Company-Run Annual Stress Test Reporting Template and Documentation for Covered Institutions with Total Consolidated Assets of over $50 Billion

Forms and Documents

Document Name	Status
Summary Schedule Form	Modified
Scenario Template Form	Modified
Regulatory Capital Transitions Template Form	Modified
Regulatory Capital Template Form	Modified
Operational Risk Template Form	Modified
Contact Template Form	Removed
Counterparty Risk Template Form	Removed
Supporting Statement - Stress Test Templates ($50 billion+) 1 29 2016 (2).docx Supporting Statement A	2016-02-01

IC Document Collections

IC ID	Document Title	Status
209184	Summary Schedule Form	Modified
209179	Scenario Template Form	Modified
209178	Regulatory Capital Transitions Template Form	Modified
209177	Regulatory Capital Template Form	Modified
209176	Operational Risk Template Form	Modified
209175	Contact Template Form	Removed
209174	Counterparty Risk Template Form	Removed

ICR Details

OMB Control No: 1557-0319	ICR Reference No: 201602-1557-001
Status: Historical Active	Previous ICR Reference No: 201412-1557-002
Agency/Subagency: TREAS/OCC	Agency Tracking No:
Title: Company-Run Annual Stress Test Reporting Template and Documentation for Covered Institutions with Total Consolidated Assets of over $50 Billion
Type of Information Collection: Revision of a currently approved collection	Common Form ICR:  No
Type of Review Request: Regular
OIRA Conclusion Action: Approved without change	Conclusion Date: 08/19/2016
	Date Received in OIRA: 02/05/2016
Terms of Clearance:

	Inventory as of this Action	Requested	Previously Approved
Expiration Date	08/31/2019	36 Months From Approved	12/31/2017
Responses	110	0	188
Time Burden (Hours)	12,254	0	16,466
Cost Burden (Dollars)	0	0	0

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Abstract: Section 165(i)(2) of the Dodd-Frank Act requires certain financial companies, including national banks and Federal savings associations, to conduct annual stress tests and requires the primary financial regulatory agency of those financial companies to issue regulations implementing the stress test requirements. The OCC issued an anuual stress test rule to meet this requirement in 2012. The OCC also issued related reporting templates for institutions with consolidated assets of over $50 billion in 2012. The revisions to the DFAST-14A reporting templates consist of the following: • Bank-specific scenario: covered institutions would be required to submit bank-specific baseline and stress scenarios and projections for 2017 and will have the option to do so for 2016; • Largest counterparty default: for the largest trading covered institutions that also submit the Global Market Shock scenario, they would be required to assume the default of their largest counterparty in the supervisory severely adverse and adverse scenarios for 2017 and will have the option to do so for 2016; • Advanced approaches banks: 1) delay incorporation of the supplemental leverage ratio for one year and 2) indefinitely defer the use of the advance approaches for stress testing projections; • Reporting Template and Supporting Documentation Changes: clarifying instructions, adding data items, deleting data items, and redefining existing data items. This includes an expansion of the information collected in the scenario schedule. The proposed revisions also include a shift of the as-of date in accordance with modifications to the OCC’s stress testing rule. • These revisions also reflect the implementation of the final Basel III regulatory capital rule. On July 9, 2013, the OCC approved a joint final rule that will revise and replace the OCC’s risk-based and leverage capital requirements to be consistent with agreements reached by the Basel Committee on Banking Supervision in ‘‘Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems’’ (Basel III). Accordingly, the revisions reflect the fact that institutions will no longer report items based on the pre-Basel III capital rules.

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Authorizing Statute(s): PL: Pub.L. 111 - 203 165(i) Name of Law: Dodd-Frank Wall Street Reform and Consumer Protection Act
  

Citations for New Statutory Requirements: PL: Pub.L. 111 - 203 165(i) Name of Law: Dodd-Frank Wall Street Reform and Consumer Protection 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:
	80 FR 71915	11/17/2015
30-day Notice:	Federal Register Citation:	Citation Date:
	81 FR 6336	02/05/2016
Did the Agency receive public comments on this ICR? No

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Number of Information Collection (IC) in this ICR: 5

IC Title	Form No.	Form Name
Contact Template	N/A	Contact Information Schedule Cover Sheet
Regulatory Capital Template	N/A	Regulatory Capital Instruments Annual Schedule
Regulatory Capital Transitions Template	N/A	Regulatory Capital Transitions Cover Sheet
Scenario Template	N/A	Scenario Schedule Cover Sheet
Summary Schedule	N/A	Summary Schedule Cover Sheet
Operational Risk Template	N/A	Operational Risk Schedule Cover Sheet
Counterparty Risk Template	NA	Counter Party Risk Template

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ICR Summary 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	110	188	0	-78	0	0
Annual Time Burden (Hours)	12,254	16,466	0	-4,212	0	0
Annual Cost Burden (Dollars)	0	0	0	0	0	0

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

Burden Increase Due to:

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

Burden Reduction Due to: Miscellaneous Actions

Short Statement: The decrease in burden is due to the removal of the Counterparty Risk Template and the Contact Template ICs and the revision of the remaining ICs.

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Annual Cost to Federal Government:

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: 02/05/2016

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