Market Risk Capital Requirements

Forms and Documents

Document Name	Status
FR2-0178 Market Risk Capital Requirements 81 FR 9194 (24 FEB 2016).pdf Supplementary Document	2016-02-24
FR1-0178 Market Risk Capital Requirements 80 FR 77630 (15 DEC 2015).pdf Supplementary Document	2016-02-24
SPST-0178 Market Risk 2016 Renewal.doc Supporting Statement A	2016-02-24

IC Document Collections

IC ID	Document Title	Status
195655	Qualitative disclosures for each portfolio of covered positions	Unchanged
195654	Quantitative disclosures for each portfolio of covered positions	Unchanged
195653	Disclosure policy	Unchanged
195652	Quantitative market risk disclosures	Unchanged
195651	Securitization positions	Unchanged
195650	Requirements for stress testing	Unchanged
195649	Comprehensive risk measurement -- prior approval	Unchanged
195648	Incremental risk model -- prior approval	Unchanged
195647	Modeled specific risk	Unchanged
195646	Stressed VaR-based measure quantitative requirements	Unchanged
195645	Retention of subportfolio information	Unchanged
195644	Demonstrate appropriateness of proxies	Unchanged
195643	Backtesting adjustments to risk-based capital ratio calculations	Unchanged
195642	Internal audit report	Unchanged
195641	Review of internal models	Unchanged
195640	Active management of covered positions	Unchanged
195639	Trading and hedging strategies	Unchanged
195637	Identification of trading positions	Unchanged

ICR Details

OMB Control No: 3064-0178	ICR Reference No: 201510-3064-001
Status: Historical Active	Previous ICR Reference No: 201303-3064-001
Agency/Subagency: FDIC	Agency Tracking No:
Title: Market Risk Capital Requirements
Type of Information Collection: Extension without change of a currently approved collection	Common Form ICR:  No
Type of Review Request: Regular
OIRA Conclusion Action: Approved without change	Conclusion Date: 05/10/2016
	Date Received in OIRA: 02/24/2016
Terms of Clearance:

	Inventory as of this Action	Requested	Previously Approved
Expiration Date	05/31/2019	36 Months From Approved	05/31/2016
Responses	60	0	60
Time Burden (Hours)	3,928	0	3,928
Cost Burden (Dollars)	0	0	0

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Abstract: This collection is based on the June 2004 Basel Committee of Banking Supervision's final paper "International Convergence of Capital Measurement and Capital Standards: A Revised Framework" and the June 2009 BCBS's final paper entitled "Revisions to the Basel II Market Risk Framework -- Final Version." This framework recognizes developments in financial products, incorporates advances in risk measurement and management practices, and assesses capital requirements that are generally more sensitive to risk.

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Authorizing Statute(s): US Code: 12 USC 1815(a) Name of Law: Federal Deposit Insurance Act
  

Citations for New Statutory Requirements: None

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Associated Rulemaking Information
RIN:	Stage of Rulemaking:	Federal Register Citation:	Date:
	Not associated with rulemaking

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Federal Register Notices & Comments
60-day Notice:	Federal Register Citation:	Citation Date:
	80 FR 77630	12/15/2015
30-day Notice:	Federal Register Citation:	Citation Date:
	81 FR 9194	02/24/2016
Did the Agency receive public comments on this ICR? No

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Number of Information Collection (IC) in this ICR: 18

IC Title	Form No.	Form Name
Active management of covered positions
Trading and hedging strategies
Review of internal models
Stressed VaR-based measure quantitative requirements
Modeled specific risk
Comprehensive risk measurement -- prior approval
Quantitative market risk disclosures
Quantitative disclosures for each portfolio of covered positions
Qualitative disclosures for each portfolio of covered positions
Demonstrate appropriateness of proxies
Identification of trading positions
Requirements for stress testing
Internal audit report
Incremental risk model -- prior approval
Backtesting adjustments to risk-based capital ratio calculations
Retention of subportfolio information
Disclosure policy
Securitization positions

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ICR Summary of Burden

	Total Approved	Previously Approved	Change Due to New Statute	Change Due to Agency Discretion	Change Due to Adjustment in Estimate	Change Due to Potential Violation of the PRA
Annual Number of Responses	60	60	0	0	0	0
Annual Time Burden (Hours)	3,928	3,928	0	0	0	0
Annual Cost Burden (Dollars)	0	0	0	0	0	0

Burden increases because of Program Change due to Agency Discretion: No

Burden Increase Due to:

Burden decreases because of Program Change due to Agency Discretion: No

Burden Reduction Due to:

Short Statement:

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Annual Cost to Federal Government:

Does this IC contain surveys, censuses, or employ statistical methods? No

Is the Supporting Statement intended to be a Privacy Impact Assessment required by the E-Government Act of 2002? No

Is this ICR related to the Affordable Care Act [Pub. L. 111-148 & 111-152]? No

Is this ICR related to the Dodd-Frank Wall Street Reform and Consumer Protection Act, [Pub. L. 111-203]? No

Is this ICR related to the American Recovery and Reinvestment Act of 2009 (ARRA)? No

Is this ICR related to the Pandemic Response? Uncollected

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Common Form ICR:  No

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On behalf of this Federal agency, I certify that the collection of information encompassed by this request complies with 5 CFR 1320.9 and the related provisions of 5 CFR 1320.8(b)(3).

The following is a summary of the topics, regarding the proposed collection of information, that the certification covers:

(a) It is necessary for the proper performance of agency functions;

(b) It avoids unnecessary duplication;

(c) It reduces burden on small entities;

(d) It uses plain, coherent, and unambiguous language that is understandable to respondents;

(e) Its implementation will be consistent and compatible with current reporting and recordkeeping practices;

(f) It indicates the retention periods for recordkeeping requirements;

(g) It informs respondents of the information called for under 5 CFR 1320.8 (b)(3) about:

(i) Why the information is being collected;

(ii) Use of information;

(iii) Burden estimate;

(iv) Nature of response (voluntary, required for a benefit, or mandatory);

(v) Nature and extent of confidentiality; and

(vi) Need to display currently valid OMB control number;

(h) It was developed by an office that has planned and allocated resources for the efficient and effective management and use of the information to be collected.

(i) It uses effective and efficient statistical survey methodology (if applicable); and

(j) It makes appropriate use of information technology.

If you are unable to certify compliance with any of these provisions, identify the item by leaving the box unchecked and explain the reason in the Supporting Statement.

Certification Date: 02/24/2016

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