Capital Assessment and Stress Testing

Forms and Documents

Forms and supporting documents for this ICR

Document	Type	Status	Availability
Form FR Y-14Q Retail FVO/HFS - Quarterly	Form and Instruction	Unchanged	Available
Form FR Y-14Q Supplemental - Quarterly	Form and Instruction	Unchanged	Available
Form FR Y-14Q MSR Valuation	Form	Unchanged	Available
Form FR Y-14M Domestic Credit Card Data Collection Data Dictionary	Form and Instruction	Modified	Available
Form FR Y-14M FR Y-14M: Domestic Home Equity Loan and Home Equity Line Data Dictionary	Form and Instruction	Modified	Available
Form FR Y-14M First Lien Closed-end 1-4 Family Residential Loan Data Dictionary	Form and Instruction	Modified	Available
Form FR Y-14Q Operational Risk	Form and Instruction	Unchanged	Available
Form FR Y-14Q Regulatory Capital Instruments Schedule	Form	Modified	Available
Form FR Y-14Q Basel III and Dodd Frank	Form and Instruction	Modified	Available
Form FR Y-14Q Trading Risk template	Form	Unchanged	Available
Form FR Y-14Q Wholesale Risk (CRE data)	Form and Instruction	Unchanged	Available
Form FR Y-14Q Corporate Loan	Form	Unchanged	Available
Form FR Y-14Q PPNR Historical new reporters	Form	Unchanged	Available
Form FR Y-14Q PPNR Historical current reporters	Form	Unchanged	Available
Form FR Y-14Q PPNR	Form	Unchanged	Available
Form FR Y-14Q Retail Small U.S.	Form and Instruction	Unchanged	Available
Form FR Y-14Q Retail Other Consumer US	Form and Instruction	Unchanged	Available
Form FR Y-14Q Retail Auto US	Form and Instruction	Unchanged	Available
Form FR Y-14Q Retail Student	Form and Instruction	Unchanged	Available
Form FR Y-14Q Retail Small International	Form and Instruction	Unchanged	Available
Form FR Y-14Q Retail Other Consumer International	Form and Instruction	Unchanged	Available
Form FR Y-14Q Retail Mortgage International	Form and Instruction	Unchanged	Available
Form FR Y-14Q Retail Home Equity International	Form and Instruction	Unchanged	Repair queued
Form FR Y-14Q Retail Credit Card International	Form and Instruction	Unchanged	Available
Form FR Y-14Q Retail Auto International	Form and Instruction	Unchanged	Available
Form FR Y-14Q Securities	Form and Instruction	Unchanged	Available
Form FR Y-14A REGCAP template	Form	Unchanged	Available
Form FR Y-14A Basel III and Dodd Frank template	Form	Unchanged	Available
Form FR Y-14A Counterparty	Form and Instruction	Unchanged	Repair queued
Form FR Y-14A Scenario	Form and Instruction	Modified	Available
Form FR Y-14A Summary	Form and Instruction	Modified	Available
FRY14AQM_20130331_omb.docx	Supporting Statement A	Uploaded 2013-04-30	Available
FR Y-14AQM_20130329_ffr.pdf	Supplementary Document	Uploaded 2013-04-11	Available
FR Y-14AQM_20121220_ifr.pdf	Supplementary Document	Uploaded 2013-04-11	Available

IC Document Collections

Information collection document groups

IC ID	Collection	Type	Status	Form
204375	On-going revisions		Unchanged
204374	Start-up – new respondents		Unchanged
204373	Retail FVO/HFS - Quarterly	Form and Instruction	Unchanged	Retail FVO/HFS - Quarterly
204373	Retail FVO/HFS - Quarterly	Instruction	Unchanged
204372	Supplemental - Quarterly	Form and Instruction	Unchanged	Supplemental - Quarterly
204372	Supplemental - Quarterly	Instruction	Unchanged
204371	MSR Valuation - Quarterly	Form	Unchanged	MSR Valuation
204371	MSR Valuation - Quarterly	Instruction	Unchanged
202759	Domestic Credit Card - Monthly	Form and Instruction	Modified	Domestic Credit Card Data Collection Data Dictionary
202758	Domestic Home Equity Residential Mortgage & Address Matching - Monthly	Form and Instruction	Modified	FR Y-14M: Domestic Home Equity Loan and Home Equity Line Data Dictionary
202757	Domestic First Lien Closed-End 1-4 Family Residential Mortgage & Address Matching - Monthly	Form and Instruction	Modified	First Lien Closed-end 1-4 Family Residential Loan Data Dictionary
202744	Operational Risk - Quarterly	Form and Instruction	Unchanged	Operational Risk
202744	Operational Risk - Quarterly	Instruction	Unchanged
200207	Regulatory Capital Instruments - Quarterly	Form	Modified	Regulatory Capital Instruments Schedule
200207	Regulatory Capital Instruments - Quarterly	Instruction	Modified
200205	Basel III/Dodd-Frank - Quarterly	Form and Instruction	Modified	Basel III and Dodd Frank
200205	Basel III/Dodd-Frank - Quarterly	Instruction	Modified
200203	Trading Risk - Quarterly	Form	Unchanged	Trading Risk template
200203	Trading Risk - Quarterly	Instruction	Unchanged
200202	Wholesale Risk (CRE data) - Quarterly	Form and Instruction	Unchanged	Wholesale Risk (CRE data)
200202	Wholesale Risk (CRE data) - Quarterly	Instruction	Unchanged
200201	Wholesale Risk (Corporate Loans) - Quarterly	Form	Unchanged	Corporate Loan
200201	Wholesale Risk (Corporate Loans) - Quarterly	Instruction	Unchanged
200200	Pre-Provision Net Revenue (PPNR) Risk - Quarterly	Form	Unchanged	PPNR Historical new reporters
200200	Pre-Provision Net Revenue (PPNR) Risk - Quarterly	Form	Unchanged	PPNR Historical current reporters
200200	Pre-Provision Net Revenue (PPNR) Risk - Quarterly	Form	Unchanged	PPNR
200200	Pre-Provision Net Revenue (PPNR) Risk - Quarterly	Instruction	Unchanged
200199	Retail Risk - Quarterly	Form and Instruction	Unchanged	Retail Small U.S.
200199	Retail Risk - Quarterly	Form and Instruction	Unchanged	Retail Other Consumer US
200199	Retail Risk - Quarterly	Form and Instruction	Unchanged	Retail Auto US
200199	Retail Risk - Quarterly	Form and Instruction	Unchanged	Retail Student
200199	Retail Risk - Quarterly	Form and Instruction	Unchanged	Retail Small International
200199	Retail Risk - Quarterly	Form and Instruction	Unchanged	Retail Other Consumer International
200199	Retail Risk - Quarterly	Form and Instruction	Unchanged	Retail Mortgage International
200199	Retail Risk - Quarterly	Form and Instruction	Unchanged	Retail Home Equity International
200199	Retail Risk - Quarterly	Form and Instruction	Unchanged	Retail Credit Card International
200199	Retail Risk - Quarterly	Form and Instruction	Unchanged	Retail Auto International
200199	Retail Risk - Quarterly	Instruction	Unchanged
200198	Securities Risk - Quarterly	Form and Instruction	Unchanged	Securities
200198	Securities Risk - Quarterly	Instruction	Unchanged
200197	Basel III/Dodd-Frank & Reg Cap Instruments - Annual Schedules	Form	Unchanged	REGCAP template
200197	Basel III/Dodd-Frank & Reg Cap Instruments - Annual Schedules	Form	Unchanged	Basel III and Dodd Frank template
200197	Basel III/Dodd-Frank & Reg Cap Instruments - Annual Schedules	Instruction	Unchanged
200196	Counterparty Credit Risk (CCR) - Annual	Form and Instruction	Unchanged	Counterparty
200196	Counterparty Credit Risk (CCR) - Annual	Instruction	Unchanged
200195	Macro Scenario - Annual	Form and Instruction	Modified	Scenario
200193	Summary Schedule - Annual	Form and Instruction	Modified	Summary

ICR Details

OMB Control No: 7100-0341	ICR Reference No: 201304-7100-003
Status: Historical Active	Previous ICR Reference No: 201207-7100-007
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: 04/30/2013
Retrieve Notice of Action (NOA)	Date Received in OIRA: 04/30/2013
Terms of Clearance:

table that charts list comparision

	Inventory as of this Action	Requested	Previously Approved
Expiration Date	10/31/2015	10/31/2015	10/31/2015
Responses	2,180	0	2,060
Time Burden (Hours)	681,712	0	592,462
Cost Burden (Dollars)	0	0	0

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Abstract: The annual FR Y-14A collects large bank holding companies' (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. In addition, the following schedules are reported as of March 31 each year (semi-annual filings): the Summary and Macro scenario schedules. The quarterly FR Y-14Q collects granular data on BHCs' various asset classes and pre-provision net revenue for the reporting period, which are used to support supervisory stress test models and for continuous monitoring efforts. The monthly FR Y-14M comprises three loan- and portfolio-level collections, and one detailed address matching collection to supplement two of the loan- and portfolio level collections for first lien mortgages and home equity mortgages.

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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

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

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Federal Register Notices & Comments
60-day Notice:	Federal Register Citation:	Citation Date:
	77 FR 75434	12/20/2012
30-day Notice:	Federal Register Citation:	Citation Date:
	78 FR 19264	03/29/2013
Did the Agency receive public comments on this ICR? Yes

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

table that charts list of burden

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

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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	2,180	2,060	60	60	0	0
Annual Time Burden (Hours)	681,712	592,462	26,010	63,240	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: Changing Regulations

Burden decreases because of Program Change due to Agency Discretion: No

Burden Reduction Due to:

Short Statement: The Federal Reserve revised the monthly FR Y-14M schedules and modified the frequency for certain FR Y-14A and FR Y-14Q schedules, effective March 31, and June 30, 2013. Revisions to the FR Y-14M schedules included: (1) adding data items to all three loan- and portfolio-level collections, and the address matching collection, (2) clarifying several data items currently collected, and (3) deleting data items that are no longer needed.

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Annual Cost to Federal Government: $5,580,000

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

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Common Form ICR:  No

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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: 04/30/2013

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