rescinds OCC Bulletin 2020-90, which had transmitted the earlier version.
  • The concentration definition is unchanged: obligations exceeding 25 percent of tier 1 capital plus allowance for credit losses.
  • New content covers securitizations, the correlation-concentration relationship, and determining aggregate risk.
Source document