FFIEC 102 Reporting Form – current version (PDF)
FFIEC 102 Instructions – current version (PDF)

Final Federal Register notice for FFIEC 102 - published October 13, 2016. The comment period expires November 14, 2016. (PDF)
Initial Federal Register Notice - published July 5, 2016. The comment period expired September 6, 2016. (PDF)

Letter to Market Risk Institutions about the FFIEC 102 Revisions Proposed to Take Effect December 31, 2016 - August 1, 2016. (PDF)

Draft FFIEC 102 Report Form for the Revisions Proposed to Take Effect December 31, 2016 - July 29, 2016. (PDF)
Draft FFIEC 102 Instructions for the Revisions Proposed to Take Effect December 31, 2016 - updated October 28, 2016. (PDF)

Historical Versions
Validation Criteria 

Description: The reporting form collects information on reporting institutions’ value-at-risk-based measures, specific risk add-ons, incremental risk capital requirement, comprehensive risk capital requirement, and de minimis positions that pertain to the regulatory capital requirements for market risk under the federal banking agencies’ market risk capital rule incorporated into Subpart F of the revised regulatory capital rules adopted by the federal banking agencies in July 2013. The Memoranda section of the reporting form collects additional data that pertain to the risk profiles of reporting institutions’ trading activities.

Agency OMB Numbers:

FRB	FDIC	OCC
7100-0365	3064-0199	1557-0325

 

Purpose: The federal banking agencies use the reported data to assess the reasonableness and accuracy of a reporting institution’s calculation of its minimum capital requirements under the market risk capital rule and evaluate a reporting institution’s capital in relation to its risks..

Background: This reporting form represents the regulatory reporting requirements associated with the market risk capital rule in the federal banking agencies’ July 2013 revised regulatory capital rules. The agencies’ market risk capital rule takes effect January 1, 2015. The reporting requirements take effect as of March 31, 2015, for institutions subject to the market risk capital rule.

Respondent Panel: The panel consists of banks, savings associations, bank holding companies, and savings and loan holding companies that are subject to the federal banking agencies’ market risk capital rule.

Frequency: Quarterly, as of the last calendar day of March, June, September, and December.

Public Release: All data reported in the reporting form are available to the public.

Historical Versions:
Documents are in Portable Document Format (PDF).

2016	March

2015	March

Instructions for Preparation - issued March 2016

Instructions for Preparation - issued March 2015

Validation Criteria:

Effective for report dates March 2017 through current:

• Validity Edits: Excel | PDF - Final (updated April 14, 2017)
• Quality Edits: Excel | PDF- Final (updated April 14, 2017)

Effective for report dates December 2016 through current:

• Validity Edits: Excel | PDF - Final (updated December 22, 2016)
• Quality Edits: Excel | PDF- Final (updated December 22, 2016)

Effective for report dates June 2016 through September 2016:

• Validity Edits: Excel | PDF - Final (updated June 23, 2016)
• Quality Edits: Excel | PDF- Final (updated June 23, 2016)

Effective for report date June 2015 through March 2016:

• Validity Edits: Excel | PDF - Final (updated July 7, 2015)
• Quality Edits: Excel | PDF- Final (updated July 7, 2015)

Effective for report date March 2015:

• Validity Edits: Excel | PDF- Final (updated April 14, 2015)