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.
US Code:
12
USC 5365 Name of Law: Dodd-Frank Act
US Code: 12
USC 1844 Name of Law: Bank Holding Company Act
The Federal Reserve proposes
revising several schedules of the FR Y-14A/Q/M reports, as well as
expanding the reporting panel. Most revisions would be effective
September 30, 2014, and some would be effective December 31, 2014
or March 31, 2014, as noted. Many of the proposed changes would
affect the schedules of the FR Y-14A, including increasing the
reporting frequency of two schedules. To allow the Federal Reserve
to enhance supervisory models and ongoing supervision, the
collection of the CCR and portions of the Operational Risk
schedules would be changed from annual to quarterly frequency.
Additionally, both collections would be expanded to gain greater
clarity and insight into these risk areas and to improve
supervisory modeling both the Summary and Regulatory Capital
Transitions schedules would be revised to be consistent with
schedule HC-R of the FR Y-9C. This would include the addition,
deletion, and modification of items primarily related to changes to
standardized approach risk-weighted asset (RWAs) components that
are currently being considered for the FR Y 9C. The FR Y-14Q
(quarterly collection) would be revised to (1) add items to and
modify items on the Regulatory Transitions schedule consistent with
the changes to the FR Y-14A Regulatory Capital Transitions
schedule; (2) add a schedule that would collect as-of date balance
information for 26 loan and lease items, as well as 20 items that
provide sub-categorization of FR Y-9C items and eight items related
to the unpaid principal balance of loan and leases; (3) add six and
modify three items of the Corporate Loan schedule; (4) add seven
and modify six items of the CRE schedule; (5) add a securities
identifier and security type to the Securities schedule as well as
an additional table that collects information related to cash flow
and fair value hedges, (6) expand the Operational Risk schedule
with information from the FR Y-14A Operational Risk schedule that
is being changed from annual to quarterly frequency, (7) add the
CCR schedule that is being changed from annual to quarterly
frequency, and (8) expand the collection of subordinated debt on
the Regulatory Capital Instruments schedule to include subordinated
debt instruments that do not qualify as regulatory capital. The FR
Y-14M (monthly collection) would be revised to (1) add two items to
the Domestic First Lien Closed-end 1-4 Family Residential Loan
(First Lien) schedule and (2) add one item to the Domestic Home
Equity Loan and Home Equity Line (Home Equity) schedule.
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:
(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;
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.
Form FR Y-14Q Balances
FR Y-14AQM_20140930_83i.pdf
FRY14AQM_20140930_finalomb_232015.docx
Implementation