Capital Assessment and Stress Testing

Forms and Documents

Forms and supporting documents for this ICR

Document	Type	Status	Availability
Form FR Y-14Q FVO/HFS Template	Form	Modified	Available
Form FR Y-14Q Supplemental	Form	Modified	Available
Form FR Y-14Q MSR Template	Form	Modified	Available
Form FR Y-14M FR Y-14M instructions and templates	Form and Instruction	Modified	Available
Form FR Y-14M FR Y-14M Instructions and Templates	Form and Instruction	Modified	Available
Form FR Y-14M FR Y-14M Instructions and Templates	Form and Instruction	Modified	Available
Form FR Y-14Q Operational Risk	Form and Instruction	Modified	Available
Form FR Y-14Q Regulatory Capital Instruments Template	Form	Modified	Available
Form FR Y-14Q Regulatory Capital Transitions Template	Form	Modified	Available
Form FR Y-14Q Trading Template	Form	Modified	Available
Form FR Y-14Q Wholesale CRE Instructions/Template	Form and Instruction	Modified	Available
Form FR Y-14Q Wholesale Corporate Loans Instructions/Template	Form and Instruction	Modified	Available
Form FR Y-14Q PPNR	Form	Modified	Available
Form FR Y-14Q Retail Risk and General FR Y-14Q Instructions	Form and Instruction	Modified	Available
Form FR Y-14Q Securities Template	Form	Modified	Available
Form FR Y-14A Regulatory Capital Transitions	Form	Modified	Available
Form FRY-14A Regulatory Capital Instruments Template	Form	Modified	Available
Form FR Y-14A Counterparty Template	Form	Modified	Available
Form FR Y-14A Scenario Template	Form	Modified	Available
Form FR Y-14A Summary Template	Form	Modified	Available
FRY14AQM_20130930_omb.pdf	Supporting Statement A	Uploaded 2014-03-25	Available
FRY14A_FRY14M_FRY14Q_20130625_ifr.pdf	Supplementary Document	Uploaded 2013-09-30	Available
FR Y14AQM_20130930_ffr.pdf	Supplementary Document	Uploaded 2013-09-30	Available

IC Document Collections

Information collection document groups

IC ID	Collection	Type	Status	Form
204375	On-going revisions		Modified
204374	Start-up – new respondents		Removed
204373	Retail FVO/HFS - Quarterly	Form	Modified	FVO/HFS Template
204373	Retail FVO/HFS - Quarterly	Instruction	Modified
204372	Supplemental - Quarterly	Form	Modified	Supplemental
204372	Supplemental - Quarterly	Instruction	Modified
204371	MSR Valuation - Quarterly	Form	Modified	MSR Template
204371	MSR Valuation - Quarterly	Instruction	Modified
202759	Domestic Credit Card - Monthly	Form and Instruction	Modified	FR Y-14M instructions and templates
202758	Domestic Home Equity Residential Mortgage & Address Matching - Monthly	Form and Instruction	Modified	FR Y-14M Instructions and Templates
202757	Domestic First Lien Closed-End 1-4 Family Residential Mortgage & Address Matching - Monthly	Form and Instruction	Modified	FR Y-14M Instructions and Templates
202744	Operational Risk - Quarterly	Form and Instruction	Modified	Operational Risk
200207	Regulatory Capital Instruments - Quarterly	Form	Modified	Regulatory Capital Instruments Template
200207	Regulatory Capital Instruments - Quarterly	Instruction	Modified
200205	Basel III/Dodd-Frank - Quarterly	Form	Modified	Regulatory Capital Transitions Template
200205	Basel III/Dodd-Frank - Quarterly	Instruction	Modified
200203	Trading Risk - Quarterly	Form	Modified	Trading Template
200203	Trading Risk - Quarterly	Instruction	Modified
200202	Wholesale Risk (CRE data) - Quarterly	Form and Instruction	Modified	Wholesale CRE Instructions/Template
200201	Wholesale Risk (Corporate Loans) - Quarterly	Form and Instruction	Modified	Wholesale Corporate Loans Instructions/Template
200200	Pre-Provision Net Revenue (PPNR) Risk - Quarterly	Form	Modified	PPNR
200200	Pre-Provision Net Revenue (PPNR) Risk - Quarterly	Instruction	Modified
200199	Retail Risk - Quarterly	Form and Instruction	Modified	Retail Risk and General FR Y-14Q Instructions
200198	Securities Risk - Quarterly	Form	Modified	Securities Template
200198	Securities Risk - Quarterly	Instruction	Modified
200197	Basel III/Dodd-Frank & Reg Cap Instruments - Annual Schedules	Form	Modified	Regulatory Capital Transitions
200197	Basel III/Dodd-Frank & Reg Cap Instruments - Annual Schedules	Form	Modified	Regulatory Capital Instruments Template
200197	Basel III/Dodd-Frank & Reg Cap Instruments - Annual Schedules	Instruction	Modified
200196	Counterparty Credit Risk (CCR) - Annual	Form	Modified	Counterparty Template
200196	Counterparty Credit Risk (CCR) - Annual	Instruction	Modified
200195	Macro Scenario - Semi-annual	Form	Modified	Scenario Template
200195	Macro Scenario - Semi-annual	Instruction	Modified
200193	Summary Schedule - Semi-annual	Form	Modified	Summary Template
200193	Summary Schedule - Semi-annual	Instruction	Modified

ICR Details

OMB Control No: 7100-0341	ICR Reference No: 201308-7100-003
Status: Historical Active	Previous ICR Reference No: 201304-7100-003
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: 03/25/2014
Retrieve Notice of Action (NOA)	Date Received in OIRA: 03/25/2014
Terms of Clearance:

table that charts list comparision

	Inventory as of this Action	Requested	Previously Approved
Expiration Date	03/31/2017	36 Months From Approved	10/31/2015
Responses	2,169	0	2,180
Time Burden (Hours)	629,824	0	681,712
Cost Burden (Dollars)	0	0	0

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Abstract: The semi-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 PPNR for the reporting period. The monthly FR Y-14M comprises three loan- and portfolio-level collections, and one detailed address matching collection to supplement two of the portfolio and loan-level collections. The FR Y-14Q and the FR Y-14M are used to support supervisory stress test models and for continuous monitoring efforts.

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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:
	78 FR 38033	06/25/2013
30-day Notice:	Federal Register Citation:	Citation Date:
	78 FR 59936	09/30/2013
Did the Agency receive public comments on this ICR? Yes

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Number of Information Collection (IC) in this ICR: 20

table that charts list of burden

IC Title	Form No.	Form Name
Basel III/Dodd-Frank & Reg Cap Instruments - Annual Schedules	FRY-14A, FR Y-14A	Regulatory Capital Instruments Template ,   Regulatory Capital Transitions
Basel III/Dodd-Frank - Quarterly	FR Y-14Q	Regulatory Capital Transitions Template
Counterparty Credit Risk (CCR) - Annual	FR Y-14A	Counterparty Template
Domestic Credit Card - Monthly	FR Y-14M	FR Y-14M instructions and templates
Domestic First Lien Closed-End 1-4 Family Residential Mortgage & Address Matching - Monthly	FR Y-14M	FR Y-14M Instructions and Templates
Domestic Home Equity Residential Mortgage & Address Matching - Monthly	FR Y-14M	FR Y-14M Instructions and Templates
MSR Valuation - Quarterly	FR Y-14Q	MSR Template
Macro Scenario - Semi-annual	FR Y-14A	Scenario Template
On-going revisions
Operational Risk - Quarterly	FR Y-14Q	Operational Risk
Pre-Provision Net Revenue (PPNR) Risk - Quarterly	FR Y-14Q	PPNR
Regulatory Capital Instruments - Quarterly	FR Y-14Q	Regulatory Capital Instruments Template
Retail FVO/HFS - Quarterly	FR Y-14Q	FVO/HFS Template
Retail Risk - Quarterly	FR Y-14Q	Retail Risk and General FR Y-14Q Instructions
Securities Risk - Quarterly	FR Y-14Q	Securities Template
Start-up – new respondents
Summary Schedule - Semi-annual	FR Y-14A	Summary Template
Supplemental - Quarterly	FR Y-14Q	Supplemental
Trading Risk - Quarterly	FR Y-14Q	Trading Template
Wholesale Risk (CRE data) - Quarterly	FR Y-14Q	Wholesale CRE Instructions/Template
Wholesale Risk (Corporate Loans) - Quarterly	FR Y-14Q	Wholesale Corporate Loans Instructions/Template

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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	2,169	2,180	0	0	-11	0
Annual Time Burden (Hours)	629,824	681,712	0	27,312	-79,200	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: No

Burden Reduction Due to:

Short Statement: The burden decreased 79,200 hours due to an adjustment in start-up respondent counts, offset by an increase of 27,312 hours due to agency discretion for a total annual burden of 629,824 hours. The increase in burden was due primarily to proposed changes to the FR Y-14A and FR Y-14Q effective September 30, 2013 (except as noted). The revisions would include: revisions to conform with capital rulemakings, the addition of a worksheet on the Counterparty schedule, and the expansion in scope of data collected on the PPNR and Trading Risk schedule of the FR Y14Q, in addition to several general revisions to the entire collection. For additional details on the proposed revisions, refer to the Description of Information Collection section.

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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: 03/25/2014

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