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Déjà Vu: Model Risks in the Financial Choice Act

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Posted by Beckwith B. Miller and Howard R. Sutherland, Ethics Metrics LLC, on Sunday, June 25, 2017
Editor's Note: Beckwith B. Miller is a Managing Member and Howard R. Sutherland is a Member of the Advisory Board at Ethics Metrics LLC. This post is based on an Ethics Metrics publication by Mr. Miller and Mr. Sutherland. Additional posts on the CHOICE Act are available here.

On June 8, 2017, the Financial Choice Act of 2017 was passed by the House of Representatives, following a CBO analysis dated May 10, 2017. But both the CBO analysis and the House bill fail to address model risks for depository institution holding companies (DIHCs) that date back to 1999 and the creation of large financial holding companies (FHCs) under the Gramm-Leach-Bliley Act.

Those unaddressed model risks reflect material information (MI) that is classified as confidential supervisory information (CSI) by federal bank regulations, and consequently is intentionally omitted from public disclosure for large DIHCs—although it is disclosed for small DIHCs. The result is a bifurcated and inefficient market for large DIHCs (total assets above $10 billion) with low default rates but a highly efficient and brutal market with high default rates for small DIHCs (total assets below $10 billion). Undisclosed MI includes formal enforcement actions (FEAs) targeting violations of safety and soundness, source of strength and the well-managed requirement.

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