FED Updates Forms for FR Y-9C and FR Y-14Q Reporting
FED updated the form and instructions for FR Y-9C report on consolidated financial statements for holding companies and the FR Y-14Q data collection on capital assessments and stress testing. Also updated were questions and answers (Q&As) for the FR Y-14A and FR Y-14Q information collections and instructions for the FR Y-14M information collection. Through the Q&As, FED provides answers to firms to assist with the interpretation of reporting requirements and the submission of report data.
The FR Y-9C is a quarterly data collection that covers basic financial data from a domestic bank holding company, a savings and loan holding company, a U.S intermediate holding company, and a securities holding company on a consolidated basis in the form of a balance sheet, an income statement, and detailed supporting schedules, including a schedule of off balance-sheet items. The FR Y-14A report collects detailed data on bank holding companies, savings and loan 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 data are reported as of December 31 each year. Additionally, FR Y-14Q collects, on a quarterly basis, detailed data on various asset classes, capital components, and categories of pre-provision net revenue of bank holding companies, savings and loan holding companies, and intermediate holding companies. Schedules are reported on the last calendar day of the quarter, with exceptions for the Trading and Counterparty Schedules.
Related Links
- Form for FR Y-9C (PDF)
- Instructions for FR Y-9C (PDF)
- Form and Instructions for FR Y-14Q
- Instructions for FR Y-14M (ZIP)
- Q&A on FR Y-14
- Reporting Form Updates
Keywords: Americas, US, Banking, FR Y-9C, FR Y-14, Reporting, Stress Testing, Q&A, Basel, FED
Featured Experts

Laurent Birade
Advises U.S. and Canadian financial institutions on risk and finance integration, CCAR/DFAST stress testing, IFRS9 and CECL credit loss reserving, and credit risk practices.

James Partridge
Credit analytics expert helping clients understand, develop, and implement credit models for origination, monitoring, and regulatory reporting.

María Cañamero
Skilled market researcher; growth strategist; successful go-to-market campaign developer
Previous Article
PRA Issues Update on Remuneration Reporting Under EBA Taxonomy 2.10Next Article
RBNZ to Lead Implementation of Deposit Takers ActRelated Articles
US Agencies Issue Several Regulatory and Reporting Updates
The Board of Governors of the Federal Reserve System (FED) adopted the final rule on Adjustable Interest Rate (LIBOR) Act.
ECB Issues Multiple Reports and Regulatory Updates for Banks
The European Central Bank (ECB) published an updated list of supervised entities, a report on the supervision of less significant institutions (LSIs), a statement on macro-prudential policy.
HKMA Keeps List of D-SIBs Unchanged, Makes Other Announcements
The Hong Kong Monetary Authority (HKMA) published a circular on the prudential treatment of crypto-asset exposures, an update on the status of transition to new interest rate benchmarks.
EU Issues FAQs on Taxonomy Regulation, Rules Under CRD, FICOD and SFDR
The European Commission (EC) adopted the standards addressing supervisory reporting of risk concentrations and intra-group transactions, benchmarking of internal approaches, and authorization of credit institutions.
CBIRC Revises Measures on Corporate Governance Supervision
The China Banking and Insurance Regulatory Commission (CBIRC) issued rules to manage the risk of off-balance sheet business of commercial banks and rules on corporate governance of financial institutions.
HKMA Publications Address Sustainability Issues in Financial Sector
The Hong Kong Monetary Authority (HKMA) made announcements to address sustainability issues in the financial sector.
EBA Updates Address Basel and NPL Requirements for Banks
The European Banking Authority (EBA) published regulatory standards on identification of a group of connected clients (GCC) as well as updated the lists of identified financial conglomerates.
ESMA Publishes 2022 ESEF XBRL Taxonomy and Conformance Suite
The General Board of the European Systemic Risk Board (ESRB), at its December meeting, issued an updated risk assessment via the quarterly risk dashboard and held discussions on key policy priorities to address the systemic risks in the European Union.
FCA Sets up ESG Committee, Imposes Penalties, and Issues Other Updates
The Financial Conduct Authority (FCA) is seeking comments, until December 21, 2022, on the draft guidance for firms to support existing mortgage borrowers.
FSB Reports Assess NBFI Sector and Progress on LIBOR Transition
The Financial Stability Board (FSB) published a report that assesses progress on the transition from the Interbank Offered Rates, or IBORs, to overnight risk-free rates as well as a report that assesses global trends in the non-bank financial intermediation (NBFI) sector.