Final Federal Register Notice - published October 17, 2019. The comment period expires November 18, 2019.
Initial Federal Register Notice - published June 25, 2019. The comment period expired August 26, 2019.
Letter to Market Risk Institutions about the FFIEC 102 Revisions Proposed to Take Effect December 31, 2016 - August 1, 2016. (PDF)
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:
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.
Effective for report dates March 2018 through current:
Effective for report dates March 2017 through December 2017:
Effective for report dates December 2016:
Effective for report date June 2015 through March 2016:
Effective for report date March 2015: