| 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, cross-referencing 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. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Operational risk capital by covered institution unit-of measure (undiversified) - insert additional rows as necessary) |
|
|
|
|
|
|
$Millions |
|
|
Unit of Measure |
PQ 1 |
PQ 2 |
PQ 3 |
PQ 4 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
- |
- |
- |
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 2010 through Q3 2014. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Legal Reserve Balance |
|
|
|
|
|
|
|
|
Quarter |
Year |
$ Balance (Millions) |
|
|
|
|
|
|
|
|
Q3 |
2014 |
|
|
|
|
|
|
|
|
|
Q3 |
2013 |
|
|
|
|
|
|
|
Total Legal Reserves: |
|
Q3 |
2012 |
|
|
|
|
|
|
|
|
|
Q3 |
2011 |
|
|
|
|
|
|
|
|
|
Q3 |
2010 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
b. Legal Reserves Pertaining to Repurchase Litigation (Voluntary): For Q3 2014, 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 |
2014 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|