Assessments, Large Bank Pricing.
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This Document Has Been Replaced By: Assessments, Large Bank Pricing.

Assessments, Large Bank Pricing.

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Details:

  • Publisher's site:
  • Description:
    This Federal Register contains 36 comments. The comments can be found in the Supporting Files section.
  • Content Notes:
    Chart 1: Various Measures' Ability to Predict Current Expert Judgment Risk Ranking (Pg 72614)

    Table 1: Table 1-Scorecard for Large IDIs (Pg 72615)

    Table 2: Table 2-Performance Score Inputs and Weights (Pg 72615)

    Table 3: Table 3-Weights for CAMELS Components Ratings (Pg 72616)

    Table 4: Table 4-Cutoff Values and Weights for Ability to Withstand Asset-Related Stress Measures (Pg 72617)

    Table 5: Table 5-Ability to Withstand Asset-Related Stress Component for Bank A (Pg 72617)

    Table 6: Table 6-Cutoff Values and Weights for Ability to Withstand Funding-Related Stress Measures (Pg 72618)

    Table 7: Table 7-Ability to Withstand Funding-Related Stress Component for Bank A (Pg 72618)

    Table 8: Table 8-Performance Score for Bank A (Pg 72618)

    Table 9: Table 9-Cutoff Values and Weights for Loss Severity Score Measures (Pg 72619)

    Table 10: Table 10-Loss Severity Score for Bank A (Pg 72619)

    Chart 2: Proposed Initial Base Assessment Rates (Pg 72620)

    Table 11: Table 11-Scorecard for Highly Complex Institutions (Pg 72621)

    Table 12: Table 12-Performance Score Components and Weights (Pg 72621)

    Table 13: Table 14-Cutoff Values and Weights for Ability to Withstand Asset-Related Stress Measures (Pg 72622)

    Table 14: Table 15-Cutoff Values and Weights for Ability to Withstand Funding-Related Stress Measures (Pg 72623)

    Table 15: Descriptive Statistics for Risk Measures (Pg 72625)

    Table 16: Table 1.2-Descriptive Statistics for Risk Measure Scores (Pg 72626)

    Table 17: Table 1.3-OLS Regression Results: Proposed Measures (Pg 72626)

    Table 18: Table 1.4-Derivation of Scorecard Weights (Pg 72627)

    Table 19: Table 1.5-Logisitc Regression Results (Pg 72628)

    Table 20: Table 1.5-OLS Regression Results: Weighted Average CAMELS (Pg 72628)

    Table 21: Table 1.6-OLS Regression Results: Measures in Current Large Bank Method (Pg 72629)

    Chart 3: Percentage of Failures Predicted by Total Scores as of Year-end 2006 (Pg 72630)

    Chart 4: Estimated Failure Probabilities Based on Total Score as of Year-end 2006 (Pg 72631)

    Table 22: (Pg 72637)

    Table 23: Scorecard for Large Institutions (Pg 72638)

    Table 24: Cutoff Values and Weights for Ability to Withstand Asset-Related Stress Measures (Pg 72638-72639)

    Table 25: Cutoff Values and Weights for Ability to Withstand Funding-Related Stress Measures (Pg 72639)

    Table 26: Cutoff Values and Weights for Loss Severity Score Measures (Pg 72639)

    Table 27: Scorecard for Highly Complex Institutions (Pg 72640)

    Table 28: Cutoff Values and Weights for Ability to Withstand Asset-Related Stress Measures (Pg 72641)

    Table 29: Cutoff Values and Weights for Ability to Withstand Funding-Related Stress Measures (Pg 72641)

    Table 30: Initial Base Assessment Rate Schedule If, After September 30, 2010, the Reserve Ratio of the DIF has not Reached 1.15 Percent (Pg 72643)

    Table 31: Total Base Assessment Rate Schedule (After Adjustments) If, After September 30, 2010, the Reserve Ratio of the DIF has not Reached 1.5 Percent (Pg 72643)

    Table 32: Initial Base Assessment Rate Schedule Once the Reserve Ratio of the DIF Reaches 1.15 Percent After September 30, 2010, and the Reserve Ratio for the Immediately Prior Assessment Period is Less Than 2 Percent (Pg 72644)

    Table 33: Total Base Assessment Rate Schedule (After Adjustments) Once the Reserve Ratio of the DIF Reaches 1.15 Percent After September 30, 2010, and the Reserve Ratio for the Immediately Prior Assessment Period is Less Than 2 Percent (Pg 72644)

    Table 34: Initial Base Assessment Rate Schedule if Reserve Ratio for Prior Assessment Period is Equal to or Greater than 2 Percent but Less than 2.5 Percent (Pg 72645)

    Table 35: Total Base Assessment Rate Schedule (After Adjustments) if Reserve Ratio for Prior Assessment Period is Equal to or Greater than 2 Percent but Less than 2.5 Percent (Pg 72645)

    Table 36: Initial Base Assessment Rate Schedule if Reserve Ratio for Prior Assessment Period is Greater Than or Equal to 2.5 Percent (Pg 72646)

    Table 37: Total Base Assessment Rate Schedule (After Adjustments) if Reserve Ratio for Prior Assessment Period is Greater Than or Equal to 2.5 Percent (Pg 72646)

    Table 38: (Pg 72647-72648)

    Table 39: Table C.1-90th Percentile Annual Loss Rates for 1990-2009 Period and Corresponding Risk Weights (Pg 72650)

    Table 40: Table D.1-Runoff Rate Assumptions (Pg 72650)

    Table 41: Table D.2-Asset Loss Rate Assumptions (Pg 72650)

  • Format:
  • Release Date:
    11/24/2010
  • Update Date:
    11/30/2010
  • Agencies Involved:
    Federal Deposit Insurance Corporation (FDIC)
  • Law Involved:
    Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act)
  • Comment Period End Date:
    01/03/2011
  • Source:
    FDIC Website
  • Federal Register Citation Number:
    75 FR 72612
  • CFR Number:
    12 CFR Part 327
  • RIN Indentifier:
    RIN 3064-AD66
  • Main Document Checksum:
  • File Type:

Supporting Files

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