Market Risk Regulatory Report for Institutions Subject to the Market Risk Capital Rule
The Market Risk Regulatory Report for Institutions Subject to the Market Risk Capital Rule (FFIEC 102) 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 market risk capital rule. Board-regulated respondents must file the FFIEC 102 quarterly with the Board.
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Complete Metadata
| @type | dcat:Dataset |
|---|---|
| accessLevel | public |
| bureauCode |
[ "920:00" ] |
| contactPoint |
{ "fn": "Katherine Tom", "hasEmail": "mailto:ogda-data@frb.gov" } |
| description | The Market Risk Regulatory Report for Institutions Subject to the Market Risk Capital Rule (FFIEC 102) 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 market risk capital rule. Board-regulated respondents must file the FFIEC 102 quarterly with the Board. |
| identifier | FRBCNB30 |
| keyword |
[ "Bank holding companies (BHC)", "Banks", "Capital requirements", "Data resource", "FRS collected data", "Financial institutions and services", "Regulatory reports", "Risk", "Savings and loan holding companies (SLHC)", "Savings associations" ] |
| landingPage | https://www.ffiec.gov/npw |
| modified | R/P3M |
| programCode |
[ "920:000" ] |
| publisher |
{ "name": "Board of Governors of the Federal Reserve System" } |
| title | Market Risk Regulatory Report for Institutions Subject to the Market Risk Capital Rule |
