Risk-Based Capital Guidelines: Market Risk

Forms and Documents

Document Name	Status
FR4201_20160608_83c.pdf Justification for No Material/Nonsubstantive Change	2016-06-08

IC Document Collections

IC ID	Document Title	Status
45368	Prior Written Approvals - Reporting	Modified
204387	Qualitative - Disclosure	Modified
204386	Quantitative - Disclosure	Modified
204385	Disclosure Policy - Recordkeeping	Modified
204384	Securitizations - Recordkeeping	Modified
204383	Backtesting and Stress Testing - Recordkeeping	Modified
204382	Backtesting - Recordkeeping	Modified
204381	Internal Models - Recordkeeping	Modified
204380	Trading and Hedging Strategy - Recordkeeping	Modified
204379	Policies and Procedures - Recordkeeping	Modified

ICR Details

OMB Control No: 7100-0314	ICR Reference No: 201606-7100-006
Status: Historical Active	Previous ICR Reference No: 201210-7100-002
Agency/Subagency: FRS	Agency Tracking No: FR 4201
Title: Risk-Based Capital Guidelines: Market Risk
Type of Information Collection: No material or nonsubstantive change to a currently approved collection	Common Form ICR:  No
Type of Review Request: Delegated
OIRA Conclusion Action: Approved without change	Conclusion Date: 06/13/2016
	Date Received in OIRA: 06/13/2016
Terms of Clearance:

	Inventory as of this Action	Requested	Previously Approved
Expiration Date	06/30/2016	06/30/2016	06/30/2016
Responses	532	0	494
Time Burden (Hours)	54,992	0	51,064
Cost Burden (Dollars)	0	0	0

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Abstract: The market risk rule is an important component of the Board’s regulatory capital framework (12 C.F.R. part 217; Regulation Q) that instructs banks to require banking organizations to measure and hold capital to cover their exposure to market risk. On July 2, 2013, the Federal Reserve adopted a revised regulatory capital framework, including the market risk rule, which was expanded to include certain savings and loan holding companies. The market risk rule contains requirements subject to the PRA. The reporting, recordkeeping, and disclosure requirements are found in sections 12 C.F.R. 217.203-217.210, and 217.212. These requirements enhance risk sensitivity and introduce requirements for public disclosure of certain qualitative and quantitative information about a financial institution’s market risk.

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Authorizing Statute(s): US Code: 12 USC 1844(c) Name of Law: Bank Holding Company Act
   US Code: 12 USC 324 Name of Law: Federal Reserve Act
  

Citations for New Statutory Requirements: None

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Associated Rulemaking Information
RIN:	Stage of Rulemaking:	Federal Register Citation:	Date:
7100-AD61	Final or interim final rulemaking	77 FR 53060	08/30/2012

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Federal Register Notices & Comments
60-day Notice:	Federal Register Citation:	Citation Date:
	76 FR 1890	01/11/2011
30-day Notice:	Federal Register Citation:	Citation Date:
	77 FR 53060	08/30/2012
Did the Agency receive public comments on this ICR? No

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Number of Information Collection (IC) in this ICR: 10

IC Title	Form No.	Form Name
Backtesting - Recordkeeping
Backtesting and Stress Testing - Recordkeeping
Disclosure Policy - Recordkeeping
Quantitative - Disclosure
Qualitative - Disclosure
Policies and Procedures - Recordkeeping
Trading and Hedging Strategy - Recordkeeping
Internal Models - Recordkeeping
Securitizations - Recordkeeping
Prior Written Approvals - Reporting

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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	532	494	0	0	38	0
Annual Time Burden (Hours)	54,992	51,064	0	0	3,928	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: Burden increase due to update of the agency's respondent estimate.

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Annual Cost to Federal Government: $0

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]? Yes

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: 06/13/2016

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