Assessments, Large Bank Pricing.
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Assessments, Large Bank Pricing.

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  • Content Notes:
    Table 1: Table 1-Current Initial Base Assessment Rates Risk Category (Pg 10672)

    Table 2: Table 2-Initial and Total Base Assessment Rates (Pg 10673)

    Chart 1: Effective Assessment Rates, 1950-2010 (Pg 10675)

    Chart 2: Reserve Ratios, 1950-2010 (Pg 10676)

    Table 3: Table 3-Initial and Total Base Assessment Rates (Pg 10683)

    Table 4: Table 4-Initial 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 5-Initial 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 6-Initital 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 7-Scorecard for Large Institutions (Pg 10690)

    Table 8: Table 8-Weights for CAMELS Component Ratings (Pg 10690)

    Table 9: Table 9-Cutoff Values and Weights for Measures to Calculate Ability to Withstand Asset-Related Stress Score (Pg 10691)

    Table 10: Table 10-Calculation of Bank A's Ability to Withstand Asset-Related Stress Score (Pg 10691)

    Table 11: Table 11-Cutoff Values and Weights to Calculate Ability to Withstand Funding-Related Stress Score (Pg 10693)

    Table 12: Table 12-Calculation of Bank A's Score for Ability to Withstand Funding-Related Stress (Pg 10693)

    Table 13: Table 13-Performance Score for Bank A (Pg 10694)

    Table 14: Table 14-Cutoff Value to Calculate Loss Severity Score (Pg 10694)

    Table 15: Table 15-Loss Severity Score for Bank A (Pg 10694)

    Table 16: Table 16-Scorecard for Highly Complex Institutions (Pg 10695)

    Table 17: Table 18-Cutoff Values and Weights for Measures to Calculate Ability to Withstand Asset-Related Stress Score (Pg 10696-10697)

    Table 18: Table 19-Cutoff Values and Weights to Calculate Ability to Withstand Funding-Related 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 Asset-Related Stress Score (Pg 10710-10711)

    Table 22: Cutoff Values and Weights to Calculate Ability to Withstand Funding-Related 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 Asset-Related Stress Score (Pg 10713)

    Table 26: Cutoff Values and Weights to Calculate Ability to Withstand Funding-Related 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 10719-10720)

    Table 36: (Pg 10720-10722)

    Table 37: Table C.1-90th Percentile Annual Loss Rates for 1990-2009 Period and Corresponding Risk Weights (Pg 10724)

    Table 38: Table D.1-Runoff Rate Assumptions (Pg 10724)

    Table 39: Table D.2-Asset Loss Rate Assumptions (Pg 10725)

    Table 40: Table 1.1-Change in Assessments as a Percent of Income (Pg 10726)

    Table 41: Table 1.2-Change Assessments as a Percent of Losses (Pg 10727)

    Table 42: Table 2.1-Descriptive Statistics for Risk Measures (Pg 10728)

    Table 43: Table 2.2-Descriptive Statistics for Risk Measure Scores (Pg 10728)

    Table 44: Table 2.3-OLS Regression Results: Scorecard Measures (Pg 10729)

    Table 45: Table 2.4-Derivation of Scorecard Weights (Pg 10729)

    Table 46: Table 2.5-Logistic Regression Results (Pg 10730)

    Table 47: Table 2.6-OLS Regression Results: Weighted Average CAMELS (Pg 10730)

    Table 48: Table 2.7-OLS Regression Results: Measures in Current Small Bank Method Dependent Variable=Expert Judgment Ranking as of Year-end 2009 (Pg 10731)

    Chart 5: Chart 3.1-Percentage of Large Bank Failures Predicted by Total Score as of Year-end 2006 (Pg 10732)

    Chart 6: Chart 3.2-Estimated Large Bank Failure Probabilities Based on Total Score of Year-end 2006 (Pg 10733)

  • Format:
  • Release Date:
    02/25/2011
  • Update Date:
    03/20/2011
  • Agencies Involved:
    Federal Deposit Insurance Corporation (FDIC)
  • Law Involved:
    Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act)
  • Source:
    FDIC Website
  • Effective Date:
    04/01/2011
  • Federal Register Citation Number:
    76 FR 10672
  • CFR Number:
    12 CFR Part 327
  • RIN Indentifier:
    3064-AD66
  • Main Document Checksum:
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