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FR Y-14
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This report annually collects large bank holding companies' (BHCs) quantitative projections of balance sheet, 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 BHCs are required to complete the following FR Y-14A schedules: the Summary, Macro Scenario, Counterparty Credit Risk (CCR), Basel III/Dodd-Frank, and Regulatory Capital Instruments. The number of schedules each BHC completes is subject to materiality thresholds and certain other criteria.
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The data are used to assess the capital adequacy of large BHCs using forward-looking projections of revenue and losses, to support supervisory stress test models and continuous monitoring efforts, and to inform the Federal Reserve's operational decision making as it continues to implement the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010.
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SIFI surcharge
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An additional loss absorbency requirement for Global Systemically Important Banks (G-SIBs) that effectively serve as an extension of the capital conservation buffer.
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According to FR Y-14 form instruction: Each BHC should include within its CCAR Capital Plan
management’s best estimate of the likely SIFI surcharge that would be assessed under this methodology, along with an explanation for the determination of the estimate. |
