What is FR Y-14A report?

Description: The FR Y-14A report collects detailed data on bank holding companies’ (BHCs), savings and loan holding companies’ (SLHCs), and intermediate holding companies’ (IHCs) quantitative projections of balance sheet assets and liabilities, income, losses, and capital across a range of macroeconomic scenarios and …

What is FR Y 9LP?

FR Y-9LP means the Parent Company Only Financial Statements of Large Holding Companies.

What is the purpose of the FR Y 14Q report?

Description: The FR Y-14Q collects detailed data on bank holding companies’ (BHC), savings and loan holding companies’ (SLHCs), and intermediate holding companies’ (IHC) various asset classes, capital components, and categories of pre-provision net revenue (PPNR) on a quarterly basis.

What are the CCAR schedules?

The BHCs are required to complete the following FR Y-14A schedules: the Summary, Scenario, Counterparty Credit Risk (CCR), Basel III/Dodd-Frank, Regulatory Capital Instruments, and Operational Risk. The number of schedules each BHC completes is subject to materiality thresholds and certain other criteria.

Why is CCAR?

The Comprehensive Capital Analysis and Review (CCAR) is an annual exercise by the Federal Reserve to assess whether the largest bank holding companies operating in the United States have sufficient capital to continue operations throughout times of economic and financial stress and that they have robust, forward- …

How often do you file FR Y-9C?

quarterly
The Y-9C is filed quarterly as of the last calendar day of March, June, September, and December. The FR Y-9LP report is the Parent Company Only Financial Statements for Large Bank Holding Companies. This report is filed by all domestic bank holding companies that file the FR Y-9C.

How is Nsfr calculated?

The NSFR presents the proportion of long term assets funded by stable funding and is calculated as the amount of Available Stable Funding (ASF) divided by the amount of Required Stable Funding (RSF) over a one-year horizon.

What is CCAR regulation?

Comprehensive Capital Analysis and Review (CCAR) is a United States regulatory framework introduced by the Federal Reserve to assess, regulate, and supervise large banks and financial institutions – collectively referred to in the framework as bank holding companies (BHCs).

Who has to do CCAR?

Banks file annual CCAR submissions to the Fed, containing projected revenues, losses, reserves and capital ratios under the supervisory scenarios as well as internally developed idiosyncratic scenarios from each bank. The Fed usually publishes the results of each year’s CCAR by the end of June.

What happens if a bank fails CCAR?

It means that the bank will require more capital,” said Wes Moss, the chief investment strategist for Capital Investment Advisors. If a bank fails the stress test, it will have six months to raise more capital, and if it can’t do this, the bank can get aid from the government.

What is the purpose of the FR y-14a report?

Description: The FR Y-14A report collects detailed data on bank holding companies’ (BHCs) and intermediate holding companies’ (IHCs) quantitative projections of balance sheet assets and liabilities, income, losses, and capital across a range of macroeconomic scenarios and qualitative information on methodologies used to develop internal…

What kind of schedules are required for Fr y-14m?

The bank holding companies (BHCs) are required to complete the following FR Y-14M schedules: Domestic First Lien Closed-End 1-4 Family Residential Mortgage, Domestic Home Equity Loan and Home Equity Line, Domestic Credit Card, and Address Matching. The number of schedules each BHC completes is subject to materiality thresholds.

When do the revisions to Fr y-14q become effective?

Revisions to FR Y-14Q Schedule L will be effective for June 30, 2020 All other revisions are effective December 31, 2020. The non-CECL related changes effective from December 31, 2019 are needed to support the CCAR process.

When to use Fr y-9c in capital assessment?

If the BHC, IHC or SLHC has not filed an FR Y-9C for each of the four most recent quarters, the average of the BHC’s,IHC’s or SLHC’s total consolidated assets in the most recent consecutive quarters as reported quarterly on the BHC’s, IHC’s or SLHC’s FR Y-9C should be used in the calculation.