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A comment on SVB lobbied the government to relax some Dodd-Frank provisions. Parent comment

Re:SVB lobbied the government to relax some Dodd-Frank provi... by lxm on Sunday March 12, 2023 @10:39AM (#35120551)
The requirement to mark-to-market and undergo liquidity tests I think would’ve flagged the interest rate exposure back when SVB started on this path.

> Calculating the amount of a highly liquid asset. In calculating the amount of a highly liquid asset included in the liquidity buffer, the bank holding company must discount the fair market value of the asset to reflect any credit risk and market price volatility of the asset.

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Re:SVB lobbied the government to relax some Dodd-Frank provi... by gruez on Sunday March 12, 2023 @04:13PM (#35125613)
The part you quoted seems to be for "liquidity buffer" (ie. cash on hand for withdraws), not for the overall balance sheet.

>A bank holding company subject to this subpart must maintain a liquidity buffer that is sufficient to meet the projected net stressed cash-flow need over the 30-day planning horizon of a liquidity stress test conducted in accordance with paragraph (a) of this section under each scenario set forth in paragraph (a)(3)(i) through (iii) of this section.

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