DFAST-14A Operational Risk Schedule Cover Sheet

DFAST-14A Operational Risk Schedule Cover Sheet
Institution Name:
RSSD ID:
Submission Date (MM/DD/YYYY):
OCC Charter ID:

OpRisk Cover Sheet
1

Covered Institution Operational Risk Historical Capital Worksheet
Basel II Mandatory or "Opt-In" Firms Only

1. If the covered institution is subject to the advanced approaches risk-based capital rules, the covered institution should fill out this worksheet and provide any supporting information in a separate document, crossreferencing the document to the respective item.
2. The firm should report the covered institution's operational risk capital by unit-of-measure (undiversified basis) from Q4 of the previous year to Q3 of the reporting year. The unit-of-measure is the level at which the
covered institution's quantification model generates a separate distribution for estimating potential operational losses (e.g., organizational unit, operational loss event type, risk category, etc.).
3. Baseline scenario only.

Unit of Measure

Totals

Operational risk capital by covered institution unit-of measure (undiversified) - insert additional rows as necessary)
$Millions
Q4 2011
Q1 2012

-

-

Q2 2012

Q3 2012

-

-

OpRisk Historical Capital
2

Covered Institution Legal Reserves Reporting Worksheet

Section 2 - Annual Reporting of Legal Reserves
a. For each year in the chart below, report the total dollar value of the institution’s legal reserve balance, representing the total legal reserve balance that was included on the institution’s financial statements as of September 30. The
covered institution’s initial submission should contain annual legal reserve balances from Q3 2008 through Q3 2012.

Quarter

Total Legal Reserves:

Total Legal Reserve Balance
Year
$ Balance (Millions)

Q3

2012

Q3

2011

Q3

2010

Q3

2009

Q3

2008

b. Legal Reserves Pertaining to Repurchase Litigation (Voluntary): For Q3 2012, on a voluntary basis, report the total dollar value of the institution’s legal reserves pertaining to repurchase litigation which was included on
the institution’s financial statements as part of the total legal reserve on September 30.
Total Repurchase Litigation Reserve Balance
Quarter
Year
$ Balance (Millions)
Voluntary Reporting of Legal Reserves Pertaining to Repurchase Litigation:

Q3

2012

Annual Legal Reserves
3