Details:

Publisher's site:
https://www.fdic.gov/|FDIC.gov
Corporate Authors:
Federal Deposit Insurance Corporation (FDIC)
Description:
This Federal Register contains 20 comments. The comments can be found in the Supporting Files section.
Content Notes:
Table 1: Table 1-Initial Base Assessment Rates as of April 1, 2009 (Pg 23517)

Table 2: Table 2-Initial and Total Base Assessment Rates (Pg 23517)

Chart 1: Various Measures' Ability to Predict Current Expert Judgment Risk Ranking (Pg 23518)

Table 3: Table 3-Scorecard for Large Institutions (Pg 23519)

Table 4: Table 4-Performance Score Inputs and Weights (Pg 23520)

Table 5: Table 5-Weights for CAMELS Component Ratings (Pg 23520)

Table 6: Table 6-Cutoff Values and Weights for Ability to Withstand Asset-Related Stress Measures (Pg 23521)

Table 7: Table 7-Ability to Withstand Asset-Related Stress Component for Bank A (Pg 23521)

Table 8: Table 8-Cutoff Values and Weights for Ability to Withstand Funding-Related Stress Measures (Pg 23522)

Table 9: Table 9-Performance Score for Bank A (Pg 23522)

Table 10: Table 10-Cutoff Values and Weights for Loss Severity Score Measures (Pg 23523)

Table 11: Table 11-Loss Severity Score for Bank A (Pg 23523)

Chart 2: Proposed Initial Base Assessment Rates (Pg 23524)

Table 12: Table 12-Scorecard for Highly Complex Institutions (Pg 23525-23526)

Table 13: Table 13-Performance Score Components and Weights (Pg 23526)

Table 14: Table 14-Cutoff Values and Weight for Market Indicator Measure (Pg 23526)

Table 15: Table 15-Cutoff Values and Weights for Ability to Withstand Asset-Related Stress Measures (Pg 23526)

Table 16: Table 16-Cutoff Values and Weights for Ability to Withstand Funding-Related Stress Measures (Pg 23526)

Table 17: Table 17-Proposed Initial and Total Base Assessment Rates for Small Institutions and Insured Branches of Foreign Banks (Pg 23528)

Table 18: Table 18-Proposed Initial and Total Base Assessment Rates for Large Institutions (Pg 23528)

Table 19: Table 19-Change in Basis Point Assessments Under the Proposed Rule (Pg 23531)

Table 20: Table 20-Change in Assessments Under the Proposal as a Percentage of Profit (Pg 23531)

Table 21: Table 21-Change in Assessments Under the Proposed Rule for Institutions with Negative or No Reported Profit (Pg 23531)

Table 22: (Pg 23534)

Table 23: Scorecard for Large Institutions (Pg 23535-23536)

Table 24: Cutoff Values and Weights for Ability to Withstand Asset-Related Stress Measures (Pg 23536-23537)

Table 25: Cutoff Values and Weights for Ability to Withstand Funding-Related Stress Measures (Pg 23537)

Table 26: Cutoff Values and Weights for Loss Severity Score Measures (Pg 23538)

Table 27: Scorecard for Highly Complex Institutions (Pg 23538-23539)

Table 28: Cutoff Values and Weights for Market Indicator Measure (Pg 23539)

Table 29: Cutoff Values and Weights for Ability to Withstand Asset-Related Stress Measures (Pg 23540)

Table 30: Cutoff Values and Weights for Ability to Withstand Funding-Related Stress Measures (Pg 23540)

Table 31: (Pg 23542)

Table 32: (Pg 23543)

Table 33: Table A.1-Definitions of Regressors (Pg 23544)

Table 34: (Pg 23544-23545)

Table 35: (Pg 23545)

Table 36: Table C.1-Two-Year Cumulative Indicative Loss Range: SCAP Adverse Scenarios (Pg 23547)

Table 37: Table D.1-Runoff Rate Assumptions (Pg 23547)

Table 38: Table D.2-Asset Loss Rate Assumptions (Pg 23547)

Table 39: Table D.3-Secured Liability Assumptions (Pg 23547-23548)

Table 40: (Pg 23548-23549)

Table 41: Table 1.1-Descriptive Statistics of Risk Measure Scores (Pg 23550)

Table 42: Table 1.2-OLS Stepwise Regression Results (Pg 23551)

Table 43: Table 1.3-Logistic Stepwise Regression Results (Pg 23552)

Table 44: Table 1.4-OLS Regression Results: Proposed Measures (Pg 23553)

Table 45: Table 1.5-OLS Regression Results: Weighted Average CAMELS (Pg 23553)

Table 46: Table 1.6-OLS Regression Results: Current Small Bank Financial Ratios (Pg 23554)

Chart 3: Estimated Failure Probabilities Based on Total Score as of Year-end 2006 (Pg 23555)


Dataset Download URL:
https://www.fdic.gov/regulations/laws/federal/2010/10proposead57.pdf
Format:
PDF
Release Date:
05/03/2010
Update Date:
05/12/2010
Agencies Involved:
Federal Deposit Insurance Corporation (FDIC)
Law Involved:
Federal Deposit Insurance Reform Act of 2005
Comment Period End Date:
07/02/2010
Source:
FDIC Website
Federal Register Citation Number:
75 FR 23516
CFR Number:
12 CFR Part 327
RIN Indentifier:
RIN 3064-AD57
Main Document Checksum:
[+]
urn:sha256:a0b4129c225e185a205acd8990ba7b46764615dec4c383cc65cbbe9852fed4f6
Download URL:
https://archive.fdic.gov/view/fdic/5726/fdic_5726_DS1.pdf
File Type:

Supporting Files

• Comments

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