FFIEC 101 - Advanced Capital Adequacy Framework Guide¶
Overview¶
The FFIEC 101 (Regulatory Capital Reporting for Institutions Subject to the Advanced Capital Adequacy Framework) collects detailed information about: - Components of regulatory capital - Risk-weighted assets by type of credit risk exposure under the Advanced Internal Ratings-Based (AIRB) Approach - Risk-weighted assets and operational losses under the Advanced Measurement Approach (AMA)
Filing Requirements¶
Who Files: Large, internationally active banks and bank holding companies that: - Have consolidated total assets >= $250 billion, OR - Have consolidated total on-balance sheet foreign exposure >= $10 billion
Frequency: Quarterly
OMB Control Number: 7100-0319
Key Schedules¶
| Schedule | Description |
|---|---|
| Schedule A | Regulatory Capital Components and Ratios |
| Schedule B | Credit Risk: Wholesale Exposures |
| Schedule C | Credit Risk: Retail Exposures |
| Schedule D | Credit Risk: Counterparty |
| Schedule E | Credit Risk: Securitization |
| Schedule F | Credit Risk: Equity |
| Schedule G | Credit Risk: Cleared Transactions |
| Schedule H | Operational Risk |
| Schedule I | Market Risk |
| Schedule J | Summary |
| Schedule K | Supplementary Leverage Ratio |
| Schedule L | Total Loss-Absorbing Capacity |
| Schedule M-S | Additional Detailed Schedules |
Key MDRM Codes¶
| Mnemonic | Item Code | Description |
|---|---|---|
| AAAA | 2170 | Total Assets |
| AAAA | 7205 | Total Risk-Based Capital Ratio |
| AAAA | 7206 | Tier 1 Risk-Based Capital Ratio |
| AAAA | P793 | Common Equity Tier 1 Capital Ratio |
| AAAA | 8274 | Tier 1 Capital Allowable |
| AAAA | H015 | Total Leverage Exposure |
| AAAA | H036 | Supplementary Leverage Ratio |
Relationship to Other Forms¶
- FR Y-9C: FFIEC 101 is filed by the same institutions that file FR Y-9C, providing more granular capital data
- FFIEC 102: Market risk data from FFIEC 102 feeds into Schedule I
- Basel III: Implements Advanced Approaches under Basel III framework
Data Sources¶
- Instructions: FFIEC 101 Instructions
- Data Dictionary:
csv/FFIEC_101_ADVANCED_CAPITAL.csv - MDRM Reference: Federal Reserve MDRM Database
Notes¶
- Confidentiality flags apply to certain items during parallel run periods
- Dollar values typically reported in thousands
- Effective dates vary by schedule and item