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Fed Signals Basel Capital Tweaks to Draw Banks Back Into Mortgages

Vice Chair Michelle Bowman previewed proposals that recalibrate mortgage capital rules to encourage on-balance-sheet lending.

Overview

  • One forthcoming proposal would end deductions of mortgage servicing assets from regulatory capital while retaining a 250% risk weight, with feedback sought on the appropriate level.
  • A separate proposal would make capital requirements for residential mortgages more risk-sensitive by tying risk weights to loan-to-value ratios rather than using a single standard.
  • Bowman said past calibration pushed origination and servicing from banks to nonbanks, raising consumer protection concerns and citing stronger forbearance by bank servicers during COVID.
  • She cautioned that mortgage servicing rights have volatile valuations and said only banks with sufficient expertise and hedging capacity should hold them.
  • The Mortgage Bankers Association welcomed the direction and said it will participate actively in the formal notice-and-comment process.