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Assessments, Large Bank Pricing.

02/25/2011
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Content Notes:Table 1: Table 1Current Initial Base Assessment Rates Risk Category (Pg 10672)
Table 2: Table 2Initial and Total Base Assessment Rates (Pg 10673)
Chart 1: Effective Assessment Rates, 19502010 (Pg 10675)
Chart 2: Reserve Ratios, 19502010 (Pg 10676)
Table 3: Table 3Initial and Total Base Assessment Rates (Pg 10683)
Table 4: Table 4Initial and Total Base Assessment Rates [Once the reserve ratio reaches 1.15 percent and the reserve ratio for the immediately prior assessment period Is less than 2 percent] (Pg 10685)
Table 5: Table 5Initial and Total Base Assessments Rates [If the reserve ratio for prior assessment period is equal to or greater than 2 percent and less than 2.5 percent] (Pg 10686)
Table 6: Table 6Initital and Total Base Assessment Rates [If the reserve ratio for the prior assessment period is equal to or greater than 2.5 percent] (Pg 10686)
Chart 3: Various Measures' Ability to Predict Current Expert Judgment Risk Ranking (Pg 10689)
Table 7: Table 7Scorecard for Large Institutions (Pg 10690)
Table 8: Table 8Weights for CAMELS Component Ratings (Pg 10690)
Table 9: Table 9Cutoff Values and Weights for Measures to Calculate Ability to Withstand AssetRelated Stress Score (Pg 10691)
Table 10: Table 10Calculation of Bank A's Ability to Withstand AssetRelated Stress Score (Pg 10691)
Table 11: Table 11Cutoff Values and Weights to Calculate Ability to Withstand FundingRelated Stress Score (Pg 10693)
Table 12: Table 12Calculation of Bank A's Score for Ability to Withstand FundingRelated Stress (Pg 10693)
Table 13: Table 13Performance Score for Bank A (Pg 10694)
Table 14: Table 14Cutoff Value to Calculate Loss Severity Score (Pg 10694)
Table 15: Table 15Loss Severity Score for Bank A (Pg 10694)
Table 16: Table 16Scorecard for Highly Complex Institutions (Pg 10695)
Table 17: Table 18Cutoff Values and Weights for Measures to Calculate Ability to Withstand AssetRelated Stress Score (Pg 1069610697)
Table 18: Table 19Cutoff Values and Weights to Calculate Ability to Withstand FundingRelated Stress Measures (Pg 10697)
Chart 4: Initial Base Assessment Rates (Pg 10699)
Table 19: (Pg 10709)
Table 20: Scorecard for Large Institutions (Pg 10710)
Table 21: Cutoff Values and Weights for Measures to Calculate Ability to Withstand AssetRelated Stress Score (Pg 1071010711)
Table 22: Cutoff Values and Weights to Calculate Ability to Withstand FundingRelated Stress Measures (Pg 10711)
Table 23: Cutoff Values to Calculate Loss Severity Score (Pg 10711)
Table 24: Scorecard for Highly Complex Institutions (Pg 10712)
Table 25: Cutoff Values and Weights for Measures to Calculate Ability to Withstand AssetRelated Stress Score (Pg 10713)
Table 26: Cutoff Values and Weights to Calculate Ability to Withstand FundingRelated Stress Measures (Pg 10713)
Table 27: Cutoff Values for Loss Severity Measure (Pg 10714)
Table 28: Initial Base Assessment Rate Schedule Before the Reserve Ratio of the DIF Reaches 1.15 Percent (Pg 10717)
Table 29: Total Base Assessment Rate Schedule (After Adjustments) Before the Reserve Ratio of the DIF Reaches 1.15 Percent (Pg 10717)
Table 30: Initial Base Assessment Rate Schedule Once the Reserve Ratio of the DIF Reaches 1.15 Percent and the Reserve Ratio for the Immediately Prior Assessment Period is Less Than 2 Percent (Pg 10718)
Table 31: Total Base Assessment Rate Schedule (After Adjustments) Once the Reserve Ratio of the DIF Reaches 1.15 Percent and the Reserve Ratio for the Immediately Prior Assessment Period is Less Than 2 Percent (Pg 10718)
Table 32: 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 10718)
Table 33: 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 10719)
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 10719)
Table 35: Total Base Assessment Rate Schedule (After Adjustments) If Reserve Ratio for Prior Assessment Period is Greater Than or Equal to 2.5 Percent (Pg 1071910720)
Table 36: (Pg 1072010722)
Table 37: Table C.190th Percentile Annual Loss Rates for 19902009 Period and Corresponding Risk Weights (Pg 10724)
Table 38: Table D.1Runoff Rate Assumptions (Pg 10724)
Table 39: Table D.2Asset Loss Rate Assumptions (Pg 10725)
Table 40: Table 1.1Change in Assessments as a Percent of Income (Pg 10726)
Table 41: Table 1.2Change Assessments as a Percent of Losses (Pg 10727)
Table 42: Table 2.1Descriptive Statistics for Risk Measures (Pg 10728)
Table 43: Table 2.2Descriptive Statistics for Risk Measure Scores (Pg 10728)
Table 44: Table 2.3OLS Regression Results: Scorecard Measures (Pg 10729)
Table 45: Table 2.4Derivation of Scorecard Weights (Pg 10729)
Table 46: Table 2.5Logistic Regression Results (Pg 10730)
Table 47: Table 2.6OLS Regression Results: Weighted Average CAMELS (Pg 10730)
Table 48: Table 2.7OLS Regression Results: Measures in Current Small Bank Method Dependent Variable=Expert Judgment Ranking as of Yearend 2009 (Pg 10731)
Chart 5: Chart 3.1Percentage of Large Bank Failures Predicted by Total Score as of Yearend 2006 (Pg 10732)
Chart 6: Chart 3.2Estimated Large Bank Failure Probabilities Based on Total Score of Yearend 2006 (Pg 10733)

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Release Date:02/25/2011

Update Date:03/20/2011

Agencies Involved:Federal Deposit Insurance Corporation (FDIC)

Law Involved:DoddFrank Wall Street Reform and Consumer Protection Act (DoddFrank Act)

Source:FDIC Website

Effective Date:04/01/2011

Federal Register Citation Number:76 FR 10672

CFR Number:12 CFR Part 327

RIN Indentifier:3064AD66

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