| Covered Institution Operational Risk Historical Capital Worksheet |
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| Basel II Mandatory or "Opt-In" Firms Only |
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1. If the bank is subject to the advanced approaches risk-based capital rules, the bank should fill out this worksheet and provide any supporting information in a separate document, cross-referencing the document to the respective item. |
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2. The bank should report the covered institution's operational risk capital by unit-of-measure (undiversified basis) from Q4 of the previous year to Q3 of the reporting year. The unit-of-measure is the level at which the bank's quantification model generates a separate distribution for estimating potential operational losses (e.g., organizational unit, operational loss event type, risk category, etc.). |
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3. Baseline scenario only. |
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| Operational risk capital by covered institution unit-of measure (undiversified) - Insert additional rows as necessary) |
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$Millions |
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Unit of Measure |
HQ3* |
HQ2 |
HQ1 |
As of Quarter |
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Totals |
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- |
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- |
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*HQ is Historical Quarter and represents the number of quarters prior to the as of quarter that should be reported |
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| Covered Institution Legal Reserves Reporting Worksheet |
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| Section 2 - Annual Reporting of Legal Reserves |
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a. For each year in the chart below, report the total dollar value of the bank’s legal reserve balance, representing the total legal reserve balance that was included on the institution’s financial statements for the as-of quarter. The covered institution's initial submission should contain annual legal reserve balances from Q4 of the as-of reporting quarter as well as Q4 from the prior four years. |
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Total Legal Reserve Balance |
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Year |
$ Balance (Millions) |
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As-of Q4 |
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Q4 - HY1 |
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Total Legal Reserves: |
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Q4 - HY2 |
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Q4 - HY3 |
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Q4 - HY4 |
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b. Legal Reserves Pertaining to Repurchase Litigation (Voluntary): For the as-of quarter, on a voluntary basis, report the total dollar value of the institution’s legal reserves pertaining to repurchase litigation which was included on the institution’s financial statements as part of the total legal reserve for the as-of quarter. Also please report the subset of this amount which is related only to contractual Representation and Warranty (R&W) claims (excluding any amounts set aside for damages, penalties, etc). |
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Total Repurchase Litigation Reserve Balance |
Repurchase Litigation Reserve Balance related only to contractual R&W claims |
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As of Quarter |
$ Balance (Millions) |
$ Balance (Millions) |
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Voluntary Reporting of Legal Reserves Pertaining to Repurchase Litigation: |
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Q4 |
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