i
Assessments.
-
05/03/2010
Details:
-
Publisher's site:
-
Corporate Authors:
-
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:
-
Format:
-
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:
-
Download URL:
-
File Type: