Capital Assessment and Stress Testing

Forms and Documents

Forms and supporting documents for this ICR

Document	Type	Status	Availability
Form FR Y-14Q Retail Risk - Quarterly	Form and Instruction	Modified	Available
FRY14AQM_20121025_omb.docx	Supporting Statement A	Uploaded 2012-10-25	Available
FR Y-14AQM_20121004_ffr.pdf	Supplementary Document	Uploaded 2012-10-04	Available
FR Y-14AQM_20120706_ifr.pdf	Supplementary Document	Uploaded 2012-09-20	Available
FR_Y14AQM_20120627_ffr_cpe_ext.docx.pdf	Supplementary Document	Uploaded 2012-06-28	Available
FRY-14AQM_20120604_ffr.pdf	Supplementary Document	Uploaded 2012-06-15	Available

IC Document Collections

Information collection document groups

IC ID	Collection	Type	Status	Form
204375	On-going revisions		New
204374	Start-up – new respondents		New
204373	Retail FVO/HFS - Quarterly	Instruction	New
204372	Supplemental - Quarterly	Instruction	New
204371	MSR Valuation - Quarterly	Instruction	New
202759	Domestic Credit Card - Monthly	Instruction	Modified
202758	Domestic Home Equity Residential Mortgage & Address Matching - Monthly	Instruction	Modified
202757	Domestic First Lien Closed-End 1-4 Family Residential Mortgage & Address Matching - Monthly	Instruction	Modified
202744	Operational Risk - Quarterly	Instruction	Modified
200207	Regulatory Capital Instruments - Quarterly	Instruction	Modified
200205	Basel III/Dodd-Frank - Quarterly	Instruction	Modified
200203	Trading Risk - Quarterly	Instruction	Modified
200202	Wholesale Risk (CRE data) - Quarterly	Instruction	Modified
200201	Wholesale Risk (Corporate Loans) - Quarterly	Instruction	Modified
200200	Pre-Provision Net Revenue (PPNR) Risk - Quarterly	Instruction	Modified
200199	Retail Risk - Quarterly	Form and Instruction	Modified
200198	Securities Risk - Quarterly	Instruction	Modified
200197	Basel III/Dodd-Frank & Reg Cap Instruments - Annual Schedules	Instruction	Modified
200196	Counterparty Credit Risk (CCR) - Annual	Instruction	Modified
200195	Macro Scenario - Annual	Instruction	Modified
200193	Summary Schedule - Annual	Instruction	Modified

ICR Details

OMB Control No: 7100-0341	ICR Reference No: 201207-7100-007
Status: Historical Active	Previous ICR Reference No: 201204-7100-007
Agency/Subagency: FRS	Agency Tracking No: FR Y-14A/Q/M
Title: Capital Assessment and Stress Testing
Type of Information Collection: Revision of a currently approved collection	Common Form ICR:  No
Type of Review Request: Delegated
OIRA Conclusion Action: Approved without change	Conclusion Date: 10/25/2012
	Date Received in OIRA: 10/25/2012
Terms of Clearance:

table that charts list comparision

	Inventory as of this Action	Requested	Previously Approved
Expiration Date	10/31/2015	36 Months From Approved	12/31/2014
Responses	2,060	0	1,120
Time Burden (Hours)	592,462	0	607,589
Cost Burden (Dollars)	0	0	0

---

Abstract: The annual FR Y-14A collects large BHCs' quantitative projections of balance sheet, income, losses, and capital across a range of macroeconomic scenarios and qualitative information on methodologies used to develop internal projections of capital across scenarios. The quarterly FR Y-14Q collects granular data on BHCs' various asset classes and pre-provision net revenue for the reporting period, which is used to support supervisory stress test models and for continuous monitoring efforts. The monthly FR Y-14M comprises three retail loan- and portfolio-level collections, and one detailed address matching collection.

---

Authorizing Statute(s): US Code: 12 USC 1844 Name of Law: Bank Holding Company Act
   US Code: 12 USC 5365 Name of Law: Dodd-Frank Act
  

Citations for New Statutory Requirements: US Code: 12 USC 5365 Name of Law: Dodd-Frank Act

---

Associated Rulemaking Information
RIN:	Stage of Rulemaking:	Federal Register Citation:	Date:
	Not associated with rulemaking

---

Federal Register Notices & Comments
60-day Notice:	Federal Register Citation:	Citation Date:
	77 FR 40051	07/06/2012
30-day Notice:	Federal Register Citation:	Citation Date:
	77 FR 60695	10/04/2012
Did the Agency receive public comments on this ICR? Yes

---

Number of Information Collection (IC) in this ICR: 21

table that charts list of burden

IC Title	Form No.	Form Name
Operational Risk - Quarterly	FR Y-14Q	Operational Risk
Domestic First Lien Closed-End 1-4 Family Residential Mortgage & Address Matching - Monthly	FR Y-14M, FR Y-14M	Domestic First Lien Closed-End 1-4 Family Residential Mortgage ,   Address Matching
Domestic Home Equity Residential Mortgage & Address Matching - Monthly	FR Y-14M, FR Y-14M	Domestic Home Equity Residential Mortgage ,   Address Matching
Domestic Credit Card - Monthly	FR Y-14M	Domestic Credit Card
MSR Valuation - Quarterly	FR Y-14Q	MSR Valuation
Supplemental - Quarterly	FR Y-14Q	Supplemental - Quarterly
Retail FVO/HFS - Quarterly	FR Y-14Q	Retail FVO/HFS - Quarterly
Start-up – new respondents
On-going revisions
Regulatory Capital Instruments - Quarterly	FR Y-14Q	Regulatory Capital Instruments Schedule
Pre-Provision Net Revenue (PPNR) Risk - Quarterly	FR Y-14Q, FR Y-14Q, FR Y-14Q	PPNR ,   PPNR Historical current reporters ,   PPNR Historical new reporters
Trading Risk - Quarterly	FR Y-14Q	Trading Risk template
Summary Schedule - Annual	FR Y-14A	Summary Template
Basel III/Dodd-Frank & Reg Cap Instruments - Annual Schedules	FR Y-14A, FR Y-14A	Basel III and Dodd Frank template ,   REGCAP template
Macro Scenario - Annual	FR Y-14A	Scenario
Counterparty Credit Risk (CCR) - Annual	FR Y-14A	Counterparty
Basel III/Dodd-Frank - Quarterly	FR Y-14Q	Basel III and Dodd Frank
Securities Risk - Quarterly	FR Y-14Q	Securities
Wholesale Risk (CRE data) - Quarterly	FR Y-14Q	Wholesale Risk (CRE data)
Retail Risk - Quarterly	FR Y-14Q, FR Y-14Q, FR Y-14Q, FR Y-14Q, FR Y-14Q, FR Y-14Q, FR Y-14Q, FR Y-14Q, FR Y-14Q, FR Y-14Q	Retail Student ,   Retail Auto US ,   Retail Other Consumer US ,   Retail Small U.S. ,   Retail Auto International ,   Retail Credit Card International ,   Retail Home Equity International ,   Retail Mortgage International ,   Retail Other Consumer International ,   Retail Small International
Wholesale Risk (Corporate Loans) - Quarterly	FR Y-14Q	Corporate Loan

---

ICR Summary of Burden

table that charts list of burden

	Total Approved	Previously Approved	Change Due to New Statute	Change Due to Agency Discretion	Change Due to Adjustment in Estimate	Change Due to Potential Violation of the PRA
Annual Number of Responses	2,060	1,120	0	940	0	0
Annual Time Burden (Hours)	592,462	607,589	0	-15,127	0	0
Annual Cost Burden (Dollars)	0	0	0	0	0	0

Burden increases because of Program Change due to Agency Discretion: Yes

Burden Increase Due to: Miscellaneous Actions

Burden decreases because of Program Change due to Agency Discretion: Yes

Burden Reduction Due to: Changing Forms

Short Statement: The Federal Reserve proposes revising various annual and quarterly FR Y-14 schedules and making several general revisions to the entire collection, most of which are effective September 30, 2012 (except as noted). The revisions would include: (1) implementing three quarterly reporting schedules, (2) revising the respondent panel, (3) enhancing data items previously collected, (4) deleting data items that are no longer needed, and (5) collecting contact information. The Federal Reserve proposes the revisions based on experience gained from previous capital review and stress testing efforts. The revisions would provide the Federal Reserve with new information to refine its analysis, while removing data items that are no longer deemed necessary for such analysis. For additional details on the proposed revisions, refer to the Description of Information Collection section.

---

Annual Cost to Federal Government: $4,910,000

Does this IC contain surveys, censuses, or employ statistical methods? No

Is the Supporting Statement intended to be a Privacy Impact Assessment required by the E-Government Act of 2002? No

Is this ICR related to the Affordable Care Act [Pub. L. 111-148 & 111-152]? No

Is this ICR related to the Dodd-Frank Wall Street Reform and Consumer Protection Act, [Pub. L. 111-203]? Yes

Is this ICR related to the American Recovery and Reinvestment Act of 2009 (ARRA)? No

Is this ICR related to the Pandemic Response? Uncollected

---

Common Form ICR:  No

---

On behalf of this Federal agency, I certify that the collection of information encompassed by this request complies with 5 CFR 1320.9 and the related provisions of 5 CFR 1320.8(b)(3).

The following is a summary of the topics, regarding the proposed collection of information, that the certification covers:

(a) It is necessary for the proper performance of agency functions;

(b) It avoids unnecessary duplication;

(c) It reduces burden on small entities;

(d) It uses plain, coherent, and unambiguous language that is understandable to respondents;

(e) Its implementation will be consistent and compatible with current reporting and recordkeeping practices;

(f) It indicates the retention periods for recordkeeping requirements;

(g) It informs respondents of the information called for under 5 CFR 1320.8 (b)(3) about:

(i) Why the information is being collected;

(ii) Use of information;

(iii) Burden estimate;

(iv) Nature of response (voluntary, required for a benefit, or mandatory);

(v) Nature and extent of confidentiality; and

(vi) Need to display currently valid OMB control number;

(h) It was developed by an office that has planned and allocated resources for the efficient and effective management and use of the information to be collected.

(i) It uses effective and efficient statistical survey methodology (if applicable); and

(j) It makes appropriate use of information technology.

If you are unable to certify compliance with any of these provisions, identify the item by leaving the box unchecked and explain the reason in the Supporting Statement.

Certification Date: 10/25/2012

---