Capital Assessment and Stress Testing

ICR 201410-7100-001

OMB: 7100-0341

Federal Form Document

Forms and Documents
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Status
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Form and Instruction
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Form and Instruction
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Form and Instruction
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Form and Instruction
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Supplementary Document
2015-02-13
Supporting Statement A
2015-02-13
Supplementary Document
2015-02-03
Supplementary Document
2015-02-03
Supplementary Document
2015-02-03
IC Document Collections
IC ID
Document
Title
Status
214779 New
214777 New
212193 Modified
204375
Modified
204373 Modified
204372 Modified
204371 Modified
202759 Modified
202758 Modified
202757 Modified
202744 Modified
200207 Modified
200205 Modified
200203 Modified
200202 Modified
200201 Modified
200200 Modified
200199 Modified
200198 Modified
200197 Modified
200196 Modified
200195 Modified
200193 Modified
ICR Details
7100-0341 201410-7100-001
Historical Active 201409-7100-007
FRS FR Y-14A/Q/M
Capital Assessment and Stress Testing
Revision of a currently approved collection   No
Delegated
Approved without change 02/17/2015
Retrieve Notice of Action (NOA) 02/17/2015
  Inventory as of this Action Requested Previously Approved
02/28/2018 36 Months From Approved 03/31/2017
2,653 0 2,199
774,997 0 629,824
0 0 0

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
  
US Code: 12 USC 5365 Name of Law: Dodd-Frank Act

Not associated with rulemaking

  79 FR 41276 07/15/2014
79 FR 59264 10/01/2014
Yes

23
IC Title Form No. Form Name
Domestic First Lien Closed-End 1-4 Family Residential Mortgage & Address Matching - Monthly FR Y14M FRY 14M Form and Instructions
Domestic Home Equity Residential Mortgage & Address Matching - Monthly FR Y14M FRY14M Form and Instructions
Domestic Credit Card Collection - Monthly FR Y14M FR Y14M Instructions and Forms
MSR Valuation Schedule - Quarterly FR Y14Q Quarterly MSR Form
Supplemental Schedule - Quarterly FR Y14Q Quarterly Supplemental Form
FVO/HFS Schedule - Quarterly FR Y14Q Quarterly FVO/HFS Form
On-going revisions
Operational Risk Schedule - Annual FR Y14A Operational Risk Form
Balances FR Y-14Q Balances
Implementation
Regulatory Capital Instruments Schedule - Quarterly FR Y14Q Quarterly Regulatory Capital Instruments Form
Pre-Provision Net Revenue (PPNR) Schedule - Quarterly FR Y14Q Quarterly PPNR Form
Trading Schedule - Quarterly FR Y14Q Quarterly Trading Form
Summary Schedule - Semi-annual FRY14A Semi-Annual Summary Form
Regulatory Capital Transition & Regulatory Capital Instruments Schedules - Annual FRY 14A, FR Y14A Annual Regulatory Capital Instruments Form ,   Annual Regulatory Capital Transitions Form
Scenario Schedule - Semi-annual FRY14A Semi-Annual Scenario Form
Counterparty Credit Risk (CCR) Schedule - Quarterly FRY14Q Quarterly Counterparty (CCR) Form
Regulatory Capital Transitions Schedule - Quarterly FR Y14Q Quarterly Regulatory Capital Transitions Schedule
Securities - Quarterly FR Y14Q Quarterly Securities Form
Wholesale Risk (CRE) Schedule - Quarterly FR Y14Q Quarterly Wholesale Risk CRE Form/Instructions
Retail Schedule - Quarterly FR Y14A Quarterly Retail Risk Form and General Instructions
Wholesale Risk (Corporate Loans) Schedule - Quarterly FR Y14Q Quarterly Wholesale Corporate Loans Schedule
Operational Risk Schedule - Quarterly FR Y14Q Quarterly Operational Risk Form /Instructions

  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 2,653 2,199 0 454 0 0
Annual Time Burden (Hours) 774,997 629,824 0 145,173 0 0
Annual Cost Burden (Dollars) 0 0 0 0 0 0
Yes
Miscellaneous Actions
Yes
Miscellaneous Actions
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.

$5,580,000
No
No
No
Yes
No
Uncollected
Laura McGaughey 202 912-4618 [email protected]

  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:
 
 
 
 
 
 
 
    (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.
02/17/2015


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