Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Order Approving a Proposed Rule Change To Adopt a Supplemental Liquidity Schedule, and Instructions Thereto, Pursuant to FINRA Rule 4524 (Supplemental FOCUS Information), 43698-43700 [2021-16965]
Download as PDF
jbell on DSKJLSW7X2PROD with NOTICES
43698
Federal Register / Vol. 86, No. 151 / Tuesday, August 10, 2021 / Notices
2021, to allow more time for members
of the public to submit their comments.
The NRC is interested in obtaining a
broad range of perspectives from
stakeholders and interested persons.
The focus of this request is to gather
information to inform a systematic
assessment for how the NRC addresses
environmental justice in its programs,
policies, and activities, considering the
agency’s mission and statutory
authority. The NRC is particularly
interested in receiving input on the
following questions:
(1) What is your understanding of
what is meant by environmental justice
at the NRC?
(2) As described in the Commission’s
2004 Policy Statement on the Treatment
of Environmental Justice Matters in NRC
Regulatory and Licensing Actions (69
FR 52040), the NRC currently addresses
environmental justice in its NEPA
reviews to determine if a proposed
agency action will have
disproportionately high and adverse
impacts on minority and low-income
communities, defined as environmental
justice communities.
(a) When the NRC is conducting
licensing and other regulatory reviews,
the agency uses a variety of ways to
gather information from stakeholders
and interested persons on
environmental impacts of the proposed
agency action, such as in-person and
virtual meetings, Federal Register
notices requesting input, and dialog
with community organizations.
(i) How could the NRC expand how
it engages and gathers input?
(ii) What formal tools might there be
to enhance information gathering from
stakeholders and interested persons in
NRC’s programs, policies, and
activities?
(iii) Can you describe any challenges
that may affect your ability to engage
with the NRC on environmental justice
issues?
(b) How could the NRC enhance
opportunities for members of
environmental justice communities to
participate in licensing and regulatory
activities, including the identification of
impacts and other environmental justice
concerns?
(c) What ways could the NRC enhance
identification of environmental justice
communities?
(d) What has the NRC historically
done well, or currently does well that
we could do more of or expand with
respect to environmental justice in our
programs, policies, and activities,
including engagement efforts? In your
view, what portions of the 2004 Policy
Statement are effective?
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17:05 Aug 09, 2021
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(3) What actions could the NRC take
to enhance consideration of
environmental justice in the NRC’s
programs, policies and activities and
agency decision-making, considering
the agency’s mission and statutory
authority?
(a) Would you recommend that NRC
consider any particular organization’s
environmental justice program(s) in its
assessment?
(b) Looking to other Federal, State,
and Tribal agencies’ environmental
justice programs, what actions could the
NRC take to enhance consideration of
environmental justice in the NRC’s
programs, policies, and activities?
(c) Considering recent Executive
Orders on environmental justice, what
actions could the NRC take to enhance
consideration of environmental justice
in the NRC’s programs, policies, and
activities?
(d) Are there opportunities to expand
consideration of environmental justice
in NRC programs, policies, and
activities, considering the agency’s
mission? If so, what are they?
Dated: August 4, 2021.
For the Nuclear Regulatory Commission.
Gregory F. Suber,
Director, Environmental Justice Review Team,
Office of the Executive Director for
Operations.
[FR Doc. 2021–16970 Filed 8–9–21; 8:45 am]
BILLING CODE 7590–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–92561; File No. SR–FINRA–
2021–009]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Order Approving a
Proposed Rule Change To Adopt a
Supplemental Liquidity Schedule, and
Instructions Thereto, Pursuant to
FINRA Rule 4524 (Supplemental
FOCUS Information)
August 4, 2021.
I. Introduction
On April 30, 2021, the Financial
industry Regulatory Authority
(‘‘FINRA’’) filed with the Securities and
Exchange Commission (‘‘SEC’’ or
‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
(‘‘Exchange Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
adopt a Supplemental Liquidity
Schedule, and Instructions thereto,
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00075
Fmt 4703
Sfmt 4703
pursuant to FINRA Rule 4524
(Supplemental FOCUS Information).
The proposed rule change was
published for comment in the Federal
Register on May 18, 2021.3 The
comment period closed on June 8, 2021.
The Commission received one comment
letter in response to the Notice.4 On
June 22, 2021, FINRA extended the time
period in which the Commission must
approve the proposed rule change,
disapprove the proposed rule change, or
institute proceedings to determine
whether to disapprove the proposed
rule change to August 16, 2021. On July
7, 2021, FINRA responded to the
comment letter received in response to
the Notice.5 For the reasons discussed
below, the Commission is approving the
proposed rule change.
II. Description of the Proposed Rule
Change 6
FINRA Rule 4524 provides in part
that FINRA may require certain
members to file supplements to the
Financial and Operational Combined
Uniform Single Report (‘‘FOCUS
Report’’), which is filed pursuant to
Rule 17a–5 under the Exchange Act 7
and FINRA Rule 2010. These
supplements may include such
additional financial or operational
schedules or reports as FINRA may
deem necessary or appropriate for the
protection of investors or in the public
interest. FINRA Rule 4524 further
requires FINRA to file a proposed
schedule or report with the Commission
pursuant to section 19(b) of the
Exchange Act. Pursuant to FINRA Rule
4524, FINRA proposed to adopt a
Supplemental Liquidity Schedule
(‘‘SLS’’), and Instructions thereto.
A FINRA member that would be
required to file the Form SLS would
report detailed information relating to
the member’s:
3 See Exchange Act Release No. 91876 (May 12,
2021), 86 FR 27005 (May 18, 2021) (File No. SR–
FINRA–2021–009) (‘‘Notice’’).
4 See Letter from Kevin Zambrowicz, Managing
Director & Associate General Counsel, the Securities
Industry and Financial Markets Association
(‘‘SIFMA’’), dated June 8, 2021 (‘‘SIFMA Letter’’).
5 See Letter from Adam Arkel, Associate General
Counsel, Office of General Counsel, FINRA, to
Vanessa Countryman, Secretary, U.S. Securities and
Exchange Commission, dated July 7, 2021 (‘‘FINRA
Letter’’). The FINRA Letter is available on FINRA’s
website at https://www.finra.org/sites/default/files/
2021-07/sr-finra-2021-009-response-tocomments.pdf, on the Commission’s website at
https://www.sec.gov/comments/sr-finra-2021-009/
srfinra2021009.htm, and at the Commission’s
Public Reference Room.
6 The subsequent description of the proposed rule
change is substantially excerpted from FINRA’s
description in the Notice. See Notice, 86 FR at
27005–06.
7 17 CFR 240.17a–5 (‘‘Rule 17a–5’’). Paragraph (a)
of Rule 17a–5 requires a broker-dealer to file a
version of the FOCUS Report.
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Federal Register / Vol. 86, No. 151 / Tuesday, August 10, 2021 / Notices
• Reverse repurchase and repurchase
agreements;
• securities borrowed and securities
loaned;
• non-cash reverse repurchase and
securities borrowed transactions;
• non-cash repurchase and securities
loaned transactions;
• bank loan and other committed and
uncommitted credit facilities;
• total available collateral in the
member’s custody;
• margin and non-purpose loans;
• collateral securing margin loans;
• deposits at clearing organizations;
and
• cash and securities received and
delivered on derivative transactions not
cleared through a central clearing
counterparty (‘‘CCP’’).
According to FINRA, the SLS is
tailored to apply only to members with
the largest customer and counterparty
exposures. Unless otherwise permitted
by FINRA in writing, each carrying
member with $25 million or more in
free credit balances, as defined under
Exchange Act Rule 15c3–3(a)(8),8 and
each member whose aggregate amount
outstanding under repurchase
agreements, securities loan contracts
and bank loans is equal to or greater
than $1 billion, as reported on the
member’s most recently filed FOCUS
report, would be required to file the
SLS. The SLS would be required to be
completed as of the last business day of
each month and filed within 24
business days after the end of the
month. A member would not need to
file the SLS for any period where the
member does not meet the $25 million
or $1 billion thresholds.
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III. Comment Summary
As noted above, the Commission
received one comment letter in response
to the Notice.9 In its comment letter,
SIFMA asked that the implementation
timing of the SLS be aligned with the
implementation of the Federal Reserve
Board’s ‘‘6G’’ reporting framework with
respect to the FR 2052a reports required
to be filed by FINRA member firms that
have bank holding company affiliates,10
or that additional time be allotted for
the implementation of the SLS.11
Additionally, noting that some of the
reporting requirements for the SLS may
be duplicative of information that must
be reported to the Federal Reserve Board
on FR 2052a reports, SIFMA has asked
8 17
CFR 240.15c3–3 (‘‘Rule 15c3–3’’).
supra note 4.
10 According to SIFMA, member firms are
expected to be working on the implementation of
the Federal Reserve 6G reporting through the end
of 2022.
11 See SIFMA Letter at 3.
9 See
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17:05 Aug 09, 2021
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that the SLS contain an ‘‘overlay’’ that
is mapped to the 5G/6G reporting
frameworks of the Federal Reserve
Board. According to SIFMA, this would
have the effect of consolidating certain
reporting categories where the
respective categories and definitions
align for the FINRA and the Federal
Reserve Board reports, which would in
turn streamline the reporting process for
firms that are required to file with both
FINRA and the Federal Reserve Board.
Firms that are not required to file with
both FINRA and the Federal Reserve
Board would not be impacted, according
to SIFMA.12
In response, FINRA reiterated that the
proposed SLS is designed to improve
FINRA’s ability to monitor for events
that signal an adverse change in the
liquidity risk of broker-dealers that that
file the schedule. FINRA also noted the
extensive prior outreach and
discussions that FINRA conducted
regarding the potential burdens on
broker-dealers that are subsidiaries of
bank holding companies. According to
FINRA, this consultation resulted in the
alignment of categories in the proposed
SLS with reporting required in the
Federal Reserve Board’s Complex
Institution Liquidity Monitoring Report
(referred to as ‘‘FR 2052a’’).13
FINRA also stated the SLS serves an
important regulatory purpose because
access to the information that would be
reported on the SLS is important for
FINRA to efficiently monitor on an
ongoing basis the liquidity profile of its
members. FINRA stated that the
information would facilitate FINRA’s
efforts to understand and respond to
firms that may appear similar based on
their balance sheets, but in fact have
different liquidity risk profiles which
could negatively the ability to fund
operations during periods of market
stress or other stress events. Absent the
reporting set forth in the SLS, FINRA
noted that it would need to request such
information on a firm-by-firm basis as
the need arises, which could, according
to FINRA, result in similar or
potentially larger costs for some firms.14
While acknowledging that some
members that would be subject to the
proposed SLS could face potential
burdens with respect to reporting
requirements from other regulators,
FINRA stated that it would revisit the
reporting categories in the proposed SLS
as appropriate with respect to potential
alignments of such categories with other
reporting requirements, including the
FR 2052a, depending on how they
12 See
13 See
SIFMA Letter at 3–4.
FINRA Letter at 2.
14 Id.
PO 00000
Frm 00076
Fmt 4703
Sfmt 4703
43699
evolve in the future. Consequently,
FINRA stated that it believes it would
not be appropriate to delay
implementation of the proposed SLS.15
Finally, FINRA stated that it believes
that the proposed timeframe for
implementation of the proposed SLS set
forward in the Notice affords members
sufficient time to prepare.16
IV. Discussion and Commission
Findings
After careful review of the proposed
rule change, the comment letter, and
FINRA’s response to the comment letter,
the Commission finds that the proposal
is consistent with the requirements of
the Exchange Act and the rules and
regulations thereunder that are
applicable to a national securities
association.17 Specifically, the
Commission finds that the proposed
rule change is consistent with Section
15A(b)(6) of the Exchange Act,18 which
requires, among other things, that the
Commission determine any FINRA rule
to be designed to protect investors and
the public interest.
The Commission believes that the
proposed SLS, which will require
certain FINRA members, subject to the
thresholds described above, to provide
detailed information regarding various
aspects of the member’s liquidity profile
will enable more effective monitoring of
the liquidity risk of FINRA members by
the Commission and FINRA. The
Commission believes that regular and
ongoing access to such information is
important for the purpose of
understanding the liquidity risks that
member firms face, as well as
differences in liquidity risks among
firms that otherwise may appear to be
similar based on similar characteristics
in the firms’ balance sheets. By enabling
more effective monitoring of liquidity
risk, the Commission believes that the
information obtained through the SLS
will protect investors and the public
interest by providing FINRA and the
Commission with information needed to
better anticipate and respond to the
risks that FINRA member firms may face
during market or other stress events that
could jeopardize their ability to fund
their operations. FINRA estimates that
between 85 and 100 broker-dealers will
be required to file Form SLS, the
universe of broker-dealers carrying
customer accounts with at least $25
million in free credit balances or with
15 Id.
at 3.
16 Id.
17 In approving this rule change, the Commission
has considered the rule’s impact on efficiency,
competition, and capital formation. See 15 U.S.C.
78c(f).
18 15 U.S.C. 78o–3(b)(6).
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Federal Register / Vol. 86, No. 151 / Tuesday, August 10, 2021 / Notices
a minimum of $1 billion in repurchase
agreements, bank loans or securities
loans outstanding. Therefore, the
Commission believes that the proposed
Form SLS is reasonably designed to
apply only to those broker-dealers that
have the highest potential to adversely
affect investors and the public interest
in a liquidity stress event.
Finally, the Commission believes that
FINRA has reasonably addressed the
concerns raised by SIFMA’s comment
letter. Specifically, the Commission
agrees that the SLS would serve an
important regulatory purpose by
providing FINRA and the Commission
with information useful in evaluating a
member firm’s liquidity risk profile.
While the Commission recognizes that
there is the potential for burdens on
certain member firms that are subject to
the regulatory reporting requirements of
other regulators, the Commission
believes that the important regulatory
purpose served by the SLS justifies the
potential burdens. The Commission
believes that absent the SLS, FINRA and
the Commission would be required to
request the information supplied in the
SLS repeatedly and on a firm-by-firm
basis in order to obtain the information
necessary to monitor member firms for
potential liquidity concerns. Such an
approach would not only create
regulatory inefficiency, but could also
result in similar or potentially larger
costs for firms, as FINRA noted.
Moreover, in light of the prior
outreach that FINRA has conducted
including publishing an earlier version
of SLS in January 2018 and revising it
in response to feedback from industry
participants,19 the Commission believes
that FINRA’s proposed approach to
revisit the reporting categories in the
SLS with a view to potential alignments
of such categories with other reporting
requirements depending on how they
evolve would have the effect of further
minimizing the regulatory burdens on
member firms subject to the SLS.
Consequently, the Commission believes
that FINRA has appropriately addressed
concerns raised in the comment letter
concerning reducing the reporting costs
imposed by the SLS.
Finally, the Commission agrees with
FINRA that it is not appropriate to delay
implementation of the SLS beyond the
timeframe set forth in the Notice.
Because FINRA previously published a
version of the SLS in 2018, and will
announce an effective date that will be
180 days following the publication of a
Regulatory Notice published no later
19 See Regulatory Notice 18–02 (January 2018)
(Liquidity Reporting and Notification). See also
Notice, 86 FR at 27006.
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17:05 Aug 09, 2021
Jkt 253001
than 30 days after Commission
approval, the Commission believes that
member firms will have sufficient time
to prepare to implement the SLS.
Furthermore, in light of recent events
connected to market volatility, which
were discussed in the Notice,20 the
Commission believes that further
delaying implementation of the SLS will
undermine the regulatory interest that
the Commission and FINRA have in
monitoring member firms’ liquidity risk
profiles.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,21 that the
proposed rule change (SR–FINRA–
2021–009) be, and hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2021–16965 Filed 8–9–21; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–92559; File No. SR–
NYSEAMER–2021–34]
Self-Regulatory Organizations; NYSE
American LLC; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend the NYSE
American Options Fee Schedule
August 4, 2021.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on July 28,
2021, NYSE American LLC (‘‘NYSE
American’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
NYSE American Options Fee Schedule
(‘‘Fee Schedule’’). The Exchange
20 See
Notice, 86 FR at 27005.
U.S.C. 78s(b)(2).
22 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
21 15
PO 00000
Frm 00077
Fmt 4703
Sfmt 4703
proposes to implement the fee change
effective July 28, 2021. The proposed
rule change is available on the
Exchange’s website at www.nyse.com, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this filing is to amend
the Fee Schedule to remove language
associated with fee waivers that expired
at the close of business on June 30,
2021.
On March 18, 2020, the Exchange
announced that it would temporarily
close the Trading Floor, effective
Monday, March 23, 2020, as a
precautionary measure to prevent the
potential spread of COVID–19.
Following the temporary closure of the
Trading Floor, the Exchange waived
certain Floor-based fixed fees for April,
May, and June 2020.4 Although the
Trading Floor partially reopened on
May 26, 2020 and Floor-based open
outcry activity was supported, certain
participants were unable to resume preFloor closure levels of operations. As a
result, the Exchange extended the fee
waiver through June 2021, but only for
Floor Broker firms that were unable to
operate at more than 50% of their March
2020 on-Floor staffing levels and for
Market Maker firms that had vacant or
‘‘unmanned’’ Podia for the entire month
4 See Securities Exchange Act Release Nos. 88595
(April 8, 2020), 85 FR 20737 (April 14, 2020) (SR–
NYSEAMER–2020–25) (waiving Floor-based fixed
fees); 88840 (May 8, 2020), 85 FR 28992 (May 14,
2020) (SR–NYSEAMER–2020–37) (extending April
2020 fee changes through May 2020); and 89049
(June 11, 2020), 85 FR 36649 (June 17, 2020) (SR–
NYSEAMER–2020–44) (extending April and May
fee changes through June 2020).
E:\FR\FM\10AUN1.SGM
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Agencies
[Federal Register Volume 86, Number 151 (Tuesday, August 10, 2021)]
[Notices]
[Pages 43698-43700]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2021-16965]
=======================================================================
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-92561; File No. SR-FINRA-2021-009]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Order Approving a Proposed Rule Change To Adopt a
Supplemental Liquidity Schedule, and Instructions Thereto, Pursuant to
FINRA Rule 4524 (Supplemental FOCUS Information)
August 4, 2021.
I. Introduction
On April 30, 2021, the Financial industry Regulatory Authority
(``FINRA'') filed with the Securities and Exchange Commission (``SEC''
or ``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act (``Exchange Act'') \1\ and Rule 19b-4 thereunder,\2\ a
proposed rule change to adopt a Supplemental Liquidity Schedule, and
Instructions thereto, pursuant to FINRA Rule 4524 (Supplemental FOCUS
Information).
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
The proposed rule change was published for comment in the Federal
Register on May 18, 2021.\3\ The comment period closed on June 8, 2021.
The Commission received one comment letter in response to the
Notice.\4\ On June 22, 2021, FINRA extended the time period in which
the Commission must approve the proposed rule change, disapprove the
proposed rule change, or institute proceedings to determine whether to
disapprove the proposed rule change to August 16, 2021. On July 7,
2021, FINRA responded to the comment letter received in response to the
Notice.\5\ For the reasons discussed below, the Commission is approving
the proposed rule change.
---------------------------------------------------------------------------
\3\ See Exchange Act Release No. 91876 (May 12, 2021), 86 FR
27005 (May 18, 2021) (File No. SR-FINRA-2021-009) (``Notice'').
\4\ See Letter from Kevin Zambrowicz, Managing Director &
Associate General Counsel, the Securities Industry and Financial
Markets Association (``SIFMA''), dated June 8, 2021 (``SIFMA
Letter'').
\5\ See Letter from Adam Arkel, Associate General Counsel,
Office of General Counsel, FINRA, to Vanessa Countryman, Secretary,
U.S. Securities and Exchange Commission, dated July 7, 2021 (``FINRA
Letter''). The FINRA Letter is available on FINRA's website at
https://www.finra.org/sites/default/files/2021-07/sr-finra-2021-009-response-to-comments.pdf, on the Commission's website at https://www.sec.gov/comments/sr-finra-2021-009/srfinra2021009.htm, and at
the Commission's Public Reference Room.
---------------------------------------------------------------------------
II. Description of the Proposed Rule Change 6
---------------------------------------------------------------------------
\6\ The subsequent description of the proposed rule change is
substantially excerpted from FINRA's description in the Notice. See
Notice, 86 FR at 27005-06.
---------------------------------------------------------------------------
FINRA Rule 4524 provides in part that FINRA may require certain
members to file supplements to the Financial and Operational Combined
Uniform Single Report (``FOCUS Report''), which is filed pursuant to
Rule 17a-5 under the Exchange Act \7\ and FINRA Rule 2010. These
supplements may include such additional financial or operational
schedules or reports as FINRA may deem necessary or appropriate for the
protection of investors or in the public interest. FINRA Rule 4524
further requires FINRA to file a proposed schedule or report with the
Commission pursuant to section 19(b) of the Exchange Act. Pursuant to
FINRA Rule 4524, FINRA proposed to adopt a Supplemental Liquidity
Schedule (``SLS''), and Instructions thereto.
---------------------------------------------------------------------------
\7\ 17 CFR 240.17a-5 (``Rule 17a-5''). Paragraph (a) of Rule
17a-5 requires a broker-dealer to file a version of the FOCUS
Report.
---------------------------------------------------------------------------
A FINRA member that would be required to file the Form SLS would
report detailed information relating to the member's:
[[Page 43699]]
Reverse repurchase and repurchase agreements;
securities borrowed and securities loaned;
non-cash reverse repurchase and securities borrowed
transactions;
non-cash repurchase and securities loaned transactions;
bank loan and other committed and uncommitted credit
facilities;
total available collateral in the member's custody;
margin and non-purpose loans;
collateral securing margin loans;
deposits at clearing organizations; and
cash and securities received and delivered on derivative
transactions not cleared through a central clearing counterparty
(``CCP'').
According to FINRA, the SLS is tailored to apply only to members
with the largest customer and counterparty exposures. Unless otherwise
permitted by FINRA in writing, each carrying member with $25 million or
more in free credit balances, as defined under Exchange Act Rule 15c3-
3(a)(8),\8\ and each member whose aggregate amount outstanding under
repurchase agreements, securities loan contracts and bank loans is
equal to or greater than $1 billion, as reported on the member's most
recently filed FOCUS report, would be required to file the SLS. The SLS
would be required to be completed as of the last business day of each
month and filed within 24 business days after the end of the month. A
member would not need to file the SLS for any period where the member
does not meet the $25 million or $1 billion thresholds.
---------------------------------------------------------------------------
\8\ 17 CFR 240.15c3-3 (``Rule 15c3-3'').
---------------------------------------------------------------------------
III. Comment Summary
As noted above, the Commission received one comment letter in
response to the Notice.\9\ In its comment letter, SIFMA asked that the
implementation timing of the SLS be aligned with the implementation of
the Federal Reserve Board's ``6G'' reporting framework with respect to
the FR 2052a reports required to be filed by FINRA member firms that
have bank holding company affiliates,\10\ or that additional time be
allotted for the implementation of the SLS.\11\
---------------------------------------------------------------------------
\9\ See supra note 4.
\10\ According to SIFMA, member firms are expected to be working
on the implementation of the Federal Reserve 6G reporting through
the end of 2022.
\11\ See SIFMA Letter at 3.
---------------------------------------------------------------------------
Additionally, noting that some of the reporting requirements for
the SLS may be duplicative of information that must be reported to the
Federal Reserve Board on FR 2052a reports, SIFMA has asked that the SLS
contain an ``overlay'' that is mapped to the 5G/6G reporting frameworks
of the Federal Reserve Board. According to SIFMA, this would have the
effect of consolidating certain reporting categories where the
respective categories and definitions align for the FINRA and the
Federal Reserve Board reports, which would in turn streamline the
reporting process for firms that are required to file with both FINRA
and the Federal Reserve Board. Firms that are not required to file with
both FINRA and the Federal Reserve Board would not be impacted,
according to SIFMA.\12\
---------------------------------------------------------------------------
\12\ See SIFMA Letter at 3-4.
---------------------------------------------------------------------------
In response, FINRA reiterated that the proposed SLS is designed to
improve FINRA's ability to monitor for events that signal an adverse
change in the liquidity risk of broker-dealers that that file the
schedule. FINRA also noted the extensive prior outreach and discussions
that FINRA conducted regarding the potential burdens on broker-dealers
that are subsidiaries of bank holding companies. According to FINRA,
this consultation resulted in the alignment of categories in the
proposed SLS with reporting required in the Federal Reserve Board's
Complex Institution Liquidity Monitoring Report (referred to as ``FR
2052a'').\13\
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\13\ See FINRA Letter at 2.
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FINRA also stated the SLS serves an important regulatory purpose
because access to the information that would be reported on the SLS is
important for FINRA to efficiently monitor on an ongoing basis the
liquidity profile of its members. FINRA stated that the information
would facilitate FINRA's efforts to understand and respond to firms
that may appear similar based on their balance sheets, but in fact have
different liquidity risk profiles which could negatively the ability to
fund operations during periods of market stress or other stress events.
Absent the reporting set forth in the SLS, FINRA noted that it would
need to request such information on a firm-by-firm basis as the need
arises, which could, according to FINRA, result in similar or
potentially larger costs for some firms.\14\
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\14\ Id.
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While acknowledging that some members that would be subject to the
proposed SLS could face potential burdens with respect to reporting
requirements from other regulators, FINRA stated that it would revisit
the reporting categories in the proposed SLS as appropriate with
respect to potential alignments of such categories with other reporting
requirements, including the FR 2052a, depending on how they evolve in
the future. Consequently, FINRA stated that it believes it would not be
appropriate to delay implementation of the proposed SLS.\15\
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\15\ Id. at 3.
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Finally, FINRA stated that it believes that the proposed timeframe
for implementation of the proposed SLS set forward in the Notice
affords members sufficient time to prepare.\16\
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\16\ Id.
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IV. Discussion and Commission Findings
After careful review of the proposed rule change, the comment
letter, and FINRA's response to the comment letter, the Commission
finds that the proposal is consistent with the requirements of the
Exchange Act and the rules and regulations thereunder that are
applicable to a national securities association.\17\ Specifically, the
Commission finds that the proposed rule change is consistent with
Section 15A(b)(6) of the Exchange Act,\18\ which requires, among other
things, that the Commission determine any FINRA rule to be designed to
protect investors and the public interest.
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\17\ In approving this rule change, the Commission has
considered the rule's impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
\18\ 15 U.S.C. 78o-3(b)(6).
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The Commission believes that the proposed SLS, which will require
certain FINRA members, subject to the thresholds described above, to
provide detailed information regarding various aspects of the member's
liquidity profile will enable more effective monitoring of the
liquidity risk of FINRA members by the Commission and FINRA. The
Commission believes that regular and ongoing access to such information
is important for the purpose of understanding the liquidity risks that
member firms face, as well as differences in liquidity risks among
firms that otherwise may appear to be similar based on similar
characteristics in the firms' balance sheets. By enabling more
effective monitoring of liquidity risk, the Commission believes that
the information obtained through the SLS will protect investors and the
public interest by providing FINRA and the Commission with information
needed to better anticipate and respond to the risks that FINRA member
firms may face during market or other stress events that could
jeopardize their ability to fund their operations. FINRA estimates that
between 85 and 100 broker-dealers will be required to file Form SLS,
the universe of broker-dealers carrying customer accounts with at least
$25 million in free credit balances or with
[[Page 43700]]
a minimum of $1 billion in repurchase agreements, bank loans or
securities loans outstanding. Therefore, the Commission believes that
the proposed Form SLS is reasonably designed to apply only to those
broker-dealers that have the highest potential to adversely affect
investors and the public interest in a liquidity stress event.
Finally, the Commission believes that FINRA has reasonably
addressed the concerns raised by SIFMA's comment letter. Specifically,
the Commission agrees that the SLS would serve an important regulatory
purpose by providing FINRA and the Commission with information useful
in evaluating a member firm's liquidity risk profile. While the
Commission recognizes that there is the potential for burdens on
certain member firms that are subject to the regulatory reporting
requirements of other regulators, the Commission believes that the
important regulatory purpose served by the SLS justifies the potential
burdens. The Commission believes that absent the SLS, FINRA and the
Commission would be required to request the information supplied in the
SLS repeatedly and on a firm-by-firm basis in order to obtain the
information necessary to monitor member firms for potential liquidity
concerns. Such an approach would not only create regulatory
inefficiency, but could also result in similar or potentially larger
costs for firms, as FINRA noted.
Moreover, in light of the prior outreach that FINRA has conducted
including publishing an earlier version of SLS in January 2018 and
revising it in response to feedback from industry participants,\19\ the
Commission believes that FINRA's proposed approach to revisit the
reporting categories in the SLS with a view to potential alignments of
such categories with other reporting requirements depending on how they
evolve would have the effect of further minimizing the regulatory
burdens on member firms subject to the SLS. Consequently, the
Commission believes that FINRA has appropriately addressed concerns
raised in the comment letter concerning reducing the reporting costs
imposed by the SLS.
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\19\ See Regulatory Notice 18-02 (January 2018) (Liquidity
Reporting and Notification). See also Notice, 86 FR at 27006.
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Finally, the Commission agrees with FINRA that it is not
appropriate to delay implementation of the SLS beyond the timeframe set
forth in the Notice. Because FINRA previously published a version of
the SLS in 2018, and will announce an effective date that will be 180
days following the publication of a Regulatory Notice published no
later than 30 days after Commission approval, the Commission believes
that member firms will have sufficient time to prepare to implement the
SLS. Furthermore, in light of recent events connected to market
volatility, which were discussed in the Notice,\20\ the Commission
believes that further delaying implementation of the SLS will undermine
the regulatory interest that the Commission and FINRA have in
monitoring member firms' liquidity risk profiles.
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\20\ See Notice, 86 FR at 27005.
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V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\21\ that the proposed rule change (SR-FINRA-2021-009) be, and
hereby is, approved.
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\21\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\22\
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\22\ 17 CFR 200.30-3(a)(12).
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J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2021-16965 Filed 8-9-21; 8:45 am]
BILLING CODE 8011-01-P