February 06, 2019

FED updated technical instructions for reporting form FR Y-14A on capital assessments and stress testing. The annual schedules are reported as of December 31 each year.

The FR Y-14A report collects detailed data on bank holding companies' and intermediate holding companies' quantitative projections of balance sheet assets and liabilities, income, losses, and capital across a range of macroeconomic scenarios and qualitative information on methodologies used to develop internal projections of capital across scenarios. The report comprises Summary, Macro Scenario, Regulatory Capital Instruments, Regulatory Capital Transitions, Operational Risk, Business Plan Changes, and Retail Repurchase Exposures schedules, each with multiple supporting sub-schedules. The number of schedules a respondent must complete is subject to materiality thresholds and certain other criteria. Respondents report projections on the FR Y-14A schedules across supervisory scenarios as well as firm-defined scenarios. Respondents are also required to submit qualitative information supporting their projections, including descriptions of the methodologies used to develop the internal projections of capital across scenarios and other analyses that support their comprehensive capital plans.

 

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Keywords: Americas, US, Banking, Reporting, FR Y-14A, Stress Testing, Technical Instructions, FED

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