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Assessments

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  • Publisher's site:
  • Corporate Authors:
  • Description:
    This Federal Register contains 19 comments and 1 Staff Disclosure. The comments can be found in the Supporting Files section.
  • Content Notes:
    Table 1: Table 1-Determination of Risk Category (Pg 6109)

    Table 2: Table 2-Initial Base Assessment Rates [In basis points per annum] (Pg 6110)

    Table 3: Table 3-Total Base Assessment Rates [In basis points per annum] (Pg 6110)

    Table 4: Table 4-Initial and Total Base Assessment Rates [In basis points per annum] [Once the reserve ratio reaches 1.15 percent] (Pg 6111)

    Table 5: Table 5-Comparison of Current and Proposed Measures in the Financial Ratios Method (Pg 6111)

    Table 6: Table 6-Loan Mix Index for a Hypothetical Bank (Pg 6113-6114)

    Table 7: Table 7-Initial and Total Base Assessment Rates [In basis points per annum] [Once the reserve ratio reaches 1.15 percent] (Pg 6115)

    Table 8: Table 8-Initial and Total Base Assessment Rates [In basis points per annum] [If the reserve ratio for the prior assessment period is equal to or greater than 2 percent and less than 2.5 percent] (Pg 6115)

    Table 9: Table 9-Initial and Total Base Assessment Rates [In basis points per annum] [If the reserve ratio for the prior assessment period is equal to or greater than 2.5 percent] (Pg 6116)

    Table 10: Table 10-Pricing Multipliers and the Uniform Amount Under a Hypothetical Conversion of the Statistical Model to Assessment Rates Based on the Third Quarter of 2015 (Pg 6116)

    Chart 1: (Pg 6118)

    Chart 2: (Pg 6119)

    Table 11: Accuracy Ratio Comparison Between the Revised Proposal and the Current Small Bank Deposit Insurance Assessment System (Pg 6120)

    Table 12: Table 12-Percent Change in Assessments Resulting from the Revised Proposal [Assuming no change in the assessment rate range] (Pg 6121)

    Table 13: Table 13-Assessment Changes Relative to Profits for Profitable Small Institutions Under the Revised Proposal [Assuming no change in the initial assessment rate range] (Pg 6122)

    Table 14: Table 14-Change in Assessments for Unprofitable Small Institutions Resulting from the Revised Proposal [Assuming no change in the initial assessment rate range] (Pg 6122)

    Table 15: Table 15-Percent Change in Assessments Resulting from the Revised Proposal [Assuming change in the initial assessment rate range from 5–35 bps to 3–30 bps] (Pg 6122)

    Table 16: Table 16-Assessment Changes Relative to Profits for Profitable Small Institutions Under the Revised Proposal [Assuming change in the initial assessment rate range from 5–35 bps to 3–30 bps] (Pg 6123)

    Table 17: Table 17-Change in Assessments for Unprofitable Small Institutions Resulting from the Revised Proposal [Assuming assessment change in the initial assessment rate range from 5–35 bps to 3–30 bps] (Pg 6123)

    Table 18: Table 1.1-New Model Variable Description (Pg 6124-6125)

    Table 19: Table 1.2A-Regression with December 2009 as Last Data Point for Independent Variables (Pg 6126)

    Table 20: Table 1.2B-Regression with December 2010 as Last Data Point for Independent Variables (Pg 6126)

    Table 21: Table 1.2C-Regression with December 2011 as Last Data Point for Independent Variables (Pg 6126)

    Table 22: Table 1.2D-Average of the Parameter Estimates Over Three Regressions (Pg 6126)

    Chart 3: Cumulative Accuracy Profile (CAP) Illustration (Pg 6127)

    Chart 4: Cumulative Accuracy Profile (CAP) Illustration Compared with "Perfect" and Random Cases (Pg 6128)

    Table 23: Table 1.3-Comparisons of Out-of-Sample Projection of New Model to the Small Bank Deposit Insurance Assessment System's Rankings for 2006 (Pg 6128)

    Chart 5: Cumulative Accuracy Profile for the Small Bank Deposit Insurance Assessment System Based on its Risk Rankings for 2006 (Pg 6129)

    Chart 6: Cumulative Accuracy Profiles of Established Small Bank Assessment System in the Revised Proposal vs. The Small Bank Deposit Insurance Assessment System Based on Their Risk Rankings for 2006 (Pg 6130)

    Chart 7: Cumulative Accuracy Profiles of Established Small Bank Assessment System in the Revised Proposal vs. The Small Bank Deposit Insurance Assessment System Based on Their Risk Rankings for 2007 (Pg 6131)

    Chart 8: Cumulative Accuracy Profiles of Established Small Bank Assessment System in the Revised Proposal vs. The Small Bank Deposit Insurance Assessment System Based on Their Risk Rankings for 2008 (Pg 6132)

    Chart 9: Cumulative Accuracy Profiles of Established Small Bank Assessment System in the Revised Proposal vs. The Small Bank Deposit Insurance Assessment System Based on Their Risk Rankings for 2009 (Pg 6133)

    Chart 10: Cumulative Accuracy Profiles of Established Small Bank Assessment System in the Revised Proposal vs. The Small Bank Deposit Insurance Assessment System Based on Their Risk Rankings for 2010 (Pg 6134)

    Chart 11: Cumulative Accuracy Profiles of Established Small Bank Assessment System in the Revised Proposal vs. The Small Bank Deposit Insurance Assessment System Based on Their Risk Rankings for 2011 (Pg 6135)

    Table 24: Table 2.1-Effect of the Revised Proposal on Income for Profitable Established Small Banks [P330 compared to C535] (Pg 6136)

    Table 25: Table 2.2-Effect of the Revised Proposal on Income for Unprofitable Established Small Banks [P330 compared to C535] (Pg 6137)

    Table 26: Table 2.3-Effect of the Revised Proposal on Income for Profitable Established Small Banks [P330 compared to C330] (Pg 6137)

    Table 27: Table 2.4-Effect of the Revised Proposal on Income for Unprofitable Established Small Banks [P330 compared to C330] (Pg 6138)

    Table 28: Initial Base Assessment Rate Schedule Beginning the First Quarter after June 30, 2015, That the Reserve Ratio Reaches 1.15 Percent and For All Subsequent Quarters Where the Reserve Ratio for the Immediately Prior Assessment Period is Less Than 2 Percent (Pg 6139)

    Table 29: Total Base Assessment Rate Schedule (After Adjustments) Beginning the First Quarter After June 30, 2015, That the Reserve Ratio Reaches 1.15 Percent and for all Subsequent Quarters Where the Reserve Ratio for the Immediately Prior Assessment Period is less than 2 Percent (Pg 6139)

    Table 30: Initial Base Assessment Rate Schedule if Reserve Ratio for Prior Assessment Period is Greater than 2.5 Percent (Pg 6140)

    Table 31: Total Base Assessment Rate Schedule (After Adjustment) if Reserve Ratio for Prior Assessment Period is Equal to or Greater than 2 Percent but Less than 2.5 Percent (Pg 6140)

    Table 32: Initial Base Assessment Rate Schedule if Reserve Ratio for Prior Assessment Period is Greater than or Equal to 2.5 Percent (Pg 6141)

    Table 33: Total Base Assessment Rate Schedule (After Adjustment) if Reserve Ratio for Prior Assessment Period is Greater than or Equal to 2.5 Percent (Pg 6141)

    Table 34: Initial Base Assessment Rate Schedule Beginning the First Quarter after June 30, 2015, That the Reserve Ratio Reaches 1.5 Percent and for All Subsequent Quarters (Pg 6142)

    Table 35: Total Base Assessment Rate Schedule (After Adjustment) Beginning the First Quarter after June 30, 2015, That the Reserve Ratio Reaches 1.5 Percent and for All Subsequent Quarters (Pg 6142)

    Table 36: Initial and Total Base Assessment Rate Schedule Beginning he First Quarter after June 30, 2015, That the Reserve Ratio Reaches 1.5 Percent and for All Subsequent Quarters Where the Reserve Ratio for the Immediately Prior Assessment Period is Less than 2 Percent (Pg 6142)

    Table 37: Initial and Total 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 6143)

    Table 38: Initial and Total Base Assessment Rate Schedule if Reserve Ratio for Prior Assessment Period is Greater Than or Equal to 2.5 Percent (Pg 6143)

    Table 39: Pricing Multipliers Applicable Beginning the [First Quarter After June 30, 205 That the Reserve Ratio Reaches 1.15 Percent] and All Subsequent Quarters Where the Reserve Ratio for the Immediately Prior Assessment Period is Less Than 2 Percent (Pg 6144)

    Table 40: Pricing Multipliers Applicable When the Reserve Ratio for the Prior Assessment Period is Equal to or Greater than 2 Percent But is Less than 2.5 Percent (Pg 6144)

    Table 41: Pricing Multipliers Applicable When the Reserve Ratio for the Prior Assessment Period is Greater than or Equal to 2.5 Percent (Pg 6144)

    Table 42: Scorecard for Large Institutions (Pg 6145)

    Table 43: Cutoff Values and Weights for Measures to Calculate Ability to Withstand Asset-Related Stress Score (Pg 6146)

    Table 44: Cutoff Values and Weights to Calculate Ability to Withstand Funding-Related Stress Score (Pg 6146)

    Table 45: Cutoff Values to Calculate Loss Severity Score (Pg 6146)

    Table 46: Scorecard for Highly Complex Institutions (Pg 6147)

    Table 47: Cutoff Values and Weights for Measures to Calculate the Ability to Withstand Asset-Related Stress Score (Pg 6148)

    Table 48: Cutoff Values and Weights to Calculate Ability to Withstand Funding-Related Stress Measures (Pg 6148)

    Table 49: Cutoff Values for Less Severity Measure (Pg 6149)

    Table 50: Table E.1-Definitions of Measures Used in the Financial Ratios Method (Pg 6153)

    Table 51: Table E.2-Loan Mix Index Categories (Pg 6154)

  • Dataset Download URL:
  • Format:
  • Release Date:
    02/04/2016
  • Agencies Involved:
    Federal Deposit Insurance Corporation (FDIC)
  • Comment Period End Date:
    03/07/2016
  • Source:
    FDIC Website/GovInfo
  • Federal Register Citation Number:
    81 FR 6108
  • CFR Number:
    12 CFR Part 327
  • RIN Indentifier:
    3064–AE37
  • Main Document Checksum:
  • Download URL:
  • File Type:

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