AOCI rule effects - nine banks affected.

I just checked the Basel III AOCI rule - discussed by Reuters last week - using real data from bank holding companies.

This is what inclusion would amount to, using 12/31/2012 data from US bank holdings, including the unrealized gains currently excluded from capital:

Name Leverage Ratio UR Gains filter LR w.o. filter bank of ny mellon corp 5.30% 0.43% 5.7…